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

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период1 Минута (M1) 2010.01.01 00:00 - 2017.04.11 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 истории2720277Смоделировано тиков130107447Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (21)
Чистая прибыль219.49Общая прибыль295.76Общий убыток-76.26
Прибыльность3.88Матожидание выигрыша4.14
Абсолютная просадка176.92Максимальная просадка319.17 (3.15%)Относительная просадка3.15% (319.17)
Всего сделок53Короткие позиции (% выигравших)34 (73.53%)Длинные позиции (% выигравших)19 (78.95%)
Прибыльные сделки (% от всех)40 (75.47%)Убыточные сделки (% от всех)13 (24.53%)
Самая большаяприбыльная сделка34.64убыточная сделка-28.17
Средняяприбыльная сделка7.39убыточная сделка-5.87
Максимальное количествонепрерывных выигрышей (прибыль)8 (33.90)непрерывных проигрышей (убыток)4 (-66.12)
Макс.непрерывная прибыль (число выигрышей)93.28 (5)непрерывный убыток (число проигрышей)-66.12 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.11 00:00buy10.011.027660.000000.00000
22010.01.11 00:00modify10.011.027660.000001.03266
32010.01.11 16:41t/p10.011.032660.000001.032664.8410004.84
42010.01.25 00:00sell20.011.057950.000000.00000
52010.01.25 00:00modify20.011.057950.000001.05295
62010.01.26 16:19sell30.011.067950.000000.00000
72010.01.26 16:19modify30.011.067950.000001.05795
82010.01.26 16:19modify20.011.057950.000001.05795
92010.01.28 10:11t/p20.011.057950.000001.05795-0.0610004.78
102010.01.28 10:11t/p30.011.057950.000001.057959.4010014.19
112010.03.08 00:00buy40.011.028210.000000.00000
122010.03.08 00:00modify40.011.028210.000001.03321
132010.03.12 14:01buy50.011.017910.000000.00000
142010.03.12 14:01modify50.011.017910.000001.02806
152010.03.12 14:01modify40.011.028210.000001.02806
162010.03.17 20:07buy60.011.007810.000000.00000
172010.03.17 20:07modify60.011.007810.000001.02298
182010.03.17 20:07modify50.011.017910.000001.02298
192010.03.17 20:07modify40.011.028210.000001.02298
202010.03.22 16:06t/p40.011.022980.000001.02298-5.3210008.86
212010.03.22 16:06t/p50.011.022980.000001.022984.8310013.69
222010.03.22 16:06t/p60.011.022980.000001.0229814.7510028.45
232010.05.24 00:00sell70.011.060260.000000.00000
242010.05.24 00:00modify70.011.060260.000001.05526
252010.05.24 10:19t/p70.011.055260.000001.055264.7410033.19
262010.06.14 00:00buy80.011.031540.000000.00000
272010.06.14 00:00modify80.011.031540.000001.03654
282010.06.18 22:59buy90.011.021410.000000.00000
292010.06.18 22:59modify90.011.021410.000001.03148
302010.06.18 22:59modify80.011.031540.000001.03148
312010.06.23 09:11t/p80.011.031480.000001.03148-0.2010032.99
322010.06.23 09:11t/p90.011.031480.000001.031489.7110042.70
332010.07.05 00:00sell100.011.061480.000000.00000
342010.07.05 00:00modify100.011.061480.000001.05648
352010.07.06 15:57t/p100.011.056480.000001.056484.7210047.42
362010.07.12 00:00buy110.011.032060.000000.00000
372010.07.12 00:00modify110.011.032060.000001.03706
382010.07.12 18:03t/p110.011.037060.000001.037064.8210052.24
392011.05.09 00:00sell120.010.966540.000000.00000
402011.05.09 00:00modify120.010.966540.000000.96154
412011.05.09 06:38t/p120.010.961540.000000.961545.2010057.44
422011.07.04 00:00buy130.010.959490.000000.00000
432011.07.04 00:00modify130.010.959490.000000.96449
442011.07.06 10:45t/p130.010.964490.000000.964495.1510062.59
452011.08.08 00:00sell140.010.981380.000000.00000
462011.08.08 00:00modify140.010.981380.000000.97638
472011.08.08 17:34sell150.010.991380.000000.00000
482011.08.08 17:34modify150.010.991380.000000.98138
492011.08.08 17:34modify140.010.981380.000000.98138
502011.08.09 22:46t/p140.010.981380.000000.98138-0.0110062.58
512011.08.09 22:46t/p150.010.981380.000000.9813810.1810072.76
522011.09.26 00:00sell160.011.027390.000000.00000
532011.09.26 00:00modify160.011.027390.000001.02239
542011.09.26 09:02sell170.011.037390.000000.00000
552011.09.26 09:02modify170.011.037390.000001.02739
562011.09.26 09:02modify160.011.027390.000001.02739
572011.09.26 14:01t/p160.011.027390.000001.027390.0010072.76
582011.09.26 14:01t/p170.011.027390.000001.027399.7310082.49
592011.10.03 00:00sell180.011.048760.000000.00000
602011.10.03 00:00modify180.011.048760.000001.04376
612011.10.03 17:12t/p180.011.043760.000001.043764.7910087.28
622011.10.17 00:00buy190.011.010960.000000.00000
632011.10.17 00:00modify190.011.010960.000001.01596
642011.10.17 17:24t/p190.011.015960.000001.015964.9210092.20
652011.12.05 00:00buy200.011.016780.000000.00000
662011.12.05 00:00modify200.011.016780.000001.02178
672011.12.08 15:32buy210.011.006760.000000.00000
682011.12.08 15:32modify210.011.006760.000001.01677
692011.12.08 15:32modify200.011.016780.000001.01677
702011.12.08 17:04t/p200.011.016770.000001.01677-0.0910092.11
712011.12.08 17:04t/p210.011.016770.000001.016779.8410101.95
722012.05.21 00:00sell220.011.021900.000000.00000
732012.05.21 00:00modify220.011.021900.000001.01690
742012.05.21 22:52t/p220.011.016900.000001.016904.9210106.87
752013.06.24 00:01sell230.011.048010.000000.00000
762013.06.24 00:01modify230.011.048010.000001.04301
772013.06.27 05:37t/p230.011.043010.000001.043014.7310111.61
782014.09.15 00:00sell240.011.108230.000000.00000
792014.09.15 00:00modify240.011.108230.000001.10323
802014.09.16 15:30t/p240.011.103230.000001.103234.5210116.13
812015.01.26 00:00sell250.011.243870.000000.00000
822015.01.26 00:00modify250.011.243870.000001.23887
832015.01.27 17:39t/p250.011.238870.000001.238874.0310120.15
842015.03.23 00:00buy260.011.255390.000000.00000
852015.03.23 00:00modify260.011.255390.000001.26039
862015.03.23 11:06t/p260.011.260390.000001.260393.9710124.12
872015.04.20 00:00buy270.011.220920.000000.00000
882015.04.20 00:00modify270.011.220920.000001.22592
892015.04.20 15:16t/p270.011.225920.000001.225924.0810128.20
902015.05.25 00:00sell280.011.228420.000000.00000
912015.05.25 00:00modify280.011.228420.000001.22342
922015.05.26 15:30sell290.011.238430.000000.00000
932015.05.26 15:30modify290.011.238430.000001.22843
942015.05.26 15:30modify280.011.228420.000001.22843
952015.05.27 17:56sell300.011.248460.000000.00000
962015.05.27 17:56modify300.011.248460.000001.23344
972015.05.27 17:56modify290.011.238430.000001.23344
982015.05.27 17:56modify280.011.228420.000001.23344
992015.06.09 14:38t/p280.011.233440.000001.23344-4.2410123.96
1002015.06.09 14:38t/p290.011.233440.000001.233443.8910127.85
1012015.06.09 14:38t/p300.011.233440.000001.2334412.0310139.89
1022015.07.06 00:00sell310.011.259460.000000.00000
1032015.07.06 00:00modify310.011.259460.000001.25446
1042015.07.07 10:54sell320.011.269460.000000.00000
1052015.07.07 10:54modify320.011.269460.000001.25946
1062015.07.07 10:54modify310.011.259460.000001.25946
1072015.07.14 10:13sell330.011.279460.000000.00000
1082015.07.14 10:13modify330.011.279460.000001.26446
1092015.07.14 10:13modify320.011.269460.000001.26446
1102015.07.14 10:13modify310.011.259460.000001.26446
1112015.07.15 17:00sell340.011.289460.000000.00000
1122015.07.15 17:00modify340.011.289460.000001.26946
1132015.07.15 17:00modify330.011.279460.000001.26946
1142015.07.15 17:00modify320.011.269460.000001.26946
1152015.07.15 17:00modify310.011.259460.000001.26946
1162015.07.17 15:36sell350.011.299470.000000.00000
1172015.07.17 15:36modify350.011.299470.000001.27446
1182015.07.17 15:36modify340.011.289460.000001.27446
1192015.07.17 15:36modify330.011.279460.000001.27446
1202015.07.17 15:36modify320.011.269460.000001.27446
1212015.07.17 15:36modify310.011.259460.000001.27446
1222015.07.24 15:11sell360.011.309470.000000.00000
1232015.07.24 15:11modify360.011.309470.000001.27946
1242015.07.24 15:11modify350.011.299470.000001.27946
1252015.07.24 15:11modify340.011.289460.000001.27946
1262015.07.24 15:11modify330.011.279460.000001.27946
1272015.07.24 15:11modify320.011.269460.000001.27946
1282015.07.24 15:11modify310.011.259460.000001.27946
1292015.08.04 21:19sell370.011.319480.000000.00000
1302015.08.04 21:19modify370.011.319480.000001.28447
1312015.08.04 21:19modify360.011.309470.000001.28447
1322015.08.04 21:19modify350.011.299470.000001.28447
1332015.08.04 21:19modify340.011.289460.000001.28447
1342015.08.04 21:19modify330.011.279460.000001.28447
1352015.08.04 21:19modify320.011.269460.000001.28447
1362015.08.04 21:19modify310.011.259460.000001.28447
1372015.08.25 09:40sell380.011.329550.000000.00000
1382015.08.25 09:40modify380.011.329550.000001.28948
1392015.08.25 09:40modify370.011.319480.000001.28948
1402015.08.25 09:40modify360.011.309470.000001.28948
1412015.08.25 09:40modify350.011.299470.000001.28948
1422015.08.25 09:40modify340.011.289460.000001.28948
1432015.08.25 09:40modify330.011.279460.000001.28948
1442015.08.25 09:40modify320.011.269460.000001.28948
1452015.08.25 09:40modify310.011.259460.000001.28948
1462015.09.24 15:34sell390.011.339560.000000.00000
1472015.09.24 15:34modify390.011.339560.000001.29449
1482015.09.24 15:34modify380.011.329550.000001.29449
1492015.09.24 15:34modify370.011.319480.000001.29449
1502015.09.24 15:34modify360.011.309470.000001.29449
1512015.09.24 15:34modify350.011.299470.000001.29449
1522015.09.24 15:34modify340.011.289460.000001.29449
1532015.09.24 15:34modify330.011.279460.000001.29449
1542015.09.24 15:34modify320.011.269460.000001.29449
1552015.09.24 15:34modify310.011.259460.000001.29449
1562015.10.09 12:05t/p310.011.294490.000001.29449-28.1710111.72
1572015.10.09 12:05t/p320.011.294490.000001.29449-20.4310091.29
1582015.10.09 12:05t/p330.011.294490.000001.29449-12.6210078.66
1592015.10.09 12:05t/p340.011.294490.000001.29449-4.8910073.77
1602015.10.09 12:05t/p350.011.294490.000001.294492.8810076.65
1612015.10.09 12:05t/p360.011.294490.000001.2944910.6910087.34
1622015.10.09 12:05t/p370.011.294490.000001.2944918.5210105.87
1632015.10.09 12:05t/p380.011.294490.000001.2944926.5410132.41
1642015.10.09 12:05t/p390.011.294490.000001.2944934.6410167.05
1652015.10.26 00:01sell400.011.315940.000000.00000
1662015.10.26 00:01modify400.011.315940.000001.31094
1672015.10.27 20:02sell410.011.325940.000000.00000
1682015.10.27 20:02modify410.011.325940.000001.31594
1692015.10.27 20:02modify400.011.315940.000001.31594
1702015.10.28 18:13t/p400.011.315940.000001.31594-0.0210167.03
1712015.10.28 18:13t/p410.011.315940.000001.315947.5910174.62
1722015.11.09 00:00sell420.011.330090.000000.00000
1732015.11.09 00:00modify420.011.330090.000001.32509
1742015.11.09 15:08t/p420.011.325090.000001.325093.7710178.39
1752016.01.18 00:00sell430.011.459940.000000.00000
1762016.01.18 00:00modify430.011.459940.000001.45494
1772016.01.18 03:19t/p430.011.454940.000001.454943.4410181.83
1782016.02.29 00:00buy440.011.351790.000000.00000
1792016.02.29 00:00modify440.011.351790.000001.35679
1802016.02.29 11:36t/p440.011.356790.000001.356793.6910185.52
1812016.03.21 00:05buy450.011.299920.000000.00000
1822016.03.21 00:05modify450.011.299920.000001.30492
1832016.03.21 02:40t/p450.011.304920.000001.304923.8310189.35
1842016.03.28 00:04sell460.011.326960.000000.00000
1852016.03.28 00:04modify460.011.326960.000001.32196
1862016.03.28 15:30t/p460.011.321960.000001.321963.7810193.13
1872016.04.25 00:01buy470.011.265880.000000.00000
1882016.04.25 00:01modify470.011.265880.000001.27088
1892016.04.25 12:09t/p470.011.270880.000001.270883.9410197.07
1902016.05.09 00:00sell480.011.294870.000000.00000
1912016.05.09 00:00modify480.011.294870.000001.28987
1922016.05.11 09:09t/p480.011.289870.000001.289873.8610200.92
1932016.08.15 00:00buy490.011.295000.000000.00000
1942016.08.15 00:00modify490.011.295000.000001.30000
1952016.08.16 12:52buy500.011.285000.000000.00000
1962016.08.16 12:52modify500.011.285000.000001.29500
1972016.08.16 12:52modify490.011.295000.000001.29500
1982016.08.22 18:18t/p490.011.295000.000001.29500-0.1110200.82
1992016.08.22 18:18t/p500.011.295000.000001.295007.6310208.45
2002016.12.05 00:02buy510.011.329320.000000.00000
2012016.12.05 00:02modify510.011.329320.000001.33432
2022016.12.05 01:07t/p510.011.334320.000001.334323.7510212.20
2032017.03.06 00:00sell520.011.337670.000000.00000
2042017.03.06 00:00modify520.011.337670.000001.33267
2052017.03.08 18:56sell530.011.347670.000000.00000
2062017.03.08 18:56modify530.011.347670.000001.33767
2072017.03.08 18:56modify520.011.337670.000001.33767
2082017.03.15 21:07t/p520.011.337670.000001.33767-0.1010212.09
2092017.03.15 21:07t/p530.011.337670.000001.337677.4010219.49