Strategy Tester Report
Massimiliano Scorpio v1.0 (2)
Alpari-Pro.ECN-Demo (Build 1280)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Час (H1) 2010.01.01 02:00 - 2021.01.28 09:00 (2010.01.01 - 2021.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== GENERAL SETTINGS ====>"; SetName="Massimiliano Scorpio GBPUSD v1.0"; MagicNumber=32100; Max_Spread_Buy=0; Max_Spread_Sell=0; Lots=0.01; Auto_MM=0; S_2="<==== TP/SL SETTINGS ====>"; TakeProfitType=2; StopLossType=3; S_21="<== TP/SL ==>"; ATR_Period=215; Take_Profit=81; Stop_Loss=299; S_3="<==== ENTER SETTINGS ====>"; MinCandlesSize=7; MaxCandlesSize=25; MinDistanceBetweenTails=2; MinTailSizePercent=6; S_41="<==== Breakeven ====>"; BEStartPercent=0; BE_Step=1; S_43="<==== Trailing stop ====>"; TrailingStartPercent=0; TrailingDistancePercent=5; TrailingStep=1; DeleteTakeProfit=false; S_11="<==== OTHER SETTINGS ====>"; showinfopanel=true; Col_info=DarkSlateGray; LogMode=1;
Баров в истории69143Смоделировано тиков211936124Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль489.64Общая прибыль527.74Общий убыток-38.10
Прибыльность13.85Матожидание выигрыша8.30
Абсолютная просадка54.03Максимальная просадка138.64 (1.35%)Относительная просадка1.35% (138.64)
Всего сделок59Короткие позиции (% выигравших)29 (93.10%)Длинные позиции (% выигравших)30 (90.00%)
Прибыльные сделки (% от всех)54 (91.53%)Убыточные сделки (% от всех)5 (8.47%)
Самая большаяприбыльная сделка152.93убыточная сделка-20.72
Средняяприбыльная сделка9.77убыточная сделка-7.62
Максимальное количествонепрерывных выигрышей (прибыль)45 (319.72)непрерывных проигрышей (убыток)1 (-20.72)
Макс.непрерывная прибыль (число выигрышей)319.72 (45)непрерывный убыток (число проигрышей)-20.72 (1)
Среднийнепрерывный выигрыш9непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.29 18:00sell10.011.602450.000000.00000
22010.01.29 18:00modify10.011.602452.565651.59435
32010.02.01 00:06t/p10.011.594302.565651.594358.0910008.09
42010.02.02 18:00buy20.011.596850.000000.00000
52010.02.02 18:00modify20.011.596850.644721.60495
62010.02.03 09:39t/p20.011.605000.644721.604958.0610016.15
72010.03.08 11:00buy30.011.518750.000000.00000
82010.03.08 11:00modify30.011.518750.479591.52685
92010.03.17 09:17t/p30.011.526850.479591.526857.6510023.81
102010.04.20 19:00buy40.011.537450.000000.00000
112010.04.20 19:00modify40.011.537450.659041.54555
122010.04.22 09:15t/p40.011.545550.659041.545557.8810031.69
132010.05.06 15:00buy50.011.507800.000000.00000
142010.05.06 15:00modify50.011.507800.594421.51590
152010.06.24 10:00sell60.011.496050.000000.00000
162010.06.24 10:00modify60.011.496052.468371.48795
172010.06.25 11:39t/p60.011.487952.468371.487958.0410039.72
182010.06.28 11:00sell70.011.502650.000000.00000
192010.06.28 11:00modify70.011.502652.436531.49455
202010.06.30 17:46t/p70.011.494402.436531.494558.1610047.88
212010.07.01 18:27t/p50.011.515900.594421.515905.5410053.42
222010.07.06 08:00buy80.011.515500.000000.00000
232010.07.06 08:00modify80.011.515500.641491.52360
242010.07.08 09:26t/p80.011.523650.641491.523607.9310061.35
252010.08.13 10:00buy90.011.564300.000000.00000
262010.08.13 10:00modify90.011.564300.709451.57240
272010.08.20 09:00sell100.011.555950.000000.00000
282010.08.20 09:00modify100.011.555952.479461.54785
292010.08.20 13:24t/p100.011.547802.479461.547858.1110069.46
302010.09.15 17:00sell110.011.553600.000000.00000
312010.09.15 17:00modify110.011.553602.329251.54550
322010.09.17 10:54t/p90.011.572400.709451.572406.4810075.95
332010.10.06 10:00buy120.011.592500.000000.00000
342010.10.06 10:00modify120.011.592500.730871.60060
352010.10.07 14:14t/p120.011.600600.730871.600607.9210083.87
362010.11.11 10:00buy130.011.616640.000000.00000
372010.11.11 10:00modify130.011.616640.693681.62474
382010.12.21 14:24t/p110.011.545492.329251.545505.7410089.62
392010.12.30 16:00sell140.011.541850.000000.00000
402010.12.30 16:00modify140.011.541852.249741.53375
412011.02.03 11:28t/p130.011.625160.693681.624744.7010094.32
422011.03.01 18:00buy150.011.630930.000000.00000
432011.03.01 18:00modify150.011.630930.871011.63903
442011.03.22 12:13t/p150.011.639050.871011.639037.1310101.45
452011.04.27 20:00buy160.011.655040.000000.00000
462011.04.27 20:00modify160.011.655040.909641.66314
472011.04.27 22:37t/p160.011.663150.909641.663148.0710109.52
482011.05.30 00:00buy170.011.650790.000000.00000
492011.05.30 00:00modify170.011.650790.874501.65889
502011.08.17 18:59t/p170.011.658920.874501.658894.5410114.06
512011.09.07 10:00buy180.011.601610.000000.00000
522011.09.07 10:00modify180.011.601610.838781.60971
532011.09.22 15:44t/p140.011.533632.249741.533751.8010115.85
542011.10.10 16:00sell190.011.563240.000000.00000
552011.10.10 16:00modify190.011.563242.531761.55514
562011.10.12 04:04t/p190.011.555142.531761.555148.0110123.86
572011.10.27 19:03t/p180.011.609770.838781.609715.7810129.64
582011.11.01 03:00buy200.011.608610.000000.00000
592011.11.01 03:00modify200.011.608610.722491.61671
602011.11.30 18:00sell210.011.572720.000000.00000
612011.11.30 18:00modify210.011.572722.420741.56462
622011.12.01 10:02t/p210.011.564622.420741.564627.9910137.63
632011.12.13 11:00sell220.011.558180.000000.00000
642011.12.13 11:00modify220.011.558182.372351.55008
652011.12.13 21:38t/p220.011.550082.372351.550088.0610145.69
662011.12.21 13:00sell230.011.571830.000000.00000
672011.12.21 13:00modify230.011.571832.347371.56373
682011.12.23 17:59t/p230.011.563692.347371.563738.0010153.70
692011.12.27 04:00sell240.011.560130.000000.00000
702011.12.27 04:00modify240.011.560132.249781.55203
712011.12.28 16:42t/p240.011.552022.249781.552038.0510161.74
722012.04.25 10:40t/p200.011.616750.722491.616710.1810161.92
732013.03.13 10:00buy250.011.496070.000000.00000
742013.03.13 10:00modify250.011.496070.860241.50417
752013.03.14 17:54t/p250.011.504180.860241.504177.9310169.86
762013.04.16 18:00sell260.011.529030.000000.00000
772013.04.16 18:00modify260.011.529032.093641.52093
782013.04.22 03:48t/p260.011.520902.093641.520937.9510177.80
792013.07.03 16:00buy270.011.527280.000000.00000
802013.07.03 16:00modify270.011.527280.885061.53538
812013.07.22 16:46t/p270.011.535240.885061.535387.0610184.87
822015.01.07 22:00buy280.011.512310.000000.00000
832015.01.07 22:00modify280.011.512310.953541.52041
842015.01.09 16:00sell290.011.512030.000000.00000
852015.01.09 16:00modify290.011.512032.100271.50393
862015.01.14 09:51t/p280.011.520460.953541.520417.8010192.66
872015.01.22 19:40t/p290.011.503932.100271.503937.7510200.41
882015.01.23 10:00sell300.011.497990.000000.00000
892015.01.23 10:00modify300.011.497992.232241.48989
902015.02.04 14:00buy310.011.520640.000000.00000
912015.02.04 14:00modify310.011.520640.783531.52874
922015.02.05 15:32t/p310.011.528740.783531.528747.9210208.34
932015.02.11 10:00buy320.011.525560.000000.00000
942015.02.11 10:00modify320.011.525560.859641.53366
952015.02.12 13:07t/p320.011.533740.859641.533668.0010216.34
962015.03.11 19:49t/p300.011.489892.232241.489896.9810223.32
972015.03.12 15:00sell330.011.497080.000000.00000
982015.03.12 15:00modify330.011.497082.093061.48898
992015.03.12 18:35t/p330.011.488902.093061.488988.1410231.46
1002015.03.20 10:00sell340.011.473420.000000.00000
1012015.03.20 10:00modify340.011.473422.318441.46532
1022015.04.10 11:42t/p340.011.465052.318441.465327.8310239.29
1032015.05.28 22:00buy350.011.532150.000000.00000
1042015.05.28 22:00modify350.011.532150.836371.54025
1052015.06.04 11:38t/p350.011.540260.836371.540257.7510247.04
1062015.07.22 14:00sell360.011.560500.000000.00000
1072015.07.22 14:00modify360.011.560502.215001.55240
1082015.07.23 17:58t/p360.011.552402.215001.552407.9910255.03
1092015.08.18 16:00sell370.011.568450.000000.00000
1102015.08.18 16:00modify370.011.568452.170961.56035
1112015.08.26 14:28t/p370.011.560342.170961.560357.8810262.91
1122015.11.04 20:00sell380.011.536910.000000.00000
1132015.11.04 20:00modify380.011.536912.033821.52881
1142015.11.05 14:10t/p380.011.528812.033821.528817.9910270.90
1152016.01.21 16:00sell390.011.410240.000000.00000
1162016.01.21 16:00modify390.011.410242.102751.40214
1172016.02.05 12:00buy400.011.454360.000000.00000
1182016.02.05 12:00modify400.011.454360.633351.46246
1192016.02.23 19:02t/p390.011.402112.102751.402147.3510278.24
1202016.04.26 16:20t/p400.011.462490.633351.462464.5410282.78
1212016.05.02 17:00buy410.011.468910.000000.00000
1222016.05.02 17:00modify410.011.468910.746541.47701
1232016.06.21 12:31t/p410.011.477020.746541.477015.8210288.60
1242016.07.13 04:00buy420.011.329160.000000.00000
1252016.07.13 04:00modify420.011.329160.219171.33726
1262016.07.14 14:00t/p420.011.337800.219171.337268.4610297.06
1272016.07.22 11:00buy430.011.325710.000000.00000
1282016.07.22 11:00modify430.011.325710.197651.33381
1292016.08.02 19:18t/p430.011.333830.197651.333817.6710304.74
1302016.08.17 12:00sell440.011.300440.000000.00000
1312016.08.17 12:00modify440.011.300441.973721.29234
1322016.09.09 14:00buy450.011.331740.000000.00000
1332016.09.09 14:00modify450.011.331740.740181.33984
1342016.09.23 16:07t/p440.011.292281.973721.292347.1810311.92
1352016.10.13 04:00sell460.011.216740.000000.00000
1362016.10.13 04:00modify460.011.216742.223131.20864
1372016.10.25 17:14t/p460.011.208662.223131.208647.8010319.72
1382017.08.15 16:00sell470.011.285050.000000.00000
1392017.08.15 16:00modify470.011.285051.742901.27695
1402017.09.14 18:38t/p450.011.339820.740181.33984-8.6110311.11
1412017.09.15 10:00buy480.011.343670.000000.00000
1422017.09.15 10:00modify480.011.343670.820341.35177
1432017.09.15 11:56t/p480.011.351800.820341.351778.0910319.20
1442017.09.15 17:00buy490.011.359190.000000.00000
1452017.09.15 17:00modify490.011.359190.800051.36729
1462018.01.12 15:46t/p490.011.367420.800051.367292.8410322.04
1472018.03.09 16:00buy500.011.383970.000000.00000
1482018.03.09 16:00modify500.011.383970.783701.39207
1492018.03.13 14:31t/p500.011.392020.783701.392077.9210329.96
1502018.06.15 14:00buy510.011.329000.000000.00000
1512018.06.15 14:00modify510.011.329000.759331.33710
1522018.08.10 10:39t/p470.011.276911.742901.27695-0.5910329.37
1532018.10.01 15:00sell520.011.302380.000000.00000
1542018.10.01 15:00modify520.011.302381.832781.29428
1552018.10.02 13:46t/p520.011.294251.832781.294288.0710337.43
1562019.01.17 10:00sell530.011.285760.000000.00000
1572019.01.17 10:00modify530.011.285761.991211.27766
1582019.02.14 17:05t/p530.011.277641.991211.277667.4110344.84
1592019.03.13 22:32t/p510.011.337150.759331.33710-3.9910340.85
1602019.03.14 21:00sell540.011.323420.000000.00000
1612019.03.14 21:00modify540.011.323422.115641.31532
1622019.03.15 00:00buy550.011.326150.000000.00000
1632019.03.15 00:00modify550.011.326150.531991.33425
1642019.03.20 14:52t/p540.011.315302.115641.315327.9810348.83
1652019.10.16 15:00sell560.011.274260.000000.00000
1662019.10.16 15:00modify560.011.274262.051031.26616
1672019.12.13 00:00t/p550.011.334280.531991.33425-4.1910344.64
1682020.03.12 14:26t/p560.011.266042.051031.266164.5810349.22
1692020.03.26 15:00buy570.011.198910.000000.00000
1702020.09.11 18:00sell580.011.278110.000000.00000
1712020.09.11 18:00modify580.011.278112.024231.27001
1722020.09.23 09:08t/p580.011.269622.024231.270018.2110357.43
1732021.01.11 17:00sell590.011.345560.000000.00000
1742021.01.11 17:00modify590.011.345562.058241.33746
1752021.01.28 09:59close at stop590.011.365782.058241.33746-20.7210336.71
1762021.01.28 09:59close at stop570.011.365740.000000.00000152.9310489.64