Strategy Tester Report
Spring V7_7.2
Alpari-ECN1 (Build 988)

СимволNZDCHF (New Zealand Dollar vs Swiss Franc)
Период1 Минута (M1) 2010.01.01 00:01 - 2017.04.23 23:59 (2010.01.01 - 2017.03.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыa0=" ВХОДНЫЕ ПАРАМЕТРЫ STRING "; ТФ="W1"; Lots=0.01; LotExponent=1; Step=100; Candles=200; Slippage=3; TakeProfit=50; MaxTrades=20; Gep=15; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК "; UseBU=false; TakeProfitBU=30; HourBU=72; ac=" Динамический расчет сигнальной свечи (при kol_bar_sredn=0 работает Candles)"; kol_bar_sredn=0; K_Candles=1; UseDinStep=false; K_Step_Candles=0.5; K_TP=0.25; ad=" Изучаем свечу младшего ТФ "; UseFriday=false; MaxCandlesFriday=50; ae=" Исключаем из торгов новый год "; UseNY=true; DataStart="12.15"; DataEnd="01.15"; MagicBuy=111; MagicSell=222;
Баров в истории2719450Смоделировано тиков132351089Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (23)
Чистая прибыль184.67Общая прибыль226.64Общий убыток-41.97
Прибыльность5.40Матожидание выигрыша4.62
Абсолютная просадка59.81Максимальная просадка122.07 (1.21%)Относительная просадка1.21% (122.07)
Всего сделок40Короткие позиции (% выигравших)17 (70.59%)Длинные позиции (% выигравших)23 (86.96%)
Прибыльные сделки (% от всех)32 (80.00%)Убыточные сделки (% от всех)8 (20.00%)
Самая большаяприбыльная сделка25.37убыточная сделка-15.41
Средняяприбыльная сделка7.08убыточная сделка-5.25
Максимальное количествонепрерывных выигрышей (прибыль)9 (54.94)непрерывных проигрышей (убыток)2 (-20.60)
Макс.непрерывная прибыль (число выигрышей)54.94 (9)непрерывный убыток (число проигрышей)-20.60 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.05.24 00:02buy10.010.777680.000000.00000
22010.05.24 00:02modify10.010.777680.000000.78268
32010.05.24 19:09t/p10.010.782680.000000.782685.0210005.02
42010.07.05 00:02buy20.010.731430.000000.00000
52010.07.05 00:02modify20.010.731430.000000.73643
62010.07.05 04:10t/p20.010.736430.000000.736435.0210010.04
72010.07.26 00:02sell30.010.764950.000000.00000
82010.07.26 00:02modify30.010.764950.000000.75995
92010.07.27 10:34sell40.010.774950.000000.00000
102010.07.27 10:34modify40.010.774950.000000.76495
112010.07.27 10:34modify30.010.764950.000000.76495
122010.07.29 00:02t/p30.010.764950.000000.76495-0.6510009.39
132010.07.29 00:02t/p40.010.764950.000000.764959.5210018.91
142010.11.01 00:02sell50.010.752040.000000.00000
152010.11.01 00:02modify50.010.752040.000000.74704
162010.11.01 17:06sell60.010.762060.000000.00000
172010.11.01 17:06modify60.010.762060.000000.75205
182010.11.01 17:06modify50.010.752040.000000.75205
192010.11.03 00:16t/p50.010.752050.000000.75205-0.2710018.64
202010.11.03 00:16t/p60.010.752050.000000.752059.7910028.43
212010.11.29 00:00buy70.010.753150.000000.00000
222010.11.29 00:00modify70.010.753150.000000.75815
232010.11.30 05:32buy80.010.743110.000000.00000
242010.11.30 05:32modify80.010.743110.000000.75313
252010.11.30 05:32modify70.010.753150.000000.75313
262010.12.01 20:12t/p70.010.753130.000000.753130.0910028.52
272010.12.01 20:12t/p80.010.753130.000000.7531310.1110038.63
282011.02.28 00:00buy90.010.695030.000000.00000
292011.02.28 00:00modify90.010.695030.000000.70003
302011.02.28 19:30t/p90.010.700030.000000.700035.0210043.65
312011.03.21 00:18buy100.010.657420.000000.00000
322011.03.21 00:18modify100.010.657420.000000.66242
332011.03.21 05:12t/p100.010.662420.000000.662425.0210048.67
342011.03.28 00:01sell110.010.691340.000000.00000
352011.03.28 00:01modify110.010.691340.000000.68634
362011.03.30 07:51sell120.010.701380.000000.00000
372011.03.30 07:51modify120.010.701380.000000.69136
382011.03.30 07:51modify110.010.691340.000000.69136
392011.04.01 16:46sell130.010.711430.000000.00000
402011.04.01 16:46modify130.010.711430.000000.69638
412011.04.01 16:46modify120.010.701380.000000.69638
422011.04.01 16:46modify110.010.691340.000000.69638
432011.04.28 20:37t/p110.010.696380.000000.69638-9.3610039.31
442011.04.28 20:37t/p120.010.696380.000000.696380.9810040.29
452011.04.28 20:37t/p130.010.696380.000000.6963811.6010051.89
462011.07.04 00:00sell140.010.701710.000000.00000
472011.07.04 00:00modify140.010.701710.000000.69671
482011.07.05 21:19t/p140.010.696710.000000.696714.8910056.78
492011.08.08 00:00buy150.010.639240.000000.00000
502011.08.08 00:00modify150.010.639240.000000.64424
512011.08.08 06:54buy160.010.629070.000000.00000
522011.08.08 06:54modify160.010.629070.000000.63916
532011.08.08 06:54modify150.010.639240.000000.63916
542011.08.08 23:15buy170.010.618710.000000.00000
552011.08.08 23:15modify170.010.618710.000000.63401
562011.08.08 23:15modify160.010.629070.000000.63401
572011.08.08 23:15modify150.010.639240.000000.63401
582011.08.09 04:39buy180.010.608590.000000.00000
592011.08.09 04:39modify180.010.608590.000000.62890
602011.08.09 04:39modify170.010.618710.000000.62890
612011.08.09 04:39modify160.010.629070.000000.62890
622011.08.09 04:39modify150.010.639240.000000.62890
632011.08.09 05:15buy190.010.598580.000000.00000
642011.08.09 05:15modify190.010.598580.000000.62384
652011.08.09 05:15modify180.010.608590.000000.62384
662011.08.09 05:15modify170.010.618710.000000.62384
672011.08.09 05:15modify160.010.629070.000000.62384
682011.08.09 05:15modify150.010.639240.000000.62384
692011.08.09 10:06t/p150.010.623840.000000.62384-15.4110041.38
702011.08.09 10:06t/p160.010.623840.000000.62384-5.2010036.18
712011.08.09 10:06t/p170.010.623840.000000.623845.2010041.39
722011.08.09 10:06t/p180.010.623840.000000.6238415.3210056.71
732011.08.09 10:06t/p190.010.623840.000000.6238425.3710082.08
742011.08.29 00:01sell200.010.678570.000000.00000
752011.08.29 00:01modify200.010.678570.000000.67357
762011.08.29 10:22sell210.010.688620.000000.00000
772011.08.29 10:22modify210.010.688620.000000.67860
782011.08.29 10:22modify200.010.678570.000000.67860
792011.08.30 14:09sell220.010.698670.000000.00000
802011.08.30 14:09modify220.010.698670.000000.68362
812011.08.30 14:09modify210.010.688620.000000.68362
822011.08.30 14:09modify200.010.678570.000000.68362
832011.08.31 16:08t/p200.010.683620.000000.68362-5.3310076.75
842011.08.31 16:08t/p210.010.683620.000000.683624.7610081.51
852011.08.31 16:08t/p220.010.683620.000000.6836214.9910096.50
862011.09.12 00:00sell230.010.728720.000000.00000
872011.09.12 00:00modify230.010.728720.000000.72372
882011.09.12 05:32t/p230.010.723720.000000.723725.0210101.52
892011.09.26 00:08buy240.010.701730.000000.00000
902011.09.26 00:08modify240.010.701730.000000.70673
912011.09.27 08:29t/p240.010.706730.000000.706735.0710106.59
922012.02.27 00:00buy250.010.748510.000000.00000
932012.02.27 00:00modify250.010.748510.000000.75351
942012.02.27 18:04t/p250.010.753510.000000.753515.0210111.61
952012.07.09 00:00sell260.010.780610.000000.00000
962012.07.09 00:00modify260.010.780610.000000.77561
972012.07.09 10:57t/p260.010.775610.000000.775615.0210116.63
982012.10.08 00:09buy270.010.759850.000000.00000
992012.10.08 00:09modify270.010.759850.000000.76485
1002012.10.08 17:53t/p270.010.764850.000000.764855.0210121.65
1012013.06.10 00:00buy280.010.733250.000000.00000
1022013.06.10 00:00modify280.010.733250.000000.73825
1032013.06.10 10:19t/p280.010.738250.000000.738255.0210126.67
1042013.08.05 00:01buy290.010.720400.000000.00000
1052013.08.05 00:01modify290.010.720400.000000.72540
1062013.08.05 10:01t/p290.010.725400.000000.725405.0210131.69
1072013.08.12 00:01sell300.010.741770.000000.00000
1082013.08.12 00:01modify300.010.741770.000000.73677
1092013.08.14 13:50sell310.010.751810.000000.00000
1102013.08.14 13:50modify310.010.751810.000000.74179
1112013.08.14 13:50modify300.010.741770.000000.74179
1122013.08.20 04:47t/p300.010.741790.000000.74179-1.0610130.63
1132013.08.20 04:47t/p310.010.741790.000000.741799.2910139.92
1142013.08.26 00:02buy320.010.718700.000000.00000
1152013.08.26 00:02modify320.010.718700.000000.72370
1162013.08.26 10:08t/p320.010.723700.000000.723705.0210144.94
1172013.09.09 00:00sell330.010.751710.000000.00000
1182013.09.09 00:00modify330.010.751710.000000.74671
1192013.09.09 04:33t/p330.010.746710.000000.746715.0210149.96
1202013.10.28 00:00buy340.010.739440.000000.00000
1212013.10.28 00:00modify340.010.739440.000000.74444
1222013.10.28 13:21t/p340.010.744440.000000.744445.0210154.98
1232013.11.25 00:01buy350.010.742090.000000.00000
1242013.11.25 00:01modify350.010.742090.000000.74709
1252013.11.25 04:46t/p350.010.747090.000000.747095.0210160.00
1262014.06.16 00:00sell360.010.779600.000000.00000
1272014.06.16 00:00modify360.010.779600.000000.77460
1282014.06.24 23:59t/p360.010.774600.000000.774603.9810163.97
1292015.05.04 00:03buy370.010.702480.000000.00000
1302015.05.04 00:03modify370.010.702480.000000.70748
1312015.05.06 04:06buy380.010.692480.000000.00000
1322015.05.06 04:06modify380.010.692480.000000.70248
1332015.05.06 04:06modify370.010.702480.000000.70248
1342015.05.07 11:31buy390.010.682470.000000.00000
1352015.05.07 11:31modify390.010.682470.000000.69748
1362015.05.07 11:31modify380.010.692480.000000.69748
1372015.05.07 11:31modify370.010.702480.000000.69748
1382015.05.08 23:52t/p370.010.697480.000000.69748-4.6910159.28
1392015.05.08 23:52t/p380.010.697480.000000.697485.2410164.52
1402015.05.08 23:52t/p390.010.697480.000000.6974815.1310179.65
1412015.06.01 00:58buy400.010.666280.000000.00000
1422015.06.01 00:58modify400.010.666280.000000.67128
1432015.06.01 09:18t/p400.010.671280.000000.671285.0210184.67