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

СимволAUDUSD (Australian Dollar vs US Dollar)
Период1 Минута (M1) 2010.01.01 00:00 - 2017.04.19 20:59 (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 истории2716485Смоделировано тиков143897082Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (16)
Чистая прибыль307.77Общая прибыль486.97Общий убыток-179.20
Прибыльность2.72Матожидание выигрыша5.22
Абсолютная просадка543.20Максимальная просадка718.65 (7.06%)Относительная просадка7.06% (718.65)
Всего сделок59Короткие позиции (% выигравших)19 (78.95%)Длинные позиции (% выигравших)40 (75.00%)
Прибыльные сделки (% от всех)45 (76.27%)Убыточные сделки (% от всех)14 (23.73%)
Самая большаяприбыльная сделка60.84убыточная сделка-48.66
Средняяприбыльная сделка10.82убыточная сделка-12.80
Максимальное количествонепрерывных выигрышей (прибыль)13 (246.63)непрерывных проигрышей (убыток)5 (-143.54)
Макс.непрерывная прибыль (число выигрышей)246.63 (13)непрерывный убыток (число проигрышей)-143.54 (5)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.11 00:00sell10.010.928710.000000.00000
22010.01.11 00:00modify10.010.928710.000000.92371
32010.01.12 04:17t/p10.010.923710.000000.923714.9710004.97
42010.02.15 00:01sell20.010.888250.000000.00000
52010.02.15 00:01modify20.010.888250.000000.88325
62010.02.16 15:56sell30.010.898260.000000.00000
72010.02.16 15:56modify30.010.898260.000000.88826
82010.02.16 15:56modify20.010.888250.000000.88826
92010.02.19 09:21t/p20.010.888260.000000.88826-0.1710004.80
102010.02.19 09:21t/p30.010.888260.000000.888269.8710014.67
112010.05.24 01:00buy40.010.831250.000000.00000
122010.05.24 01:00modify40.010.831250.000000.83625
132010.05.24 04:04buy50.010.821200.000000.00000
142010.05.24 04:04modify50.010.821200.000000.83123
152010.05.24 04:04modify40.010.831250.000000.83123
162010.05.24 09:32t/p40.010.831230.000000.83123-0.0210014.65
172010.05.24 09:32t/p50.010.831230.000000.8312310.0310024.68
182010.06.07 01:00buy60.010.822530.000000.00000
192010.06.07 01:00modify60.010.822530.000000.82753
202010.06.07 03:26buy70.010.812530.000000.00000
212010.06.07 03:26modify70.010.812530.000000.82253
222010.06.07 03:26modify60.010.822530.000000.82253
232010.06.08 18:50t/p60.010.822530.000000.822530.0110024.69
242010.06.08 18:50t/p70.010.822530.000000.8225310.0110034.70
252010.06.14 01:00sell80.010.851730.000000.00000
262010.06.14 01:00modify80.010.851730.000000.84673
272010.06.14 15:16sell90.010.861740.000000.00000
282010.06.14 15:16modify90.010.861740.000000.85174
292010.06.14 15:16modify80.010.851730.000000.85174
302010.06.15 09:30t/p80.010.851740.000000.85174-0.0410034.66
312010.06.15 09:30t/p90.010.851740.000000.851749.9710044.63
322010.07.05 01:00buy100.010.841440.000000.00000
332010.07.05 01:00modify100.010.841440.000000.84644
342010.07.05 09:24t/p100.010.846440.000000.846445.0010049.63
352010.07.12 01:00sell110.010.877190.000000.00000
362010.07.12 01:00modify110.010.877190.000000.87219
372010.07.12 09:17t/p110.010.872190.000000.872195.0010054.63
382010.07.26 01:00sell120.010.895830.000000.00000
392010.07.26 01:00modify120.010.895830.000000.89083
402010.07.27 13:09sell130.010.905840.000000.00000
412010.07.27 13:09modify130.010.905840.000000.89584
422010.07.27 13:09modify120.010.895830.000000.89584
432010.07.28 04:30t/p120.010.895840.000000.89584-0.0610054.57
442010.07.28 04:30t/p130.010.895840.000000.895849.9710064.54
452010.08.16 01:00buy140.010.893180.000000.00000
462010.08.16 01:00modify140.010.893180.000000.89818
472010.08.16 19:03t/p140.010.898180.000000.898185.0010069.54
482010.09.27 01:00sell150.010.960520.000000.00000
492010.09.27 01:00modify150.010.960520.000000.95552
502010.09.29 10:04sell160.010.970550.000000.00000
512010.09.29 10:04modify160.010.970550.000000.96054
522010.09.29 10:04modify150.010.960520.000000.96054
532010.10.05 06:30t/p150.010.960540.000000.96054-0.2410069.31
542010.10.05 06:30t/p160.010.960540.000000.960549.8510079.15
552010.11.08 00:00sell170.011.014730.000000.00000
562010.11.08 00:00modify170.011.014730.000001.00973
572010.11.08 04:19t/p170.011.009730.000001.009735.0010084.15
582011.02.07 00:00sell180.011.013070.000000.00000
592011.02.07 00:00modify180.011.013070.000001.00807
602011.02.10 02:47t/p180.011.008070.000001.008074.8710089.02
612011.05.02 00:01sell190.011.096120.000000.00000
622011.05.02 00:01modify190.011.096120.000001.09112
632011.05.03 04:51t/p190.011.091120.000001.091124.9710093.99
642011.07.04 00:00sell200.011.077280.000000.00000
652011.07.04 00:00modify200.011.077280.000001.07228
662011.07.04 08:16t/p200.011.072280.000001.072285.0010098.99
672011.08.08 00:00buy210.011.042510.000000.00000
682011.08.08 00:00modify210.011.042510.000001.04751
692011.08.08 07:09buy220.011.032510.000000.00000
702011.08.08 07:09modify220.011.032510.000001.04251
712011.08.08 07:09modify210.011.042510.000001.04251
722011.08.08 21:47buy230.011.022360.000000.00000
732011.08.08 21:47modify230.011.022360.000001.03746
742011.08.08 21:47modify220.011.032510.000001.03746
752011.08.08 21:47modify210.011.042510.000001.03746
762011.08.09 01:55buy240.011.012360.000000.00000
772011.08.09 01:55modify240.011.012360.000001.03244
782011.08.09 01:55modify230.011.022360.000001.03244
792011.08.09 01:55modify220.011.032510.000001.03244
802011.08.09 01:55modify210.011.042510.000001.03244
812011.08.09 04:45buy250.011.002090.000000.00000
822011.08.09 04:45modify250.011.002090.000001.02737
832011.08.09 04:45modify240.011.012360.000001.02737
842011.08.09 04:45modify230.011.022360.000001.02737
852011.08.09 04:45modify220.011.032510.000001.02737
862011.08.09 04:45modify210.011.042510.000001.02737
872011.08.09 22:39t/p210.011.027370.000001.02737-15.1310083.86
882011.08.09 22:39t/p220.011.027370.000001.02737-5.1310078.73
892011.08.09 22:39t/p230.011.027370.000001.027375.0210083.76
902011.08.09 22:39t/p240.011.027370.000001.0273715.0110098.77
912011.08.09 22:39t/p250.011.027370.000001.0273725.2810124.05
922011.10.17 00:00sell260.011.032420.000000.00000
932011.10.17 00:00modify260.011.032420.000001.02742
942011.10.17 14:06t/p260.011.027420.000001.027425.0010129.05
952011.10.31 00:00sell270.011.069850.000000.00000
962011.10.31 00:00modify270.011.069850.000001.06485
972011.10.31 04:27t/p270.011.064850.000001.064855.0010134.05
982011.11.21 00:00buy280.010.999720.000000.00000
992011.11.21 00:00modify280.010.999720.000001.00472
1002011.11.21 12:36buy290.010.989700.000000.00000
1012011.11.21 12:36modify290.010.989700.000000.99971
1022011.11.21 12:36modify280.010.999720.000000.99971
1032011.11.23 03:57buy300.010.979670.000000.00000
1042011.11.23 03:57modify300.010.979670.000000.99470
1052011.11.23 03:57modify290.010.989700.000000.99470
1062011.11.23 03:57modify280.010.999720.000000.99470
1072011.11.23 17:00buy310.010.969670.000000.00000
1082011.11.23 17:00modify310.010.969670.000000.98969
1092011.11.23 17:00modify300.010.979670.000000.98969
1102011.11.23 17:00modify290.010.989700.000000.98969
1112011.11.23 17:00modify280.010.999720.000000.98969
1122011.11.28 11:41t/p280.010.989690.000000.98969-9.9510124.09
1132011.11.28 11:41t/p290.010.989690.000000.989690.0710124.16
1142011.11.28 11:41t/p300.010.989690.000000.9896910.0710134.23
1152011.11.28 11:41t/p310.010.989690.000000.9896920.0710154.31
1162011.12.05 00:00sell320.011.025330.000000.00000
1172011.12.05 00:00modify320.011.025330.000001.02033
1182011.12.05 07:54t/p320.011.020330.000001.020335.0010159.31
1192012.05.07 00:00buy330.011.015380.000000.00000
1202012.05.07 00:00modify330.011.015380.000001.02038
1212012.05.07 18:21t/p330.011.020380.000001.020385.0010164.31
1222012.06.11 00:00sell340.010.998450.000000.00000
1232012.06.11 00:00modify340.010.998450.000000.99345
1242012.06.11 16:57t/p340.010.993450.000000.993455.0010169.31
1252013.04.22 00:00buy350.011.027860.000000.00000
1262013.04.22 00:00modify350.011.027860.000001.03286
1272013.04.25 15:16t/p350.011.032860.000001.032865.0510174.36
1282013.05.13 00:06buy360.011.000230.000000.00000
1292013.05.13 00:06modify360.011.000230.000001.00523
1302013.05.14 15:35buy370.010.990220.000000.00000
1312013.05.14 15:35modify370.010.990220.000001.00023
1322013.05.14 15:35modify360.011.000230.000001.00023
1332013.05.16 13:41buy380.010.980210.000000.00000
1342013.05.16 13:41modify380.010.980210.000000.99522
1352013.05.16 13:41modify370.010.990220.000000.99522
1362013.05.16 13:41modify360.011.000230.000000.99522
1372013.05.22 17:39buy390.010.970210.000000.00000
1382013.05.22 17:39modify390.010.970210.000000.99022
1392013.05.22 17:39modify380.010.980210.000000.99022
1402013.05.22 17:39modify370.010.990220.000000.99022
1412013.05.22 17:39modify360.011.000230.000000.99022
1422013.05.23 09:45buy400.010.960210.000000.00000
1432013.05.23 09:45modify400.010.960210.000000.98522
1442013.05.23 09:45modify390.010.970210.000000.98522
1452013.05.23 09:45modify380.010.980210.000000.98522
1462013.05.23 09:45modify370.010.990220.000000.98522
1472013.05.23 09:45modify360.011.000230.000000.98522
1482013.06.06 03:05buy410.010.950200.000000.00000
1492013.06.06 03:05modify410.010.950200.000000.98021
1502013.06.06 03:05modify400.010.960210.000000.98021
1512013.06.06 03:05modify390.010.970210.000000.98021
1522013.06.06 03:05modify380.010.980210.000000.98021
1532013.06.06 03:05modify370.010.990220.000000.98021
1542013.06.06 03:05modify360.011.000230.000000.98021
1552013.06.10 00:01buy420.010.940170.000000.00000
1562013.06.10 00:01modify420.010.940170.000000.97521
1572013.06.10 00:01modify410.010.950200.000000.97521
1582013.06.10 00:01modify400.010.960210.000000.97521
1592013.06.10 00:01modify390.010.970210.000000.97521
1602013.06.10 00:01modify380.010.980210.000000.97521
1612013.06.10 00:01modify370.010.990220.000000.97521
1622013.06.10 00:01modify360.011.000230.000000.97521
1632013.06.19 23:01buy430.010.930160.000000.00000
1642013.06.19 23:01modify430.010.930160.000000.97020
1652013.06.19 23:01modify420.010.940170.000000.97020
1662013.06.19 23:01modify410.010.950200.000000.97020
1672013.06.19 23:01modify400.010.960210.000000.97020
1682013.06.19 23:01modify390.010.970210.000000.97020
1692013.06.19 23:01modify380.010.980210.000000.97020
1702013.06.19 23:01modify370.010.990220.000000.97020
1712013.06.19 23:01modify360.011.000230.000000.97020
1722013.06.20 10:55buy440.010.920160.000000.00000
1732013.06.20 10:55modify440.010.920160.000000.96520
1742013.06.20 10:55modify430.010.930160.000000.96520
1752013.06.20 10:55modify420.010.940170.000000.96520
1762013.06.20 10:55modify410.010.950200.000000.96520
1772013.06.20 10:55modify400.010.960210.000000.96520
1782013.06.20 10:55modify390.010.970210.000000.96520
1792013.06.20 10:55modify380.010.980210.000000.96520
1802013.06.20 10:55modify370.010.990220.000000.96520
1812013.06.20 10:55modify360.011.000230.000000.96520
1822013.07.03 06:07buy450.010.910150.000000.00000
1832013.07.03 06:07modify450.010.910150.000000.96019
1842013.07.03 06:07modify440.010.920160.000000.96019
1852013.07.03 06:07modify430.010.930160.000000.96019
1862013.07.03 06:07modify420.010.940170.000000.96019
1872013.07.03 06:07modify410.010.950200.000000.96019
1882013.07.03 06:07modify400.010.960210.000000.96019
1892013.07.03 06:07modify390.010.970210.000000.96019
1902013.07.03 06:07modify380.010.980210.000000.96019
1912013.07.03 06:07modify370.010.990220.000000.96019
1922013.07.03 06:07modify360.011.000230.000000.96019
1932013.07.12 15:05buy460.010.900140.000000.00000
1942013.07.12 15:05modify460.010.900140.000000.95519
1952013.07.12 15:05modify450.010.910150.000000.95519
1962013.07.12 15:05modify440.010.920160.000000.95519
1972013.07.12 15:05modify430.010.930160.000000.95519
1982013.07.12 15:05modify420.010.940170.000000.95519
1992013.07.12 15:05modify410.010.950200.000000.95519
2002013.07.12 15:05modify400.010.960210.000000.95519
2012013.07.12 15:05modify390.010.970210.000000.95519
2022013.07.12 15:05modify380.010.980210.000000.95519
2032013.07.12 15:05modify370.010.990220.000000.95519
2042013.07.12 15:05modify360.011.000230.000000.95519
2052013.08.02 04:49buy470.010.889820.000000.00000
2062013.08.02 04:49modify470.010.889820.000000.95016
2072013.08.02 04:49modify460.010.900140.000000.95016
2082013.08.02 04:49modify450.010.910150.000000.95016
2092013.08.02 04:49modify440.010.920160.000000.95016
2102013.08.02 04:49modify430.010.930160.000000.95016
2112013.08.02 04:49modify420.010.940170.000000.95016
2122013.08.02 04:49modify410.010.950200.000000.95016
2132013.08.02 04:49modify400.010.960210.000000.95016
2142013.08.02 04:49modify390.010.970210.000000.95016
2152013.08.02 04:49modify380.010.980210.000000.95016
2162013.08.02 04:49modify370.010.990220.000000.95016
2172013.08.02 04:49modify360.011.000230.000000.95016
2182013.09.18 21:58t/p360.010.950160.000000.95016-48.6610125.70
2192013.09.18 21:58t/p370.010.950160.000000.95016-38.6610087.04
2202013.09.18 21:58t/p380.010.950160.000000.95016-28.7010058.34
2212013.09.18 21:58t/p390.010.950160.000000.95016-18.7410039.60
2222013.09.18 21:58t/p400.010.950160.000000.95016-8.7710030.83
2232013.09.18 21:58t/p410.010.950160.000000.950161.0810031.91
2242013.09.18 21:58t/p420.010.950160.000000.9501611.0910043.00
2252013.09.18 21:58t/p430.010.950160.000000.9501621.0010064.00
2262013.09.18 21:58t/p440.010.950160.000000.9501630.9710094.97
2272013.09.18 21:58t/p450.010.950160.000000.9501640.8610135.83
2282013.09.18 21:58t/p460.010.950160.000000.9501650.7510186.57
2292013.09.18 21:58t/p470.010.950160.000000.9501660.8410247.41
2302013.10.21 00:00sell480.010.967090.000000.00000
2312013.10.21 00:00modify480.010.967090.000000.96209
2322013.10.23 13:36t/p480.010.962090.000000.962094.9510252.35
2332013.11.25 00:00buy490.010.916440.000000.00000
2342013.11.25 00:00modify490.010.916440.000000.92144
2352013.11.29 03:11buy500.010.906440.000000.00000
2362013.11.29 03:11modify500.010.906440.000000.91644
2372013.11.29 03:11modify490.010.916440.000000.91644
2382013.12.02 08:57t/p490.010.916440.000000.916440.0810252.43
2392013.12.02 08:57t/p500.010.916440.000000.9164410.0110262.44
2402014.01.20 00:00buy510.010.877340.000000.00000
2412014.01.20 00:00modify510.010.877340.000000.88234
2422014.01.21 00:27t/p510.010.882340.000000.882345.0110267.45
2432014.09.15 00:00buy520.010.901110.000000.00000
2442014.09.15 00:00modify520.010.901110.000000.90611
2452014.09.16 18:48t/p520.010.906110.000000.906115.0110272.46
2462015.01.26 00:00buy530.010.788180.000000.00000
2472015.01.26 00:00modify530.010.788180.000000.79318
2482015.01.26 18:20t/p530.010.793180.000000.793185.0010277.46
2492015.05.25 00:01buy540.010.782340.000000.00000
2502015.05.25 00:01modify540.010.782340.000000.78734
2512015.05.27 13:13buy550.010.772330.000000.00000
2522015.05.27 13:13modify550.010.772330.000000.78234
2532015.05.27 13:13modify540.010.782340.000000.78234
2542015.05.28 16:44buy560.010.762330.000000.00000
2552015.05.28 16:44modify560.010.762330.000000.77733
2562015.05.28 16:44modify550.010.772330.000000.77733
2572015.05.28 16:44modify540.010.782340.000000.77733
2582015.06.02 19:32t/p540.010.777330.000000.77733-4.9210272.54
2592015.06.02 19:32t/p550.010.777330.000000.777335.0710277.61
2602015.06.02 19:32t/p560.010.777330.000000.7773315.0310292.64
2612016.05.09 00:00buy570.010.735610.000000.00000
2622016.05.09 00:00modify570.010.735610.000000.74061
2632016.05.13 17:07buy580.010.725600.000000.00000
2642016.05.13 17:07modify580.010.725600.000000.73561
2652016.05.13 17:07modify570.010.735610.000000.73561
2662016.05.17 05:21t/p570.010.735610.000000.735610.0910292.73
2672016.05.17 05:21t/p580.010.735610.000000.7356110.0310302.76
2682016.11.21 00:00buy590.010.733200.000000.00000
2692016.11.21 00:00modify590.010.733200.000000.73820
2702016.11.22 02:23t/p590.010.738200.000000.738205.0110307.77