Strategy Tester Report
WallStreet_ASIA_Evo_v1.0_Simple
Alpari-ECN1 (Build 988)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2014.01.01 22:01 - 2016.11.02 23:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыWinLargeFonts=false; Magic=1236541; CS="==== Custom Settings ===="; StealthMode=true; EmergencyStopDist=50; RecoveryMode=false; FixedLots=0.01; AutoMM=0; BS="==== Broker Spy Settings ===="; BSM_Alerts=true; BSM_Alert_Open_Delay=1000; BSM_Alert_Open_Slippage=2; BSM_Alert_StopLimit_Delay=1000; BSM_Alert_StopLimit_Slippage=2; BSM_Alert_Close_Delay=1000; BSM_Alert_Close_Slippage=2;
Баров в истории70738Смоделировано тиков50953029Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (17)
Чистая прибыль91.91Общая прибыль133.46Общий убыток-41.55
Прибыльность3.21Матожидание выигрыша1.06
Абсолютная просадка4.25Максимальная просадка15.20 (12.19%)Относительная просадка12.19% (15.20)
Всего сделок87Короткие позиции (% выигравших)36 (63.89%)Длинные позиции (% выигравших)51 (90.20%)
Прибыльные сделки (% от всех)69 (79.31%)Убыточные сделки (% от всех)18 (20.69%)
Самая большаяприбыльная сделка6.16убыточная сделка-7.52
Средняяприбыльная сделка1.93убыточная сделка-2.31
Максимальное количествонепрерывных выигрышей (прибыль)14 (35.06)непрерывных проигрышей (убыток)3 (-3.15)
Макс.непрерывная прибыль (число выигрышей)35.06 (14)непрерывный убыток (число проигрышей)-7.52 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.29 00:17sell10.010.899390.000000.00000
22014.01.29 00:17modify10.010.899390.911450.00000
32014.01.29 08:10close10.010.899720.911450.00000-0.3799.63
42014.04.14 00:01sell20.010.877300.000000.00000
52014.04.14 00:01modify20.010.877300.889410.00000
62014.04.14 19:02close20.010.878420.889410.00000-1.2898.35
72014.08.25 00:15sell30.010.917130.000000.00000
82014.08.25 00:15modify30.010.917130.929130.00000
92014.08.25 03:03close30.010.916510.929130.000000.6899.03
102014.09.09 22:31buy40.010.932470.000000.00000
112014.09.09 22:31modify40.010.932470.920460.00000
122014.09.10 05:18close40.010.933420.920460.000001.03100.06
132014.09.15 00:01buy50.010.932200.000000.00000
142014.09.15 00:01modify50.010.932200.920180.00000
152014.09.15 03:22close50.010.934320.920180.000002.27102.33
162014.10.07 22:20buy60.010.955960.000000.00000
172014.10.07 22:20modify60.010.955960.943960.00000
182014.10.08 03:03close60.010.957610.943960.000001.73104.05
192014.10.13 01:23buy70.010.955580.000000.00000
202014.10.13 01:23modify70.010.955580.943580.00000
212014.10.13 08:29close70.010.953700.943580.00000-1.97102.08
222014.10.14 00:07buy80.010.947370.000000.00000
232014.10.14 00:07modify80.010.947370.935370.00000
242014.10.14 02:54close80.010.949870.935370.000002.63104.71
252014.10.20 01:38sell90.010.947950.000000.00000
262014.10.20 01:38modify90.010.947950.959950.00000
272014.10.20 04:41close90.010.946110.959950.000001.94106.65
282014.11.03 00:16sell100.010.963960.000000.00000
292014.11.03 00:16modify100.010.963960.975950.00000
302014.11.03 08:20close100.010.965550.975950.00000-1.65105.00
312014.11.10 00:01buy110.010.964800.000000.00000
322014.11.10 00:01modify110.010.964800.952810.00000
332014.11.10 09:05close110.010.965000.952810.000000.21105.21
342014.11.24 00:15sell120.010.971980.000000.00000
352014.11.24 00:15modify120.010.971980.983990.00000
362014.11.24 08:12close120.010.970260.983990.000001.77106.98
372014.12.11 23:43buy130.010.968330.000000.00000
382014.12.11 23:43modify130.010.968330.956330.00000
392014.12.12 09:03close130.010.969520.956330.000001.24108.22
402014.12.15 00:37buy140.010.962770.000000.00000
412014.12.15 00:37modify140.010.962770.950780.00000
422014.12.15 03:23close140.010.965060.950780.000002.37110.59
432015.01.05 00:15sell150.011.006600.000000.00000
442015.01.05 00:15modify150.011.006601.018630.00000
452015.01.05 09:10close150.011.005601.018630.000000.99111.58
462015.01.06 22:06sell160.011.008750.000000.00000
472015.01.06 22:06modify160.011.008751.020780.00000
482015.01.07 03:38close160.011.011121.020780.00000-2.51109.07
492015.01.12 00:32buy170.011.012650.000000.00000
502015.01.12 00:32modify170.011.012651.000660.00000
512015.01.12 03:49close170.011.013011.000660.000000.36109.43
522015.01.20 01:36buy180.010.878150.000000.00000
532015.01.20 01:36modify180.010.878150.866150.00000
542015.01.20 08:59close180.010.881400.866150.000003.69113.12
552015.01.21 00:01buy190.010.874570.000000.00000
562015.01.21 00:01modify190.010.874570.862620.00000
572015.01.21 09:33close190.010.875630.862620.000001.21114.33
582015.01.22 23:56buy200.010.870850.000000.00000
592015.01.22 23:56modify200.010.870850.858890.00000
602015.01.23 06:54close200.010.872020.858890.000001.35115.68
612015.01.28 01:34buy210.010.899380.000000.00000
622015.01.28 01:34modify210.010.899380.887370.00000
632015.01.28 02:13close210.010.902430.887370.000003.38119.06
642015.02.02 00:01sell220.010.925500.000000.00000
652015.02.02 00:01modify220.010.925500.938050.00000
662015.02.02 10:12close220.010.932510.938050.00000-7.52111.54
672015.02.04 23:25sell230.010.925750.000000.00000
682015.02.04 23:25modify230.010.925750.937750.00000
692015.02.05 02:13close230.010.923630.937750.000001.79113.33
702015.02.12 00:03buy240.010.926420.000000.00000
712015.02.12 00:03modify240.010.926420.914430.00000
722015.02.12 05:54close240.010.929410.914430.000003.22116.55
732015.03.03 00:03buy250.010.956860.000000.00000
742015.03.03 00:03modify250.010.956860.944720.00000
752015.03.03 07:59close250.010.957070.944720.000000.22116.77
762015.03.11 23:25buy260.011.008080.000000.00000
772015.03.11 23:25modify260.011.008080.996070.00000
782015.03.12 03:14close260.011.010360.996070.000002.28119.05
792015.03.16 01:13sell270.011.006900.000000.00000
802015.03.16 01:13modify270.011.006901.018880.00000
812015.03.16 03:54close270.011.004801.018880.000002.09121.14
822015.03.20 22:18sell280.010.977720.000000.00000
832015.03.20 22:18modify280.010.977720.989680.00000
842015.03.20 23:52close280.010.974620.989680.000003.18124.32
852015.03.23 00:21buy290.010.973870.000000.00000
862015.03.23 00:21modify290.010.973870.961880.00000
872015.03.23 04:15close290.010.979400.961880.000005.65129.97
882015.04.06 00:02buy300.010.948310.000000.00000
892015.04.06 00:02modify300.010.948310.939350.00000
902015.04.06 04:21close300.010.953550.939350.000005.50135.47
912015.04.13 00:03sell310.010.980680.000000.00000
922015.04.13 00:03modify310.010.980680.992500.00000
932015.04.13 03:19close310.010.978320.992500.000002.41137.88
942015.04.28 22:32sell320.010.956230.000000.00000
952015.04.28 22:32modify320.010.956230.968240.00000
962015.04.29 03:58close320.010.955220.968240.000000.89138.77
972015.05.01 22:58buy330.010.932590.000000.00000
982015.05.01 22:58modify330.010.932590.920580.00000
992015.05.04 03:23close330.010.933820.920580.000001.33140.10
1002015.05.15 22:00buy340.010.914110.000000.00000
1012015.05.15 22:00modify340.010.914110.902140.00000
1022015.05.18 01:01close340.010.916490.902140.000002.61142.70
1032015.05.29 00:03buy350.010.941310.000000.00000
1042015.05.29 00:03modify350.010.941310.929320.00000
1052015.05.29 09:06close350.010.943640.929320.000002.47145.17
1062015.06.05 01:50sell360.010.934990.000000.00000
1072015.06.05 01:50modify360.010.934990.946990.00000
1082015.06.05 07:40close360.010.933660.946990.000001.42146.59
1092015.06.12 22:14sell370.010.929020.000000.00000
1102015.06.12 22:14modify370.010.929020.941020.00000
1112015.06.15 09:54close370.010.930920.941020.00000-2.21144.39
1122015.06.15 22:01buy380.010.929970.000000.00000
1132015.06.15 22:01modify380.010.929970.917970.00000
1142015.06.16 03:02close380.010.930300.917970.000000.36144.74
1152015.06.29 00:01sell390.010.937950.000000.00000
1162015.06.29 00:01modify390.010.937950.949920.00000
1172015.06.29 03:40close390.010.936460.949920.000001.59146.33
1182015.07.06 00:02sell400.010.942910.000000.00000
1192015.07.06 00:02modify400.010.942910.954900.00000
1202015.07.06 08:42close400.010.943380.954900.00000-0.50145.83
1212015.07.07 22:25buy410.010.945240.000000.00000
1222015.07.07 22:25modify410.010.945240.933250.00000
1232015.07.08 04:36close410.010.947380.933250.000002.27148.10
1242015.07.23 22:49sell420.010.959280.000000.00000
1252015.07.23 22:49modify420.010.959280.971280.00000
1262015.07.24 03:55close420.010.958990.971280.000000.13148.23
1272015.07.31 22:00sell430.010.967860.000000.00000
1282015.07.31 22:00modify430.010.967860.979880.00000
1292015.08.03 03:52close430.010.966280.979880.000001.47149.70
1302015.08.13 22:35buy440.010.976040.000000.00000
1312015.08.13 22:35modify440.010.976040.963990.00000
1322015.08.14 04:34close440.010.976770.963990.000000.76150.46
1332015.08.14 23:06buy450.010.975710.000000.00000
1342015.08.14 23:06modify450.010.975710.963690.00000
1352015.08.17 03:04close450.010.977640.963690.000001.98152.43
1362015.08.17 23:43sell460.010.978370.000000.00000
1372015.08.17 23:43modify460.010.978370.990350.00000
1382015.08.18 09:37close460.010.977770.990350.000000.44152.88
1392015.08.25 22:38buy470.010.941370.000000.00000
1402015.08.25 22:38modify470.010.941370.929400.00000
1412015.08.26 03:39close470.010.940880.929400.00000-0.51152.36
1422015.09.02 00:01buy480.010.958020.000000.00000
1432015.09.02 00:01modify480.010.958020.946030.00000
1442015.09.02 03:07close480.010.960790.946030.000002.88155.24
1452015.09.03 23:21buy490.010.972270.000000.00000
1462015.09.03 23:21modify490.010.972270.960270.00000
1472015.09.04 03:02close490.010.974340.960270.000002.13157.37
1482015.09.16 22:00sell500.010.971210.000000.00000
1492015.09.16 22:00modify500.010.971210.983220.00000
1502015.09.17 04:11close500.010.969860.983220.000000.88158.25
1512015.09.25 00:53sell510.010.978240.000000.00000
1522015.09.25 00:53modify510.010.978240.990240.00000
1532015.09.25 09:57close510.010.978460.990240.00000-0.22158.03
1542015.09.28 00:02buy520.010.976620.000000.00000
1552015.09.28 00:02modify520.010.976620.964630.00000
1562015.09.28 01:10close520.010.979620.964630.000003.06161.09
1572015.10.16 22:34sell530.010.952590.000000.00000
1582015.10.16 22:34modify530.010.952590.964600.00000
1592015.10.19 00:04close530.010.950840.964600.000001.67162.76
1602015.11.02 00:01buy540.010.985510.000000.00000
1612015.11.02 00:01modify540.010.985510.973520.00000
1622015.11.02 10:24close540.010.987460.973520.000001.97164.73
1632015.11.09 00:01buy550.011.004620.000000.00000
1642015.11.09 00:01modify550.011.004620.992620.00000
1652015.11.09 15:02close550.011.003790.992620.00000-0.83163.90
1662015.11.13 22:04buy560.011.007160.000000.00000
1672015.11.13 22:04modify560.011.007160.995170.00000
1682015.11.16 01:24close560.011.008260.995170.000001.10165.00
1692015.11.16 01:25sell570.011.008930.000000.00000
1702015.11.16 01:25modify570.011.008931.020990.00000
1712015.11.16 07:40close570.011.006971.020990.000001.95166.95
1722015.12.01 23:51buy580.011.025750.000000.00000
1732015.12.01 23:51modify580.011.025751.013750.00000
1742015.12.02 12:01close580.011.027101.013750.000001.32168.27
1752015.12.14 22:10sell590.010.986230.000000.00000
1762015.12.14 22:10modify590.010.986230.998210.00000
1772015.12.15 02:59close590.010.984620.998210.000001.47169.74
1782015.12.16 22:20sell600.010.988370.000000.00000
1792015.12.16 22:20modify600.010.988371.000380.00000
1802015.12.17 00:01close600.010.986941.000380.000000.94170.68
1812015.12.17 01:16sell610.010.993270.000000.00000
1822015.12.17 01:16modify610.010.993271.005250.00000
1832015.12.17 09:07close610.010.994501.005250.00000-1.24169.44
1842015.12.23 00:01buy620.010.985860.000000.00000
1852015.12.23 00:01modify620.010.985860.973860.00000
1862015.12.23 03:54close620.010.988300.973860.000002.47171.91
1872016.01.04 00:31buy630.010.999580.000000.00000
1882016.01.04 00:31modify630.010.999580.987580.00000
1892016.01.04 03:06close630.011.001720.987580.000002.14174.05
1902016.01.04 22:04buy640.011.001630.000000.00000
1912016.01.04 22:04modify640.011.001630.989650.00000
1922016.01.05 02:02close640.011.002940.989650.000001.32175.37
1932016.01.11 00:18buy650.010.993190.000000.00000
1942016.01.11 00:18modify650.010.993190.981190.00000
1952016.01.11 09:42close650.010.995080.981190.000001.90177.27
1962016.01.15 22:00sell660.011.002200.000000.00000
1972016.01.15 22:00modify660.011.002201.014120.00000
1982016.01.18 08:17close660.011.004441.014120.00000-2.40174.87
1992016.01.20 22:12sell670.011.005110.000000.00000
2002016.01.20 22:12modify670.011.005111.017040.00000
2012016.01.21 05:39close670.011.004941.017040.00000-0.34174.53
2022016.01.25 22:35buy680.011.013720.000000.00000
2032016.01.25 22:35modify680.011.013721.001720.00000
2042016.01.26 02:40close680.011.013291.001720.00000-0.41174.12
2052016.01.26 22:07buy690.011.017030.000000.00000
2062016.01.26 22:07modify690.011.017031.005040.00000
2072016.01.27 03:17close690.011.018021.005040.000000.98175.09
2082016.02.01 00:02buy700.011.021580.000000.00000
2092016.02.01 00:02modify700.011.021581.009650.00000
2102016.02.01 09:03close700.011.022031.009650.000000.44175.53
2112016.02.10 00:26sell710.010.973900.000000.00000
2122016.02.10 00:26modify710.010.973900.985890.00000
2132016.02.10 03:21close710.010.971980.985890.000001.98177.51
2142016.02.15 01:04sell720.010.978190.000000.00000
2152016.02.15 01:04modify720.010.978190.990180.00000
2162016.02.15 15:26close720.010.985190.990180.00000-7.11170.40
2172016.02.26 22:39buy730.010.996280.000000.00000
2182016.02.26 22:39modify730.010.996280.984280.00000
2192016.02.29 01:12close730.010.998010.984280.000001.74172.14
2202016.03.03 23:54sell740.010.992200.000000.00000
2212016.03.03 23:54modify740.010.992201.004180.00000
2222016.03.04 02:55close740.010.991301.004180.000000.74172.88
2232016.03.04 23:09buy750.010.993160.000000.00000
2242016.03.04 23:09modify750.010.993160.981170.00000
2252016.03.07 09:11close750.010.994850.981170.000001.71174.59
2262016.03.14 00:06sell760.010.983720.000000.00000
2272016.03.14 00:06modify760.010.983720.995830.00000
2282016.03.14 15:17close760.010.986660.995830.00000-2.98171.61
2292016.04.11 00:22buy770.010.952370.000000.00000
2302016.04.11 00:22modify770.010.952370.940370.00000
2312016.04.11 08:58close770.010.953180.940370.000000.85172.46
2322016.04.18 00:15buy780.010.965560.000000.00000
2332016.04.18 00:15modify780.010.965560.953580.00000
2342016.04.18 05:09close780.010.967520.953580.000002.03174.49
2352016.06.20 00:33sell790.010.962760.000000.00000
2362016.06.20 00:33modify790.010.962760.974790.00000
2372016.06.20 03:05close790.010.959360.974790.000003.54178.03
2382016.06.23 00:31buy800.010.956510.000000.00000
2392016.06.23 00:31modify800.010.956510.944510.00000
2402016.06.23 15:38close800.010.956870.944510.000000.38178.41
2412016.06.23 23:37sell810.010.959420.000000.00000
2422016.06.23 23:37modify810.010.959420.971420.00000
2432016.06.24 00:09close810.010.955650.971420.000003.77182.18
2442016.06.24 00:09buy820.010.955650.000000.00000
2452016.06.24 00:09modify820.010.955650.943650.00000
2462016.06.24 00:13close820.010.961100.943650.000005.67187.85
2472016.06.24 22:27buy830.010.968000.000000.00000
2482016.06.24 22:27modify830.010.968000.955980.00000
2492016.06.27 02:49close830.010.973990.955980.000006.16194.00
2502016.06.28 23:10buy840.010.980040.000000.00000
2512016.06.28 23:10modify840.010.980040.968030.00000
2522016.06.29 04:49close840.010.981180.968030.000001.17195.17
2532016.07.15 23:34buy850.010.981690.000000.00000
2542016.07.15 23:34modify850.010.981690.969720.00000
2552016.07.18 09:21close850.010.983760.969720.000002.11197.28
2562016.07.27 22:00buy860.010.990180.000000.00000
2572016.07.27 22:00modify860.010.990180.978180.00000
2582016.07.28 10:35close860.010.982790.978180.00000-7.50189.78
2592016.08.08 00:04buy870.010.978700.000000.00000
2602016.08.08 00:04modify870.010.978700.966700.00000
2612016.08.08 03:37close870.010.980790.966700.000002.13191.91