Strategy Tester Report
WSFR-v3.8.5-Final+++
Alpari-ECN-Demo (Build 451)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2012.01.02 00:00 - 2012.12.28 23:45 (2012.01.01 - 2012.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыName="WallStreet Forex Robot ver. 3.8.5 FINAL (Pirate Edition)"; Copy="Copyright © HELLTEAM^Pirat"; Op2="Оптимизация для пары"; Symbol_Op="EUR33 m15"; Op="Дата оптимизации"; Date=1970.01.01 00:00; _TP="Основные входные параметры"; TakeProfit=30; StopLoss=33; UseStopLevels=true; IsMarketExecution=false; SecureProfit=5; SecureProfitTriger=13; MaxLossPoints=-5; _MM="Настройка MM"; RecoveryMode=false; FixedLot=0.1; AutoMM=20; AutoMM_Max=20; MaxAnalizCount=50; Risk=25; MultiLotPercent=1.1; _Periods="Периоды индикаторов"; iMA_Period=75; iCCI_Period=5; iATR_Period=14; iWPR_Period=10; _Add_Op="Расширенные параметры оптимизации"; _AddOpenFilters="---"; FilterATR=6; iCCI_OpenFilter=190; _OpenOrderFilters="---"; iMA_Filter_Open_a=42; iMA_Filter_Open_b=42; iWPR_Filter_Open_a=-95; iWPR_Filter_Open_b=-95; iWPR_Filter_Open_b_Sell=-102; iWPR_Filter_Open_a_Sell=-105; iWPR_Close_Period=-99; _CloseOrderFilters="---"; Price_Filter_Close=14; iWPR_Filter_Close=-14; _Add="Расширенные настройки"; LongTrade=true; ShortTrade=true; No_Hedge_Trades=true; OneOrderInBarMode=true; MagicNumber=777; MaxSpread=2; OpenSlippage=2; CloseSlippage=3; RequoteAttempts=3; WriteLog=true; WriteDebugLog=true; PrintLogOnChart=true;
Баров в истории25801Смоделировано тиков13924301Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит25000.00
Чистая прибыль22703.24Общая прибыль40397.84Общий убыток-17694.60
Прибыльность2.28Матожидание выигрыша329.03
Абсолютная просадка50.00Максимальная просадка4471.24 (14.35%)Относительная просадка14.35% (4471.24)
Всего сделок69Короткие позиции (% выигравших)43 (83.72%)Длинные позиции (% выигравших)26 (69.23%)
Прибыльные сделки (% от всех)54 (78.26%)Убыточные сделки (% от всех)15 (21.74%)
Самая большаяприбыльная сделка1875.00убыточная сделка-2946.90
Средняяприбыльная сделка748.11убыточная сделка-1179.64
Максимальное количествонепрерывных выигрышей (прибыль)9 (7820.42)непрерывных проигрышей (убыток)2 (-3984.70)
Максимальнаянепрерывная прибыль (число выигрышей)7820.42 (9)непрерывный убыток (число проигрышей)-3984.70 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.01.03 15:15buy15.001.558411.555111.56141
22012.01.03 15:16modify15.001.558411.558911.56141
32012.01.03 15:22close15.001.560501.558911.561411045.0026045.00
42012.01.03 22:30buy25.211.564421.561121.56742
52012.01.04 06:45close25.211.564121.561121.56742-157.8625887.14
62012.01.05 20:00sell35.181.549301.552601.54630
72012.01.06 06:30close35.181.549611.552601.54630-173.0125714.13
82012.01.06 20:15sell45.151.542971.546271.53997
92012.01.06 22:30close45.151.541951.546271.53997525.3026239.42
102012.01.06 23:15sell55.251.543141.546441.54014
112012.01.09 00:18modify55.251.543141.542641.54014
122012.01.09 00:38close55.251.541731.542641.54014727.6526967.08
132012.01.12 00:15sell65.401.533141.536441.53014
142012.01.12 03:37modify65.401.533141.532641.53014
152012.01.12 03:37close65.401.531711.532641.53014772.2027739.28
162012.01.12 09:00sell75.551.532481.535781.52948
172012.01.12 09:42modify75.551.532481.531981.52948
182012.01.12 09:45close75.551.531221.531981.52948699.3028438.58
192012.01.23 00:45buy85.691.554431.551131.55743
202012.01.23 01:16modify85.691.554431.554931.55743
212012.01.23 01:17s/l85.691.554931.554931.55743284.5028723.08
222012.02.01 19:45buy95.751.584411.581111.58741
232012.02.02 00:15close95.751.584021.581111.58741-229.4328493.65
242012.02.14 06:30sell105.701.571861.575161.56886
252012.02.14 06:57modify105.701.571861.571361.56886
262012.02.14 06:57close105.701.570451.571361.56886803.7029297.35
272012.02.14 09:30sell115.861.571441.574741.56844
282012.02.14 11:25s/l115.861.574741.574741.56844-1933.8027363.55
292012.02.14 23:00sell125.481.568441.571741.56544
302012.02.15 02:30close125.481.568411.571741.565443.2927366.84
312012.02.27 02:30buy135.481.587091.583791.59009
322012.02.27 10:00close135.481.586591.583791.59009-274.0027092.84
332012.03.05 01:45sell145.421.584181.587481.58118
342012.03.05 03:40modify145.421.584181.583681.58118
352012.03.05 03:47close145.421.582761.583681.58118769.6427862.48
362012.03.06 14:45sell155.581.579021.582321.57602
372012.03.06 15:45modify155.581.579021.578521.57602
382012.03.06 15:47close155.581.577621.578521.57602781.2028643.68
392012.03.07 04:15sell165.731.573151.576451.57015
402012.03.07 06:15close165.731.572601.576451.57015315.1528958.83
412012.03.16 18:30buy175.801.582431.579131.58543
422012.03.16 20:41modify175.801.582431.582931.58543
432012.03.16 20:54close175.801.583881.582931.58543841.0029799.83
442012.03.19 21:45buy185.961.588921.585621.59192
452012.03.20 03:00close185.961.589281.585621.59192212.7730012.60
462012.03.22 14:45sell196.011.580921.584221.57792
472012.03.22 15:19modify196.011.580921.580421.57792
482012.03.22 15:22close196.011.579511.580421.57792847.4130860.01
492012.03.28 20:30sell206.181.587401.590701.58440
502012.03.29 06:11s/l206.181.590701.590701.58440-2083.9028776.11
512012.03.30 16:00buy215.761.600711.597411.60371
522012.03.30 17:56s/l215.761.597411.597411.60371-1900.8026875.31
532012.04.04 00:30sell225.381.591451.594751.58845
542012.04.04 01:15close225.381.590521.594751.58845500.3427375.65
552012.04.04 09:30sell235.481.589441.592741.58644
562012.04.04 09:50modify235.481.589441.588941.58644
572012.04.04 09:52close235.481.588031.588941.58644772.6828148.33
582012.04.04 10:15sell245.631.589501.592801.58650
592012.04.04 10:23modify245.631.589501.589001.58650
602012.04.04 10:25close245.631.588091.589001.58650793.8328942.16
612012.04.04 17:15sell255.791.587711.591011.58471
622012.04.05 11:45close255.791.587211.591011.58471247.8129189.98
632012.04.05 22:00sell265.841.582891.586191.57989
642012.04.05 22:15close265.841.582061.586191.57989484.7229674.70
652012.04.17 16:00buy275.941.594621.591321.59762
662012.04.17 21:08close275.941.594141.591321.59762-285.1229389.58
672012.04.27 23:00buy285.881.625631.622331.62863
682012.04.30 00:00close285.881.627041.622331.62863827.3230216.89
692012.05.16 20:00sell296.051.594291.597591.59129
702012.05.16 20:13modify296.051.594291.593791.59129
712012.05.16 20:13close296.051.592851.593791.59129871.2031088.09
722012.05.18 09:45sell306.221.576101.579401.57310
732012.05.18 10:28s/l306.221.579401.579401.57310-2052.6029035.49
742012.05.18 10:30sell315.811.579131.582431.57613
752012.05.18 10:49modify315.811.579131.578631.57613
762012.05.18 10:49close315.811.577701.578631.57613830.8329866.32
772012.05.31 01:30sell325.981.548311.551611.54531
782012.05.31 01:45close325.981.547501.551611.54531484.3830350.70
792012.05.31 09:30sell336.081.548851.552151.54585
802012.05.31 10:02modify336.081.548851.548351.54585
812012.05.31 10:07s/l336.081.548351.548351.54585304.0030654.70
822012.05.31 20:15sell346.141.542261.545561.53926
832012.05.31 22:00close346.141.541371.545561.53926546.4631201.16
842012.06.01 08:30sell356.251.537941.541241.53494
852012.06.01 10:14modify356.251.537941.537441.53494
862012.06.01 10:14t/p356.251.534941.537441.534941875.0033076.16
872012.06.01 14:30sell366.621.532721.536021.52972
882012.06.01 14:53modify366.621.532721.532221.52972
892012.06.01 14:56close366.621.531321.532221.52972926.8034002.96
902012.06.07 17:15buy376.811.554421.551121.55742
912012.06.07 17:26modify376.811.554421.554921.55742
922012.06.07 17:26close376.811.555821.554921.55742953.4034956.36
932012.06.07 22:30buy387.001.554331.551031.55733
942012.06.08 03:23s/l387.001.551031.551031.55733-2312.1032644.26
952012.06.11 09:45buy396.531.554921.551621.55792
962012.06.11 11:12modify396.531.554921.555421.55792
972012.06.11 11:17s/l396.531.555421.555421.55792326.5032970.76
982012.06.18 04:30buy406.601.569951.566651.57295
992012.06.18 06:22modify406.601.569951.570451.57295
1002012.06.18 07:12close406.601.571361.570451.57295930.6033901.36
1012012.06.18 09:30buy416.791.569811.566511.57281
1022012.06.18 09:32modify416.791.569811.570311.57281
1032012.06.18 09:34close416.791.571311.570311.572811018.5034919.86
1042012.06.18 09:41buy426.991.569901.566601.57290
1052012.06.18 10:50s/l426.991.566601.566601.57290-2306.7032613.16
1062012.06.22 00:30sell436.531.559661.562961.55666
1072012.06.22 09:30close436.531.559961.562961.55666-195.9032417.26
1082012.06.29 22:15buy446.491.567631.564331.57063
1092012.06.29 23:40modify446.491.567631.568131.57063
1102012.06.29 23:42close446.491.569241.568131.570631044.8933462.15
1112012.07.04 21:00sell456.701.560801.564101.55780
1122012.07.04 22:03modify456.701.560801.560301.55780
1132012.07.04 22:03close456.701.559381.560301.55780951.4034413.55
1142012.07.05 19:15sell466.891.553541.556841.55054
1152012.07.05 19:30modify466.891.553541.553041.55054
1162012.07.05 19:35close466.891.552131.553041.55054971.4935385.04
1172012.07.12 22:00sell477.081.542921.546221.53992
1182012.07.13 00:15close477.081.542371.546221.53992372.4135757.45
1192012.07.20 23:15sell487.161.562201.565501.55920
1202012.07.23 00:19modify487.161.562201.561701.55920
1212012.07.23 00:22s/l487.161.561701.561701.55920340.8236098.27
1222012.07.23 08:45sell497.221.558051.561351.55505
1232012.07.23 09:01modify497.221.558051.557551.55505
1242012.07.23 09:05close497.221.556641.557551.555051018.0237116.29
1252012.07.23 22:45sell507.431.552881.556181.54988
1262012.07.23 23:54modify507.431.552881.552381.54988
1272012.07.23 23:57close507.431.551041.552381.549881367.1238483.41
1282012.07.27 15:45buy517.701.570451.567151.57345
1292012.07.27 16:04modify517.701.570451.570951.57345
1302012.07.27 16:07s/l517.701.570951.570951.57345385.0038868.41
1312012.07.27 21:15buy527.781.571091.567791.57409
1322012.07.27 21:55modify527.781.571091.571591.57409
1332012.07.27 22:04close527.781.572851.571591.574091369.2840237.69
1342012.07.30 02:15buy538.051.572851.569551.57585
1352012.07.30 07:15close538.051.572351.569551.57585-402.5039835.19
1362012.08.02 05:45sell547.971.554011.557311.55101
1372012.08.02 11:30close547.971.553031.557311.55101781.0640616.25
1382012.08.02 21:45sell558.131.551491.554791.54849
1392012.08.02 21:59modify558.131.551491.550991.54849
1402012.08.02 22:05s/l558.131.550991.550991.54849406.5041022.75
1412012.08.02 23:15sell568.211.551461.554761.54846
1422012.08.03 01:30close568.211.550961.554761.54846390.8041413.54
1432012.09.12 14:15buy578.291.610191.606891.61319
1442012.09.12 18:30close578.291.610771.606891.61319480.8241894.36
1452012.09.14 15:30buy588.381.620511.617211.62351
1462012.09.14 16:28modify588.381.620511.621011.62351
1472012.09.14 16:30close588.381.621921.621011.623511181.5843075.94
1482012.09.14 20:30buy598.621.622491.619191.62549
1492012.09.17 00:45close598.621.622881.619191.62549333.5943409.54
1502012.09.28 20:45sell608.691.615981.619281.61298
1512012.09.28 21:47modify608.691.615981.615481.61298
1522012.09.28 21:51close608.691.614561.615481.612981233.9844643.52
1532012.10.01 07:15sell618.931.612901.616201.60990
1542012.10.01 12:15s/l618.931.616201.616201.60990-2946.9041696.62
1552012.10.19 01:45sell628.341.605701.609001.60270
1562012.10.19 09:12modify628.341.605701.605201.60270
1572012.10.19 09:15close628.341.604411.605201.602701075.8642772.48
1582012.10.23 20:00sell638.561.594021.597321.59102
1592012.10.24 03:40close638.561.594511.597321.59102-439.9842332.49
1602012.10.25 18:30buy648.471.611731.608431.61473
1612012.10.25 22:43modify648.471.611731.612231.61473
1622012.10.25 22:45close648.471.613001.612231.614731075.6943408.18
1632012.11.02 19:45sell658.691.604201.607501.60120
1642012.11.02 20:37modify658.691.604201.603701.60120
1652012.11.02 20:45close658.691.602221.603701.601201720.6245128.80
1662012.11.05 18:15sell669.031.598161.601461.59516
1672012.11.05 18:32modify669.031.598161.597661.59516
1682012.11.05 18:48s/l669.031.597661.597661.59516451.5045580.30
1692012.11.23 21:45buy679.121.603261.599961.60626
1702012.11.23 23:30close679.121.603621.599961.60626328.3245908.62
1712012.11.26 01:00buy689.191.602111.598811.60511
1722012.11.26 01:11modify689.191.602111.602611.60511
1732012.11.26 01:16close689.191.603631.602611.605111396.8847305.50
1742012.12.26 10:15sell699.471.613231.616531.61023
1752012.12.26 14:30close699.471.612811.616531.61023397.7447703.24