Strategy Tester Report
Spring V7_7.2
Alpari-ECN1 (Build 988)

СимволAUDCHF (Australian Dollar vs Swiss Franc)
Период1 Минута (M1) 2010.01.01 00:01 - 2017.04.18 23:59 (2010.01.01 - 2017.03.31)
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=30; HourBU=72; 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 истории2722008Смоделировано тиков141299057Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (25)
Чистая прибыль248.22Общая прибыль272.06Общий убыток-23.84
Прибыльность11.41Матожидание выигрыша4.87
Абсолютная просадка31.75Максимальная просадка94.51 (0.93%)Относительная просадка0.93% (94.51)
Всего сделок51Короткие позиции (% выигравших)26 (80.77%)Длинные позиции (% выигравших)25 (88.00%)
Прибыльные сделки (% от всех)43 (84.31%)Убыточные сделки (% от всех)8 (15.69%)
Самая большаяприбыльная сделка20.48убыточная сделка-10.13
Средняяприбыльная сделка6.33убыточная сделка-2.98
Максимальное количествонепрерывных выигрышей (прибыль)18 (99.84)непрерывных проигрышей (убыток)2 (-10.24)
Макс.непрерывная прибыль (число выигрышей)99.84 (18)непрерывный убыток (число проигрышей)-10.24 (2)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.02.15 00:00sell10.010.954920.000000.00000
22010.02.15 00:00modify10.010.954920.000000.94992
32010.02.16 16:27sell20.010.964950.000000.00000
42010.02.16 16:27modify20.010.964950.000000.95494
52010.02.16 16:27modify10.010.954920.000000.95494
62010.02.25 17:47t/p10.010.954940.000000.95494-1.289998.72
72010.02.25 17:47t/p20.010.954940.000000.954948.8710007.58
82010.05.24 00:00buy30.010.956700.000000.00000
92010.05.24 00:00modify30.010.956700.000000.96170
102010.05.24 03:40buy40.010.946700.000000.00000
112010.05.24 03:40modify40.010.946700.000000.95670
122010.05.24 03:40modify30.010.956700.000000.95670
132010.05.24 05:56t/p30.010.956700.000000.956700.0010007.58
142010.05.24 05:56t/p40.010.956700.000000.9567010.0210017.60
152010.06.07 00:01buy50.010.954750.000000.00000
162010.06.07 00:01modify50.010.954750.000000.95975
172010.06.07 03:45buy60.010.944750.000000.00000
182010.06.07 03:45modify60.010.944750.000000.95475
192010.06.07 03:45modify50.010.954750.000000.95475
202010.06.07 15:20t/p50.010.954750.000000.954750.0010017.60
212010.06.07 15:20t/p60.010.954750.000000.9547510.0110027.61
222010.06.14 00:01sell70.010.978900.000000.00000
232010.06.14 00:01modify70.010.978900.000000.97390
242010.06.15 09:30t/p70.010.973900.000000.973904.8910032.51
252010.07.05 00:02buy80.010.894750.000000.00000
262010.07.05 00:02modify80.010.894750.000000.89975
272010.07.05 04:36t/p80.010.899750.000000.899755.0110037.52
282010.07.12 00:00sell90.010.927150.000000.00000
292010.07.12 00:00modify90.010.927150.000000.92215
302010.07.12 08:27t/p90.010.922150.000000.922155.0010042.52
312010.07.26 00:02sell100.010.943300.000000.00000
322010.07.26 00:02modify100.010.943300.000000.93830
332010.07.27 11:40sell110.010.953350.000000.00000
342010.07.27 11:40modify110.010.953350.000000.94333
352010.07.27 11:40modify100.010.943300.000000.94333
362010.07.28 16:47t/p100.010.943330.000000.94333-0.2410042.28
372010.07.28 16:47t/p110.010.943330.000000.943339.9310052.22
382011.02.07 00:00sell120.010.969780.000000.00000
392011.02.07 00:00modify120.010.969780.000000.96478
402011.02.07 02:30t/p120.010.964780.000000.964785.0110057.23
412011.03.21 00:18buy130.010.895120.000000.00000
422011.03.21 00:18modify130.010.895120.000000.90012
432011.03.21 02:34t/p130.010.900120.000000.900125.0110062.24
442011.03.28 00:01sell140.010.941490.000000.00000
452011.03.28 00:01modify140.010.941490.000000.93649
462011.03.30 06:32sell150.010.951670.000000.00000
472011.03.30 06:32modify150.010.951670.000000.94158
482011.03.30 06:32modify140.010.941490.000000.94158
492011.04.01 16:12sell160.010.961710.000000.00000
502011.04.01 16:12modify160.010.961710.000000.94662
512011.04.01 16:12modify150.010.951670.000000.94662
522011.04.01 16:12modify140.010.941490.000000.94662
532011.04.12 05:38t/p140.010.946620.000000.94662-6.7110055.52
542011.04.12 05:38t/p150.010.946620.000000.946623.6810059.20
552011.04.12 05:38t/p160.010.946620.000000.9466214.1610073.37
562011.05.30 00:00buy170.010.909830.000000.00000
572011.05.30 00:00modify170.010.909830.000000.91483
582011.06.01 05:01t/p170.010.914830.000000.914835.0910078.46
592011.06.27 00:02buy180.010.872030.000000.00000
602011.06.27 00:02modify180.010.872030.000000.87703
612011.06.28 22:06t/p180.010.877030.000000.877035.0410083.49
622011.07.04 00:00sell190.010.913660.000000.00000
632011.07.04 00:00modify190.010.913660.000000.90866
642011.07.04 04:30t/p190.010.908660.000000.908665.0110088.50
652011.07.18 00:00buy200.010.859640.000000.00000
662011.07.18 00:00modify200.010.859640.000000.86464
672011.07.18 10:41t/p200.010.864640.000000.864645.0010093.50
682011.08.08 00:00buy210.010.791560.000000.00000
692011.08.08 00:00modify210.010.791560.000000.79656
702011.08.08 07:24buy220.010.781530.000000.00000
712011.08.08 07:24modify220.010.781530.000000.79155
722011.08.08 07:24modify210.010.791560.000000.79155
732011.08.08 10:27t/p210.010.791550.000000.79155-0.0110093.49
742011.08.08 10:27t/p220.010.791550.000000.7915510.0410103.53
752011.08.29 00:00sell230.010.854060.000000.00000
762011.08.29 00:00modify230.010.854060.000000.84906
772011.08.29 09:57sell240.010.864070.000000.00000
782011.08.29 09:57modify240.010.864070.000000.85407
792011.08.29 09:57modify230.010.854060.000000.85407
802011.08.29 17:16sell250.010.874100.000000.00000
812011.08.29 17:16modify250.010.874100.000000.85908
822011.08.29 17:16modify240.010.864070.000000.85908
832011.08.29 17:16modify230.010.854060.000000.85908
842011.08.31 15:49t/p230.010.859080.000000.85908-5.2410098.29
852011.08.31 15:49t/p240.010.859080.000000.859084.7810103.07
862011.08.31 15:49t/p250.010.859080.000000.8590814.8310117.90
872011.09.12 00:00sell260.010.925660.000000.00000
882011.09.12 00:00modify260.010.925660.000000.92066
892011.09.12 05:32t/p260.010.920660.000000.920665.0010122.90
902011.09.26 00:02buy270.010.886630.000000.00000
912011.09.26 00:02modify270.010.886630.000000.89163
922011.09.26 17:41buy280.010.876630.000000.00000
932011.09.26 17:41modify280.010.876630.000000.88663
942011.09.26 17:41modify270.010.886630.000000.88663
952011.09.27 00:01t/p270.010.886630.000000.886630.0410122.94
962011.09.27 00:01t/p280.010.886630.000000.8866310.0610133.00
972011.10.10 00:00sell290.010.904370.000000.00000
982011.10.10 00:00modify290.010.904370.000000.89937
992011.10.10 15:30t/p290.010.899370.000000.899375.0110138.01
1002011.12.05 00:00sell300.010.943920.000000.00000
1012011.12.05 00:00modify300.010.943920.000000.93892
1022011.12.06 06:52t/p300.010.938920.000000.938924.9010142.92
1032012.02.27 00:00buy310.010.957900.000000.00000
1042012.02.27 00:00modify310.010.957900.000000.96290
1052012.02.27 17:12t/p310.010.962900.000000.962905.0110147.93
1062012.03.05 00:00sell320.010.982010.000000.00000
1072012.03.05 00:00modify320.010.982010.000000.97701
1082012.03.05 10:33t/p320.010.977010.000000.977015.0110152.94
1092012.07.09 00:00sell330.010.998370.000000.00000
1102012.07.09 00:00modify330.010.998370.000000.99337
1112012.07.09 13:20t/p330.010.993370.000000.993375.0110157.95
1122012.07.23 00:00sell340.011.026170.000000.00000
1132012.07.23 00:00modify340.011.026170.000001.02117
1142012.07.23 11:22t/p340.011.021170.000001.021175.0110162.96
1152012.10.08 00:00buy350.010.944310.000000.00000
1162012.10.08 00:00modify350.010.944310.000000.94931
1172012.10.08 09:34t/p350.010.949310.000000.949315.0110167.97
1182013.06.10 00:00buy360.010.880910.000000.00000
1192013.06.10 00:00modify360.010.880910.000000.88591
1202013.06.10 14:09t/p360.010.885910.000000.885915.0110172.98
1212013.08.05 00:02buy370.010.828660.000000.00000
1222013.08.05 00:02modify370.010.828660.000000.83366
1232013.08.06 08:23t/p370.010.833660.000000.833665.0410178.01
1242013.09.09 00:00sell380.010.864060.000000.00000
1252013.09.09 00:00modify380.010.864060.000000.85906
1262013.09.09 18:01t/p380.010.859060.000000.859065.0110183.02
1272013.11.25 00:00buy390.010.831660.000000.00000
1282013.11.25 00:00modify390.010.831660.000000.83666
1292013.11.26 00:52t/p390.010.836660.000000.836665.0510188.07
1302014.09.15 00:00buy400.010.839860.000000.00000
1312014.09.15 00:00modify400.010.839860.000000.84486
1322014.09.15 13:38t/p400.010.844860.000000.844865.0110193.08
1332014.12.01 00:00buy410.010.818000.000000.00000
1342014.12.01 00:00modify410.010.818000.000000.82300
1352014.12.02 08:23t/p410.010.823000.000000.823005.0510198.13
1362015.02.02 00:00sell420.010.718490.000000.00000
1372015.02.02 00:00modify420.010.718490.000000.71349
1382015.02.02 10:53sell430.010.728510.000000.00000
1392015.02.02 10:53modify430.010.728510.000000.71850
1402015.02.02 10:53modify420.010.718490.000000.71850
1412015.02.03 05:29t/p420.010.718500.000000.71850-0.1110198.01
1422015.02.03 05:29t/p430.010.718500.000000.718509.9210207.94
1432015.04.13 00:00sell440.010.752090.000000.00000
1442015.04.13 00:00modify440.010.752090.000000.74709
1452015.04.13 05:06t/p440.010.747090.000000.747095.0110212.95
1462015.08.24 00:00buy450.010.690450.000000.00000
1472015.08.24 00:00modify450.010.690450.000000.69545
1482015.08.24 05:43buy460.010.680450.000000.00000
1492015.08.24 05:43modify460.010.680450.000000.69045
1502015.08.24 05:43modify450.010.690450.000000.69045
1512015.08.24 16:09buy470.010.670390.000000.00000
1522015.08.24 16:09modify470.010.670390.000000.68543
1532015.08.24 16:09modify460.010.680450.000000.68543
1542015.08.24 16:09modify450.010.690450.000000.68543
1552015.08.24 16:12buy480.010.659900.000000.00000
1562015.08.24 16:12modify480.010.659900.000000.68030
1572015.08.24 16:12modify470.010.670390.000000.68030
1582015.08.24 16:12modify460.010.680450.000000.68030
1592015.08.24 16:12modify450.010.690450.000000.68030
1602015.08.25 13:16t/p450.010.680300.000000.68030-10.1310202.82
1612015.08.25 13:16t/p460.010.680300.000000.68030-0.1110202.71
1622015.08.25 13:16t/p470.010.680300.000000.680309.9710212.67
1632015.08.25 13:16t/p480.010.680300.000000.6803020.4810233.15
1642015.11.23 00:00sell490.010.737200.000000.00000
1652015.11.23 00:00modify490.010.737200.000000.73220
1662015.11.23 04:31t/p490.010.732200.000000.732205.0110238.16
1672016.01.25 00:00sell500.010.711150.000000.00000
1682016.01.25 00:00modify500.010.711150.000000.70615
1692016.01.25 22:29t/p500.010.706150.000000.706155.0110243.17
1702016.05.02 00:00buy510.010.727700.000000.00000
1712016.05.02 00:00modify510.010.727700.000000.73270
1722016.05.03 03:37t/p510.010.732700.000000.732705.0510248.22