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=1; 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 прибыль5423.80Общая прибыль14528.80Общий убыток-9105.00
Прибыльность1.60Матожидание выигрыша126.13
Абсолютная просадка54.00Максимальная просадка4058.50 (25.31%)Относительная просадка25.31% (4058.50)
Всего сделок43Короткие позиции (% выигравших)20 (60.00%)Длинные позиции (% выигравших)23 (56.52%)
Прибыльные сделки (% от всех)25 (58.14%)Убыточные сделки (% от всех)18 (41.86%)
Самая большаяприбыльная сделка1378.00убыточная сделка-599.20
Средняяприбыльная сделка581.15убыточная сделка-505.83
Максимальное количествонепрерывных выигрышей (прибыль)5 (2452.90)непрерывных проигрышей (убыток)4 (-2200.50)
Максимальнаянепрерывная прибыль (число выигрышей)2867.80 (3)непрерывный убыток (число проигрышей)-2200.50 (4)
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 00:00modify21.001.329301.324641.31576
72012.04.04 04:00modify21.001.329301.324091.31576
82012.04.04 08:00modify21.001.329301.321991.31576
92012.04.04 11:03t/p21.001.315761.321991.315761353.0011353.00
102012.04.10 04:00buy stop31.001.315100.000000.00000
112012.04.11 10:01buy31.001.315100.000000.00000
122012.04.11 10:01modify31.001.315101.308511.33158
132012.04.12 17:11modify31.001.315101.312581.33158
142012.04.13 01:21modify31.001.315101.317251.33158
152012.04.13 02:01s/l31.001.317251.317251.33158197.8011550.80
162012.07.04 12:00sell stop41.001.254870.000000.00000
172012.07.04 13:23sell41.001.254870.000000.00000
182012.07.04 13:23modify41.001.254871.260151.24167
192012.07.05 09:10modify41.001.254871.254481.24167
202012.07.05 12:00modify41.001.254871.253641.24167
212012.07.05 12:15t/p41.001.241671.253641.241671317.0012867.80
222012.07.19 04:00buy stop51.001.230360.000000.00000
232012.07.19 07:07buy51.001.230360.000000.00000
242012.07.19 07:07modify51.001.230361.224811.24424
252012.07.19 13:17s/l51.001.224811.224811.24424-555.0012312.80
262012.08.20 08:00buy stop61.001.237550.000000.00000
272012.08.20 12:00sell stop71.001.228880.000000.00000
282012.08.21 06:20buy61.001.237550.000000.00000
292012.08.21 06:20modify61.001.237551.232061.25127
302012.08.21 07:26delete71.001.228880.000000.00000
312012.08.21 10:10modify61.001.237551.234261.25127
322012.08.21 12:00modify61.001.237551.239371.25127
332012.08.21 16:00modify61.001.237551.241281.25127
342012.08.21 20:00modify61.001.237551.244841.25127
352012.08.22 00:00modify61.001.237551.245391.25127
362012.08.22 06:06s/l61.001.245391.245391.25127779.7013092.50
372012.08.28 04:00sell stop81.001.245800.000000.00000
382012.08.28 09:30delete81.001.245800.000000.00000
392012.08.30 08:00buy stop91.001.256710.000000.00000
402012.08.31 09:34buy91.001.256710.000000.00000
412012.08.31 09:34modify91.001.256711.251291.27027
422012.09.04 02:07modify91.001.256711.257331.27027
432012.09.04 08:03modify91.001.256711.259871.27027
442012.09.04 08:35s/l91.001.259871.259871.27027307.4013399.90
452012.10.04 00:00buy stop101.001.293110.000000.00000
462012.10.04 03:10buy101.001.293110.000000.00000
472012.10.04 03:10modify101.001.293111.288571.30445
482012.10.04 12:33modify101.001.293111.291781.30445
492012.10.04 16:00modify101.001.293111.293821.30445
502012.10.04 20:00modify101.001.293111.299001.30445
512012.10.05 00:00modify101.001.293111.300401.30445
522012.10.05 06:52s/l101.001.300401.300401.30445724.7014124.60
532012.10.08 12:00sell stop111.001.293010.000000.00000
542012.10.09 07:32sell111.001.293010.000000.00000
552012.10.09 07:32modify111.001.293011.298711.27875
562012.10.09 15:22modify111.001.293011.296431.27875
572012.10.09 20:00modify111.001.293011.289221.27875
582012.10.10 04:00modify111.001.293011.288381.27875
592012.10.10 11:56s/l111.001.288381.288381.27875462.0014586.60
602012.10.19 12:00sell stop121.001.302920.000000.00000
612012.10.19 14:13sell121.001.302920.000000.00000
622012.10.19 14:13modify121.001.302921.307891.29050
632012.10.22 12:00buy stop131.001.308350.000000.00000
642012.10.22 14:22s/l121.001.307891.307891.29050-498.0014088.60
652012.10.22 14:23buy131.001.308350.000000.00000
662012.10.22 14:23modify131.001.308351.303371.32079
672012.10.23 07:03s/l131.001.303371.303371.32079-502.3013586.30
682012.10.23 08:00sell stop141.001.301290.000000.00000
692012.10.23 10:38sell141.001.301290.000000.00000
702012.10.23 10:38modify141.001.301291.306601.28801
712012.10.23 12:45modify141.001.301291.304891.28801
722012.10.24 07:40modify141.001.301291.300011.28801
732012.10.24 12:00modify141.001.301291.296871.28801
742012.10.24 13:03s/l141.001.296871.296871.28801441.0014027.30
752012.11.02 04:00sell stop151.001.291940.000000.00000
762012.11.02 05:41sell151.001.291940.000000.00000
772012.11.02 05:41modify151.001.291941.296451.28066
782012.11.02 09:04modify151.001.291941.294651.28066
792012.11.02 12:30modify151.001.291941.291551.28066
802012.11.02 16:00modify151.001.291941.290021.28066
812012.11.02 20:00modify151.001.291941.285451.28066
822012.11.04 21:01modify151.001.291941.284691.28066
832012.11.05 07:51t/p151.001.280661.284691.280661127.0015154.30
842012.11.19 00:00buy stop161.001.276770.000000.00000
852012.11.19 02:14buy161.001.276770.000000.00000
862012.11.19 02:14modify161.001.276771.272431.28761
872012.11.19 15:46modify161.001.276771.274401.28761
882012.11.19 16:00modify161.001.276771.275021.28761
892012.11.20 08:19modify161.001.276771.277401.28761
902012.11.20 20:15modify161.001.276771.278741.28761
912012.11.21 03:30modify161.001.276771.279751.28761
922012.11.21 03:33s/l161.001.279751.279751.28761289.4015443.70
932012.11.29 00:00buy stop171.001.296810.000000.00000
942012.11.29 08:09buy171.001.296810.000000.00000
952012.11.29 08:09modify171.001.296811.291931.30901
962012.11.30 07:12modify171.001.296811.296101.30901
972012.11.30 08:00modify171.001.296811.298241.30901
982012.11.30 13:31s/l171.001.298241.298241.30901138.7015582.40
992012.12.24 12:00buy stop181.001.324050.000000.00000
1002012.12.25 00:00sell stop191.001.316890.000000.00000
1012012.12.26 14:49buy181.001.324050.000000.00000
1022012.12.26 14:49modify181.001.324051.318231.33859
1032012.12.27 08:15delete191.001.316890.000000.00000
1042012.12.28 09:21s/l181.001.318231.318231.33859-599.2014983.20
1052012.12.31 08:00sell stop201.001.317500.000000.00000
1062012.12.31 11:40sell201.001.317500.000000.00000
1072012.12.31 11:40modify201.001.317501.323121.30344
1082013.01.02 01:38s/l201.001.323121.323121.30344-564.0014419.20
1092013.01.07 20:00buy stop211.001.312620.000000.00000
1102013.01.07 22:05buy211.001.312620.000000.00000
1112013.01.07 22:05modify211.001.312621.307171.32624
1122013.01.08 13:44s/l211.001.307171.307171.32624-549.3013869.90
1132013.01.09 04:00sell stop221.001.305960.000000.00000
1142013.01.09 11:25sell221.001.305960.000000.00000
1152013.01.09 11:25modify221.001.305961.310811.29384
1162013.01.10 10:35s/l221.001.310811.310811.29384-488.0013381.90
1172013.01.10 12:00buy stop231.001.311730.000000.00000
1182013.01.10 12:52buy231.001.311730.000000.00000
1192013.01.10 12:52modify231.001.311731.306221.32551
1202013.01.10 16:00modify231.001.311731.308481.32551
1212013.01.10 17:48t/p231.001.325511.308481.325511378.0014759.90
1222013.01.23 08:00sell stop241.001.328190.000000.00000
1232013.01.23 15:35sell241.001.328190.000000.00000
1242013.01.23 15:35modify241.001.328191.333571.31475
1252013.01.24 06:41s/l241.001.333571.333571.31475-541.0014218.90
1262013.02.19 20:00buy stop251.001.340260.000000.00000
1272013.02.20 00:10buy251.001.340260.000000.00000
1282013.02.20 00:10modify251.001.340261.334981.35346
1292013.02.20 16:13s/l251.001.334981.334981.35346-528.0013690.90
1302013.03.06 04:00buy stop261.001.307590.000000.00000
1312013.03.06 21:35delete261.001.307590.000000.00000
1322013.03.12 08:00sell stop271.001.299550.000000.00000
1332013.03.12 08:21sell271.001.299550.000000.00000
1342013.03.12 08:21modify271.001.299551.304421.28737
1352013.03.12 12:30s/l271.001.304421.304421.28737-487.0013203.90
1362013.03.13 12:00sell stop281.001.298800.000000.00000
1372013.03.13 12:30sell281.001.298800.000000.00000
1382013.03.13 12:30modify281.001.298801.304531.28448
1392013.03.14 10:18modify281.001.298801.297621.28448
1402013.03.14 15:07s/l281.001.297621.297621.28448115.0013318.90
1412013.04.01 00:00sell stop291.001.279300.000000.00000
1422013.04.01 00:32sell291.001.279300.000000.00000
1432013.04.01 00:32modify291.001.279301.283881.26784
1442013.04.01 14:05s/l291.001.283881.283881.26784-458.0012860.90
1452013.04.02 20:00sell stop301.001.280160.000000.00000
1462013.04.03 01:14sell301.001.280160.000000.00000
1472013.04.03 01:14modify301.001.280161.284571.26914
1482013.04.03 13:33s/l301.001.284571.284571.26914-441.0012419.90
1492013.04.03 16:00buy stop311.001.287090.000000.00000
1502013.04.04 12:39delete311.001.287090.000000.00000
1512013.04.21 21:00sell stop321.001.304000.000000.00000
1522013.04.22 07:40sell321.001.304000.000000.00000
1532013.04.22 07:40modify321.001.304001.309061.29136
1542013.04.23 07:41modify321.001.304001.307211.29136
1552013.04.23 12:08modify321.001.304001.300851.29136
1562013.04.23 13:33s/l321.001.300851.300851.29136314.0012733.90
1572013.04.25 04:00buy stop331.001.306810.000000.00000
1582013.04.25 09:00buy331.001.306810.000000.00000
1592013.04.25 09:00modify331.001.306811.301031.32127
1602013.04.25 14:00s/l331.001.301031.301031.32127-578.0012155.90
1612013.04.29 04:00buy stop341.001.306090.000000.00000
1622013.04.29 06:16buy341.001.306090.000000.00000
1632013.04.29 06:16modify341.001.306091.301191.31835
1642013.04.29 12:10modify341.001.306091.307001.31835
1652013.04.30 05:24modify341.001.306091.307601.31835
1662013.04.30 06:39s/l341.001.307601.307601.31835146.7012302.60
1672013.05.09 16:00sell stop351.001.307700.000000.00000
1682013.05.09 18:08sell351.001.307700.000000.00000
1692013.05.09 18:08modify351.001.307701.313921.29216
1702013.05.10 00:08modify351.001.307701.305351.29216
1712013.05.10 12:00modify351.001.307701.304771.29216
1722013.05.10 16:00modify351.001.307701.302381.29216
1732013.05.10 20:00modify351.001.307701.300141.29216
1742013.05.13 00:00modify351.001.307701.298611.29216
1752013.05.13 05:54s/l351.001.298611.298611.29216907.0013209.60
1762013.05.28 08:00sell stop361.001.288560.000000.00000
1772013.05.28 14:14sell361.001.288560.000000.00000
1782013.05.28 14:14modify361.001.288561.293581.27600
1792013.05.29 10:54s/l361.001.293581.293581.27600-503.0012706.60
1802013.07.02 12:00sell stop371.001.301030.000000.00000
1812013.07.02 12:28sell371.001.301030.000000.00000
1822013.07.02 12:28modify371.001.301031.306351.28773
1832013.07.03 07:08modify371.001.301031.298901.28773
1842013.07.03 12:00modify371.001.301031.298151.28773
1852013.07.03 12:27s/l371.001.298151.298151.28773287.0012993.60
1862013.07.18 16:00sell stop381.001.306300.000000.00000
1872013.07.22 00:07delete381.001.306300.000000.00000
1882013.07.31 08:00buy stop391.001.329230.000000.00000
1892013.07.31 08:36buy391.001.329230.000000.00000
1902013.07.31 08:36modify391.001.329231.324561.34091
1912013.07.31 12:19s/l391.001.324561.324561.34091-467.0012526.60
1922013.08.06 12:00buy stop401.001.330210.000000.00000
1932013.08.06 12:44buy401.001.330210.000000.00000
1942013.08.06 12:44modify401.001.330211.324721.34393
1952013.08.08 05:43modify401.001.330211.331981.34393
1962013.08.08 12:00modify401.001.330211.333201.34393
1972013.08.08 16:00modify401.001.330211.334401.34393
1982013.08.08 20:00modify401.001.330211.337151.34393
1992013.08.09 07:06s/l401.001.337151.337151.34393672.5013199.10
2002013.08.12 04:00sell stop411.001.331050.000000.00000
2012013.08.12 07:30sell411.001.331050.000000.00000
2022013.08.12 07:30modify411.001.331051.335241.32057
2032013.08.13 12:35modify411.001.331051.332501.32057
2042013.08.13 16:00modify411.001.331051.330301.32057
2052013.08.13 21:21modify411.001.331051.327751.32057
2062013.08.14 06:00s/l411.001.327751.327751.32057328.0013527.10
2072013.08.15 12:00buy stop421.001.330650.000000.00000
2082013.08.15 14:09delete421.001.330650.000000.00000
2092013.08.15 16:00sell stop431.001.319840.000000.00000
2102013.08.15 17:14delete431.001.319840.000000.00000
2112013.08.27 16:00buy stop441.001.340570.000000.00000
2122013.08.28 12:00sell stop451.001.332900.000000.00000
2132013.08.28 13:35sell451.001.332900.000000.00000
2142013.08.28 13:35modify451.001.332901.338451.31902
2152013.08.28 13:51delete441.001.340570.000000.00000
2162013.08.29 06:47modify451.001.332901.334791.31902
2172013.08.29 12:00modify451.001.332901.328341.31902
2182013.08.29 16:00modify451.001.332901.327481.31902
2192013.08.29 20:00modify451.001.332901.325761.31902
2202013.08.30 00:00modify451.001.332901.325191.31902
2212013.08.30 01:31s/l451.001.325191.325191.31902767.0014294.10
2222013.09.04 16:00buy stop461.001.322470.000000.00000
2232013.09.05 14:15delete461.001.322470.000000.00000
2242013.09.09 12:00buy stop471.001.320490.000000.00000
2252013.09.09 12:18buy471.001.320490.000000.00000
2262013.09.09 12:18modify471.001.320491.315751.33235
2272013.09.09 14:45modify471.001.320491.316981.33235
2282013.09.09 16:00modify471.001.320491.318311.33235
2292013.09.09 20:00modify471.001.320491.324641.33235
2302013.09.10 07:30s/l471.001.324641.324641.33235410.7014704.80
2312013.09.13 20:00buy stop481.001.331680.000000.00000
2322013.09.15 21:00buy481.001.331680.000000.00000
2332013.09.15 21:00modify481.001.331681.326691.34416
2342013.09.15 21:03modify481.001.331681.328391.34416
2352013.09.16 00:34modify481.001.331681.334471.34416
2362013.09.16 09:04s/l481.001.334471.334471.34416274.7014979.50
2372013.09.24 08:00buy stop491.001.352580.000000.00000
2382013.09.25 15:22buy491.001.352580.000000.00000
2392013.09.25 15:22modify491.001.352581.347751.36466
2402013.09.26 15:11s/l491.001.347751.347751.36466-495.9014483.60
2412013.09.26 16:00sell stop501.001.346800.000000.00000
2422013.09.30 16:00buy stop511.001.356300.000000.00000
2432013.10.01 06:40buy511.001.356300.000000.00000
2442013.10.01 06:40modify511.001.356301.350191.37158
2452013.10.01 06:40delete501.001.346800.000000.00000
2462013.10.03 02:02modify511.001.356301.356901.37158
2472013.10.03 09:04modify511.001.356301.358071.37158
2482013.10.03 12:38modify511.001.356301.358651.37158
2492013.10.03 13:31s/l511.001.358651.358651.37158217.8014701.40
2502013.10.08 04:00sell stop521.001.355250.000000.00000
2512013.10.09 00:00buy stop531.001.361150.000000.00000
2522013.10.09 06:06sell521.001.355250.000000.00000
2532013.10.09 06:06modify521.001.355251.359171.34545
2542013.10.09 11:12delete531.001.361150.000000.00000
2552013.10.09 13:29modify521.001.355251.354421.34545
2562013.10.09 18:00modify521.001.355251.352721.34545
2572013.10.09 19:04s/l521.001.352721.352721.34545253.0014954.40
2582013.10.11 08:00buy stop541.001.357070.000000.00000
2592013.10.11 09:00buy541.001.357070.000000.00000
2602013.10.11 09:00modify541.001.357071.352401.36875
2612013.10.11 16:35s/l541.001.352401.352401.36875-467.0014487.40
2622013.10.14 04:00buy stop551.001.357240.000000.00000
2632013.10.14 12:31buy551.001.357240.000000.00000
2642013.10.14 12:31modify551.001.357241.353451.36672
2652013.10.15 09:00s/l551.001.353451.353451.36672-383.3014104.10
2662013.10.16 12:00buy stop561.001.356930.000000.00000
2672013.10.17 07:18buy561.001.356930.000000.00000
2682013.10.17 07:18modify561.001.356931.351631.37017
2692013.10.17 08:00modify561.001.356931.353301.37017
2702013.10.17 12:00modify561.001.356931.360851.37017
2712013.10.17 16:00modify561.001.356931.363161.37017
2722013.10.17 20:00modify561.001.356931.364841.37017
2732013.10.18 00:00modify561.001.356931.365731.37017
2742013.10.18 10:25t/p561.001.370171.365731.370171319.7015423.80