Strategy Tester Report
SeasonTrap 1.4
Alpari-Pro.ECN (Build 1090)

СимволAUDJPY (Australian Dollar vs Japanese Yen)
Период1 Час (H1) 2010.01.04 00:00 - 2015.12.31 19:00 (2010.01.04 - 2016.01.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="Season Trap v1.4"; Magic=66773014; MaxDayEnterLag=1; MaxDayExitLag=1; Settings02="====Закрывать сделки в пятницу===="; Friday_Close=true; Friday_Close_Hour=22; Settings03="====Настройки SL и TP===="; SL=1500; TPProc=260; Settings04="====Настройки ММ===="; FixLot=0.01; Risk=3; MoneyForMinLot=200; Settings05="====БУ===="; UseBE=true; BELevel=900; BEPlusPips=200; Settings06="====Прочие торговые настройки===="; UseComments=false; Settings07="====Расписание Sell===="; Settings08="====Время открытия / закрытия===="; HourOpenSell=1; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=1; sDayOpen1=12; sMonthClose1=1; sDayClose1=15; sMonthOpen2=5; sDayOpen2=10; sMonthClose2=5; sDayClose2=25; sMonthOpen3=7; sDayOpen3=19; sMonthClose3=9; sDayClose3=5; sMonthOpen4=9; sDayOpen4=20; sMonthClose4=9; sDayClose4=26; sMonthOpen5=12; sDayOpen5=15; sMonthClose5=12; sDayClose5=19; sMonthOpen6=0; sDayOpen6=0; sMonthClose6=0; sDayClose6=0; sMonthOpen7=0; sDayOpen7=0; sMonthClose7=0; sDayClose7=0; sMonthOpen8=0; sDayOpen8=0; sMonthClose8=0; sDayClose8=0; sMonthOpen9=0; sDayOpen9=0; sMonthClose9=0; sDayClose9=0; sMonthOpen10=0; sDayOpen10=0; sMonthClose10=0; sDayClose10=0; sMonthOpen11=0; sDayOpen11=0; sMonthClose11=0; sDayClose11=0; sMonthOpen12=0; sDayOpen12=0; sMonthClose12=0; sDayClose12=0; sMonthOpen13=0; sDayOpen13=0; sMonthClose13=0; sDayClose13=0; sMonthOpen14=0; sDayOpen14=0; sMonthClose14=0; sDayClose14=0; sMonthOpen15=0; sDayOpen15=0; sMonthClose15=0; sDayClose15=0; sMonthOpen16=0; sDayOpen16=0; sMonthClose16=0; sDayClose16=0; sMonthOpen17=0; sDayOpen17=0; sMonthClose17=0; sDayClose17=0; sMonthOpen18=0; sDayOpen18=0; sMonthClose18=0; sDayClose18=0; sMonthOpen19=0; sDayOpen19=0; sMonthClose19=0; sDayClose19=0; sMonthOpen20=0; sDayOpen20=0; sMonthClose20=0; sDayClose20=0; Settings10="====Расписание Buy===="; Settings11="====Время открытия / закрытия===="; HourOpenBuy=1; HourCloseBuy=1; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=2; bDayOpen1=2; bMonthClose1=2; bDayClose1=19; bMonthOpen2=3; bDayOpen2=1; bMonthClose2=3; bDayClose2=9; bMonthOpen3=3; bDayOpen3=17; bMonthClose3=4; bDayClose3=11; bMonthOpen4=5; bDayOpen4=25; bMonthClose4=6; bDayClose4=14; bMonthOpen5=10; bDayOpen5=10; bMonthClose5=10; bDayClose5=14; bMonthOpen6=10; bDayOpen6=28; bMonthClose6=11; bDayClose6=7; bMonthOpen7=11; bDayOpen7=28; bMonthClose7=12; bDayClose7=7; bMonthOpen8=12; bDayOpen8=20; bMonthClose8=12; bDayClose8=28; bMonthOpen9=0; bDayOpen9=0; bMonthClose9=0; bDayClose9=0; bMonthOpen10=0; bDayOpen10=0; bMonthClose10=0; bDayClose10=0; bMonthOpen11=0; bDayOpen11=0; bMonthClose11=0; bDayClose11=0; bMonthOpen12=0; bDayOpen12=0; bMonthClose12=0; bDayClose12=0; bMonthOpen13=0; bDayOpen13=0; bMonthClose13=0; bDayClose13=0; bMonthOpen14=0; bDayOpen14=0; bMonthClose14=0; bDayClose14=0; bMonthOpen15=0; bDayOpen15=0; bMonthClose15=0; bDayClose15=0; bMonthOpen16=0; bDayOpen16=0; bMonthClose16=0; bDayClose16=0; bMonthOpen17=0; bDayOpen17=0; bMonthClose17=0; bDayClose17=0; bMonthOpen18=0; bDayOpen18=0; bMonthClose18=0; bDayClose18=0; bMonthOpen19=0; bDayOpen19=0; bMonthClose19=0; bDayClose19=0; bMonthOpen20=0; bDayOpen20=0; bMonthClose20=0; bDayClose20=0;
Баров в истории38128Смоделировано тиков103176112Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (108)
Чистая прибыль869.48Общая прибыль946.31Общий убыток-76.83
Прибыльность12.32Матожидание выигрыша13.59
Абсолютная просадка38.08Максимальная просадка56.72 (47.81%)Относительная просадка47.81% (56.72)
Всего сделок64Короткие позиции (% выигравших)25 (72.00%)Длинные позиции (% выигравших)39 (84.62%)
Прибыльные сделки (% от всех)51 (79.69%)Убыточные сделки (% от всех)13 (20.31%)
Самая большаяприбыльная сделка105.23убыточная сделка-25.44
Средняяприбыльная сделка18.56убыточная сделка-5.91
Максимальное количествонепрерывных выигрышей (прибыль)20 (301.12)непрерывных проигрышей (убыток)3 (-8.69)
Макс.непрерывная прибыль (число выигрышей)301.12 (20)непрерывный убыток (число проигрышей)-31.20 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.12 01:00sell10.0185.5860.0000.000
22010.01.12 01:00modify10.0185.586100.58646.586
32010.01.15 01:00close10.0185.083100.58646.5864.17104.17
42010.02.02 01:00buy20.0181.0180.0000.000
52010.02.02 01:00modify20.0181.01866.018120.018
62010.02.19 01:00close20.0181.81666.018120.0187.55111.72
72010.03.01 01:00buy30.0179.9550.0000.000
82010.03.01 01:00modify30.0179.95564.955118.955
92010.03.09 01:00close30.0182.02064.955118.95518.36130.08
102010.03.17 01:00buy40.0183.0770.0000.000
112010.03.17 01:00modify40.0183.07768.077122.077
122010.04.09 22:00close40.0186.91668.077122.07734.42164.51
132010.05.10 01:00sell50.0182.4140.0000.000
142010.05.10 01:00modify50.0182.41497.41443.414
152010.05.20 19:00modify50.0182.41480.41443.414
162010.05.25 01:00close50.0174.47580.41443.41468.94233.45
172010.05.25 02:00buy60.0174.2510.0000.000
182010.05.25 02:00modify60.0174.25159.251113.251
192010.06.14 01:00close60.0178.27859.251113.25135.92269.37
202010.07.19 01:00sell70.0174.8490.0000.000
212010.07.19 01:00modify70.0174.84989.84935.849
222010.09.03 22:00close70.0177.47489.84935.849-25.44243.93
232010.09.20 01:00sell80.0180.3270.0000.000
242010.09.20 01:00modify80.0180.32795.32741.327
252010.09.24 22:00close80.0180.94995.32741.327-5.76238.17
262010.10.11 01:00buy90.0181.0550.0000.000
272010.10.11 01:00modify90.0181.05566.055120.055
282010.10.14 01:00close90.0181.07466.055120.0550.30238.47
292010.10.28 01:00buy100.0179.5400.0000.000
302010.10.28 01:00modify100.0179.54064.540118.540
312010.11.05 22:00close100.0182.51164.540118.54026.31264.78
322010.11.29 01:00buy110.0181.3940.0000.000
332010.11.29 01:00modify110.0181.39466.394120.394
342010.12.07 01:00close110.0181.69966.394120.3942.91267.69
352010.12.15 01:00sell120.0183.5320.0000.000
362010.12.15 01:00modify120.0183.53298.53244.532
372010.12.17 22:00close120.0182.96198.53244.5324.81272.50
382010.12.20 01:00buy130.0183.0930.0000.000
392010.12.20 01:00modify130.0183.09368.093122.093
402010.12.28 01:00close130.0183.21468.093122.0931.30273.80
412011.01.12 01:00sell140.0181.8600.0000.000
422011.01.12 01:00modify140.0181.86096.86042.860
432011.01.14 22:00close140.0182.20996.86042.860-3.27270.53
442011.02.02 01:00buy150.0182.3890.0000.000
452011.02.02 01:00modify150.0182.38967.389121.389
462011.02.18 22:00close150.0184.28667.389121.38917.17287.70
472011.03.01 01:00buy160.0183.4980.0000.000
482011.03.01 01:00modify160.0183.49868.498122.498
492011.03.09 01:00close160.0183.52268.498122.4980.44288.14
502011.03.17 02:00buy170.0177.9190.0000.000
512011.03.17 02:00modify170.0177.91962.919116.919
522011.04.01 15:00modify170.0177.91979.919116.919
532011.04.11 01:00close170.0189.82879.919116.919105.23393.37
542011.05.10 01:00sell180.0186.5660.0000.000
552011.05.10 01:00modify180.0186.566101.56647.566
562011.05.25 01:00close180.0186.657101.56647.566-1.55391.82
572011.05.25 02:00buy190.0186.7140.0000.000
582011.05.25 02:00modify190.0186.71471.714125.714
592011.06.14 01:00close190.0185.09871.714125.714-13.62378.20
602011.07.19 01:00sell200.0183.8230.0000.000
612011.07.19 01:00modify200.0183.82398.82344.823
622011.09.05 01:00close200.0181.56598.82344.82317.42395.62
632011.09.20 01:00sell210.0178.1730.0000.000
642011.09.20 01:00modify210.0178.17393.17339.173
652011.09.26 01:00close210.0175.01493.17339.17327.43423.05
662011.10.10 01:00buy220.0175.0420.0000.000
672011.10.10 01:00modify220.0175.04260.042114.042
682011.10.14 01:00close220.0178.29260.042114.04228.71451.77
692011.10.28 01:00buy230.0181.4750.0000.000
702011.10.28 01:00modify230.0181.47566.475120.475
712011.11.07 01:00close230.0181.30566.475120.475-1.27450.49
722011.11.28 01:00buy240.0176.0200.0000.000
732011.11.28 01:00modify240.0176.02061.020115.020
742011.12.07 01:00close240.0179.55361.020115.02031.28481.77
752011.12.15 01:00sell250.0177.2630.0000.000
762011.12.15 01:00modify250.0177.26392.26338.263
772011.12.19 01:00close250.0177.60492.26338.263-3.10478.67
782011.12.20 01:00buy260.0177.2950.0000.000
792011.12.20 01:00modify260.0177.29562.295116.295
802011.12.28 01:00close260.0178.96962.295116.29514.93493.60
812012.01.12 01:00sell270.0179.1860.0000.000
822012.01.12 01:00modify270.0179.18694.18640.186
832012.01.13 22:00close270.0179.30794.18640.186-1.12492.48
842012.02.02 01:00buy280.0181.6890.0000.000
852012.02.02 01:00modify280.0181.68966.689120.689
862012.02.17 22:00close280.0185.12866.689120.68930.63523.11
872012.03.01 01:00buy290.0187.3370.0000.000
882012.03.01 01:00modify290.0187.33772.337126.337
892012.03.09 01:00close290.0186.77772.337126.337-4.69518.42
902012.05.10 01:00sell300.0179.9450.0000.000
912012.05.10 01:00modify300.0179.94594.94540.945
922012.05.25 01:00close300.0177.81494.94540.94517.96536.38
932012.05.25 02:00buy310.0177.7810.0000.000
942012.05.25 02:00modify310.0177.78162.781116.781
952012.06.14 01:00close310.0178.99062.781116.78111.19547.57
962012.07.19 01:00sell320.0181.6500.0000.000
972012.07.19 01:00modify320.0181.65096.65042.650
982012.09.05 01:00close320.0180.29096.65042.6509.64557.21
992012.09.20 01:00sell330.0182.0670.0000.000
1002012.09.20 01:00modify330.0182.06797.06743.067
1012012.09.26 01:00close330.0180.89897.06743.06710.06567.27
1022012.10.10 01:00buy340.0179.9810.0000.000
1032012.10.10 01:00modify340.0179.98164.981118.981
1042012.10.12 22:00close340.0180.15864.981118.9811.66568.94
1052012.11.28 01:00buy350.0185.8240.0000.000
1062012.11.28 01:00modify350.0185.82470.824124.824
1072012.12.07 01:00close350.0186.27470.824124.8244.26573.20
1082012.12.20 01:00buy360.0188.1640.0000.000
1092012.12.20 01:00modify360.0188.16473.164127.164
1102012.12.28 01:00close360.0189.38873.164127.16410.98584.18
1112013.03.01 01:00buy370.0194.7610.0000.000
1122013.03.01 01:00modify370.0194.76179.761133.761
1132013.03.08 22:00close370.0198.04879.761133.76129.07613.25
1142013.03.18 01:00buy380.0198.3550.0000.000
1152013.03.18 01:00modify380.0198.35583.355137.355
1162013.04.11 01:00close380.01105.20783.355137.35560.91674.16
1172013.05.10 01:00sell390.01101.5420.0000.000
1182013.05.10 01:00modify390.01101.542116.54262.542
1192013.05.24 22:00close390.0197.592116.54262.54233.97708.13
1202013.07.19 01:00sell400.0192.1700.0000.000
1212013.07.19 01:00modify400.0192.170107.17053.170
1222013.09.05 01:00close400.0191.495107.17053.1703.53711.66
1232013.09.20 01:00sell410.0193.8340.0000.000
1242013.09.20 01:00modify410.0193.834108.83454.834
1252013.09.26 01:00close410.0192.248108.83454.83413.63725.29
1262013.10.10 01:00buy420.0192.0870.0000.000
1272013.10.10 01:00modify420.0192.08777.087131.087
1282013.10.14 01:00close420.0192.59277.087131.0874.49729.78
1292013.11.28 01:00buy430.0192.8830.0000.000
1302013.11.28 01:00modify430.0192.88377.883131.883
1312013.12.06 22:00close430.0193.61577.883131.8836.66736.44
1322013.12.16 01:00sell440.0192.2750.0000.000
1332013.12.16 01:00modify440.0192.275107.27553.275
1342013.12.19 01:00close440.0192.221107.27553.2750.22736.66
1352013.12.20 01:00buy450.0192.3780.0000.000
1362013.12.20 01:00modify450.0192.37877.378131.378
1372013.12.27 22:00close450.0193.15877.378131.3787.05743.71
1382014.01.13 01:00sell460.0193.5430.0000.000
1392014.01.13 01:00modify460.0193.543108.54354.543
1402014.01.15 01:00close460.0193.436108.54354.5430.84744.55
1412014.02.03 01:00buy470.0189.6010.0000.000
1422014.02.03 01:00modify470.0189.60174.601128.601
1432014.02.19 01:00close470.0192.34274.601128.60124.52769.07
1442014.03.17 01:00buy480.0191.4660.0000.000
1452014.03.17 01:00modify480.0191.46676.466130.466
1462014.04.11 01:00close480.0195.45076.466130.46635.75804.82
1472014.05.26 01:00buy490.0194.2480.0000.000
1482014.05.26 01:00modify490.0194.24879.248133.248
1492014.06.13 22:00close490.0195.85979.248133.24814.72819.54
1502014.10.10 01:00buy500.0194.6550.0000.000
1512014.10.10 01:00modify500.0194.65579.655133.655
1522014.10.14 01:00close500.0193.70079.655133.655-8.32811.22
1532014.10.28 01:00buy510.0194.9490.0000.000
1542014.10.28 01:00modify510.0194.94979.949133.949
1552014.11.07 01:00close510.0198.60179.949133.94932.40843.62
1562014.11.28 01:00buy520.01100.5520.0000.000
1572014.11.28 01:00modify520.01100.55285.552139.552
1582014.12.05 22:00close520.01101.04685.552139.5524.54848.16
1592014.12.15 01:00sell530.0197.5590.0000.000
1602014.12.15 01:00modify530.0197.559112.55958.559
1612014.12.19 01:00close530.0197.306112.55958.5591.92850.08
1622015.01.12 01:00sell540.0197.2320.0000.000
1632015.01.12 01:00modify540.0197.232112.23258.232
1642015.01.15 01:00close540.0195.740112.23258.23212.84862.92
1652015.02.02 01:00buy550.0191.0590.0000.000
1662015.02.02 01:00modify550.0191.05976.059130.059
1672015.02.19 01:00close550.0192.74176.059130.05915.31878.24
1682015.03.02 01:00buy560.0193.5230.0000.000
1692015.03.02 01:00modify560.0193.52378.523132.523
1702015.03.09 01:00close560.0193.14178.523132.523-3.15875.09
1712015.03.17 01:00buy570.0192.8540.0000.000
1722015.03.17 01:00modify570.0192.85477.854131.854
1732015.04.10 22:00close570.0192.32877.854131.854-3.88871.21
1742015.05.11 01:00sell580.0194.9190.0000.000
1752015.05.11 01:00modify580.0194.919109.91955.919
1762015.05.25 01:00close580.0195.029109.91955.919-1.66869.55
1772015.05.25 02:00buy590.0195.1600.0000.000
1782015.05.25 02:00modify590.0195.16080.160134.160
1792015.06.12 22:00close590.0195.49180.160134.1603.47873.02
1802015.07.20 01:00sell600.0191.5120.0000.000
1812015.07.20 01:00modify600.0191.512106.51252.512
1822015.09.04 19:00modify600.0191.51289.51252.512
1832015.09.04 22:00close600.0182.49789.51252.51276.72949.74
1842015.09.21 01:00sell610.0186.2910.0000.000
1852015.09.21 01:00modify610.0186.291101.29147.291
1862015.09.25 22:00close610.0184.816101.29147.29112.65962.39
1872015.10.28 01:00buy620.0186.7380.0000.000
1882015.10.28 01:00modify620.0186.73871.738125.738
1892015.11.06 22:00close620.0186.74171.738125.7380.33962.73
1902015.12.15 01:00sell630.0187.6020.0000.000
1912015.12.15 01:00modify630.0187.602102.60248.602
1922015.12.18 22:00close630.0187.251102.60248.6022.83965.56
1932015.12.21 01:00buy640.0187.0750.0000.000
1942015.12.21 01:00modify640.0187.07572.075126.075
1952015.12.28 01:00close640.0187.49972.075126.0753.92969.48