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

СимволGBPUSD (Great Britain Pound vs US Dollar)
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=0; MaxDayEnterLag=1; MaxDayExitLag=1; Settings02="====Закрывать сделки в пятницу===="; Friday_Close=true; Friday_Close_Hour=22; Settings03="====Настройки SL и TP===="; SL=1600; TPProc=300; Settings04="====Настройки ММ===="; FixLot=0.01; Risk=3; MoneyForMinLot=200; Settings05="====БУ===="; UseBE=false; 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=20; sMonthOpen2=2; sDayOpen2=1; sMonthClose2=2; sDayClose2=11; sMonthOpen3=2; sDayOpen3=18; sMonthClose3=3; sDayClose3=11; sMonthOpen4=3; sDayOpen4=21; sMonthClose4=3; sDayClose4=28; sMonthOpen5=5; sDayOpen5=6; sMonthClose5=5; sDayClose5=18; sMonthOpen6=7; sDayOpen6=1; sMonthClose6=7; sDayClose6=8; sMonthOpen7=8; sDayOpen7=4; sMonthClose7=3; sDayClose7=7; sMonthOpen8=9; sDayOpen8=28; sMonthClose8=10; sDayClose8=12; sMonthOpen9=11; sDayOpen9=4; sMonthClose9=11; sDayClose9=21; sMonthOpen10=12; sDayOpen10=16; sMonthClose10=12; sDayClose10=23; 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=1; bDayOpen1=21; bMonthClose1=1; bDayClose1=28; bMonthOpen2=2; bDayOpen2=11; bMonthClose2=2; bDayClose2=18; bMonthOpen3=3; bDayOpen3=16; bMonthClose3=3; bDayClose3=21; bMonthOpen4=3; bDayOpen4=28; bMonthClose4=5; bDayClose4=2; bMonthOpen5=5; bDayOpen5=18; bMonthClose5=6; bDayClose5=21; bMonthOpen6=7; bDayOpen6=8; bMonthClose6=8; bDayClose6=4; bMonthOpen7=10; bDayOpen7=13; bMonthClose7=10; bDayClose7=21; bMonthOpen8=11; bDayOpen8=22; bMonthClose8=12; bDayClose8=13; 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 истории38185Смоделировано тиков88253487Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (106)
Чистая прибыль941.05Общая прибыль1425.77Общий убыток-484.72
Прибыльность2.94Матожидание выигрыша10.34
Абсолютная просадка50.02Максимальная просадка135.70 (13.71%)Относительная просадка51.84% (53.79)
Всего сделок91Короткие позиции (% выигравших)50 (66.00%)Длинные позиции (% выигравших)41 (75.61%)
Прибыльные сделки (% от всех)64 (70.33%)Убыточные сделки (% от всех)27 (29.67%)
Самая большаяприбыльная сделка84.99убыточная сделка-66.68
Средняяприбыльная сделка22.28убыточная сделка-17.95
Максимальное количествонепрерывных выигрышей (прибыль)8 (128.71)непрерывных проигрышей (убыток)3 (-41.58)
Макс.непрерывная прибыль (число выигрышей)161.89 (5)непрерывный убыток (число проигрышей)-66.68 (1)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.12 01:00sell10.011.611060.000000.00000
22010.01.12 01:00modify10.011.611061.771061.13106
32010.01.20 01:00close10.011.636791.771061.13106-25.5074.50
42010.01.21 01:00buy20.011.631170.000000.00000
52010.01.21 01:00modify20.011.631171.471172.11117
62010.01.28 01:00close20.011.617561.471172.11117-13.8760.63
72010.02.01 01:00sell30.011.597140.000000.00000
82010.02.01 01:00modify30.011.597141.757141.11714
92010.02.11 01:00close30.011.561811.757141.1171435.6796.30
102010.02.11 02:00buy40.011.562870.000000.00000
112010.02.11 02:00modify40.011.562871.402872.04287
122010.02.18 01:00close40.011.567781.402872.042874.65100.95
132010.02.18 02:00sell50.011.566050.000000.00000
142010.02.18 02:00modify50.011.566051.726051.08605
152010.03.05 22:00close50.011.515441.726051.0860551.04151.99
162010.03.16 01:00buy60.011.505570.000000.00000
172010.03.16 01:00modify60.011.505571.345571.98557
182010.03.19 22:00close60.011.501151.345571.98557-4.61147.39
192010.03.22 01:00sell70.011.499200.000000.00000
202010.03.22 01:00modify70.011.499201.659201.01920
212010.03.26 22:00close70.011.490521.659201.019208.85156.24
222010.03.29 01:00buy80.011.492780.000000.00000
232010.03.29 01:00modify80.011.492781.332781.97278
242010.05.03 01:00close80.011.530381.332781.9727836.30192.54
252010.05.06 01:00sell90.011.509570.000000.00000
262010.05.06 01:00modify90.011.509571.669571.02957
272010.05.18 01:00close90.011.448671.669571.0295761.19253.73
282010.05.18 02:00buy100.011.447430.000000.00000
292010.05.18 02:00modify100.011.447431.287431.92743
302010.06.21 01:00close100.011.483871.287431.9274335.18288.90
312010.07.01 01:00sell110.011.494350.000000.00000
322010.07.01 01:00modify110.011.494351.654351.01435
332010.07.08 01:00close110.011.518551.654351.01435-24.00264.90
342010.07.08 02:00buy120.011.519190.000000.00000
352010.07.08 02:00modify120.011.519191.359191.99919
362010.08.04 01:00close120.011.594241.359191.9991974.12339.03
372010.08.04 02:00sell130.011.594060.000000.00000
382010.08.04 02:00modify130.011.594061.754061.11406
392010.10.12 01:00close130.011.590081.754061.114065.95344.98
402010.10.13 01:00buy140.011.582060.000000.00000
412010.10.13 01:00modify140.011.582061.422062.06206
422010.10.21 01:00close140.011.584241.422062.062061.81346.79
432010.11.04 01:00sell150.011.610600.000000.00000
442010.11.04 01:00modify150.011.610601.770601.13060
452010.11.19 22:00close150.011.599731.770601.1306011.30358.09
462010.11.22 01:00buy160.011.601060.000000.00000
472010.11.22 01:00modify160.011.601061.441062.08106
482010.12.13 01:00close160.011.579221.441062.08106-22.62335.47
492010.12.16 01:00sell170.011.555820.000000.00000
502010.12.16 01:00modify170.011.555821.715821.07582
512010.12.23 01:00close170.011.541581.715821.0758214.44349.91
522011.01.12 01:00sell180.011.560510.000000.00000
532011.01.12 01:00modify180.011.560511.720511.08051
542011.01.20 01:00close180.011.598261.720511.08051-37.46312.44
552011.01.21 01:00buy190.011.591590.000000.00000
562011.01.21 01:00modify190.011.591591.431592.07159
572011.01.28 01:00close190.011.592301.431592.071590.45312.90
582011.02.01 01:00sell200.011.602480.000000.00000
592011.02.01 01:00modify200.011.602481.762481.12248
602011.02.11 01:00close200.011.610441.762481.12248-7.62305.28
612011.02.11 02:00buy210.011.611660.000000.00000
622011.02.11 02:00modify210.011.611661.451662.09166
632011.02.18 01:00close210.011.617481.451662.091665.56310.84
642011.02.18 02:00sell220.011.617130.000000.00000
652011.02.18 02:00modify220.011.617131.777131.13713
662011.03.07 01:00close220.011.627491.777131.13713-9.93300.91
672011.03.16 01:00buy230.011.607990.000000.00000
682011.03.16 01:00modify230.011.607991.447992.08799
692011.03.21 01:00close230.011.621991.447992.0879913.81314.72
702011.03.21 02:00sell240.011.621020.000000.00000
712011.03.21 02:00modify240.011.621021.781021.14102
722011.03.28 01:00close240.011.601321.781021.1410219.90334.62
732011.03.28 02:00buy250.011.602030.000000.00000
742011.03.28 02:00modify250.011.602031.442032.08203
752011.05.02 01:00close250.011.670651.442032.0820367.32401.94
762011.05.06 01:00sell260.011.638600.000000.00000
772011.05.06 01:00modify260.011.638601.798601.15860
782011.05.18 01:00close260.011.625831.798601.1586013.06415.00
792011.05.18 02:00buy270.011.626020.000000.00000
802011.05.18 02:00modify270.011.626021.466022.10602
812011.06.21 01:00close270.011.620201.466022.10602-7.08407.92
822011.07.01 01:00sell280.011.604040.000000.00000
832011.07.01 01:00modify280.011.604041.764041.12404
842011.07.08 01:00close280.011.597841.764041.124046.40414.32
852011.07.08 02:00buy290.011.598890.000000.00000
862011.07.08 02:00modify290.011.598891.438892.07889
872011.08.04 01:00close290.011.643661.438892.0788943.77458.09
882011.08.04 02:00sell300.011.643150.000000.00000
892011.08.04 02:00modify300.011.643151.803151.16315
902011.10.12 01:00close300.011.560081.803151.1631584.99543.07
912011.10.13 01:00buy310.011.575340.000000.00000
922011.10.13 01:00modify310.011.575341.415342.05534
932011.10.21 01:00close310.011.578521.415342.055342.88545.96
942011.11.04 01:00sell320.011.603700.000000.00000
952011.11.04 01:00modify320.011.603701.763701.12370
962011.11.21 01:00close320.011.580281.763701.1237023.85569.81
972011.11.22 01:00buy330.011.564850.000000.00000
982011.11.22 01:00modify330.011.564851.404852.04485
992011.12.13 01:00close330.011.557871.404852.04485-7.76562.05
1002011.12.16 01:00sell340.011.551330.000000.00000
1012011.12.16 01:00modify340.011.551331.711331.07133
1022011.12.23 01:00close340.011.568441.711331.07133-16.91545.14
1032012.01.12 01:00sell350.011.532630.000000.00000
1042012.01.12 01:00modify350.011.532631.692631.05263
1052012.01.20 01:00close350.011.549771.692631.05263-16.91528.23
1062012.02.01 01:00sell360.011.576450.000000.00000
1072012.02.01 01:00modify360.011.576451.736451.09645
1082012.02.10 22:00close360.011.574961.736451.096451.80530.03
1092012.03.16 01:00buy370.011.571340.000000.00000
1102012.03.16 01:00modify370.011.571341.411342.05134
1112012.03.21 01:00close370.011.585951.411342.0513414.50544.53
1122012.03.21 02:00sell380.011.586330.000000.00000
1132012.03.21 02:00modify380.011.586331.746331.10633
1142012.03.28 01:00close380.011.595671.746331.10633-9.14535.39
1152012.03.28 02:00buy390.011.596350.000000.00000
1162012.03.28 02:00modify390.011.596351.436352.07635
1172012.05.02 01:00close390.011.621981.436352.0763524.33559.72
1182012.05.07 01:00sell400.011.615020.000000.00000
1192012.05.07 01:00modify400.011.615021.775021.13502
1202012.05.18 01:00close400.011.579161.775021.1350236.23595.95
1212012.05.18 02:00buy410.011.579760.000000.00000
1222012.05.18 02:00modify410.011.579761.419762.05976
1232012.06.21 01:00close410.011.570711.419762.05976-10.31585.64
1242012.07.02 01:00sell420.011.569610.000000.00000
1252012.07.02 01:00modify420.011.569611.729611.08961
1262012.07.06 22:00close420.011.548531.729611.0896121.25606.89
1272012.07.09 01:00buy430.011.548660.000000.00000
1282012.07.09 01:00modify430.011.548661.388662.02866
1292012.08.03 22:00close430.011.564061.388662.0286614.40621.29
1302012.09.28 01:00sell440.011.623440.000000.00000
1312012.09.28 01:00modify440.011.623441.783441.14344
1322012.10.12 01:00close440.011.605721.783441.1434418.12639.41
1332012.11.05 01:00sell450.011.601820.000000.00000
1342012.11.05 01:00modify450.011.601821.761821.12182
1352012.11.21 01:00close450.011.593561.761821.121828.72648.13
1362012.11.22 01:00buy460.011.596530.000000.00000
1372012.11.22 01:00modify460.011.596531.436532.07653
1382012.12.13 01:00close460.011.613701.436532.0765316.39664.52
1392012.12.17 01:00sell470.011.617680.000000.00000
1402012.12.17 01:00modify470.011.617681.777681.13768
1412012.12.21 22:00close470.011.616941.777681.137680.91665.43
1422013.01.21 01:00buy480.011.586300.000000.00000
1432013.01.21 01:00modify480.011.586301.426302.06630
1442013.01.28 01:00close480.011.577321.426302.06630-9.24656.19
1452013.02.01 01:00sell490.011.585870.000000.00000
1462013.02.01 01:00modify490.011.585871.745871.10587
1472013.02.11 01:00close490.011.579711.745871.105876.39662.58
1482013.02.11 02:00buy500.011.580950.000000.00000
1492013.02.11 02:00modify500.011.580951.420952.06095
1502013.02.18 01:00close500.011.549001.420952.06095-32.21630.37
1512013.02.18 02:00sell510.011.547540.000000.00000
1522013.02.18 02:00modify510.011.547541.707541.06754
1532013.03.07 01:00close510.011.499361.707541.0675448.72679.09
1542013.03.21 01:00sell520.011.509170.000000.00000
1552013.03.21 01:00modify520.011.509171.669171.02917
1562013.03.28 01:00close520.011.513841.669171.02917-4.47674.62
1572013.03.28 02:00buy530.011.513720.000000.00000
1582013.03.28 02:00modify530.011.513721.353721.99372
1592013.05.02 01:00close530.011.555561.353721.9937240.54715.17
1602013.05.06 01:00sell540.011.556580.000000.00000
1612013.05.06 01:00modify540.011.556581.716581.07658
1622013.05.17 22:00close540.011.518101.716581.0765838.85754.02
1632013.07.01 01:00sell550.011.520680.000000.00000
1642013.07.01 01:00modify550.011.520681.680681.04068
1652013.07.08 01:00close550.011.488711.680681.0406832.17786.19
1662013.07.08 02:00buy560.011.488730.000000.00000
1672013.07.08 02:00modify560.011.488731.328731.96873
1682013.08.02 22:00close560.011.528501.328731.9687338.77824.96
1692013.08.05 01:00sell570.011.528300.000000.00000
1702013.08.05 01:00modify570.011.528301.688301.04830
1712013.10.11 22:00close570.011.596951.688301.04830-66.68758.28
1722013.10.14 01:00buy580.011.597800.000000.00000
1732013.10.14 01:00modify580.011.597801.437802.07780
1742013.10.21 01:00close580.011.617301.437802.0778019.24777.52
1752013.11.04 01:00sell590.011.592550.000000.00000
1762013.11.04 01:00modify590.011.592551.752551.11255
1772013.11.21 01:00close590.011.611231.752551.11255-18.14759.38
1782013.11.22 01:00buy600.011.620370.000000.00000
1792013.11.22 01:00modify600.011.620371.460372.10037
1802013.12.13 01:00close600.011.634311.460372.1003713.16772.54
1812013.12.16 01:00sell610.011.630080.000000.00000
1822013.12.16 01:00modify610.011.630081.790081.15008
1832013.12.23 01:00close610.011.634111.790081.15008-3.83768.71
1842014.01.13 01:00sell620.011.648670.000000.00000
1852014.01.13 01:00modify620.011.648671.808671.16867
1862014.01.20 01:00close620.011.642501.808671.168676.37775.08
1872014.01.21 01:00buy630.011.643800.000000.00000
1882014.01.21 01:00modify630.011.643801.483802.12380
1892014.01.28 01:00close630.011.657781.483802.1238013.72788.80
1902014.02.11 01:00buy640.011.641500.000000.00000
1912014.02.11 01:00modify640.011.641501.481502.12150
1922014.02.18 01:00close640.011.671241.481502.1215029.48818.28
1932014.02.18 02:00sell650.011.671810.000000.00000
1942014.02.18 02:00modify650.011.671811.831811.19181
1952014.03.07 01:00close650.011.674831.831811.19181-2.48815.81
1962014.03.17 01:00buy660.011.664490.000000.00000
1972014.03.17 01:00modify660.011.664491.504492.14449
1982014.03.21 01:00close660.011.650611.504492.14449-14.10801.71
1992014.03.21 02:00sell670.011.650640.000000.00000
2002014.03.21 02:00modify670.011.650641.810641.17064
2012014.03.28 01:00close670.011.661791.810641.17064-10.95790.76
2022014.03.28 02:00buy680.011.661740.000000.00000
2032014.03.28 02:00modify680.011.661741.501742.14174
2042014.05.02 01:00close680.011.688781.501742.1417425.74816.50
2052014.05.06 01:00sell690.011.686750.000000.00000
2062014.05.06 01:00modify690.011.686751.846751.20675
2072014.05.16 22:00close690.011.683071.846751.206754.02820.52
2082014.05.19 01:00buy700.011.683320.000000.00000
2092014.05.19 01:00modify700.011.683321.523322.16332
2102014.06.20 22:00close700.011.701161.523322.1633216.58837.10
2112014.07.01 01:00sell710.011.710870.000000.00000
2122014.07.01 01:00modify710.011.710871.870871.23087
2132014.07.08 01:00close710.011.714061.870871.23087-2.99834.11
2142014.07.08 02:00buy720.011.714290.000000.00000
2152014.07.08 02:00modify720.011.714291.554292.19429
2162014.08.04 01:00close720.011.682311.554292.19429-32.98801.13
2172014.08.04 02:00sell730.011.681630.000000.00000
2182014.08.04 02:00modify730.011.681631.841631.20163
2192014.10.10 22:00close730.011.606281.841631.2016377.32878.45
2202014.10.13 01:00buy740.011.607700.000000.00000
2212014.10.13 01:00modify740.011.607701.447702.08770
2222014.10.21 01:00close740.011.615791.447702.087707.79886.24
2232014.11.04 01:00sell750.011.597670.000000.00000
2242014.11.04 01:00modify750.011.597671.757671.11767
2252014.11.21 01:00close750.011.570181.757671.1176728.03914.28
2262014.12.16 01:00sell760.011.564300.000000.00000
2272014.12.16 01:00modify760.011.564301.724301.08430
2282014.12.23 01:00close760.011.559351.724301.084305.15919.43
2292015.01.12 01:00sell770.011.518950.000000.00000
2302015.01.12 01:00modify770.011.518951.678951.03895
2312015.01.20 01:00close770.011.511411.678951.038957.77927.20
2322015.01.21 01:00buy780.011.515870.000000.00000
2332015.01.21 01:00modify780.011.515871.355871.99587
2342015.01.28 01:00close780.011.518641.355871.995872.51929.71
2352015.02.02 01:00sell790.011.508940.000000.00000
2362015.02.02 01:00modify790.011.508941.668941.02894
2372015.02.11 01:00close790.011.526421.668941.02894-17.22912.48
2382015.02.11 02:00buy800.011.526770.000000.00000
2392015.02.11 02:00modify800.011.526771.366772.00677
2402015.02.18 01:00close800.011.534511.366772.006777.48919.96
2412015.02.18 02:00sell810.011.535150.000000.00000
2422015.02.18 02:00modify810.011.535151.695151.05515
2432015.03.06 22:00close810.011.505691.695151.0551529.97949.94
2442015.03.16 01:00buy820.011.476190.000000.00000
2452015.03.16 01:00modify820.011.476191.316191.95619
2462015.03.20 22:00close820.011.494531.316191.9561918.12968.06
2472015.05.06 01:00sell830.011.517530.000000.00000
2482015.05.06 01:00modify830.011.517531.677531.03753
2492015.05.18 01:00close830.011.573591.677531.03753-55.72912.34
2502015.05.18 02:00buy840.011.574610.000000.00000
2512015.05.18 02:00modify840.011.574611.414612.05461
2522015.06.19 22:00close840.011.588011.414612.0546112.14924.48
2532015.07.01 01:00sell850.011.571130.000000.00000
2542015.07.01 01:00modify850.011.571131.731131.09113
2552015.07.08 01:00close850.011.546541.731131.0911324.79949.27
2562015.07.08 02:00buy860.011.546970.000000.00000
2572015.07.08 02:00modify860.011.546971.386972.02697
2582015.08.04 01:00close860.011.558271.386972.0269710.30959.57
2592015.08.04 02:00sell870.011.558640.000000.00000
2602015.08.04 02:00modify870.011.558641.718641.07864
2612015.10.12 01:00close870.011.532631.718641.0786427.98987.55
2622015.10.13 01:00buy880.011.535430.000000.00000
2632015.10.13 01:00modify880.011.535431.375432.01543
2642015.10.21 01:00close880.011.544281.375432.015438.55996.10
2652015.11.04 01:00sell890.011.541850.000000.00000
2662015.11.04 01:00modify890.011.541851.701851.06185
2672015.11.20 22:00close890.011.520321.701851.0618522.041018.15
2682015.11.23 01:00buy900.011.519410.000000.00000
2692015.11.23 01:00modify900.011.519411.359411.99941
2702015.12.11 22:00close900.011.522801.359411.999412.651020.80
2712015.12.16 01:00sell910.011.503600.000000.00000
2722015.12.16 01:00modify910.011.503601.663601.02360
2732015.12.23 01:00close910.011.483551.663601.0236020.251041.05