Strategy Tester Report
Spring V7_7.2
RoboForex-ECN (Build 1065)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период4 Часа (H4) 2006.01.03 00:00 - 2017.04.14 20:00 (2003.01.01 - 2017.04.16)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыa0=" ВХОДНЫЕ ПАРАМЕТРЫ STRING "; ТФ="W1"; Lots=0.01; LotExponent=1; Step=100; Candles=200; Slippage=3; TakeProfit=50; MaxTrades=20; Gep=15; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК "; UseBU=false; TakeProfitBU=50; HourBU=48; ac=" Динамический расчет сигнальной свечи (при kol_bar_sredn=0 работает Candles)"; kol_bar_sredn=0; K_Candles=1; UseDinStep=false; K_Step_Candles=0.5; K_TP=0.25; ad=" Изучаем свечу младшего ТФ "; UseFriday=false; MaxCandlesFriday=50; ae=" Исключаем из торгов новый год "; UseNY=true; DataStart="12.15"; DataEnd="01.15"; MagicBuy=111; MagicSell=222;
Баров в истории18034Смоделировано тиков128763444Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (13)
Чистая прибыль189.31Общая прибыль265.62Общий убыток-76.32
Прибыльность3.48Матожидание выигрыша3.86
Абсолютная просадка258.97Максимальная просадка371.77 (3.68%)Относительная просадка3.68% (371.77)
Всего сделок49Короткие позиции (% выигравших)17 (82.35%)Длинные позиции (% выигравших)32 (75.00%)
Прибыльные сделки (% от всех)38 (77.55%)Убыточные сделки (% от всех)11 (22.45%)
Самая большаяприбыльная сделка38.12убыточная сделка-28.73
Средняяприбыльная сделка6.99убыточная сделка-6.94
Максимальное количествонепрерывных выигрышей (прибыль)10 (132.72)непрерывных проигрышей (убыток)4 (-70.95)
Макс.непрерывная прибыль (число выигрышей)132.72 (10)непрерывный убыток (число проигрышей)-70.95 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12007.03.11 22:05buy10.010.914590.000000.00000
22007.03.11 22:05modify10.010.914590.000000.91959
32007.03.12 19:18t/p10.010.919590.000000.919593.6910003.69
42007.05.20 21:00buy20.010.895800.000000.00000
52007.05.20 21:00modify20.010.895800.000000.90080
62007.05.25 14:40buy30.010.885700.000000.00000
72007.05.25 14:40modify30.010.885700.000000.89575
82007.05.25 14:40modify20.010.895800.000000.89575
92007.05.30 09:14buy40.010.875200.000000.00000
102007.05.30 09:14modify40.010.875200.000000.89057
112007.05.30 09:14modify30.010.885700.000000.89057
122007.05.30 09:14modify20.010.895800.000000.89057
132007.06.06 02:06t/p20.010.890570.000000.89057-3.729999.97
142007.06.06 02:06t/p30.010.890570.000000.890573.7010003.67
152007.06.06 02:06t/p40.010.890570.000000.8905711.4610015.13
162007.08.19 21:00buy50.010.844700.000000.00000
172007.08.19 21:00modify50.010.844700.000000.84970
182007.08.20 09:11t/p50.010.849700.000000.849703.6910018.82
192007.08.26 21:00sell60.010.869570.000000.00000
202007.08.26 21:00modify60.010.869570.000000.86457
212007.08.28 22:17t/p60.010.864570.000000.864573.5710022.39
222007.10.28 21:00sell70.010.883470.000000.00000
232007.10.28 21:00modify70.010.883470.000000.87847
242007.10.29 17:54t/p70.010.878470.000000.878473.6310026.02
252007.11.04 22:00buy80.010.861100.000000.00000
262007.11.04 22:00modify80.010.861100.000000.86610
272007.11.07 06:35buy90.010.851000.000000.00000
282007.11.07 06:35modify90.010.851000.000000.86105
292007.11.07 06:35modify80.010.861100.000000.86105
302007.11.08 13:34t/p80.010.861050.000000.86105-0.0010026.02
312007.11.08 13:34t/p90.010.861050.000000.861057.4610033.48
322008.08.17 21:03buy100.010.917460.000000.00000
332008.08.17 21:03modify100.010.917460.000000.92246
342008.08.18 00:37t/p100.010.922460.000000.922463.6910037.17
352008.10.19 21:00sell110.010.821170.000000.00000
362008.10.19 21:00modify110.010.821170.000000.81617
372008.10.19 21:00t/p110.010.816170.000000.816173.6810040.85
382008.10.26 21:00buy120.010.788800.000000.00000
392008.10.26 21:00modify120.010.788800.000000.79380
402008.10.27 19:57buy130.010.778600.000000.00000
412008.10.27 19:57modify130.010.778600.000000.78870
422008.10.27 19:57modify120.010.788800.000000.78870
432008.10.28 20:56t/p120.010.788700.000000.78870-0.0910040.77
442008.10.28 20:56t/p130.010.788700.000000.788707.4710048.24
452008.11.03 04:13sell140.010.814870.000000.00000
462008.11.03 04:13modify140.010.814870.000000.80987
472008.11.03 10:27t/p140.010.809870.000000.809873.6810051.92
482009.02.01 22:00buy150.010.781030.000000.00000
492009.02.01 22:00modify150.010.781030.000000.78603
502009.02.02 17:34t/p150.010.786030.000000.786033.6910055.61
512009.02.08 22:00sell160.010.822230.000000.00000
522009.02.08 22:00modify160.010.822230.000000.81723
532009.02.09 00:48t/p160.010.817230.000000.817233.6310059.23
542009.04.05 21:00sell170.010.878500.000000.00000
552009.04.05 21:00modify170.010.878500.000000.87350
562009.04.12 21:00sell180.010.890400.000000.00000
572009.04.12 21:00modify180.010.890400.000000.87945
582009.04.12 21:00modify170.010.878500.000000.87945
592009.04.14 16:02t/p170.010.879450.000000.87945-1.2010058.03
602009.04.14 16:02t/p180.010.879450.000000.879457.9910066.03
612009.09.27 21:00sell190.010.946800.000000.00000
622009.09.27 21:00modify190.010.946800.000000.94180
632009.10.01 12:51t/p190.010.941800.000000.941803.3610069.39
642010.05.23 21:00buy200.010.881880.000000.00000
652010.05.23 21:00modify200.010.881880.000000.88688
662010.05.26 08:08t/p200.010.886880.000000.886883.7110073.10
672011.03.27 21:02sell210.011.003480.000000.00000
682011.03.27 21:02modify210.011.003480.000000.99848
692011.03.29 08:01t/p210.010.998480.000000.998483.5610076.67
702011.07.31 21:00sell220.011.051460.000000.00000
712011.07.31 21:00modify220.011.051460.000001.04646
722011.08.02 04:35t/p220.011.046460.000001.046463.5710080.24
732011.08.07 21:00buy230.011.023050.000000.00000
742011.08.07 21:00modify230.011.023050.000001.02805
752011.08.08 05:34buy240.011.013040.000000.00000
762011.08.08 05:34modify240.011.013040.000001.02305
772011.08.08 05:34modify230.011.023050.000001.02305
782011.08.08 11:01t/p230.011.023050.000001.02305-0.0210080.23
792011.08.08 11:01t/p240.011.023050.000001.023057.4010087.63
802011.09.18 21:00buy250.011.010540.000000.00000
812011.09.18 21:00modify250.011.010540.000001.01554
822011.09.20 07:37t/p250.011.015540.000001.015543.7010091.33
832011.10.16 21:00sell260.011.043770.000000.00000
842011.10.16 21:00modify260.011.043770.000001.03877
852011.10.17 05:44t/p260.011.038770.000001.038773.6310094.96
862012.10.07 21:00buy270.010.992600.000000.00000
872012.10.07 21:00modify270.010.992600.000000.99760
882012.10.09 00:06t/p270.010.997600.000000.997603.7010098.66
892012.10.21 21:01sell280.011.025770.000000.00000
902012.10.21 21:01modify280.011.025770.000001.02077
912012.10.23 13:00t/p280.011.020770.000001.020773.5710102.23
922013.05.12 21:06buy290.011.011850.000000.00000
932013.05.12 21:06modify290.011.011850.000001.01685
942013.05.16 05:52buy300.011.001850.000000.00000
952013.05.16 05:52modify300.011.001850.000001.01185
962013.05.16 05:52modify290.011.011850.000001.01185
972013.05.31 09:03buy310.010.991850.000000.00000
982013.05.31 09:03modify310.010.991850.000001.00685
992013.05.31 09:03modify300.011.001850.000001.00685
1002013.05.31 09:03modify290.011.011850.000001.00685
1012013.06.06 00:20buy320.010.981800.000000.00000
1022013.06.06 00:20modify320.010.981800.000001.00184
1032013.06.06 00:20modify310.010.991850.000001.00184
1042013.06.06 00:20modify300.011.001850.000001.00184
1052013.06.06 00:20modify290.011.011850.000001.00184
1062013.06.07 12:30buy330.010.971730.000000.00000
1072013.06.07 12:30modify330.010.971730.000000.99682
1082013.06.07 12:30modify320.010.981800.000000.99682
1092013.06.07 12:30modify310.010.991850.000000.99682
1102013.06.07 12:30modify300.011.001850.000000.99682
1112013.06.07 12:30modify290.011.011850.000000.99682
1122013.06.09 21:00buy340.010.960890.000000.00000
1132013.06.09 21:00modify340.010.960890.000000.99166
1142013.06.09 21:00modify330.010.971730.000000.99166
1152013.06.09 21:00modify320.010.981800.000000.99166
1162013.06.09 21:00modify310.010.991850.000000.99166
1172013.06.09 21:00modify300.011.001850.000000.99166
1182013.06.09 21:00modify290.011.011850.000000.99166
1192013.06.20 01:45buy350.010.950800.000000.00000
1202013.06.20 01:45modify350.010.950800.000000.98654
1212013.06.20 01:45modify340.010.960890.000000.98654
1222013.06.20 01:45modify330.010.971730.000000.98654
1232013.06.20 01:45modify320.010.981800.000000.98654
1242013.06.20 01:45modify310.010.991850.000000.98654
1252013.06.20 01:45modify300.011.001850.000000.98654
1262013.06.20 01:45modify290.011.011850.000000.98654
1272013.07.12 10:37buy360.010.940620.000000.00000
1282013.07.12 10:37modify360.010.940620.000000.98142
1292013.07.12 10:37modify350.010.950800.000000.98142
1302013.07.12 10:37modify340.010.960890.000000.98142
1312013.07.12 10:37modify330.010.971730.000000.98142
1322013.07.12 10:37modify320.010.981800.000000.98142
1332013.07.12 10:37modify310.010.991850.000000.98142
1342013.07.12 10:37modify300.011.001850.000000.98142
1352013.07.12 10:37modify290.011.011850.000000.98142
1362013.07.31 00:46buy370.010.930560.000000.00000
1372013.07.31 00:46modify370.010.930560.000000.97633
1382013.07.31 00:46modify360.010.940620.000000.97633
1392013.07.31 00:46modify350.010.950800.000000.97633
1402013.07.31 00:46modify340.010.960890.000000.97633
1412013.07.31 00:46modify330.010.971730.000000.97633
1422013.07.31 00:46modify320.010.981800.000000.97633
1432013.07.31 00:46modify310.010.991850.000000.97633
1442013.07.31 00:46modify300.011.001850.000000.97633
1452013.07.31 00:46modify290.011.011850.000000.97633
1462013.07.31 18:14buy380.010.920560.000000.00000
1472013.07.31 18:14modify380.010.920560.000000.97125
1482013.07.31 18:14modify370.010.930560.000000.97125
1492013.07.31 18:14modify360.010.940620.000000.97125
1502013.07.31 18:14modify350.010.950800.000000.97125
1512013.07.31 18:14modify340.010.960890.000000.97125
1522013.07.31 18:14modify330.010.971730.000000.97125
1532013.07.31 18:14modify320.010.981800.000000.97125
1542013.07.31 18:14modify310.010.991850.000000.97125
1552013.07.31 18:14modify300.011.001850.000000.97125
1562013.07.31 18:14modify290.011.011850.000000.97125
1572013.09.18 19:59t/p290.010.971250.000000.97125-28.7310073.50
1582013.09.18 19:59t/p300.010.971250.000000.97125-21.3710052.13
1592013.09.18 19:59t/p310.010.971250.000000.97125-14.1210038.01
1602013.09.18 19:59t/p320.010.971250.000000.97125-6.7310031.28
1612013.09.18 19:59t/p330.010.971250.000000.971250.7310032.01
1622013.09.18 19:59t/p340.010.971250.000000.971258.7710040.78
1632013.09.18 19:59t/p350.010.971250.000000.9712516.1210056.90
1642013.09.18 19:59t/p360.010.971250.000000.9712523.4210080.32
1652013.09.18 19:59t/p370.010.971250.000000.9712530.7010111.03
1662013.09.18 19:59t/p380.010.971250.000000.9712538.1210149.15
1672013.12.15 22:00buy390.010.949100.000000.00000
1682013.12.15 22:00modify390.010.949100.000000.95410
1692013.12.20 15:09t/p390.010.954100.000000.954103.7610152.91
1702014.09.21 21:00buy400.010.979360.000000.00000
1712014.09.21 21:00modify400.010.979360.000000.98436
1722014.09.24 07:11t/p400.010.984360.000000.984363.7110156.62
1732015.04.05 21:05buy410.010.950840.000000.00000
1742015.04.05 21:05modify410.010.950840.000000.95584
1752015.04.07 04:30t/p410.010.955840.000000.955843.7010160.32
1762015.09.06 21:05buy420.010.917310.000000.00000
1772015.09.06 21:05modify420.010.917310.000000.92231
1782015.09.07 09:51t/p420.010.922310.000000.922313.6810164.00
1792015.10.11 21:00sell430.010.948130.000000.00000
1802015.10.11 21:00modify430.010.948130.000000.94313
1812015.10.12 17:43sell440.010.958140.000000.00000
1822015.10.12 17:43modify440.010.958140.000000.94814
1832015.10.12 17:43modify430.010.948130.000000.94814
1842015.10.13 14:46t/p430.010.948140.000000.94814-0.1510163.86
1852015.10.13 14:46t/p440.010.948140.000000.948147.3310171.19
1862016.02.28 22:00buy450.010.961880.000000.00000
1872016.02.28 22:00modify450.010.961880.000000.96688
1882016.02.29 08:29t/p450.010.966880.000000.966883.6910174.88
1892016.07.10 21:00sell460.010.986450.000000.00000
1902016.07.10 21:00modify460.010.986450.000000.98145
1912016.07.12 08:03sell470.010.996450.000000.00000
1922016.07.12 08:03modify470.010.996450.000000.98645
1932016.07.12 08:03modify460.010.986450.000000.98645
1942016.07.13 17:38t/p460.010.986450.000000.98645-0.1910174.69
1952016.07.13 17:38t/p470.010.986450.000000.986457.3410182.03
1962016.11.20 22:00buy480.010.989080.000000.00000
1972016.11.20 22:00modify480.010.989080.000000.99408
1982016.11.22 17:04t/p480.010.994080.000000.994083.7010185.73
1992017.01.22 22:00sell490.011.006340.000000.00000
2002017.01.22 22:00modify490.011.006340.000001.00134
2012017.01.24 14:09t/p490.011.001340.000001.001343.5710189.31