Strategy Tester Report
ClusterDeltaExpert_4.12_iBWMFI
Alpari-Pro.ECN-Demo (Build 1170)

СимволNZDUSD (New Zealand Dollar vs US Dollar)
Период5 Минут (M5) 2018.01.01 00:00 - 2019.06.27 23:55 (2018.01.01 - 2019.06.28)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыCommonSettings="Кластер делта BWMTF"; Lots=0.05; Body=40; VolumePercent=80; MinVolume=720; TpShift=410; RiskPercent=0; Distance=100; DeltaDistance=340; AfterOrder=5; OrderForBreakeven=6; BreakEven=28; Magic=6; Setka=true; ClusterDeltaSettings="--- Настройки ClusterDelta ---"; CD_Premium=false; Update_C_D_Standart_sec=12; Help_Url="http://my.clusterdelta.com/volume"; Instrument="AUTO"; MetaTrader_GMT="AUTO"; TikVolume=true; Days_in_History=0; Custom_Start_time=1970.01.01 00:00; Custom_End_time=1970.01.01 00:00;
Баров в истории1111102Смоделировано тиков22035239Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль2286.74Общая прибыль3237.16Общий убыток-950.42
Прибыльность3.41Матожидание выигрыша28.23
Абсолютная просадка34.98Максимальная просадка668.26 (5.60%)Относительная просадка5.60% (668.26)
Всего сделок81Короткие позиции (% выигравших)1 (100.00%)Длинные позиции (% выигравших)80 (75.00%)
Прибыльные сделки (% от всех)61 (75.31%)Убыточные сделки (% от всех)20 (24.69%)
Самая большаяприбыльная сделка304.00убыточная сделка-105.74
Средняяприбыльная сделка53.07убыточная сделка-47.52
Максимальное количествонепрерывных выигрышей (прибыль)8 (338.61)непрерывных проигрышей (убыток)3 (-197.54)
Макс.непрерывная прибыль (число выигрышей)461.81 (3)непрерывный убыток (число проигрышей)-197.54 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12018.01.08 08:40buy10.050.716710.000000.72121
22018.01.10 13:43t/p10.050.721210.000000.7212122.3610022.36
32018.01.16 08:20buy20.050.729150.000000.73356
42018.01.18 04:45buy30.100.726050.000000.73047
52018.01.18 04:45modify20.050.729150.000000.73047
62018.01.18 16:30t/p20.050.730530.000000.730476.6210028.98
72018.01.18 16:30t/p30.100.730570.000000.7304745.2010074.18
82018.01.25 01:55buy40.050.733280.000000.73795
92018.01.25 05:49t/p40.050.737940.000000.7379523.3010097.48
102018.01.25 13:10buy50.050.735950.000000.74063
112018.01.25 22:10buy60.080.734420.000000.73979
122018.01.25 22:10modify50.050.735950.000000.73979
132018.01.29 05:25buy70.090.732300.000000.73689
142018.01.29 05:25modify60.080.734420.000000.73689
152018.01.29 05:25modify50.050.735950.000000.73689
162018.01.31 06:03t/p50.050.736960.000000.736894.7710102.25
172018.01.31 06:03t/p60.080.737020.000000.7368920.3510122.60
182018.01.31 06:03t/p70.090.736960.000000.7368941.6910164.29
192018.02.01 11:20buy80.050.735620.000000.74064
202018.02.02 19:05buy90.110.731390.000000.73599
212018.02.02 19:05modify80.050.735620.000000.73599
222018.02.05 23:15buy100.150.728350.000000.73391
232018.02.05 23:15modify90.110.731390.000000.73391
242018.02.05 23:15modify80.050.735620.000000.73391
252018.02.07 00:46t/p80.050.734010.000000.73391-8.3310155.96
262018.02.07 00:46t/p90.110.733960.000000.7339127.8110183.77
272018.02.07 00:46t/p100.150.733930.000000.7339183.2810267.05
282018.02.07 11:40buy110.050.731690.000000.73633
292018.02.08 01:30buy120.170.722220.000000.72674
302018.02.08 01:30modify110.050.731690.000000.72674
312018.02.12 06:58t/p110.050.726680.000000.72674-25.4010241.65
322018.02.12 06:58t/p120.170.726700.000000.7267475.6810317.33
332018.02.14 17:10buy130.050.727010.000000.73151
342018.02.14 18:11t/p130.050.731450.000000.7315122.2010339.53
352018.02.21 22:55buy140.050.733490.000000.73832
362018.02.27 20:15buy150.170.723590.000000.72806
372018.02.27 20:15modify140.050.733490.000000.72806
382018.03.06 14:57t/p140.050.728160.000000.72806-27.5610311.97
392018.03.06 14:57t/p150.170.728160.000000.7280676.0210388.00
402018.03.08 18:00buy160.050.725820.000000.73062
412018.03.12 03:41t/p160.050.730520.000000.7306223.3610411.36
422018.03.13 18:20buy170.050.732830.000000.73746
432018.03.31 00:30sell180.010.723470.000000.71895
442018.04.10 05:00buy190.080.731380.000000.73589
452018.04.10 05:00modify170.050.732830.000000.73589
462018.04.10 17:41t/p170.050.735960.000000.7358913.6910425.05
472018.04.10 17:41t/p190.080.735980.000000.7358936.8010461.85
482018.04.23 12:52t/p180.010.718900.000000.718954.0610465.91
492018.04.26 18:10buy200.050.707310.000000.71191
502018.05.03 13:35buy210.110.703190.000000.70762
512018.05.03 13:35modify200.050.707310.000000.70762
522018.05.04 17:25buy220.190.699420.000000.70399
532018.05.04 17:25modify210.110.703190.000000.70399
542018.05.04 17:25modify200.050.707310.000000.70399
552018.05.07 06:20t/p200.050.704000.000000.70399-17.1810448.73
562018.05.07 06:20t/p210.110.704080.000000.703999.4810458.21
572018.05.07 06:20t/p220.190.704050.000000.7039987.7010545.92
582018.05.10 16:50buy230.050.695070.000000.69995
592018.05.31 10:52t/p230.050.699980.000000.6999523.0810569.00
602018.05.31 13:45buy240.050.698980.000000.70343
612018.06.04 13:41t/p240.050.703450.000000.7034322.2110591.21
622018.06.08 10:35buy250.050.701510.000000.70646
632018.06.13 22:35buy260.100.698050.000000.70266
642018.06.13 22:35modify250.050.701510.000000.70266
652018.06.13 23:06t/p250.050.702590.000000.702665.1910596.40
662018.06.13 23:06t/p260.100.702580.000000.7026645.3010641.70
672018.06.27 16:05buy270.050.682170.000000.68683
682018.06.28 04:00buy280.100.678830.000000.68333
692018.06.28 04:00modify270.050.682170.000000.68333
702018.07.06 16:30t/p270.050.683370.000000.683335.2310646.93
712018.07.06 16:30t/p280.100.683380.000000.6833344.3810691.31
722018.07.09 17:00buy290.050.684540.000000.68901
732018.08.10 09:45buy300.340.659130.000000.66375
742018.08.10 09:45modify290.050.684540.000000.66375
752018.08.20 01:02t/p290.050.663980.000000.66375-105.7410585.57
762018.08.20 01:02t/p300.340.664100.000000.66375165.1710750.74
772018.08.20 20:00buy310.050.661800.000000.66652
782018.08.21 08:43t/p310.050.666490.000000.6665223.3810774.12
792018.08.24 19:00buy320.050.668640.000000.67324
802018.08.30 05:20buy330.080.667060.000000.67178
812018.08.30 05:20modify320.050.668640.000000.67178
822018.09.11 14:40buy340.500.650650.000000.65531
832018.09.11 14:40modify330.080.667060.000000.65531
842018.09.11 14:40modify320.050.668640.000000.65531
852018.09.12 19:16t/p320.050.655370.000000.65531-67.5410706.58
862018.09.12 19:16t/p330.080.655250.000000.65531-95.7110610.87
872018.09.12 19:16t/p340.500.655400.000000.65531236.8010847.67
882018.09.13 18:20buy350.050.656900.000000.66262
892018.09.20 02:45t/p350.050.662730.000000.6626228.6610876.33
902018.09.20 04:55buy360.050.663890.000000.66842
912018.09.20 21:11t/p360.050.668360.000000.6684222.3510898.68
922018.09.26 22:40buy370.050.666430.000000.67140
932018.10.11 16:50buy380.240.651710.000000.65627
942018.10.11 16:50modify370.050.666430.000000.65627
952018.10.11 19:15buy390.240.650520.000000.65522
962018.10.11 19:15modify380.240.651710.000000.65522
972018.10.11 19:15modify370.050.666430.000000.65522
982018.10.15 19:00t/p370.050.655150.000000.65522-57.7310840.95
992018.10.15 19:00t/p380.240.655160.000000.6552282.1310923.07
1002018.10.15 19:00t/p390.240.655180.000000.65522111.1711034.24
1012018.10.16 02:20buy400.050.657910.000000.66250
1022018.11.01 16:10t/p400.050.662540.000000.6625021.8911056.13
1032018.11.02 16:15buy410.050.666630.000000.67140
1042018.11.07 00:46t/p410.050.671370.000000.6714023.4911079.62
1052018.11.07 04:10buy420.050.674400.000000.67917
1062018.11.07 19:18t/p420.050.679130.000000.6791723.6511103.27
1072018.11.26 04:45buy430.050.676710.000000.68143
1082018.11.26 12:32t/p430.050.681520.000000.6814324.0511127.32
1092018.11.27 11:00buy440.050.677720.000000.68231
1102018.11.28 20:01t/p440.050.682260.000000.6823122.6311149.95
1112018.11.28 20:45buy450.050.685640.000000.69037
1122018.12.03 01:00t/p450.050.691630.000000.6903729.6011179.55
1132018.12.10 16:25buy460.050.688130.000000.69284
1142018.12.19 22:45buy470.150.681200.000000.68611
1152018.12.19 22:45modify460.050.688130.000000.68611
1162018.12.20 06:05buy480.400.673930.000000.67859
1172018.12.20 06:05modify470.150.681200.000000.67859
1182018.12.20 06:05modify460.050.688130.000000.67859
1192018.12.20 13:53t/p460.050.678570.000000.67859-48.6411130.91
1202018.12.20 13:53t/p470.150.678620.000000.67859-39.3311091.58
1212018.12.20 13:53t/p480.400.678640.000000.67859188.4011279.98
1222019.01.02 04:50buy490.050.670360.000000.67491
1232019.01.04 20:41t/p490.050.674930.000000.6749122.5711302.55
1242019.01.07 18:05buy500.050.675880.000000.68053
1252019.01.09 18:14t/p500.050.680550.000000.6805323.2111325.76
1262019.01.09 18:30buy510.050.679480.000000.68425
1272019.01.11 15:36t/p510.050.684230.000000.6842523.4711349.23
1282019.01.18 11:45buy520.050.675720.000000.68024
1292019.01.24 03:30t/p520.050.680240.000000.6802422.1811371.41
1302019.01.24 19:55buy530.050.676830.000000.68161
1312019.01.25 17:43t/p530.050.681570.000000.6816123.6311395.04
1322019.01.30 23:05buy540.050.690280.000000.69516
1332019.02.07 01:10buy550.200.676830.000000.68167
1342019.02.07 01:10modify540.050.690280.000000.68167
1352019.02.08 06:25buy560.320.674180.000000.67874
1362019.02.08 06:25modify550.200.676830.000000.67874
1372019.02.08 06:25modify540.050.690280.000000.67874
1382019.02.13 04:00t/p540.050.678700.000000.67874-58.8811336.16
1392019.02.13 04:00t/p550.200.678860.000000.6787439.4811375.64
1402019.02.13 04:00t/p560.320.678870.000000.67874148.7411524.38
1412019.02.13 11:15buy570.050.682100.000000.68668
1422019.02.15 21:39t/p570.050.686610.000000.6866822.2711546.65
1432019.02.21 08:50buy580.050.682300.000000.68681
1442019.02.21 19:05buy590.080.681040.000000.68578
1452019.02.21 19:05modify580.050.682300.000000.68578
1462019.02.25 01:00t/p580.050.686180.000000.6857819.2611565.91
1472019.02.25 01:00t/p590.080.686060.000000.6857839.9411605.84
1482019.02.25 05:00buy600.050.687160.000000.69165
1492019.02.27 19:20buy610.100.683980.000000.68854
1502019.02.27 19:20modify600.050.687160.000000.68854
1512019.02.28 19:35buy620.170.680600.000000.68511
1522019.02.28 19:35modify610.100.683980.000000.68511
1532019.02.28 19:35modify600.050.687160.000000.68511
1542019.03.06 01:50buy630.150.679400.000000.68408
1552019.03.06 01:50modify620.170.680600.000000.68408
1562019.03.06 01:50modify610.100.683980.000000.68408
1572019.03.06 01:50modify600.050.687160.000000.68408
1582019.03.06 05:50buy640.180.677160.000000.68200
1592019.03.06 05:50modify630.150.679400.000000.68200
1602019.03.06 05:50modify620.170.680600.000000.68200
1612019.03.06 05:50modify610.100.683980.000000.68200
1622019.03.06 05:50modify600.050.687160.000000.68200
1632019.03.11 17:21t/p600.050.681960.000000.68200-26.9811578.86
1642019.03.11 17:21t/p610.100.681990.000000.68200-21.5811557.28
1652019.03.11 17:21t/p620.170.681970.000000.6820021.1511578.43
1662019.03.11 17:21t/p630.150.682090.000000.6820039.3011617.73
1672019.03.11 17:21t/p640.180.682010.000000.6820086.0411703.77
1682019.03.12 01:00buy650.050.682740.000000.68731
1692019.03.18 12:21t/p650.050.687210.000000.6873121.9311725.70
1702019.03.21 12:20buy660.050.692130.000000.69665
1712019.03.27 06:10buy670.200.680120.000000.68464
1722019.03.27 06:10modify660.050.692130.000000.68464
1732019.03.28 05:50buy680.230.678830.000000.68332
1742019.03.28 05:50modify670.200.680120.000000.68332
1752019.03.28 05:50modify660.050.692130.000000.68332
1762019.04.01 06:41t/p660.050.683300.000000.68332-44.7811680.92
1772019.04.01 06:41t/p670.200.683420.000000.6833264.6011745.52
1782019.04.01 06:41t/p680.230.683400.000000.68332104.4711849.99
1792019.04.04 16:15buy690.050.675940.000000.68052
1802019.04.18 05:50buy700.110.671400.000000.67613
1812019.04.18 05:50modify690.050.675940.000000.67613
1822019.04.26 06:05buy710.340.663540.000000.66814
1832019.04.26 06:05modify700.110.671400.000000.66814
1842019.04.26 06:05modify690.050.675940.000000.66814
1852019.04.26 18:38t/p690.050.668090.000000.66814-40.7911809.20
1862019.04.26 18:38t/p700.110.668210.000000.66814-36.3211772.88
1872019.04.26 18:38t/p710.340.668040.000000.66814153.0011925.88
1882019.04.30 18:10buy720.050.666810.000000.67129
1892019.05.01 22:15buy730.080.665590.000000.67026
1902019.05.01 22:15modify720.050.666810.000000.67026
1912019.05.01 22:40buy740.100.662510.000000.66772
1922019.05.01 22:40modify730.080.665590.000000.66772
1932019.05.01 22:40modify720.050.666810.000000.66772
1942019.05.21 05:35buy750.490.653540.000000.65808
1952019.05.21 05:35modify740.100.662510.000000.65808
1962019.05.21 05:35modify730.080.665590.000000.65808
1972019.05.21 05:35modify720.050.666810.000000.65808
1982019.05.31 18:55buy760.660.651790.000000.65639
1992019.05.31 18:55modify750.490.653540.000000.65639
2002019.05.31 18:55modify740.100.662510.000000.65639
2012019.05.31 18:55modify730.080.665590.000000.65639
2022019.05.31 18:55modify720.050.666810.000000.65639
2032019.06.03 14:24t/p720.050.656310.000000.65639-54.8811871.00
2042019.06.03 14:24t/p730.080.656410.000000.65639-77.1411793.86
2052019.06.03 14:24t/p740.100.656420.000000.65639-65.5211728.34
2062019.06.03 14:24t/p750.490.656490.000000.65639135.6311863.97
2072019.06.03 14:24t/p760.660.656410.000000.65639304.0012167.97
2082019.06.04 16:10buy770.050.659210.000000.66371
2092019.06.05 09:28t/p770.050.663660.000000.6637122.1812190.15
2102019.06.05 15:50buy780.050.663630.000000.66818
2112019.06.14 05:45buy790.180.653360.000000.65786
2122019.06.14 05:45modify780.050.663630.000000.65786
2132019.06.20 05:03t/p780.050.657790.000000.65786-30.3912159.76
2142019.06.20 05:03t/p790.180.657920.000000.6578680.5712240.33
2152019.06.20 16:40buy800.050.658300.000000.66303
2162019.06.25 04:24t/p800.050.663130.000000.6630323.9412264.27
2172019.06.25 22:25buy810.050.664810.000000.66926
2182019.06.27 13:46t/p810.050.669360.000000.6692622.4712286.74