Strategy Tester Report
Survivor_2.5
Alpari-Pro.ECN (Build 1090)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2016.01.03 22:00 - 2017.08.20 23:59 (2017.05.20 - 2017.08.20)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыComm="Survivor"; par="----- ПАРАМЕТРЫ СОВЕТНИКА -------"; MAGIC=63512; MaxSpread=2; MaxSpread_close=3; Lots=0.01; Risk=0; Tp=24; Sl=120; Step_Input=0; MaxOrders=8; Lots_exp=1; _inp1_="Для первого входа параметры"; _BB1_="Bollinger Bands"; periodBB1=5; deviationBB1=1; bands_shiftBB1=0; priceBBUP1=0; priceBBDN1=0; CheckBarsBB1=12; _RSI1_="RSI"; periodRSI1=10; priceRSI1=0; levelRSIsell1=60; levelRSIbuy1=20; _ADX1_="ADX"; periodADX1=7; priceADX1=0; levelADX1=12; _DM1_="DeMarker"; periodDM1=5; levelDMsell1=0.65; levelDMbuy1=0.3; _MA1_="MA"; UseMA1=true; MA_Period1=450; Ma_shift1=1; Ma_type1=2; Ma_price1=1; Slippage_MA1=20; _inp2_="Для последующих входов параметры"; _BB2_="Bollinger Bands"; periodBB2=5; deviationBB2=1; bands_shiftBB2=0; priceBBUP2=0; priceBBDN2=0; CheckBarsBB2=5; _RSI2_="RSI"; periodRSI2=18; priceRSI2=0; levelRSIsell2=80; levelRSIbuy2=40; _ADX2_="ADX"; periodADX2=1; priceADX2=0; levelADX2=17; _DM2_="DeMarker"; periodDM2=14; levelDMsell2=0.8; levelDMbuy2=0.2; _MA2_="MA"; UseMA2=true; MA_Period2=850; Ma_shift2=1; Ma_type2=2; Ma_price2=1; Slippage_MA2=10; _inp3_="Для реверса параметры"; Close_Revers=true; Close_Profit=-1000; _BB3_="Bollinger Bands"; periodBB3=5; deviationBB3=1; bands_shiftBB3=0; priceBBUP3=0; priceBBDN3=0; CheckBarsBB3=14; _RSI3_="RSI"; periodRSI3=10; priceRSI3=0; levelRSIsell3=70; levelRSIbuy3=30; _ADX3_="ADX"; periodADX3=5; priceADX3=0; levelADX3=23; _DM3_="DeMarker"; periodDM3=4; levelDMsell3=0.8; levelDMbuy3=0.4; IPanel="Инфопанель"; ShowInfoPanel=true; Col_info=SteelBlue; t="----------- ТАЙМЕР -----------"; Start_Monday_Minuts=6; Stop_Friday=false; Stop_Time_Friday="23:31"; Close_Time_Friday="23:50";
Баров в истории122411Смоделировано тиков58522610Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит500.00Спред6
Чистая прибыль0.00Общая прибыль62.19Общий убыток-62.19
Прибыльность1.00Матожидание выигрыша0.00
Абсолютная просадка31.66Максимальная просадка42.36 (8.30%)Относительная просадка8.30% (42.36)
Всего сделок70Короткие позиции (% выигравших)35 (57.14%)Длинные позиции (% выигравших)35 (71.43%)
Прибыльные сделки (% от всех)45 (64.29%)Убыточные сделки (% от всех)25 (35.71%)
Самая большаяприбыльная сделка2.40убыточная сделка-6.56
Средняяприбыльная сделка1.38убыточная сделка-2.49
Максимальное количествонепрерывных выигрышей (прибыль)10 (10.77)непрерывных проигрышей (убыток)8 (-32.45)
Макс.непрерывная прибыль (число выигрышей)10.77 (10)непрерывный убыток (число проигрышей)-32.45 (8)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.05.23 09:15buy10.011.123010.000000.00000
22017.05.23 09:15modify10.011.123011.111011.12541
32017.05.23 09:20buy20.011.122540.000000.00000
42017.05.23 09:20modify20.011.122541.110541.12494
52017.05.23 09:40buy30.011.122720.000000.00000
62017.05.23 09:40modify30.011.122721.110721.12512
72017.05.23 10:11t/p20.011.124941.110541.124942.40502.40
82017.05.23 10:14t/p30.011.125121.110721.125122.40504.80
92017.05.23 10:14t/p10.011.125411.111011.125412.40507.20
102017.05.26 17:25sell40.011.118380.000000.00000
112017.05.26 17:25modify40.011.118381.130381.11598
122017.05.26 19:25close40.011.116441.130381.115981.94509.14
132017.05.26 20:00sell50.011.117720.000000.00000
142017.05.26 20:00modify50.011.117721.129721.11532
152017.05.26 22:55close50.011.117051.129721.115320.67509.81
162017.05.26 23:50sell60.011.117640.000000.00000
172017.05.26 23:50modify60.011.117641.129641.11524
182017.05.29 02:40close60.011.117341.129641.115240.33510.14
192017.05.29 08:15sell70.011.116630.000000.00000
202017.05.29 08:15modify70.011.116631.128631.11423
212017.05.29 16:15close70.011.117951.128631.11423-1.32508.82
222017.05.30 06:45sell80.011.112940.000000.00000
232017.05.30 06:45modify80.011.112941.124941.11054
242017.05.30 09:00close80.011.111671.124941.110541.27510.09
252017.05.30 09:50sell90.011.112620.000000.00000
262017.05.30 09:50modify90.011.112621.124621.11022
272017.05.31 00:40close90.011.117971.124621.11022-5.32504.77
282017.06.07 15:40sell100.011.122890.000000.00000
292017.06.07 15:40modify100.011.122891.134891.12049
302017.06.07 18:55close100.011.123671.134891.12049-0.78503.99
312017.06.08 21:25sell110.011.121750.000000.00000
322017.06.08 21:25modify110.011.121751.133751.11935
332017.06.09 00:45close110.011.120111.133751.119351.67505.66
342017.06.09 04:30sell120.011.119260.000000.00000
352017.06.09 04:30modify120.011.119261.131261.11686
362017.06.09 11:35close120.011.117471.131261.116861.79507.45
372017.06.09 16:50sell130.011.118120.000000.00000
382017.06.09 16:50modify130.011.118121.130121.11572
392017.06.12 02:55close130.011.119821.130121.11572-1.67505.79
402017.06.15 18:10sell140.011.115560.000000.00000
412017.06.15 18:10modify140.011.115561.127561.11316
422017.06.16 05:20close140.011.114791.127561.113160.80506.59
432017.06.16 09:15sell150.011.115030.000000.00000
442017.06.16 09:15modify150.011.115031.127031.11263
452017.06.16 14:50close150.011.116321.127031.11263-1.29505.30
462017.06.20 00:50sell160.011.115030.000000.00000
472017.06.20 00:50modify160.011.115031.127031.11263
482017.06.20 02:40close160.011.114241.127031.112630.79506.09
492017.06.20 04:15sell170.011.114940.000000.00000
502017.06.20 04:15modify170.011.114941.126941.11254
512017.06.20 10:05close170.011.115031.126941.11254-0.09506.00
522017.06.20 21:40sell180.011.112740.000000.00000
532017.06.20 21:40modify180.011.112741.124741.11034
542017.06.21 07:55close180.011.113361.124741.11034-0.59505.41
552017.06.21 09:30sell190.011.113490.000000.00000
562017.06.21 09:30modify190.011.113491.125491.11109
572017.06.21 16:25close190.011.113331.125491.111090.16505.57
582017.06.28 15:20buy200.011.129230.000000.00000
592017.06.28 15:20modify200.011.129231.117231.13163
602017.06.28 15:21t/p200.011.131631.117231.131632.40507.97
612017.06.30 04:00buy210.011.142890.000000.00000
622017.06.30 04:00modify210.011.142891.130891.14529
632017.06.30 08:55buy220.011.142810.000000.00000
642017.06.30 08:55modify220.011.142811.130811.14521
652017.06.30 11:20buy230.011.140860.000000.00000
662017.06.30 11:20modify230.011.140861.128861.14326
672017.07.03 07:00buy240.011.140480.000000.00000
682017.07.03 07:00modify240.011.140481.128481.14288
692017.07.03 09:10buy250.011.140590.000000.00000
702017.07.03 09:10modify250.011.140591.128591.14299
712017.07.03 11:05buy260.011.139130.000000.00000
722017.07.03 11:05modify260.011.139131.127131.14153
732017.07.03 11:15buy270.011.138360.000000.00000
742017.07.03 11:15modify270.011.138361.126361.14076
752017.07.03 11:20buy280.011.138280.000000.00000
762017.07.03 11:20modify280.011.138281.126281.14068
772017.07.03 23:05close280.011.136391.126281.14068-1.89506.08
782017.07.03 23:05close270.011.136391.126361.14076-1.97504.11
792017.07.03 23:05close260.011.136391.127131.14153-2.74501.37
802017.07.03 23:05close250.011.136391.128591.14299-4.20497.17
812017.07.03 23:05close240.011.136391.128481.14288-4.09493.08
822017.07.03 23:05close230.011.136391.128861.14326-4.53488.55
832017.07.03 23:05close220.011.136391.130811.14521-6.48482.08
842017.07.03 23:05close210.011.136391.130891.14529-6.56475.52
852017.07.04 15:00sell290.011.135050.000000.00000
862017.07.04 15:00modify290.011.135051.147051.13265
872017.07.05 08:45close290.011.135081.147051.132650.00475.52
882017.07.05 14:25sell300.011.133240.000000.00000
892017.07.05 14:25modify300.011.133241.145241.13084
902017.07.06 03:05close300.011.134021.145241.13084-0.69474.84
912017.07.12 11:05buy310.011.144620.000000.00000
922017.07.12 11:05modify310.011.144621.132621.14702
932017.07.12 15:36t/p310.011.147021.132621.147022.40477.24
942017.07.13 20:05sell320.011.139210.000000.00000
952017.07.13 20:05modify320.011.139211.151211.13681
962017.07.13 23:45close320.011.139711.151211.13681-0.50476.74
972017.07.19 08:10buy330.011.153610.000000.00000
982017.07.19 08:10modify330.011.153611.141611.15601
992017.07.19 08:15buy340.011.153470.000000.00000
1002017.07.19 08:15modify340.011.153471.141471.15587
1012017.07.19 09:15close340.011.154291.141471.155870.82477.56
1022017.07.19 09:15close330.011.154291.141611.156010.68478.24
1032017.07.24 09:25buy350.011.165610.000000.00000
1042017.07.24 09:25modify350.011.165611.153611.16801
1052017.07.24 09:30buy360.011.165530.000000.00000
1062017.07.24 09:30modify360.011.165531.153531.16793
1072017.07.24 10:00buy370.011.164630.000000.00000
1082017.07.24 10:00modify370.011.164631.152631.16703
1092017.07.24 16:40buy380.011.163420.000000.00000
1102017.07.24 16:40modify380.011.163421.151421.16582
1112017.07.24 17:10buy390.011.163660.000000.00000
1122017.07.24 17:10modify390.011.163661.151661.16606
1132017.07.25 00:45buy400.011.163620.000000.00000
1142017.07.25 00:45modify400.011.163621.151621.16602
1152017.07.25 01:00buy410.011.163720.000000.00000
1162017.07.25 01:00modify410.011.163721.151721.16612
1172017.07.25 05:30close410.011.165221.151721.166121.50479.74
1182017.07.25 05:30close400.011.165221.151621.166021.60481.34
1192017.07.25 05:30close390.011.165221.151661.166061.50482.84
1202017.07.25 05:30close380.011.165221.151421.165821.74484.59
1212017.07.25 05:30close370.011.165221.152631.167030.53485.12
1222017.07.25 05:30close360.011.165221.153531.16793-0.37484.75
1232017.07.25 05:30close350.011.165221.153611.16801-0.45484.31
1242017.07.31 03:15buy420.011.173720.000000.00000
1252017.07.31 03:15modify420.011.173721.161721.17612
1262017.07.31 03:20buy430.011.173800.000000.00000
1272017.07.31 03:20modify430.011.173801.161801.17620
1282017.07.31 08:55close430.011.174241.161801.176200.44484.75
1292017.07.31 08:55close420.011.174241.161721.176120.52485.27
1302017.08.01 02:15buy440.011.182470.000000.00000
1312017.08.01 02:15modify440.011.182471.170471.18487
1322017.08.01 02:20buy450.011.182350.000000.00000
1332017.08.01 02:20modify450.011.182351.170351.18475
1342017.08.01 02:25buy460.011.182250.000000.00000
1352017.08.01 02:25modify460.011.182251.170251.18465
1362017.08.01 02:30buy470.011.182090.000000.00000
1372017.08.01 02:30modify470.011.182091.170091.18449
1382017.08.01 09:00buy480.011.182080.000000.00000
1392017.08.01 09:00modify480.011.182081.170081.18448
1402017.08.01 09:05buy490.011.181940.000000.00000
1412017.08.01 09:05modify490.011.181941.169941.18434
1422017.08.01 09:15buy500.011.181640.000000.00000
1432017.08.01 09:15modify500.011.181641.169641.18404
1442017.08.01 09:20buy510.011.181530.000000.00000
1452017.08.01 09:20modify510.011.181531.169531.18393
1462017.08.01 11:05close510.011.183271.169531.183931.74487.01
1472017.08.01 11:05close500.011.183271.169641.184041.63488.64
1482017.08.01 11:05close490.011.183271.169941.184341.33489.97
1492017.08.01 11:05close480.011.183271.170081.184481.19491.16
1502017.08.01 11:05close470.011.183271.170091.184491.18492.34
1512017.08.01 11:05close460.011.183271.170251.184651.02493.36
1522017.08.01 11:05close450.011.183271.170351.184750.92494.28
1532017.08.01 11:05close440.011.183271.170471.184870.80495.08
1542017.08.04 20:25sell520.011.176130.000000.00000
1552017.08.04 20:25modify520.011.176131.188131.17373
1562017.08.07 08:50close520.011.179021.188131.17373-2.86492.22
1572017.08.07 10:45sell530.011.179110.000000.00000
1582017.08.07 10:45modify530.011.179111.191111.17671
1592017.08.07 16:00close530.011.178721.191111.176710.39492.61
1602017.08.07 18:00sell540.011.179460.000000.00000
1612017.08.07 18:00modify540.011.179461.191461.17706
1622017.08.08 17:05close540.011.179621.191461.17706-0.13492.48
1632017.08.08 20:00sell550.011.175240.000000.00000
1642017.08.08 20:00modify550.011.175241.187241.17284
1652017.08.08 22:25close550.011.174291.187241.172840.95493.43
1662017.08.08 23:50sell560.011.175690.000000.00000
1672017.08.08 23:50modify560.011.175691.187691.17329
1682017.08.09 03:15close560.011.174701.187691.173291.02494.45
1692017.08.09 07:25sell570.011.173820.000000.00000
1702017.08.09 07:25modify570.011.173821.185821.17142
1712017.08.09 11:15close570.011.173261.185821.171420.56495.01
1722017.08.09 12:30sell580.011.174410.000000.00000
1732017.08.09 12:30modify580.011.174411.186411.17201
1742017.08.09 16:13t/p580.011.172011.186411.172012.40497.41
1752017.08.09 17:50sell590.011.174370.000000.00000
1762017.08.09 17:50modify590.011.174371.186371.17197
1772017.08.10 05:35close590.011.174341.186371.171970.12497.54
1782017.08.10 09:25sell600.011.173900.000000.00000
1792017.08.10 09:25modify600.011.173901.185901.17150
1802017.08.10 10:50close600.011.171721.185901.171502.18499.72
1812017.08.10 11:50sell610.011.173370.000000.00000
1822017.08.10 11:50modify610.011.173371.185371.17097
1832017.08.10 12:46t/p610.011.170971.185371.170972.40502.12
1842017.08.10 13:45sell620.011.171970.000000.00000
1852017.08.10 13:45modify620.011.171971.183971.16957
1862017.08.11 05:35close620.011.176211.183971.16957-4.21497.91
1872017.08.14 08:05buy630.011.181430.000000.00000
1882017.08.14 08:05modify630.011.181431.169431.18383
1892017.08.14 08:15buy640.011.181390.000000.00000
1902017.08.14 08:15modify640.011.181391.169391.18379
1912017.08.14 08:55buy650.011.181400.000000.00000
1922017.08.14 08:55modify650.011.181401.169401.18380
1932017.08.14 10:02t/p640.011.183791.169391.183792.40500.31
1942017.08.14 10:02t/p650.011.183801.169401.183802.40502.71
1952017.08.14 10:05close630.011.183421.169431.183831.99504.70
1962017.08.15 11:10sell660.011.175990.000000.00000
1972017.08.15 11:10modify660.011.175991.187991.17359
1982017.08.15 14:46t/p660.011.173591.187991.173592.40507.10
1992017.08.15 18:00sell670.011.171890.000000.00000
2002017.08.15 18:00modify670.011.171891.183891.16949
2012017.08.16 09:25close670.011.173331.183891.16949-1.41505.69
2022017.08.16 10:20sell680.011.174040.000000.00000
2032017.08.16 10:20modify680.011.174041.186041.17164
2042017.08.16 10:58t/p680.011.171641.186041.171642.40508.09
2052017.08.16 17:35sell690.011.170880.000000.00000
2062017.08.16 17:35modify690.011.170881.182881.16848
2072017.08.17 03:25close690.011.176571.182881.16848-5.60502.49
2082017.08.17 16:20sell700.011.170610.000000.00000
2092017.08.17 16:20modify700.011.170611.182611.16821
2102017.08.17 22:55close700.011.173101.182611.16821-2.49500.00