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=3; 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 прибыль7575.00Общая прибыль18706.90Общий убыток-11131.90
Прибыльность1.68Матожидание выигрыша176.16
Абсолютная просадка54.00Максимальная просадка5217.90 (32.33%)Относительная просадка32.33% (5217.90)
Всего сделок43Короткие позиции (% выигравших)20 (45.00%)Длинные позиции (% выигравших)23 (39.13%)
Прибыльные сделки (% от всех)18 (41.86%)Убыточные сделки (% от всех)25 (58.14%)
Самая большаяприбыльная сделка1384.00убыточная сделка-599.20
Средняяприбыльная сделка1039.27убыточная сделка-445.28
Максимальное количествонепрерывных выигрышей (прибыль)5 (4638.00)непрерывных проигрышей (убыток)8 (-3906.00)
Максимальнаянепрерывная прибыль (число выигрышей)4638.00 (5)непрерывный убыток (число проигрышей)-3906.00 (8)
Среднийнепрерывный выигрыш2непрерывный проигрыш3
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 08:00modify21.001.329301.334091.31576
72012.04.04 11:03t/p21.001.315761.334091.315761353.0011353.00
82012.04.10 04:00buy stop31.001.315100.000000.00000
92012.04.11 10:01buy31.001.315100.000000.00000
102012.04.11 10:01modify31.001.315101.308511.33158
112012.04.12 17:11modify31.001.315101.309401.33158
122012.04.13 01:21modify31.001.315101.311891.33158
132012.04.13 13:31s/l31.001.311891.311891.33158-338.2011014.80
142012.07.04 12:00sell stop41.001.254870.000000.00000
152012.07.04 13:23sell41.001.254870.000000.00000
162012.07.04 13:23modify41.001.254871.260151.24167
172012.07.05 12:15t/p41.001.241671.260151.241671317.0012331.80
182012.07.19 04:00buy stop51.001.230360.000000.00000
192012.07.19 07:07buy51.001.230360.000000.00000
202012.07.19 07:07modify51.001.230361.224811.24424
212012.07.19 13:17s/l51.001.224811.224811.24424-555.0011776.80
222012.08.20 08:00buy stop61.001.237550.000000.00000
232012.08.20 12:00sell stop71.001.228880.000000.00000
242012.08.21 06:20buy61.001.237550.000000.00000
252012.08.21 06:20modify61.001.237551.232061.25127
262012.08.21 07:26delete71.001.228880.000000.00000
272012.08.22 00:00modify61.001.237551.232581.25127
282012.08.22 04:00modify61.001.237551.233501.25127
292012.08.22 08:00modify61.001.237551.234361.25127
302012.08.22 12:00modify61.001.237551.235181.25127
312012.08.22 16:00modify61.001.237551.235941.25127
322012.08.22 18:04t/p61.001.251271.235941.251271367.7013144.50
332012.08.28 04:00sell stop81.001.245800.000000.00000
342012.08.28 09:30delete81.001.245800.000000.00000
352012.08.30 08:00buy stop91.001.256710.000000.00000
362012.08.31 09:34buy91.001.256710.000000.00000
372012.08.31 09:34modify91.001.256711.251291.27027
382012.09.04 02:07modify91.001.256711.253081.27027
392012.09.04 08:03modify91.001.256711.253851.27027
402012.09.04 23:37s/l91.001.253851.253851.27027-294.6012849.90
412012.10.04 00:00buy stop101.001.293110.000000.00000
422012.10.04 03:10buy101.001.293110.000000.00000
432012.10.04 03:10modify101.001.293111.288571.30445
442012.10.05 00:00modify101.001.293111.289901.30445
452012.10.05 04:00modify101.001.293111.290891.30445
462012.10.05 08:00modify101.001.293111.291811.30445
472012.10.05 12:00modify101.001.293111.292651.30445
482012.10.05 13:30t/p101.001.304451.292651.304451129.7013979.60
492012.10.08 12:00sell stop111.001.293010.000000.00000
502012.10.09 07:32sell111.001.293010.000000.00000
512012.10.09 07:32modify111.001.293011.298711.27875
522012.10.10 04:00modify111.001.293011.296911.27875
532012.10.10 08:00modify111.001.293011.295151.27875
542012.10.10 12:45modify111.001.293011.293631.27875
552012.10.10 20:55modify111.001.293011.292081.27875
562012.10.11 04:00modify111.001.293011.291001.27875
572012.10.11 08:00modify111.001.293011.289771.27875
582012.10.11 10:28s/l111.001.289771.289771.27875320.0014299.60
592012.10.19 12:00sell stop121.001.302920.000000.00000
602012.10.19 14:13sell121.001.302920.000000.00000
612012.10.19 14:13modify121.001.302921.307891.29050
622012.10.22 12:00buy stop131.001.308350.000000.00000
632012.10.22 14:22s/l121.001.307891.307891.29050-498.0013801.60
642012.10.22 14:23buy131.001.308350.000000.00000
652012.10.22 14:23modify131.001.308351.303371.32079
662012.10.23 07:03s/l131.001.303371.303371.32079-502.3013299.30
672012.10.23 08:00sell stop141.001.301290.000000.00000
682012.10.23 10:38sell141.001.301290.000000.00000
692012.10.23 10:38modify141.001.301291.306601.28801
702012.10.24 12:00modify141.001.301291.305721.28801
712012.10.24 16:00modify141.001.301291.304941.28801
722012.10.24 20:00modify141.001.301291.304211.28801
732012.10.26 06:01modify141.001.301291.303101.28801
742012.10.26 12:00modify141.001.301291.302331.28801
752012.10.26 16:00modify141.001.301291.301801.28801
762012.10.26 20:00modify141.001.301291.301291.28801
772012.10.29 00:00modify141.001.301291.300331.28801
782012.10.29 08:00modify141.001.301291.299451.28801
792012.10.29 16:00modify141.001.301291.298631.28801
802012.10.30 00:00modify141.001.301291.297881.28801
812012.10.30 08:00modify141.001.301291.297191.28801
822012.10.30 13:19s/l141.001.297191.297191.28801403.0013702.30
832012.11.02 04:00sell stop151.001.291940.000000.00000
842012.11.02 05:41sell151.001.291940.000000.00000
852012.11.02 05:41modify151.001.291941.296451.28066
862012.11.05 00:00modify151.001.291941.294941.28066
872012.11.05 04:00modify151.001.291941.293181.28066
882012.11.05 07:51t/p151.001.280661.293181.280661127.0014829.30
892012.11.19 00:00buy stop161.001.276770.000000.00000
902012.11.19 02:14buy161.001.276770.000000.00000
912012.11.19 02:14modify161.001.276771.272431.28761
922012.11.20 20:15modify161.001.276771.273031.28761
932012.11.21 03:30modify161.001.276771.273751.28761
942012.11.21 04:15s/l161.001.273751.273751.28761-310.6014518.70
952012.11.29 00:00buy stop171.001.296810.000000.00000
962012.11.29 08:09buy171.001.296810.000000.00000
972012.11.29 08:09modify171.001.296811.291931.30901
982012.12.03 01:47modify171.001.296811.295071.30901
992012.12.03 04:00modify171.001.296811.295951.30901
1002012.12.03 08:00modify171.001.296811.296741.30901
1012012.12.03 12:00modify171.001.296811.297621.30901
1022012.12.03 16:00modify171.001.296811.298881.30901
1032012.12.03 20:00modify171.001.296811.300141.30901
1042012.12.04 00:00modify171.001.296811.301201.30901
1052012.12.04 04:00modify171.001.296811.302091.30901
1062012.12.04 08:00modify171.001.296811.302941.30901
1072012.12.04 12:00modify171.001.296811.303871.30901
1082012.12.04 12:39t/p171.001.309011.303871.309011207.1015725.80
1092012.12.24 12:00buy stop181.001.324050.000000.00000
1102012.12.25 00:00sell stop191.001.316890.000000.00000
1112012.12.26 14:49buy181.001.324050.000000.00000
1122012.12.26 14:49modify181.001.324051.318231.33859
1132012.12.27 08:15delete191.001.316890.000000.00000
1142012.12.28 09:21s/l181.001.318231.318231.33859-599.2015126.60
1152012.12.31 08:00sell stop201.001.317500.000000.00000
1162012.12.31 11:40sell201.001.317500.000000.00000
1172012.12.31 11:40modify201.001.317501.323121.30344
1182013.01.02 01:38s/l201.001.323121.323121.30344-564.0014562.60
1192013.01.07 20:00buy stop211.001.312620.000000.00000
1202013.01.07 22:05buy211.001.312620.000000.00000
1212013.01.07 22:05modify211.001.312621.307171.32624
1222013.01.08 13:44s/l211.001.307171.307171.32624-549.3014013.30
1232013.01.09 04:00sell stop221.001.305960.000000.00000
1242013.01.09 11:25sell221.001.305960.000000.00000
1252013.01.09 11:25modify221.001.305961.310811.29384
1262013.01.10 10:35s/l221.001.310811.310811.29384-488.0013525.30
1272013.01.10 12:00buy stop231.001.311730.000000.00000
1282013.01.10 12:52buy231.001.311730.000000.00000
1292013.01.10 12:52modify231.001.311731.306221.32551
1302013.01.10 17:48t/p231.001.325511.306221.325511378.0014903.30
1312013.01.23 08:00sell stop241.001.328190.000000.00000
1322013.01.23 15:35sell241.001.328190.000000.00000
1332013.01.23 15:35modify241.001.328191.333571.31475
1342013.01.24 06:41s/l241.001.333571.333571.31475-541.0014362.30
1352013.02.19 20:00buy stop251.001.340260.000000.00000
1362013.02.20 00:10buy251.001.340260.000000.00000
1372013.02.20 00:10modify251.001.340261.334981.35346
1382013.02.20 16:13s/l251.001.334981.334981.35346-528.0013834.30
1392013.03.06 04:00buy stop261.001.307590.000000.00000
1402013.03.06 21:35delete261.001.307590.000000.00000
1412013.03.12 08:00sell stop271.001.299550.000000.00000
1422013.03.12 08:21sell271.001.299550.000000.00000
1432013.03.12 08:21modify271.001.299551.304421.28737
1442013.03.12 12:30s/l271.001.304421.304421.28737-487.0013347.30
1452013.03.13 12:00sell stop281.001.298800.000000.00000
1462013.03.13 12:30sell281.001.298800.000000.00000
1472013.03.13 12:30modify281.001.298801.304531.28448
1482013.03.15 09:14s/l281.001.304531.304531.28448-577.0012770.30
1492013.04.01 00:00sell stop291.001.279300.000000.00000
1502013.04.01 00:32sell291.001.279300.000000.00000
1512013.04.01 00:32modify291.001.279301.283881.26784
1522013.04.01 14:05s/l291.001.283881.283881.26784-458.0012312.30
1532013.04.02 20:00sell stop301.001.280160.000000.00000
1542013.04.03 01:14sell301.001.280160.000000.00000
1552013.04.03 01:14modify301.001.280161.284571.26914
1562013.04.03 13:33s/l301.001.284571.284571.26914-441.0011871.30
1572013.04.03 16:00buy stop311.001.287090.000000.00000
1582013.04.04 12:39delete311.001.287090.000000.00000
1592013.04.21 21:00sell stop321.001.304000.000000.00000
1602013.04.22 07:40sell321.001.304000.000000.00000
1612013.04.22 07:40modify321.001.304001.309061.29136
1622013.04.24 07:11modify321.001.304001.308451.29136
1632013.04.24 08:00modify321.001.304001.307831.29136
1642013.04.24 12:36modify321.001.304001.306911.29136
1652013.04.25 04:00buy stop331.001.306810.000000.00000
1662013.04.25 09:00buy331.001.306810.000000.00000
1672013.04.25 09:00modify331.001.306811.301031.32127
1682013.04.25 09:00s/l321.001.306911.306911.29136-296.0011575.30
1692013.04.25 14:00s/l331.001.301031.301031.32127-578.0010997.30
1702013.04.29 04:00buy stop341.001.306090.000000.00000
1712013.04.29 06:16buy341.001.306090.000000.00000
1722013.04.29 06:16modify341.001.306091.301191.31835
1732013.04.30 13:31modify341.001.306091.301761.31835
1742013.04.30 14:50t/p341.001.318351.301761.318351221.7012219.00
1752013.05.09 16:00sell stop351.001.307700.000000.00000
1762013.05.09 18:08sell351.001.307700.000000.00000
1772013.05.09 18:08modify351.001.307701.313921.29216
1782013.05.10 16:00modify351.001.307701.313331.29216
1792013.05.10 20:00modify351.001.307701.311431.29216
1802013.05.12 21:07modify351.001.307701.309721.29216
1812013.05.13 00:00modify351.001.307701.308181.29216
1822013.05.13 04:00modify351.001.307701.306791.29216
1832013.05.13 08:00modify351.001.307701.305541.29216
1842013.05.13 12:00modify351.001.307701.304411.29216
1852013.05.13 16:00modify351.001.307701.303401.29216
1862013.05.13 20:00modify351.001.307701.302491.29216
1872013.05.14 00:00modify351.001.307701.301671.29216
1882013.05.14 00:28s/l351.001.301671.301671.29216600.0012819.00
1892013.05.28 08:00sell stop361.001.288560.000000.00000
1902013.05.28 14:14sell361.001.288560.000000.00000
1912013.05.28 14:14modify361.001.288561.293581.27600
1922013.05.29 10:54s/l361.001.293581.293581.27600-503.0012316.00
1932013.07.02 12:00sell stop371.001.301030.000000.00000
1942013.07.02 12:28sell371.001.301030.000000.00000
1952013.07.02 12:28modify371.001.301031.306351.28773
1962013.07.03 08:00modify371.001.301031.305501.28773
1972013.07.03 12:00modify371.001.301031.304511.28773
1982013.07.04 12:34modify371.001.301031.302521.28773
1992013.07.04 20:00modify371.001.301031.301181.28773
2002013.07.05 00:00modify371.001.301031.299971.28773
2012013.07.05 04:00modify371.001.301031.298881.28773
2022013.07.05 08:00modify371.001.301031.297641.28773
2032013.07.05 08:43t/p371.001.287731.297641.287731325.0013641.00
2042013.07.18 16:00sell stop381.001.306300.000000.00000
2052013.07.22 00:07delete381.001.306300.000000.00000
2062013.07.31 08:00buy stop391.001.329230.000000.00000
2072013.07.31 08:36buy391.001.329230.000000.00000
2082013.07.31 08:36modify391.001.329231.324561.34091
2092013.07.31 12:19s/l391.001.324561.324561.34091-467.0013174.00
2102013.08.06 12:00buy stop401.001.330210.000000.00000
2112013.08.06 12:44buy401.001.330210.000000.00000
2122013.08.06 12:44modify401.001.330211.324721.34393
2132013.08.08 05:43modify401.001.330211.326391.34393
2142013.08.08 08:32modify401.001.330211.327751.34393
2152013.08.08 12:00modify401.001.330211.328921.34393
2162013.08.08 16:00modify401.001.330211.330471.34393
2172013.08.08 20:00modify401.001.330211.332051.34393
2182013.08.09 00:00modify401.001.330211.333341.34393
2192013.08.09 04:00modify401.001.330211.334401.34393
2202013.08.09 08:00modify401.001.330211.335271.34393
2212013.08.09 12:00modify401.001.330211.335981.34393
2222013.08.09 13:15s/l401.001.335981.335981.34393555.5013729.50
2232013.08.12 04:00sell stop411.001.331050.000000.00000
2242013.08.12 07:30sell411.001.331050.000000.00000
2252013.08.12 07:30modify411.001.331051.335241.32057
2262013.08.13 12:35modify411.001.331051.332931.32057
2272013.08.13 21:21modify411.001.331051.331331.32057
2282013.08.14 00:54modify411.001.331051.330321.32057
2292013.08.14 04:40modify411.001.331051.329451.32057
2302013.08.14 08:02modify411.001.331051.328791.32057
2312013.08.14 16:00modify411.001.331051.328141.32057
2322013.08.15 02:14s/l411.001.328141.328141.32057286.0014015.50
2332013.08.15 12:00buy stop421.001.330650.000000.00000
2342013.08.15 14:09delete421.001.330650.000000.00000
2352013.08.15 16:00sell stop431.001.319840.000000.00000
2362013.08.15 17:14delete431.001.319840.000000.00000
2372013.08.27 16:00buy stop441.001.340570.000000.00000
2382013.08.28 12:00sell stop451.001.332900.000000.00000
2392013.08.28 13:35sell451.001.332900.000000.00000
2402013.08.28 13:35modify451.001.332901.338451.31902
2412013.08.28 13:51delete441.001.340570.000000.00000
2422013.08.29 20:00modify451.001.332901.336871.31902
2432013.08.30 00:00modify451.001.332901.335731.31902
2442013.08.30 04:00modify451.001.332901.334691.31902
2452013.08.30 08:00modify451.001.332901.333731.31902
2462013.08.30 12:00modify451.001.332901.332851.31902
2472013.08.30 14:52t/p451.001.319021.332851.319021384.0015399.50
2482013.09.04 16:00buy stop461.001.322470.000000.00000
2492013.09.05 14:15delete461.001.322470.000000.00000
2502013.09.09 12:00buy stop471.001.320490.000000.00000
2512013.09.09 12:18buy471.001.320490.000000.00000
2522013.09.09 12:18modify471.001.320491.315751.33235
2532013.09.10 20:00modify471.001.320491.316371.33235
2542013.09.11 00:00modify471.001.320491.317031.33235
2552013.09.11 04:00modify471.001.320491.317851.33235
2562013.09.11 08:00modify471.001.320491.318621.33235
2572013.09.11 12:00modify471.001.320491.319321.33235
2582013.09.11 16:00modify471.001.320491.320441.33235
2592013.09.11 17:38t/p471.001.332351.320441.332351177.4016576.90
2602013.09.13 20:00buy stop481.001.331680.000000.00000
2612013.09.15 21:00buy481.001.331680.000000.00000
2622013.09.15 21:00modify481.001.331681.326691.34416
2632013.09.17 09:00modify481.001.331681.329581.34416
2642013.09.18 17:11modify481.001.331681.332771.34416
2652013.09.18 18:00t/p481.001.344161.332771.344161235.1017812.00
2662013.09.24 08:00buy stop491.001.352580.000000.00000
2672013.09.25 15:22buy491.001.352580.000000.00000
2682013.09.25 15:22modify491.001.352581.347751.36466
2692013.09.26 15:11s/l491.001.347751.347751.36466-495.9017316.10
2702013.09.26 16:00sell stop501.001.346800.000000.00000
2712013.09.30 16:00buy stop511.001.356300.000000.00000
2722013.10.01 06:40buy511.001.356300.000000.00000
2732013.10.01 06:40modify511.001.356301.350191.37158
2742013.10.01 06:40delete501.001.346800.000000.00000
2752013.10.03 09:04modify511.001.356301.351201.37158
2762013.10.03 12:38modify511.001.356301.351811.37158
2772013.10.03 16:00modify511.001.356301.352771.37158
2782013.10.03 20:00modify511.001.356301.353651.37158
2792013.10.04 00:00modify511.001.356301.354461.37158
2802013.10.04 04:00modify511.001.356301.355211.37158
2812013.10.04 08:00modify511.001.356301.355901.37158
2822013.10.04 16:24s/l511.001.355901.355901.37158-61.5017254.60
2832013.10.08 04:00sell stop521.001.355250.000000.00000
2842013.10.09 00:00buy stop531.001.361150.000000.00000
2852013.10.09 06:06sell521.001.355250.000000.00000
2862013.10.09 06:06modify521.001.355251.359171.34545
2872013.10.09 11:12delete531.001.361150.000000.00000
2882013.10.10 01:10modify521.001.355251.358431.34545
2892013.10.10 04:00modify521.001.355251.357521.34545
2902013.10.10 08:00modify521.001.355251.356701.34545
2912013.10.11 08:00buy stop541.001.357070.000000.00000
2922013.10.11 08:57s/l521.001.356701.356701.34545-149.0017105.60
2932013.10.11 09:00buy541.001.357070.000000.00000
2942013.10.11 09:00modify541.001.357071.352401.36875
2952013.10.11 16:35s/l541.001.352401.352401.36875-467.0016638.60
2962013.10.14 04:00buy stop551.001.357240.000000.00000
2972013.10.14 12:31buy551.001.357240.000000.00000
2982013.10.14 12:31modify551.001.357241.353451.36672
2992013.10.15 09:00s/l551.001.353451.353451.36672-383.3016255.30
3002013.10.16 12:00buy stop561.001.356930.000000.00000
3012013.10.17 07:18buy561.001.356930.000000.00000
3022013.10.17 07:18modify561.001.356931.351631.37017
3032013.10.18 08:00modify561.001.356931.353161.37017
3042013.10.18 10:25t/p561.001.370171.353161.370171319.7017575.00