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

СимволEURJPY (Euro vs Japanese Yen)
Период15 Минут (M15) 2010.01.04 00:00 - 2015.12.31 19:45 (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=1500; TPProc=200; 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=3; HourCloseSell=1; Settings09="====Даты открытия / закрытия===="; sMonthOpen1=1; sDayOpen1=1; sMonthClose1=1; sDayClose1=10; sMonthOpen2=1; sDayOpen2=12; sMonthClose2=1; sDayClose2=17; sMonthOpen3=2; sDayOpen3=10; sMonthClose3=2; sDayClose3=15; sMonthOpen4=2; sDayOpen4=25; sMonthClose4=3; sDayClose4=2; sMonthOpen5=3; sDayOpen5=15; sMonthClose5=3; sDayClose5=18; sMonthOpen6=5; sDayOpen6=2; sMonthClose6=5; sDayClose6=9; sMonthOpen7=7; sDayOpen7=21; sMonthClose7=7; sDayClose7=31; sMonthOpen8=8; sDayOpen8=5; sMonthClose8=8; sDayClose8=15; sMonthOpen9=10; sDayOpen9=30; sMonthClose9=11; sDayClose9=10; 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=3; HourCloseBuy=1; Settings12="====Даты открытия / закрытия===="; bMonthOpen1=2; bDayOpen1=15; bMonthClose1=2; bDayClose1=18; bMonthOpen2=3; bDayOpen2=2; bMonthClose2=3; bDayClose2=14; bMonthOpen3=4; bDayOpen3=24; bMonthClose3=5; bDayClose3=2; bMonthOpen4=5; bDayOpen4=7; bMonthClose4=5; bDayClose4=23; bMonthOpen5=5; bDayOpen5=25; bMonthClose5=6; bDayClose5=3; bMonthOpen6=6; bDayOpen6=28; bMonthClose6=7; bDayClose6=15; bMonthOpen7=9; bDayOpen7=10; bMonthClose7=9; bDayClose7=16; bMonthOpen8=10; bDayOpen8=9; bMonthClose8=10; bDayClose8=18; bMonthOpen9=12; bDayOpen9=2; bMonthClose9=12; bDayClose9=23; 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 истории149578Смоделировано тиков121321754Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (8)
Чистая прибыль684.36Общая прибыль1061.42Общий убыток-377.05
Прибыльность2.82Матожидание выигрыша7.78
Абсолютная просадка6.46Максимальная просадка87.44 (11.52%)Относительная просадка23.29% (70.95)
Всего сделок88Короткие позиции (% выигравших)46 (76.09%)Длинные позиции (% выигравших)42 (71.43%)
Прибыльные сделки (% от всех)65 (73.86%)Убыточные сделки (% от всех)23 (26.14%)
Самая большаяприбыльная сделка74.40убыточная сделка-58.85
Средняяприбыльная сделка16.33убыточная сделка-16.39
Максимальное количествонепрерывных выигрышей (прибыль)11 (124.00)непрерывных проигрышей (убыток)3 (-66.80)
Макс.непрерывная прибыль (число выигрышей)187.80 (9)непрерывный убыток (число проигрышей)-68.78 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.12 03:00sell10.01133.0770.0000.000
22010.01.12 03:00modify10.01133.077148.077103.077
32010.01.15 22:00close10.01130.599148.077103.07721.90121.90
42010.02.10 03:00sell20.01123.7740.0000.000
52010.02.10 03:00modify20.01123.774138.77493.774
62010.02.15 01:00close20.01122.689138.77493.7749.60131.50
72010.02.15 03:00buy30.01122.7570.0000.000
82010.02.15 03:00modify30.01122.757107.757152.757
92010.02.18 01:00close30.01123.945107.757152.75710.39141.89
102010.02.25 03:00sell40.01121.2120.0000.000
112010.02.25 03:00modify40.01121.212136.21291.212
122010.03.02 01:00close40.01120.932136.21291.2122.49144.38
132010.03.02 03:00buy50.01120.7410.0000.000
142010.03.02 03:00modify50.01120.741105.741150.741
152010.03.12 22:00close50.01124.484105.741150.74132.80177.18
162010.03.15 03:00sell60.01124.5570.0000.000
172010.03.15 03:00modify60.01124.557139.55794.557
182010.03.18 01:00close60.01124.193139.55794.5573.24180.42
192010.05.03 03:00sell70.01124.7700.0000.000
202010.05.03 03:00modify70.01124.770139.77094.770
212010.05.06 21:00modify70.01124.770122.77094.770
222010.05.07 22:00close70.01116.347122.77094.77074.40254.82
232010.05.25 03:00buy80.01110.8020.0000.000
242010.05.25 03:00modify80.01110.80295.802140.802
252010.06.03 01:00close80.01112.82495.802140.80217.63272.45
262010.06.28 03:00buy90.01110.6840.0000.000
272010.06.28 03:00modify90.01110.68495.684140.684
282010.07.15 01:00close90.01112.46595.684140.68415.35287.80
292010.07.21 03:00sell100.01112.4070.0000.000
302010.07.21 03:00modify100.01112.407127.40782.407
312010.07.30 22:00close100.01112.567127.40782.407-1.35286.46
322010.08.05 03:00sell110.01113.5340.0000.000
332010.08.05 03:00modify110.01113.534128.53483.534
342010.08.13 22:00close110.01110.037128.53483.53430.93317.38
352010.09.10 03:00buy120.01106.6570.0000.000
362010.09.10 03:00modify120.01106.65791.657136.657
372010.09.16 01:00close120.01111.52691.657136.65742.87360.26
382010.12.02 03:00buy130.01110.4030.0000.000
392010.12.02 03:00modify130.01110.40395.403140.403
402010.12.23 01:00close130.01109.58195.403140.403-7.67352.58
412011.01.12 03:00sell140.01108.3250.0000.000
422011.01.12 03:00modify140.01108.325123.32578.325
432011.01.17 01:00close140.01110.902123.32578.325-22.73329.85
442011.02.10 03:00sell150.01113.2130.0000.000
452011.02.10 03:00modify150.01113.213128.21383.213
462011.02.15 01:00close150.01112.428128.21383.2136.95336.80
472011.02.15 03:00buy160.01112.5030.0000.000
482011.02.15 03:00modify160.01112.50397.503142.503
492011.02.18 01:00close160.01113.46597.503142.5038.40345.20
502011.02.25 03:00sell170.01113.2190.0000.000
512011.02.25 03:00modify170.01113.219128.21983.219
522011.03.02 01:00close170.01112.777128.21983.2193.92349.12
532011.03.02 03:00buy180.01112.8350.0000.000
542011.03.02 03:00modify180.01112.83597.835142.835
552011.03.14 01:00close180.01113.27097.835142.8353.60352.72
562011.03.15 03:00sell190.01114.2250.0000.000
572011.03.15 03:00modify190.01114.225129.22584.225
582011.03.18 01:00close190.01111.577129.22584.22523.41376.13
592011.04.25 03:00buy200.01119.8310.0000.000
602011.04.25 03:00modify200.01119.831104.831149.831
612011.05.02 01:00close200.01120.210104.831149.8313.20379.33
622011.05.02 03:00sell210.01120.3180.0000.000
632011.05.02 03:00modify210.01120.318135.31890.318
642011.05.09 01:00close210.01115.927135.31890.31838.80418.13
652011.05.25 03:00buy220.01115.6270.0000.000
662011.05.25 03:00modify220.01115.627100.627145.627
672011.06.03 01:00close220.01117.303100.627145.62714.58432.71
682011.06.28 03:00buy230.01115.5800.0000.000
692011.06.28 03:00modify230.01115.580100.580145.580
702011.07.15 01:00close230.01111.942100.580145.580-32.50400.22
712011.07.21 03:00sell240.01112.3850.0000.000
722011.07.21 03:00modify240.01112.385127.38582.385
732011.07.29 22:00close240.01110.674127.38582.38515.16415.38
742011.08.05 03:00sell250.01111.3180.0000.000
752011.08.05 03:00modify250.01111.318126.31881.318
762011.08.15 01:00close250.01109.703126.31881.31814.31429.68
772011.10.10 03:00buy260.01102.9090.0000.000
782011.10.10 03:00modify260.01102.90987.909132.909
792011.10.18 01:00close260.01105.52187.909132.90922.91452.59
802011.10.31 03:00sell270.01107.1470.0000.000
812011.10.31 03:00modify270.01107.147122.14777.147
822011.11.10 01:00close270.01105.134122.14777.14717.84470.44
832011.12.02 03:00buy280.01104.8280.0000.000
842011.12.02 03:00modify280.01104.82889.828134.828
852011.12.23 01:00close280.01101.99989.828134.828-25.39445.04
862012.01.02 03:00sell290.0199.7800.0000.000
872012.01.02 03:00modify290.0199.780114.78069.780
882012.01.10 01:00close290.0198.132114.78069.78014.61459.65
892012.01.12 03:00sell300.0197.7250.0000.000
902012.01.12 03:00modify300.0197.725112.72567.725
912012.01.17 01:00close300.0197.151112.72567.7255.09464.73
922012.02.10 03:00sell310.01103.1890.0000.000
932012.02.10 03:00modify310.01103.189118.18973.189
942012.02.15 01:00close310.01102.941118.18973.1892.21466.94
952012.02.15 03:00buy320.01102.9970.0000.000
962012.02.15 03:00modify320.01102.99787.997132.997
972012.02.17 22:00close320.01104.54487.997132.99713.58480.52
982012.03.02 03:00buy330.01108.2530.0000.000
992012.03.02 03:00modify330.01108.25393.253138.253
1002012.03.14 01:00close330.01108.55593.253138.2532.47483.00
1012012.03.15 03:00sell340.01109.3330.0000.000
1022012.03.15 03:00modify340.01109.333124.33379.333
1032012.03.16 22:00close340.01109.770124.33379.333-3.85479.14
1042012.04.24 03:00buy350.01106.6260.0000.000
1052012.04.24 03:00modify350.01106.62691.626136.626
1062012.05.02 01:00close350.01106.01291.626136.626-5.58473.56
1072012.05.02 03:00sell360.01106.1930.0000.000
1082012.05.02 03:00modify360.01106.193121.19376.193
1092012.05.09 01:00close360.01103.850121.19376.19320.72494.28
1102012.05.25 03:00buy370.0199.8670.0000.000
1112012.05.25 03:00modify370.0199.86784.867129.867
1122012.06.01 22:00close370.0196.94884.867129.867-25.90468.39
1132012.06.28 03:00buy380.0199.3490.0000.000
1142012.06.28 03:00modify380.0199.34984.349129.349
1152012.07.13 22:00close380.0197.02084.349129.349-20.86447.53
1162012.08.06 03:00sell390.0197.6890.0000.000
1172012.08.06 03:00modify390.0197.689112.68967.689
1182012.08.15 01:00close390.0196.996112.68967.6896.17453.70
1192012.09.10 03:00buy400.01100.1030.0000.000
1202012.09.10 03:00modify400.01100.10385.103130.103
1212012.09.14 22:00close400.01102.68985.103130.10322.71476.41
1222012.10.09 03:00buy410.01101.5870.0000.000
1232012.10.09 03:00modify410.01101.58786.587131.587
1242012.10.18 01:00close410.01103.67786.587131.58718.23494.65
1252012.10.30 03:00sell420.01103.1100.0000.000
1262012.10.30 03:00modify420.01103.110118.11073.110
1272012.11.09 22:00close420.01100.983118.11073.11018.85513.50
1282012.12.03 03:00buy430.01107.0430.0000.000
1292012.12.03 03:00modify430.01107.04392.043137.043
1302012.12.21 22:00close430.01110.95492.043137.04334.13547.63
1312013.01.02 09:00sell440.01115.7770.0000.000
1322013.01.02 09:00modify440.01115.777130.77785.777
1332013.01.10 01:00close440.01114.930130.77785.7777.54555.17
1342013.02.11 03:00sell450.01123.9620.0000.000
1352013.02.11 03:00modify450.01123.962138.96293.962
1362013.02.15 01:00close450.01124.077138.96293.962-0.97554.20
1372013.02.15 03:00buy460.01124.0410.0000.000
1382013.02.15 03:00modify460.01124.041109.041154.041
1392013.02.18 01:00close460.01125.245109.041154.04110.61564.81
1402013.02.25 03:00sell470.01124.0670.0000.000
1412013.02.25 03:00modify470.01124.067139.06794.067
1422013.03.01 22:00close470.01121.869139.06794.06719.44584.24
1432013.03.15 03:00sell480.01125.0400.0000.000
1442013.03.15 03:00modify480.01125.040140.04095.040
1452013.03.18 01:00close480.01122.420140.04095.04023.14607.38
1462013.04.24 03:00buy490.01129.4940.0000.000
1472013.04.24 03:00modify490.01129.494114.494159.494
1482013.05.02 01:00close490.01128.249114.494159.494-11.19596.19
1492013.05.02 03:00sell500.01128.0170.0000.000
1502013.05.02 03:00modify500.01128.017143.01798.017
1512013.05.09 01:00close500.01130.212143.01798.017-19.34576.85
1522013.06.28 03:00buy510.01128.4130.0000.000
1532013.06.28 03:00modify510.01128.413113.413158.413
1542013.07.15 01:00close510.01129.763113.413158.41311.62588.47
1552013.07.22 03:00sell520.01132.0740.0000.000
1562013.07.22 03:00modify520.01132.074147.074102.074
1572013.07.31 01:00close520.01130.024147.074102.07418.15606.63
1582013.08.05 03:00sell530.01131.3430.0000.000
1592013.08.05 03:00modify530.01131.343146.343101.343
1602013.08.15 01:00close530.01129.954146.343101.34312.34618.97
1612013.09.10 03:00buy540.01132.1870.0000.000
1622013.09.10 03:00modify540.01132.187117.187162.187
1632013.09.16 01:00close540.01132.121117.187162.187-0.70618.27
1642013.10.09 03:00buy550.01131.7990.0000.000
1652013.10.09 03:00modify550.01131.799116.799161.799
1662013.10.18 01:00close550.01133.836116.799161.79917.76636.03
1672013.10.30 03:00sell560.01134.8740.0000.000
1682013.10.30 03:00modify560.01134.874149.874104.874
1692013.11.08 22:00close560.01132.412149.874104.87421.79657.83
1702013.12.02 03:00buy570.01139.2350.0000.000
1712013.12.02 03:00modify570.01139.235124.235169.235
1722013.12.23 01:00close570.01142.260124.235169.23526.29684.11
1732014.01.02 09:00sell580.01144.8220.0000.000
1742014.01.02 09:00modify580.01144.822159.822114.822
1752014.01.10 01:00close580.01142.592159.822114.82219.73703.84
1762014.01.13 03:00sell590.01142.0890.0000.000
1772014.01.13 03:00modify590.01142.089157.089112.089
1782014.01.17 01:00close590.01142.071157.089112.0890.20704.03
1792014.02.10 03:00sell600.01139.5670.0000.000
1802014.02.10 03:00modify600.01139.567154.567109.567
1812014.02.14 22:00close600.01139.545154.567109.5670.24704.27
1822014.02.25 03:00sell610.01140.7950.0000.000
1832014.02.25 03:00modify610.01140.795155.795110.795
1842014.03.03 01:00close610.01139.772155.795110.7959.07713.33
1852014.03.03 03:00buy620.01139.5910.0000.000
1862014.03.03 03:00modify620.01139.591124.591169.591
1872014.03.14 01:00close620.01141.260124.591169.59114.48727.82
1882014.04.24 03:00buy630.01141.6180.0000.000
1892014.04.24 03:00modify630.01141.618126.618171.618
1902014.05.02 01:00close630.01141.887126.618171.6182.21730.03
1912014.05.02 03:00sell640.01141.8520.0000.000
1922014.05.02 03:00modify640.01141.852156.852111.852
1932014.05.09 01:00close640.01140.690156.852111.85210.30740.33
1942014.05.26 03:00buy650.01138.9710.0000.000
1952014.05.26 03:00modify650.01138.971123.971168.971
1962014.06.03 01:00close650.01139.209123.971168.9711.94742.27
1972014.07.21 03:00sell660.01137.1270.0000.000
1982014.07.21 03:00modify660.01137.127152.127107.127
1992014.07.31 01:00close660.01137.718152.127107.127-5.15737.12
2002014.08.05 03:00sell670.01137.6230.0000.000
2012014.08.05 03:00modify670.01137.623152.623107.623
2022014.08.15 01:00close670.01136.959152.623107.6235.93743.05
2032014.09.10 03:00buy680.01137.3310.0000.000
2042014.09.10 03:00modify680.01137.331122.331167.331
2052014.09.16 01:00close680.01138.685122.331167.33111.84754.90
2062014.10.09 03:00buy690.01137.7890.0000.000
2072014.10.09 03:00modify690.01137.789122.789167.789
2082014.10.17 22:00close690.01136.250122.789167.789-13.75741.15
2092014.10.30 03:00sell700.01137.5670.0000.000
2102014.10.30 03:00modify700.01137.567152.567107.567
2112014.11.10 01:00close700.01142.702152.567107.567-45.29695.86
2122014.12.02 03:00buy710.01147.6360.0000.000
2132014.12.02 03:00modify710.01147.636132.636177.636
2142014.12.23 01:00close710.01146.804132.636177.636-7.76688.10
2152015.01.02 09:00sell720.01145.1340.0000.000
2162015.01.02 09:00modify720.01145.134160.134115.134
2172015.01.09 22:00close720.01140.404160.134115.13441.80729.90
2182015.01.12 03:00sell730.01140.3800.0000.000
2192015.01.12 03:00modify730.01140.380155.380110.380
2202015.01.16 22:00close730.01136.092155.380110.38037.90767.79
2212015.02.10 03:00sell740.01134.2550.0000.000
2222015.02.10 03:00modify740.01134.255149.255104.255
2232015.02.13 22:00close740.01135.279149.255104.255-9.01758.78
2242015.02.16 03:00buy750.01135.3020.0000.000
2252015.02.16 03:00modify750.01135.302120.302165.302
2262015.02.18 01:00close750.01135.989120.302165.3026.03764.81
2272015.02.25 03:00sell760.01134.6650.0000.000
2282015.02.25 03:00modify760.01134.665149.665104.665
2292015.03.02 01:00close760.01133.827149.665104.6657.43772.24
2302015.03.02 03:00buy770.01133.8420.0000.000
2312015.03.02 03:00modify770.01133.842118.842163.842
2322015.03.13 22:00close770.01127.206118.842163.842-58.85713.39
2332015.03.16 03:00sell780.01127.4270.0000.000
2342015.03.16 03:00modify780.01127.427142.42797.427
2352015.03.18 01:00close780.01128.553142.42797.427-9.93703.47
2362015.04.24 03:00buy790.01129.3190.0000.000
2372015.04.24 03:00modify790.01129.319114.319159.319
2382015.05.01 22:00close790.01134.618114.319159.31946.64750.11
2392015.05.07 03:00buy800.01135.3860.0000.000
2402015.05.07 03:00modify800.01135.386120.386165.386
2412015.05.22 22:00close800.01133.825120.386165.386-14.09736.02
2422015.05.25 03:00buy810.01133.6170.0000.000
2432015.05.25 03:00modify810.01133.617118.617163.617
2442015.06.03 01:00close810.01138.360118.617163.61741.69777.71
2452015.06.29 03:00buy820.01134.5410.0000.000
2462015.06.29 03:00modify820.01134.541119.541164.541
2472015.07.15 01:00close820.01135.796119.541164.54110.76788.48
2482015.07.21 03:00sell830.01134.6560.0000.000
2492015.07.21 03:00modify830.01134.656149.656104.656
2502015.07.31 01:00close830.01135.778149.656104.656-9.84778.64
2512015.08.05 03:00sell840.01135.2810.0000.000
2522015.08.05 03:00modify840.01135.281150.281105.281
2532015.08.14 22:00close840.01138.162150.281105.281-25.37753.27
2542015.09.10 03:00buy850.01134.8990.0000.000
2552015.09.10 03:00modify850.01134.899119.899164.899
2562015.09.16 01:00close850.01135.627119.899164.8996.35759.62
2572015.10.09 03:00buy860.01135.3460.0000.000
2582015.10.09 03:00modify860.01135.346120.346165.346
2592015.10.16 22:00close860.01135.800120.346165.3463.87763.49
2602015.10.30 03:00sell870.01132.7930.0000.000
2612015.10.30 03:00modify870.01132.793147.793102.793
2622015.11.10 01:00close870.01132.374147.793102.7933.75767.25
2632015.12.02 03:00buy880.01130.5570.0000.000
2642015.12.02 03:00modify880.01130.557115.557160.557
2652015.12.23 01:00close880.01132.542115.557160.55717.12784.36