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

СимволUSDCHF (US Dollar vs Swiss Franc)
Период1 Минута (M1) 2010.01.01 00:00 - 2017.04.26 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 истории2732384Смоделировано тиков131090719Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (17)
Чистая прибыль187.06Общая прибыль354.18Общий убыток-167.12
Прибыльность2.12Матожидание выигрыша3.40
Абсолютная просадка259.69Максимальная просадка363.51 (3.60%)Относительная просадка3.60% (363.51)
Всего сделок55Короткие позиции (% выигравших)32 (65.63%)Длинные позиции (% выигравших)23 (91.30%)
Прибыльные сделки (% от всех)42 (76.36%)Убыточные сделки (% от всех)13 (23.64%)
Самая большаяприбыльная сделка41.01убыточная сделка-44.83
Средняяприбыльная сделка8.43убыточная сделка-12.86
Максимальное количествонепрерывных выигрышей (прибыль)14 (82.41)непрерывных проигрышей (убыток)4 (-112.11)
Макс.непрерывная прибыль (число выигрышей)116.03 (10)непрерывный убыток (число проигрышей)-112.11 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.02.01 00:00sell10.011.060150.000000.00000
22010.02.01 00:00modify10.011.060150.000001.05515
32010.02.02 17:26t/p10.011.055150.000001.055154.5910004.59
42010.05.17 00:00sell20.011.134200.000000.00000
52010.05.17 00:00modify20.011.134200.000001.12920
62010.05.17 05:38sell30.011.144250.000000.00000
72010.05.17 05:38modify30.011.144250.000001.13423
82010.05.17 05:38modify20.011.134200.000001.13423
92010.05.17 14:46t/p20.011.134230.000001.13423-0.0310004.56
102010.05.17 14:46t/p30.011.134230.000001.134238.8310013.39
112010.06.21 00:00buy40.011.103770.000000.00000
122010.06.21 00:00modify40.011.103770.000001.10877
132010.06.21 04:27t/p40.011.108770.000001.108774.5110017.90
142010.07.05 00:00buy50.011.062840.000000.00000
152010.07.05 00:00modify50.011.062840.000001.06784
162010.07.07 17:09buy60.011.052670.000000.00000
172010.07.07 17:09modify60.011.052670.000001.06276
182010.07.07 17:09modify50.011.062840.000001.06276
192010.07.12 10:27t/p50.011.062760.000001.06276-0.0310017.87
202010.07.12 10:27t/p60.011.062760.000001.062769.5310027.39
212010.09.27 00:00buy70.010.981770.000000.00000
222010.09.27 00:00modify70.010.981770.000000.98677
232010.09.27 10:25t/p70.010.986770.000000.986775.0710032.46
242010.11.08 00:00buy80.010.961640.000000.00000
252010.11.08 00:00modify80.010.961640.000000.96664
262010.11.08 04:21t/p80.010.966640.000000.966645.1710037.63
272010.12.06 00:00buy90.010.974850.000000.00000
282010.12.06 00:00modify90.010.974850.000000.97985
292010.12.06 11:44t/p90.010.979850.000000.979855.1010042.73
302011.02.21 00:00buy100.010.943350.000000.00000
312011.02.21 00:00modify100.010.943350.000000.94835
322011.02.21 12:03t/p100.010.948350.000000.948355.2710048.00
332011.03.21 00:00buy110.010.900090.000000.00000
342011.03.21 00:00modify110.010.900090.000000.90509
352011.03.21 07:04t/p110.010.905090.000000.905095.5210053.52
362011.05.02 00:00buy120.010.865100.000000.00000
372011.05.02 00:00modify120.010.865100.000000.87010
382011.05.05 18:59t/p120.010.870100.000000.870105.7810059.30
392011.05.30 00:00buy130.010.848570.000000.00000
402011.05.30 00:00modify130.010.848570.000000.85357
412011.05.31 08:57t/p130.010.853570.000000.853575.8710065.17
422011.07.18 00:00buy140.010.809040.000000.00000
432011.07.18 00:00modify140.010.809040.000000.81404
442011.07.18 04:56t/p140.010.814040.000000.814046.1410071.31
452011.08.08 00:00buy150.010.759030.000000.00000
462011.08.08 00:00modify150.010.759030.000000.76403
472011.08.08 10:31t/p150.010.764030.000000.764036.5410077.85
482011.09.12 00:00sell160.010.887400.000000.00000
492011.09.12 00:00modify160.010.887400.000000.88240
502011.09.12 15:23t/p160.010.882400.000000.882405.6710083.52
512011.09.26 00:00sell170.010.904360.000000.00000
522011.09.26 00:00modify170.010.904360.000000.89936
532011.09.27 14:44t/p170.010.899360.000000.899365.4210088.93
542011.10.17 00:00buy180.010.891730.000000.00000
552011.10.17 00:00modify180.010.891730.000000.89673
562011.10.17 13:46t/p180.010.896730.000000.896735.5810094.51
572011.10.31 00:00buy190.010.862910.000000.00000
582011.10.31 00:00modify190.010.862910.000000.86791
592011.10.31 04:54t/p190.010.867910.000000.867915.7610100.27
602011.11.07 00:00sell200.010.887140.000000.00000
612011.11.07 00:00modify200.010.887140.000000.88214
622011.11.07 09:43sell210.010.897180.000000.00000
632011.11.07 09:43modify210.010.897180.000000.88716
642011.11.07 09:43modify200.010.887140.000000.88716
652011.11.09 17:32sell220.010.907230.000000.00000
662011.11.09 17:32modify220.010.907230.000000.89218
672011.11.09 17:32modify210.010.897180.000000.89218
682011.11.09 17:32modify200.010.887140.000000.89218
692011.11.15 11:23sell230.010.917330.000000.00000
702011.11.15 11:23modify230.010.917330.000000.89722
712011.11.15 11:23modify220.010.907230.000000.89722
722011.11.15 11:23modify210.010.897180.000000.89722
732011.11.15 11:23modify200.010.887140.000000.89722
742011.11.25 15:34sell240.010.927350.000000.00000
752011.11.25 15:34modify240.010.927350.000000.90225
762011.11.25 15:34modify230.010.917330.000000.90225
772011.11.25 15:34modify220.010.907230.000000.90225
782011.11.25 15:34modify210.010.897180.000000.90225
792011.11.25 15:34modify200.010.887140.000000.90225
802011.12.12 20:18sell250.010.937390.000000.00000
812011.12.12 20:18modify250.010.937390.000000.90727
822011.12.12 20:18modify240.010.927350.000000.90727
832011.12.12 20:18modify230.010.917330.000000.90727
842011.12.12 20:18modify220.010.907230.000000.90727
852011.12.12 20:18modify210.010.897180.000000.90727
862011.12.12 20:18modify200.010.887140.000000.90727
872011.12.13 22:12sell260.010.947630.000000.00000
882011.12.13 22:12modify260.010.947630.000000.91232
892011.12.13 22:12modify250.010.937390.000000.91232
902011.12.13 22:12modify240.010.927350.000000.91232
912011.12.13 22:12modify230.010.917330.000000.91232
922011.12.13 22:12modify220.010.907230.000000.91232
932011.12.13 22:12modify210.010.897180.000000.91232
942011.12.13 22:12modify200.010.887140.000000.91232
952012.01.06 16:53sell270.010.957640.000000.00000
962012.01.06 16:53modify270.010.957640.000000.91736
972012.01.06 16:53modify260.010.947630.000000.91736
982012.01.06 16:53modify250.010.937390.000000.91736
992012.01.06 16:53modify240.010.927350.000000.91736
1002012.01.06 16:53modify230.010.917330.000000.91736
1012012.01.06 16:53modify220.010.907230.000000.91736
1022012.01.06 16:53modify210.010.897180.000000.91736
1032012.01.06 16:53modify200.010.887140.000000.91736
1042012.01.26 11:49t/p200.010.917360.000000.91736-44.8310055.45
1052012.01.26 11:49t/p210.010.917360.000000.91736-33.8910021.56
1062012.01.26 11:49t/p220.010.917360.000000.91736-22.649998.92
1072012.01.26 11:49t/p230.010.917360.000000.91736-10.769988.17
1082012.01.26 11:49t/p240.010.917360.000000.917361.909990.07
1092012.01.26 11:49t/p250.010.917360.000000.9173615.0310005.10
1102012.01.26 11:49t/p260.010.917360.000000.9173626.3310031.43
1112012.01.26 11:49t/p270.010.917360.000000.9173641.0110072.44
1122012.01.30 00:00buy280.010.911790.000000.00000
1132012.01.30 00:00modify280.010.911790.000000.91679
1142012.01.30 08:51t/p280.010.916790.000000.916795.4610077.90
1152012.02.27 00:00buy290.010.894800.000000.00000
1162012.02.27 00:00modify290.010.894800.000000.89980
1172012.02.27 14:28t/p290.010.899800.000000.899805.5610083.46
1182012.07.09 00:00sell300.010.979040.000000.00000
1192012.07.09 00:00modify300.010.979040.000000.97404
1202012.07.10 12:32t/p300.010.974040.000000.974044.9910088.44
1212013.01.21 00:01sell310.010.934260.000000.00000
1222013.01.21 00:01modify310.010.934260.000000.92926
1232013.01.22 12:06t/p310.010.929260.000000.929265.2410093.68
1242013.05.13 00:07sell320.010.958470.000000.00000
1252013.05.13 00:07modify320.010.958470.000000.95347
1262013.05.14 03:31t/p320.010.953470.000000.953475.1010098.77
1272015.02.02 00:00sell330.010.926170.000000.00000
1282015.02.02 00:00modify330.010.926170.000000.92117
1292015.02.02 01:30t/p330.010.921170.000000.921175.4210104.19
1302015.03.09 00:00sell340.010.986760.000000.00000
1312015.03.09 00:00modify340.010.986760.000000.98176
1322015.03.10 16:05sell350.010.996760.000000.00000
1332015.03.10 16:05modify350.010.996760.000000.98676
1342015.03.10 16:05modify340.010.986760.000000.98676
1352015.03.11 13:29sell360.011.006760.000000.00000
1362015.03.11 13:29modify360.011.006760.000000.99176
1372015.03.11 13:29modify350.010.996760.000000.99176
1382015.03.11 13:29modify340.010.986760.000000.99176
1392015.03.18 21:00t/p340.010.991760.000000.99176-6.3410097.85
1402015.03.18 21:00t/p350.010.991760.000000.991763.8810101.73
1412015.03.18 21:00t/p360.010.991760.000000.9917614.1210115.84
1422015.03.23 00:00buy370.010.975030.000000.00000
1432015.03.23 00:00modify370.010.975030.000000.98003
1442015.03.23 11:11t/p370.010.980030.000000.980035.1010120.94
1452015.04.13 00:01sell380.010.980780.000000.00000
1462015.04.13 00:01modify380.010.980780.000000.97578
1472015.04.14 10:06t/p380.010.975780.000000.975784.9810125.92
1482015.04.20 00:00buy390.010.950580.000000.00000
1492015.04.20 00:00modify390.010.950580.000000.95558
1502015.04.20 12:23t/p390.010.955580.000000.955585.2310131.15
1512015.05.04 00:00buy400.010.933720.000000.00000
1522015.05.04 00:00modify400.010.933720.000000.93872
1532015.05.05 10:47t/p400.010.938720.000000.938725.3410136.49
1542015.05.25 00:00sell410.010.942890.000000.00000
1552015.05.25 00:00modify410.010.942890.000000.93789
1562015.05.26 22:02sell420.010.952920.000000.00000
1572015.05.26 22:02modify420.010.952920.000000.94291
1582015.05.26 22:02modify410.010.942890.000000.94291
1592015.05.28 20:20t/p410.010.942910.000000.94291-0.7410135.74
1602015.05.28 20:20t/p420.010.942910.000000.9429110.0410145.78
1612015.07.20 00:00sell430.010.960720.000000.00000
1622015.07.20 00:00modify430.010.960720.000000.95572
1632015.07.23 10:30t/p430.010.955720.000000.955724.5110150.29
1642015.08.24 00:00buy440.010.945490.000000.00000
1652015.08.24 00:00modify440.010.945490.000000.95049
1662015.08.24 14:44buy450.010.935260.000000.00000
1672015.08.24 14:44modify450.010.935260.000000.94538
1682015.08.24 14:44modify440.010.945490.000000.94538
1692015.08.25 17:39t/p440.010.945380.000000.94538-0.1010150.18
1702015.08.25 17:39t/p450.010.945380.000000.9453810.7210160.90
1712015.10.26 00:00sell460.010.978890.000000.00000
1722015.10.26 00:00modify460.010.978890.000000.97389
1732015.10.28 21:03sell470.010.988890.000000.00000
1742015.10.28 21:03modify470.010.988890.000000.97889
1752015.10.28 21:03modify460.010.978890.000000.97889
1762015.11.06 15:30sell480.010.999500.000000.00000
1772015.11.06 15:30modify480.010.999500.000000.98409
1782015.11.06 15:30modify470.010.988890.000000.98409
1792015.11.06 15:30modify460.010.978890.000000.98409
1802015.11.16 19:51sell490.011.009500.000000.00000
1812015.11.16 19:51modify490.011.009500.000000.98920
1822015.11.16 19:51modify480.010.999500.000000.98920
1832015.11.16 19:51modify470.010.988890.000000.98920
1842015.11.16 19:51modify460.010.978890.000000.98920
1852015.11.18 18:05sell500.011.019510.000000.00000
1862015.11.18 18:05modify500.011.019510.000000.99426
1872015.11.18 18:05modify490.011.009500.000000.99426
1882015.11.18 18:05modify480.010.999500.000000.99426
1892015.11.18 18:05modify470.010.988890.000000.99426
1902015.11.18 18:05modify460.010.978890.000000.99426
1912015.11.27 11:56sell510.011.029530.000000.00000
1922015.11.27 11:56modify510.011.029530.000000.99930
1932015.11.27 11:56modify500.011.019510.000000.99930
1942015.11.27 11:56modify490.011.009500.000000.99930
1952015.11.27 11:56modify480.010.999500.000000.99930
1962015.11.27 11:56modify470.010.988890.000000.99930
1972015.11.27 11:56modify460.010.978890.000000.99930
1982015.12.03 18:49t/p460.010.999300.000000.99930-26.2310134.67
1992015.12.03 18:49t/p470.010.999300.000000.99930-15.9310118.74
2002015.12.03 18:49t/p480.010.999300.000000.99930-3.7110115.03
2012015.12.03 18:49t/p490.010.999300.000000.999307.4610122.48
2022015.12.03 18:49t/p500.010.999300.000000.9993017.7710140.25
2032015.12.03 18:49t/p510.010.999300.000000.9993029.3810169.63
2042015.12.07 00:00buy520.010.997180.000000.00000
2052015.12.07 00:00modify520.010.997180.000001.00218
2062015.12.07 11:25t/p520.011.002180.000001.002184.9910174.62
2072016.02.08 00:00buy530.010.992030.000000.00000
2082016.02.08 00:00modify530.010.992030.000000.99703
2092016.02.08 15:27t/p530.010.997030.000000.997035.0110179.63
2102016.11.21 00:02sell540.011.010090.000000.00000
2112016.11.21 00:02modify540.011.010090.000001.00509
2122016.11.30 18:17sell550.011.020090.000000.00000
2132016.11.30 18:17modify550.011.020090.000001.01009
2142016.11.30 18:17modify540.011.010090.000001.01009
2152016.12.02 03:10t/p540.011.010090.000001.01009-1.8810177.74
2162016.12.02 03:10t/p550.011.010090.000001.010099.3210187.06