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=25; 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 прибыль3193.10Общая прибыль12298.10Общий убыток-9105.00
Прибыльность1.35Матожидание выигрыша74.26
Абсолютная просадка54.00Максимальная просадка3789.60 (27.40%)Относительная просадка27.40% (3789.60)
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 сделка491.92убыточная сделка-505.83
Максимальное количествонепрерывных выигрышей (прибыль)5 (2507.50)непрерывных проигрышей (убыток)4 (-2200.50)
Максимальнаянепрерывная прибыль (число выигрышей)2507.50 (5)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
62012.04.03 18:29modify21.001.329301.326821.31576
72012.04.03 18:29modify21.001.329301.326301.31576
82012.04.03 18:29modify21.001.329301.325761.31576
92012.04.03 18:31modify21.001.329301.325211.31576
102012.04.03 18:58modify21.001.329301.324661.31576
112012.04.03 18:59modify21.001.329301.324101.31576
122012.04.04 01:41modify21.001.329301.323561.31576
132012.04.04 01:42modify21.001.329301.323041.31576
142012.04.04 01:43modify21.001.329301.322521.31576
152012.04.04 01:44modify21.001.329301.322011.31576
162012.04.04 02:16modify21.001.329301.321501.31576
172012.04.04 02:27modify21.001.329301.320991.31576
182012.04.04 06:25s/l21.001.320991.320991.31576830.0010830.00
192012.04.10 04:00buy stop31.001.315100.000000.00000
202012.04.11 10:01buy31.001.315100.000000.00000
212012.04.11 10:01modify31.001.315101.308511.33158
222012.04.12 17:11modify31.001.315101.317561.33158
232012.04.12 17:11modify31.001.315101.318101.33158
242012.04.12 17:19modify31.001.315101.318671.33158
252012.04.12 19:24s/l31.001.318671.318671.33158344.1011174.10
262012.07.04 12:00sell stop41.001.254870.000000.00000
272012.07.04 13:23sell41.001.254870.000000.00000
282012.07.04 13:23modify41.001.254871.260151.24167
292012.07.05 09:10modify41.001.254871.252401.24167
302012.07.05 11:00s/l41.001.252401.252401.24167244.0011418.10
312012.07.19 04:00buy stop51.001.230360.000000.00000
322012.07.19 07:07buy51.001.230360.000000.00000
332012.07.19 07:07modify51.001.230361.224811.24424
342012.07.19 13:17s/l51.001.224811.224811.24424-555.0010863.10
352012.08.20 08:00buy stop61.001.237550.000000.00000
362012.08.20 12:00sell stop71.001.228880.000000.00000
372012.08.21 06:20buy61.001.237550.000000.00000
382012.08.21 06:20modify61.001.237551.232061.25127
392012.08.21 07:26delete71.001.228880.000000.00000
402012.08.21 10:10modify61.001.237551.240011.25127
412012.08.21 12:00modify61.001.237551.240531.25127
422012.08.21 12:00modify61.001.237551.241051.25127
432012.08.21 12:35modify61.001.237551.241551.25127
442012.08.21 12:38modify61.001.237551.242081.25127
452012.08.21 12:39modify61.001.237551.242641.25127
462012.08.21 12:39modify61.001.237551.243151.25127
472012.08.21 12:48modify61.001.237551.243651.25127
482012.08.21 13:32modify61.001.237551.244151.25127
492012.08.21 14:00modify61.001.237551.244711.25127
502012.08.21 14:59modify61.001.237551.245211.25127
512012.08.21 15:08modify61.001.237551.245721.25127
522012.08.21 15:10modify61.001.237551.246221.25127
532012.08.21 19:03s/l61.001.246221.246221.25127867.0011730.10
542012.08.28 04:00sell stop81.001.245800.000000.00000
552012.08.28 09:30delete81.001.245800.000000.00000
562012.08.30 08:00buy stop91.001.256710.000000.00000
572012.08.31 09:34buy91.001.256710.000000.00000
582012.08.31 09:34modify91.001.256711.251291.27027
592012.08.31 12:21modify91.001.256711.259161.27027
602012.08.31 12:33modify91.001.256711.259711.27027
612012.08.31 12:36modify91.001.256711.260221.27027
622012.08.31 13:50s/l91.001.260221.260221.27027351.0012081.10
632012.10.04 00:00buy stop101.001.293110.000000.00000
642012.10.04 03:10buy101.001.293110.000000.00000
652012.10.04 03:10modify101.001.293111.288571.30445
662012.10.04 12:33modify101.001.293111.295611.30445
672012.10.04 12:33modify101.001.293111.296111.30445
682012.10.04 12:42modify101.001.293111.296641.30445
692012.10.04 12:48s/l101.001.296641.296641.30445353.0012434.10
702012.10.08 12:00sell stop111.001.293010.000000.00000
712012.10.09 07:32sell111.001.293010.000000.00000
722012.10.09 07:32modify111.001.293011.298711.27875
732012.10.09 15:22modify111.001.293011.290511.27875
742012.10.09 15:42modify111.001.293011.289861.27875
752012.10.09 15:45modify111.001.293011.289291.27875
762012.10.09 15:45modify111.001.293011.288791.27875
772012.10.09 23:49modify111.001.293011.288261.27875
782012.10.09 23:49modify111.001.293011.287741.27875
792012.10.10 02:23modify111.001.293011.287231.27875
802012.10.10 02:23modify111.001.293011.286731.27875
812012.10.10 02:33modify111.001.293011.286221.27875
822012.10.10 03:40s/l111.001.286221.286221.27875678.0013112.10
832012.10.19 12:00sell stop121.001.302920.000000.00000
842012.10.19 14:13sell121.001.302920.000000.00000
852012.10.19 14:13modify121.001.302921.307891.29050
862012.10.22 12:00buy stop131.001.308350.000000.00000
872012.10.22 14:22s/l121.001.307891.307891.29050-498.0012614.10
882012.10.22 14:23buy131.001.308350.000000.00000
892012.10.22 14:23modify131.001.308351.303371.32079
902012.10.23 07:03s/l131.001.303371.303371.32079-502.3012111.80
912012.10.23 08:00sell stop141.001.301290.000000.00000
922012.10.23 10:38sell141.001.301290.000000.00000
932012.10.23 10:38modify141.001.301291.306601.28801
942012.10.23 12:45modify141.001.301291.298811.28801
952012.10.23 13:09modify141.001.301291.298261.28801
962012.10.23 16:37s/l141.001.298261.298261.28801303.0012414.80
972012.11.02 04:00sell stop151.001.291940.000000.00000
982012.11.02 05:41sell151.001.291940.000000.00000
992012.11.02 05:41modify151.001.291941.296451.28066
1002012.11.02 09:04modify151.001.291941.289491.28066
1012012.11.02 12:33modify151.001.291941.288971.28066
1022012.11.02 12:37modify151.001.291941.288431.28066
1032012.11.02 12:38modify151.001.291941.287891.28066
1042012.11.02 12:45modify151.001.291941.287371.28066
1052012.11.02 12:54s/l151.001.287371.287371.28066457.0012871.80
1062012.11.19 00:00buy stop161.001.276770.000000.00000
1072012.11.19 02:14buy161.001.276770.000000.00000
1082012.11.19 02:14modify161.001.276771.272431.28761
1092012.11.19 15:46modify161.001.276771.279221.28761
1102012.11.19 22:09s/l161.001.279221.279221.28761245.0013116.80
1112012.11.29 00:00buy stop171.001.296810.000000.00000
1122012.11.29 08:09buy171.001.296810.000000.00000
1132012.11.29 08:09modify171.001.296811.291931.30901
1142012.11.30 07:12modify171.001.296811.299261.30901
1152012.11.30 07:12modify171.001.296811.299821.30901
1162012.11.30 09:46s/l171.001.299821.299821.30901296.7013413.50
1172012.12.24 12:00buy stop181.001.324050.000000.00000
1182012.12.25 00:00sell stop191.001.316890.000000.00000
1192012.12.26 14:49buy181.001.324050.000000.00000
1202012.12.26 14:49modify181.001.324051.318231.33859
1212012.12.27 08:15delete191.001.316890.000000.00000
1222012.12.28 09:21s/l181.001.318231.318231.33859-599.2012814.30
1232012.12.31 08:00sell stop201.001.317500.000000.00000
1242012.12.31 11:40sell201.001.317500.000000.00000
1252012.12.31 11:40modify201.001.317501.323121.30344
1262013.01.02 01:38s/l201.001.323121.323121.30344-564.0012250.30
1272013.01.07 20:00buy stop211.001.312620.000000.00000
1282013.01.07 22:05buy211.001.312620.000000.00000
1292013.01.07 22:05modify211.001.312621.307171.32624
1302013.01.08 13:44s/l211.001.307171.307171.32624-549.3011701.00
1312013.01.09 04:00sell stop221.001.305960.000000.00000
1322013.01.09 11:25sell221.001.305960.000000.00000
1332013.01.09 11:25modify221.001.305961.310811.29384
1342013.01.10 10:35s/l221.001.310811.310811.29384-488.0011213.00
1352013.01.10 12:00buy stop231.001.311730.000000.00000
1362013.01.10 12:52buy231.001.311730.000000.00000
1372013.01.10 12:52modify231.001.311731.306221.32551
1382013.01.10 13:49modify231.001.311731.314221.32551
1392013.01.10 13:50modify231.001.311731.314741.32551
1402013.01.10 13:50modify231.001.311731.315251.32551
1412013.01.10 13:57modify231.001.311731.315801.32551
1422013.01.10 13:57modify231.001.311731.316311.32551
1432013.01.10 14:01modify231.001.311731.316821.32551
1442013.01.10 14:19modify231.001.311731.317331.32551
1452013.01.10 14:21modify231.001.311731.317841.32551
1462013.01.10 15:18modify231.001.311731.318371.32551
1472013.01.10 15:21modify231.001.311731.318881.32551
1482013.01.10 15:23modify231.001.311731.319391.32551
1492013.01.10 17:19modify231.001.311731.319921.32551
1502013.01.10 17:29modify231.001.311731.320441.32551
1512013.01.10 17:30modify231.001.311731.320981.32551
1522013.01.10 17:30modify231.001.311731.321541.32551
1532013.01.10 17:40modify231.001.311731.322091.32551
1542013.01.10 17:48modify231.001.311731.322621.32551
1552013.01.10 17:48t/p231.001.325511.322621.325511378.0012591.00
1562013.01.23 08:00sell stop241.001.328190.000000.00000
1572013.01.23 15:35sell241.001.328190.000000.00000
1582013.01.23 15:35modify241.001.328191.333571.31475
1592013.01.24 06:41s/l241.001.333571.333571.31475-541.0012050.00
1602013.02.19 20:00buy stop251.001.340260.000000.00000
1612013.02.20 00:10buy251.001.340260.000000.00000
1622013.02.20 00:10modify251.001.340261.334981.35346
1632013.02.20 16:13s/l251.001.334981.334981.35346-528.0011522.00
1642013.03.06 04:00buy stop261.001.307590.000000.00000
1652013.03.06 21:35delete261.001.307590.000000.00000
1662013.03.12 08:00sell stop271.001.299550.000000.00000
1672013.03.12 08:21sell271.001.299550.000000.00000
1682013.03.12 08:21modify271.001.299551.304421.28737
1692013.03.12 12:30s/l271.001.304421.304421.28737-487.0011035.00
1702013.03.13 12:00sell stop281.001.298800.000000.00000
1712013.03.13 12:30sell281.001.298800.000000.00000
1722013.03.13 12:30modify281.001.298801.304531.28448
1732013.03.13 13:43modify281.001.298801.296311.28448
1742013.03.13 13:45modify281.001.298801.295801.28448
1752013.03.13 14:10modify281.001.298801.295301.28448
1762013.03.13 15:31s/l281.001.295301.295301.28448350.0011385.00
1772013.04.01 00:00sell stop291.001.279300.000000.00000
1782013.04.01 00:32sell291.001.279300.000000.00000
1792013.04.01 00:32modify291.001.279301.283881.26784
1802013.04.01 14:05s/l291.001.283881.283881.26784-458.0010927.00
1812013.04.02 20:00sell stop301.001.280160.000000.00000
1822013.04.03 01:14sell301.001.280160.000000.00000
1832013.04.03 01:14modify301.001.280161.284571.26914
1842013.04.03 13:33s/l301.001.284571.284571.26914-441.0010486.00
1852013.04.03 16:00buy stop311.001.287090.000000.00000
1862013.04.04 12:39delete311.001.287090.000000.00000
1872013.04.21 21:00sell stop321.001.304000.000000.00000
1882013.04.22 07:40sell321.001.304000.000000.00000
1892013.04.22 07:40modify321.001.304001.309061.29136
1902013.04.23 07:41modify321.001.304001.301511.29136
1912013.04.23 07:45modify321.001.304001.300981.29136
1922013.04.23 08:01modify321.001.304001.300451.29136
1932013.04.23 08:40modify321.001.304001.299931.29136
1942013.04.23 11:13s/l321.001.299931.299931.29136406.0010892.00
1952013.04.25 04:00buy stop331.001.306810.000000.00000
1962013.04.25 09:00buy331.001.306810.000000.00000
1972013.04.25 09:00modify331.001.306811.301031.32127
1982013.04.25 14:00s/l331.001.301031.301031.32127-578.0010314.00
1992013.04.29 04:00buy stop341.001.306090.000000.00000
2002013.04.29 06:16buy341.001.306090.000000.00000
2012013.04.29 06:16modify341.001.306091.301191.31835
2022013.04.29 12:10modify341.001.306091.308591.31835
2032013.04.29 12:12modify341.001.306091.309091.31835
2042013.04.29 12:39s/l341.001.309091.309091.31835300.0010614.00
2052013.05.09 16:00sell stop351.001.307700.000000.00000
2062013.05.09 18:08sell351.001.307700.000000.00000
2072013.05.09 18:08modify351.001.307701.313921.29216
2082013.05.09 18:36modify351.001.307701.305231.29216
2092013.05.09 18:58modify351.001.307701.304701.29216
2102013.05.09 18:59modify351.001.307701.304161.29216
2112013.05.09 19:01modify351.001.307701.303591.29216
2122013.05.09 19:27s/l351.001.303591.303591.29216411.0011025.00
2132013.05.28 08:00sell stop361.001.288560.000000.00000
2142013.05.28 14:14sell361.001.288560.000000.00000
2152013.05.28 14:14modify361.001.288561.293581.27600
2162013.05.29 10:54s/l361.001.293581.293581.27600-503.0010522.00
2172013.07.02 12:00sell stop371.001.301030.000000.00000
2182013.07.02 12:28sell371.001.301030.000000.00000
2192013.07.02 12:28modify371.001.301031.306351.28773
2202013.07.03 07:08modify371.001.301031.298541.28773
2212013.07.03 07:19modify371.001.301031.298021.28773
2222013.07.03 07:25modify371.001.301031.297511.28773
2232013.07.03 07:43modify371.001.301031.296901.28773
2242013.07.03 07:53modify371.001.301031.296371.28773
2252013.07.03 07:54modify371.001.301031.295851.28773
2262013.07.03 07:57modify371.001.301031.295301.28773
2272013.07.03 08:54s/l371.001.295301.295301.28773572.0011094.00
2282013.07.18 16:00sell stop381.001.306300.000000.00000
2292013.07.22 00:07delete381.001.306300.000000.00000
2302013.07.31 08:00buy stop391.001.329230.000000.00000
2312013.07.31 08:36buy391.001.329230.000000.00000
2322013.07.31 08:36modify391.001.329231.324561.34091
2332013.07.31 12:19s/l391.001.324561.324561.34091-467.0010627.00
2342013.08.06 12:00buy stop401.001.330210.000000.00000
2352013.08.06 12:44buy401.001.330210.000000.00000
2362013.08.06 12:44modify401.001.330211.324721.34393
2372013.08.08 05:43modify401.001.330211.332661.34393
2382013.08.08 07:00modify401.001.330211.333161.34393
2392013.08.08 07:00modify401.001.330211.333671.34393
2402013.08.08 07:00modify401.001.330211.334211.34393
2412013.08.08 08:02s/l401.001.334211.334211.34393382.8011009.80
2422013.08.12 04:00sell stop411.001.331050.000000.00000
2432013.08.12 07:30sell411.001.331050.000000.00000
2442013.08.12 07:30modify411.001.331051.335241.32057
2452013.08.13 12:35modify411.001.331051.328601.32057
2462013.08.13 12:49modify411.001.331051.328041.32057
2472013.08.13 13:34modify411.001.331051.327471.32057
2482013.08.13 14:04modify411.001.331051.326951.32057
2492013.08.13 14:05modify411.001.331051.326261.32057
2502013.08.13 18:51s/l411.001.326261.326261.32057478.0011487.80
2512013.08.15 12:00buy stop421.001.330650.000000.00000
2522013.08.15 14:09delete421.001.330650.000000.00000
2532013.08.15 16:00sell stop431.001.319840.000000.00000
2542013.08.15 17:14delete431.001.319840.000000.00000
2552013.08.27 16:00buy stop441.001.340570.000000.00000
2562013.08.28 12:00sell stop451.001.332900.000000.00000
2572013.08.28 13:35sell451.001.332900.000000.00000
2582013.08.28 13:35modify451.001.332901.338451.31902
2592013.08.28 13:51delete441.001.340570.000000.00000
2602013.08.29 06:47modify451.001.332901.330311.31902
2612013.08.29 06:48modify451.001.332901.329671.31902
2622013.08.29 06:55modify451.001.332901.329161.31902
2632013.08.29 07:47modify451.001.332901.328631.31902
2642013.08.29 07:50modify451.001.332901.328111.31902
2652013.08.29 10:14modify451.001.332901.327571.31902
2662013.08.29 10:32modify451.001.332901.327011.31902
2672013.08.29 12:36modify451.001.332901.326481.31902
2682013.08.29 12:37modify451.001.332901.325961.31902
2692013.08.29 14:20modify451.001.332901.325451.31902
2702013.08.29 14:59modify451.001.332901.324881.31902
2712013.08.29 17:44s/l451.001.324881.324881.31902799.0012286.80
2722013.09.04 16:00buy stop461.001.322470.000000.00000
2732013.09.05 14:15delete461.001.322470.000000.00000
2742013.09.09 12:00buy stop471.001.320490.000000.00000
2752013.09.09 12:18buy471.001.320490.000000.00000
2762013.09.09 12:18modify471.001.320491.315751.33235
2772013.09.09 14:45modify471.001.320491.322941.33235
2782013.09.09 15:01modify471.001.320491.323441.33235
2792013.09.09 16:07modify471.001.320491.323981.33235
2802013.09.09 16:07modify471.001.320491.324491.33235
2812013.09.09 16:10modify471.001.320491.325001.33235
2822013.09.09 16:10modify471.001.320491.325501.33235
2832013.09.09 20:28s/l471.001.325501.325501.33235501.0012787.80
2842013.09.13 20:00buy stop481.001.331680.000000.00000
2852013.09.15 21:00buy481.001.331680.000000.00000
2862013.09.15 21:00modify481.001.331681.326691.34416
2872013.09.15 21:03modify481.001.331681.334161.34416
2882013.09.15 21:04modify481.001.331681.334671.34416
2892013.09.15 21:50modify481.001.331681.335191.34416
2902013.09.16 08:40s/l481.001.335191.335191.34416346.7013134.50
2912013.09.24 08:00buy stop491.001.352580.000000.00000
2922013.09.25 15:22buy491.001.352580.000000.00000
2932013.09.25 15:22modify491.001.352581.347751.36466
2942013.09.26 15:11s/l491.001.347751.347751.36466-495.9012638.60
2952013.09.26 16:00sell stop501.001.346800.000000.00000
2962013.09.30 16:00buy stop511.001.356300.000000.00000
2972013.10.01 06:40buy511.001.356300.000000.00000
2982013.10.01 06:40modify511.001.356301.350191.37158
2992013.10.01 06:40delete501.001.346800.000000.00000
3002013.10.03 02:02modify511.001.356301.358771.37158
3012013.10.03 02:02modify511.001.356301.359301.37158
3022013.10.03 02:07modify511.001.356301.359801.37158
3032013.10.03 06:10s/l511.001.359801.359801.37158332.8012971.40
3042013.10.08 04:00sell stop521.001.355250.000000.00000
3052013.10.09 00:00buy stop531.001.361150.000000.00000
3062013.10.09 06:06sell521.001.355250.000000.00000
3072013.10.09 06:06modify521.001.355251.359171.34545
3082013.10.09 11:12delete531.001.361150.000000.00000
3092013.10.09 13:29modify521.001.355251.352781.34545
3102013.10.09 18:01modify521.001.355251.352181.34545
3112013.10.09 18:01modify521.001.355251.351601.34545
3122013.10.09 18:21s/l521.001.351601.351601.34545365.0013336.40
3132013.10.11 08:00buy stop541.001.357070.000000.00000
3142013.10.11 09:00buy541.001.357070.000000.00000
3152013.10.11 09:00modify541.001.357071.352401.36875
3162013.10.11 16:35s/l541.001.352401.352401.36875-467.0012869.40
3172013.10.14 04:00buy stop551.001.357240.000000.00000
3182013.10.14 12:31buy551.001.357240.000000.00000
3192013.10.14 12:31modify551.001.357241.353451.36672
3202013.10.15 09:00s/l551.001.353451.353451.36672-383.3012486.10
3212013.10.16 12:00buy stop561.001.356930.000000.00000
3222013.10.17 07:18buy561.001.356930.000000.00000
3232013.10.17 07:18modify561.001.356931.351631.37017
3242013.10.17 07:36modify561.001.356931.359381.37017
3252013.10.17 07:57modify561.001.356931.359891.37017
3262013.10.17 08:00modify561.001.356931.360401.37017
3272013.10.17 08:00modify561.001.356931.360951.37017
3282013.10.17 11:18modify561.001.356931.361461.37017
3292013.10.17 11:29modify561.001.356931.361961.37017
3302013.10.17 11:29modify561.001.356931.362471.37017
3312013.10.17 12:05modify561.001.356931.362991.37017
3322013.10.17 12:06modify561.001.356931.363501.37017
3332013.10.17 12:15modify561.001.356931.364001.37017
3342013.10.17 12:40s/l561.001.364001.364001.37017707.0013193.10