Strategy Tester Report
Zerg
Alpari-ECN-Live (Build 509)

СимволAUDNZD (Australian Dollar vs New Zealand Dollar)
Период15 Минут (M15) 2010.01.04 01:04 - 2013.06.14 02:59 (2013.01.01 - 2013.07.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMM_Settings="================ Money Management"; MM_UseMoneyManagement=true; MM_LotSize=0.1; MM_PerHowMuchEquity=2000; MM_Note1="MM must be FALSE to use FixedLots"; FixedLots=0.01; Grid_Settings="================ Grid Settings"; MaxOpenOrders=60; GridOrderGapPips=5; StopLoss=240; MagicNumber=20121102; Slippage=3;
Баров в истории86084Смоделировано тиков31249390Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль-8551.93Общая прибыль3685.97Общий убыток-12237.90
Прибыльность0.30Матожидание выигрыша-90.98
Абсолютная просадка8551.93Максимальная просадка11935.34 (89.18%)Относительная просадка89.18% (11935.34)
Всего сделок94Короткие позиции (% выигравших)31 (80.65%)Длинные позиции (% выигравших)63 (36.51%)
Прибыльные сделки (% от всех)48 (51.06%)Убыточные сделки (% от всех)46 (48.94%)
Самая большаяприбыльная сделка179.39убыточная сделка-826.95
Средняяприбыльная сделка76.79убыточная сделка-266.04
Максимальное количествонепрерывных выигрышей (прибыль)13 (906.43)непрерывных проигрышей (убыток)31 (-11651.08)
Максимальнаянепрерывная прибыль (число выигрышей)906.43 (13)непрерывный убыток (число проигрышей)-11651.08 (31)
Среднийнепрерывный выигрыш4непрерывный проигрыш4
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.02 01:45buy10.501.255420.000000.00000
22013.01.02 01:45modify10.501.255421.231420.00000
32013.01.02 01:45buy20.401.254790.000000.00000
42013.01.02 01:45modify20.401.254791.230790.00000
52013.01.02 04:23buy30.401.254240.000000.00000
62013.01.02 04:23modify30.401.254241.230240.00000
72013.01.02 04:40buy40.401.253620.000000.00000
82013.01.02 04:40modify40.401.253621.229620.00000
92013.01.02 04:45buy50.401.253070.000000.00000
102013.01.02 04:45modify50.401.253071.229070.00000
112013.01.02 04:45buy60.401.252550.000000.00000
122013.01.02 04:45modify60.401.252551.228550.00000
132013.01.02 04:46buy70.401.251730.000000.00000
142013.01.02 04:46modify70.401.251731.227730.00000
152013.01.02 04:46buy80.401.251230.000000.00000
162013.01.02 04:46modify80.401.251231.227230.00000
172013.01.02 04:47buy90.401.250270.000000.00000
182013.01.02 04:47modify90.401.250271.226270.00000
192013.01.02 04:47buy100.401.249560.000000.00000
202013.01.02 04:47modify100.401.249561.225560.00000
212013.01.02 04:47buy110.401.248560.000000.00000
222013.01.02 04:47modify110.401.248561.224560.00000
232013.01.02 04:48buy120.401.247910.000000.00000
242013.01.02 04:48modify120.401.247911.223910.00000
252013.01.02 08:17close10.501.252631.231420.00000-110.229889.78
262013.01.02 08:17close30.401.252631.230240.00000-50.899838.89
272013.01.02 08:17close50.401.252631.229070.00000-13.919824.98
282013.01.02 08:17close70.401.252631.227730.0000028.449853.42
292013.01.02 08:17close90.401.252631.226270.0000074.599928.01
302013.01.02 08:17close110.401.252631.224560.00000128.6310056.64
312013.01.02 08:17close20.401.252661.230790.00000-67.329989.32
322013.01.02 08:17close60.401.252661.228550.000003.489992.80
332013.01.02 08:17close100.401.252661.225560.0000097.9810090.78
342013.01.02 08:17close40.401.252601.229620.00000-32.2410058.54
352013.01.02 08:17close120.401.252601.223910.00000148.2210206.76
362013.01.02 08:17close80.401.252551.227230.0000041.7210248.48
372013.01.02 19:00sell130.501.259370.000000.00000
382013.01.02 19:00modify130.501.259371.283370.00000
392013.01.02 20:13sell140.501.259910.000000.00000
402013.01.02 20:13modify140.501.259911.283910.00000
412013.01.02 20:28sell150.501.260440.000000.00000
422013.01.02 20:28modify150.501.260441.284440.00000
432013.01.02 20:33sell160.501.260960.000000.00000
442013.01.02 20:33modify160.501.260961.284960.00000
452013.01.02 20:51sell170.401.261480.000000.00000
462013.01.02 20:51modify170.401.261481.285480.00000
472013.01.02 21:39sell180.401.261990.000000.00000
482013.01.02 21:39modify180.401.261991.285990.00000
492013.01.02 21:47sell190.401.262520.000000.00000
502013.01.02 21:47modify190.401.262521.286520.00000
512013.01.02 21:51sell200.401.263020.000000.00000
522013.01.02 21:51modify200.401.263021.287020.00000
532013.01.02 22:05sell210.401.263550.000000.00000
542013.01.02 22:05modify210.401.263551.287550.00000
552013.01.02 22:07sell220.401.264050.000000.00000
562013.01.02 22:07modify220.401.264051.288050.00000
572013.01.02 23:26close130.501.260821.283370.00000-57.3010191.18
582013.01.02 23:26close150.501.260821.284440.00000-15.0110176.17
592013.01.02 23:26close170.401.260821.285480.0000020.8710197.04
602013.01.02 23:26close190.401.260821.286520.0000053.7510250.79
612013.01.02 23:26close210.401.260821.287550.0000086.3110337.10
622013.01.02 23:26close140.501.260801.283910.00000-35.1710301.93
632013.01.02 23:26close180.401.260801.285990.0000037.6210339.55
642013.01.02 23:26close220.401.260801.288050.00000102.7510442.30
652013.01.02 23:26close160.501.260781.284960.000007.1210449.42
662013.01.02 23:26close200.401.260771.287020.0000071.1310520.55
672013.01.03 22:45sell230.501.265130.000000.00000
682013.01.03 22:45modify230.501.265131.289130.00000
692013.01.04 04:21sell240.501.265680.000000.00000
702013.01.04 04:21modify240.501.265681.289680.00000
712013.01.04 05:34sell250.501.266220.000000.00000
722013.01.04 05:34modify250.501.266221.290220.00000
732013.01.04 05:35sell260.501.266750.000000.00000
742013.01.04 05:35modify260.501.266751.290750.00000
752013.01.04 05:38sell270.501.267300.000000.00000
762013.01.04 05:38modify270.501.267301.291300.00000
772013.01.04 05:41sell280.501.267850.000000.00000
782013.01.04 05:41modify280.501.267851.291850.00000
792013.01.04 14:02close230.501.265041.289130.000002.7210523.27
802013.01.04 14:02close250.501.265041.290220.0000046.6210569.89
812013.01.04 14:02close270.501.265041.291300.0000089.3010659.19
822013.01.04 14:03close240.501.265091.289680.0000023.3210682.51
832013.01.04 14:03close280.501.265091.291850.00000109.0610791.57
842013.01.04 14:03close260.501.265051.290750.0000067.1810858.75
852013.01.04 20:45buy290.501.260750.000000.00000
862013.01.04 20:45modify290.501.260751.236750.00000
872013.01.04 23:18buy300.501.260240.000000.00000
882013.01.04 23:18modify300.501.260241.236240.00000
892013.01.04 23:23buy310.501.259690.000000.00000
902013.01.04 23:23modify310.501.259691.235690.00000
912013.01.07 02:00close290.501.263171.236750.0000095.3310954.08
922013.01.07 02:00close310.501.263171.235690.00000137.2111091.30
932013.01.07 02:00close300.501.263211.236240.00000117.0611208.36
942013.01.07 13:30buy320.501.256510.000000.00000
952013.01.07 13:30modify320.501.256511.232510.00000
962013.01.07 13:57buy330.501.255980.000000.00000
972013.01.07 13:57modify330.501.255981.231980.00000
982013.01.07 14:00buy340.501.255470.000000.00000
992013.01.07 14:00modify340.501.255471.231470.00000
1002013.01.07 17:07buy350.501.254970.000000.00000
1012013.01.07 17:07modify350.501.254971.230970.00000
1022013.01.07 18:13buy360.501.254460.000000.00000
1032013.01.07 18:13modify360.501.254461.230460.00000
1042013.01.07 18:16buy370.501.253950.000000.00000
1052013.01.07 18:16modify370.501.253951.229950.00000
1062013.01.08 11:09buy380.501.253430.000000.00000
1072013.01.08 11:09modify380.501.253431.229430.00000
1082013.01.08 11:10buy390.501.252930.000000.00000
1092013.01.08 11:10modify390.501.252931.228930.00000
1102013.01.08 11:11buy400.501.252420.000000.00000
1112013.01.08 11:11modify400.501.252421.228420.00000
1122013.01.08 13:08close320.501.255551.232510.00000-38.2011170.16
1132013.01.08 13:08close340.501.255551.231470.000002.8811173.05
1142013.01.08 13:08close360.501.255551.230460.0000042.7811215.83
1152013.01.08 13:08close380.501.255551.229430.0000083.7511299.58
1162013.01.08 13:08close400.501.255551.228420.00000123.6611423.24
1172013.01.08 13:08close330.501.255501.231980.00000-19.2511404.00
1182013.01.08 13:08close370.501.255501.229950.0000060.9511464.95
1192013.01.08 13:08close350.501.255461.230970.0000019.0811484.03
1202013.01.08 13:08close390.501.255451.228930.0000099.5611583.59
1212013.01.15 19:45sell410.501.259260.000000.00000
1222013.01.15 19:45modify410.501.259261.283260.00000
1232013.01.18 00:45sell420.501.259830.000000.00000
1242013.01.18 00:45modify420.501.259831.283830.00000
1252013.01.18 00:45sell430.501.260340.000000.00000
1262013.01.18 00:45modify430.501.260341.284340.00000
1272013.01.18 00:45sell440.501.261030.000000.00000
1282013.01.18 00:45modify440.501.261031.285030.00000
1292013.01.18 00:45sell450.501.261700.000000.00000
1302013.01.18 00:45modify450.501.261701.285700.00000
1312013.01.18 00:45sell460.501.262260.000000.00000
1322013.01.18 00:45modify460.501.262261.286260.00000
1332013.01.18 00:45sell470.501.262980.000000.00000
1342013.01.18 00:45modify470.501.262981.286980.00000
1352013.01.18 00:45sell480.501.264070.000000.00000
1362013.01.18 00:45modify480.501.264071.288070.00000
1372013.01.18 00:45sell490.501.264640.000000.00000
1382013.01.18 00:45modify490.501.264641.288640.00000
1392013.01.18 00:45close410.501.260691.283260.00000-60.6511522.94
1402013.01.18 00:45close430.501.260691.284340.00000-13.8311509.11
1412013.01.18 00:45close450.501.260691.285700.0000039.9111549.02
1422013.01.18 00:45close470.501.260691.286980.0000090.4911639.51
1432013.01.18 00:45close490.501.260691.288640.00000156.0811795.59
1442013.01.18 00:45close420.501.260501.283830.00000-26.4811769.11
1452013.01.18 00:45close460.501.260501.286260.0000069.5411838.65
1462013.01.18 00:45close440.501.260721.285030.0000012.2511850.90
1472013.01.18 00:45close480.501.260411.288070.00000144.6211995.52
1482013.01.18 01:00sell500.501.260920.000000.00000
1492013.01.18 01:00modify500.501.260921.284920.00000
1502013.01.18 01:02sell510.501.261460.000000.00000
1512013.01.18 01:02modify510.501.261461.285460.00000
1522013.01.18 16:03close500.501.256931.284920.00000157.6612153.18
1532013.01.18 16:03close510.501.256921.285460.00000179.3912332.57
1542013.01.24 06:30buy520.601.247240.000000.00000
1552013.01.24 06:30modify520.601.247241.223240.00000
1562013.01.24 09:43buy530.601.246730.000000.00000
1572013.01.24 09:43modify530.601.246731.222730.00000
1582013.01.25 12:59buy540.601.246220.000000.00000
1592013.01.25 12:59modify540.601.246221.222220.00000
1602013.01.25 15:01buy550.601.245690.000000.00000
1612013.01.25 15:01modify550.601.245691.221690.00000
1622013.01.25 16:50buy560.601.245170.000000.00000
1632013.01.25 16:50modify560.601.245171.221170.00000
1642013.01.25 17:48buy570.501.244660.000000.00000
1652013.01.25 17:48modify570.501.244661.220660.00000
1662013.01.25 22:41buy580.501.244150.000000.00000
1672013.01.25 22:41modify580.501.244151.220150.00000
1682013.01.25 23:20buy590.501.243640.000000.00000
1692013.01.25 23:20modify590.501.243641.219640.00000
1702013.01.28 01:00close520.601.246561.223240.00000-32.8912299.68
1712013.01.28 01:00close540.601.246561.222220.0000015.7912315.47
1722013.01.28 01:00close560.601.246561.221170.0000065.5712381.04
1732013.01.28 01:00close580.501.246561.220150.0000094.9312475.97
1742013.01.28 01:00close530.601.246461.222730.00000-13.4612462.51
1752013.01.28 01:00close570.501.246461.220660.0000070.8312533.34
1762013.01.28 01:00close550.601.246511.221690.0000038.5512571.89
1772013.01.28 01:00close590.501.246661.219640.00000119.0212690.91
1782013.01.28 12:45sell600.601.252510.000000.00000
1792013.01.28 12:45modify600.601.252511.276510.00000
1802013.01.28 12:47sell610.601.253050.000000.00000
1812013.01.28 12:47modify610.601.253051.277050.00000
1822013.01.28 12:50sell620.601.253580.000000.00000
1832013.01.28 12:50modify620.601.253581.277580.00000
1842013.01.28 13:48sell630.601.254090.000000.00000
1852013.01.28 13:48modify630.601.254091.278090.00000
1862013.01.28 17:16close600.601.251171.276510.0000063.5412754.45
1872013.01.28 17:16close620.601.251171.277580.00000114.2712868.72
1882013.01.28 17:16close610.601.251161.277050.0000089.6112958.33
1892013.01.28 17:16close630.601.251121.278090.00000140.8213099.15
1902013.01.30 23:15buy640.601.246280.000000.00000
1912013.01.30 23:15modify640.601.246281.222280.00000
1922013.01.30 23:17buy650.601.245760.000000.00000
1932013.01.30 23:17modify650.601.245761.221760.00000
1942013.01.30 23:25buy660.601.245240.000000.00000
1952013.01.30 23:25modify660.601.245241.221240.00000
1962013.01.31 00:05buy670.601.244700.000000.00000
1972013.01.31 00:05modify670.601.244701.220700.00000
1982013.01.31 07:11buy680.601.244190.000000.00000
1992013.01.31 07:11modify680.601.244191.220190.00000
2002013.01.31 10:49buy690.601.243660.000000.00000
2012013.01.31 10:49modify690.601.243661.219660.00000
2022013.01.31 10:54buy700.601.243140.000000.00000
2032013.01.31 10:54modify700.601.243141.219140.00000
2042013.01.31 13:15buy710.601.242630.000000.00000
2052013.01.31 13:15modify710.601.242631.218630.00000
2062013.01.31 18:14buy720.601.242100.000000.00000
2072013.01.31 18:14modify720.601.242101.218100.00000
2082013.01.31 18:47buy730.501.241590.000000.00000
2092013.01.31 18:47modify730.501.241591.217590.00000
2102013.01.31 18:59buy740.501.241080.000000.00000
2112013.01.31 18:59modify740.501.241081.217080.00000
2122013.01.31 21:44buy750.501.240540.000000.00000
2132013.01.31 21:44modify750.501.240541.216540.00000
2142013.02.01 03:04buy760.501.240020.000000.00000
2152013.02.01 03:04modify760.501.240021.216020.00000
2162013.02.01 03:04buy770.501.239500.000000.00000
2172013.02.01 03:04modify770.501.239501.215500.00000
2182013.02.01 03:07buy780.501.238980.000000.00000
2192013.02.01 03:07modify780.501.238981.214980.00000
2202013.02.01 03:17buy790.501.238470.000000.00000
2212013.02.01 03:17modify790.501.238471.214470.00000
2222013.02.01 03:17buy800.401.237960.000000.00000
2232013.02.01 03:17modify800.401.237961.213960.00000
2242013.02.01 03:59buy810.401.237400.000000.00000
2252013.02.01 03:59modify810.401.237401.213400.00000
2262013.02.01 04:00buy820.401.236890.000000.00000
2272013.02.01 04:00modify820.401.236891.212890.00000
2282013.02.01 05:18buy830.401.236390.000000.00000
2292013.02.01 05:18modify830.401.236391.212390.00000
2302013.02.01 07:22buy840.301.235870.000000.00000
2312013.02.01 07:22modify840.301.235871.211870.00000
2322013.02.01 07:52buy850.301.235360.000000.00000
2332013.02.01 07:52modify850.301.235361.211360.00000
2342013.02.01 09:59buy860.301.234830.000000.00000
2352013.02.01 09:59modify860.301.234831.210830.00000
2362013.02.01 10:14buy870.301.234320.000000.00000
2372013.02.01 10:14modify870.301.234321.210320.00000
2382013.02.01 11:14buy880.301.233810.000000.00000
2392013.02.01 11:14modify880.301.233811.209810.00000
2402013.02.01 11:17buy890.201.233300.000000.00000
2412013.02.01 11:17modify890.201.233301.209300.00000
2422013.02.01 16:24buy900.201.232770.000000.00000
2432013.02.01 16:24modify900.201.232771.208770.00000
2442013.02.01 16:30buy910.201.232260.000000.00000
2452013.02.01 16:30modify910.201.232261.208260.00000
2462013.02.01 16:44buy920.201.231680.000000.00000
2472013.02.01 16:44modify920.201.231681.207680.00000
2482013.02.01 16:47buy930.101.231160.000000.00000
2492013.02.01 16:47modify930.101.231161.207160.00000
2502013.02.01 17:40buy940.101.230640.000000.00000
2512013.02.01 17:40modify940.101.230641.206640.00000
2522013.02.04 01:00close at stop940.101.228871.206640.00000-14.0413085.12
2532013.02.04 01:00close at stop930.101.228871.207160.00000-18.1513066.97
2542013.02.04 01:00close at stop920.201.228871.207680.00000-44.5213022.45
2552013.02.04 01:00close at stop910.201.228871.208260.00000-53.6812968.77
2562013.02.04 01:00close at stop900.201.228871.208770.00000-61.7412907.03
2572013.02.04 01:00close at stop890.201.228871.209300.00000-70.1112836.92
2582013.02.04 01:00close at stop880.301.228871.209810.00000-117.2612719.66
2592013.02.04 01:00close at stop870.301.228871.210320.00000-129.3512590.32
2602013.02.04 01:00close at stop860.301.228871.210830.00000-141.4312448.89
2612013.02.04 01:00close at stop850.301.228871.211360.00000-154.0012294.90
2622013.02.04 01:00close at stop840.301.228871.211870.00000-166.0812128.82
2632013.02.04 01:00close at stop830.401.228871.212390.00000-237.8711890.95
2642013.02.04 01:00close at stop820.401.228871.212890.00000-253.6711637.28
2652013.02.04 01:00close at stop810.401.228871.213400.00000-269.7811367.50
2662013.02.04 01:00close at stop800.401.228871.213960.00000-287.4811080.02
2672013.02.04 01:00close at stop790.501.228871.214470.00000-379.5010700.52
2682013.02.04 01:00close at stop780.501.228871.214980.00000-399.6510300.87
2692013.02.04 01:00close at stop770.501.228871.215500.00000-420.199880.69
2702013.02.04 01:00close at stop760.501.228871.216020.00000-440.739439.96
2712013.02.04 01:00close at stop750.501.228871.216540.00000-461.548978.42
2722013.02.04 01:00close at stop740.501.228871.217080.00000-482.878495.54
2732013.02.04 01:00close at stop730.501.228871.217590.00000-503.027992.52
2742013.02.04 01:00close at stop720.601.228871.218100.00000-627.817364.71
2752013.02.04 01:00close at stop710.601.228871.218630.00000-652.936711.77
2762013.02.04 01:00close at stop700.601.228871.219140.00000-677.116034.66
2772013.02.04 01:00close at stop690.601.228871.219660.00000-701.755332.91
2782013.02.04 01:00close at stop680.601.228871.220190.00000-726.884606.02
2792013.02.04 01:00close at stop670.601.228871.220700.00000-751.053854.97
2802013.02.04 01:00close at stop660.601.228871.221240.00000-777.653077.32
2812013.02.04 01:00close at stop650.601.228871.221760.00000-802.302275.02
2822013.02.04 01:00close at stop640.601.228871.222280.00000-826.951448.07