Strategy Tester Report
SDTR_EA_v_1.01
Alpari-ECN1 (Build 1090)

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2012.12.02 22:00 - 2018.02.06 23:59 (2013.01.10 - 2018.02.02)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыtrade="*** Торговля ***"; Set_Name="SDTR EA v 1.01 EURUSD H4 10.01.2013 - 30.01.2018 Fix SL"; Magic=12345; Buy_Enable=true; Sell_Enable=true; Lot=0.01; sl_tp="*** Стоплосс и Тейкпрофит ***"; SL_Pips=105; SL_Shift=2; Max_SL=0; TP_Ratio=3.3; close="*** Закрытие ордеров ***"; ZZ="*** ZigZag ***"; ExtDepth=65; ExtDeviation=5; ExtBackstep=3; ZigZagCandles=6; MBFX="*** MBFX Timing ***"; Len=4; Filter=0; Level_Low=28; MBFXCandles=10; TtrendLine="*** Ttrend Line ***"; period=4; FilterNumber=3; ma_method=3; applied_price=0; MA="*** Moving Average ***"; MA_Period=15; MA_Type=0; sinal="*** Сигналы ***"; Show_Signals=true; signal_x=10; signal_y=220; draw_arrow=true; testing="*** Тестирование ***"; SkipBrexit=true; SkipTrump=true; SkipNY=true;
Баров в истории8075Смоделировано тиков73645581Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред10
Чистая прибыль279.30Общая прибыль384.55Общий убыток-105.24
Прибыльность3.65Матожидание выигрыша3.33
Абсолютная просадка0.72Максимальная просадка27.71 (2.15%)Относительная просадка2.15% (27.71)
Всего сделок84Короткие позиции (% выигравших)48 (87.50%)Длинные позиции (% выигравших)36 (88.89%)
Прибыльные сделки (% от всех)74 (88.10%)Убыточные сделки (% от всех)10 (11.90%)
Самая большаяприбыльная сделка34.65убыточная сделка-10.60
Средняяприбыльная сделка5.20убыточная сделка-10.52
Максимальное количествонепрерывных выигрышей (прибыль)14 (91.98)непрерывных проигрышей (убыток)1 (-10.60)
Макс.непрерывная прибыль (число выигрышей)91.98 (14)непрерывный убыток (число проигрышей)-10.60 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.02.04 12:00sell10.011.358661.369161.32401
22013.02.05 12:00close10.011.352501.369161.324016.171006.17
32013.03.07 12:00buy20.011.303911.293411.33856
42013.03.08 04:00close20.011.309491.293411.338565.551011.73
52013.03.14 20:00buy30.011.301981.291481.33663
62013.03.15 20:00close30.011.305871.291481.336633.861015.59
72013.03.20 16:00buy40.011.293811.283311.32846
82013.03.25 12:00close40.011.299671.283311.328465.731021.32
92013.04.04 20:00buy50.011.287751.277251.32240
102013.04.05 04:00close50.011.293381.277251.322405.601026.92
112013.04.11 04:00sell60.011.304881.315381.27023
122013.04.16 04:00close60.011.304561.315381.270230.351027.28
132013.04.17 20:00sell70.011.302371.312871.26772
142013.04.23 20:00close70.011.301151.312871.267721.291028.56
152013.05.20 12:00buy80.011.287231.276731.32188
162013.05.22 08:00close80.011.291431.276731.321884.151032.71
172013.07.10 20:00buy90.011.285251.274751.31990
182013.07.11 01:57t/p90.011.319901.274751.3199034.571067.28
192013.07.25 00:00sell100.011.320061.330561.28541
202013.07.31 21:00s/l100.011.330561.330561.28541-10.461056.83
212013.08.01 12:00sell110.011.324571.335071.28992
222013.08.02 04:00close110.011.320641.335071.289923.941060.77
232013.10.01 20:00sell120.011.352511.363011.31786
242013.10.02 08:00close120.011.352201.363011.317860.321061.09
252013.10.04 16:00sell130.011.358371.368871.32372
262013.10.07 00:00close130.011.356391.368871.323721.991063.08
272013.10.25 16:00sell140.011.378281.388781.34363
282013.10.30 12:00close140.011.376861.388781.343631.451064.53
292013.11.20 20:00sell150.011.343801.354301.30915
302013.11.21 04:00close150.011.342381.354301.309151.451065.98
312013.11.29 20:00sell160.011.358491.368991.32384
322013.12.02 20:00close160.011.355121.368991.323843.381069.37
332013.12.19 00:00sell170.011.368331.378831.33368
342013.12.19 08:00close170.011.366711.378831.333681.621070.99
352014.02.20 00:00sell180.011.373281.383781.33863
362014.02.20 20:00close180.011.370191.383781.338633.091074.08
372014.03.03 20:00sell190.011.373571.384071.33892
382014.03.04 08:00close190.011.373261.384071.338920.321074.40
392014.03.14 00:00sell200.011.386871.397371.35222
402014.03.14 08:00close200.011.386301.397371.352220.571074.97
412014.03.26 00:00buy210.011.382751.372251.41740
422014.03.28 11:01s/l210.011.372251.372251.41740-10.601064.36
432014.04.07 16:00buy220.011.372951.362451.40760
442014.04.08 08:00close220.011.374351.362451.407601.371065.74
452014.04.30 16:00buy230.011.386051.375551.42070
462014.05.01 00:00close230.011.386561.375551.420700.431066.17
472014.05.08 20:00sell240.011.386111.396611.35146
482014.05.09 04:00close240.011.383711.396611.351462.411068.58
492014.05.26 20:00buy250.011.364631.354131.39928
502014.05.27 08:00close250.011.365421.354131.399280.761069.34
512014.06.05 20:00buy260.011.363821.353321.39847
522014.06.06 04:00close260.011.365821.353321.398471.971071.32
532014.07.02 08:00sell270.011.367191.377691.33254
542014.07.02 20:00close270.011.365271.377691.332541.921073.24
552014.07.24 12:00buy280.011.348571.338071.38322
562014.07.30 15:30s/l280.011.338071.338071.38322-10.601062.63
572014.08.27 20:00buy290.011.319391.308891.35404
582014.08.28 12:00close290.011.320751.308891.354041.281063.92
592014.09.03 12:00buy300.011.314151.303651.34880
602014.09.04 04:00close300.011.314581.303651.348800.351064.27
612014.09.10 00:00buy310.011.293801.283301.32845
622014.09.11 20:00close310.011.293931.283301.328450.051064.32
632014.11.20 12:00sell320.011.251711.262211.21706
642014.11.24 00:00close320.011.236371.262211.2170615.361079.68
652014.12.09 12:00buy330.011.234731.224231.26938
662014.12.10 00:00close330.011.237371.224231.269382.611082.30
672014.12.17 12:00sell340.011.246211.256711.21156
682014.12.18 08:00close340.011.234481.256711.2115611.761094.06
692015.03.16 20:00buy350.011.061471.050971.09612
702015.03.18 23:04t/p350.011.096121.050971.0961234.601128.66
712015.03.26 20:00sell360.011.092081.102581.05743
722015.03.27 04:00close360.011.089151.102581.057432.941131.60
732015.05.04 12:00sell370.011.114181.124681.07953
742015.05.06 09:19s/l370.011.124681.124681.07953-10.481121.12
752015.05.18 12:00sell380.011.138671.149171.10402
762015.05.19 08:00close380.011.130471.149171.104028.211129.33
772015.06.05 04:00sell390.011.120961.131461.08631
782015.06.08 00:00close390.011.109761.131461.0863111.211140.54
792015.06.19 12:00sell400.011.131311.141811.09666
802015.06.24 00:00close400.011.116771.141811.0966614.571155.11
812015.06.29 20:00buy410.011.121451.110951.15610
822015.07.01 10:20s/l410.011.110951.110951.15610-10.551144.56
832015.07.08 12:00buy420.011.104441.093941.13909
842015.07.09 04:00close420.011.106501.093941.139091.981146.54
852015.07.21 12:00buy430.011.085591.075091.12024
862015.07.22 04:00close430.011.094741.075091.120249.121155.67
872015.09.21 00:00sell440.011.128071.138571.09342
882015.09.22 04:00close440.011.119541.138571.093428.541164.21
892015.09.23 20:00buy450.011.117441.106941.15209
902015.09.24 04:00close450.011.118081.106941.152090.561164.77
912015.10.15 16:00sell460.011.138271.148771.10362
922015.10.16 20:00close460.011.138211.148771.103620.071164.84
932015.11.18 12:00buy470.011.068051.057551.10270
942015.11.19 12:00close470.011.068591.057551.102700.461165.30
952015.12.01 12:00buy480.011.059851.049351.09450
962015.12.02 04:00close480.011.062121.049351.094502.241167.55
972015.12.03 00:00buy490.011.061421.050921.09607
982015.12.03 21:32t/p490.011.096071.050921.0960734.651202.20
992015.12.15 16:00sell500.011.097131.107631.06248
1002015.12.16 00:00close500.011.092921.107631.062484.221206.42
1012016.02.12 16:00sell510.011.124591.135091.08994
1022016.02.15 00:00close510.011.123571.135091.089941.031207.45
1032016.02.24 20:00buy520.011.102491.091991.13714
1042016.02.26 18:08s/l520.011.091991.091991.13714-10.601196.85
1052016.03.03 12:00buy530.011.086751.076251.12140
1062016.03.04 04:00close530.011.094401.076251.121407.621204.47
1072016.04.04 12:00sell540.011.137051.147551.10240
1082016.04.06 16:00close540.011.136661.147551.102400.411204.88
1092016.04.07 16:00sell550.011.137751.148251.10310
1102016.04.14 08:00close550.011.126271.148251.1031011.561216.44
1112016.05.04 00:00sell560.011.149561.160061.11491
1122016.05.04 16:00close560.011.149441.160061.114910.121216.56
1132016.06.09 12:00sell570.011.136511.147011.10186
1142016.06.10 00:00close570.011.131551.147011.101864.971221.53
1152016.06.17 04:00buy580.011.126901.116401.16155
1162016.06.20 12:00close580.011.134761.116401.161557.831229.36
1172016.06.24 04:00sell590.011.127611.138111.09296
1182016.06.24 06:46t/p590.011.092961.138111.0929634.651264.01
1192016.08.03 20:00sell600.011.117351.127851.08270
1202016.08.04 08:00close600.011.114691.127851.082702.691266.71
1212016.09.22 00:00buy610.011.118801.108301.15345
1222016.09.22 08:00close610.011.120071.108301.153451.271267.98
1232016.10.10 00:00buy620.011.118251.107751.15290
1242016.10.10 08:00close620.011.119121.107751.152900.871268.85
1252016.12.05 12:00buy630.011.063431.052931.09808
1262016.12.06 04:00close630.011.076181.052931.0980812.721281.57
1272016.12.08 16:00sell640.011.066741.077241.03209
1282016.12.09 00:00close640.011.061551.077241.032095.201286.77
1292017.02.03 00:00sell650.011.075751.086251.04110
1302017.02.03 16:00close650.011.075691.086251.041100.061286.83
1312017.02.16 00:00buy660.011.060081.049581.09473
1322017.02.16 08:00close660.011.062071.049581.094731.991288.82
1332017.03.23 12:00sell670.011.077431.087931.04278
1342017.03.27 14:44s/l670.011.087931.087931.04278-10.481278.34
1352017.04.05 00:00buy680.011.067391.056891.10204
1362017.04.19 04:00close680.011.072571.056891.102044.821283.16
1372017.04.21 00:00sell690.011.071641.082141.03699
1382017.04.24 00:00s/l690.011.082141.082141.03699-10.491272.67
1392017.04.26 16:00sell700.011.088731.099231.05408
1402017.04.28 08:00close700.011.086541.099231.054082.231274.91
1412017.05.08 12:00sell710.011.095611.106111.06096
1422017.05.09 04:00close710.011.092601.106111.060963.021277.93
1432017.05.19 00:00sell720.011.110261.120761.07561
1442017.05.19 20:32s/l720.011.120761.120761.07561-10.501267.43
1452017.05.23 20:00sell730.011.119211.129711.08456
1462017.05.24 04:00close730.011.118761.129711.084560.461267.89
1472017.06.05 16:00sell740.011.124181.134681.08953
1482017.06.09 00:00close740.011.121331.134681.089532.921270.80
1492017.06.15 12:00sell750.011.117951.128451.08330
1502017.06.16 00:00close750.011.114601.128451.083303.361274.16
1512017.07.12 20:00sell760.011.142061.152561.10741
1522017.07.14 04:00close760.011.140271.152561.107411.831276.00
1532017.07.25 20:00sell770.011.165351.175851.13070
1542017.07.26 08:00close770.011.163941.175851.130701.421277.42
1552017.07.27 20:00sell780.011.166431.176931.13178
1562017.07.31 17:54s/l780.011.176931.176931.13178-10.481266.94
1572017.08.17 00:00buy790.011.176751.166251.21140
1582017.08.17 08:00close790.011.177921.166251.211401.171268.11
1592017.08.17 20:00buy800.011.174221.163721.20887
1602017.08.18 20:00close800.011.174931.163721.208870.681268.80
1612017.10.09 04:00buy810.011.173771.163271.20842
1622017.10.10 00:00close810.011.174031.163271.208420.231269.03
1632017.10.13 00:00sell820.011.182921.193421.14827
1642017.10.16 16:00close820.011.180771.193421.148272.161271.19
1652017.12.11 08:00buy830.011.178101.167601.21275
1662017.12.14 08:00close830.011.182661.167601.212754.431275.62
1672018.01.17 08:00sell840.011.224431.234931.18978
1682018.01.18 08:00close840.011.220781.234931.189783.681279.30