Strategy Tester Report
surfer1
(Build 432)

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2012.01.01 21:00 - 2013.10.22 20:59
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыAdvisor="Настройки Советника"; Magic=123; slippage=5; lots=1; comment=""; def_alpha="Отступ для отложки"; alpha=7; def_delta="Отступ для стоплосса"; delta=12; def_gamma="Кол-во пунктов жизни отложки"; gamma=100; def_zeta="Максимальный StopLoss"; zeta=50; def_SL="EMA_20 + delta"; multiply_SL=0.8; multiply_TP=2.5; RSI_SMA="Опции РСИ и сМА"; level_rsi_buy=55; level_rsi_sell=45; period_rsi=10; apply_rsi=0; period_sma=10; shift=1; def_Close_Part="Закрытие части ордера в % и БУ"; Close_Part=false; Close_Part_Lots=50; First_TP=50; Level_BE=1; trailing="0-off 1-Candle 2-Fractals 3-Parabolic >3-pips"; def_Tral_on="Через сколько пунктов тралить сделки"; Tral_on=50; def_TrailingStopProfit="Трал сделок"; TrailingStopProfit=2; def_StepTrall="Шаг трала"; StepTrall=5; def_indent="Отступ от фрактала\свечи\параболика"; indent=8; def_Parabolic="Настройки параболика"; Step=0.02; Maximum=0.2;
Баров в истории2923Смоделировано тиков31152098Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль7301.40Общая прибыль17977.30Общий убыток-10675.90
Прибыльность1.68Матожидание выигрыша169.80
Абсолютная просадка54.00Максимальная просадка4728.90 (29.79%)Относительная просадка29.79% (4728.90)
Всего сделок43Короткие позиции (% выигравших)20 (50.00%)Длинные позиции (% выигравших)23 (43.48%)
Прибыльные сделки (% от всех)20 (46.51%)Убыточные сделки (% от всех)23 (53.49%)
Самая большаяприбыльная сделка1384.00убыточная сделка-599.20
Средняяприбыльная сделка898.87убыточная сделка-464.17
Максимальное количествонепрерывных выигрышей (прибыль)4 (4017.50)непрерывных проигрышей (убыток)8 (-3417.00)
Максимальнаянепрерывная прибыль (число выигрышей)4017.50 (4)непрерывный убыток (число проигрышей)-3417.00 (8)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.03.13 04:00buy stop11.001.319810.000000.00000
22012.03.13 12:10delete11.001.319810.000000.00000
32012.04.03 12:00sell stop21.001.329300.000000.00000
42012.04.03 18:05sell21.001.329300.000000.00000
52012.04.03 18:05modify21.001.329301.334721.31576
62012.04.04 11:03t/p21.001.315761.334721.315761353.0011353.00
72012.04.10 04:00buy stop31.001.315100.000000.00000
82012.04.11 10:01buy31.001.315100.000000.00000
92012.04.11 10:01modify31.001.315101.308511.33158
102012.04.12 17:11modify31.001.315101.309401.33158
112012.04.13 14:05s/l31.001.309401.309401.33158-587.2010765.80
122012.07.04 12:00sell stop41.001.254870.000000.00000
132012.07.04 13:23sell41.001.254870.000000.00000
142012.07.04 13:23modify41.001.254871.260151.24167
152012.07.05 12:15t/p41.001.241671.260151.241671317.0012082.80
162012.07.19 04:00buy stop51.001.230360.000000.00000
172012.07.19 07:07buy51.001.230360.000000.00000
182012.07.19 07:07modify51.001.230361.224811.24424
192012.07.19 13:17s/l51.001.224811.224811.24424-555.0011527.80
202012.08.20 08:00buy stop61.001.237550.000000.00000
212012.08.20 12:00sell stop71.001.228880.000000.00000
222012.08.21 06:20buy61.001.237550.000000.00000
232012.08.21 06:20modify61.001.237551.232061.25127
242012.08.21 07:26delete71.001.228880.000000.00000
252012.08.22 18:04t/p61.001.251271.232061.251271367.7012895.50
262012.08.28 04:00sell stop81.001.245800.000000.00000
272012.08.28 09:30delete81.001.245800.000000.00000
282012.08.30 08:00buy stop91.001.256710.000000.00000
292012.08.31 09:34buy91.001.256710.000000.00000
302012.08.31 09:34modify91.001.256711.251291.27027
312012.09.04 02:07modify91.001.256711.255191.27027
322012.09.04 08:03modify91.001.256711.257311.27027
332012.09.04 12:20s/l91.001.257311.257311.2702751.4012946.90
342012.10.04 00:00buy stop101.001.293110.000000.00000
352012.10.04 03:10buy101.001.293110.000000.00000
362012.10.04 03:10modify101.001.293111.288571.30445
372012.10.05 12:00modify101.001.293111.298581.30445
382012.10.05 13:30t/p101.001.304451.298581.304451129.7014076.60
392012.10.08 12:00sell stop111.001.293010.000000.00000
402012.10.09 07:32sell111.001.293010.000000.00000
412012.10.09 07:32modify111.001.293011.298711.27875
422012.10.10 20:55modify111.001.293011.292081.27875
432012.10.11 11:29s/l111.001.292081.292081.2787589.0014165.60
442012.10.19 12:00sell stop121.001.302920.000000.00000
452012.10.19 14:13sell121.001.302920.000000.00000
462012.10.19 14:13modify121.001.302921.307891.29050
472012.10.22 12:00buy stop131.001.308350.000000.00000
482012.10.22 14:22s/l121.001.307891.307891.29050-498.0013667.60
492012.10.22 14:23buy131.001.308350.000000.00000
502012.10.22 14:23modify131.001.308351.303371.32079
512012.10.23 07:03s/l131.001.303371.303371.32079-502.3013165.30
522012.10.23 08:00sell stop141.001.301290.000000.00000
532012.10.23 10:38sell141.001.301290.000000.00000
542012.10.23 10:38modify141.001.301291.306601.28801
552012.10.24 12:00modify141.001.301291.300461.28801
562012.10.25 06:05s/l141.001.300461.300461.2880179.0013244.30
572012.11.02 04:00sell stop151.001.291940.000000.00000
582012.11.02 05:41sell151.001.291940.000000.00000
592012.11.02 05:41modify151.001.291941.296451.28066
602012.11.05 07:51t/p151.001.280661.296451.280661127.0014371.30
612012.11.19 00:00buy stop161.001.276770.000000.00000
622012.11.19 02:14buy161.001.276770.000000.00000
632012.11.19 02:14modify161.001.276771.272431.28761
642012.11.20 08:19modify161.001.276771.275631.28761
652012.11.21 04:00s/l161.001.275631.275631.28761-122.6014248.70
662012.11.29 00:00buy stop171.001.296810.000000.00000
672012.11.29 08:09buy171.001.296810.000000.00000
682012.11.29 08:09modify171.001.296811.291931.30901
692012.11.30 07:12modify171.001.296811.293791.30901
702012.12.03 01:47modify171.001.296811.296001.30901
712012.12.04 08:00modify171.001.296811.303761.30901
722012.12.04 12:39t/p171.001.309011.303761.309011207.1015455.80
732012.12.24 12:00buy stop181.001.324050.000000.00000
742012.12.25 00:00sell stop191.001.316890.000000.00000
752012.12.26 14:49buy181.001.324050.000000.00000
762012.12.26 14:49modify181.001.324051.318231.33859
772012.12.27 08:15delete191.001.316890.000000.00000
782012.12.28 09:21s/l181.001.318231.318231.33859-599.2014856.60
792012.12.31 08:00sell stop201.001.317500.000000.00000
802012.12.31 11:40sell201.001.317500.000000.00000
812012.12.31 11:40modify201.001.317501.323121.30344
822013.01.02 01:38s/l201.001.323121.323121.30344-564.0014292.60
832013.01.07 20:00buy stop211.001.312620.000000.00000
842013.01.07 22:05buy211.001.312620.000000.00000
852013.01.07 22:05modify211.001.312621.307171.32624
862013.01.08 13:44s/l211.001.307171.307171.32624-549.3013743.30
872013.01.09 04:00sell stop221.001.305960.000000.00000
882013.01.09 11:25sell221.001.305960.000000.00000
892013.01.09 11:25modify221.001.305961.310811.29384
902013.01.10 10:35s/l221.001.310811.310811.29384-488.0013255.30
912013.01.10 12:00buy stop231.001.311730.000000.00000
922013.01.10 12:52buy231.001.311730.000000.00000
932013.01.10 12:52modify231.001.311731.306221.32551
942013.01.10 17:48t/p231.001.325511.306221.325511378.0014633.30
952013.01.23 08:00sell stop241.001.328190.000000.00000
962013.01.23 15:35sell241.001.328190.000000.00000
972013.01.23 15:35modify241.001.328191.333571.31475
982013.01.24 06:41s/l241.001.333571.333571.31475-541.0014092.30
992013.02.19 20:00buy stop251.001.340260.000000.00000
1002013.02.20 00:10buy251.001.340260.000000.00000
1012013.02.20 00:10modify251.001.340261.334981.35346
1022013.02.20 16:13s/l251.001.334981.334981.35346-528.0013564.30
1032013.03.06 04:00buy stop261.001.307590.000000.00000
1042013.03.06 21:35delete261.001.307590.000000.00000
1052013.03.12 08:00sell stop271.001.299550.000000.00000
1062013.03.12 08:21sell271.001.299550.000000.00000
1072013.03.12 08:21modify271.001.299551.304421.28737
1082013.03.12 12:30s/l271.001.304421.304421.28737-487.0013077.30
1092013.03.13 12:00sell stop281.001.298800.000000.00000
1102013.03.13 12:30sell281.001.298800.000000.00000
1112013.03.13 12:30modify281.001.298801.304531.28448
1122013.03.14 10:18modify281.001.298801.298911.28448
1132013.03.14 16:16s/l281.001.298911.298911.28448-14.0013063.30
1142013.04.01 00:00sell stop291.001.279300.000000.00000
1152013.04.01 00:32sell291.001.279300.000000.00000
1162013.04.01 00:32modify291.001.279301.283881.26784
1172013.04.01 14:05s/l291.001.283881.283881.26784-458.0012605.30
1182013.04.02 20:00sell stop301.001.280160.000000.00000
1192013.04.03 01:14sell301.001.280160.000000.00000
1202013.04.03 01:14modify301.001.280161.284571.26914
1212013.04.03 13:33s/l301.001.284571.284571.26914-441.0012164.30
1222013.04.03 16:00buy stop311.001.287090.000000.00000
1232013.04.04 12:39delete311.001.287090.000000.00000
1242013.04.21 21:00sell stop321.001.304000.000000.00000
1252013.04.22 07:40sell321.001.304000.000000.00000
1262013.04.22 07:40modify321.001.304001.309061.29136
1272013.04.23 07:41modify321.001.304001.307651.29136
1282013.04.25 04:00buy stop331.001.306810.000000.00000
1292013.04.25 09:00buy331.001.306810.000000.00000
1302013.04.25 09:00modify331.001.306811.301031.32127
1312013.04.25 09:05s/l321.001.307651.307651.29136-370.0011794.30
1322013.04.25 14:00s/l331.001.301031.301031.32127-578.0011216.30
1332013.04.29 04:00buy stop341.001.306090.000000.00000
1342013.04.29 06:16buy341.001.306090.000000.00000
1352013.04.29 06:16modify341.001.306091.301191.31835
1362013.04.30 14:50t/p341.001.318351.301191.318351221.7012438.00
1372013.05.09 16:00sell stop351.001.307700.000000.00000
1382013.05.09 18:08sell351.001.307700.000000.00000
1392013.05.09 18:08modify351.001.307701.313921.29216
1402013.05.10 12:00modify351.001.307701.305861.29216
1412013.05.13 20:00modify351.001.307701.300681.29216
1422013.05.14 00:25s/l351.001.300681.300681.29216699.0013137.00
1432013.05.28 08:00sell stop361.001.288560.000000.00000
1442013.05.28 14:14sell361.001.288560.000000.00000
1452013.05.28 14:14modify361.001.288561.293581.27600
1462013.05.29 10:54s/l361.001.293581.293581.27600-503.0012634.00
1472013.07.02 12:00sell stop371.001.301030.000000.00000
1482013.07.02 12:28sell371.001.301030.000000.00000
1492013.07.02 12:28modify371.001.301031.306351.28773
1502013.07.04 12:34modify371.001.301031.303961.28773
1512013.07.05 08:43t/p371.001.287731.303961.287731325.0013959.00
1522013.07.18 16:00sell stop381.001.306300.000000.00000
1532013.07.22 00:07delete381.001.306300.000000.00000
1542013.07.31 08:00buy stop391.001.329230.000000.00000
1552013.07.31 08:36buy391.001.329230.000000.00000
1562013.07.31 08:36modify391.001.329231.324561.34091
1572013.07.31 12:19s/l391.001.324561.324561.34091-467.0013492.00
1582013.08.06 12:00buy stop401.001.330210.000000.00000
1592013.08.06 12:44buy401.001.330210.000000.00000
1602013.08.06 12:44modify401.001.330211.324721.34393
1612013.08.08 05:43modify401.001.330211.325741.34393
1622013.08.12 04:00sell stop411.001.331050.000000.00000
1632013.08.12 07:30sell411.001.331050.000000.00000
1642013.08.12 07:30modify411.001.331051.335241.32057
1652013.08.13 12:36s/l401.001.325741.325741.34393-477.1013014.90
1662013.08.13 16:00modify411.001.331051.332501.32057
1672013.08.14 12:00modify411.001.331051.328791.32057
1682013.08.15 02:14s/l411.001.328791.328791.32057221.0013235.90
1692013.08.15 12:00buy stop421.001.330650.000000.00000
1702013.08.15 14:09delete421.001.330650.000000.00000
1712013.08.15 16:00sell stop431.001.319840.000000.00000
1722013.08.15 17:14delete431.001.319840.000000.00000
1732013.08.27 16:00buy stop441.001.340570.000000.00000
1742013.08.28 12:00sell stop451.001.332900.000000.00000
1752013.08.28 13:35sell451.001.332900.000000.00000
1762013.08.28 13:35modify451.001.332901.338451.31902
1772013.08.28 13:51delete441.001.340570.000000.00000
1782013.08.30 08:00modify451.001.332901.326281.31902
1792013.08.30 14:52t/p451.001.319021.326281.319021384.0014619.90
1802013.09.04 16:00buy stop461.001.322470.000000.00000
1812013.09.05 14:15delete461.001.322470.000000.00000
1822013.09.09 12:00buy stop471.001.320490.000000.00000
1832013.09.09 12:18buy471.001.320490.000000.00000
1842013.09.09 12:18modify471.001.320491.315751.33235
1852013.09.10 16:00modify471.001.320491.322181.33235
1862013.09.11 12:00modify471.001.320491.323591.33235
1872013.09.11 17:38t/p471.001.332351.323591.332351177.4015797.30
1882013.09.13 20:00buy stop481.001.331680.000000.00000
1892013.09.15 21:00buy481.001.331680.000000.00000
1902013.09.15 21:00modify481.001.331681.326691.34416
1912013.09.17 09:00modify481.001.331681.331681.34416
1922013.09.18 18:00t/p481.001.344161.331681.344161235.1017032.40
1932013.09.24 08:00buy stop491.001.352580.000000.00000
1942013.09.25 15:22buy491.001.352580.000000.00000
1952013.09.25 15:22modify491.001.352581.347751.36466
1962013.09.26 15:11s/l491.001.347751.347751.36466-495.9016536.50
1972013.09.26 16:00sell stop501.001.346800.000000.00000
1982013.09.30 16:00buy stop511.001.356300.000000.00000
1992013.10.01 06:40buy511.001.356300.000000.00000
2002013.10.01 06:40modify511.001.356301.350191.37158
2012013.10.01 06:40delete501.001.346800.000000.00000
2022013.10.03 20:00modify511.001.356301.357841.37158
2032013.10.04 16:08s/l511.001.357841.357841.37158132.5016669.00
2042013.10.08 04:00sell stop521.001.355250.000000.00000
2052013.10.09 00:00buy stop531.001.361150.000000.00000
2062013.10.09 06:06sell521.001.355250.000000.00000
2072013.10.09 06:06modify521.001.355251.359171.34545
2082013.10.09 11:12delete531.001.361150.000000.00000
2092013.10.10 04:00modify521.001.355251.353591.34545
2102013.10.10 11:12s/l521.001.353591.353591.34545163.0016832.00
2112013.10.11 08:00buy stop541.001.357070.000000.00000
2122013.10.11 09:00buy541.001.357070.000000.00000
2132013.10.11 09:00modify541.001.357071.352401.36875
2142013.10.11 16:35s/l541.001.352401.352401.36875-467.0016365.00
2152013.10.14 04:00buy stop551.001.357240.000000.00000
2162013.10.14 12:31buy551.001.357240.000000.00000
2172013.10.14 12:31modify551.001.357241.353451.36672
2182013.10.15 09:00s/l551.001.353451.353451.36672-383.3015981.70
2192013.10.16 12:00buy stop561.001.356930.000000.00000
2202013.10.17 07:18buy561.001.356930.000000.00000
2212013.10.17 07:18modify561.001.356931.351631.37017
2222013.10.18 10:25t/p561.001.370171.351631.370171319.7017301.40