Strategy Tester Report
Spring V7_8
Alpari-ECN1 (Build 988)

СимволNZDCHF (New Zealand Dollar vs Swiss Franc)
Период1 Минута (M1) 2010.01.01 00:01 - 2017.04.23 23:59 (2015.02.01 - 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=80; Slippage=3; MaxSpread=5; TakeProfit=90; MaxTrades=30; Gep=15; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК "; UseBU=true; TakeProfitBU=50; 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"; otladka=false; MagicBuy=111; MagicSell=222; UseLOG=false; UseEQ=true;
Баров в истории2719450Смоделировано тиков132351089Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (23)
Чистая прибыль262.91Общая прибыль419.97Общий убыток-157.06
Прибыльность2.67Матожидание выигрыша4.69
Абсолютная просадка388.30Максимальная просадка395.21 (3.95%)Относительная просадка3.95% (395.21)
Всего сделок56Короткие позиции (% выигравших)32 (62.50%)Длинные позиции (% выигравших)24 (70.83%)
Прибыльные сделки (% от всех)37 (66.07%)Убыточные сделки (% от всех)19 (33.93%)
Самая большаяприбыльная сделка38.94убыточная сделка-39.50
Средняяприбыльная сделка11.35убыточная сделка-8.27
Максимальное количествонепрерывных выигрышей (прибыль)6 (101.07)непрерывных проигрышей (убыток)4 (-91.76)
Макс.непрерывная прибыль (число выигрышей)101.07 (6)непрерывный убыток (число проигрышей)-91.76 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.02.02 00:00sell10.010.671440.000000.00000
22015.02.02 00:00modify10.010.671440.000000.66244
32015.02.03 20:13sell20.010.681490.000000.00000
42015.02.03 20:13modify20.010.681490.000000.66747
52015.02.03 20:13modify10.010.671440.000000.66747
62015.02.12 18:45sell30.010.691520.000000.00000
72015.02.12 18:45modify30.010.691520.000000.67248
82015.02.12 18:45modify20.010.681490.000000.67248
92015.02.12 18:45modify10.010.671440.000000.67248
102015.02.17 07:35sell40.010.701520.000000.00000
112015.02.17 07:35modify40.010.701520.000000.67749
122015.02.17 07:35modify30.010.691520.000000.67749
132015.02.17 07:35modify20.010.681490.000000.67749
142015.02.17 07:35modify10.010.671440.000000.67749
152015.02.18 21:00sell50.010.711540.000000.00000
162015.02.18 21:00modify50.010.711540.000000.68250
172015.02.18 21:00modify40.010.701520.000000.68250
182015.02.18 21:00modify30.010.691520.000000.68250
192015.02.18 21:00modify20.010.681490.000000.68250
202015.02.18 21:00modify10.010.671440.000000.68250
212015.02.26 15:34sell60.010.721700.000000.00000
222015.02.26 15:34modify60.010.721700.000000.68754
232015.02.26 15:34modify50.010.711540.000000.68754
242015.02.26 15:34modify40.010.701520.000000.68754
252015.02.26 15:34modify30.010.691520.000000.68754
262015.02.26 15:34modify20.010.681490.000000.68754
272015.02.26 15:34modify10.010.671440.000000.68754
282015.03.04 17:04sell70.010.731820.000000.00000
292015.03.04 17:04modify70.010.731820.000000.69258
302015.03.04 17:04modify60.010.721700.000000.69258
312015.03.04 17:04modify50.010.711540.000000.69258
322015.03.04 17:04modify40.010.701520.000000.69258
332015.03.04 17:04modify30.010.691520.000000.69258
342015.03.04 17:04modify20.010.681490.000000.69258
352015.03.04 17:04modify10.010.671440.000000.69258
362015.03.12 08:48sell80.010.741850.000000.00000
372015.03.12 08:48modify80.010.741850.000000.69761
382015.03.12 08:48modify70.010.731820.000000.69761
392015.03.12 08:48modify60.010.721700.000000.69761
402015.03.12 08:48modify50.010.711540.000000.69761
412015.03.12 08:48modify40.010.701520.000000.69761
422015.03.12 08:48modify30.010.691520.000000.69761
432015.03.12 08:48modify20.010.681490.000000.69761
442015.03.12 08:48modify10.010.671440.000000.69761
452015.05.05 17:18t/p10.010.697610.000000.69761-39.509960.50
462015.05.05 17:18t/p20.010.697610.000000.69761-28.949931.56
472015.05.05 17:18t/p30.010.697610.000000.69761-17.059914.51
482015.05.05 17:18t/p40.010.697610.000000.69761-6.279908.24
492015.05.05 17:18t/p50.010.697610.000000.697614.269912.50
502015.05.05 17:18t/p60.010.697610.000000.6976116.169928.65
512015.05.05 17:18t/p70.010.697610.000000.6976127.199955.85
522015.05.05 17:18t/p80.010.697610.000000.6976138.949994.79
532015.05.18 00:11buy90.010.682270.000000.00000
542015.05.18 00:11modify90.010.682270.000000.69127
552015.05.19 10:49t/p90.010.691270.000000.691279.4110004.20
562015.06.01 00:58buy100.010.666280.000000.00000
572015.06.01 00:58modify100.010.666280.000000.67528
582015.06.10 20:01modify100.010.666280.670710.00000
592015.06.10 20:01s/l100.010.670710.670710.000005.1110009.30
602015.06.15 00:03buy110.010.649520.000000.00000
612015.06.15 00:03modify110.010.649520.000000.65852
622015.06.17 20:59buy120.010.639060.000000.00000
632015.06.17 20:59modify120.010.639060.000000.65329
642015.06.17 20:59modify110.010.649520.000000.65329
652015.06.25 12:57modify120.010.639060.648630.00000
662015.06.25 12:57modify110.010.649520.648630.00000
672015.06.25 12:57s/l110.010.648630.648630.00000-0.2610009.05
682015.06.25 12:57s/l120.010.648630.648630.0000010.4910019.54
692015.08.10 00:00sell130.010.649390.000000.00000
702015.08.10 00:00modify130.010.649390.000000.64039
712015.08.12 04:28t/p130.010.640390.000000.640399.0710028.61
722015.08.17 01:00buy140.010.638470.000000.00000
732015.08.17 01:00modify140.010.638470.000000.64747
742015.08.24 01:52buy150.010.628460.000000.00000
752015.08.24 01:52modify150.010.628460.000000.64247
762015.08.24 01:52modify140.010.638470.000000.64247
772015.08.24 05:46buy160.010.618430.000000.00000
782015.08.24 05:46modify160.010.618430.000000.63745
792015.08.24 05:46modify150.010.628460.000000.63745
802015.08.24 05:46modify140.010.638470.000000.63745
812015.08.24 16:05buy170.010.608320.000000.00000
822015.08.24 16:05modify170.010.608320.000000.63242
832015.08.24 16:05modify160.010.618430.000000.63242
842015.08.24 16:05modify150.010.628460.000000.63242
852015.08.24 16:05modify140.010.638470.000000.63242
862015.08.24 16:11buy180.010.597960.000000.00000
872015.08.24 16:11modify180.010.597960.000000.62733
882015.08.24 16:11modify170.010.608320.000000.62733
892015.08.24 16:11modify160.010.618430.000000.62733
902015.08.24 16:11modify150.010.628460.000000.62733
912015.08.24 16:11modify140.010.638470.000000.62733
922015.08.24 16:11buy190.010.587590.000000.00000
932015.08.24 16:11modify190.010.587590.000000.62221
942015.08.24 16:11modify180.010.597960.000000.62221
952015.08.24 16:11modify170.010.608320.000000.62221
962015.08.24 16:11modify160.010.618430.000000.62221
972015.08.24 16:11modify150.010.628460.000000.62221
982015.08.24 16:11modify140.010.638470.000000.62221
992015.08.24 16:11buy200.010.575800.000000.00000
1002015.08.24 16:11modify200.010.575800.000000.61686
1012015.08.24 16:11modify190.010.587590.000000.61686
1022015.08.24 16:11modify180.010.597960.000000.61686
1032015.08.24 16:11modify170.010.608320.000000.61686
1042015.08.24 16:11modify160.010.618430.000000.61686
1052015.08.24 16:11modify150.010.628460.000000.61686
1062015.08.24 16:11modify140.010.638470.000000.61686
1072015.08.24 20:11modify200.010.575800.612720.00000
1082015.08.24 20:11modify190.010.587590.612720.00000
1092015.08.24 20:11modify180.010.597960.612720.00000
1102015.08.24 20:11modify170.010.608320.612720.00000
1112015.08.24 20:11modify160.010.618430.612720.00000
1122015.08.24 20:11modify150.010.628460.612720.00000
1132015.08.24 20:11modify140.010.638470.612720.00000
1142015.08.24 20:22s/l140.010.612720.612720.00000-26.3410002.27
1152015.08.24 20:22s/l150.010.612720.612720.00000-16.349985.93
1162015.08.24 20:22s/l160.010.612720.612720.00000-5.929980.01
1172015.08.24 20:22s/l170.010.612720.612720.000004.579984.58
1182015.08.24 20:22s/l180.010.612720.612720.0000015.339999.91
1192015.08.24 20:22s/l190.010.612720.612720.0000026.0910026.00
1202015.08.24 20:22s/l200.010.612720.612720.0000038.3310064.33
1212015.08.31 01:00buy210.010.621660.000000.00000
1222015.08.31 01:00modify210.010.621660.000000.63066
1232015.08.31 22:05buy220.010.611660.000000.00000
1242015.08.31 22:05modify220.010.611660.000000.62566
1252015.08.31 22:05modify210.010.621660.000000.62566
1262015.09.03 16:41modify220.010.611660.621310.00000
1272015.09.03 16:41modify210.010.621660.621310.00000
1282015.09.04 00:50s/l210.010.621310.621310.00000-0.0310064.30
1292015.09.04 00:50s/l220.010.621310.621310.0000010.3510074.65
1302015.09.07 01:00buy230.010.611180.000000.00000
1312015.09.07 01:00modify230.010.611180.000000.62018
1322015.09.08 18:21t/p230.010.620180.000000.620189.4010084.04
1332015.10.12 01:00sell240.010.641590.000000.00000
1342015.10.12 01:00modify240.010.641590.000000.63259
1352015.10.15 10:22sell250.010.651590.000000.00000
1362015.10.15 10:22modify250.010.651590.000000.63759
1372015.10.15 10:22modify240.010.641590.000000.63759
1382015.10.21 09:59modify250.010.651590.640820.00000
1392015.10.21 09:59modify240.010.641590.640820.00000
1402015.10.21 09:59s/l240.010.640820.640820.00000-0.4110083.64
1412015.10.21 09:59s/l250.010.640820.640820.0000010.6410094.28
1422015.10.26 00:10sell260.010.659550.000000.00000
1432015.10.26 00:10modify260.010.659550.000000.65055
1442015.10.27 16:16sell270.010.669560.000000.00000
1452015.10.27 16:16modify270.010.669560.000000.65556
1462015.10.27 16:16modify260.010.659550.000000.65556
1472015.11.04 02:52modify270.010.669560.658530.00000
1482015.11.04 02:52modify260.010.659550.658530.00000
1492015.11.04 02:52s/l260.010.658530.658530.00000-0.1510094.13
1502015.11.04 02:52s/l270.010.658530.658530.0000010.3810104.51
1512015.11.09 00:00buy280.010.654570.000000.00000
1522015.11.09 00:00modify280.010.654570.000000.66357
1532015.11.12 02:53modify280.010.654570.659220.00000
1542015.11.12 03:08s/l280.010.659220.659220.000005.1010109.61
1552015.11.23 00:00sell290.010.668850.000000.00000
1562015.11.23 00:00modify290.010.668850.000000.65985
1572015.12.01 01:43sell300.010.678860.000000.00000
1582015.12.01 01:43modify300.010.678860.000000.66486
1592015.12.01 01:43modify290.010.668850.000000.66486
1602015.12.03 16:53modify300.010.678860.667890.00000
1612015.12.03 16:53modify290.010.668850.667890.00000
1622015.12.03 16:53s/l290.010.667890.667890.00000-0.6210108.99
1632015.12.03 16:53s/l300.010.667890.667890.0000010.8410119.83
1642015.12.14 00:00buy310.010.660620.000000.00000
1652015.12.14 00:00modify310.010.660620.000000.66962
1662015.12.15 14:45t/p310.010.669620.000000.669629.4010129.23
1672016.01.25 00:08sell320.010.659190.000000.00000
1682016.01.25 00:08modify320.010.659190.000000.65019
1692016.01.28 01:09modify320.010.659190.653640.00000
1702016.01.28 02:49s/l320.010.653640.653640.000005.0910134.32
1712016.02.15 00:00buy330.010.646420.000000.00000
1722016.02.15 00:00modify330.010.646420.000000.65542
1732016.02.15 10:36t/p330.010.655420.000000.655429.3510143.67
1742016.02.22 00:00sell340.010.657940.000000.00000
1752016.02.22 00:00modify340.010.657940.000000.64894
1762016.02.22 15:46sell350.010.667950.000000.00000
1772016.02.22 15:46modify350.010.667950.000000.65395
1782016.02.22 15:46modify340.010.657940.000000.65395
1792016.02.24 12:46t/p340.010.653950.000000.653953.8710147.54
1802016.02.24 12:46t/p350.010.653950.000000.6539514.2610161.80
1812016.03.14 01:00buy360.010.661560.000000.00000
1822016.03.14 01:00modify360.010.661560.000000.67056
1832016.03.15 17:32buy370.010.651500.000000.00000
1842016.03.15 17:32modify370.010.651500.000000.66553
1852016.03.15 17:32modify360.010.661560.000000.66553
1862016.03.17 04:01modify370.010.651500.661200.00000
1872016.03.17 04:01modify360.010.661560.661200.00000
1882016.03.17 04:13s/l360.010.661200.661200.00000-0.1010161.70
1892016.03.17 04:13s/l370.010.661200.661200.0000010.2910172.00
1902016.04.11 00:00buy380.010.648180.000000.00000
1912016.04.11 00:00modify380.010.648180.000000.65718
1922016.04.12 07:01t/p380.010.657180.000000.657189.4110181.40
1932016.05.23 00:00sell390.010.670090.000000.00000
1942016.05.23 00:00modify390.010.670090.000000.66109
1952016.05.26 04:33modify390.010.670090.664530.00000
1962016.05.26 04:33s/l390.010.664530.664530.000005.1010186.50
1972016.06.06 00:04sell400.010.677930.000000.00000
1982016.06.06 00:04modify400.010.677930.000000.66893
1992016.06.09 17:36sell410.010.687940.000000.00000
2002016.06.09 17:36modify410.010.687940.000000.67394
2012016.06.09 17:36modify400.010.677930.000000.67394
2022016.06.14 05:27modify410.010.687940.677310.00000
2032016.06.14 05:27modify400.010.677930.677310.00000
2042016.06.14 05:39s/l400.010.677310.677310.00000-0.4310186.07
2052016.06.14 05:39s/l410.010.677310.677310.0000010.6310196.70
2062016.07.04 00:05sell420.010.696350.000000.00000
2072016.07.04 00:05modify420.010.696350.000000.68735
2082016.07.07 11:33sell430.010.706350.000000.00000
2092016.07.07 11:33modify430.010.706350.000000.69235
2102016.07.07 11:33modify420.010.696350.000000.69235
2112016.07.08 15:45sell440.010.716350.000000.00000
2122016.07.08 15:45modify440.010.716350.000000.69735
2132016.07.08 15:45modify430.010.706350.000000.69735
2142016.07.08 15:45modify420.010.696350.000000.69735
2152016.07.15 16:14modify440.010.716350.700220.00000
2162016.07.15 16:14modify430.010.706350.700220.00000
2172016.07.15 16:14modify420.010.696350.700220.00000
2182016.07.15 16:14s/l420.010.700220.700220.00000-5.7610190.93
2192016.07.15 16:14s/l430.010.700220.700220.000005.3010196.23
2202016.07.15 16:14s/l440.010.700220.700220.0000015.8110212.04
2212016.07.25 00:00buy450.010.690120.000000.00000
2222016.07.25 00:00modify450.010.690120.000000.69912
2232016.07.26 13:45t/p450.010.699120.000000.699129.4110221.45
2242016.08.01 00:00sell460.010.697990.000000.00000
2252016.08.01 00:00modify460.010.697990.000000.68899
2262016.08.10 14:38sell470.010.708010.000000.00000
2272016.08.10 14:38modify470.010.708010.000000.69400
2282016.08.10 14:38modify460.010.697990.000000.69400
2292016.08.16 16:38modify470.010.708010.696730.00000
2302016.08.16 16:38modify460.010.697990.696730.00000
2312016.08.16 16:38s/l460.010.696730.696730.00000-0.7110220.73
2322016.08.16 16:38s/l470.010.696730.696730.0000010.9110231.64
2332016.08.29 00:03sell480.010.706970.000000.00000
2342016.08.29 00:03modify480.010.706970.000000.69797
2352016.09.01 10:18sell490.010.716980.000000.00000
2362016.09.01 10:18modify490.010.716980.000000.70298
2372016.09.01 10:18modify480.010.706970.000000.70298
2382016.09.23 10:44modify490.010.716980.703890.00000
2392016.09.23 10:44modify480.010.706970.703890.00000
2402016.09.23 10:44s/l480.010.703890.703890.00000-0.4210231.22
2412016.09.23 10:44s/l490.010.703890.703890.0000010.6410241.85
2422016.09.26 00:04buy500.010.701920.000000.00000
2432016.09.26 00:04modify500.010.701920.000000.71092
2442016.09.29 01:23modify500.010.701920.706570.00000
2452016.09.29 01:24s/l500.010.706570.706570.000005.1110246.97
2462016.10.24 00:00sell510.010.711640.000000.00000
2472016.10.24 00:00modify510.010.711640.000000.70264
2482016.10.28 20:38modify510.010.711640.705950.00000
2492016.10.28 20:39s/l510.010.705950.705950.000005.1110252.07
2502016.12.05 00:00sell520.010.721100.000000.00000
2512016.12.05 00:00modify520.010.721100.000000.71210
2522016.12.09 13:45sell530.010.731130.000000.00000
2532016.12.09 13:45modify530.010.731130.000000.71712
2542016.12.09 13:45modify520.010.721100.000000.71712
2552016.12.16 16:27modify530.010.731130.719900.00000
2562016.12.16 16:27modify520.010.721100.719900.00000
2572016.12.16 16:27s/l520.010.719900.719900.00000-0.5010251.57
2582016.12.16 16:27s/l530.010.719900.719900.0000010.7210262.29
2592017.01.30 00:02sell540.010.724790.000000.00000
2602017.01.30 00:02modify540.010.724790.000000.71579
2612017.02.09 05:00modify540.010.724790.718320.00000
2622017.02.09 11:45s/l540.010.718320.718320.000005.1110267.40
2632017.03.06 00:03buy550.010.708380.000000.00000
2642017.03.06 00:03modify550.010.708380.000000.71738
2652017.03.09 20:12buy560.010.698370.000000.00000
2662017.03.09 20:12modify560.010.698370.000000.71238
2672017.03.09 20:12modify550.010.708380.000000.71238
2682017.03.30 23:59close at stop560.010.699940.000000.712382.8110270.21
2692017.03.30 23:59close at stop550.010.699940.000000.71238-7.3010262.91