Strategy Tester Report
ExpRM
Alpari-Demo (Build 1031)
| Символ | EURUSD (Euro vs US Dollar) | ||||
| Период | 4 Часа (H4) 2016.01.04 00:00 - 2016.11.30 20:00 (2016.01.01 - 2016.12.01) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | Programmer=false; ll1="--------------------"; n1=13; n3=34; n4=2; n6=7; n8=true; n9=false; n10=true; n11=false; n12=true; n13=false; n14="alert.wav"; n15=false; n16=true; n17=true; n18=1; n19=4; n20=4; n21=true; n22=true; n23=LimeGreen; n24=OrangeRed; n25=233; n26=234; n27=159; n28=159; n29="tdi divergence 1"; ll2="--------------------"; useTralSl=true; TralSlStepPips=50; useSL=false; PipsSL=500; useTP=true; PipsTP=400; LotFirst=5; useNet=false; NetStep=250; NetSumm=5; NetLotKoef=0.5; Magic=777; Slippage=30; QtyTryOrder=5; useOutForTHV=false; useOpenNewBar=true; | ||||
| Баров в истории | 2430 | Смоделировано тиков | 29405927 | Качество моделирования | 53.22% |
| Ошибки рассогласования графиков | 28 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (10) | ||
| Чистая прибыль | 21895.00 | Общая прибыль | 22079.00 | Общий убыток | -184.00 |
| Прибыльность | 119.99 | Матожидание выигрыша | 561.41 | ||
| Абсолютная просадка | 6370.00 | Максимальная просадка | 7482.50 (62.83%) | Относительная просадка | 64.20% (6510.00) |
| Всего сделок | 39 | Короткие позиции (% выигравших) | 17 (100.00%) | Длинные позиции (% выигравших) | 22 (81.82%) |
| Прибыльные сделки (% от всех) | 35 (89.74%) | Убыточные сделки (% от всех) | 4 (10.26%) | ||
| Самая большая | прибыльная сделка | 2050.00 | убыточная сделка | -46.00 | |
| Средняя | прибыльная сделка | 630.83 | убыточная сделка | -46.00 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 15 (10004.00) | непрерывных проигрышей (убыток) | 1 (-46.00) | |
| Макс. | непрерывная прибыль (число выигрышей) | 10004.00 (15) | непрерывный убыток (число проигрышей) | -46.00 (1) | |
| Средний | непрерывный выигрыш | 9 | непрерывный проигрыш | 1 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.01.08 00:00 | buy | 1 | 5.00 | 1.09301 | 0.00000 | 1.09701 | ||
| 2 | 2016.01.11 00:28 | modify | 1 | 5.00 | 1.09301 | 1.09301 | 1.09701 | ||
| 3 | 2016.01.11 02:02 | s/l | 1 | 5.00 | 1.09301 | 1.09301 | 1.09701 | -46.00 | 9954.00 |
| 4 | 2016.01.13 04:00 | sell | 2 | 5.00 | 1.08239 | 0.00000 | 1.07839 | ||
| 5 | 2016.01.13 04:02 | modify | 2 | 5.00 | 1.08239 | 1.08239 | 1.07839 | ||
| 6 | 2016.01.13 04:29 | s/l | 2 | 5.00 | 1.08239 | 1.08239 | 1.07839 | 0.00 | 9954.00 |
| 7 | 2016.01.19 16:00 | sell | 3 | 5.00 | 1.08656 | 0.00000 | 1.08256 | ||
| 8 | 2016.01.21 15:27 | modify | 3 | 5.00 | 1.08656 | 1.08656 | 1.08256 | ||
| 9 | 2016.01.21 15:36 | t/p | 3 | 5.00 | 1.08256 | 1.08656 | 1.08256 | 2050.00 | 12004.00 |
| 10 | 2016.01.21 16:00 | sell | 4 | 5.00 | 1.07908 | 0.00000 | 1.07508 | ||
| 11 | 2016.01.21 16:12 | modify | 4 | 5.00 | 1.07908 | 1.07908 | 1.07508 | ||
| 12 | 2016.01.21 16:16 | s/l | 4 | 5.00 | 1.07908 | 1.07908 | 1.07508 | 0.00 | 12004.00 |
| 13 | 2016.01.27 12:00 | buy | 5 | 5.00 | 1.08732 | 0.00000 | 1.09132 | ||
| 14 | 2016.01.27 12:14 | modify | 5 | 5.00 | 1.08732 | 1.08732 | 1.09132 | ||
| 15 | 2016.01.27 12:26 | s/l | 5 | 5.00 | 1.08732 | 1.08732 | 1.09132 | 0.00 | 12004.00 |
| 16 | 2016.01.27 16:00 | buy | 6 | 5.00 | 1.08959 | 0.00000 | 1.09359 | ||
| 17 | 2016.01.27 21:36 | modify | 6 | 5.00 | 1.08959 | 1.08959 | 1.09359 | ||
| 18 | 2016.01.27 21:54 | s/l | 6 | 5.00 | 1.08959 | 1.08959 | 1.09359 | 0.00 | 12004.00 |
| 19 | 2016.01.28 00:00 | buy | 7 | 5.00 | 1.08939 | 0.00000 | 1.09339 | ||
| 20 | 2016.01.28 00:28 | modify | 7 | 5.00 | 1.08939 | 1.08939 | 1.09339 | ||
| 21 | 2016.01.28 02:39 | s/l | 7 | 5.00 | 1.08939 | 1.08939 | 1.09339 | 0.00 | 12004.00 |
| 22 | 2016.02.15 16:00 | sell | 8 | 5.00 | 1.11781 | 0.00000 | 1.11381 | ||
| 23 | 2016.02.15 16:36 | modify | 8 | 5.00 | 1.11781 | 1.11781 | 1.11381 | ||
| 24 | 2016.02.15 17:17 | t/p | 8 | 5.00 | 1.11381 | 1.11781 | 1.11381 | 2000.00 | 14004.00 |
| 25 | 2016.03.04 08:00 | buy | 9 | 5.00 | 1.09539 | 0.00000 | 1.09939 | ||
| 26 | 2016.03.04 11:14 | modify | 9 | 5.00 | 1.09539 | 1.09539 | 1.09939 | ||
| 27 | 2016.03.04 15:30 | s/l | 9 | 5.00 | 1.09539 | 1.09539 | 1.09939 | 0.00 | 14004.00 |
| 28 | 2016.03.04 16:00 | buy | 10 | 5.00 | 1.09810 | 0.00000 | 1.10210 | ||
| 29 | 2016.03.04 16:00 | modify | 10 | 5.00 | 1.09810 | 1.09810 | 1.10210 | ||
| 30 | 2016.03.04 16:06 | t/p | 10 | 5.00 | 1.10210 | 1.09810 | 1.10210 | 2000.00 | 16004.00 |
| 31 | 2016.03.10 16:00 | sell | 11 | 5.00 | 1.09194 | 0.00000 | 1.08794 | ||
| 32 | 2016.03.10 16:07 | modify | 11 | 5.00 | 1.09194 | 1.09194 | 1.08794 | ||
| 33 | 2016.03.10 16:07 | s/l | 11 | 5.00 | 1.09194 | 1.09194 | 1.08794 | 0.00 | 16004.00 |
| 34 | 2016.03.23 12:00 | sell | 12 | 5.00 | 1.11884 | 0.00000 | 1.11484 | ||
| 35 | 2016.03.23 12:18 | modify | 12 | 5.00 | 1.11884 | 1.11884 | 1.11484 | ||
| 36 | 2016.03.23 12:39 | s/l | 12 | 5.00 | 1.11884 | 1.11884 | 1.11484 | 0.00 | 16004.00 |
| 37 | 2016.03.23 16:00 | sell | 13 | 5.00 | 1.11829 | 0.00000 | 1.11429 | ||
| 38 | 2016.03.23 16:14 | modify | 13 | 5.00 | 1.11829 | 1.11829 | 1.11429 | ||
| 39 | 2016.03.23 16:44 | s/l | 13 | 5.00 | 1.11829 | 1.11829 | 1.11429 | 0.00 | 16004.00 |
| 40 | 2016.03.29 16:00 | buy | 14 | 5.00 | 1.12149 | 0.00000 | 1.12549 | ||
| 41 | 2016.03.29 16:01 | modify | 14 | 5.00 | 1.12149 | 1.12149 | 1.12549 | ||
| 42 | 2016.03.29 16:13 | s/l | 14 | 5.00 | 1.12149 | 1.12149 | 1.12549 | 0.00 | 16004.00 |
| 43 | 2016.03.29 20:00 | buy | 15 | 5.00 | 1.12650 | 0.00000 | 1.13050 | ||
| 44 | 2016.03.29 20:14 | modify | 15 | 5.00 | 1.12650 | 1.12650 | 1.13050 | ||
| 45 | 2016.03.30 09:14 | t/p | 15 | 5.00 | 1.13050 | 1.12650 | 1.13050 | 1954.00 | 17958.00 |
| 46 | 2016.04.13 04:00 | sell | 16 | 5.00 | 1.13800 | 0.00000 | 1.13400 | ||
| 47 | 2016.04.13 04:39 | modify | 16 | 5.00 | 1.13800 | 1.13800 | 1.13400 | ||
| 48 | 2016.04.13 11:48 | t/p | 16 | 5.00 | 1.13400 | 1.13800 | 1.13400 | 2000.00 | 19958.00 |
| 49 | 2016.04.19 16:00 | buy | 17 | 5.00 | 1.13542 | 0.00000 | 1.13942 | ||
| 50 | 2016.04.19 16:09 | modify | 17 | 5.00 | 1.13542 | 1.13542 | 1.13942 | ||
| 51 | 2016.04.20 00:49 | s/l | 17 | 5.00 | 1.13542 | 1.13542 | 1.13942 | -46.00 | 19912.00 |
| 52 | 2016.04.21 16:00 | buy | 18 | 5.00 | 1.13768 | 0.00000 | 1.14168 | ||
| 53 | 2016.04.21 16:01 | modify | 18 | 5.00 | 1.13768 | 1.13768 | 1.14168 | ||
| 54 | 2016.04.21 16:13 | s/l | 18 | 5.00 | 1.13768 | 1.13768 | 1.14168 | 0.00 | 19912.00 |
| 55 | 2016.04.27 04:00 | buy | 19 | 5.00 | 1.13036 | 0.00000 | 1.13436 | ||
| 56 | 2016.04.27 04:19 | modify | 19 | 5.00 | 1.13036 | 1.13036 | 1.13436 | ||
| 57 | 2016.04.27 04:37 | s/l | 19 | 5.00 | 1.13036 | 1.13036 | 1.13436 | 0.00 | 19912.00 |
| 58 | 2016.04.27 12:00 | buy | 20 | 5.00 | 1.13223 | 0.00000 | 1.13623 | ||
| 59 | 2016.04.27 16:49 | modify | 20 | 5.00 | 1.13223 | 1.13223 | 1.13623 | ||
| 60 | 2016.04.27 16:57 | s/l | 20 | 5.00 | 1.13223 | 1.13223 | 1.13623 | 0.00 | 19912.00 |
| 61 | 2016.05.06 00:00 | sell | 21 | 5.00 | 1.14040 | 0.00000 | 1.13640 | ||
| 62 | 2016.05.06 03:19 | modify | 21 | 5.00 | 1.14040 | 1.14040 | 1.13640 | ||
| 63 | 2016.05.06 04:18 | s/l | 21 | 5.00 | 1.14040 | 1.14040 | 1.13640 | 0.00 | 19912.00 |
| 64 | 2016.06.01 16:00 | buy | 22 | 5.00 | 1.11784 | 0.00000 | 1.12184 | ||
| 65 | 2016.06.01 20:14 | modify | 22 | 5.00 | 1.11784 | 1.11784 | 1.12184 | ||
| 66 | 2016.06.01 20:27 | s/l | 22 | 5.00 | 1.11784 | 1.11784 | 1.12184 | 0.00 | 19912.00 |
| 67 | 2016.06.03 16:00 | buy | 23 | 5.00 | 1.12877 | 0.00000 | 1.13277 | ||
| 68 | 2016.06.03 16:04 | modify | 23 | 5.00 | 1.12877 | 1.12877 | 1.13277 | ||
| 69 | 2016.06.03 16:06 | s/l | 23 | 5.00 | 1.12877 | 1.12877 | 1.13277 | 0.00 | 19912.00 |
| 70 | 2016.06.10 20:00 | sell | 24 | 5.00 | 1.12779 | 0.00000 | 1.12379 | ||
| 71 | 2016.06.10 20:18 | modify | 24 | 5.00 | 1.12779 | 1.12779 | 1.12379 | ||
| 72 | 2016.06.13 02:48 | t/p | 24 | 5.00 | 1.12379 | 1.12779 | 1.12379 | 2012.50 | 21924.50 |
| 73 | 2016.07.04 08:00 | buy | 25 | 5.00 | 1.11359 | 0.00000 | 1.11759 | ||
| 74 | 2016.07.04 08:19 | modify | 25 | 5.00 | 1.11359 | 1.11359 | 1.11759 | ||
| 75 | 2016.07.04 08:49 | s/l | 25 | 5.00 | 1.11359 | 1.11359 | 1.11759 | 0.00 | 21924.50 |
| 76 | 2016.07.12 12:00 | buy | 26 | 5.00 | 1.11115 | 0.00000 | 1.11515 | ||
| 77 | 2016.07.13 17:39 | modify | 26 | 5.00 | 1.11115 | 1.11115 | 1.11515 | ||
| 78 | 2016.07.13 17:51 | s/l | 26 | 5.00 | 1.11115 | 1.11115 | 1.11515 | -46.00 | 21878.50 |
| 79 | 2016.07.28 00:00 | buy | 27 | 5.00 | 1.10586 | 0.00000 | 1.10986 | ||
| 80 | 2016.07.28 00:06 | modify | 27 | 5.00 | 1.10586 | 1.10586 | 1.10986 | ||
| 81 | 2016.07.28 00:22 | s/l | 27 | 5.00 | 1.10586 | 1.10586 | 1.10986 | 0.00 | 21878.50 |
| 82 | 2016.08.05 16:00 | sell | 28 | 5.00 | 1.10830 | 0.00000 | 1.10430 | ||
| 83 | 2016.08.05 16:07 | modify | 28 | 5.00 | 1.10830 | 1.10830 | 1.10430 | ||
| 84 | 2016.08.05 18:24 | s/l | 28 | 5.00 | 1.10830 | 1.10830 | 1.10430 | 0.00 | 21878.50 |
| 85 | 2016.08.24 16:00 | sell | 29 | 5.00 | 1.12597 | 0.00000 | 1.12197 | ||
| 86 | 2016.08.24 16:09 | modify | 29 | 5.00 | 1.12597 | 1.12597 | 1.12197 | ||
| 87 | 2016.08.24 16:13 | s/l | 29 | 5.00 | 1.12597 | 1.12597 | 1.12197 | 0.00 | 21878.50 |
| 88 | 2016.08.26 20:00 | sell | 30 | 5.00 | 1.12341 | 0.00000 | 1.11941 | ||
| 89 | 2016.08.26 20:19 | modify | 30 | 5.00 | 1.12341 | 1.12341 | 1.11941 | ||
| 90 | 2016.08.26 21:51 | t/p | 30 | 5.00 | 1.11941 | 1.12341 | 1.11941 | 2000.00 | 23878.50 |
| 91 | 2016.09.06 20:00 | buy | 31 | 5.00 | 1.12410 | 0.00000 | 1.12810 | ||
| 92 | 2016.09.06 20:12 | modify | 31 | 5.00 | 1.12410 | 1.12410 | 1.12810 | ||
| 93 | 2016.09.07 04:00 | s/l | 31 | 5.00 | 1.12410 | 1.12410 | 1.12810 | -46.00 | 23832.50 |
| 94 | 2016.09.14 16:00 | sell | 32 | 5.00 | 1.12203 | 0.00000 | 1.11803 | ||
| 95 | 2016.09.16 15:31 | modify | 32 | 5.00 | 1.12203 | 1.12203 | 1.11803 | ||
| 96 | 2016.09.16 16:07 | t/p | 32 | 5.00 | 1.11803 | 1.12203 | 1.11803 | 2050.00 | 25882.50 |
| 97 | 2016.09.22 12:00 | buy | 33 | 5.00 | 1.12371 | 0.00000 | 1.12771 | ||
| 98 | 2016.09.22 15:10 | modify | 33 | 5.00 | 1.12371 | 1.12371 | 1.12771 | ||
| 99 | 2016.09.22 15:13 | s/l | 33 | 5.00 | 1.12371 | 1.12371 | 1.12771 | 0.00 | 25882.50 |
| 100 | 2016.09.29 16:00 | sell | 34 | 5.00 | 1.12022 | 0.00000 | 1.11622 | ||
| 101 | 2016.09.30 10:12 | modify | 34 | 5.00 | 1.12022 | 1.12022 | 1.11622 | ||
| 102 | 2016.09.30 14:58 | t/p | 34 | 5.00 | 1.11622 | 1.12022 | 1.11622 | 2012.50 | 27895.00 |
| 103 | 2016.10.28 16:00 | buy | 35 | 5.00 | 1.09273 | 0.00000 | 1.09673 | ||
| 104 | 2016.10.28 17:00 | modify | 35 | 5.00 | 1.09273 | 1.09273 | 1.09673 | ||
| 105 | 2016.10.28 17:02 | s/l | 35 | 5.00 | 1.09273 | 1.09273 | 1.09673 | 0.00 | 27895.00 |
| 106 | 2016.10.28 20:00 | buy | 36 | 5.00 | 1.09403 | 0.00000 | 1.09803 | ||
| 107 | 2016.10.28 20:06 | modify | 36 | 5.00 | 1.09403 | 1.09403 | 1.09803 | ||
| 108 | 2016.10.28 20:33 | t/p | 36 | 5.00 | 1.09803 | 1.09403 | 1.09803 | 2000.00 | 29895.00 |
| 109 | 2016.11.08 20:00 | sell | 37 | 5.00 | 1.10224 | 0.00000 | 1.09824 | ||
| 110 | 2016.11.08 20:33 | modify | 37 | 5.00 | 1.10224 | 1.10224 | 1.09824 | ||
| 111 | 2016.11.08 21:23 | s/l | 37 | 5.00 | 1.10224 | 1.10224 | 1.09824 | 0.00 | 29895.00 |
| 112 | 2016.11.09 16:00 | sell | 38 | 5.00 | 1.10090 | 0.00000 | 1.09690 | ||
| 113 | 2016.11.09 16:03 | modify | 38 | 5.00 | 1.10090 | 1.10090 | 1.09690 | ||
| 114 | 2016.11.09 16:30 | t/p | 38 | 5.00 | 1.09690 | 1.10090 | 1.09690 | 2000.00 | 31895.00 |
| 115 | 2016.11.28 04:00 | buy | 39 | 5.00 | 1.06458 | 0.00000 | 1.06858 | ||
| 116 | 2016.11.28 04:01 | modify | 39 | 5.00 | 1.06458 | 1.06458 | 1.06858 | ||
| 117 | 2016.11.28 04:13 | s/l | 39 | 5.00 | 1.06458 | 1.06458 | 1.06858 | 0.00 | 31895.00 |