Strategy Tester Report
ImpulseCandle v1.02
Alpari-Demo (Build 1090)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период1 Час (H1) 2014.01.02 09:00 - 2017.11.03 22:00 (2014.01.01 - 2017.11.06)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings78="====Настройки дат оптимизации===="; Settings01="====Служебные настройки===="; ExpertName="ImpulseCandle v1.00"; Magic=0; SignalPeriod=60; ExitPeriod=60; FiltersString18="+++Сигнал входа+++"; ImpulseCandleMin=2.6; ImpulseCandleMax=6; EnterCandle=12; Settings39="====Настройки SL и TP===="; StopVariant=2; SL=100; SLCoef=7; SLHist=24; SLDev=30; MinSL=40; MaxSL=200; TakeVariant=1; TP=120; TPProc=280; Settings464="====Трал по BBandsStop===="; UseBBSTral=0; BBSMA_Length=16; BBSDeviation=1; BBSDev_Length=6; BBSMoneyRisk=1.5; SettingsFilters2="====Фильтр отката WPR===="; UseWPRFilter=0; WPRPer=10; WPRLevel=40; SettingsFilters3="====Фильтр тренда===="; UseTrendMAFilter=0; TrendMAPer=100; SettingsFilters4="====Фильтр AbsoluteStrength===="; UseMaxADRFilter=0; MaxADR=100; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=1; ESTOVariant=0; ESTOKPer=19; ESTODPer=18; ESTOSPer=4; ESTOLevel=40; ExitProfitMinutesSTO=10; Settings51="====БУ===="; UseBE=0; BEPerc=40; SettingsADX="====Выход по ADX===="; UseADXExit=1; EADXVariant=2; EADXPer=6; EADXLevel=40; ExitProfitMinutesADX=6; SettingsWPR="====Выход по WPR===="; UseWPRExit=1; EWPRVariant=0; EWPRPer=12; EWPRLevel=14; ExitProfitMinutesWPR=4; SettingsSTOJMAE="====Выход по STOJMA===="; UseSTOJMAExit=0; StoKPeriodE=36; StoDPeriodE=16; StoSlowingE=2; JMALenE=2; SigMa_PeriodE=8; STOJMALevE=10; ExitProfitMinutesSTOJMAE=2; SettingsExitAS="====Выход по AbsoluteStrength===="; UseASExit=0; EASMode=0; EASLength=16; EASSmooth=18; EASSignal=16; ExitProfitMinutesAS=20; Settings46="====Трал===="; UseMATral=1; TralMAPeriod=240; iShift=4; iMAPeriod=26; Settings462="====Трал по АТР===="; UseATRTral=0; TralATRPeriod=60; ATRTralPer1=14; ATRTralShift1=4; ATRTralPer2=4; ATRTralShift2=6; coeff=4; Settings463="====Трал по теням свечей===="; UseShadowTral=0; TralShadowPeriod=240; bars_n=7; Settings465="====Трал по TrendEnv1===="; UseEnv1Tral=0; Env1MA_Period=14; Env1MA_Shift=0; Env1Deviation=0.2; SettingsFilters1="====Фильтр RangeFilter===="; UseRangeFilter=0; MyRange=0; RangeLevel=0.08; SettingsFilters5="====Фильтр STOJMA===="; UseASFilter=0; ASMode=1; ASLength=10; ASSmooth=5; ASSignal=5; SettingsFilters6="====Фильтр STOJMA===="; UseSTOJMAFilter=0; StoKPeriod=14; StoDPeriod=3; StoSlowing=3; JMALen=8; SigMa_Period=3; STOJMALev=20; Settings033="====Часы работы===="; Hour0=0; Hour1=1; Hour2=0; Hour3=1; Hour4=1; Hour5=1; Hour6=0; Hour7=0; Hour8=0; Hour9=0; Hour10=0; Hour11=1; Settings0331="====Часы работы 2===="; Hour12=1; Hour13=0; Hour14=0; Hour15=0; Hour16=1; Hour17=0; Hour18=1; Hour19=1; Hour20=1; Hour21=1; Hour22=1; Hour23=1; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; Settings076="====Настройки кривой баланса===="; UseBalanceCorr=false; MinOrders=30; MAMMPer=186; MADev=0.9; CCIMMPer=6; MaxRisk=5; FallCoef=0.6; DecrCoef=0.7; IncrCoef=1.3; RizeCoef=1.4; Settings53="====Прочие торговые настройки===="; UseComments=false; Settings03="====Расписание===="; GMTOffset=2; CalculateDST=true; MondayTrade=true; TuesdayTrade=true; WednesdayTrade=true; ThursdayTrade=true; FridayTrade=true;
Баров в истории24882Смоделировано тиков82099572Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред15
Чистая прибыль826.30Общая прибыль1308.20Общий убыток-481.90
Прибыльность2.71Матожидание выигрыша9.84
Абсолютная просадка61.00Максимальная просадка115.62 (9.71%)Относительная просадка9.71% (115.62)
Всего сделок84Короткие позиции (% выигравших)48 (72.92%)Длинные позиции (% выигравших)36 (63.89%)
Прибыльные сделки (% от всех)58 (69.05%)Убыточные сделки (% от всех)26 (30.95%)
Самая большаяприбыльная сделка95.13убыточная сделка-82.07
Средняяприбыльная сделка22.56убыточная сделка-18.53
Максимальное количествонепрерывных выигрышей (прибыль)12 (448.12)непрерывных проигрышей (убыток)4 (-48.33)
Макс.непрерывная прибыль (число выигрышей)448.12 (12)непрерывный убыток (число проигрышей)-82.07 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.10 21:00buy10.101.089170.000000.00000
22014.01.10 21:00modify10.101.089171.079991.11487
32014.01.13 01:00close10.101.090591.079991.1148713.021013.02
42014.01.13 01:01buy20.101.090710.000000.00000
52014.01.13 01:01modify20.101.090711.080711.11871
62014.01.13 14:00close20.101.092411.080711.1187115.561028.58
72014.02.07 02:00buy30.101.107080.000000.00000
82014.02.07 02:00modify30.101.107081.102051.12116
92014.02.07 15:30s/l30.101.102051.102051.12116-45.64982.94
102014.02.07 19:00sell40.101.101490.000000.00000
112014.02.07 19:00modify40.101.101491.110831.07534
122014.02.10 21:00close40.101.104481.110831.07534-27.26955.68
132014.03.10 02:00buy50.101.108960.000000.00000
142014.03.10 02:00modify50.101.108961.095001.14805
152014.03.10 06:01close50.101.111381.095001.1480521.77977.45
162014.03.19 06:00buy60.101.112560.000000.00000
172014.03.19 06:00modify60.101.112561.099541.14902
182014.03.19 13:00close60.101.117831.099541.1490247.141024.59
192014.03.20 07:00buy70.101.124610.000000.00000
202014.03.20 07:00modify70.101.124611.109151.16790
212014.03.20 13:00close70.101.126921.109151.1679020.501045.09
222014.03.25 06:00sell80.101.119490.000000.00000
232014.03.25 06:00modify80.101.119491.127601.09678
242014.03.25 18:00close80.101.117791.127601.0967815.211060.30
252014.04.04 21:00sell90.101.098720.000000.00000
262014.04.04 21:00modify90.101.098721.107101.07526
272014.04.07 00:00close90.101.098061.107101.075265.821066.12
282014.04.07 03:00sell100.101.097950.000000.00000
292014.04.07 03:00modify100.101.097951.106541.07390
302014.04.07 20:00close100.101.096751.106541.0739010.941077.06
312014.05.12 03:00buy110.101.090050.000000.00000
322014.05.12 03:00modify110.101.090051.078601.12211
332014.05.12 23:00close110.101.089551.078601.12211-4.591072.47
342014.06.03 03:00buy120.101.090310.000000.00000
352014.06.03 03:00modify120.101.090311.081241.11571
362014.06.03 13:00close120.101.091051.081241.115716.781079.25
372014.06.23 13:00sell130.101.073160.000000.00000
382014.06.23 13:00modify130.101.073161.085191.03948
392014.06.23 23:01close130.101.072631.085191.039484.941084.19
402014.07.03 18:00buy140.101.064740.000000.00000
412014.07.03 18:00modify140.101.064741.060741.07594
422014.07.04 20:00close140.101.064521.060741.07594-2.071082.12
432014.07.28 05:00buy150.101.081380.000000.00000
442014.07.28 05:00modify150.101.081381.070761.11112
452014.07.29 03:00close150.101.079791.070761.11112-14.731067.40
462014.08.11 03:00buy160.101.097220.000000.00000
472014.08.11 03:00modify160.101.097221.087931.12323
482014.08.12 07:00close160.101.093821.087931.12323-31.081036.32
492014.08.15 18:00sell170.101.090970.000000.00000
502014.08.15 18:00modify170.101.090971.094971.07977
512014.08.15 21:00buy180.101.089340.000000.00000
522014.08.15 21:00modify180.101.089341.082981.10715
532014.08.18 03:00close180.101.089291.082981.10715-0.461035.86
542014.08.18 05:00buy190.101.088530.000000.00000
552014.08.18 05:00modify190.101.088531.082981.10407
562014.08.18 06:00close170.101.088211.094971.0797725.171061.03
572014.08.18 20:00close190.101.089001.082981.104074.321065.35
582014.08.28 00:00sell200.101.086210.000000.00000
592014.08.28 00:00modify200.101.086211.098501.05180
602014.08.28 13:00close200.101.085611.098501.051805.531070.88
612014.09.19 18:00sell210.101.094120.000000.00000
622014.09.19 18:00modify210.101.094121.100911.07511
632014.09.22 06:00close210.101.093201.100911.075118.231079.11
642014.10.22 22:00sell220.101.123530.000000.00000
652014.10.22 22:00modify220.101.123531.132181.09931
662014.10.23 15:00close220.101.121671.132181.0993116.011095.12
672014.10.29 23:00buy230.101.118280.000000.00000
682014.10.29 23:00modify230.101.118281.109141.14387
692014.10.30 08:00modify230.101.118281.120541.14387
702014.10.30 08:00s/l230.101.120541.120541.1438720.181115.30
712014.10.31 22:00buy240.101.127090.000000.00000
722014.10.31 22:00modify240.101.127091.114541.16223
732014.11.03 00:00close240.101.128031.114541.162238.331123.63
742014.11.03 00:01buy250.101.128160.000000.00000
752014.11.03 00:01modify250.101.128161.114541.16630
762014.11.03 15:00close250.101.128361.114541.166301.771125.40
772015.01.07 14:00sell260.101.184030.000000.00000
782015.01.07 14:00modify260.101.184031.189731.16807
792015.01.07 23:00close260.101.182131.189731.1680716.071141.47
802015.01.15 19:00sell270.101.193190.000000.00000
812015.01.15 19:00modify270.101.193191.203041.16561
822015.01.16 14:45s/l270.101.203041.203041.16561-82.071059.40
832015.01.30 06:00buy280.101.262990.000000.00000
842015.01.30 06:00modify280.101.262991.248231.30432
852015.01.30 19:00close280.101.271651.248231.3043268.101127.50
862015.01.30 19:01buy290.101.271760.000000.00000
872015.01.30 19:01modify290.101.271761.257421.31191
882015.02.02 06:00close290.101.273341.257421.3119112.411139.91
892015.02.10 04:00sell300.101.247380.000000.00000
902015.02.10 04:00modify300.101.247381.255131.22568
912015.02.10 19:40s/l300.101.255131.255131.22568-61.741078.17
922015.02.11 07:00buy310.101.258120.000000.00000
932015.02.11 07:00modify310.101.258121.242041.30314
942015.02.11 19:00close310.101.263471.242041.3031442.341120.51
952015.02.20 19:00buy320.101.250440.000000.00000
962015.02.20 19:00modify320.101.250441.239171.28200
972015.02.20 23:01close320.101.254071.239171.2820028.951149.46
982015.03.03 04:00buy330.101.253080.000000.00000
992015.03.03 04:00modify330.101.253081.244591.27685
1002015.03.03 14:00close330.101.252131.244591.27685-7.591141.87
1012015.04.06 03:00sell340.101.247690.000000.00000
1022015.04.06 03:00modify340.101.247691.260351.21224
1032015.04.06 18:00close340.101.244891.260351.2122422.491164.36
1042015.04.15 03:00sell350.101.248390.000000.00000
1052015.04.15 03:00modify350.101.248391.263271.20673
1062015.04.15 18:00close350.101.241201.263271.2067357.931222.29
1072015.04.22 03:00buy360.101.227210.000000.00000
1082015.04.22 03:00modify360.101.227211.218391.25191
1092015.04.23 05:00close360.101.226111.218391.25191-8.961213.33
1102015.05.29 18:00buy370.101.247690.000000.00000
1112015.05.29 18:00modify370.101.247691.238061.27465
1122015.06.01 07:00close370.101.245781.238061.27465-15.331198.00
1132015.06.02 00:00buy380.101.252250.000000.00000
1142015.06.02 00:00modify380.101.252251.240691.28462
1152015.06.02 14:00close380.101.252211.240691.28462-0.321197.68
1162015.07.29 06:00sell390.101.293170.000000.00000
1172015.07.29 06:00modify390.101.293171.306641.25545
1182015.07.29 13:00close390.101.292541.306641.255454.871202.55
1192015.08.07 18:00buy400.101.308210.000000.00000
1202015.08.07 18:00modify400.101.308211.301801.32616
1212015.08.10 03:01modify400.101.308211.314691.32616
1222015.08.10 03:03s/l400.101.314691.314691.3261649.291251.84
1232015.08.11 13:00buy410.101.305890.000000.00000
1242015.08.11 13:00modify410.101.305891.296051.33344
1252015.08.11 18:00close410.101.312641.296051.3334451.421303.26
1262015.09.17 23:00sell420.101.317310.000000.00000
1272015.09.17 23:00modify420.101.317311.323461.30009
1282015.09.18 13:00close420.101.306641.323461.3000981.471384.73
1292015.10.14 04:00sell430.101.302020.000000.00000
1302015.10.14 04:00modify430.101.302021.310951.27702
1312015.10.14 06:00modify430.101.302021.300601.27702
1322015.10.14 06:08s/l430.101.300601.300601.2770210.921395.65
1332015.12.02 19:00sell440.101.335630.000000.00000
1342015.12.02 19:00modify440.101.335631.343701.31303
1352015.12.02 22:24modify440.101.335631.334851.31303
1362015.12.02 22:32s/l440.101.334851.334851.313035.841401.49
1372016.01.12 04:00buy450.101.421330.000000.00000
1382016.01.12 04:00modify450.101.421331.403421.47148
1392016.01.12 08:01close450.101.424401.403421.4714821.551423.04
1402016.03.10 04:00sell460.101.326820.000000.00000
1412016.03.10 04:00modify460.101.326821.346821.27082
1422016.03.10 14:01close460.101.326781.346821.270820.301423.34
1432016.03.17 07:00sell470.101.310540.000000.00000
1442016.03.17 07:00modify470.101.310541.330541.25454
1452016.03.17 18:00close470.101.298191.330541.2545495.131518.47
1462016.04.26 13:00sell480.101.264990.000000.00000
1472016.04.26 13:00modify480.101.264991.272831.24304
1482016.04.26 18:00close480.101.262061.272831.2430423.221541.69
1492016.06.06 03:00sell490.101.295690.000000.00000
1502016.06.06 03:00modify490.101.295691.313311.24635
1512016.06.06 18:00close490.101.284091.313311.2463590.341632.03
1522016.07.20 22:00sell500.101.305950.000000.00000
1532016.07.20 22:00modify500.101.305951.312531.28753
1542016.07.21 13:00close500.101.304081.312531.2875313.771645.80
1552016.08.24 01:00sell510.101.291520.000000.00000
1562016.08.24 01:00modify510.101.291521.297541.27466
1572016.08.24 13:00close510.101.292321.297541.27466-6.191639.61
1582016.09.07 05:00sell520.101.285220.000000.00000
1592016.09.07 05:00modify520.101.285221.295771.25568
1602016.09.07 14:00close520.101.284381.295771.255686.541646.15
1612016.09.08 05:00buy530.101.287060.000000.00000
1622016.09.08 05:00modify530.101.287061.279191.30910
1632016.09.08 14:00close530.101.286841.279191.30910-1.711644.44
1642016.09.26 03:00buy540.101.315160.000000.00000
1652016.09.26 03:00modify540.101.315161.299891.35792
1662016.09.26 13:00close540.101.319361.299891.3579231.831676.27
1672016.10.07 18:00sell550.101.325240.000000.00000
1682016.10.07 18:00modify550.101.325241.332641.30452
1692016.10.10 18:00close550.101.315161.332641.3045276.451752.72
1702016.10.11 05:00sell560.101.317970.000000.00000
1712016.10.11 05:00modify560.101.317971.330791.28207
1722016.10.11 18:00close560.101.322051.330791.28207-30.861721.86
1732016.10.19 19:00sell570.101.310500.000000.00000
1742016.10.19 19:00modify570.101.310501.315831.29558
1752016.10.20 08:08s/l570.101.315831.315831.29558-41.081680.78
1762016.10.25 01:00sell580.101.334950.000000.00000
1772016.10.25 01:00modify580.101.334951.342741.31314
1782016.10.25 15:00close580.101.330931.342741.3131430.201710.98
1792016.12.15 08:00buy590.101.328700.000000.00000
1802016.12.15 08:00modify590.101.328701.308701.38470
1812016.12.15 15:00close590.101.334141.308701.3847040.781751.76
1822017.01.05 22:00sell600.101.323980.000000.00000
1832017.01.05 22:00modify600.101.323981.335091.29287
1842017.01.06 19:00close600.101.321751.335091.2928716.681768.44
1852017.01.25 04:00sell610.101.313960.000000.00000
1862017.01.25 04:00modify610.101.313961.332841.26110
1872017.01.25 14:01close610.101.313041.332841.261107.011775.45
1882017.02.14 21:00buy620.101.306390.000000.00000
1892017.02.14 21:00modify620.101.306391.299431.32588
1902017.02.15 07:01close620.101.307691.299431.325889.941785.39
1912017.03.10 19:00sell630.101.346980.000000.00000
1922017.03.10 19:00modify630.101.346981.354981.32458
1932017.03.10 22:33modify630.101.346981.345021.32458
1942017.03.10 22:35s/l630.101.345021.345021.3245814.571799.96
1952017.03.10 22:36sell640.101.344840.000000.00000
1962017.03.10 22:36modify640.101.344841.354851.31681
1972017.03.13 06:00close640.101.345071.354851.31681-1.901798.06
1982017.03.16 07:00sell650.101.330990.000000.00000
1992017.03.16 07:00modify650.101.330991.350781.27558
2002017.03.17 00:00close650.101.331461.350781.27558-3.721794.34
2012017.04.27 13:00sell660.101.357650.000000.00000
2022017.04.27 13:00modify660.101.357651.367691.32954
2032017.04.27 22:00close660.101.361881.367691.32954-31.061763.28
2042017.05.12 18:00sell670.101.372240.000000.00000
2052017.05.12 18:00modify670.101.372241.377161.35846
2062017.05.15 00:01modify670.101.372241.370591.35846
2072017.05.15 00:09s/l670.101.370591.370591.3584611.851775.13
2082017.05.15 00:10sell680.101.370170.000000.00000
2092017.05.15 00:10modify680.101.370171.377161.35060
2102017.05.15 06:00close680.101.368331.377161.3506013.451788.58
2112017.06.09 22:00sell690.101.347050.000000.00000
2122017.06.09 22:00modify690.101.347051.356711.32000
2132017.06.12 00:01close690.101.345811.356711.320009.021797.60
2142017.06.12 00:02sell700.101.345610.000000.00000
2152017.06.12 00:02modify700.101.345611.356711.31453
2162017.06.12 14:00close700.101.344211.356711.3145310.421808.02
2172017.06.23 18:00buy710.101.325800.000000.00000
2182017.06.23 18:00modify710.101.325801.317971.34772
2192017.06.26 00:00close710.101.326021.317971.347721.661809.68
2202017.07.05 03:00sell720.101.293230.000000.00000
2212017.07.05 03:00modify720.101.293231.304331.26215
2222017.07.05 13:00buy730.101.295550.000000.00000
2232017.07.05 13:00modify730.101.295551.288161.31624
2242017.07.05 13:01close730.101.295491.288161.31624-0.461809.22
2252017.07.06 03:00close720.101.296231.304331.26215-23.711785.51
2262017.07.10 03:00sell740.101.288110.000000.00000
2272017.07.10 03:00modify740.101.288111.302281.24843
2282017.07.10 18:00close740.101.287741.302281.248432.871788.38
2292017.07.13 05:00sell750.101.274460.000000.00000
2302017.07.13 05:00modify750.101.274461.294461.21846
2312017.07.13 20:00close750.101.273731.294461.218465.731794.11
2322017.07.26 05:00buy760.101.250870.000000.00000
2332017.07.26 05:00modify760.101.250871.245031.26722
2342017.07.26 18:00close760.101.253301.245031.2672219.391813.50
2352017.07.31 03:00sell770.101.246190.000000.00000
2362017.07.31 03:00modify770.101.246191.259641.20853
2372017.07.31 13:00close770.101.246761.259641.20853-4.571808.93
2382017.08.10 18:00sell780.101.270320.000000.00000
2392017.08.10 18:00modify780.101.270321.276401.25330
2402017.08.11 07:00close780.101.274151.276401.25330-30.251778.68
2412017.08.21 03:00sell790.101.258560.000000.00000
2422017.08.21 03:00modify790.101.258561.271601.22205
2432017.08.21 18:00close790.101.258771.271601.22205-1.671777.01
2442017.08.22 20:00sell800.101.256400.000000.00000
2452017.08.22 20:00modify800.101.256401.262441.23949
2462017.08.23 20:00close800.101.256321.262441.239490.451777.47
2472017.09.07 05:00sell810.101.222890.000000.00000
2482017.09.07 05:00modify810.101.222891.242891.16689
2492017.09.07 14:00close810.101.218621.242891.1668935.041812.51
2502017.10.26 04:00buy820.101.279590.000000.00000
2512017.10.26 04:00modify820.101.279591.260641.33265
2522017.10.26 14:01close820.101.279221.260641.33265-2.891809.62
2532017.11.01 02:00buy830.101.289320.000000.00000
2542017.11.01 02:00modify830.101.289321.279241.31754
2552017.11.01 08:00close830.101.290411.279241.317548.451818.07
2562017.11.03 19:00sell840.101.277320.000000.00000
2572017.11.03 19:00modify840.101.277321.286501.25162
2582017.11.03 22:59close at stop840.101.276271.286501.251628.231826.30