Strategy Tester Report
Milky way EA v3.24
Alpari-ECN-Demo (Build 830)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период4 Часа (H4) 2005.01.03 00:00 - 2015.06.11 20:00 (2005.01.01 - 2015.06.12)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Настройки входа===="; BBPeriod=155; MaxCandle=480; OzymandiasFilter=false; Amplitude=18; DemFilter=true; DemPer=18; DemB=0.8; Settings02="==============================="; Exits01="====Настройки выхода===="; Exits02="-Стохастик"; StochExit=true; KPer=17; DPer=11; SPer=8; StochB=10; Exits03="-MACD"; MACDExit=true; FPer=42; SPEr=32; Exits04="-По волатильности"; VolExit=false; ATREPer=1; BodyCoef=0.5; ShadowCoef=0.5; Exits05="==============================="; SL001="====Настройки варианта стопа===="; HistorySL=30; OtstupSL=300; UseMaxSL=true; MaxSL=900; MinSL=15; SL008="==============================="; TR001="====Настройки трейлинг стопа===="; UseTralOnlyInProfit=false; TralOnPips=false; TrailingStop=20; TrailingStart=30; TralFraktalOn=true; FraktalTF=240; FraktalBars=16; FraktalOtstup=3; TralBarsOn=true; BarsTF=240; BarsUse=22; BarsOtstup=3; TR009="==============================="; MMSet01="====Манименеджмент===="; MaxRisk=10; LotVariant=1; FixLot=0.2; MoneyForOneLot=500; Risk=3; MMSet02="==============================="; Comment01="====Информация и сервисные настройки===="; Slippage=1; UsePrint=false; Magic=0; UsePanel=false; NumOfTry=3; Comment02="===============================";
Баров в истории17207Смоделировано тиков97821296Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (4)
Чистая прибыль14864.58Общая прибыль26720.49Общий убыток-11855.91
Прибыльность2.25Матожидание выигрыша62.72
Абсолютная просадка875.34Максимальная просадка2423.16 (10.53%)Относительная просадка12.30% (1279.54)
Всего сделок237Короткие позиции (% выигравших)120 (81.67%)Длинные позиции (% выигравших)117 (73.50%)
Прибыльные сделки (% от всех)184 (77.64%)Убыточные сделки (% от всех)53 (22.36%)
Самая большаяприбыльная сделка1767.20убыточная сделка-879.60
Среднийприбыльная сделка145.22убыточная сделка-223.70
Максимальное количествонепрерывных выигрышей (прибыль)12 (1909.11)непрерывных проигрышей (убыток)3 (-391.87)
Максимальнаянепрерывная прибыль (число выигрышей)5898.90 (9)непрерывный убыток (число проигрышей)-1227.83 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12005.01.19 16:00sell10.101.878601.957900.00000
22005.02.07 12:00close10.101.868941.957900.0000092.8010092.80
32005.03.04 12:00buy20.101.906641.847600.00000
42005.03.10 08:00modify20.101.906641.911170.00000
52005.03.11 08:00modify20.101.906641.912270.00000
62005.03.11 12:00modify20.101.906641.912770.00000
72005.03.14 04:05modify20.101.906641.916270.00000
82005.03.14 15:17s/l20.101.916271.916270.0000096.3810189.18
92005.03.16 04:00buy30.101.912141.847600.00000
102005.03.16 12:00close30.101.921601.847600.0000094.6010283.78
112005.03.17 16:00buy40.101.922141.847600.00000
122005.03.31 00:00close40.101.878401.847600.00000-437.269846.52
132005.03.31 20:00sell50.101.888101.935500.00000
142005.04.07 12:00modify50.101.888101.885770.00000
152005.04.11 09:56s/l50.101.885771.885770.0000021.509868.02
162005.04.12 12:00sell60.101.892301.935500.00000
172005.04.12 15:18modify60.101.892301.885770.00000
182005.04.12 15:19s/l60.101.885771.885770.0000065.309933.32
192005.04.13 12:00sell70.101.892101.935500.00000
202005.05.03 00:00close70.101.895041.935500.00000-33.409899.92
212005.05.03 08:00buy80.101.893341.856200.00000
222005.05.04 03:58modify80.101.893341.898770.00000
232005.05.04 03:58s/l80.101.898771.898770.0000054.319954.23
242005.05.04 12:00buy90.101.900341.856200.00000
252005.05.13 11:44s/l90.101.856201.856200.00000-441.299512.94
262005.06.08 08:00sell100.101.836101.919000.00000
272005.06.08 20:11modify100.101.836101.825670.00000
282005.06.08 20:11s/l100.101.825671.825670.00000104.309617.24
292005.06.09 08:00sell110.101.826401.916400.00000
302005.06.09 08:12modify110.101.826401.825670.00000
312005.06.09 08:12s/l110.101.825671.825670.000007.309624.54
322005.06.10 04:00sell120.101.821601.911600.00000
332005.06.10 20:00close120.101.812141.911600.0000094.609719.14
342005.06.16 16:00sell130.101.819901.909900.00000
352005.06.24 08:00close130.101.815941.909900.0000038.009757.14
362005.06.24 16:00sell140.101.820101.868800.00000
372005.06.29 12:00close140.101.813441.868800.0000066.009823.14
382005.07.22 00:00sell150.101.752301.835900.00000
392005.07.28 08:00modify150.101.752301.747270.00000
402005.07.28 13:01s/l150.101.747271.747270.0000049.109872.24
412005.08.03 00:00buy160.101.771241.724100.00000
422005.08.09 12:00close160.101.784301.724100.00000130.6610002.90
432005.08.24 12:00buy170.101.793441.724100.00000
442005.09.01 20:00close170.101.832301.724100.00000388.7010391.60
452005.09.15 08:00buy180.101.818641.768100.00000
462005.09.27 08:01s/l180.101.768101.768100.00000-505.309886.30
472005.10.07 00:00sell190.101.778801.852800.00000
482005.10.07 08:38modify190.101.778801.773170.00000
492005.10.07 08:40s/l190.101.773171.773170.0000056.309942.60
502005.10.24 20:00sell200.101.766601.845800.00000
512005.11.02 04:10close200.101.765441.845800.000009.809952.40
522005.11.02 12:00buy210.101.766241.736100.00000
532005.11.08 02:32s/l210.101.736101.736100.00000-301.349651.06
542005.11.29 00:01sell220.101.728601.793200.00000
552005.12.22 00:00close220.101.745141.793200.00000-170.409480.66
562005.12.22 16:00buy230.101.739741.701700.00000
572006.01.04 16:00close230.101.756301.701700.00000165.719646.37
582006.01.11 04:00buy240.101.763341.709900.00000
592006.01.25 04:00close240.101.782601.709900.00000192.749839.11
602006.01.30 08:00buy250.101.768741.709900.00000
612006.02.03 12:00modify250.101.768741.771270.00000
622006.02.03 14:35s/l250.101.771271.771270.0000025.369864.47
632006.02.06 04:00sell260.101.760901.796500.00000
642006.02.07 20:00close260.101.745641.796500.00000152.4010016.87
652006.02.20 20:00sell270.101.743801.796500.00000
662006.02.28 00:00close270.101.739641.796500.0000040.0010056.87
672006.02.28 08:00sell280.101.739201.796500.00000
682006.03.07 20:00close280.101.735541.796500.0000035.2010092.07
692006.03.09 16:00sell290.101.738301.791900.00000
702006.03.13 20:00close290.101.731041.791900.0000072.2010164.27
712006.03.22 08:01buy300.101.747641.720000.00000
722006.03.28 20:00close300.101.750201.720000.0000025.6610189.93
732006.03.30 16:00sell310.101.738901.765300.00000
742006.04.03 16:00close310.101.727641.765300.00000112.2010302.13
752006.04.05 16:00buy320.101.751941.720000.00000
762006.04.20 12:00close320.101.783001.720000.00000310.7710612.90
772006.05.24 04:02buy330.101.878241.788240.00000
782006.06.05 04:00close330.101.883301.788240.0000050.7210663.62
792006.06.05 20:00buy340.101.879441.789440.00000
802006.07.03 12:00close340.101.844201.789440.00000-352.1210311.50
812006.07.06 00:02sell350.101.834301.890700.00000
822006.07.17 12:00close350.101.820341.890700.00000137.8010449.30
832006.08.15 00:00buy360.101.888641.814600.00000
842006.08.28 20:00close360.101.896201.814600.0000075.7310525.03
852006.08.31 20:00buy370.101.902641.835300.00000
862006.09.15 04:02close370.101.886101.835300.00000-165.2510359.78
872006.09.19 04:03sell380.101.880701.917100.00000
882006.09.29 00:01close380.101.875641.917100.0000048.2010407.98
892006.10.05 04:00sell390.101.885901.912000.00000
902006.10.11 20:00close390.101.857041.912000.00000287.8010695.78
912006.10.20 00:01sell400.101.877201.910200.00000
922006.10.23 11:13modify400.101.877201.873870.00000
932006.10.23 11:13s/l400.101.873871.873870.0000033.1010728.88
942006.10.24 00:00sell410.101.872601.910200.00000
952006.11.01 12:23s/l410.101.910201.910200.00000-377.6010351.28
962006.11.14 20:00buy420.101.896341.848700.00000
972006.11.14 20:26modify420.101.896341.897270.00000
982006.11.14 20:26s/l420.101.897271.897270.000009.3010360.58
992006.11.16 08:02buy430.101.888841.848700.00000
1002006.11.22 16:00close430.101.912001.848700.00000231.6410592.22
1012006.12.11 16:00buy440.101.950941.880400.00000
1022006.12.15 12:00modify440.101.950941.955570.00000
1032006.12.15 16:02s/l440.101.955571.955570.0000046.3610638.58
1042006.12.18 20:01buy450.101.947941.880400.00000
1052006.12.20 08:00close450.101.974601.880400.00000266.6210905.20
1062006.12.27 12:00buy460.101.959641.880400.00000
1072007.01.02 12:00close460.101.971101.880400.00000114.6611019.86
1082007.01.24 20:00buy470.101.967441.923000.00000
1092007.02.02 16:00close470.101.968901.923000.0000014.7111034.57
1102007.02.05 08:00buy480.101.964141.923000.00000
1112007.02.07 04:00close480.101.970001.923000.0000058.6211093.19
1122007.02.09 08:00sell490.101.958301.994300.00000
1132007.02.20 12:00modify490.101.958301.956070.00000
1142007.02.20 16:28s/l490.101.956071.956070.0000020.5011113.69
1152007.02.20 20:00sell500.101.953901.994300.00000
1162007.03.02 20:04close500.101.944541.994300.0000091.2011204.89
1172007.03.15 00:04sell510.101.934701.977600.00000
1182007.04.02 14:01s/l510.101.977601.977600.00000-432.2010772.69
1192007.04.09 12:00buy520.101.964341.915400.00000
1202007.04.13 20:00modify520.101.964341.966270.00000
1212007.04.16 00:00modify520.101.964341.967270.00000
1222007.04.16 04:00modify520.101.964341.970370.00000
1232007.04.16 16:00close520.101.990401.970370.00000260.6711033.36
1242007.04.27 04:00buy530.101.990741.932700.00000
1252007.04.27 12:07modify530.101.990741.995370.00000
1262007.04.27 12:07s/l530.101.995371.995370.0000046.3011079.66
1272007.04.30 12:00buy540.101.993441.936400.00000
1282007.04.30 14:48modify540.101.993441.995370.00000
1292007.04.30 14:48s/l540.101.995371.995370.0000019.3011098.96
1302007.05.02 04:00buy550.101.997541.951500.00000
1312007.05.24 20:01close550.101.986201.951500.00000-113.1610985.80
1322007.05.25 12:02sell560.101.985102.016200.00000
1332007.05.30 20:00close560.101.974142.016200.00000109.0011094.80
1342007.06.04 04:02sell570.101.981802.010300.00000
1352007.06.08 16:00close570.101.966642.010300.00000150.4011245.20
1362007.06.13 00:01sell580.101.974102.002900.00000
1372007.06.28 08:09s/l580.102.002902.002900.00000-291.4010953.80
1382007.07.31 08:00sell590.102.026902.068200.00000
1392007.08.16 12:00modify590.102.026902.025970.00000
1402007.08.16 16:00close590.101.985342.025970.00000412.0011365.80
1412007.08.23 16:00sell600.102.005102.068200.00000
1422007.09.17 04:00close600.102.008542.068200.00000-39.0011326.80
1432007.09.17 08:01sell610.102.006402.049200.00000
1442007.09.18 20:00close610.102.000142.049200.0000062.4011389.20
1452007.09.25 08:00buy620.102.013141.962200.00000
1462007.10.02 08:01close620.102.041001.962200.00000278.6711667.87
1472007.10.09 16:00buy630.102.028241.984900.00000
1482007.10.18 08:00modify630.102.028242.028470.00000
1492007.10.22 16:47s/l630.102.028472.028470.000002.4311670.30
1502007.10.22 20:00buy640.102.029641.984900.00000
1512007.10.26 16:00modify640.102.029642.030470.00000
1522007.10.26 20:00modify640.102.029642.032270.00000
1532007.10.29 00:00modify640.102.029642.033470.00000
1542007.10.29 04:00modify640.102.029642.039670.00000
1552007.10.29 08:00modify640.102.029642.042370.00000
1562007.10.30 04:00modify640.102.029642.044870.00000
1572007.10.30 08:00close640.102.058002.044870.00000283.6811953.98
1582007.11.14 00:00buy650.102.073642.021400.00000
1592007.11.27 04:00close650.102.074802.021400.0000011.7311965.71
1602007.11.28 00:00sell660.102.066702.119100.00000
1612007.12.03 00:00close660.102.056342.119100.00000102.6012068.31
1622007.12.03 04:01sell670.102.056302.119100.00000
1632007.12.06 16:00close670.102.026342.119100.00000298.6012366.91
1642007.12.10 20:00sell680.102.045002.119100.00000
1652007.12.18 00:01close680.102.021242.119100.00000236.0012602.91
1662008.01.17 20:00sell690.101.971702.061700.00000
1672008.01.22 16:00close690.101.951642.061700.00000200.0012802.91
1682008.01.25 00:00sell700.101.975502.060700.00000
1692008.02.05 20:00close700.101.963142.060700.00000121.8012924.71
1702008.02.06 08:00sell710.101.964502.012600.00000
1712008.02.08 00:00close710.101.943142.012600.00000212.8013137.51
1722008.02.12 20:00sell720.101.960902.012600.00000
1732008.02.18 12:00close720.101.950942.012600.0000098.4013235.91
1742008.02.25 08:01buy730.101.966141.930700.00000
1752008.02.25 12:00close730.101.964701.930700.00000-14.4013221.51
1762008.02.28 12:00buy740.101.981241.930700.00000
1772008.03.10 16:00close740.102.015801.930700.00000345.6913567.20
1782008.03.17 16:00buy750.102.007641.933100.00000
1792008.03.26 12:00close750.101.995901.933100.00000-117.3113449.89
1802008.03.26 16:00buy760.101.998541.933100.00000
1812008.03.27 12:00close760.102.016101.933100.00000175.6313625.52
1822008.03.28 00:02buy770.102.007441.933100.00000
1832008.04.18 12:00close770.101.996401.933100.00000-110.1913515.33
1842008.04.24 08:00sell780.101.977202.042100.00000
1852008.04.25 00:00close780.101.972442.042100.0000047.4013562.73
1862008.04.25 08:00sell790.101.973602.042100.00000
1872008.04.30 00:01close790.101.969742.042100.0000038.0013600.73
1882008.05.06 20:00sell800.101.973002.022300.00000
1892008.05.08 12:00close800.101.958042.022300.00000148.8013749.53
1902008.05.20 20:00sell810.101.968802.005900.00000
1912008.05.21 08:47modify810.101.968801.963370.00000
1922008.05.21 08:47s/l810.101.963371.963370.0000054.1013803.63
1932008.05.23 08:02buy820.101.979841.933300.00000
1942008.06.19 20:00close820.101.974201.933300.00000-56.1313747.50
1952008.06.20 04:03buy830.101.971641.933300.00000
1962008.06.23 08:00close830.101.971801.933300.000001.6113749.11
1972008.06.24 12:00sell840.101.964801.988200.00000
1982008.06.26 14:23s/l840.101.988201.988200.00000-234.8013514.31
1992008.07.04 12:00buy850.101.982441.937800.00000
2002008.07.14 00:00close850.101.990901.937800.0000084.6813598.99
2012008.07.25 04:01sell860.101.985202.018800.00000
2022008.08.06 12:00modify860.101.985201.984170.00000
2032008.08.07 04:01modify860.101.985201.978770.00000
2042008.08.07 08:00modify860.101.985201.977070.00000
2052008.08.07 12:00modify860.101.985201.976170.00000
2062008.08.07 16:00modify860.101.985201.975970.00000
2072008.08.07 20:00modify860.101.985201.975770.00000
2082008.08.08 00:00modify860.101.985201.973870.00000
2092008.08.08 04:01modify860.101.985201.971970.00000
2102008.08.08 12:00modify860.101.985201.963770.00000
2112008.08.08 16:00modify860.101.985201.962570.00000
2122008.08.08 20:00modify860.101.985201.960670.00000
2132008.08.11 00:02modify860.101.985201.959670.00000
2142008.08.11 12:00close860.101.921541.959670.00000633.6014232.59
2152008.09.17 00:00sell870.101.780701.870700.00000
2162008.09.30 16:00close870.101.800841.870700.00000-204.0014028.59
2172008.10.01 08:00sell880.101.781701.871700.00000
2182008.10.02 20:00close880.101.765541.871700.00000161.0014189.59
2192008.10.06 00:00sell890.101.762401.852400.00000
2202008.10.10 16:00close890.101.707641.852400.00000546.4014735.99
2212008.10.14 16:00sell900.101.756601.846600.00000
2222008.10.21 12:00modify900.101.756601.751770.00000
2232008.10.24 04:00modify900.101.756601.750770.00000
2242008.10.24 08:00modify900.101.756601.726170.00000
2252008.10.24 12:00modify900.101.756601.719870.00000
2262008.10.24 16:00close900.101.579641.719870.000001767.2016503.19
2272008.10.30 08:00sell910.101.657801.747800.00000
2282008.11.05 08:00modify910.101.657801.649870.00000
2292008.11.05 16:00modify910.101.657801.641970.00000
2302008.11.05 20:00modify910.101.657801.640770.00000
2312008.11.06 00:00modify910.101.657801.639870.00000
2322008.11.07 00:00modify910.101.657801.619870.00000
2332008.11.11 12:00modify910.101.657801.603970.00000
2342008.11.12 08:00modify910.101.657801.595670.00000
2352008.11.12 12:00modify910.101.657801.588470.00000
2362008.11.13 04:00close910.101.493341.588470.000001641.8018144.99
2372008.11.26 00:00sell920.101.545301.635300.00000
2382008.11.26 14:20modify920.101.545301.524970.00000
2392008.11.26 14:21s/l920.101.524971.524970.00000203.3018348.29
2402008.11.27 16:00sell930.101.538901.628900.00000
2412008.12.02 08:00close930.101.487341.628900.00000515.0018863.29
2422008.12.08 12:00sell940.101.490301.580300.00000
2432008.12.22 16:00close940.101.480541.580300.0000094.8018958.09
2442009.01.06 00:01sell950.101.468101.558100.00000
2452009.01.14 00:01close950.101.450941.558100.00000170.0019128.09
2462009.01.16 08:00sell960.101.481901.571900.00000
2472009.01.22 00:00close960.101.401841.571900.00000799.4019927.49
2482009.01.28 12:00sell970.101.426601.516600.00000
2492009.02.13 00:00close970.101.428741.516600.00000-25.0019902.49
2502009.02.13 08:00sell980.101.436351.526350.00000
2512009.02.26 12:00close980.101.426451.526350.0000096.4019998.89
2522009.03.06 12:00sell990.101.422471.501450.00000
2532009.03.10 16:00close990.101.386101.501450.00000363.3020362.19
2542009.03.18 04:00sell1000.101.404931.494930.00000
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2602009.04.24 08:00buy1030.101.466391.381360.00000
2612009.04.30 04:00close1030.101.480511.381360.00000141.2621376.31
2622009.04.30 20:00buy1040.101.479641.407960.00000
2632009.05.06 00:00close1040.101.506101.407960.00000264.6421640.95
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2712009.07.02 09:18s/l1060.101.638361.638360.00000109.4822237.29
2722009.07.02 20:00buy1070.101.640041.550040.00000
2732009.07.15 16:00close1070.101.645121.550040.0000050.9122288.20
2742009.07.16 12:00buy1080.101.639021.577130.00000
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2822009.10.08 08:00sell1120.101.599161.677070.00000
2832009.11.09 08:46s/l1120.101.677071.677070.00000-785.1021725.27
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2912009.12.07 08:00sell1150.101.648641.690520.00000
2922009.12.09 12:00close1150.101.633251.690520.00000153.5022037.24
2932009.12.31 16:00sell1160.101.617461.687450.00000
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3032010.03.12 16:00sell1200.101.514761.604760.00000
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3112010.04.29 16:00sell1230.101.523391.555180.00000
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3232010.07.20 16:00buy1280.101.521571.431610.00000
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3332010.12.07 00:00sell1330.101.571621.632800.00000
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5352014.09.22 12:00sell2210.101.634351.687180.00000
5362014.09.29 00:00close2210.101.623401.687180.00000108.1023138.73
5372014.09.30 12:00sell2220.101.623581.675770.00000
5382014.10.06 20:00close2220.101.602231.675770.00000212.3023351.03
5392014.10.09 16:00sell2230.101.618151.667320.00000
5402014.10.15 12:00modify2230.101.618151.613540.00000
5412014.10.15 16:00close2230.101.598671.613540.00000194.0023545.03
5422014.10.17 04:00sell2240.101.607481.655350.00000
5432014.10.23 16:00close2240.101.602511.655350.0000048.5023593.53
5442014.10.24 20:00sell2250.101.607071.655350.00000
5452014.10.30 08:00close2250.101.597041.655350.0000099.1023692.63
5462014.11.26 04:00sell2260.101.571051.621310.00000
5472014.11.28 20:00close2260.101.562191.621310.0000087.8023780.43
5482014.12.04 04:00sell2270.101.569201.621180.00000
5492014.12.16 04:00close2270.101.564471.621180.0000045.3023825.73
5502014.12.31 16:00sell2280.101.558481.585470.00000
5512015.01.08 00:00modify2280.101.558481.554740.00000
5522015.01.08 04:00modify2280.101.558481.548010.00000
5532015.01.08 08:00close2280.101.508701.548010.00000495.8024321.53
5542015.01.22 16:00sell2290.101.516321.581460.00000
5552015.01.29 20:00close2290.101.504671.581460.00000115.1024436.63
5562015.02.02 04:00sell2300.101.507661.571140.00000
5572015.03.03 16:00close2300.101.535041.571140.00000-279.6024157.03
5582015.03.05 04:00sell2310.101.525411.558140.00000
5592015.03.09 04:00close2310.101.505381.558140.00000199.9024356.93
5602015.03.24 00:00sell2320.101.495341.558140.00000
5612015.04.01 08:00modify2320.101.495341.492220.00000
5622015.04.02 00:00modify2320.101.495341.487160.00000
5632015.04.03 15:30s/l2320.101.487161.487160.0000079.4024436.33
5642015.04.03 20:00sell2330.101.489421.558140.00000
5652015.04.06 22:06modify2330.101.489421.487160.00000
5662015.04.06 22:06s/l2330.101.487161.487160.0000022.4024458.73
5672015.04.07 08:00sell2340.101.489211.558140.00000
5682015.04.07 11:31modify2340.101.489211.487160.00000
5692015.04.07 11:31s/l2340.101.487161.487160.0000020.5024479.23
5702015.04.21 08:00buy2350.101.489231.453510.00000
5712015.04.22 20:00close2350.101.502591.453510.00000133.6124612.84
5722015.05.04 16:00buy2360.101.514511.453510.00000
5732015.05.08 16:00close2360.101.542981.453510.00000284.7624897.60
5742015.05.21 00:00buy2370.101.553441.463440.00000
5752015.06.10 16:00close2370.101.550121.463440.00000-33.0224864.58