Strategy Tester Report
0ll_e_Va-Bank_55
Alpari-ECN-Demo (Build 1090)

СимволCADJPY (Canadian Dollar vs Japanese Yen)
Период1 Час (H1) 2015.01.08 05:00 - 2018.06.09 00:00 (2015.01.01 - 2018.06.10)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="CADJPY 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=1050; TakeProfit=800; В_Х_О_Д="=============================================="; MinWeekBar=900; MaxWeekBar=4500; Время_открытия="------------------"; StartMinut=100; MaxSpread=70; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=150; GAP1_TOut=1; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=250; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=450; BU_Delta=48; Трал_ВЫХОД="-------------------"; tral_OUT_START=700; tral_OUT_par1=450; tral_OUT_par2=100; TimeOUT="-------------------"; TimeOUT_Hour=25; Технические="-------------------"; Slippage=50; Magic=201655; Comm="VB 5.5";
Баров в истории21426Смоделировано тиков105752697Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредVariable
Чистая прибыль21.00Общая прибыль115.71Общий убыток-94.72
Прибыльность1.22Матожидание выигрыша0.38
Абсолютная просадка13.21Максимальная просадка27.89 (0.28%)Относительная просадка0.28% (27.89)
Всего сделок55Короткие позиции (% выигравших)23 (60.87%)Длинные позиции (% выигравших)32 (50.00%)
Прибыльные сделки (% от всех)30 (54.55%)Убыточные сделки (% от всех)25 (45.45%)
Самая большаяприбыльная сделка7.31убыточная сделка-9.55
Средняяприбыльная сделка3.86убыточная сделка-3.79
Максимальное количествонепрерывных выигрышей (прибыль)4 (22.18)непрерывных проигрышей (убыток)5 (-12.35)
Макс.непрерывная прибыль (число выигрышей)22.18 (4)непрерывный убыток (число проигрышей)-12.35 (5)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.12 02:40buy10.0199.7410.0000.000
22015.01.12 02:40modify10.0199.74198.691100.541
32015.01.13 03:46s/l10.0198.69198.691100.541-9.529990.48
42015.01.19 02:40buy20.0198.0500.0000.000
52015.01.19 02:40modify20.0198.05097.00098.850
62015.01.20 00:25modify20.0198.05098.09898.850
72015.01.20 04:17modify20.0198.05098.30198.850
82015.01.20 04:40modify20.0198.05098.64598.850
92015.01.20 05:05t/p20.0198.85098.64598.8507.319997.78
102015.02.02 02:40buy30.0192.3760.0000.000
112015.02.02 02:40modify30.0192.37691.32693.176
122015.02.02 14:47modify30.0192.37692.42493.176
132015.02.02 17:03modify30.0192.37692.63393.176
142015.02.02 17:08t/p30.0193.17692.63393.1767.2810005.06
152015.05.04 02:40sell40.0198.8420.0000.000
162015.05.04 02:40modify40.0198.84299.89298.042
172015.05.05 04:40modify40.0198.84299.38999.189
182015.05.05 07:19t/p40.0199.18999.38999.189-3.2010001.86
192015.06.08 02:40sell50.01100.9550.0000.000
202015.06.08 02:40modify50.01100.955102.005100.155
212015.06.08 21:24modify50.01100.955100.907100.155
222015.06.09 04:40modify50.01100.955100.544100.344
232015.06.09 05:08t/p50.01100.344100.544100.3445.5110007.38
242015.06.15 02:40buy60.01100.1370.0000.000
252015.06.15 02:40modify60.01100.13799.087100.937
262015.06.16 04:40modify60.01100.137100.097100.297
272015.06.16 05:30s/l60.01100.097100.097100.297-0.3310007.04
282015.08.24 02:40buy70.0192.3510.0000.000
292015.08.24 02:40modify70.0192.35191.30193.151
302015.08.24 06:46s/l70.0191.30191.30193.151-9.559997.49
312015.09.07 02:40buy80.0189.7880.0000.000
322015.09.07 02:40modify80.0189.78888.73890.588
332015.09.08 04:40modify80.0189.78889.69989.899
342015.09.08 05:21s/l80.0189.69989.69989.899-0.789996.71
352015.09.14 02:40sell90.0190.9320.0000.000
362015.09.14 02:40modify90.0190.93291.98290.132
372015.09.14 19:29modify90.0190.93290.88490.132
382015.09.15 04:14s/l90.0190.88490.88490.1320.399997.10
392015.10.12 02:40sell100.0192.8580.0000.000
402015.10.12 02:40modify100.0192.85893.90892.058
412015.10.12 21:15modify100.0192.85892.81092.058
422015.10.13 04:25modify100.0192.85892.60692.058
432015.10.13 04:40modify100.0192.85892.24592.058
442015.10.13 04:50t/p100.0192.05892.24592.0587.2310004.33
452016.01.11 02:40buy110.0182.6930.0000.000
462016.01.11 02:40modify110.0182.69381.64383.493
472016.01.11 11:34modify110.0182.69382.74183.493
482016.01.11 11:53modify110.0182.69382.94583.493
492016.01.11 11:57t/p110.0183.49382.94583.4937.2810011.61
502016.02.01 02:40sell120.0186.7950.0000.000
512016.02.01 02:40modify120.0186.79587.84585.995
522016.02.01 11:03modify120.0186.79586.74785.995
532016.02.01 17:48modify120.0186.79586.54485.995
542016.02.01 18:00t/p120.0185.99586.54485.9957.2810018.89
552016.02.08 02:40buy130.0184.2750.0000.000
562016.02.08 02:40modify130.0184.27583.22585.075
572016.02.08 15:49s/l130.0183.22583.22585.075-9.5510009.34
582016.02.15 02:40buy140.0182.1030.0000.000
592016.02.15 02:40modify140.0182.10381.05382.903
602016.02.15 09:01modify140.0182.10382.15182.903
612016.02.15 18:50modify140.0182.10382.36382.903
622016.02.15 19:57t/p140.0182.90382.36382.9037.2810016.62
632016.02.29 02:40sell150.0183.8490.0000.000
642016.02.29 02:40modify150.0183.84984.89983.049
652016.02.29 09:11modify150.0183.84983.80183.049
662016.02.29 12:42modify150.0183.84983.59883.049
672016.02.29 16:36s/l150.0183.59883.59883.0492.2810018.90
682016.03.07 02:40sell160.0185.4000.0000.000
692016.03.07 02:40modify160.0185.40086.45084.600
702016.03.07 13:13modify160.0185.40085.35284.600
712016.03.07 18:34s/l160.0185.35285.35284.6000.4410019.34
722016.04.11 02:40buy170.0183.3320.0000.000
732016.04.11 02:40modify170.0183.33282.28284.132
742016.04.12 04:17modify170.0183.33283.38084.132
752016.04.12 04:40modify170.0183.33283.67583.875
762016.04.12 04:53s/l170.0183.67583.67583.8753.1610022.50
772016.05.02 02:40buy180.0185.0020.0000.000
782016.05.02 02:40modify180.0185.00283.95285.802
792016.05.03 04:40modify180.0185.00284.66584.865
802016.05.03 05:25t/p180.0184.86584.66584.865-1.2210021.27
812016.05.16 02:40sell190.0183.7800.0000.000
822016.05.16 02:40modify190.0183.78084.83082.980
832016.05.17 04:40modify190.0183.78084.49984.299
842016.05.17 05:30s/l190.0184.49984.49984.299-6.5910014.68
852016.06.06 02:40buy200.0182.4900.0000.000
862016.06.06 02:40modify200.0182.49081.44083.290
872016.06.06 17:51modify200.0182.49082.53883.290
882016.06.06 17:56modify200.0182.49082.74083.290
892016.06.06 18:02t/p200.0183.29082.74083.2907.2810021.96
902016.07.04 02:40sell210.0179.4860.0000.000
912016.07.04 02:40modify210.0179.48680.53678.686
922016.07.05 04:40modify210.0179.48679.58479.384
932016.07.05 05:19t/p210.0179.38479.58479.3840.8810022.85
942016.07.11 02:40buy220.0177.1870.0000.000
952016.07.11 02:40modify220.0177.18776.13777.987
962016.07.11 09:05modify220.0177.18777.23577.987
972016.07.11 10:05modify220.0177.18777.43777.987
982016.07.11 10:17t/p220.0177.98777.43777.9877.2810030.13
992016.08.01 02:40buy230.0178.5730.0000.000
1002016.08.01 02:40modify230.0178.57377.52379.373
1012016.08.02 04:40modify230.0178.57377.84778.047
1022016.08.02 05:51t/p230.0178.04777.84778.047-4.7510025.37
1032016.08.08 02:40buy240.0177.3890.0000.000
1042016.08.08 02:40modify240.0177.38976.33978.189
1052016.08.08 16:00modify240.0177.38977.43778.189
1062016.08.08 17:43modify240.0177.38977.63978.189
1072016.08.09 04:40modify240.0177.38977.72077.920
1082016.08.09 05:16s/l240.0177.72077.72077.9203.0510028.42
1092016.09.05 02:40sell250.0180.0890.0000.000
1102016.09.05 02:40modify250.0180.08981.13979.289
1112016.09.06 04:40modify250.0180.08980.18079.980
1122016.09.06 05:00s/l250.0180.18080.18079.980-0.8710027.55
1132016.09.12 02:40buy260.0178.4750.0000.000
1142016.09.12 02:40modify260.0178.47577.42579.275
1152016.09.13 04:40modify260.0178.47577.76977.969
1162016.09.13 04:46s/l260.0177.76977.76977.969-6.3910021.16
1172016.09.19 02:40buy270.0177.3920.0000.000
1182016.09.19 02:40modify270.0177.39276.34278.192
1192016.09.20 04:40modify270.0177.39277.09277.292
1202016.09.20 06:06t/p270.0177.29277.09277.292-0.8810020.27
1212016.10.17 02:40sell280.0179.3280.0000.000
1222016.10.17 02:40modify280.0179.32880.37878.528
1232016.10.18 04:40modify280.0179.32879.31479.114
1242016.10.18 05:01s/l280.0179.31479.31479.1140.0710020.34
1252016.10.24 02:40buy290.0177.9030.0000.000
1262016.10.24 02:40modify290.0177.90376.85378.703
1272016.10.25 00:50modify290.0177.90377.95178.703
1282016.10.25 04:40modify290.0177.90378.09778.297
1292016.10.25 06:06t/p290.0178.29778.09778.2973.6210023.96
1302016.11.21 02:40sell300.0182.1850.0000.000
1312016.11.21 02:40modify300.0182.18583.23581.385
1322016.11.22 04:40modify300.0182.18582.50782.307
1332016.11.22 04:58s/l300.0182.50782.50782.307-2.9810020.98
1342016.11.28 02:40sell310.0183.4330.0000.000
1352016.11.28 02:40modify310.0183.43384.48382.633
1362016.11.28 04:49modify310.0183.43383.38582.633
1372016.11.28 05:32modify310.0183.43383.18082.633
1382016.11.28 08:54s/l310.0183.18083.18082.6332.3010023.28
1392016.12.26 02:40buy320.0186.8030.0000.000
1402016.12.26 02:40modify320.0186.80385.75387.603
1412016.12.27 04:40modify320.0186.80386.62286.822
1422016.12.27 12:09s/l320.0186.62286.62286.822-1.6210021.66
1432017.01.09 02:40sell330.0188.4360.0000.000
1442017.01.09 02:40modify330.0188.43689.48687.636
1452017.01.09 15:14modify330.0188.43688.38887.636
1462017.01.09 17:33modify330.0188.43688.18287.636
1472017.01.09 18:54s/l330.0188.18288.18287.6362.3110023.97
1482017.01.16 02:40buy340.0187.0180.0000.000
1492017.01.16 02:40modify340.0187.01885.96887.818
1502017.01.17 04:40modify340.0187.01886.56786.767
1512017.01.17 05:28s/l340.0186.56786.56786.767-4.0810019.88
1522017.01.30 02:40sell350.0187.2980.0000.000
1532017.01.30 02:40modify350.0187.29888.34886.498
1542017.01.30 20:42modify350.0187.29887.25086.498
1552017.01.30 23:11modify350.0187.29887.04686.498
1562017.01.31 04:40modify350.0187.29886.91786.717
1572017.01.31 04:59t/p350.0186.71786.91786.7175.2310025.12
1582017.02.06 02:40buy360.0186.5070.0000.000
1592017.02.06 02:40modify360.0186.50785.45787.307
1602017.02.06 20:53s/l360.0185.45785.45787.307-9.5510015.57
1612017.04.17 02:40buy370.0181.6110.0000.000
1622017.04.17 02:40modify370.0181.61180.56182.411
1632017.04.18 04:40modify370.0181.61181.82582.025
1642017.04.18 05:43s/l370.0181.82581.82582.0251.9810017.54
1652017.05.08 02:40sell380.0182.5130.0000.000
1662017.05.08 02:40modify380.0182.51383.56381.713
1672017.05.09 04:40modify380.0182.51382.88182.681
1682017.05.09 06:10t/p380.0182.68182.88182.681-1.5810015.96
1692017.06.05 02:40buy390.0181.8930.0000.000
1702017.06.05 02:40modify390.0181.89380.84382.693
1712017.06.06 04:40modify390.0181.89381.77381.973
1722017.06.06 04:52s/l390.0181.77381.77381.973-1.0610014.90
1732017.06.19 02:40sell400.0183.9180.0000.000
1742017.06.19 02:40modify400.0183.91884.96883.118
1752017.06.20 04:40modify400.0183.91884.55484.354
1762017.06.20 11:08s/l400.0184.55484.55484.354-5.8310009.07
1772017.07.10 02:40sell410.0188.4590.0000.000
1782017.07.10 02:40modify410.0188.45989.50987.659
1792017.07.11 04:40modify410.0188.45988.71688.516
1802017.07.11 04:58t/p410.0188.51688.71688.516-0.5710008.50
1812017.08.07 02:40buy420.0187.6600.0000.000
1822017.08.07 02:40modify420.0187.66086.61088.460
1832017.08.08 04:40modify420.0187.66087.29287.492
1842017.08.08 08:42s/l420.0187.29287.29287.492-3.3110005.19
1852017.08.14 02:40buy430.0186.0950.0000.000
1862017.08.14 02:40modify430.0186.09585.04586.895
1872017.08.15 04:40modify430.0186.09586.42986.629
1882017.08.15 06:11t/p430.0186.62986.42986.6294.8910010.08
1892017.09.18 02:40sell440.0191.0960.0000.000
1902017.09.18 02:40modify440.0191.09692.14690.296
1912017.09.18 22:05modify440.0191.09691.04890.296
1922017.09.19 04:40modify440.0191.09690.89990.699
1932017.09.19 05:54t/p440.0190.69990.89990.6993.5610013.64
1942017.10.30 01:40buy450.0188.6750.0000.000
1952017.10.30 01:40modify450.0188.67587.62589.475
1962017.10.31 03:40modify450.0188.67588.01488.214
1972017.10.31 06:11t/p450.0188.21488.01488.214-4.1710009.46
1982017.11.20 02:40buy460.0187.5580.0000.000
1992017.11.20 02:40modify460.0187.55886.50888.358
2002017.11.21 04:40modify460.0187.55887.75387.953
2012017.11.21 05:12t/p460.0187.95387.75387.9533.6210013.08
2022017.12.25 03:40sell470.0188.9660.0000.000
2032017.12.25 03:40modify470.0188.96690.01688.166
2042017.12.26 05:40modify470.0188.96689.17488.974
2052017.12.26 17:50s/l470.0189.17489.17488.974-1.9410011.14
2062018.01.15 02:40buy480.0189.1430.0000.000
2072018.01.15 02:40modify480.0189.14388.09389.943
2082018.01.16 04:40modify480.0189.14389.01989.219
2092018.01.16 05:09t/p480.0189.21989.01989.2190.7210011.86
2102018.02.12 02:40buy490.0186.3850.0000.000
2112018.02.12 02:40modify490.0186.38585.33587.185
2122018.02.13 04:40modify490.0186.38586.27286.472
2132018.02.13 07:15s/l490.0186.27286.27286.472-1.0010010.85
2142018.02.19 02:40buy500.0184.6060.0000.000
2152018.02.19 02:40modify500.0184.60683.55685.406
2162018.02.20 04:40modify500.0184.60684.75684.956
2172018.02.20 09:01t/p500.0184.95684.75684.9563.2110014.06
2182018.03.05 02:40buy510.0181.8460.0000.000
2192018.03.05 02:40modify510.0181.84680.79682.646
2202018.03.06 04:40modify510.0181.84681.94382.143
2212018.03.06 07:07s/l510.0181.94381.94382.1430.9210014.98
2222018.03.19 01:40buy520.0180.9150.0000.000
2232018.03.19 01:40modify520.0180.91579.86581.715
2242018.03.19 15:16modify520.0180.91580.96381.715
2252018.03.19 17:54s/l520.0180.96380.96381.7150.4310015.41
2262018.04.02 02:40sell530.0182.5030.0000.000
2272018.04.02 02:40modify530.0182.50383.55381.703
2282018.04.02 19:37modify530.0182.50382.45581.703
2292018.04.02 21:42modify530.0182.50382.25381.703
2302018.04.02 21:59t/p530.0181.70382.25381.7037.2710022.68
2312018.04.09 02:40sell540.0183.7580.0000.000
2322018.04.09 02:40modify540.0183.75884.80882.958
2332018.04.10 04:40modify540.0183.75884.12283.922
2342018.04.10 05:23s/l540.0184.12284.12283.922-3.3610019.32
2352018.04.16 02:40sell550.0185.3230.0000.000
2362018.04.16 02:40modify550.0185.32386.37384.523
2372018.04.17 04:40modify550.0185.32385.33385.133
2382018.04.17 05:47t/p550.0185.13385.33385.1331.6810021.00