Strategy Tester Report
TestDrive_1
Alpari-ECN-Demo (Build 890)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2014.01.02 09:42 - 2015.08.31 20:24 (2014.01.01 - 2015.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMAGIC=100; _a1="=================================================================================="; pausa_="Задержка инициализации"; pausa=10000; _a2="=================================================================================="; lotst_="Параметры расчета лота (Использование ММ)"; typelot=2; Lot=0.01; risk=10; rpip=1000; MeansType=3; minlot=0.01; gdolg=0; gluseoldlot=true; gldopkoef=1; usebadorder=true; maxstep=24; _a3="=================================================================================="; stops_="Стопы"; TP=600; SL=600; _a5="=================================================================================="; posa_="Параметры открытия поз"; glopenpos=false; maxkolorder=100; dopkoeflot=1; _a6="=================================================================================="; _useexit="Параметры закрытия поз"; useexit=false; TypeofClose=1; PointForClose=2000; _a7="=================================================================================="; revers_="Противоположные позиции"; closeinversebuy=true; closeinversesell=true; _a8="=================================================================================="; reversscr_="Противоположные позиции при действии скриптов"; closeinversebuyscr=false; closeinversesellscr=false; _a12="=================================================================================="; usebu_="Параметры безубытка"; useBU=false; LevelProfit=350; LevelWLoss=15; _a21="=================================================================================="; ind1_="Инд. xSuperTrend MTF & alerts nmc"; i1SuperTrend_Period=21; i1SuperTrend_Multiplier=3; i1maxkolordbuy=2; i1maxkolordsell=2; _a22="=================================================================================="; ind2_="Инд. Renko-Alert"; i2SignalBars=1; _a23="=================================================================================="; ind3_="Инд. UOPTraderIndicator"; i3SignalTerm=20; i3SignalCycle=10; i3b=0.618; _a13="=================================================================================="; slugeb_="Служебное"; gsname="TD"; slip=30; MaxAttempts=5; UseSound=false; SoundError="alert.wav"; SoundSuccess="ok.wav"; _a14="=================================================================================="; usewinlot=true; FontColor=Silver; note3="Font Size"; FontSize=14; note4="Font Type"; FontType="Calibri"; note5="Display the price in what corner?"; note6="Upper left=0; Upper right=1"; note7="Lower left=2; Lower right=3"; WhatCorner=2; Win=0; xx=5; yy=35; _a15="=================================================================================="; ptime_="время работы"; tiuse=false; tbeg="00:00"; tend="23:59"; closeend=false; tral="Параметры трала"; useTS=false; typets=1; tral1="Обычный трал с шагом"; TStop_Buy=300; TStop_Sell=300; TrailingStep=30; TSProfitOnly=true; tral2="Трал по ATR"; iAtr_timeframe=0; iAtr1_period=5; iAtr1_shift=1; iAtr2_period=36; iAtr2_shift=1; dCoeff=1; iAtrstep=30; bTrlinloss=false; tral3="Трал по MA"; giMATmFrme=0; giMAPeriod=21; giMAShift=0; giMAMethod=0; giApplPrice=0; giShift=1; giIndent=30; giMAstep=30; bTrlMAinloss=false; tral4="Трал по Parabolic SAR"; SAR_TF=0; SAR_Step=0.02; SAR_Maximum=0.2; SAR_Distance=20; SAR_ProfitOnly=false;
Баров в истории3231Смоделировано тиков1254249Качество моделированияn/a
Ошибки рассогласования графиков5987
Начальный депозит10000.00СпредТекущий (11)
Чистая прибыль15123.43Общая прибыль43542.82Общий убыток-28419.39
Прибыльность1.53Матожидание выигрыша164.39
Абсолютная просадка2247.61Максимальная просадка5024.88 (39.33%)Относительная просадка39.33% (5024.88)
Всего сделок92Короткие позиции (% выигравших)49 (59.18%)Длинные позиции (% выигравших)43 (58.14%)
Прибыльные сделки (% от всех)54 (58.70%)Убыточные сделки (% от всех)38 (41.30%)
Самая большаяприбыльная сделка1422.00убыточная сделка-1068.55
Средняяприбыльная сделка806.35убыточная сделка-747.88
Максимальное количествонепрерывных выигрышей (прибыль)7 (8485.50)непрерывных проигрышей (убыток)5 (-3749.63)
Макс.непрерывная прибыль (число выигрышей)8485.50 (7)непрерывный убыток (число проигрышей)-3749.63 (5)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.08 13:00sell11.001.358000.000000.00000
22014.01.08 13:00modify11.001.358001.364001.35200
32014.01.09 22:25s/l11.001.364001.364001.35200-597.609402.40
42014.01.29 16:14buy21.001.366110.000000.00000
52014.01.29 16:14modify21.001.366111.360111.37211
62014.01.30 09:54s/l21.001.360111.360111.37211-611.108791.30
72014.01.31 14:57sell31.001.352000.000000.00000
82014.01.31 14:57modify31.001.352001.358001.34600
92014.02.06 15:39s/l31.001.358001.358001.34600-595.208196.10
102014.02.07 20:00buy41.001.362110.000000.00000
112014.02.07 20:00modify41.001.362111.356111.36811
122014.02.11 10:27t/p41.001.368111.356111.36811592.608788.70
132014.02.13 08:12buy51.001.362110.000000.00000
142014.02.13 08:12modify51.001.362111.356111.36811
152014.02.13 11:49t/p51.001.368111.356111.36811600.009388.70
162014.03.24 13:57sell61.001.376000.000000.00000
172014.03.24 13:57modify61.001.376001.382001.37000
182014.03.24 19:29s/l61.001.382001.382001.37000-600.008788.70
192014.03.25 11:00sell71.001.382000.000000.00000
202014.03.25 11:00modify71.001.382001.388001.37600
212014.03.25 18:15t/p71.001.376001.388001.37600600.009388.70
222014.04.16 10:39buy81.001.384110.000000.00000
232014.04.16 10:39modify81.001.384111.378111.39011
242014.04.30 09:04s/l81.001.378111.378111.39011-651.808736.90
252014.05.21 13:59sell91.001.368000.000000.00000
262014.05.21 13:59modify91.001.368001.374001.36200
272014.05.23 11:36t/p91.001.362001.374001.36200603.209340.10
282014.06.16 10:16sell101.001.352000.000000.00000
292014.06.16 10:16modify101.001.352001.358001.34600
302014.06.16 15:50s/l101.001.358001.358001.34600-600.008740.10
312014.07.09 03:03buy111.001.362110.000000.00000
322014.07.09 03:03modify111.001.362111.356111.36811
332014.07.15 17:31s/l111.001.356111.356111.36811-622.208117.90
342014.07.22 11:06sell121.001.350000.000000.00000
352014.07.22 11:06modify121.001.350001.356001.34400
362014.07.25 15:17t/p121.001.344001.356001.34400604.008721.90
372014.10.07 10:15buy131.001.266110.000000.00000
382014.10.07 10:15modify131.001.266111.260111.27211
392014.10.07 11:23s/l131.001.260111.260111.27211-600.008121.90
402014.10.07 16:22buy141.001.264110.000000.00000
412014.10.07 16:22modify141.001.264111.258111.27011
422014.10.08 21:03t/p141.001.270111.258111.27011596.308718.20
432014.10.17 16:45sell151.001.278000.000000.00000
442014.10.17 16:45modify151.001.278001.284001.27200
452014.10.21 17:12t/p151.001.272001.284001.27200601.609319.80
462014.10.31 08:02sell161.001.256000.000000.00000
472014.10.31 08:02modify161.001.256001.262001.25000
482014.10.31 15:28t/p161.001.250001.262001.25000600.009919.80
492014.11.18 11:22buy171.001.250110.000000.00000
502014.11.18 11:22modify171.001.250111.244111.25611
512014.11.19 15:46t/p171.001.256111.244111.25611596.3010516.10
522014.11.20 15:49buy181.051.256110.000000.00000
532014.11.20 15:49modify181.051.256111.250111.26211
542014.11.21 10:42s/l181.051.250111.250111.26211-633.889882.22
552014.12.04 16:18sell191.051.234000.000000.00000
562014.12.04 16:18modify191.051.234001.240001.22800
572014.12.04 16:31s/l191.051.240001.240001.22800-630.009252.22
582014.12.09 05:19sell201.051.230000.000000.00000
592014.12.09 05:19modify201.051.230001.236001.22400
602014.12.09 08:24s/l201.051.236001.236001.22400-630.008622.22
612014.12.10 17:09buy211.051.242110.000000.00000
622014.12.10 17:09modify211.051.242111.236111.24811
632014.12.11 01:58t/p211.051.248111.236111.24811618.359240.56
642014.12.11 09:59buy221.051.248110.000000.00000
652014.12.11 09:59modify221.051.248111.242111.25411
662014.12.11 11:11s/l221.051.242111.242111.25411-630.008610.56
672014.12.17 21:40sell231.051.238000.000000.00000
682014.12.17 21:40modify231.051.238001.244001.23200
692014.12.18 09:02t/p231.051.232001.244001.23200632.529243.08
702014.12.18 15:32sell241.051.228000.000000.00000
712014.12.18 15:32modify241.051.228001.234001.22200
722014.12.22 21:59t/p241.051.222001.234001.22200631.689874.76
732015.01.16 13:27sell251.051.158000.000000.00000
742015.01.16 13:27modify251.051.158001.164001.15200
752015.01.16 17:19t/p251.051.152001.164001.15200630.0010504.76
762015.01.21 15:18buy261.051.160110.000000.00000
772015.01.21 15:18modify261.051.160111.154111.16611
782015.01.21 16:48t/p261.051.166111.154111.16611630.0011134.76
792015.01.23 07:19sell271.121.132000.000000.00000
802015.01.23 07:19modify271.121.132001.138001.12600
812015.01.23 10:56t/p271.121.126001.138001.12600672.0011806.76
822015.01.26 02:51sell281.181.116000.000000.00000
832015.01.26 02:51modify281.181.116001.122001.11000
842015.01.26 08:48s/l281.181.122001.122001.11000-708.0011098.76
852015.01.27 10:14buy291.181.128110.000000.00000
862015.01.27 10:14modify291.181.128111.122111.13411
872015.01.27 10:58t/p291.181.134111.122111.13411708.0011806.76
882015.01.27 15:31buy301.181.132110.000000.00000
892015.01.27 15:31modify301.181.132111.126111.13811
902015.01.27 16:18t/p301.181.138111.126111.13811708.0012514.76
912015.01.29 18:33sell311.251.130000.000000.00000
922015.01.29 18:33modify311.251.130001.136001.12400
932015.01.30 08:15s/l311.251.136001.136001.12400-749.0011765.76
942015.01.30 14:48sell321.251.132000.000000.00000
952015.01.30 14:48modify321.251.132001.138001.12600
962015.02.03 15:11s/l321.251.138001.138001.12600-748.0011017.76
972015.02.05 15:27sell331.251.140000.000000.00000
982015.02.05 15:27modify331.251.140001.146001.13400
992015.02.05 15:45s/l331.251.146001.146001.13400-750.0010267.76
1002015.02.09 13:31sell341.251.130000.000000.00000
1012015.02.09 13:31modify341.251.130001.136001.12400
1022015.02.11 23:52s/l341.251.136001.136001.12400-748.009519.76
1032015.02.13 06:18buy351.251.142110.000000.00000
1042015.02.13 06:18modify351.251.142111.136111.14811
1052015.02.16 18:59s/l351.251.136111.136111.14811-754.638765.14
1062015.02.17 05:45buy361.251.136110.000000.00000
1072015.02.17 05:45modify361.251.136111.130111.14211
1082015.02.17 13:44t/p361.251.142111.130111.14211750.009515.14
1092015.02.20 22:15sell371.251.138000.000000.00000
1102015.02.20 22:15modify371.251.138001.144001.13200
1112015.02.23 11:07t/p371.251.132001.144001.13200751.0010266.14
1122015.02.24 11:51sell381.251.130000.000000.00000
1132015.02.24 11:51modify381.251.130001.136001.12400
1142015.02.24 17:19s/l381.251.136001.136001.12400-750.009516.14
1152015.03.12 13:52buy391.251.064110.000000.00000
1162015.03.12 13:52modify391.251.064111.058111.07011
1172015.03.12 18:39s/l391.251.058111.058111.07011-750.008766.14
1182015.03.17 03:00sell401.251.056000.000000.00000
1192015.03.17 03:00modify401.251.056001.062001.05000
1202015.03.17 09:28s/l401.251.062001.062001.05000-750.008016.14
1212015.03.18 17:50buy411.251.064110.000000.00000
1222015.03.18 17:50modify411.251.064111.058111.07011
1232015.03.18 20:00t/p411.251.070111.058111.07011750.008766.14
1242015.03.18 20:04buy421.251.068110.000000.00000
1252015.03.18 20:04modify421.251.068111.062111.07411
1262015.03.18 20:15t/p421.251.074111.062111.07411750.009516.14
1272015.03.19 03:04sell431.251.086000.000000.00000
1282015.03.19 03:04modify431.251.086001.092001.08000
1292015.03.19 04:52t/p431.251.080001.092001.08000750.0010266.14
1302015.03.19 10:18sell441.251.068000.000000.00000
1312015.03.19 10:18modify441.251.068001.074001.06200
1322015.03.19 17:49t/p441.251.062001.074001.06200750.0011016.14
1332015.03.20 18:01buy451.251.080110.000000.00000
1342015.03.20 18:01modify451.251.080111.074111.08611
1352015.03.20 19:06t/p451.251.086111.074111.08611750.0011766.14
1362015.03.23 00:00buy461.251.086110.000000.00000
1372015.03.23 00:00modify461.251.086111.080111.09211
1382015.03.23 01:24s/l461.251.080111.080111.09211-750.0011016.14
1392015.03.27 22:02sell471.251.088000.000000.00000
1402015.03.27 22:02modify471.251.088001.094001.08200
1412015.03.30 16:00t/p471.251.082001.094001.08200751.0011767.14
1422015.03.30 18:29sell481.251.082000.000000.00000
1432015.03.30 18:29modify481.251.082001.088001.07600
1442015.03.31 10:28t/p481.251.076001.088001.07600751.0012518.14
1452015.04.03 15:30buy491.251.098110.000000.00000
1462015.04.03 15:30modify491.251.098111.092111.10411
1472015.04.06 21:11s/l491.251.092111.092111.10411-754.6311763.51
1482015.04.07 18:38sell501.251.084000.000000.00000
1492015.04.07 18:38modify501.251.084001.090001.07800
1502015.04.08 21:04t/p501.251.078001.090001.07800751.0012514.51
1512015.04.15 09:36buy511.251.066110.000000.00000
1522015.04.15 09:36modify511.251.066111.060111.07211
1532015.04.15 10:31s/l511.251.060111.060111.07211-750.0011764.51
1542015.04.15 16:10buy521.251.064110.000000.00000
1552015.04.15 16:10modify521.251.064111.058111.07011
1562015.04.15 20:45t/p521.251.070111.058111.07011750.0012514.51
1572015.04.21 21:13sell531.251.074000.000000.00000
1582015.04.21 21:13modify531.251.074001.080001.06800
1592015.04.22 11:47s/l531.251.080001.080001.06800-749.0011765.51
1602015.04.24 09:25buy541.251.084110.000000.00000
1612015.04.24 09:25modify541.251.084111.078111.09011
1622015.04.27 18:12t/p541.251.090111.078111.09011745.3812510.89
1632015.05.01 10:53buy551.251.126110.000000.00000
1642015.05.01 10:53modify551.251.126111.120111.13211
1652015.05.01 17:21s/l551.251.120111.120111.13211-750.0011760.89
1662015.05.04 17:29sell561.251.114000.000000.00000
1672015.05.04 17:29modify561.251.114001.120001.10800
1682015.05.05 11:14t/p561.251.108001.120001.10800751.0012511.89
1692015.05.05 17:05sell571.251.112000.000000.00000
1702015.05.05 17:05modify571.251.112001.118001.10600
1712015.05.05 17:19s/l571.251.118001.118001.10600-750.0011761.89
1722015.05.06 06:19buy581.251.124110.000000.00000
1732015.05.06 06:19modify581.251.124111.118111.13011
1742015.05.06 16:49t/p581.251.130111.118111.13011750.0012511.89
1752015.05.06 21:17buy591.251.136110.000000.00000
1762015.05.06 21:17modify591.251.136111.130111.14211
1772015.05.07 14:50s/l591.251.130111.130111.14211-763.8811748.01
1782015.05.08 15:35sell601.251.120000.000000.00000
1792015.05.08 15:35modify601.251.120001.126001.11400
1802015.05.08 15:51s/l601.251.126001.126001.11400-750.0010998.01
1812015.05.08 16:49sell611.251.122000.000000.00000
1822015.05.08 16:49modify611.251.122001.128001.11600
1832015.05.11 04:04t/p611.251.116001.128001.11600751.0011749.01
1842015.05.14 09:00buy621.251.138110.000000.00000
1852015.05.14 09:00modify621.251.138111.132111.14411
1862015.05.14 13:56t/p621.251.144111.132111.14411750.0012499.01
1872015.05.19 15:30sell631.251.116000.000000.00000
1882015.05.19 15:30modify631.251.116001.122001.11000
1892015.05.20 08:59t/p631.251.110001.122001.11000751.0013250.01
1902015.05.20 18:40sell641.331.108000.000000.00000
1912015.05.20 18:40modify641.331.108001.114001.10200
1922015.05.20 18:44s/l641.331.114001.114001.10200-798.0012452.01
1932015.06.01 16:10buy651.331.096110.000000.00000
1942015.06.01 16:10modify651.331.096111.090111.10211
1952015.06.01 17:18s/l651.331.090111.090111.10211-798.0011654.01
1962015.06.02 09:54buy661.331.096110.000000.00000
1972015.06.02 09:54modify661.331.096111.090111.10211
1982015.06.02 13:24t/p661.331.102111.090111.10211798.0012452.01
1992015.06.05 13:54sell671.331.122000.000000.00000
2002015.06.05 13:54modify671.331.122001.128001.11600
2012015.06.05 15:30t/p671.331.116001.128001.11600798.0013250.01
2022015.06.05 15:37sell681.331.110000.000000.00000
2032015.06.05 15:37modify681.331.110001.116001.10400
2042015.06.05 17:37s/l681.331.116001.116001.10400-798.0012452.01
2052015.06.09 18:54buy691.331.128110.000000.00000
2062015.06.09 18:54modify691.331.128111.122111.13411
2072015.06.10 10:11t/p691.331.134111.122111.13411793.0813245.09
2082015.06.10 15:20buy701.331.130110.000000.00000
2092015.06.10 15:20modify701.331.130111.124111.13611
2102015.06.11 10:59s/l701.331.124111.124111.13611-812.7612432.33
2112015.06.11 14:52sell711.331.124000.000000.00000
2122015.06.11 14:52modify711.331.124001.130001.11800
2132015.06.12 11:49t/p711.331.118001.130001.11800799.0613231.39
2142015.06.17 06:31buy721.331.126110.000000.00000
2152015.06.17 06:31modify721.331.126111.120111.13211
2162015.06.17 21:42t/p721.331.132111.120111.13211798.0014029.39
2172015.06.23 11:17sell731.401.124000.000000.00000
2182015.06.23 11:17modify731.401.124001.130001.11800
2192015.06.23 15:35t/p731.401.118001.130001.11800840.0014869.39
2202015.06.24 16:23sell741.491.118000.000000.00000
2212015.06.24 16:23modify741.491.118001.124001.11200
2222015.06.26 18:03t/p741.491.112001.124001.11200898.7715768.16
2232015.06.30 10:28buy751.581.120110.000000.00000
2242015.06.30 10:28modify751.581.120111.114111.12611
2252015.06.30 11:37s/l751.581.114111.114111.12611-948.0014820.16
2262015.06.30 12:53buy761.581.118110.000000.00000
2272015.06.30 12:53modify761.581.118111.112111.12411
2282015.06.30 18:00s/l761.581.112111.112111.12411-948.0013872.16
2292015.07.01 13:55sell771.581.110000.000000.00000
2302015.07.01 13:55modify771.581.110001.116001.10400
2312015.07.02 15:48t/p771.581.104001.116001.10400951.7914823.95
2322015.07.10 01:06buy781.581.106110.000000.00000
2332015.07.10 01:06modify781.581.106111.100111.11211
2342015.07.10 08:55t/p781.581.112111.100111.11211948.0015771.95
2352015.07.10 10:19buy791.581.112110.000000.00000
2362015.07.10 10:19modify791.581.112111.106111.11811
2372015.07.10 13:26t/p791.581.118111.106111.11811948.0016719.95
2382015.07.14 17:16sell801.671.102000.000000.00000
2392015.07.14 17:16modify801.671.102001.108001.09600
2402015.07.15 16:20t/p801.671.096001.108001.096001003.3417723.29
2412015.07.17 16:02sell811.771.086000.000000.00000
2422015.07.17 16:02modify811.771.086001.092001.08000
2432015.07.21 17:04s/l811.771.092001.092001.08000-1059.1716664.12
2442015.07.22 23:16buy821.771.092110.000000.00000
2452015.07.22 23:16modify821.771.092111.086111.09811
2462015.07.23 10:31t/p821.771.098111.086111.098111042.3517706.47
2472015.07.23 20:31buy831.771.100110.000000.00000
2482015.07.23 20:31modify831.771.100111.094111.10611
2492015.07.24 10:27s/l831.771.094111.094111.10611-1068.5516637.92
2502015.08.04 20:31sell841.771.094000.000000.00000
2512015.08.04 20:31modify841.771.094001.100001.08800
2522015.08.04 23:57t/p841.771.088001.100001.088001062.0017699.92
2532015.08.05 17:08sell851.771.086000.000000.00000
2542015.08.05 17:08modify851.771.086001.092001.08000
2552015.08.05 20:47s/l851.771.092001.092001.08000-1062.0016637.92
2562015.08.11 10:10buy861.771.100110.000000.00000
2572015.08.11 10:10modify861.771.100111.094111.10611
2582015.08.11 15:23t/p861.771.106111.094111.106111062.0017699.92
2592015.08.12 08:13buy871.771.108110.000000.00000
2602015.08.12 08:13modify871.771.108111.102111.11411
2612015.08.12 11:09t/p871.771.114111.102111.114111062.0018761.92
2622015.08.17 17:14sell881.881.108000.000000.00000
2632015.08.17 17:14modify881.881.108001.114001.10200
2642015.08.18 18:36t/p881.881.102001.114001.102001129.5019891.43
2652015.08.24 10:31buy891.991.148110.000000.00000
2662015.08.24 10:31modify891.991.148111.142111.15411
2672015.08.24 15:39t/p891.991.154111.142111.154111194.0021085.43
2682015.08.25 03:10sell902.111.156000.000000.00000
2692015.08.25 03:10modify902.111.156001.162001.15000
2702015.08.25 13:22t/p902.111.150001.162001.150001266.0022351.43
2712015.08.26 20:38sell912.251.136000.000000.00000
2722015.08.26 20:38modify912.251.136001.142001.13000
2732015.08.26 23:39t/p912.251.130001.142001.130001350.0023701.43
2742015.08.27 10:46sell922.371.130000.000000.00000
2752015.08.27 10:46modify922.371.130001.136001.12400
2762015.08.27 15:52t/p922.371.124001.136001.124001422.0025123.43