Strategy Tester Report
performer 01 008
Alpari-Pro.ECN-Demo (Build 1170)

СимволAUDUSD (Australian Dollar vs US Dollar)
ПериодДень (D1) 2017.01.01 22:04 - 2019.04.09 23:59 (2018.01.15 - 2019.03.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыlot=0.1; tp1_z=300; tp2_so=8; tp2_z=1010; tp3_so=1; tp3_z=1170; sl=0; slippage=0; mg=1; comment="robot"; step=900; brl=0; gap_sw=1; gap_z=-40; spread_sw=1; spread_z=50; spread_timer=180; wpr1_period=9; wpr1_level_up=-20; wpr1_level_dw=-80; wpr2_period=7; wpr2_level_up=-20; wpr2_level_dw=-80; maximum_drawdown=10; profit_in_year=492; time_start=1970.01.01 00:00;
Баров в истории710Смоделировано тиков37786557Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит700.00СпредТекущий (8)
Чистая прибыль1684.65Общая прибыль1974.34Общий убыток-289.69
Прибыльность6.82Матожидание выигрыша26.32
Абсолютная просадка265.84Максимальная просадка537.69 (48.30%)Относительная просадка48.30% (537.69)
Всего сделок64Короткие позиции (% выигравших)32 (84.38%)Длинные позиции (% выигравших)32 (87.50%)
Прибыльные сделки (% от всех)55 (85.94%)Убыточные сделки (% от всех)9 (14.06%)
Самая большаяприбыльная сделка106.33убыточная сделка-81.93
Средняяприбыльная сделка35.90убыточная сделка-32.19
Максимальное количествонепрерывных выигрышей (прибыль)15 (480.12)непрерывных проигрышей (убыток)1 (-81.93)
Макс.непрерывная прибыль (число выигрышей)480.12 (15)непрерывный убыток (число проигрышей)-81.93 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12018.01.16 00:00sell10.100.795990.000000.00000
22018.01.16 00:00modify10.100.795990.000000.79299
32018.01.24 09:29sell20.100.804990.000000.00000
42018.01.24 09:29modify20.100.804990.000000.79749
52018.01.24 09:29modify10.100.795990.000000.79749
62018.02.02 13:30t/p10.100.797490.000000.79749-18.61681.39
72018.02.02 13:30t/p20.100.797490.000000.7974972.91754.30
82018.02.04 22:00buy30.100.791420.000000.00000
92018.02.04 22:00modify30.100.791420.000000.79442
102018.02.05 09:08t/p30.100.794420.000000.7944229.49783.79
112018.02.06 00:00buy40.100.787780.000000.00000
122018.02.06 00:00modify40.100.787780.000000.79078
132018.02.06 21:55t/p40.100.790780.000000.7907830.00813.79
142018.02.08 00:00buy50.100.781660.000000.00000
152018.02.08 00:00modify50.100.781660.000000.78466
162018.02.12 18:30t/p50.100.784660.000000.7846628.98842.77
172018.02.15 00:00sell60.100.792920.000000.00000
182018.02.15 00:00modify60.100.792920.000000.78992
192018.02.15 15:57t/p60.100.789920.000000.7899230.00872.77
202018.02.16 00:00sell70.100.794250.000000.00000
212018.02.16 00:00modify70.100.794250.000000.79125
222018.02.16 14:24t/p70.100.791250.000000.7912530.00902.77
232018.02.22 00:00buy80.100.779790.000000.00000
242018.02.22 00:00modify80.100.779790.000000.78279
252018.02.22 12:30t/p80.100.782790.000000.7827930.00932.77
262018.02.28 00:00buy90.100.779380.000000.00000
272018.02.28 00:00modify90.100.779380.000000.78238
282018.03.06 12:49t/p90.100.782380.000000.7823826.94959.71
292018.03.11 21:00sell100.100.784740.000000.00000
302018.03.11 21:00modify100.100.784740.000000.78174
312018.03.15 14:25t/p100.100.781740.000000.7817428.86988.57
322018.03.19 00:00buy110.100.771780.000000.00000
332018.03.19 00:00modify110.100.771780.000000.77478
342018.03.21 18:15t/p110.100.774780.000000.7747828.981017.55
352018.03.23 00:00buy120.100.769560.000000.00000
362018.03.23 00:00modify120.100.769560.000000.77256
372018.03.23 08:02t/p120.100.772560.000000.7725630.001047.55
382018.03.28 00:00buy130.100.768660.000000.00000
392018.03.28 00:00modify130.100.768660.000000.77166
402018.04.04 02:12t/p130.100.771660.000000.7716626.431073.98
412018.04.11 00:00sell140.100.776320.000000.00000
422018.04.11 00:00modify140.100.776320.000000.77332
432018.04.19 16:24t/p140.100.773320.000000.7733228.101102.08
442018.04.22 21:04buy150.100.767070.000000.00000
452018.04.22 21:04modify150.100.767070.000000.77007
462018.04.24 01:30buy160.100.758070.000000.00000
472018.04.24 01:30modify160.100.758070.000000.76557
482018.04.24 01:30modify150.100.767070.000000.76557
492018.05.01 13:56buy170.100.749070.000000.00000
502018.05.01 13:56modify170.100.749070.000000.76107
512018.05.01 13:56modify160.100.758070.000000.76107
522018.05.01 13:56modify150.100.767070.000000.76107
532018.05.13 21:00sell180.100.753980.000000.00000
542018.05.13 21:00modify180.100.753980.000000.75098
552018.05.15 04:55t/p180.100.750980.000000.7509829.621131.70
562018.05.22 00:00sell190.100.758130.000000.00000
572018.05.22 00:00modify190.100.758130.000000.75513
582018.05.23 01:49t/p190.100.755130.000000.7551329.811161.51
592018.06.04 03:12t/p150.100.761070.000000.76107-81.931079.58
602018.06.04 03:12t/p160.100.761070.000000.761079.091088.67
612018.06.04 03:12t/p170.100.761070.000000.76107102.661191.33
622018.06.05 00:00sell200.100.765110.000000.00000
632018.06.05 00:00modify200.100.765110.000000.76211
642018.06.05 10:15t/p200.100.762110.000000.7621130.001221.33
652018.06.07 00:00sell210.100.766350.000000.00000
662018.06.07 00:00modify210.100.766350.000000.76335
672018.06.07 14:38t/p210.100.763350.000000.7633530.001251.33
682018.06.13 00:00buy220.100.757470.000000.00000
692018.06.13 00:00modify220.100.757470.000000.76047
702018.06.13 15:33t/p220.100.760470.000000.7604730.001281.33
712018.06.15 00:00buy230.100.746580.000000.00000
722018.06.15 00:00modify230.100.746580.000000.74958
732018.06.19 06:17buy240.100.737580.000000.00000
742018.06.19 06:17modify240.100.737580.000000.74508
752018.06.19 06:17modify230.100.746580.000000.74508
762018.07.08 21:00sell250.100.743070.000000.00000
772018.07.08 21:00modify250.100.743070.000000.74007
782018.07.09 01:34t/p230.100.745080.000000.74508-26.221255.11
792018.07.09 01:34t/p240.100.745080.000000.7450864.801319.91
802018.07.11 08:51t/p250.100.740070.000000.7400729.431349.34
812018.07.18 00:00buy260.100.737820.000000.00000
822018.07.18 00:00modify260.100.737820.000000.74082
832018.07.19 01:30t/p260.100.740820.000000.7408228.471377.81
842018.07.23 00:00sell270.100.743130.000000.00000
852018.07.23 00:00modify270.100.743130.000000.74013
862018.07.23 09:15t/p270.100.740130.000000.7401330.001407.81
872018.07.25 00:00sell280.100.742520.000000.00000
882018.07.25 00:00modify280.100.742520.000000.73952
892018.07.25 03:21t/p280.100.739520.000000.7395230.001437.81
902018.07.26 00:00sell290.100.745950.000000.00000
912018.07.26 00:00modify290.100.745950.000000.74295
922018.07.26 07:00t/p290.100.742950.000000.7429530.001467.81
932018.08.03 00:00buy300.100.736030.000000.00000
942018.08.03 00:00modify300.100.736030.000000.73903
952018.08.03 11:12t/p300.100.739030.000000.7390330.001497.81
962018.08.08 00:00sell310.100.742480.000000.00000
972018.08.08 00:00modify310.100.742480.000000.73948
982018.08.08 12:43t/p310.100.739480.000000.7394830.001527.81
992018.08.09 00:00sell320.100.742590.000000.00000
1002018.08.09 00:00modify320.100.742590.000000.73959
1012018.08.09 14:58t/p320.100.739590.000000.7395930.001557.81
1022018.08.12 21:00buy330.100.727320.000000.00000
1032018.08.12 21:00modify330.100.727320.000000.73032
1042018.08.17 18:17t/p330.100.730320.000000.7303226.431584.24
1052018.08.22 00:00sell340.100.736100.000000.00000
1062018.08.22 00:00modify340.100.736100.000000.73310
1072018.08.23 00:04t/p340.100.733100.000000.7331029.431613.67
1082018.08.31 00:00buy350.100.726260.000000.00000
1092018.08.31 00:00modify350.100.726260.000000.72926
1102018.09.03 01:30buy360.100.717250.000000.00000
1112018.09.03 01:30modify360.100.717250.000000.72476
1122018.09.03 01:30modify350.100.726260.000000.72476
1132018.09.19 00:00sell370.100.722400.000000.00000
1142018.09.19 00:00modify370.100.722400.000000.71940
1152018.09.19 03:18t/p350.100.724760.000000.72476-23.671590.00
1162018.09.19 03:18t/p360.100.724760.000000.7247666.941656.94
1172018.09.26 18:06sell380.100.731410.000000.00000
1182018.09.26 18:06modify380.100.731410.000000.72391
1192018.09.26 18:06modify370.100.722400.000000.72391
1202018.09.27 05:53t/p370.100.723910.000000.72391-17.001639.94
1212018.09.27 05:53t/p380.100.723910.000000.7239174.431714.37
1222018.10.01 00:00buy390.100.722400.000000.00000
1232018.10.01 00:00modify390.100.722400.000000.72540
1242018.10.03 16:36buy400.100.713380.000000.00000
1252018.10.03 16:36modify400.100.713380.000000.72089
1262018.10.03 16:36modify390.100.722400.000000.72089
1272018.10.05 16:45buy410.100.704380.000000.00000
1282018.10.05 16:45modify410.100.704380.000000.71639
1292018.10.05 16:45modify400.100.713380.000000.71639
1302018.10.05 16:45modify390.100.722400.000000.71639
1312018.10.16 00:00sell420.100.713520.000000.00000
1322018.10.16 00:00modify420.100.713520.000000.71052
1332018.10.17 23:01t/p420.100.710520.000000.7105229.811744.18
1342018.11.01 09:11t/p390.100.716390.000000.71639-76.931667.25
1352018.11.01 09:11t/p400.100.716390.000000.7163914.291681.54
1362018.11.01 09:11t/p410.100.716390.000000.71639106.331787.87
1372018.11.02 00:00sell430.100.720440.000000.00000
1382018.11.02 00:00modify430.100.720440.000000.71744
1392018.11.07 11:31sell440.100.729440.000000.00000
1402018.11.07 11:31modify440.100.729440.000000.72194
1412018.11.07 11:31modify430.100.720440.000000.72194
1422018.11.09 19:30t/p430.100.721940.000000.72194-16.331771.54
1432018.11.09 19:30t/p440.100.721940.000000.7219474.241845.78
1442018.11.13 00:00buy450.100.717500.000000.00000
1452018.11.13 00:00modify450.100.717500.000000.72050
1462018.11.13 03:43t/p450.100.720500.000000.7205030.001875.78
1472018.11.19 00:00sell460.100.731690.000000.00000
1482018.11.19 00:00modify460.100.731690.000000.72869
1492018.11.19 14:07t/p460.100.728690.000000.7286930.001905.78
1502018.11.27 00:00buy470.100.722420.000000.00000
1512018.11.27 00:00modify470.100.722420.000000.72542
1522018.11.27 07:31t/p470.100.725420.000000.7254230.001935.78
1532018.11.30 00:00sell480.100.732170.000000.00000
1542018.11.30 00:00modify480.100.732170.000000.72917
1552018.11.30 15:17t/p480.100.729170.000000.7291730.001965.78
1562018.12.09 22:00buy490.100.718700.000000.00000
1572018.12.09 22:00modify490.100.718700.000000.72170
1582018.12.10 01:58t/p490.100.721700.000000.7217029.491995.27
1592018.12.20 00:00buy500.100.711330.000000.00000
1602018.12.20 00:00modify500.100.711330.000000.71433
1612018.12.20 10:20t/p500.100.714330.000000.7143330.002025.27
1622018.12.25 00:00buy510.100.703900.000000.00000
1632018.12.25 00:00modify510.100.703900.000000.70690
1642018.12.26 16:42t/p510.100.706900.000000.7069029.492054.76
1652018.12.28 00:00buy520.100.703490.000000.00000
1662018.12.28 00:00modify520.100.703490.000000.70649
1672018.12.28 11:20t/p520.100.706490.000000.7064930.002084.76
1682019.01.06 22:00sell530.100.711490.000000.00000
1692019.01.06 22:00modify530.100.711490.000000.70849
1702019.01.11 03:58sell540.100.720500.000000.00000
1712019.01.11 03:58modify540.100.720500.000000.71300
1722019.01.11 03:58modify530.100.711490.000000.71300
1732019.01.22 07:12t/p530.100.713000.000000.71300-18.142066.62
1742019.01.22 07:12t/p540.100.713000.000000.7130073.292139.91
1752019.01.23 00:00buy550.100.712130.000000.00000
1762019.01.23 00:00modify550.100.712130.000000.71513
1772019.01.24 00:30t/p550.100.715130.000000.7151328.472168.38
1782019.01.25 00:00buy560.100.709260.000000.00000
1792019.01.25 00:00modify560.100.709260.000000.71226
1802019.01.25 13:20t/p560.100.712260.000000.7122630.002198.38
1812019.01.31 00:00sell570.100.725320.000000.00000
1822019.01.31 00:00modify570.100.725320.000000.72232
1832019.02.04 12:36t/p570.100.722320.000000.7223229.622228.00
1842019.02.07 00:00buy580.100.711090.000000.00000
1852019.02.07 00:00modify580.100.711090.000000.71409
1862019.02.15 18:35t/p580.100.714090.000000.7140925.922253.92
1872019.02.18 00:00sell590.100.714450.000000.00000
1882019.02.18 00:00modify590.100.714450.000000.71145
1892019.02.19 03:36t/p590.100.711450.000000.7114529.812283.73
1902019.02.20 00:00sell600.100.716680.000000.00000
1912019.02.20 00:00modify600.100.716680.000000.71368
1922019.02.21 05:27t/p600.100.713680.000000.7136829.432313.16
1932019.02.27 00:00sell610.100.719300.000000.00000
1942019.02.27 00:00modify610.100.719300.000000.71630
1952019.02.27 12:29t/p610.100.716300.000000.7163030.002343.16
1962019.03.05 00:00buy620.100.709010.000000.00000
1972019.03.05 00:00modify620.100.709010.000000.71201
1982019.03.14 00:00sell630.100.708560.000000.00000
1992019.03.14 00:00modify630.100.708560.000000.70556
2002019.03.14 10:03t/p630.100.705560.000000.7055630.002373.16
2012019.03.17 21:00sell640.100.708580.000000.00000
2022019.03.17 21:00modify640.100.708580.000000.70558
2032019.03.20 18:02t/p620.100.712010.000000.7120122.352395.51
2042019.03.29 20:59close at stop640.100.709400.000000.70558-10.862384.65