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 5.5 nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=900; TakeProfit=850; В_Х_О_Д="=============================================="; MinWeekBar=850; MaxWeekBar=3700; Время_открытия="------------------"; StartMinut=110; MaxSpread=80; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=190; GAP1_TOut=2; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=450; GAP2_TOut=2; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=350; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=600; tral_OUT_par1=750; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=26; Технические="-------------------"; Slippage=50; Magic=10010; Comm="VB";
Баров в истории21426Смоделировано тиков105752697Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредVariable
Чистая прибыль199.74Общая прибыль1462.79Общий убыток-1263.04
Прибыльность1.16Матожидание выигрыша2.63
Абсолютная просадка57.65Максимальная просадка455.29 (4.28%)Относительная просадка4.28% (455.29)
Всего сделок76Короткие позиции (% выигравших)34 (55.88%)Длинные позиции (% выигравших)42 (50.00%)
Прибыльные сделки (% от всех)40 (52.63%)Убыточные сделки (% от всех)36 (47.37%)
Самая большаяприбыльная сделка82.73убыточная сделка-82.03
Средняяприбыльная сделка36.57убыточная сделка-35.08
Максимальное количествонепрерывных выигрышей (прибыль)8 (400.22)непрерывных проигрышей (убыток)5 (-179.07)
Макс.непрерывная прибыль (число выигрышей)400.22 (8)непрерывный убыток (число проигрышей)-179.07 (5)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.12 02:50buy10.1099.7610.0000.000
22015.01.12 02:50modify10.1099.76198.861100.611
32015.01.12 13:17modify10.1099.76199.612100.611
42015.01.12 14:16modify10.1099.76199.677100.611
52015.01.12 17:34s/l10.1099.67799.677100.611-7.629992.38
62015.01.19 02:50buy20.1098.1960.0000.000
72015.01.19 02:50modify20.1098.19697.29699.046
82015.01.20 04:13modify20.1098.19698.25699.046
92015.01.20 05:50modify20.1098.19698.56198.761
102015.01.20 07:58t/p20.1098.76198.56198.76151.4610043.84
112015.01.26 02:50buy30.1094.1670.0000.000
122015.01.26 02:50modify30.1094.16793.26795.017
132015.01.26 03:14modify30.1094.16794.22795.017
142015.01.26 11:00t/p30.1095.01794.22795.01777.0310120.87
152015.02.02 02:50buy40.1092.3720.0000.000
162015.02.02 02:50modify40.1092.37291.47293.222
172015.02.02 14:24modify40.1092.37292.43293.222
182015.02.02 17:12t/p40.1093.22292.43293.22277.0310197.90
192015.02.09 02:50sell50.1094.9750.0000.000
202015.02.09 02:50modify50.1094.97595.87594.125
212015.02.10 05:50modify50.1094.97595.20995.009
222015.02.10 09:08s/l50.1095.20995.20995.009-21.6810176.22
232015.03.16 01:50buy60.1094.9030.0000.000
242015.03.16 01:50modify60.1094.90394.00395.753
252015.03.17 04:50modify60.1094.90394.83895.038
262015.03.17 10:25t/p60.1095.03894.83895.03812.5010188.72
272015.03.30 02:50buy70.1094.6210.0000.000
282015.03.30 02:50modify70.1094.62193.72195.471
292015.03.31 05:50modify70.1094.62194.62794.827
302015.03.31 06:28s/l70.1094.62794.62794.8270.8110189.53
312015.04.20 02:50sell80.1097.2600.0000.000
322015.04.20 02:50modify80.1097.26098.16096.410
332015.04.21 05:50modify80.1097.26097.57397.373
342015.04.21 06:33t/p80.1097.37397.57397.373-10.7110178.82
352015.05.04 02:50sell90.1098.8390.0000.000
362015.05.04 02:50modify90.1098.83999.73997.989
372015.05.05 05:50modify90.1098.83999.35299.152
382015.05.05 07:51t/p90.1099.15299.35299.152-28.8410149.98
392015.06.01 02:50sell100.1099.6720.0000.000
402015.06.01 02:50modify100.1099.672100.57298.822
412015.06.01 16:44modify100.1099.67299.61298.822
422015.06.01 22:17s/l100.1099.61299.61298.8225.4410155.42
432015.06.08 02:50sell110.10100.9240.0000.000
442015.06.08 02:50modify110.10100.924101.824100.074
452015.06.08 20:16modify110.10100.924100.864100.074
462015.06.09 05:50modify110.10100.924100.502100.302
472015.06.09 07:59s/l110.10100.502100.502100.30237.7610193.18
482015.06.15 02:50buy120.10100.1310.0000.000
492015.06.15 02:50modify120.10100.13199.231100.981
502015.06.16 05:50modify120.10100.131100.199100.399
512015.06.16 11:25s/l120.10100.199100.199100.3996.4210199.60
522015.07.06 04:50buy130.1097.2560.0000.000
532015.07.06 04:50modify130.1097.25696.35698.106
542015.07.07 07:50modify130.1097.25696.78696.986
552015.07.07 11:18s/l130.1096.78696.78696.986-42.3310157.27
562015.08.24 02:50buy140.1092.1020.0000.000
572015.08.24 02:50modify140.1092.10291.20292.952
582015.08.24 06:47s/l140.1091.20291.20292.952-81.5610075.71
592015.09.07 02:50buy150.1089.8430.0000.000
602015.09.07 02:50modify150.1089.84388.94390.693
612015.09.08 05:50modify150.1089.84389.57889.778
622015.09.08 06:16s/l150.1089.57889.57889.778-23.7610051.95
632015.09.14 02:50sell160.1090.9770.0000.000
642015.09.14 02:50modify160.1090.97791.87790.127
652015.09.14 17:55modify160.1090.97790.91790.127
662015.09.15 04:30s/l160.1090.91790.91790.1274.9610056.91
672015.10.05 02:50sell170.1091.0660.0000.000
682015.10.05 02:50modify170.1091.06691.96690.216
692015.10.05 13:44s/l170.1091.96691.96690.216-81.559975.36
702015.10.12 02:50sell180.1092.8450.0000.000
712015.10.12 02:50modify180.1092.84593.74591.995
722015.10.12 21:05modify180.1092.84592.78591.995
732015.10.13 05:02t/p180.1091.99592.78591.99576.5410051.90
742015.12.21 02:50buy190.1086.9520.0000.000
752015.12.21 02:50modify190.1086.95286.05287.802
762015.12.22 05:50modify190.1086.95286.86087.060
772015.12.22 11:00s/l190.1086.86086.86087.060-8.0710043.83
782016.01.18 04:50buy200.1080.7500.0000.000
792016.01.18 04:50modify200.1080.75079.85081.600
802016.01.19 07:50modify200.1080.75080.94081.140
812016.01.19 08:18t/p200.1081.14080.94081.14035.6010079.43
822016.02.01 02:50sell210.1086.8170.0000.000
832016.02.01 02:50modify210.1086.81787.71785.967
842016.02.01 10:34modify210.1086.81786.75785.967
852016.02.01 18:00t/p210.1085.96786.75785.96777.0210156.45
862016.02.08 02:50buy220.1084.2270.0000.000
872016.02.08 02:50modify220.1084.22783.32785.077
882016.02.08 08:14modify220.1084.22784.28785.077
892016.02.08 12:31s/l220.1084.28784.28785.0775.4410161.89
902016.02.15 02:50buy230.1082.0920.0000.000
912016.02.15 02:50modify230.1082.09281.19282.942
922016.02.15 06:36modify230.1082.09282.15282.942
932016.02.15 20:28t/p230.1082.94282.15282.94277.0310238.92
942016.02.29 02:50sell240.1083.8970.0000.000
952016.02.29 02:50modify240.1083.89784.79783.047
962016.02.29 08:50modify240.1083.89783.83783.047
972016.03.01 01:28t/p240.1083.04783.83783.04776.5510315.47
982016.03.07 02:50sell250.1085.3970.0000.000
992016.03.07 02:50modify250.1085.39786.29784.547
1002016.03.07 12:56modify250.1085.39785.33784.547
1012016.03.07 18:19s/l250.1085.33785.33784.5475.4410320.91
1022016.04.11 02:50buy260.1083.3970.0000.000
1032016.04.11 02:50modify260.1083.39782.49784.247
1042016.04.11 23:11modify260.1083.39783.45784.247
1052016.04.12 05:50modify260.1083.39783.64083.840
1062016.04.12 06:04t/p260.1083.84083.64083.84040.4110361.32
1072016.05.09 02:50buy270.1083.0280.0000.000
1082016.05.09 02:50modify270.1083.02882.12883.878
1092016.05.09 13:07modify270.1083.02883.08883.878
1102016.05.10 05:50modify270.1083.02883.73883.938
1112016.05.10 06:10t/p270.1083.93883.73883.93882.7310444.05
1122016.05.16 02:50sell280.1083.7530.0000.000
1132016.05.16 02:50modify280.1083.75384.65382.903
1142016.05.17 05:50modify280.1083.75384.65384.498
1152016.05.17 06:14s/l280.1084.65384.65384.498-82.0310362.02
1162016.06.06 02:50buy290.1082.4650.0000.000
1172016.06.06 02:50modify290.1082.46581.56583.315
1182016.06.06 16:09modify290.1082.46582.52583.315
1192016.06.06 18:11t/p290.1083.31582.52583.31577.0310439.05
1202016.06.13 02:50sell300.1083.5230.0000.000
1212016.06.13 02:50modify300.1083.52384.42382.673
1222016.06.13 05:14modify300.1083.52383.46382.673
1232016.06.13 08:55t/p300.1082.67383.46382.67377.0310516.08
1242016.06.20 04:50buy310.1081.5480.0000.000
1252016.06.20 04:50modify310.1081.54880.64882.398
1262016.06.21 07:50modify310.1081.54881.23781.437
1272016.06.21 08:57t/p310.1081.43781.23781.437-9.8010506.28
1282016.06.27 04:50buy320.1078.3590.0000.000
1292016.06.27 04:50modify320.1078.35977.45979.209
1302016.06.28 07:50modify320.1078.35978.31578.515
1312016.06.28 08:43s/l320.1078.31578.31578.515-3.7210502.56
1322016.07.04 02:50sell330.1079.4760.0000.000
1332016.07.04 02:50modify330.1079.47680.37678.626
1342016.07.05 05:50modify330.1079.47679.40079.200
1352016.07.05 06:32t/p330.1079.20079.40079.20024.5310527.09
1362016.07.11 02:50buy340.1077.1850.0000.000
1372016.07.11 02:50modify340.1077.18576.28578.035
1382016.07.11 08:48modify340.1077.18577.24578.035
1392016.07.11 10:19t/p340.1078.03577.24578.03577.0310604.12
1402016.08.01 02:50buy350.1078.4870.0000.000
1412016.08.01 02:50modify350.1078.48777.58779.337
1422016.08.02 05:50modify350.1078.48777.89278.092
1432016.08.02 05:53t/p350.1078.09277.89278.092-35.5310568.59
1442016.08.08 02:50buy360.1077.4640.0000.000
1452016.08.08 02:50modify360.1077.46476.56478.314
1462016.08.08 16:00modify360.1077.46477.52478.314
1472016.08.09 05:50modify360.1077.46477.70777.907
1482016.08.09 06:04s/l360.1077.70777.70777.90722.2910590.88
1492016.09.05 02:50sell370.1080.1220.0000.000
1502016.09.05 02:50modify370.1080.12281.02279.272
1512016.09.05 14:16modify370.1080.12280.06279.272
1522016.09.05 18:41s/l370.1080.06280.06279.2725.4310596.31
1532016.09.12 02:50buy380.1078.4120.0000.000
1542016.09.12 02:50modify380.1078.41277.51279.262
1552016.09.13 05:50modify380.1078.41277.75477.954
1562016.09.13 07:31t/p380.1077.95477.75477.954-41.2410555.07
1572016.09.19 02:50buy390.1077.3800.0000.000
1582016.09.19 02:50modify390.1077.38076.48078.230
1592016.09.20 05:50modify390.1077.38077.12477.324
1602016.09.20 08:49s/l390.1077.12477.12477.324-22.9410532.13
1612016.10.17 02:50sell400.1079.3080.0000.000
1622016.10.17 02:50modify400.1079.30880.20878.458
1632016.10.18 05:50modify400.1079.30879.41079.210
1642016.10.18 08:47s/l400.1079.41079.41079.210-9.7310522.40
1652016.10.24 02:50buy410.1077.8620.0000.000
1662016.10.24 02:50modify410.1077.86276.96278.712
1672016.10.25 00:37modify410.1077.86277.92278.712
1682016.10.25 05:50modify410.1077.86278.12278.322
1692016.10.25 06:06t/p410.1078.32278.12278.32241.9410564.34
1702016.11.14 04:50sell420.1079.2500.0000.000
1712016.11.14 04:50modify420.1079.25080.15078.400
1722016.11.15 07:50modify420.1079.25080.00079.800
1732016.11.15 09:45s/l420.1080.00080.00079.800-68.4410495.90
1742016.11.21 02:50sell430.1082.1580.0000.000
1752016.11.21 02:50modify430.1082.15883.05881.308
1762016.11.22 05:50modify430.1082.15882.77882.578
1772016.11.22 06:56t/p430.1082.57882.77882.578-38.5410457.36
1782016.11.28 02:50sell440.1083.3440.0000.000
1792016.11.28 02:50modify440.1083.34484.24482.494
1802016.11.28 04:49modify440.1083.34483.28482.494
1812016.11.28 09:06s/l440.1083.28483.28482.4945.4410462.80
1822016.12.05 02:50sell450.1085.1430.0000.000
1832016.12.05 02:50modify450.1085.14386.04384.293
1842016.12.05 16:57s/l450.1086.04386.04384.293-81.5610381.24
1852016.12.12 02:50sell460.1087.9300.0000.000
1862016.12.12 02:50modify460.1087.93088.83087.080
1872016.12.12 20:54modify460.1087.93087.87087.080
1882016.12.13 05:50modify460.1087.93087.87087.646
1892016.12.13 06:05t/p460.1087.64687.87087.64625.2510406.49
1902016.12.26 02:50buy470.1086.7960.0000.000
1912016.12.26 02:50modify470.1086.79685.89687.646
1922016.12.27 05:50modify470.1086.79686.62086.820
1932016.12.27 12:09s/l470.1086.62086.62086.820-15.6910390.80
1942017.01.09 02:50sell480.1088.4250.0000.000
1952017.01.09 02:50modify480.1088.42589.32587.575
1962017.01.09 15:10modify480.1088.42588.36587.575
1972017.01.10 01:01t/p480.1087.57588.36587.57576.5410467.34
1982017.01.16 02:50buy490.1086.9890.0000.000
1992017.01.16 02:50modify490.1086.98986.08987.839
2002017.01.17 05:50modify490.1086.98986.52286.722
2012017.01.17 07:04t/p490.1086.72286.52286.722-23.9310443.41
2022017.01.23 02:50buy500.1085.5640.0000.000
2032017.01.23 02:50modify500.1085.56484.66486.414
2042017.01.24 05:50modify500.1085.56485.23985.439
2052017.01.24 06:23s/l500.1085.23985.23985.439-29.1910414.22
2062017.01.30 02:50sell510.1087.3100.0000.000
2072017.01.30 02:50modify510.1087.31088.21086.460
2082017.01.30 17:46modify510.1087.31087.25086.460
2092017.01.31 05:50modify510.1087.31086.75886.558
2102017.01.31 05:57s/l510.1086.75886.75886.55849.5410463.76
2112017.02.06 02:50buy520.1086.4880.0000.000
2122017.02.06 02:50modify520.1086.48885.58887.338
2132017.02.06 18:40s/l520.1085.58885.58887.338-81.5610382.20
2142017.03.27 02:50buy530.1083.0140.0000.000
2152017.03.27 02:50modify530.1083.01482.11483.864
2162017.03.28 05:50modify530.1083.01482.52682.726
2172017.03.28 10:46s/l530.1082.52682.52682.726-43.9710338.23
2182017.04.17 02:50buy540.1081.5850.0000.000
2192017.04.17 02:50modify540.1081.58580.68582.435
2202017.04.18 05:50modify540.1081.58581.68381.883
2212017.04.18 09:58t/p540.1081.88381.68381.88327.2610365.49
2222017.05.08 02:50sell550.1082.5660.0000.000
2232017.05.08 02:50modify550.1082.56683.46681.716
2242017.05.08 16:09modify550.1082.56682.50681.716
2252017.05.08 21:45s/l550.1082.50682.50681.7165.4310370.92
2262017.06.05 02:50buy560.1081.9070.0000.000
2272017.06.05 02:50modify560.1081.90781.00782.757
2282017.06.06 05:50modify560.1081.90781.52481.724
2292017.06.06 06:27s/l560.1081.52481.52481.724-34.4510336.47
2302017.06.19 02:50sell570.1083.8560.0000.000
2312017.06.19 02:50modify570.1083.85684.75683.006
2322017.06.20 05:50modify570.1083.85684.58984.389
2332017.06.20 10:35t/p570.1084.38984.58984.389-48.7810287.69
2342017.07.03 04:50sell580.1086.5030.0000.000
2352017.07.03 04:50modify580.1086.50387.40385.653
2362017.07.04 07:50modify580.1086.50387.25187.051
2372017.07.04 08:37t/p580.1087.05187.25187.051-50.1310237.56
2382017.07.10 02:50sell590.1088.4630.0000.000
2392017.07.10 02:50modify590.1088.46389.36387.613
2402017.07.11 05:50modify590.1088.46388.58888.388
2412017.07.11 06:37s/l590.1088.58888.58888.388-11.8110225.75
2422017.08.07 02:50buy600.1087.6780.0000.000
2432017.08.07 02:50modify600.1087.67886.77888.528
2442017.08.08 05:50modify600.1087.67887.30187.501
2452017.08.08 06:58s/l600.1087.30187.30187.501-33.9010191.85
2462017.08.14 02:50buy610.1086.1000.0000.000
2472017.08.14 02:50modify610.1086.10085.20086.950
2482017.08.15 04:27modify610.1086.10086.16086.950
2492017.08.15 05:50modify610.1086.10086.50286.702
2502017.08.15 09:32t/p610.1086.70286.50286.70254.8110246.66
2512017.09.18 02:50sell620.1091.0900.0000.000
2522017.09.18 02:50modify620.1091.09091.99090.240
2532017.09.18 22:04modify620.1091.09091.03090.240
2542017.09.19 05:50modify620.1091.09090.87690.676
2552017.09.19 05:55t/p620.1090.67690.87690.67637.0310283.69
2562017.10.30 01:50buy630.1088.6390.0000.000
2572017.10.30 01:50modify630.1088.63987.73989.489
2582017.10.31 04:50modify630.1088.63988.03488.234
2592017.10.31 12:37t/p630.1088.23488.03488.234-36.4410247.25
2602017.11.20 02:50buy640.1087.5510.0000.000
2612017.11.20 02:50modify640.1087.55186.65188.401
2622017.11.20 20:40modify640.1087.55187.61188.401
2632017.11.21 05:50modify640.1087.55187.78887.988
2642017.11.21 09:58s/l640.1087.78887.78887.98821.7410268.99
2652017.12.04 02:50sell650.1088.7200.0000.000
2662017.12.04 02:50modify650.1088.72089.62087.870
2672017.12.05 05:50modify650.1088.72088.93188.731
2682017.12.05 08:08s/l650.1088.93188.93188.731-19.6010249.39
2692017.12.25 03:50sell660.1089.0120.0000.000
2702017.12.25 03:50modify660.1089.01289.91288.162
2712017.12.26 06:50modify660.1089.01289.18588.985
2722017.12.26 18:24s/l660.1089.18589.18588.985-16.1510233.24
2732018.01.15 02:50buy670.1089.1960.0000.000
2742018.01.15 02:50modify670.1089.19688.29690.046
2752018.01.16 05:50modify670.1089.19689.11989.319
2762018.01.16 10:09s/l670.1089.11989.11989.319-6.7210226.52
2772018.02.12 02:50buy680.1086.4210.0000.000
2782018.02.12 02:50modify680.1086.42185.52187.271
2792018.02.13 05:50modify680.1086.42186.26786.467
2802018.02.13 07:15s/l680.1086.26786.26786.467-13.7010212.82
2812018.02.19 02:50buy690.1084.5670.0000.000
2822018.02.19 02:50modify690.1084.56783.66785.417
2832018.02.19 09:23modify690.1084.56784.62785.417
2842018.02.19 18:52s/l690.1084.62784.62785.4175.4310218.25
2852018.03.05 02:50buy700.1081.8460.0000.000
2862018.03.05 02:50modify700.1081.84680.94682.696
2872018.03.06 05:50modify700.1081.84681.88682.086
2882018.03.06 07:54s/l700.1081.88681.88682.0863.8910222.14
2892018.03.12 01:50sell710.1083.3940.0000.000
2902018.03.12 01:50modify710.1083.39484.29482.544
2912018.03.12 18:09modify710.1083.39483.33482.544
2922018.03.13 04:50modify710.1083.39482.98782.787
2932018.03.13 06:49s/l710.1082.98782.98782.78736.4010258.54
2942018.03.19 01:50buy720.1080.9430.0000.000
2952018.03.19 01:50modify720.1080.94380.04381.793
2962018.03.19 15:14modify720.1080.94381.00381.793
2972018.03.19 17:13s/l720.1081.00381.00381.7935.4410263.98
2982018.04.02 02:50sell730.1082.4840.0000.000
2992018.04.02 02:50modify730.1082.48483.38481.634
3002018.04.02 19:35modify730.1082.48482.42481.634
3012018.04.03 05:50modify730.1082.48482.17381.973
3022018.04.03 07:00s/l730.1082.17382.17381.97327.7010291.68
3032018.04.09 02:50sell740.1083.7490.0000.000
3042018.04.09 02:50modify740.1083.74984.64982.899
3052018.04.10 05:50modify740.1083.74984.27784.077
3062018.04.10 06:10s/l740.1084.27784.27784.077-48.3310243.34
3072018.04.16 02:50sell750.1085.3430.0000.000
3082018.04.16 02:50modify750.1085.34386.24384.493
3092018.04.16 09:33modify750.1085.34385.28384.493
3102018.04.16 17:14s/l750.1085.28385.28384.4935.4410248.78
3112018.05.28 04:50buy760.1084.4410.0000.000
3122018.05.28 04:50modify760.1084.44183.54185.291
3132018.05.29 07:50modify760.1084.44183.89784.097
3142018.05.29 10:14s/l760.1083.89783.89784.097-49.0410199.75