Strategy Tester Report
Quantum London Trading EA v1.6.1 m13-9-40.23[gm]
Alpari-Standard3 (Build 1090)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Час (H1) 2007.12.19 00:00 - 2018.05.11 23:00 (2007.12.19 - 2018.05.12)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Баров в истории65313Смоделировано тиков185912365Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит3000.00Спред12
Чистая прибыль18516.38Общая прибыль41298.54Общий убыток-22782.17
Прибыльность1.81Матожидание выигрыша113.60
Абсолютная просадка1932.74Максимальная просадка20130.64 (71.26%)Относительная просадка73.07% (10060.76)
Всего сделок163Короткие позиции (% выигравших)98 (68.37%)Длинные позиции (% выигравших)65 (67.69%)
Прибыльные сделки (% от всех)111 (68.10%)Убыточные сделки (% от всех)52 (31.90%)
Самая большаяприбыльная сделка1325.72убыточная сделка-1461.68
Средняяприбыльная сделка372.06убыточная сделка-438.12
Максимальное количествонепрерывных выигрышей (прибыль)24 (7058.90)непрерывных проигрышей (убыток)13 (-6667.01)
Макс.непрерывная прибыль (число выигрышей)11986.28 (15)непрерывный убыток (число проигрышей)-9498.29 (11)
Среднийнепрерывный выигрыш7непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12008.03.05 09:00sell10.101.977200.000000.00000
22008.03.05 15:00sell20.101.982300.000000.00000
32008.03.11 16:00sell30.102.000500.000000.00000
42008.03.11 20:00sell40.102.002700.000000.00000
52008.03.17 18:00sell50.102.005000.000000.00000
62008.04.10 12:00close50.101.982820.000000.00000229.163229.16
72008.04.10 12:00close40.101.982820.000000.00000207.863437.01
82008.04.10 12:00close30.101.982820.000000.00000185.863622.87
92008.04.10 12:00close20.101.982820.000000.000005.553628.42
102008.04.10 12:00close10.101.982820.000000.00000-45.453582.98
112008.04.16 12:00buy60.101.977820.000000.00000
122008.04.16 23:00buy70.101.972420.000000.00000
132008.05.15 18:00buy80.101.948520.000000.00000
142008.05.16 02:00buy90.101.947420.000000.00000
152008.07.03 11:00close90.101.987600.000000.00000368.923951.90
162008.07.03 11:00close80.101.987600.000000.00000357.244309.13
172008.07.03 11:00close70.101.987600.000000.0000097.004406.13
182008.07.03 11:00close60.101.987600.000000.0000043.004449.13
192008.07.18 10:00sell100.101.992100.000000.00000
202008.07.18 14:00sell110.101.993700.000000.00000
212008.07.21 14:00sell120.101.996500.000000.00000
222008.07.21 19:00sell130.101.997400.000000.00000
232008.07.22 15:00sell140.101.999100.000000.00000
242008.08.19 22:00close140.101.867320.000000.000001325.725774.86
252008.08.19 22:00close130.101.867320.000000.000001309.017083.86
262008.08.19 22:00close120.101.867320.000000.000001300.018383.87
272008.08.19 22:00close110.101.867320.000000.000001272.299656.16
282008.08.19 22:00close100.101.867320.000000.000001256.2910912.45
292008.09.08 01:00buy150.101.784520.000000.00000
302008.09.09 02:00buy160.101.759820.000000.00000
312008.09.29 01:00close160.101.832000.000000.00000708.1011620.55
322008.09.29 01:00close150.101.832000.000000.00000460.4212080.97
332008.10.29 07:00buy170.101.604420.000000.00000
342008.11.17 16:00buy180.101.503820.000000.00000
352008.11.17 18:00buy190.101.503020.000000.00000
362008.11.18 01:00buy200.101.499320.000000.00000
372009.01.05 17:00buy210.101.456720.000000.00000
382009.05.28 06:00close210.101.590360.000000.000001237.0713318.04
392009.05.28 06:00close200.101.590360.000000.00000778.1914096.24
402009.05.28 06:00close190.101.590360.000000.00000740.5114836.75
412009.05.28 06:00close180.101.590360.000000.00000732.5115569.26
422009.05.28 06:00close170.101.590360.000000.00000-286.5115282.75
432009.05.28 14:00sell220.101.592260.000000.00000
442009.05.28 17:00sell230.101.596800.000000.00000
452009.06.03 19:00sell240.101.628470.000000.00000
462009.06.04 12:00sell250.101.639640.000000.00000
472009.07.24 12:00sell260.101.643800.000000.00000
482009.08.07 04:00sell270.111.675950.000000.00000
492009.09.02 17:00close270.111.625080.000000.00000567.0415849.79
502009.09.02 17:00close260.101.625080.000000.00000197.9516047.75
512009.09.02 17:00close250.101.625080.000000.00000170.5016218.25
522009.09.02 17:00close240.101.625080.000000.0000059.6516277.90
532009.09.02 17:00close230.101.625080.000000.00000-255.9116021.99
542009.09.02 17:00close220.101.625080.000000.00000-301.3115720.67
552009.10.05 00:00buy280.101.592790.000000.00000
562009.10.23 16:00close280.101.634570.000000.00000404.1016124.77
572009.11.11 12:00sell290.101.662730.000000.00000
582009.12.15 07:00close290.101.628100.000000.00000355.9216480.70
592009.12.16 10:00buy300.101.625390.000000.00000
602009.12.29 00:00buy310.101.599970.000000.00000
612009.12.30 16:00buy320.101.592810.000000.00000
622010.01.21 04:00close320.101.625320.000000.00000308.6616789.36
632010.01.21 04:00close310.101.625320.000000.00000236.3817025.73
642010.01.21 04:00close300.101.625320.000000.00000-26.7316999.00
652010.01.21 16:00sell330.101.621380.000000.00000
662010.02.11 18:00close330.101.567200.000000.00000547.7417546.74
672010.03.04 00:00buy340.101.509870.000000.00000
682010.03.04 06:00buy350.101.508330.000000.00000
692010.03.04 23:00buy360.101.503150.000000.00000
702010.04.13 06:00close360.101.534160.000000.00000284.0717830.81
712010.04.13 06:00close350.101.534160.000000.00000232.2718063.08
722010.04.13 06:00close340.101.534160.000000.00000216.8718279.95
732010.04.19 07:00sell370.101.526600.000000.00000
742010.05.12 10:00close370.101.497770.000000.00000294.8118574.76
752010.05.21 11:00buy380.101.441500.000000.00000
762010.05.21 15:00buy390.101.439220.000000.00000
772010.06.22 01:00close390.101.475300.000000.00000340.2518915.01
782010.06.22 01:00close380.101.475300.000000.00000317.4519232.46
792010.06.22 05:00sell400.101.475890.000000.00000
802010.06.23 08:00sell410.101.482430.000000.00000
812010.06.30 15:00sell420.101.496640.000000.00000
822010.07.05 12:00sell430.101.512370.000000.00000
832010.07.05 22:00sell440.101.513650.000000.00000
842010.08.05 09:00sell450.111.583360.000000.00000
852010.08.05 16:00sell460.111.585960.000000.00000
862010.08.06 02:00sell470.111.587580.000000.00000
872010.08.09 04:00sell480.111.596570.000000.00000
882010.11.09 20:00sell490.111.602480.000000.00000
892010.12.24 09:00close490.111.547150.000000.00000623.2619855.72
902010.12.24 09:00close480.111.547150.000000.00000586.8920442.61
912010.12.24 09:00close470.111.547150.000000.00000488.3120930.93
922010.12.24 09:00close460.111.547150.000000.00000470.8021401.73
932010.12.24 09:00close450.111.547150.000000.00000442.2021843.93
942010.12.24 09:00close440.101.547150.000000.00000-285.7621558.17
952010.12.24 09:00close430.101.547150.000000.00000-298.5621259.62
962010.12.24 09:00close420.101.547150.000000.00000-454.4420805.17
972010.12.24 09:00close410.101.547150.000000.00000-594.5620210.61
982010.12.24 09:00close400.101.547150.000000.00000-659.6819550.93
992010.12.24 20:00buy500.101.544370.000000.00000
1002010.12.27 07:00buy510.101.543000.000000.00000
1012010.12.27 22:00buy520.101.541050.000000.00000
1022011.01.20 17:00close520.101.584100.000000.00000412.6919963.62
1032011.01.20 17:00close510.101.584100.000000.00000393.1920356.81
1042011.01.20 17:00close500.101.584100.000000.00000378.8120735.62
1052011.01.21 00:00sell530.101.589910.000000.00000
1062011.01.21 05:00sell540.101.593040.000000.00000
1072011.01.24 06:00sell550.101.595650.000000.00000
1082011.01.24 07:00sell560.101.596470.000000.00000
1092011.04.12 11:00sell570.101.625080.000000.00000
1102011.04.12 17:00sell580.111.626260.000000.00000
1112011.04.27 10:00sell590.111.644280.000000.00000
1122011.05.03 01:00sell600.111.664780.000000.00000
1132011.06.21 17:00close600.111.620690.000000.00000500.2421235.86
1142011.06.21 17:00close590.111.620690.000000.00000276.6121512.47
1152011.06.21 17:00close580.111.620690.000000.0000083.0621595.53
1162011.06.21 17:00close570.101.620690.000000.0000063.7121659.24
1172011.06.21 17:00close560.101.620690.000000.00000-200.3221458.93
1182011.06.21 17:00close550.101.620690.000000.00000-208.5221250.41
1192011.06.21 17:00close540.101.620690.000000.00000-234.3321016.08
1202011.06.21 17:00close530.101.620690.000000.00000-265.6320750.45
1212011.06.22 06:00buy610.101.621170.000000.00000
1222011.06.29 13:00buy620.101.602100.000000.00000
1232011.07.29 11:00close620.101.629660.000000.00000253.6821004.13
1242011.07.29 11:00close610.101.629660.000000.0000058.1921062.31
1252011.08.01 19:00sell630.101.627480.000000.00000
1262011.08.24 01:00sell640.101.649110.000000.00000
1272011.08.24 13:00sell650.101.652100.000000.00000
1282011.09.15 14:00close650.101.583540.000000.00000692.3921754.70
1292011.09.15 14:00close640.101.583540.000000.00000662.4922417.19
1302011.09.15 14:00close630.101.583540.000000.00000452.7022869.90
1312011.09.15 19:00buy660.101.580590.000000.00000
1322011.09.16 05:00buy670.101.578980.000000.00000
1332011.09.26 14:00buy680.101.551820.000000.00000
1342011.10.20 09:50close680.101.572810.000000.00000192.0923061.99
1352011.10.20 09:50close670.101.572810.000000.00000-84.9922977.00
1362011.10.20 09:50close660.101.572810.000000.00000-101.7722875.22
1372011.10.31 06:00sell690.101.597020.000000.00000
1382011.10.31 11:00sell700.101.600780.000000.00000
1392011.11.01 07:00sell710.101.604590.000000.00000
1402011.11.29 12:00close710.101.556910.000000.00000484.7223359.94
1412011.11.29 12:00close700.101.556910.000000.00000446.9123806.85
1422011.11.29 12:00close690.101.556910.000000.00000409.3124216.16
1432011.12.20 02:00buy720.101.550820.000000.00000
1442012.01.17 06:00buy730.101.536230.000000.00000
1452012.01.17 18:00buy740.101.535450.000000.00000
1462012.01.18 04:00buy750.101.534210.000000.00000
1472012.02.06 05:00close750.101.577520.000000.00000420.0924636.24
1482012.02.06 05:00close740.101.577520.000000.00000407.0025043.24
1492012.02.06 05:00close730.101.577520.000000.00000399.2025442.44
1502012.02.06 05:00close720.101.577520.000000.00000234.1225676.56
1512012.03.02 15:00sell760.101.586180.000000.00000
1522012.03.15 19:00close760.101.571790.000000.00000147.5825824.14
1532012.04.03 18:00sell770.101.597050.000000.00000
1542012.05.01 10:00sell780.101.621800.000000.00000
1552012.05.28 09:00close780.101.571140.000000.00000514.2426338.38
1562012.05.28 09:00close770.101.571140.000000.00000274.6726613.05
1572012.05.28 18:00buy790.101.570450.000000.00000
1582012.05.28 20:00buy800.101.567800.000000.00000
1592012.06.06 05:00buy810.101.541610.000000.00000
1602012.08.17 18:00close810.101.567480.000000.00000208.0126821.06
1612012.08.17 18:00close800.101.567480.000000.00000-60.0626761.00
1622012.08.17 18:00close790.101.567480.000000.00000-86.5626674.45
1632012.08.20 14:00sell820.101.569130.000000.00000
1642012.08.27 13:00sell830.101.580070.000000.00000
1652012.08.28 21:00sell840.101.582060.000000.00000
1662012.09.19 14:00sell850.101.620600.000000.00000
1672012.09.19 19:00sell860.101.621910.000000.00000
1682012.11.16 10:00close860.101.588370.000000.00000352.3827026.83
1692012.11.16 10:00close850.101.588370.000000.00000339.2827366.11
1702012.11.16 10:00close840.101.588370.000000.00000-39.8927326.21
1712012.11.16 10:00close830.101.588370.000000.00000-59.5127266.70
1722012.11.16 10:00close820.101.588370.000000.00000-166.9327099.77
1732012.12.21 15:00sell870.101.622950.000000.00000
1742013.01.29 17:00close870.101.576290.000000.00000477.0727576.84
1752013.01.29 22:00buy880.101.575850.000000.00000
1762013.02.27 23:00buy890.101.516150.000000.00000
1772013.05.03 16:00close890.101.551740.000000.00000310.0027886.85
1782013.05.03 16:00close880.101.551740.000000.00000-306.8627579.99
1792013.07.04 03:00buy900.101.528170.000000.00000
1802013.07.11 00:00buy910.101.501360.000000.00000
1812013.07.30 06:00close910.101.532840.000000.00000303.1627883.14
1822013.07.30 06:00close900.101.532840.000000.0000030.2627913.40
1832013.08.13 17:00sell920.101.543770.000000.00000
1842013.08.13 20:00sell930.101.546310.000000.00000
1852013.08.15 08:00sell940.101.551750.000000.00000
1862013.08.22 02:00sell950.101.562660.000000.00000
1872013.09.23 00:01sell960.101.600480.000000.00000
1882013.09.23 03:00sell970.111.601610.000000.00000
1892013.09.23 19:00sell980.111.603670.000000.00000
1902013.10.25 15:00sell990.111.617540.000000.00000
1912013.10.28 14:00sell1000.111.618710.000000.00000
1922013.12.04 16:00sell1010.111.633600.000000.00000
1932013.12.04 18:00sell1020.111.634390.000000.00000
1942014.01.02 17:00sell1030.111.642820.000000.00000
1952014.01.03 14:00sell1040.111.646200.000000.00000
1962014.01.29 14:00sell1050.121.655680.000000.00000
1972014.02.20 11:00sell1060.121.664540.000000.00000
1982014.03.26 14:00close1060.121.654570.000000.00000130.5128043.91
1992014.03.26 14:00close1050.121.654570.000000.0000032.3428076.25
2002014.03.26 14:00close1040.111.654570.000000.00000-67.1728009.08
2012014.03.26 14:00close1030.111.654570.000000.00000-104.0327905.05
2022014.03.26 14:00close1020.111.654570.000000.00000-187.1127717.93
2032014.03.26 14:00close1010.111.654570.000000.00000-195.8027522.13
2042014.03.26 14:00close1000.111.654570.000000.00000-348.0827174.05
2052014.03.26 14:00close990.111.654570.000000.00000-360.6326813.42
2062014.03.26 14:00close980.111.654570.000000.00000-502.6226310.80
2072014.03.26 14:00close970.111.654570.000000.00000-525.2825785.52
2082014.03.26 14:00close960.101.654570.000000.00000-488.8325296.69
2092014.03.26 14:00close950.101.654570.000000.00000-858.5424438.15
2102014.03.26 14:00close940.101.654570.000000.00000-965.6623472.49
2112014.03.26 14:00close930.101.654570.000000.00000-1018.9222453.57
2122014.03.26 14:00close920.101.654570.000000.00000-1044.3221409.24
2132014.04.16 10:00sell1070.101.674090.000000.00000
2142014.04.18 03:00sell1080.101.678220.000000.00000
2152014.04.18 08:00sell1090.101.678980.000000.00000
2162014.05.08 20:00sell1100.101.693290.000000.00000
2172014.06.04 15:00close1100.101.675990.000000.00000180.0721589.32
2182014.06.04 15:00close1090.101.675990.000000.0000042.6321631.95
2192014.06.04 15:00close1080.101.675990.000000.0000035.0321666.99
2202014.06.04 15:00close1070.101.675990.000000.00000-5.1321661.86
2212014.06.05 07:00buy1110.101.674780.000000.00000
2222014.06.24 09:00close1110.101.701930.000000.00000259.8621921.71
2232014.06.24 12:00sell1120.101.698350.000000.00000
2242014.06.24 15:00sell1130.101.699060.000000.00000
2252014.07.07 05:00sell1140.101.714150.000000.00000
2262014.08.06 00:00close1140.101.688490.000000.00000265.0922186.80
2272014.08.06 00:00close1130.101.688490.000000.00000117.8722304.67
2282014.08.06 00:00close1120.101.688490.000000.00000110.7722415.44
2292014.08.18 01:00buy1150.101.671610.000000.00000
2302014.08.25 12:00buy1160.101.658110.000000.00000
2312014.08.26 03:00buy1170.101.656910.000000.00000
2322014.09.11 10:00buy1180.101.622020.000000.00000
2332014.10.07 17:00buy1190.101.611270.000000.00000
2342014.10.07 22:00buy1200.111.609760.000000.00000
2352014.10.08 14:00buy1210.111.607750.000000.00000
2362014.11.11 21:00buy1220.111.592430.000000.00000
2372014.11.19 13:00buy1230.111.569260.000000.00000
2382014.11.19 20:00buy1240.111.568490.000000.00000
2392014.11.20 05:00buy1250.111.567340.000000.00000
2402015.02.20 11:00close1250.111.538320.000000.00000-388.5422026.90
2412015.02.20 11:00close1240.111.538320.000000.00000-403.4521623.44
2422015.02.20 11:00close1230.111.538320.000000.00000-411.9221211.52
2432015.02.20 11:00close1220.111.538320.000000.00000-672.8220538.70
2442015.02.20 11:00close1210.111.538320.000000.00000-866.9619671.74
2452015.02.20 11:00close1200.111.538320.000000.00000-889.8218781.92
2462015.02.20 11:00close1190.101.538320.000000.00000-824.0317957.89
2472015.02.20 11:00close1180.101.538320.000000.00000-947.9717009.92
2482015.02.20 11:00close1170.101.538320.000000.00000-1309.2015700.72
2492015.02.20 11:00close1160.101.538320.000000.00000-1321.8914378.83
2502015.02.20 11:00close1150.101.538320.000000.00000-1461.6812917.15
2512015.05.18 11:00sell1260.101.568300.000000.00000
2522015.06.04 12:00close1260.101.539720.000000.00000291.1813208.33
2532015.07.14 07:00buy1270.101.548900.000000.00000
2542015.07.14 09:00buy1280.101.547970.000000.00000
2552015.08.20 12:00close1280.101.562020.000000.00000113.7913322.12
2562015.08.20 12:00close1270.101.562020.000000.00000104.4813426.60
2572015.08.25 21:00sell1290.101.568710.000000.00000
2582015.08.26 08:00sell1300.101.569840.000000.00000
2592015.09.07 19:00close1300.101.528020.000000.00000421.6013848.20
2602015.09.07 19:00close1290.101.528020.000000.00000410.5814258.78
2612015.10.02 12:00buy1310.101.515750.000000.00000
2622015.10.21 21:00close1310.101.541370.000000.00000244.5514503.33
2632015.12.01 18:00buy1320.101.505410.000000.00000
2642015.12.03 16:00buy1330.101.504300.000000.00000
2652015.12.24 10:00buy1340.101.490650.000000.00000
2662016.01.21 19:00buy1350.101.419690.000000.00000
2672016.03.01 13:00buy1360.101.399880.000000.00000
2682016.03.01 21:00buy1370.111.397640.000000.00000
2692016.05.03 17:00close1370.111.460360.000000.00000642.4515145.78
2702016.05.03 17:00close1360.101.460360.000000.00000561.6415707.43
2712016.05.03 17:00close1350.101.460360.000000.00000337.5116044.94
2722016.05.03 17:00close1340.101.460360.000000.00000-391.2715653.68
2732016.05.03 17:00close1330.101.460360.000000.00000-542.1515111.53
2742016.05.03 17:00close1320.101.460360.000000.00000-555.9914555.54
2752016.05.27 18:00sell1380.101.461670.000000.00000
2762016.05.30 20:00sell1390.101.463280.000000.00000
2772016.06.17 03:00close1390.101.429370.000000.00000344.7614900.30
2782016.06.17 03:00close1380.101.429370.000000.00000328.9415229.24
2792016.07.05 08:00buy1400.101.324420.000000.00000
2802016.07.05 20:00buy1410.101.305340.000000.00000
2812016.08.16 12:00buy1420.101.296430.000000.00000
2822016.09.09 00:00close1420.101.329130.000000.00000309.1915538.43
2832016.09.09 00:00close1410.101.329130.000000.00000191.3215729.75
2842016.09.09 00:00close1400.101.329130.000000.000000.5215730.27
2852016.09.12 08:00sell1430.101.326740.000000.00000
2862016.09.27 19:00close1430.101.300410.000000.00000267.5515997.81
2872016.11.15 14:00sell1440.101.242600.000000.00000
2882016.12.07 12:00sell1450.101.258960.000000.00000
2892016.12.08 10:00sell1460.101.264020.000000.00000
2902016.12.28 23:00close1460.101.221990.000000.00000425.3916423.21
2912016.12.28 23:00close1450.101.221990.000000.00000375.6416798.85
2922016.12.28 23:00close1440.101.221990.000000.00000218.2717017.12
2932017.04.26 11:00sell1470.101.281260.000000.00000
2942017.04.26 14:00sell1480.101.282240.000000.00000
2952017.04.26 18:00sell1490.101.285710.000000.00000
2962017.06.16 04:00close1490.101.277360.000000.0000098.5017115.62
2972017.06.16 04:00close1480.101.277360.000000.0000063.8017179.42
2982017.06.16 04:00close1470.101.277360.000000.0000054.0017233.42
2992017.06.16 16:00buy1500.101.277770.000000.00000
3002017.07.06 05:00close1500.101.292040.000000.00000129.0017362.42
3012017.07.06 13:00sell1510.101.296470.000000.00000
3022017.07.20 11:00sell1520.101.299790.000000.00000
3032017.08.03 15:00sell1530.101.314250.000000.00000
3042017.08.21 20:00close1530.101.290890.000000.00000238.1317600.54
3052017.08.21 20:00close1520.101.290890.000000.0000097.4917698.03
3062017.08.21 20:00close1510.101.290890.000000.0000068.2517766.29
3072017.08.25 13:00buy1540.101.283170.000000.00000
3082017.09.21 10:00close1540.101.350740.000000.00000657.2118423.49
3092017.09.21 17:00sell1550.101.350940.000000.00000
3102017.09.22 14:00sell1560.101.355280.000000.00000
3112017.10.11 16:00close1560.101.320910.000000.00000348.5118772.00
3122017.10.11 16:00close1550.101.320910.000000.00000305.3919077.40
3132017.12.05 19:00sell1570.101.344850.000000.00000
3142018.01.08 12:00sell1580.101.352710.000000.00000
3152018.01.09 10:00sell1590.101.354600.000000.00000
3162018.01.29 05:00sell1600.101.412270.000000.00000
3172018.01.29 09:00sell1610.101.412980.000000.00000
3182018.04.18 12:00sell1620.111.419190.000000.00000
3192018.04.19 10:00sell1630.111.419940.000000.00000
3202018.05.08 10:00close1630.111.357560.000000.00000691.4719768.87
3212018.05.08 10:00close1620.111.357560.000000.00000684.1620453.02
3222018.05.08 10:00close1610.101.357560.000000.00000582.2221035.24
3232018.05.08 10:00close1600.101.357560.000000.00000575.1221610.36
3242018.05.08 10:00close1590.101.357560.000000.000004.0821614.44
3252018.05.08 10:00close1580.101.357560.000000.00000-14.5421599.90
3262018.05.08 10:00close1570.101.357560.000000.00000-83.5221516.38