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

СимволAUDJPY (Australian 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="AUDJPY 5.5 nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=1010; TakeProfit=1250; В_Х_О_Д="=============================================="; MinWeekBar=1050; MaxWeekBar=4550; Время_открытия="------------------"; StartMinut=15; MaxSpread=90; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=170; GAP1_TOut=7; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=400; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=500; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=600; tral_OUT_par1=750; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=16; Технические="-------------------"; Slippage=50; Magic=10007; Comm="VB";
Баров в истории21427Смоделировано тиков104618055Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредVariable
Чистая прибыль223.40Общая прибыль1262.14Общий убыток-1038.74
Прибыльность1.22Матожидание выигрыша3.55
Абсолютная просадка45.04Максимальная просадка485.83 (4.58%)Относительная просадка4.58% (485.83)
Всего сделок63Короткие позиции (% выигравших)30 (50.00%)Длинные позиции (% выигравших)33 (57.58%)
Прибыльные сделки (% от всех)34 (53.97%)Убыточные сделки (% от всех)29 (46.03%)
Самая большаяприбыльная сделка113.29убыточная сделка-91.54
Средняяприбыльная сделка37.12убыточная сделка-35.82
Максимальное количествонепрерывных выигрышей (прибыль)9 (362.30)непрерывных проигрышей (убыток)6 (-306.85)
Макс.непрерывная прибыль (число выигрышей)362.30 (9)непрерывный убыток (число проигрышей)-306.85 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.26 02:15buy10.1092.6640.0000.000
22015.01.26 02:15modify10.1092.66491.65493.914
32015.01.26 10:03modify10.1092.66492.51693.914
42015.01.26 10:15modify10.1092.66492.58593.914
52015.01.26 11:00modify10.1092.66492.63893.914
62015.01.26 11:00modify10.1092.66492.69093.914
72015.01.26 11:24modify10.1092.66492.76793.914
82015.01.26 11:47modify10.1092.66492.82893.914
92015.01.26 12:50modify10.1092.66492.88893.914
102015.01.26 14:14modify10.1092.66492.96793.914
112015.01.26 16:35modify10.1092.66493.01893.914
122015.01.26 18:59modify10.1092.66493.08793.914
132015.01.26 19:13modify10.1092.66493.15093.914
142015.01.26 19:15modify10.1092.66493.78793.987
152015.01.26 21:04s/l10.1093.78793.78793.987101.7810101.78
162015.02.02 02:15buy20.1090.9960.0000.000
172015.02.02 02:15modify20.1090.99689.98692.246
182015.02.02 04:43modify20.1090.99691.05692.246
192015.02.02 11:49modify20.1090.99691.12292.246
202015.02.02 11:49modify20.1090.99691.17992.246
212015.02.02 11:49modify20.1090.99691.23292.246
222015.02.02 11:49modify20.1090.99691.28392.246
232015.02.02 19:15modify20.1090.99691.60691.806
242015.02.02 19:21s/l20.1091.60691.60691.80655.2810157.06
252015.02.09 08:15sell30.1092.2820.0000.000
262015.02.09 08:15modify30.1092.28293.29291.032
272015.02.10 01:15modify30.1092.28292.62092.420
282015.02.10 01:25t/p30.1092.42092.62092.420-13.2010143.86
292015.02.23 01:15sell40.1093.3790.0000.000
302015.02.23 01:15modify40.1093.37994.38992.129
312015.02.23 12:07modify40.1093.37993.31992.129
322015.02.23 18:15modify40.1093.37992.80492.604
332015.02.23 18:59s/l40.1092.80492.80492.60452.1010195.96
342015.03.30 01:15buy50.1092.1480.0000.000
352015.03.30 01:15modify50.1092.14891.13893.398
362015.03.30 18:15modify50.1092.14891.69191.891
372015.03.30 18:48s/l50.1091.69191.69191.891-41.4110154.55
382015.04.06 01:15buy60.1090.8870.0000.000
392015.04.06 01:15modify60.1090.88789.87792.137
402015.04.06 18:15modify60.1090.88790.85791.057
412015.04.06 18:31t/p60.1091.05790.85791.05715.4110169.96
422015.04.13 01:15sell70.1092.2320.0000.000
432015.04.13 01:15modify70.1092.23293.24290.982
442015.04.13 06:07modify70.1092.23292.17290.982
452015.04.13 08:08modify70.1092.23292.11090.982
462015.04.13 12:38modify70.1092.23292.04790.982
472015.04.13 12:56modify70.1092.23291.98790.982
482015.04.13 16:40modify70.1092.23291.92390.982
492015.04.13 16:40modify70.1092.23291.86990.982
502015.04.13 16:40modify70.1092.23291.79890.982
512015.04.13 16:40modify70.1092.23291.74790.982
522015.04.13 16:40t/p70.1090.98291.74790.982113.2710283.23
532015.05.04 01:15sell80.1094.1970.0000.000
542015.05.04 01:15modify80.1094.19795.20792.947
552015.05.04 18:15modify80.1094.19794.32594.125
562015.05.05 00:35t/p80.1094.12594.32594.1255.8310289.06
572015.06.29 02:15buy90.1093.3330.0000.000
582015.06.29 02:15modify90.1093.33392.32394.583
592015.06.29 04:44modify90.1093.33393.39394.583
602015.06.29 06:09modify90.1093.33393.45694.583
612015.06.29 06:09modify90.1093.33393.51294.583
622015.06.29 06:09modify90.1093.33393.58794.583
632015.06.29 06:09modify90.1093.33393.63894.583
642015.06.29 06:10modify90.1093.33393.72294.583
652015.06.29 06:20modify90.1093.33393.79694.583
662015.06.29 06:20t/p90.1094.58393.79694.583113.2910402.35
672015.07.06 02:15buy100.1091.5990.0000.000
682015.07.06 02:15modify100.1091.59990.58992.849
692015.07.06 11:03modify100.1091.59991.65992.849
702015.07.06 19:15modify100.1091.59992.07492.274
712015.07.06 20:11t/p100.1092.27492.07492.27461.1710463.52
722015.07.27 01:15buy110.1090.0240.0000.000
732015.07.27 01:15modify110.1090.02489.01491.274
742015.07.27 18:15modify110.1090.02489.84290.042
752015.07.27 19:00s/l110.1089.84289.84290.042-16.5010447.02
762015.08.10 01:15sell120.1092.0540.0000.000
772015.08.10 01:15modify120.1092.05493.06490.804
782015.08.10 18:15modify120.1092.05491.96491.764
792015.08.10 18:23s/l120.1091.96491.96491.7648.1610455.18
802015.08.24 01:15buy130.1089.1280.0000.000
812015.08.24 01:15modify130.1089.12888.11890.378
822015.08.24 03:06s/l130.1088.11888.11890.378-91.5410363.64
832015.08.31 01:15buy140.1087.0170.0000.000
842015.08.31 01:15modify140.1087.01786.00788.267
852015.08.31 17:58s/l140.1086.00786.00788.267-91.5410272.10
862015.09.14 01:15sell150.1085.3660.0000.000
872015.09.14 01:15modify150.1085.36686.37684.116
882015.09.14 18:15modify150.1085.36685.67085.470
892015.09.14 18:37s/l150.1085.67085.67085.470-27.5510244.55
902015.09.28 01:15buy160.1084.7230.0000.000
912015.09.28 01:15modify160.1084.72383.71385.973
922015.09.28 18:15modify160.1084.72383.71383.871
932015.09.28 18:21t/p160.1083.87183.71383.871-77.2210167.33
942015.10.12 08:15sell170.1088.1280.0000.000
952015.10.12 08:15modify170.1088.12889.13886.878
962015.10.13 01:15modify170.1088.12888.44988.249
972015.10.13 03:49t/p170.1088.24988.44988.249-11.6610155.67
982015.10.19 01:15buy180.1086.7130.0000.000
992015.10.19 01:15modify180.1086.71385.70387.963
1002015.10.19 18:15modify180.1086.71386.63286.832
1012015.10.19 18:26s/l180.1086.63286.63286.832-7.3410148.33
1022015.11.02 02:15buy190.1085.9490.0000.000
1032015.11.02 02:15modify190.1085.94984.93987.199
1042015.11.02 19:15modify190.1085.94986.12386.323
1052015.11.02 21:03s/l190.1086.12386.12386.32315.7710164.10
1062015.11.23 01:15sell200.1088.8550.0000.000
1072015.11.23 01:15modify200.1088.85589.86587.605
1082015.11.23 05:33modify200.1088.85588.79587.605
1092015.11.23 18:15modify200.1088.85588.52188.321
1102015.11.23 22:20t/p200.1088.32188.52188.32148.3910212.49
1112015.12.07 01:15sell210.1090.4520.0000.000
1122015.12.07 01:15modify210.1090.45291.46289.202
1132015.12.07 16:01modify210.1090.45290.39289.202
1142015.12.07 18:09modify210.1090.45290.34189.202
1152015.12.07 18:15modify210.1090.45289.64489.444
1162015.12.07 18:57s/l210.1089.64489.64489.44473.2210285.71
1172015.12.14 08:15buy220.1087.1250.0000.000
1182015.12.14 08:15modify220.1087.12586.11588.375
1192015.12.14 18:16modify220.1087.12587.18588.375
1202015.12.14 19:13s/l220.1087.18587.18588.3755.4410291.15
1212016.01.18 02:15buy230.1080.2370.0000.000
1222016.01.18 02:15modify230.1080.23779.22781.487
1232016.01.18 04:20modify230.1080.23780.29781.487
1242016.01.18 06:39modify230.1080.23780.36481.487
1252016.01.18 06:39modify230.1080.23780.42081.487
1262016.01.18 06:39modify230.1080.23780.50481.487
1272016.01.18 19:15modify230.1080.23780.58680.786
1282016.01.18 19:41s/l230.1080.58680.58680.78631.6310322.78
1292016.01.25 01:15sell240.1083.1290.0000.000
1302016.01.25 01:15modify240.1083.12984.13981.879
1312016.01.25 11:20modify240.1083.12983.06981.879
1322016.01.25 18:15modify240.1083.12982.88482.684
1332016.01.25 18:40t/p240.1082.68482.88482.68440.3210363.10
1342016.02.01 01:15sell250.1085.8400.0000.000
1352016.02.01 01:15modify250.1085.84086.85084.590
1362016.02.01 18:15modify250.1085.84085.72285.522
1372016.02.01 18:26t/p250.1085.52285.72285.52228.8110391.91
1382016.02.08 01:15buy260.1082.7010.0000.000
1392016.02.08 01:15modify260.1082.70181.69183.951
1402016.02.08 08:12modify260.1082.70182.76183.951
1412016.02.08 12:56s/l260.1082.76182.76183.9515.4410397.35
1422016.02.15 01:15buy270.1080.5450.0000.000
1432016.02.15 01:15modify270.1080.54579.53581.795
1442016.02.15 05:49modify270.1080.54580.60581.795
1452016.02.15 06:32modify270.1080.54580.66581.795
1462016.02.15 06:34modify270.1080.54580.73081.795
1472016.02.15 06:50modify270.1080.54580.78981.795
1482016.02.15 06:59modify270.1080.54580.84081.795
1492016.02.15 08:25modify270.1080.54580.89381.795
1502016.02.15 08:37modify270.1080.54580.97281.795
1512016.02.15 09:02modify270.1080.54581.03281.795
1522016.02.15 17:15t/p270.1081.79581.03281.795113.2810510.63
1532016.03.07 08:15sell280.1084.2070.0000.000
1542016.03.07 08:15modify280.1084.20785.21782.957
1552016.03.08 01:15modify280.1084.20784.81784.617
1562016.03.08 02:05t/p280.1084.61784.81784.617-37.8410472.79
1572016.03.14 00:15sell290.1085.9930.0000.000
1582016.03.14 00:15modify290.1085.99387.00384.743
1592016.03.14 16:45modify290.1085.99385.93384.743
1602016.03.14 17:15modify290.1085.99385.51085.310
1612016.03.14 17:47s/l290.1085.51085.51085.31043.7610516.55
1622016.03.21 00:15buy300.1084.7870.0000.000
1632016.03.21 00:15modify300.1084.78783.77786.037
1642016.03.21 17:15modify300.1084.78784.70484.904
1652016.03.21 17:44s/l300.1084.70484.70484.904-7.5310509.02
1662016.04.11 01:15buy310.1081.5610.0000.000
1672016.04.11 01:15modify310.1081.56180.55182.811
1682016.04.11 16:45modify310.1081.56181.62182.811
1692016.04.11 18:00modify310.1081.56181.68482.811
1702016.04.11 18:15modify310.1081.56182.23882.438
1712016.04.11 18:37s/l310.1082.23882.23882.43861.3610570.38
1722016.04.18 08:15sell320.1082.8210.0000.000
1732016.04.18 08:15modify320.1082.82183.83181.571
1742016.04.18 16:37s/l320.1083.83183.83181.571-91.5210478.86
1752016.04.25 01:15sell330.1086.2020.0000.000
1762016.04.25 01:15modify330.1086.20287.21284.952
1772016.04.25 04:57modify330.1086.20286.14284.952
1782016.04.25 18:15modify330.1086.20285.71585.515
1792016.04.25 18:23s/l330.1085.71585.71585.51544.1310522.99
1802016.05.09 01:15buy340.1078.8250.0000.000
1812016.05.09 01:15modify340.1078.82577.81580.075
1822016.05.09 13:17modify340.1078.82578.88580.075
1832016.05.09 18:15modify340.1078.82579.35879.558
1842016.05.09 18:26s/l340.1079.35879.35879.55848.3110571.30
1852016.06.27 02:15buy350.1075.8240.0000.000
1862016.06.27 02:15modify350.1075.82474.81477.074
1872016.06.27 18:48s/l350.1074.81474.81477.074-91.5410479.76
1882016.07.04 08:15sell360.1076.8800.0000.000
1892016.07.04 08:15modify360.1076.88077.89075.630
1902016.07.05 01:15modify360.1076.88077.36977.169
1912016.07.05 03:58t/p360.1077.16977.36977.169-26.8710452.88
1922016.07.18 02:15sell370.1080.1150.0000.000
1932016.07.18 02:15modify370.1080.11581.12578.865
1942016.07.18 19:15modify370.1080.11580.68780.487
1952016.07.18 19:45t/p370.1080.48780.68780.487-33.7110419.17
1962016.08.01 01:15buy380.1077.5070.0000.000
1972016.08.01 01:15modify380.1077.50776.49778.757
1982016.08.01 06:25modify380.1077.50777.56778.757
1992016.08.01 12:57s/l380.1077.56777.56778.7575.4410424.61
2002016.09.05 01:15sell390.1078.7700.0000.000
2012016.09.05 01:15modify390.1078.77079.78077.520
2022016.09.05 18:15modify390.1078.77078.46578.265
2032016.09.05 18:43s/l390.1078.46578.46578.26527.6410452.25
2042016.09.12 01:15buy400.1077.4120.0000.000
2052016.09.12 01:15modify400.1077.41276.40278.662
2062016.09.12 18:15modify400.1077.41276.60376.803
2072016.09.12 18:29t/p400.1076.80376.60376.803-55.1910397.06
2082016.11.28 08:15sell410.1083.6050.0000.000
2092016.11.28 08:15modify410.1083.60584.61582.355
2102016.11.29 01:15modify410.1083.60583.85383.653
2112016.11.29 02:53t/p410.1083.65383.85383.653-5.0310392.03
2122016.12.12 01:15sell420.1085.8920.0000.000
2132016.12.12 01:15modify420.1085.89286.90284.642
2142016.12.12 18:15modify420.1085.89286.63086.430
2152016.12.12 18:26t/p420.1086.43086.63086.430-48.7510343.28
2162016.12.26 01:15buy430.1084.2030.0000.000
2172016.12.26 01:15modify430.1084.20383.19385.453
2182016.12.26 18:15modify430.1084.20384.07384.273
2192016.12.26 19:10t/p430.1084.27384.07384.2736.3410349.62
2202017.01.09 01:15sell440.1085.3730.0000.000
2212017.01.09 01:15modify440.1085.37386.38384.123
2222017.01.09 18:15modify440.1085.37385.50085.300
2232017.01.09 18:53s/l440.1085.50085.50085.300-11.5110338.11
2242017.03.27 01:15buy450.1084.7520.0000.000
2252017.03.27 01:15modify450.1084.75283.74286.002
2262017.03.27 18:15modify450.1084.75283.91284.112
2272017.03.27 18:52t/p450.1084.11283.91284.112-58.0110280.10
2282017.04.10 01:15buy460.1083.2520.0000.000
2292017.04.10 01:15modify460.1083.25282.24284.502
2302017.04.10 18:15modify460.1083.25283.26383.463
2312017.04.10 19:41s/l460.1083.26383.26383.4630.9910281.09
2322017.04.24 02:15sell470.1083.1400.0000.000
2332017.04.24 02:15modify470.1083.14084.15081.890
2342017.04.24 19:15modify470.1083.14083.27283.072
2352017.04.24 19:17t/p470.1083.07283.27283.0726.1610287.25
2362017.06.12 01:15sell480.1083.0860.0000.000
2372017.06.12 01:15modify480.1083.08684.09681.836
2382017.06.12 18:15modify480.1083.08682.93282.732
2392017.06.12 19:36t/p480.1082.73282.93282.73232.0810319.33
2402017.06.19 01:15sell490.1084.4870.0000.000
2412017.06.19 01:15modify490.1084.48785.49783.237
2422017.06.19 18:15modify490.1084.48784.71884.518
2432017.06.19 20:21s/l490.1084.71884.71884.518-20.9310298.40
2442017.07.03 08:15sell500.1086.3040.0000.000
2452017.07.03 08:15modify500.1086.30487.31485.054
2462017.07.04 01:15modify500.1086.30486.98486.784
2472017.07.04 01:53t/p500.1086.78486.98486.784-44.1810254.22
2482017.07.17 01:15sell510.1088.0780.0000.000
2492017.07.17 01:15modify510.1088.07889.08886.828
2502017.07.17 18:15modify510.1088.07888.20688.006
2512017.07.17 18:49s/l510.1088.20688.20688.006-11.5910242.63
2522017.08.14 01:15buy520.1086.1480.0000.000
2532017.08.14 01:15modify520.1086.14885.13887.398
2542017.08.14 18:15modify520.1086.14885.95086.150
2552017.08.14 18:32t/p520.1086.15085.95086.1500.1910242.82
2562017.09.18 01:15sell530.1088.7740.0000.000
2572017.09.18 01:15modify530.1088.77489.78487.524
2582017.09.18 18:15modify530.1088.77489.11188.911
2592017.09.18 19:03t/p530.1088.91189.11188.911-12.4210230.40
2602017.10.30 00:15buy540.1087.2990.0000.000
2612017.10.30 00:15modify540.1087.29986.28988.549
2622017.10.30 17:15modify540.1087.29986.83387.033
2632017.10.30 18:29s/l540.1086.83386.83387.033-42.2410188.16
2642017.11.20 01:15buy550.1084.8070.0000.000
2652017.11.20 01:15modify550.1084.80783.79786.057
2662017.11.20 18:15modify550.1084.80784.70984.909
2672017.11.20 18:57t/p550.1084.90984.70984.9099.2410197.40
2682017.12.25 02:16sell560.1087.2920.0000.000
2692017.12.25 02:16modify560.1087.29288.30286.042
2702017.12.26 01:32modify560.1087.29287.56987.369
2712017.12.27 03:47s/l560.1087.56987.56987.369-26.4810170.92
2722018.01.15 01:15buy570.1087.8730.0000.000
2732018.01.15 01:15modify570.1087.87386.86389.123
2742018.01.15 18:15modify570.1087.87387.99488.194
2752018.01.15 20:51s/l570.1087.99487.99488.19410.9710181.89
2762018.02.12 01:15buy580.1085.0880.0000.000
2772018.02.12 01:15modify580.1085.08884.07886.338
2782018.02.12 18:15modify580.1085.08884.96085.160
2792018.02.12 18:20s/l580.1084.96084.96085.160-11.6010170.29
2802018.03.05 01:15buy590.1081.9970.0000.000
2812018.03.05 01:15modify590.1081.99780.98783.247
2822018.03.05 18:15modify590.1081.99781.67681.876
2832018.03.05 18:28t/p590.1081.87681.67681.876-10.9610159.33
2842018.03.12 00:15sell600.1083.7610.0000.000
2852018.03.12 00:15modify600.1083.76184.77182.511
2862018.03.12 17:15modify600.1083.76183.90583.705
2872018.03.12 18:28t/p600.1083.70583.90583.7055.0710164.40
2882018.03.19 00:15buy610.1081.7960.0000.000
2892018.03.19 00:15modify610.1081.79680.78683.046
2902018.03.19 17:15modify610.1081.79681.65481.854
2912018.03.19 17:53s/l610.1081.65481.65481.854-12.8710151.53
2922018.03.26 01:15buy620.1080.5950.0000.000
2932018.03.26 01:15modify620.1080.59579.58581.845
2942018.03.26 05:19modify620.1080.59580.65581.845
2952018.03.26 18:15modify620.1080.59581.21081.410
2962018.03.26 18:26s/l620.1081.21081.21081.41055.7410207.27
2972018.04.16 01:15sell630.1083.4740.0000.000
2982018.04.16 01:15modify630.1083.47484.48482.224
2992018.04.16 18:15modify630.1083.47483.49683.296
3002018.04.16 21:49t/p630.1083.29683.49683.29616.1310223.40