Strategy Tester Report
Forex Cyborg_fix
Alpari-Pro.ECN-Demo (Build 1090)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2016.01.04 00:00 - 2018.03.08 23:45 (2016.01.01 - 2018.03.09)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGENERAL_SETTINGS="GENERAL SETTINGS"; Comment="Forex Cyborg v1.0"; LicenceKey=0; MagicNumber=1604; Seperator0="-------------------------"; Info0="'GMT Offset' and 'DST' will only be used, during backtests and if 'GMT Auto calculation' is not set"; GMT_autocalc=true; GMT_offset=2; Seperator2="-------------------------"; MM_SETTINGS="MONEY MANAGEMENT SETTINGS"; Auto_Risk=10; Seperator3="-------------------------"; RISK_CONTROL="RISK CONTROL SETTINGS"; MinimizeRiskCorrelation=true; MaxCorrelatedTradesPerCurrency=2; SymbolPrefix=""; Seperator1="-------------------------"; Info2="Presets available for the following pairs "; Info3="in the BASIC-version: "; Info4="AUDCAD, EURCAD, EURGBP, EURAUD, EURUSD, GBPUSD, USDCHF "; Info5="in the STANDARD + GOLD-version additionally: "; Info51="AUDCHF, AUDUSD, CADCHF, EURCHF, GBPAUD, GBPCAD, USDCAD "; ADDITIONAL_SETTINGS="ADDITIONAL SETTINGS"; StopTradingOnFridayClosing=false; StopTradingOnMondayOpening=false;
Баров в истории54559Смоделировано тиков71806596Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит5000.00СпредVariable
Чистая прибыль4346.30Общая прибыль6376.24Общий убыток-2029.94
Прибыльность3.14Матожидание выигрыша42.61
Абсолютная просадка281.21Максимальная просадка1085.57 (15.33%)Относительная просадка15.33% (1085.57)
Всего сделок102Короткие позиции (% выигравших)47 (82.98%)Длинные позиции (% выигравших)55 (80.00%)
Прибыльные сделки (% от всех)83 (81.37%)Убыточные сделки (% от всех)19 (18.63%)
Самая большаяприбыльная сделка462.85убыточная сделка-511.73
Средняяприбыльная сделка76.82убыточная сделка-106.84
Максимальное количествонепрерывных выигрышей (прибыль)25 (1998.82)непрерывных проигрышей (убыток)2 (-475.04)
Макс.непрерывная прибыль (число выигрышей)1998.82 (25)непрерывный убыток (число проигрышей)-511.73 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.25 22:50sell10.501.085620.000000.00000
22016.01.25 22:50modify10.501.085621.092541.07354
32016.01.26 01:51close10.501.084971.092541.0735432.705032.70
42016.01.26 22:50sell20.511.086050.000000.00000
52016.01.26 22:50modify20.511.086051.092981.07398
62016.01.27 02:07close20.511.086091.092981.07398-1.835030.87
72016.01.28 22:45buy30.511.094300.000000.00000
82016.01.28 22:45modify30.511.094301.087231.10623
92016.01.29 06:17close30.511.094501.087231.106233.615034.48
102016.02.11 23:22buy40.511.131410.000000.00000
112016.02.11 23:22modify40.511.131411.124511.14351
122016.02.12 01:10close40.511.131791.124511.1435112.795047.28
132016.02.17 22:59buy50.511.112770.000000.00000
142016.02.17 22:59modify50.511.112771.105721.12472
152016.02.18 02:43close50.511.112931.105721.12472-7.535039.75
162016.02.22 00:00buy60.511.111160.000000.00000
172016.02.22 00:00modify60.511.111161.104081.12308
182016.02.22 01:01close60.511.112131.104081.1230847.435087.18
192016.02.24 22:59buy70.511.100480.000000.00000
202016.02.24 22:59modify70.511.100481.093511.11251
212016.02.24 23:52close70.511.101021.093511.1125125.505112.68
222016.02.25 23:55buy80.521.101980.000000.00000
232016.02.25 23:55modify80.521.101981.094961.11396
242016.02.26 01:54close80.521.102221.094961.113965.765118.44
252016.03.13 23:00buy90.521.113520.000000.00000
262016.03.13 23:00modify90.521.113521.106601.12560
272016.03.14 00:01close90.521.114931.106601.1256066.605185.04
282016.03.14 00:22sell100.521.116440.000000.00000
292016.03.14 00:22modify100.521.116441.123381.10438
302016.03.14 02:10close100.521.115431.123381.1043850.445235.48
312016.03.20 23:02buy110.531.125860.000000.00000
322016.03.20 23:02modify110.531.125861.118801.13780
332016.03.21 00:10close110.531.127651.118801.1378088.025323.50
342016.03.21 00:13sell120.541.128100.000000.00000
352016.03.21 00:13modify120.541.128101.135001.11600
362016.03.21 00:19close120.541.127081.135001.1160052.925376.42
372016.04.18 00:33sell130.541.130170.000000.00000
382016.04.18 00:33modify130.541.130171.137091.11809
392016.04.18 02:11close130.541.129061.137091.1180957.785434.20
402016.04.19 23:53buy140.551.135780.000000.00000
412016.04.19 23:53modify140.551.135781.128711.14771
422016.04.20 02:53close140.551.136061.128711.147718.295442.50
432016.05.02 23:47sell150.551.153460.000000.00000
442016.05.02 23:47modify150.551.153461.160371.14137
452016.05.03 02:47close150.551.152401.160371.1413758.535501.02
462016.06.06 23:55buy160.561.135590.000000.00000
472016.06.06 23:55modify160.561.135591.128661.14766
482016.06.07 00:59close160.561.135791.128661.147663.965504.99
492016.06.13 00:15buy170.561.124660.000000.00000
502016.06.13 00:15modify170.561.124661.117761.13676
512016.06.13 00:51close170.561.125201.117761.1367628.005532.99
522016.06.20 00:00sell180.561.132940.000000.00000
532016.06.20 00:00modify180.561.132941.139851.12085
542016.06.20 00:32close180.561.131931.139851.1208554.325587.31
552016.06.22 00:00buy190.561.124080.000000.00000
562016.06.22 00:00modify190.561.124081.117131.13613
572016.06.22 00:21close190.561.125041.117131.1361351.525638.83
582016.06.23 00:26sell200.571.132670.000000.00000
592016.06.23 00:26modify200.571.132671.139671.12067
602016.06.23 03:26close200.571.131991.139671.1206736.485675.31
612016.06.29 23:51sell210.571.112300.000000.00000
622016.06.29 23:51modify210.571.112301.119361.10036
632016.06.30 00:11close210.571.111301.119361.1003662.265737.57
642016.06.30 00:25sell220.581.112540.000000.00000
652016.06.30 00:25modify220.581.112541.119601.10060
662016.06.30 03:20close220.581.111351.119601.1006066.705804.27
672016.07.13 23:54buy230.591.108780.000000.00000
682016.07.13 23:54modify230.591.108781.101811.12081
692016.07.14 00:56close230.591.109691.101811.1208135.545839.81
702016.07.15 23:45buy240.591.103200.000000.00000
712016.07.15 23:45modify240.591.103201.096251.11525
722016.07.18 00:00close240.591.104451.096251.1152566.135905.94
732016.08.22 00:00buy250.601.130860.000000.00000
742016.08.22 00:00modify250.601.130861.123931.14293
752016.08.22 00:15close250.601.132331.123931.1429385.805991.74
762016.08.22 00:24buy260.601.131190.000000.00000
772016.08.22 00:24modify260.601.131191.124151.14315
782016.08.22 16:09close260.601.131231.124151.143150.005991.74
792016.11.04 22:58sell270.601.114080.000000.00000
802016.11.04 22:58modify270.601.114081.121101.10210
812016.11.07 00:00close270.601.106371.121101.10210462.856454.58
822016.11.07 00:00buy280.651.106450.000000.00000
832016.11.07 00:00modify280.651.106451.099381.11838
842016.11.07 02:07close280.651.110751.099381.11838276.906731.48
852016.11.09 01:00buy290.681.100720.000000.00000
862016.11.09 01:00modify290.681.100721.093811.11281
872016.11.09 02:03close290.681.102391.093811.11281110.846842.32
882016.11.11 23:55sell300.691.086150.000000.00000
892016.11.11 23:55modify300.691.086151.093071.07407
902016.11.14 00:00close300.691.083311.093071.07407196.247038.57
912016.11.14 00:00buy310.711.083350.000000.00000
922016.11.14 00:00modify310.711.083351.076351.09535
932016.11.14 10:25s/l310.711.076361.076351.09535-499.136539.44
942016.11.17 00:28sell320.661.069360.000000.00000
952016.11.17 00:28modify320.661.069361.076441.05744
962016.11.17 03:15close320.661.069321.076441.057440.006539.44
972016.11.21 22:45sell330.661.062430.000000.00000
982016.11.21 22:45modify330.661.062431.069481.05048
992016.11.22 07:16close330.661.062541.069481.05048-6.996532.45
1002016.11.25 23:58buy340.661.058350.000000.00000
1012016.11.25 23:58modify340.661.058351.051361.07036
1022016.11.28 00:00close340.661.061041.051361.07036169.016701.46
1032016.11.28 00:00sell350.681.061050.000000.00000
1042016.11.28 00:00modify350.681.061051.068111.04911
1052016.11.28 00:53close350.681.059641.068111.0491193.166794.62
1062016.12.01 22:58sell360.681.066230.000000.00000
1072016.12.01 22:58modify360.681.066231.073241.05424
1082016.12.02 00:42close360.681.066281.073241.05424-3.126791.50
1092016.12.05 00:00buy370.681.062570.000000.00000
1102016.12.05 00:00modify370.681.062571.055671.07467
1112016.12.05 00:46s/l370.681.055671.055671.07467-471.926319.58
1122016.12.05 00:47buy380.641.055550.000000.00000
1132016.12.05 00:47modify380.641.055551.048451.06745
1142016.12.05 03:47close380.641.057201.048451.06745103.046422.62
1152016.12.07 22:51sell390.651.076700.000000.00000
1162016.12.07 22:51modify390.651.076701.083621.06462
1172016.12.07 23:36close390.651.075001.083621.06462107.906530.52
1182016.12.09 22:59sell400.661.055660.000000.00000
1192016.12.09 22:59modify400.661.055661.062751.04375
1202016.12.09 23:48close400.661.055571.062751.043753.306533.82
1212016.12.09 23:48sell410.661.056060.000000.00000
1222016.12.09 23:48modify410.661.056061.063051.04405
1232016.12.12 00:00close410.661.053101.063051.04405195.636729.45
1242016.12.12 00:00buy420.681.053180.000000.00000
1252016.12.12 00:00modify420.681.053181.046171.06517
1262016.12.12 03:00close420.681.053761.046171.0651736.726766.17
1272017.01.04 22:59sell430.681.048700.000000.00000
1282017.01.04 22:59modify430.681.048701.055621.03662
1292017.01.05 01:37close430.681.048311.055621.0366232.806798.97
1302017.01.10 00:45sell440.681.058630.000000.00000
1312017.01.10 00:45modify440.681.058631.065611.04661
1322017.01.10 03:46close440.681.058551.065611.046612.726801.69
1332017.01.16 00:00buy450.691.060480.000000.00000
1342017.01.16 00:00modify450.691.060481.053441.07244
1352017.01.16 01:00close450.691.062891.053441.07244163.536965.22
1362017.01.18 22:45buy460.701.063280.000000.00000
1372017.01.18 22:45modify460.701.063281.056261.07526
1382017.01.19 04:23close460.701.063631.056261.075262.976968.18
1392017.01.23 23:33sell470.701.075530.000000.00000
1402017.01.23 23:33modify470.701.075531.082561.06356
1412017.01.24 02:33close470.701.075481.082561.063563.796971.97
1422017.01.25 22:55sell480.701.074900.000000.00000
1432017.01.25 22:55modify480.701.074901.081891.06289
1442017.01.26 00:51close480.701.074641.081891.0628924.666996.63
1452017.01.26 23:02buy490.701.067360.000000.00000
1462017.01.26 23:02modify490.701.067361.060311.07931
1472017.01.27 02:02close490.701.068111.060311.0793143.467040.09
1482017.01.30 00:00sell500.711.072120.000000.00000
1492017.01.30 00:00modify500.711.072121.079131.06013
1502017.01.30 01:03close500.711.071081.079131.0601371.007111.09
1512017.02.06 00:03sell510.721.079070.000000.00000
1522017.02.06 00:03modify510.721.079071.086101.06710
1532017.02.06 02:55close510.721.077651.086101.0671099.367210.45
1542017.02.07 23:30buy520.731.068230.000000.00000
1552017.02.07 23:30modify520.731.068231.061231.08023
1562017.02.08 00:35close520.731.068261.061231.08023-7.247203.21
1572017.02.15 22:45sell530.731.060200.000000.00000
1582017.02.15 22:45modify530.731.060201.067221.04822
1592017.02.16 01:45close530.731.060151.067221.0482210.397213.59
1602017.02.23 23:06sell540.731.058600.000000.00000
1612017.02.23 23:06modify540.731.058601.065581.04658
1622017.02.24 00:53close540.731.057891.065581.0465852.137265.72
1632017.02.28 23:03buy550.731.058590.000000.00000
1642017.02.28 23:03modify550.731.058591.051551.07055
1652017.03.01 04:24close550.731.058701.051551.07055-1.407264.32
1662017.03.09 23:51buy560.731.057500.000000.00000
1672017.03.09 23:51modify560.731.057501.050481.06948
1682017.03.10 00:24close560.731.057991.050481.0694826.347290.66
1692017.03.27 00:00sell570.731.083500.000000.00000
1702017.03.27 00:00modify570.731.083501.090501.07150
1712017.03.27 16:05s/l570.731.090471.090501.07150-511.736778.93
1722017.03.31 23:45buy580.681.065240.000000.00000
1732017.03.31 23:45modify580.681.065241.058311.07731
1742017.04.03 00:00close580.681.066031.058311.0773144.936823.86
1752017.04.10 02:00buy590.691.057620.000000.00000
1762017.04.10 02:00modify590.691.057621.050541.06954
1772017.04.10 05:00close590.691.057791.050541.069548.976832.83
1782017.04.21 23:45sell600.691.072220.000000.00000
1792017.04.21 23:45modify600.691.072221.079211.06021
1802017.04.24 00:00s/l600.691.079191.079211.06021-480.656352.19
1812017.04.24 00:00sell610.641.091710.000000.00000
1822017.04.24 00:00modify610.641.091711.098641.07964
1832017.04.24 03:00close610.641.087241.098641.07964283.526635.71
1842017.04.25 23:57buy620.671.092660.000000.00000
1852017.04.25 23:57modify620.671.092661.085601.10460
1862017.04.26 00:45close620.671.092901.085601.104607.426643.13
1872017.05.08 00:00sell630.671.101840.000000.00000
1882017.05.08 00:00modify630.671.101841.108881.08988
1892017.05.08 01:26close630.671.099241.108881.08988171.526814.65
1902017.05.18 00:45sell640.691.116610.000000.00000
1912017.05.18 00:45modify640.691.116611.123641.10464
1922017.05.18 03:45close640.691.115991.123641.1046440.026854.67
1932017.05.30 01:00buy650.691.115300.000000.00000
1942017.05.30 01:00modify650.691.115301.108201.12720
1952017.05.30 12:10close650.691.115251.108201.12720-6.216848.46
1962017.05.31 01:46buy660.691.117590.000000.00000
1972017.05.31 01:46modify660.691.117591.110521.12952
1982017.05.31 03:40close660.691.117771.110521.129529.666858.12
1992017.06.09 02:01buy670.691.119950.000000.00000
2002017.06.09 02:01modify670.691.119951.113011.13201
2012017.06.09 05:02close670.691.119931.113011.13201-4.146853.98
2022017.06.12 01:06sell680.691.120840.000000.00000
2032017.06.12 01:06modify680.691.120841.127871.10887
2042017.06.12 02:45close680.691.119771.127871.1088771.076925.05
2052017.07.20 02:15sell690.701.153140.000000.00000
2062017.07.20 02:15modify690.701.153141.160211.14121
2072017.07.20 03:03close690.701.152711.160211.1412127.306952.35
2082017.07.31 23:45sell700.701.184170.000000.00000
2092017.07.31 23:45modify700.701.184171.191211.17221
2102017.08.01 01:10close700.701.183431.191211.1722152.097004.44
2112017.09.01 00:26sell710.711.191460.000000.00000
2122017.09.01 00:26modify710.711.191461.198491.17949
2132017.09.01 02:09close710.711.191011.198491.1794929.117033.55
2142017.09.11 01:18buy720.711.201500.000000.00000
2152017.09.11 01:18modify720.711.201501.194441.21344
2162017.09.11 01:45close720.711.202011.194441.2134433.377066.92
2172017.09.18 00:00buy730.711.191970.000000.00000
2182017.09.18 00:00modify730.711.191971.185011.20401
2192017.09.18 01:00close730.711.193801.185011.20401127.097194.01
2202017.09.25 00:00buy740.721.189570.000000.00000
2212017.09.25 00:00modify740.721.189571.182521.20152
2222017.09.25 00:34close740.721.190851.182521.2015289.287283.29
2232017.09.25 00:40buy750.731.190460.000000.00000
2242017.09.25 00:40modify750.731.190461.183371.20237
2252017.09.25 03:40close750.731.193201.183371.20237197.107480.39
2262017.10.02 00:00buy760.751.178930.000000.00000
2272017.10.02 00:00modify760.751.178931.171911.19091
2282017.10.02 01:23close760.751.180941.171911.19091147.757628.14
2292017.10.19 23:48sell770.771.185230.000000.00000
2302017.10.19 23:48modify770.771.185231.192281.17328
2312017.10.20 02:48close770.771.184621.192281.1732847.297675.42
2322017.11.16 00:30buy780.771.178080.000000.00000
2332017.11.16 00:30modify780.771.178081.171091.19009
2342017.11.16 03:30close780.771.178551.171091.1900933.117708.53
2352017.11.20 00:00buy790.781.178670.000000.00000
2362017.11.20 00:00modify790.781.178671.171621.19062
2372017.11.20 00:28close790.781.179511.171621.1906262.407770.93
2382017.11.20 01:00buy800.781.176650.000000.00000
2392017.11.20 01:00modify800.781.176651.169711.18871
2402017.11.20 10:13close800.781.176611.169711.18871-6.247764.69
2412017.12.04 00:00buy810.781.186060.000000.00000
2422017.12.04 00:00modify810.781.186061.179121.19812
2432017.12.04 01:00close810.781.187431.179121.19812103.747868.43
2442017.12.04 23:34sell820.791.186340.000000.00000
2452017.12.04 23:34modify820.791.186341.193361.17436
2462017.12.05 08:45close820.791.186371.193361.17436-2.057866.39
2472017.12.05 22:48sell830.791.182800.000000.00000
2482017.12.05 22:48modify830.791.182801.189751.17075
2492017.12.05 23:26close830.791.182411.189751.1707527.657894.04
2502017.12.11 22:46buy840.791.178040.000000.00000
2512017.12.11 22:46modify840.791.178041.170961.18996
2522017.12.12 09:04close840.791.178151.170961.18996-1.527892.52
2532017.12.12 22:55sell850.791.174480.000000.00000
2542017.12.12 22:55modify850.791.174481.181501.16250
2552017.12.12 23:45close850.791.174131.181501.1625024.497917.01
2562017.12.14 23:20buy860.801.178060.000000.00000
2572017.12.14 23:20modify860.801.178061.171011.19001
2582017.12.15 02:33close860.801.178061.171011.19001-10.347906.68
2592017.12.18 00:45buy870.801.174050.000000.00000
2602017.12.18 00:45modify870.801.174051.167001.18600
2612017.12.18 01:15close870.801.175101.167001.1860080.807987.48
2622017.12.28 23:00buy880.801.194210.000000.00000
2632017.12.28 23:00modify880.801.194211.187151.20615
2642017.12.29 00:30close880.801.194691.187151.2061528.068015.54
2652017.12.29 22:54buy890.811.200010.000000.00000
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2672017.12.29 23:55close890.811.200151.193041.212048.108023.64
2682018.01.05 23:52buy900.811.202850.000000.00000
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2702018.01.08 00:06close900.811.202951.195911.21491-2.378021.27
2712018.01.09 23:00sell910.811.193820.000000.00000
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2732018.01.10 01:23close910.811.193171.200861.1818652.988074.26
2742018.01.17 00:56buy920.811.225490.000000.00000
2752018.01.17 00:56modify920.811.225491.218581.23758
2762018.01.17 01:12close920.811.226271.218581.2375859.948134.20
2772018.01.19 23:00buy930.821.222040.000000.00000
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2792018.01.22 00:00close930.821.227101.215031.23403404.338538.52
2802018.01.22 00:00sell940.861.227070.000000.00000
2812018.01.22 00:00modify940.861.227071.234021.21502
2822018.01.22 01:16close940.861.224061.234021.21502255.428793.94
2832018.01.23 23:09sell950.881.229900.000000.00000
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2852018.01.24 02:34close950.881.229941.236841.21784-3.168790.78
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2872018.02.01 22:45modify960.881.251961.258951.23995
2882018.02.02 01:45close960.881.250881.258951.2399595.408886.18
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2902018.02.05 00:00modify970.891.243281.236251.25525
2912018.02.05 01:42close970.891.245291.236251.25525175.339061.51
2922018.02.05 22:51buy980.911.239810.000000.00000
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2942018.02.06 09:15close980.911.239971.232801.251802.809064.32
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3012018.03.05 00:15sell1010.921.235930.000000.00000
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3032018.03.05 00:45close1010.921.234491.242901.22390128.809263.53
3042018.03.05 01:24buy1020.931.231330.000000.00000
3052018.03.05 01:24modify1020.931.231331.224311.24331
3062018.03.05 02:04close1020.931.232261.224311.2433182.779346.30