Strategy Tester Report
Incognito Scalper v1.4.10.G
Alpari-ECN-Demo (Build 1260)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период5 Минут (M5) 2018.01.08 08:20 - 2018.12.20 23:55 (2018.01.08 - 2018.12.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыOrderComment="NYCloseScalper USDCHF"; MagicNumber=223344; LotType=0; Lots=0.1; AmountDivider=500; NextOrderLotFactor=0; RecoveryLotFactor=1; RecoveryAllSymbols=true; EquityHardStop=0; SlippagePoints=15; S_5="<==== Trade Time Filter ====>"; GMT_Offset=2; BrokerDstMode=0; TradeAllDaysInTheSameTime=false; S_50="<== SUNDAY / ALL DAYS ==>"; SUNDAY_Enabled=true; SUNDAY_Start_Trade_Hour=22; SUNDAY_Start_Trade_Minute=0; SUNDAY_End_Trade_Hour=24; SUNDAY_End_Trade_Minute=0; S_51="<== MONDAY ==>"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=24; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=22; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=24; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=24; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=22; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=24; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=false; FRIDAY_Start_Trade_Hour=22; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=24; FRIDAY_End_Trade_Minute=0; S_6="<==== Roll Over Filter ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=false; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; UnstopOrdersInRollover=false; UnStopMinutesBeforeRollOver=7; ReStopMinutesAfterRollOver=20; WaitMinutesBetweenEntries=15; WaitMinutesAfterLoss=15; TradingLogicSettingsStr="#======= Trading logic settings =======#"; MaxSpreadPips=4; RangeFilterPips=170; RangeFilterHours=10; StopLossPips=39; TakeProfitPips=35; CloseMinutesAfterSession=180; BarsToAveragePrice=29; ChannelFactor=1.85; FirstBarForPriceAveraging=0; CorrectionPips=0.1; OpenDeviationPips=3; TargetProfitPips=1.3; UseMidPrice=true; UseSquareDeviation=true; MinutesToGiveUp=0; _22_="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=30; TimeAfterNews=120; ConsiderHighImpactNews=true; ConsiderMediumImpactNews=true; ConsiderLowImpactNews=false; DrawNewsLinesOnTheChart=true; NewsSymb="USD,EUR,GBP,CHF,CAD,AUD,NZD,JPY"; ColorHigh=Red; ColorMedium=Lime; ColorLow=Blue;
Баров в истории71609Смоделировано тиков27168259Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спре䏥६Ґ­­лҐ
Чистая прибыль192.40Общая прибыль369.58Общий убыток-177.18
Прибыльность2.09Матожидание выигрыша1.34
Абсолютная просадка6.19Максимальная просадка54.31 (4.82%)Относительная просадка4.82% (54.31)
Всего сделок144Короткие позиции (% выигравших)57 (75.44%)Длинные позиции (% выигравших)87 (80.46%)
Прибыльные сделки (% от всех)113 (78.47%)Убыточные сделки (% от всех)31 (21.53%)
Самая большаяприбыльная сделка14.55убыточная сделка-27.13
Средняяприбыльная сделка3.27убыточная сделка-5.72
Максимальное количествонепрерывных выигрышей (прибыль)13 (35.07)непрерывных проигрышей (убыток)3 (-9.85)
Макс.непрерывная прибыль (число выигрышей)57.10 (10)непрерывный убыток (число проигрышей)-31.36 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12018.01.10 00:19sell10.100.983800.987700.98030
22018.01.10 00:26close10.100.982770.987700.980309.981009.98
32018.01.11 00:24sell20.100.978580.982480.97508
42018.01.11 01:00close20.100.978200.982480.975083.381013.36
52018.01.11 01:30buy30.100.977660.973760.98116
62018.01.11 02:18close30.100.978010.973760.981163.081016.44
72018.01.12 00:15sell40.100.976490.980390.97299
82018.01.12 00:15close40.100.976130.980390.972993.191019.63
92018.01.12 00:15buy50.100.975680.971780.97918
102018.01.12 01:02close50.100.975930.971780.979182.061021.69
112018.01.17 00:30sell60.100.960060.963960.95656
122018.01.17 01:12close60.100.959560.963960.956564.711026.40
132018.01.17 01:36buy70.100.959100.955200.96260
142018.01.17 02:03close70.100.959390.955200.962602.521028.92
152018.01.18 00:59sell80.100.966560.970460.96306
162018.01.18 01:30close80.100.965110.970460.9630614.521043.44
172018.01.22 00:15buy90.100.960820.956920.96432
182018.01.22 01:15close90.100.962110.956920.9643212.911056.35
192018.01.23 00:16buy100.100.961810.957910.96531
202018.01.23 00:58close100.100.961930.957910.965310.751057.10
212018.01.24 01:38buy110.100.957370.953470.96087
222018.01.24 02:43close110.100.957340.953470.96087-0.811056.29
232018.01.25 00:19buy120.100.945300.941400.94880
242018.01.25 00:50close120.100.945630.941400.948802.991059.28
252018.01.25 01:31sell130.100.946190.950090.94269
262018.01.25 02:45close130.100.946120.950090.942690.241059.52
272018.01.26 00:26sell140.100.942060.945960.93856
282018.01.26 01:15close140.100.941620.945960.938564.171063.69
292018.01.30 01:08buy150.100.937280.933380.94078
302018.01.30 01:10close150.100.937610.933380.940783.021066.71
312018.01.31 01:38sell160.100.935080.938980.93158
322018.01.31 01:53close160.100.934710.938980.931583.461070.17
332018.02.01 01:43buy170.100.930980.927080.93448
342018.02.01 01:59close170.100.931320.927080.934483.151073.32
352018.02.05 00:15sell180.100.932340.936240.92884
362018.02.05 01:07close180.100.932030.936240.928842.831076.15
372018.02.07 01:25buy190.100.935490.931590.93899
382018.02.07 01:51close190.100.936050.931590.938995.481081.63
392018.02.08 01:59buy200.100.942680.938780.94618
402018.02.08 02:20close200.100.943110.938780.946184.061085.69
412018.02.09 00:29buy210.100.935780.931880.93928
422018.02.09 00:35close210.100.936080.931880.939282.701088.39
432018.02.09 01:22buy220.100.935580.931680.93908
442018.02.09 02:06close220.100.935650.931680.939080.251088.64
452018.02.13 01:37buy230.100.938900.935000.94240
462018.02.13 03:18close230.100.938770.935000.94240-1.881086.76
472018.02.14 00:58sell240.100.935530.939430.93203
482018.02.14 01:21close240.100.935230.939430.932032.711089.47
492018.02.15 00:17buy250.100.928870.924970.93237
502018.02.15 02:11close250.100.928670.924970.93237-2.651086.82
512018.02.16 00:33sell260.100.922400.926300.91890
522018.02.16 01:33close260.100.922380.926300.91890-0.281086.54
532018.02.19 01:13buy270.100.926840.922940.93034
542018.02.19 01:56close270.100.927040.922940.930341.661088.20
552018.02.20 01:49sell280.100.929550.933450.92605
562018.02.20 02:12close280.100.929290.933450.926052.301090.50
572018.02.21 01:15sell290.100.936760.940660.93326
582018.02.21 01:51close290.100.936510.940660.933262.171092.67
592018.02.22 00:24sell300.100.939270.943170.93577
602018.02.22 01:19close300.100.938950.943170.935772.911095.58
612018.02.23 00:30buy310.100.932680.928780.93618
622018.02.23 01:00close310.100.932920.928780.936182.071097.65
632018.02.26 00:40sell320.100.937130.941030.93363
642018.02.26 01:05close320.100.936840.941030.933632.601100.25
652018.02.27 01:16sell330.100.938520.942420.93502
662018.02.27 01:24close330.100.938210.942420.935022.801103.05
672018.02.27 01:31sell340.100.938800.942700.93530
682018.02.27 02:02close340.100.938330.942700.935304.511107.56
692018.02.28 01:59sell350.100.939450.943350.93595
702018.02.28 02:25close350.100.939220.943350.935951.951109.51
712018.03.02 00:53buy360.100.941520.937620.94502
722018.03.02 01:00close360.100.941840.937620.945022.901112.41
732018.03.05 00:15buy370.100.935480.931580.93898
742018.03.05 00:46close370.100.936890.931580.9389814.551126.96
752018.03.07 00:32buy380.100.940170.936270.94367
762018.03.07 03:10close380.100.937920.936270.94367-24.491102.47
772018.03.09 00:40buy390.100.950660.946760.95416
782018.03.09 00:59close390.100.950900.946760.954162.021104.49
792018.03.09 01:36sell400.100.951480.955380.94798
802018.03.09 02:19close400.100.951270.955380.947981.711106.20
812018.03.13 00:02sell410.100.947830.951730.94433
822018.03.13 01:06close410.100.947720.951730.944330.661106.86
832018.03.13 23:23buy420.100.943700.939800.94720
842018.03.13 23:41close420.100.943990.939800.947202.571109.43
852018.03.15 23:29buy430.100.951290.947390.95479
862018.03.16 00:31close430.100.951510.947390.954792.161111.59
872018.03.19 23:15sell440.100.951120.955020.94762
882018.03.20 01:02close440.100.951370.955020.94762-4.231107.36
892018.03.23 00:13buy450.100.948650.944750.95215
902018.03.23 03:13close450.100.946130.944750.95215-27.131080.23
912018.03.27 00:01sell460.100.946020.949920.94252
922018.03.27 00:15close460.100.945230.949920.942527.861088.09
932018.03.27 23:29buy470.100.946730.942830.95023
942018.03.28 02:30close470.100.946170.942830.95023-6.071082.02
952018.03.29 23:37sell480.100.956600.960500.95310
962018.03.29 23:50close480.100.956260.960500.953103.061085.08
972018.04.02 23:15sell490.100.955060.958960.95156
982018.04.03 00:00close490.100.954740.958960.951561.751086.83
992018.04.03 23:15buy500.100.958740.954840.96224
1002018.04.04 00:03close500.100.959070.954840.962243.291090.12
1012018.04.04 00:07buy510.100.958640.954740.96214
1022018.04.04 00:10close510.100.958970.954740.962142.941093.06
1032018.04.04 23:15sell520.100.961090.964990.95759
1042018.04.05 00:04close520.100.960650.964990.957590.771093.83
1052018.04.05 00:41buy530.100.960340.956440.96384
1062018.04.05 00:42close530.100.960740.956440.963843.661097.49
1072018.04.06 00:05buy540.100.963280.959380.96678
1082018.04.06 00:17close540.100.963610.959380.966782.921100.41
1092018.04.09 00:16sell550.100.959260.963160.95576
1102018.04.09 00:31close550.100.958940.963160.955762.841103.25
1112018.04.09 00:43sell560.100.959360.963260.95586
1122018.04.09 00:47close560.100.958930.963260.955863.981107.23
1132018.04.12 00:05buy570.100.957570.953670.96107
1142018.04.12 01:08close570.100.957680.953670.961070.651107.88
1152018.04.17 23:16buy580.100.965640.961740.96914
1162018.04.17 23:44close580.100.965900.961740.969142.191110.07
1172018.04.18 23:16buy590.100.967900.964000.97140
1182018.04.18 23:36close590.100.968240.964000.971403.011113.08
1192018.04.23 00:13sell600.100.975440.979340.97194
1202018.04.23 00:18close600.100.975000.979340.971944.011117.09
1212018.04.25 23:37sell610.100.983260.987160.97976
1222018.04.26 00:05close610.100.983010.987160.97976-1.271115.82
1232018.05.10 23:27sell620.101.002781.006680.99928
1242018.05.11 01:05close620.101.003061.006680.99928-4.391111.43
1252018.05.14 23:52sell630.101.000491.004390.99699
1262018.05.15 00:12close630.101.000221.004390.996991.101112.53
1272018.05.15 23:40buy640.101.001340.997441.00484
1282018.05.16 01:05close640.101.001370.997441.004840.151112.68
1292018.05.17 00:24buy650.101.000750.996851.00425
1302018.05.17 02:30close650.101.000720.996851.00425-0.801111.88
1312018.05.24 00:12buy660.100.995310.991410.99881
1322018.05.24 02:55close660.100.994430.991410.99881-9.351102.53
1332018.05.25 00:20buy670.100.990820.986920.99432
1342018.05.25 00:42close670.100.991800.986920.994329.381111.91
1352018.05.30 23:53buy680.100.989070.985170.99257
1362018.05.31 00:22close680.100.989330.985170.992573.181115.09
1372018.05.31 23:16sell690.100.985860.989760.98236
1382018.06.01 01:00close690.100.985800.989760.98236-0.991114.10
1392018.06.05 00:41buy700.100.987760.983860.99126
1402018.06.05 00:43close700.100.988180.983860.991263.751117.85
1412018.06.08 00:49buy710.100.980040.976140.98354
1422018.06.08 01:01close710.100.980330.976140.983542.461120.31
1432018.06.12 00:32sell720.100.985740.989640.98224
1442018.06.12 01:03close720.100.985550.989640.982241.431121.74
1452018.06.12 23:52sell730.100.986900.990800.98340
1462018.06.13 01:57close730.100.987110.990800.98340-3.731118.01
1472018.06.14 23:40sell740.100.996701.000600.99320
1482018.06.15 01:00close740.100.996691.000600.99320-1.501116.50
1492018.06.18 23:24sell750.100.995110.999010.99161
1502018.06.19 01:35close750.100.995410.999010.99161-4.611111.89
1512018.06.19 23:18buy760.100.994360.990460.99786
1522018.06.20 00:02close760.100.994700.990460.997863.271115.16
1532018.06.21 23:18sell770.100.991770.995670.98827
1542018.06.22 00:12close770.100.991460.995670.988271.531116.69
1552018.06.25 00:11sell780.100.988330.992230.98483
1562018.06.25 01:00close780.100.988230.992230.984830.511117.20
1572018.06.26 23:57buy790.100.990620.986720.99412
1582018.06.27 00:05close790.100.991050.986720.994124.191121.39
1592018.06.27 00:16buy800.100.990610.986710.99411
1602018.06.27 00:18close800.100.991140.986710.994114.851126.24
1612018.06.28 00:08buy810.100.996750.992851.00025
1622018.06.28 00:50close810.100.996980.992851.000251.811128.05
1632018.07.02 23:15buy820.100.993740.989840.99724
1642018.07.03 00:54close820.100.993660.989840.99724-0.961127.09
1652018.07.04 23:16sell830.100.993030.996930.98953
1662018.07.04 23:52close830.100.992530.996930.989534.541131.63
1672018.07.09 23:32buy840.100.991550.987650.99505
1682018.07.10 00:33close840.100.991720.987650.995051.561133.19
1692018.07.12 00:12buy850.100.995570.991670.99907
1702018.07.12 01:01close850.100.995750.991670.999071.311134.50
1712018.07.17 23:29sell860.100.999801.003700.99630
1722018.07.18 02:11close860.101.000481.003700.99630-8.401126.10
1732018.07.18 23:45buy870.100.998880.994981.00238
1742018.07.19 00:58close870.100.998920.994981.002380.951127.05
1752018.07.23 23:23buy880.100.992650.988750.99615
1762018.07.23 23:42close880.100.992950.988750.996152.521129.57
1772018.07.23 23:55buy890.100.992580.988680.99608
1782018.07.23 23:55close890.100.992920.988680.996082.921132.49
1792018.07.31 23:58sell900.100.990380.994280.98688
1802018.08.01 01:52close900.100.990420.994280.98688-2.001130.49
1812018.08.08 00:42sell910.100.995980.999880.99248
1822018.08.08 01:23close910.100.995800.999880.992481.311131.80
1832018.08.09 00:10buy920.100.992700.988800.99620
1842018.08.09 00:11close920.100.993140.988800.996203.931135.73
1852018.08.13 00:22buy930.100.994300.990400.99780
1862018.08.13 02:09close930.100.993750.990400.99780-6.031129.70
1872018.08.13 23:25buy940.100.993140.989240.99664
1882018.08.14 00:40close940.100.993320.989240.996641.661131.36
1892018.08.15 23:49sell950.100.993640.997540.99014
1902018.08.16 01:19close950.100.993650.997540.99014-3.911127.45
1912018.08.20 23:18buy960.100.991480.987580.99498
1922018.08.21 01:50close960.100.990780.987580.99498-7.221120.23
1932018.08.21 23:49buy970.100.984810.980910.98831
1942018.08.22 00:06close970.100.985340.980910.988315.231125.46
1952018.08.29 23:15buy980.100.970610.966710.97411
1962018.08.30 00:33close980.100.970830.966710.974112.821128.28
1972018.09.03 00:28sell990.100.969920.973820.96642
1982018.09.03 01:00close990.100.969590.973820.966422.901131.18
1992018.09.06 00:21buy1000.100.971460.967560.97496
2002018.09.06 01:26close1000.100.971550.967560.974960.431131.61
2012018.09.06 23:15buy1010.100.965390.961490.96889
2022018.09.07 00:55close1010.100.965430.961490.968890.261131.87
2032018.09.10 23:36buy1020.100.974690.970790.97819
2042018.09.10 23:59close1020.100.975060.970790.978193.291135.16
2052018.09.11 23:15buy1030.100.972790.968890.97629
2062018.09.12 00:38close1030.100.972780.968890.97629-0.251134.91
2072018.09.13 23:39buy1040.100.965240.961340.96874
2082018.09.13 23:56close1040.100.965620.961340.968743.441138.35
2092018.09.17 23:59sell1050.100.962450.966350.95895
2102018.09.18 01:21close1050.100.962330.966350.95895-0.351138.00
2112018.09.18 23:34buy1060.100.964260.960360.96776
2122018.09.19 00:35close1060.100.964780.960360.967765.241143.24
2132018.09.19 23:21sell1070.100.967420.971320.96392
2142018.09.19 23:59close1070.100.967170.971320.963922.081145.32
2152018.09.24 00:05buy1080.100.958270.954370.96177
2162018.09.24 00:10close1080.100.958730.954370.961774.301149.62
2172018.09.24 00:14sell1090.100.959110.963010.95561
2182018.09.24 00:18close1090.100.958620.963010.955614.611154.23
2192018.10.02 00:22buy1100.100.983370.979470.98687
2202018.10.02 00:24close1100.100.983890.979470.986874.791159.02
2212018.10.03 23:15sell1110.100.990450.994350.98695
2222018.10.04 00:45close1110.100.991090.994350.98695-10.271148.75
2232018.10.08 23:23buy1120.100.992040.988140.99554
2242018.10.09 00:01close1120.100.992380.988140.995543.281152.03
2252018.10.10 23:17buy1130.100.990960.987060.99446
2262018.10.11 02:17close1130.100.989330.987060.99446-15.931136.10
2272018.10.16 23:23sell1140.100.990550.994450.98705
2282018.10.17 00:41close1140.100.990480.994450.98705-0.891135.21
2292018.10.19 00:56buy1150.100.995270.991370.99877
2302018.10.19 00:59close1150.100.995590.991370.998772.711137.92
2312018.10.23 23:53buy1160.100.994790.990890.99829
2322018.10.24 00:24close1160.100.995090.990890.998292.861140.78
2332018.10.29 23:15sell1170.101.002081.005980.99858
2342018.10.30 00:27close1170.101.001911.005980.998580.101140.88
2352018.11.01 23:25sell1180.101.002641.006540.99914
2362018.11.01 23:25close1180.101.002291.006540.999142.991143.87
2372018.11.01 23:26buy1190.101.001850.997951.00535
2382018.11.01 23:29close1190.101.002570.997951.005356.681150.55
2392018.11.01 23:46sell1200.101.002691.006590.99919
2402018.11.01 23:47close1200.101.002311.006590.999193.291153.84
2412018.11.05 00:22buy1210.101.002930.999031.00643
2422018.11.05 02:01close1210.101.002750.999031.00643-2.301151.54
2432018.11.07 01:49buy1220.101.002270.998371.00577
2442018.11.07 03:17close1220.101.001500.998371.00577-8.191143.35
2452018.11.09 00:15buy1230.101.005761.001861.00926
2462018.11.09 01:20close1230.101.005811.001861.009260.001143.35
2472018.11.12 00:51sell1240.101.006251.010151.00275
2482018.11.12 01:46close1240.101.005971.010151.002752.281145.63
2492018.11.14 00:32buy1250.101.006941.003041.01044
2502018.11.14 00:33close1250.101.007441.003041.010444.461150.09
2512018.11.14 00:50buy1260.101.006751.002851.01025
2522018.11.14 02:52close1260.101.006271.002851.01025-5.271144.82
2532018.11.15 00:15sell1270.101.006881.010781.00338
2542018.11.15 01:00close1270.101.006151.010781.003386.761151.58
2552018.11.15 01:49buy1280.101.005621.001721.00912
2562018.11.15 02:24close1280.101.006111.001721.009124.371155.95
2572018.11.19 01:30buy1290.100.999300.995401.00280
2582018.11.19 01:33close1290.100.999700.995401.002803.501159.45
2592018.11.20 01:21buy1300.100.993070.989170.99657
2602018.11.20 02:17close1300.100.993180.989170.996570.611160.06
2612018.11.23 00:29buy1310.100.994120.990220.99762
2622018.11.23 01:00close1310.100.994450.990220.997622.821162.88
2632018.11.27 01:02buy1320.100.998220.994321.00172
2642018.11.27 01:27close1320.100.998460.994321.001721.901164.78
2652018.11.27 01:34buy1330.100.998060.994161.00156
2662018.11.27 01:49close1330.100.998400.994161.001562.911167.69
2672018.11.29 00:38sell1340.100.994080.997980.99058
2682018.11.29 00:42close1340.100.993700.997980.990583.321171.01
2692018.12.03 01:34buy1350.100.998740.994841.00224
2702018.12.03 02:03close1350.100.999000.994841.002242.101173.11
2712018.12.06 01:06buy1360.100.997180.993281.00068
2722018.12.06 02:15close1360.100.997300.993281.000680.701173.81
2732018.12.10 00:15sell1370.100.990440.994340.98694
2742018.12.10 01:00close1370.100.990060.994340.986943.341177.15
2752018.12.11 01:17buy1380.100.989820.985920.99332
2762018.12.11 03:51close1380.100.988780.985920.99332-11.021166.13
2772018.12.13 00:44buy1390.100.992350.988450.99585
2782018.12.13 00:44close1390.100.993070.988450.995856.751172.88
2792018.12.14 00:29buy1400.100.993320.989420.99682
2802018.12.14 00:31close1400.100.993770.989420.996824.031176.91
2812018.12.14 00:54sell1410.100.994340.998240.99084
2822018.12.14 00:54close1410.100.993950.998240.990843.421180.33
2832018.12.18 01:19buy1420.100.992680.988780.99618
2842018.12.18 02:32close1420.100.992840.988780.996181.111181.44
2852018.12.19 00:35buy1430.100.992370.988470.99587
2862018.12.19 01:50close1430.100.992570.988470.995871.511182.95
2872018.12.20 00:30buy1440.100.993690.989790.99719
2882018.12.20 00:32close1440.100.994680.989790.997199.451192.40