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

СимволNZDUSD (New Zealand Dollar 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=66773019; MaxDayEnterLag=1; MaxDayExitLag=1; Settings02="====Закрывать сделки в пятницу===="; Friday_Close=true; Friday_Close_Hour=22; Settings03="====Настройки SL и TP===="; SL=1600; TPProc=180; Settings04="====Настройки ММ===="; FixLot=0.1; 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=8; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=1; sDayOpen1=11; sMonthClose1=1; sDayClose1=20; sMonthOpen2=2; sDayOpen2=26; sMonthClose2=3; sDayClose2=11; sMonthOpen3=5; sDayOpen3=6; sMonthClose3=5; sDayClose3=24; sMonthOpen4=6; sDayOpen4=21; sMonthClose4=7; sDayClose4=6; sMonthOpen5=0; sDayOpen5=0; sMonthClose5=0; sDayClose5=0; 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=6; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=1; bDayOpen1=6; bMonthClose1=1; bDayClose1=11; bMonthOpen2=2; bDayOpen2=1; bMonthClose2=2; bDayClose2=19; bMonthOpen3=3; bDayOpen3=11; bMonthClose3=3; bDayClose3=17; bMonthOpen4=3; bDayOpen4=22; bMonthClose4=3; bDayClose4=30; bMonthOpen5=4; bDayOpen5=1; bMonthClose5=4; bDayClose5=13; bMonthOpen6=4; bDayOpen6=15; bMonthClose6=5; bDayClose6=3; bMonthOpen7=6; bDayOpen7=13; bMonthClose7=6; bDayClose7=21; bMonthOpen8=7; bDayOpen8=6; bMonthClose8=7; bDayClose8=11; bMonthOpen9=10; bDayOpen9=12; bMonthClose9=10; bDayClose9=20; bMonthOpen10=11; bDayOpen10=2; bMonthClose10=11; bDayClose10=7; bMonthOpen11=11; bDayOpen11=28; bMonthClose11=12; bDayClose11=7; 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 истории38174Смоделировано тиков68645041Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (9)
Чистая прибыль5596.74Общая прибыль7643.81Общий убыток-2047.08
Прибыльность3.73Матожидание выигрыша71.75
Абсолютная просадка89.99Максимальная просадка575.12 (24.41%)Относительная просадка97.46% (383.45)
Всего сделок78Короткие позиции (% выигравших)20 (65.00%)Длинные позиции (% выигравших)58 (72.41%)
Прибыльные сделки (% от всех)55 (70.51%)Убыточные сделки (% от всех)23 (29.49%)
Самая большаяприбыльная сделка519.21убыточная сделка-241.17
Средняяприбыльная сделка138.98убыточная сделка-89.00
Максимальное количествонепрерывных выигрышей (прибыль)8 (1476.52)непрерывных проигрышей (убыток)4 (-157.47)
Макс.непрерывная прибыль (число выигрышей)1476.52 (8)непрерывный убыток (число проигрышей)-404.07 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.06 01:00buy10.100.733490.000000.00000
22010.01.06 01:00modify10.100.733490.573491.02149
32010.01.11 06:00close10.100.739670.573491.0214962.40162.41
42010.01.11 07:00sell20.100.740400.000000.00000
52010.01.11 07:00modify20.100.740400.900400.45240
62010.01.20 08:00close20.100.728700.900400.45240114.81277.22
72010.02.01 01:00buy30.100.703290.000000.00000
82010.02.01 01:00modify30.100.703290.543290.99129
92010.02.19 06:00close30.100.695920.543290.99129-71.28205.94
102010.02.26 01:00sell40.100.690400.000000.00000
112010.02.26 01:00modify40.100.690400.850400.40240
122010.03.11 08:00close40.100.698740.850400.40240-86.56119.38
132010.03.11 09:00buy50.100.699030.000000.00000
142010.03.11 09:00modify50.100.699030.539030.98703
152010.03.17 06:00close50.100.712380.539030.98703133.98253.36
162010.03.22 01:00buy60.100.706320.000000.00000
172010.03.22 01:00modify60.100.706320.546320.99432
182010.03.30 06:00close60.100.710360.546320.9943241.37294.73
192010.04.01 01:00buy70.100.706730.000000.00000
202010.04.01 01:00modify70.100.706730.546730.99473
212010.04.13 06:00close70.100.711910.546730.9947353.01347.74
222010.04.15 01:00buy80.100.715390.000000.00000
232010.04.15 01:00modify80.100.715390.555391.00339
242010.05.03 06:00close80.100.728000.555391.00339128.04475.78
252010.05.06 01:00sell90.100.725000.000000.00000
262010.05.06 01:00modify90.100.725000.885000.43700
272010.05.24 08:00close90.100.672690.885000.43700519.21994.99
282010.06.14 01:00buy100.100.691180.000000.00000
292010.06.14 01:00modify100.100.691180.531180.97918
302010.06.21 06:00close100.100.710130.531180.97918190.351185.34
312010.06.21 07:00sell110.100.710630.000000.00000
322010.06.21 07:00modify110.100.710630.870630.42263
332010.07.06 08:00close110.100.687960.870630.42263223.051408.39
342010.07.06 09:00buy120.100.691750.000000.00000
352010.07.06 09:00modify120.100.691750.531750.97975
362010.07.09 22:00close120.100.710440.531750.97975187.501595.90
372010.10.12 01:00buy130.100.751380.000000.00000
382010.10.12 01:00modify130.100.751380.591381.03938
392010.10.20 06:00close130.100.745590.591381.03938-56.931538.96
402010.11.02 01:00buy140.100.766720.000000.00000
412010.11.02 01:00modify140.100.766720.606721.05472
422010.11.05 22:00close140.100.795200.606721.05472285.411824.37
432010.11.29 01:00buy150.100.750950.000000.00000
442010.11.29 01:00modify150.100.750950.590951.03895
452010.12.07 06:00close150.100.761870.590951.03895110.171934.54
462011.01.06 01:00buy160.100.758150.000000.00000
472011.01.06 01:00modify160.100.758150.598151.04615
482011.01.11 06:00close160.100.759250.598151.0461511.361945.90
492011.01.11 07:00sell170.100.758450.000000.00000
502011.01.11 07:00modify170.100.758450.918450.47045
512011.01.20 08:00close170.100.762770.918450.47045-45.871900.03
522011.02.01 01:00buy180.100.772590.000000.00000
532011.02.01 01:00modify180.100.772590.612591.06059
542011.02.18 22:00close180.100.761160.612591.06059-112.001788.03
552011.03.11 01:00buy190.100.734380.000000.00000
562011.03.11 01:00modify190.100.734380.574381.02238
572011.03.17 06:00close190.100.721870.574381.02238-124.371663.65
582011.03.22 01:00buy200.100.735460.000000.00000
592011.03.22 01:00modify200.100.735460.575461.02346
602011.03.30 06:00close200.100.758050.575461.02346226.871890.52
612011.04.01 01:00buy210.100.760590.000000.00000
622011.04.01 01:00modify210.100.760590.600591.04859
632011.04.13 06:00close210.100.784940.600591.04859244.712135.23
642011.04.15 01:00buy220.100.793140.000000.00000
652011.04.15 01:00modify220.100.793140.633141.08114
662011.05.03 06:00close220.100.803580.633141.08114106.342241.57
672011.05.06 01:00sell230.100.787220.000000.00000
682011.05.06 01:00modify230.100.787220.947220.49922
692011.05.24 08:00close230.100.795390.947220.49922-85.592155.98
702011.06.13 01:00buy240.100.820400.000000.00000
712011.06.13 01:00modify240.100.820400.660401.10840
722011.06.21 06:00close240.100.809020.660401.10840-112.832043.15
732011.06.21 07:00sell250.100.808820.000000.00000
742011.06.21 07:00modify250.100.808820.968820.52082
752011.07.06 08:00close250.100.829020.968820.52082-205.651837.50
762011.07.06 09:00buy260.100.829270.000000.00000
772011.07.06 09:00modify260.100.829270.669271.11727
782011.07.11 06:00close260.100.834410.669271.1172752.001889.51
792011.10.12 01:00buy270.100.779640.000000.00000
802011.10.12 01:00modify270.100.779640.619641.06764
812011.10.20 06:00close270.100.790740.619641.06764112.212001.72
822011.11.02 01:00buy280.100.792350.000000.00000
832011.11.02 01:00modify280.100.792350.632351.08035
842011.11.07 06:00close280.100.795310.632351.0803530.212031.92
852011.11.28 01:00buy290.100.748070.000000.00000
862011.11.28 01:00modify290.100.748070.588071.03607
872011.12.07 06:00close290.100.780090.588071.03607321.292353.21
882012.01.06 01:00buy300.100.780720.000000.00000
892012.01.06 01:00modify300.100.780720.620721.06872
902012.01.11 06:00close300.100.793180.620721.06872124.962478.17
912012.01.11 07:00sell310.100.793330.000000.00000
922012.01.11 07:00modify310.100.793330.953330.50533
932012.01.20 08:00close310.100.801780.953330.50533-87.172391.00
942012.02.01 01:00buy320.100.825940.000000.00000
952012.02.01 01:00modify320.100.825940.665941.11394
962012.02.17 22:00close320.100.834450.665941.1139487.282478.28
972012.02.27 01:00sell330.100.836590.000000.00000
982012.02.27 01:00modify330.100.836590.996590.54859
992012.03.09 22:00close330.100.821290.996590.54859149.842628.12
1002012.03.12 01:00buy340.100.819160.000000.00000
1012012.03.12 01:00modify340.100.819160.659161.10716
1022012.03.16 22:00close340.100.823400.659161.1071643.132671.24
1032012.03.22 01:00buy350.100.812070.000000.00000
1042012.03.22 01:00modify350.100.812070.652071.10007
1052012.03.30 06:00close350.100.818920.652071.1000769.472740.71
1062012.04.02 01:00buy360.100.824050.000000.00000
1072012.04.02 01:00modify360.100.824050.664051.11205
1082012.04.13 06:00close360.100.828950.664051.1120550.572791.29
1092012.05.07 01:00sell370.100.793220.000000.00000
1102012.05.07 01:00modify370.100.793220.953220.50522
1112012.05.24 08:00close370.100.751570.953220.50522411.883203.17
1122012.06.13 01:00buy380.100.776700.000000.00000
1132012.06.13 01:00modify380.100.776700.616701.06470
1142012.06.21 06:00close380.100.796250.616701.06470196.713399.88
1152012.06.21 07:00sell390.100.796880.000000.00000
1162012.06.21 07:00modify390.100.796880.956880.50888
1172012.07.06 08:00close390.100.801500.956880.50888-49.853350.03
1182012.07.06 09:00buy400.100.802230.000000.00000
1192012.07.06 09:00modify400.100.802230.642231.09023
1202012.07.11 06:00close400.100.795000.642231.09023-71.943278.10
1212012.10.12 01:00buy410.100.817500.000000.00000
1222012.10.12 01:00modify410.100.817500.657501.10550
1232012.10.19 22:00close410.100.815680.657501.10550-17.353260.74
1242012.11.02 01:00buy420.100.827560.000000.00000
1252012.11.02 01:00modify420.100.827560.667561.11556
1262012.11.07 06:00close420.100.825690.667561.11556-18.343242.41
1272012.11.28 01:00buy430.100.820310.000000.00000
1282012.11.28 01:00modify430.100.820310.660311.10831
1292012.12.07 06:00close430.100.831680.660311.10831115.033357.44
1302013.01.07 01:00buy440.100.832310.000000.00000
1312013.01.07 01:00modify440.100.832310.672311.12031
1322013.01.11 06:00close440.100.842600.672311.12031103.633461.06
1332013.01.11 07:00sell450.100.842670.000000.00000
1342013.01.11 07:00modify450.100.842671.002670.55467
1352013.01.18 22:00close450.100.835991.002670.5546765.103526.16
1362013.02.01 01:00buy460.100.839390.000000.00000
1372013.02.01 01:00modify460.100.839390.679391.12739
1382013.02.19 06:00close460.100.843480.679391.1273942.843569.00
1392013.02.26 01:00sell470.100.833170.000000.00000
1402013.02.26 01:00modify470.100.833170.993170.54517
1412013.03.11 08:00close470.100.819970.993170.54517128.843697.84
1422013.03.11 09:00buy480.100.820210.000000.00000
1432013.03.11 09:00modify480.100.820210.660211.10821
1442013.03.15 22:00close480.100.827170.660211.1082170.333768.17
1452013.03.22 01:00buy490.100.831560.000000.00000
1462013.03.22 01:00modify490.100.831560.671561.11956
1472013.03.29 22:00close490.100.836770.671561.1195652.953821.11
1482013.04.01 01:00buy500.100.836080.000000.00000
1492013.04.01 01:00modify500.100.836080.676081.12408
1502013.04.12 22:00close500.100.857850.676081.12408219.274040.39
1512013.04.15 01:00buy510.100.857120.000000.00000
1522013.04.15 01:00modify510.100.857120.697121.14512
1532013.05.03 06:00close510.100.851830.697121.14512-50.483989.91
1542013.05.06 01:00sell520.100.853620.000000.00000
1552013.05.06 01:00modify520.100.853621.013620.56562
1562013.05.24 08:00close520.100.810171.013620.56562429.644419.55
1572013.06.13 01:00buy530.100.795290.000000.00000
1582013.06.13 01:00modify530.100.795290.635291.08329
1592013.06.21 06:00close530.100.779980.635291.08329-152.134267.41
1602013.06.21 07:00sell540.100.778020.000000.00000
1612013.06.21 07:00modify540.100.778020.938020.49002
1622013.07.05 22:00close540.100.770690.938020.4900269.904337.31
1632013.11.28 01:00buy550.100.813650.000000.00000
1642013.11.28 01:00modify550.100.813650.653651.10165
1652013.12.06 22:00close550.100.828480.653651.10165149.274486.58
1662014.01.06 01:00buy560.100.826140.000000.00000
1672014.01.06 01:00modify560.100.826140.666141.11414
1682014.01.10 22:00close560.100.829780.666141.1141437.134523.71
1692014.02.26 01:00sell570.100.832400.000000.00000
1702014.02.26 01:00modify570.100.832400.992400.54440
1712014.03.11 08:00close570.100.847820.992400.54440-157.364366.35
1722014.03.11 09:00buy580.100.850460.000000.00000
1732014.03.11 09:00modify580.100.850460.690461.13846
1742014.03.17 06:00close580.100.853290.690461.1384629.034395.37
1752014.04.01 01:00buy590.100.867180.000000.00000
1762014.04.01 01:00modify590.100.867180.707181.15518
1772014.04.11 22:00close590.100.868400.707181.1551813.654409.03
1782014.04.15 01:00buy600.100.868070.000000.00000
1792014.04.15 01:00modify600.100.868070.708071.15607
1802014.05.02 22:00close600.100.866550.708071.15607-12.904396.12
1812014.05.06 01:00sell610.100.868000.000000.00000
1822014.05.06 01:00modify610.100.868001.028000.58000
1832014.05.23 22:00close610.100.854291.028000.58000132.484528.61
1842014.06.13 01:00buy620.100.868650.000000.00000
1852014.06.13 01:00modify620.100.868650.708651.15665
1862014.06.20 22:00close620.100.869400.708651.156658.354536.95
1872014.07.07 01:00buy630.100.874410.000000.00000
1882014.07.07 01:00modify630.100.874410.714411.16241
1892014.07.11 06:00close630.100.881360.714411.1624170.234607.18
1902014.10.13 01:00buy640.100.780840.000000.00000
1912014.10.13 01:00modify640.100.780840.620841.06884
1922014.10.20 06:00close640.100.795240.620841.06884144.854752.03
1932014.11.03 01:00buy650.100.777450.000000.00000
1942014.11.03 01:00modify650.100.777450.617451.06545
1952014.11.07 06:00close650.100.766570.617451.06545-108.074643.95
1962014.11.28 01:00buy660.100.785400.000000.00000
1972014.11.28 01:00modify660.100.785400.625401.07340
1982014.12.05 22:00close660.100.770690.625401.07340-146.254497.70
1992015.01.06 01:00buy670.100.768450.000000.00000
2002015.01.06 01:00modify670.100.768450.608451.05645
2012015.01.09 22:00close670.100.783000.608451.05645146.104643.81
2022015.01.12 01:00sell680.100.785530.000000.00000
2032015.01.12 01:00modify680.100.785530.945530.49753
2042015.01.20 08:00close680.100.772520.945530.49753128.164771.96
2052015.02.02 01:00buy690.100.724940.000000.00000
2062015.02.02 01:00modify690.100.724940.564941.01294
2072015.02.19 06:00close690.100.756500.564941.01294317.905089.86
2082015.02.26 01:00sell700.100.757020.000000.00000
2092015.02.26 01:00modify700.100.757020.917020.46902
2102015.03.11 08:00close700.100.724700.917020.46902320.535410.39
2112015.03.11 09:00buy710.100.725490.000000.00000
2122015.03.11 09:00modify710.100.725490.565491.01349
2132015.03.17 06:00close710.100.737850.565491.01349124.335534.71
2142015.03.23 01:00buy720.100.757150.000000.00000
2152015.03.23 01:00modify720.100.757150.597151.04515
2162015.03.30 06:00close720.100.753810.597151.04515-32.555502.16
2172015.04.01 01:00buy730.100.746670.000000.00000
2182015.04.01 01:00modify730.100.746670.586671.03467
2192015.04.13 06:00close730.100.748670.586671.0346721.455523.61
2202015.04.15 01:00buy740.100.751950.000000.00000
2212015.04.15 01:00modify740.100.751950.591951.03995
2222015.05.01 22:00close740.100.751690.591951.03995-0.425523.19
2232015.05.06 01:00sell750.100.756340.000000.00000
2242015.05.06 01:00modify750.100.756340.916340.46834
2252015.05.22 22:00close750.100.730630.916340.46834252.735775.92
2262015.07.06 01:00buy760.100.666000.000000.00000
2272015.07.06 01:00modify760.100.666000.506000.95400
2282015.07.10 22:00close760.100.670780.506000.9540048.535824.44
2292015.10.12 01:00buy770.100.668310.000000.00000
2302015.10.12 01:00modify770.100.668310.508310.95631
2312015.10.20 06:00close770.100.679560.508310.95631113.475937.91
2322015.11.02 01:00buy780.100.675990.000000.00000
2332015.11.02 01:00modify780.100.675990.515990.96399
2342015.11.06 22:00close780.100.651800.515990.96399-241.175696.74