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=12; Sl=190; Step_Input=0; MaxOrders=7; Lots_exp=1; _inp1_="Для первого входа параметры"; _BB1_="Bollinger Bands"; periodBB1=10; deviationBB1=1; bands_shiftBB1=0; priceBBUP1=0; priceBBDN1=0; CheckBarsBB1=10; _RSI1_="RSI"; periodRSI1=7; priceRSI1=0; levelRSIsell1=70; levelRSIbuy1=30; _ADX1_="ADX"; periodADX1=10; priceADX1=0; levelADX1=5; _DM1_="DeMarker"; periodDM1=6; levelDMsell1=0.7; levelDMbuy1=0.3; _MA1_="MA"; UseMA1=true; MA_Period1=750; Ma_shift1=1; Ma_type1=2; Ma_price1=1; Slippage_MA1=70; _inp2_="Для последующих входов параметры"; _BB2_="Bollinger Bands"; periodBB2=10; deviationBB2=1; bands_shiftBB2=0; priceBBUP2=0; priceBBDN2=0; CheckBarsBB2=10; _RSI2_="RSI"; periodRSI2=10; priceRSI2=0; levelRSIsell2=70; levelRSIbuy2=30; _ADX2_="ADX"; periodADX2=10; priceADX2=0; levelADX2=5; _DM2_="DeMarker"; periodDM2=1; levelDMsell2=0.3; levelDMbuy2=0.7; _MA2_="MA"; UseMA2=true; MA_Period2=500; Ma_shift2=1; Ma_type2=2; Ma_price2=1; Slippage_MA2=60; _inp3_="Для реверса параметры"; Close_Revers=true; Close_Profit=-1000; _BB3_="Bollinger Bands"; periodBB3=10; deviationBB3=1; bands_shiftBB3=0; priceBBUP3=0; priceBBDN3=0; CheckBarsBB3=10; _RSI3_="RSI"; periodRSI3=10; priceRSI3=0; levelRSIsell3=70; levelRSIbuy3=30; _ADX3_="ADX"; periodADX3=2; priceADX3=0; levelADX3=30; _DM3_="DeMarker"; periodDM3=5; levelDMsell3=0.7; levelDMbuy3=0.3; 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 прибыль-11.91Общая прибыль80.93Общий убыток-92.84
Прибыльность0.87Матожидание выигрыша-0.10
Абсолютная просадка34.04Максимальная просадка76.68 (14.13%)Относительная просадка14.13% (76.68)
Всего сделок116Короткие позиции (% выигравших)0 (0.00%)Длинные позиции (% выигравших)116 (72.41%)
Прибыльные сделки (% от всех)84 (72.41%)Убыточные сделки (% от всех)32 (27.59%)
Самая большаяприбыльная сделка1.20убыточная сделка-7.22
Средняяприбыльная сделка0.96убыточная сделка-2.90
Максимальное количествонепрерывных выигрышей (прибыль)25 (28.59)непрерывных проигрышей (убыток)7 (-14.45)
Макс.непрерывная прибыль (число выигрышей)28.59 (25)непрерывный убыток (число проигрышей)-28.75 (6)
Среднийнепрерывный выигрыш8непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.05.22 00:06buy10.011.120320.000000.00000
22017.05.22 00:06modify10.011.120321.101321.12152
32017.05.22 03:05buy20.011.119370.000000.00000
42017.05.22 03:05modify20.011.119371.100371.12057
52017.05.22 03:10buy30.011.119120.000000.00000
62017.05.22 03:10modify30.011.119121.100121.12032
72017.05.22 04:00buy40.011.118720.000000.00000
82017.05.22 04:00modify40.011.118721.099721.11992
92017.05.22 04:10buy50.011.118380.000000.00000
102017.05.22 04:10modify50.011.118381.099381.11958
112017.05.22 06:38t/p50.011.119581.099381.119581.20501.20
122017.05.22 06:40close40.011.119551.099721.119920.83502.03
132017.05.22 06:40close30.011.119551.100121.120320.43502.46
142017.05.22 06:40close20.011.119551.100371.120570.18502.64
152017.05.22 06:40close10.011.119551.101321.12152-0.77501.87
162017.05.22 07:45buy60.011.118940.000000.00000
172017.05.22 07:45modify60.011.118941.099941.12014
182017.05.22 08:05buy70.011.118780.000000.00000
192017.05.22 08:05modify70.011.118781.099781.11998
202017.05.22 09:09t/p70.011.119981.099781.119981.20503.07
212017.05.22 09:10close60.011.119901.099941.120140.96504.03
222017.05.22 10:40buy80.011.117000.000000.00000
232017.05.22 10:40modify80.011.117001.098001.11820
242017.05.22 12:38t/p80.011.118201.098001.118201.20505.23
252017.05.22 18:15buy90.011.123470.000000.00000
262017.05.22 18:15modify90.011.123471.104471.12467
272017.05.22 18:20buy100.011.123380.000000.00000
282017.05.22 18:20modify100.011.123381.104381.12458
292017.05.22 18:25buy110.011.123360.000000.00000
302017.05.22 18:25modify110.011.123361.104361.12456
312017.05.22 18:30buy120.011.123220.000000.00000
322017.05.22 18:30modify120.011.123221.104221.12442
332017.05.22 18:40buy130.011.122970.000000.00000
342017.05.22 18:40modify130.011.122971.103971.12417
352017.05.22 20:42t/p130.011.124171.103971.124171.20506.43
362017.05.22 20:50close120.011.124311.104221.124421.09507.52
372017.05.22 20:50close110.011.124311.104361.124560.95508.47
382017.05.22 20:50close100.011.124311.104381.124580.93509.40
392017.05.22 20:50close90.011.124311.104471.124670.84510.24
402017.05.22 22:05buy140.011.123380.000000.00000
412017.05.22 22:05modify140.011.123381.104381.12458
422017.05.23 01:25buy150.011.123340.000000.00000
432017.05.23 01:25modify150.011.123341.104341.12454
442017.05.23 01:30buy160.011.123190.000000.00000
452017.05.23 01:30modify160.011.123191.104191.12439
462017.05.23 01:35buy170.011.123220.000000.00000
472017.05.23 01:35modify170.011.123221.104221.12442
482017.05.23 03:14t/p160.011.124391.104191.124391.20511.44
492017.05.23 03:14t/p170.011.124421.104221.124421.20512.64
502017.05.23 03:18t/p150.011.124541.104341.124541.20513.84
512017.05.23 03:23t/p140.011.124581.104381.124581.14514.98
522017.05.23 06:55buy180.011.124430.000000.00000
532017.05.23 06:55modify180.011.124431.105431.12563
542017.05.23 09:10buy190.011.123560.000000.00000
552017.05.23 09:10modify190.011.123561.104561.12476
562017.05.23 10:08t/p190.011.124761.104561.124761.20516.18
572017.05.23 10:14t/p180.011.125631.105431.125631.20517.38
582017.05.23 13:35buy200.011.124440.000000.00000
592017.05.23 13:35modify200.011.124441.105441.12564
602017.05.24 11:20close200.011.118941.105441.12564-5.56511.83
612017.06.28 00:05buy210.011.133680.000000.00000
622017.06.28 00:05modify210.011.133681.114681.13488
632017.06.28 00:20buy220.011.133170.000000.00000
642017.06.28 00:20modify220.011.133171.114171.13437
652017.06.28 01:51t/p220.011.134371.114171.134371.20513.03
662017.06.28 04:45close210.011.134781.114681.134881.10514.13
672017.06.28 10:00buy230.011.135350.000000.00000
682017.06.28 10:00modify230.011.135351.116351.13655
692017.06.28 10:26t/p230.011.136551.116351.136551.20515.33
702017.06.28 12:00buy240.011.136100.000000.00000
712017.06.28 12:00modify240.011.136101.117101.13730
722017.06.28 12:25buy250.011.135500.000000.00000
732017.06.28 12:25modify250.011.135501.116501.13670
742017.06.28 13:16t/p250.011.136701.116501.136701.20516.53
752017.06.28 14:19t/p240.011.137301.117101.137301.20517.73
762017.06.28 15:25buy260.011.131740.000000.00000
772017.06.28 15:25modify260.011.131741.112741.13294
782017.06.28 15:29t/p260.011.132941.112741.132941.20518.93
792017.06.28 18:30buy270.011.135440.000000.00000
802017.06.28 18:30modify270.011.135441.116441.13664
812017.06.28 19:04t/p270.011.136641.116441.136641.20520.13
822017.06.28 23:40buy280.011.137720.000000.00000
832017.06.28 23:40modify280.011.137721.118721.13892
842017.06.29 02:40close280.011.138051.118721.138920.16520.29
852017.06.29 07:35buy290.011.140120.000000.00000
862017.06.29 07:35modify290.011.140121.121121.14132
872017.06.29 07:40buy300.011.139770.000000.00000
882017.06.29 07:40modify300.011.139771.120771.14097
892017.06.29 07:45buy310.011.139760.000000.00000
902017.06.29 07:45modify310.011.139761.120761.14096
912017.06.29 09:09t/p300.011.140971.120771.140971.20521.49
922017.06.29 09:09t/p310.011.140961.120761.140961.20522.69
932017.06.29 09:10close290.011.141051.121121.141320.93523.62
942017.06.29 12:25buy320.011.141740.000000.00000
952017.06.29 12:25modify320.011.141741.122741.14294
962017.06.29 12:35buy330.011.140670.000000.00000
972017.06.29 12:35modify330.011.140671.121671.14187
982017.06.29 12:40buy340.011.140780.000000.00000
992017.06.29 12:40modify340.011.140781.121781.14198
1002017.06.29 13:50buy350.011.140130.000000.00000
1012017.06.29 13:50modify350.011.140131.121131.14133
1022017.06.29 13:55buy360.011.140150.000000.00000
1032017.06.29 13:55modify360.011.140151.121151.14135
1042017.06.29 14:20buy370.011.139580.000000.00000
1052017.06.29 14:20modify370.011.139581.120581.14078
1062017.06.29 14:25buy380.011.139510.000000.00000
1072017.06.29 14:25modify380.011.139511.120511.14071
1082017.06.29 15:00t/p380.011.140711.120511.140711.20524.82
1092017.06.29 15:00t/p370.011.140781.120581.140781.20526.02
1102017.06.29 15:00t/p350.011.141331.121131.141331.20527.22
1112017.06.29 15:00t/p360.011.141351.121151.141351.20528.42
1122017.06.29 17:11t/p330.011.141871.121671.141871.20529.62
1132017.06.29 17:11t/p340.011.141981.121781.141981.20530.82
1142017.06.29 18:17t/p320.011.142941.122741.142941.20532.02
1152017.06.29 21:45buy390.011.143200.000000.00000
1162017.06.29 21:45modify390.011.143201.124201.14440
1172017.06.29 22:43t/p390.011.144401.124201.144401.20533.22
1182017.06.30 03:10buy400.011.143520.000000.00000
1192017.06.30 03:10modify400.011.143521.124521.14472
1202017.06.30 03:30buy410.011.143550.000000.00000
1212017.06.30 03:30modify410.011.143551.124551.14475
1222017.06.30 03:45buy420.011.143130.000000.00000
1232017.06.30 03:45modify420.011.143131.124131.14433
1242017.06.30 03:50buy430.011.143130.000000.00000
1252017.06.30 03:50modify430.011.143131.124131.14433
1262017.06.30 03:55buy440.011.142890.000000.00000
1272017.06.30 03:55modify440.011.142891.123891.14409
1282017.06.30 04:00buy450.011.142890.000000.00000
1292017.06.30 04:00modify450.011.142891.123891.14409
1302017.06.30 04:56t/p440.011.144091.123891.144091.20534.42
1312017.06.30 04:56t/p450.011.144091.123891.144091.20535.62
1322017.06.30 04:59t/p420.011.144331.124131.144331.20536.82
1332017.06.30 04:59t/p430.011.144331.124131.144331.20538.02
1342017.06.30 08:50buy460.011.143040.000000.00000
1352017.06.30 08:50modify460.011.143041.124041.14424
1362017.06.30 08:55buy470.011.142810.000000.00000
1372017.06.30 08:55modify470.011.142811.123811.14401
1382017.06.30 09:20buy480.011.142500.000000.00000
1392017.06.30 09:20modify480.011.142501.123501.14370
1402017.06.30 09:30t/p480.011.143701.123501.143701.20539.22
1412017.06.30 09:31t/p470.011.144011.123811.144011.20540.42
1422017.07.03 23:05close460.011.136391.124041.14424-6.71533.71
1432017.07.03 23:05close410.011.136391.124551.14475-7.22526.50
1442017.07.03 23:05close400.011.136391.124521.14472-7.19519.31
1452017.07.11 22:35buy490.011.146550.000000.00000
1462017.07.11 22:35modify490.011.146551.127551.14775
1472017.07.12 01:30close490.011.147041.127551.147750.43519.75
1482017.07.12 08:55buy500.011.147940.000000.00000
1492017.07.12 08:55modify500.011.147941.128941.14914
1502017.07.13 02:50close500.011.141911.128941.14914-6.20513.55
1512017.07.18 07:05buy510.011.152530.000000.00000
1522017.07.18 07:05modify510.011.152531.133531.15373
1532017.07.18 12:19t/p510.011.153731.133531.153731.20514.75
1542017.07.18 14:30buy520.011.154570.000000.00000
1552017.07.18 14:30modify520.011.154571.135571.15577
1562017.07.18 15:05t/p520.011.155771.135571.155771.20515.95
1572017.07.18 19:30buy530.011.156830.000000.00000
1582017.07.18 19:30modify530.011.156831.137831.15803
1592017.07.18 19:35buy540.011.156600.000000.00000
1602017.07.18 19:35modify540.011.156601.137601.15780
1612017.07.18 19:40buy550.011.156240.000000.00000
1622017.07.18 19:40modify550.011.156241.137241.15744
1632017.07.18 19:45buy560.011.156160.000000.00000
1642017.07.18 19:45modify560.011.156161.137161.15736
1652017.07.18 19:50buy570.011.156020.000000.00000
1662017.07.18 19:50modify570.011.156021.137021.15722
1672017.07.18 19:55buy580.011.156180.000000.00000
1682017.07.18 19:55modify580.011.156181.137181.15738
1692017.07.18 20:05buy590.011.156060.000000.00000
1702017.07.18 20:05modify590.011.156061.137061.15726
1712017.07.19 09:15close590.011.154291.137061.15726-1.83514.12
1722017.07.19 09:15close580.011.154291.137181.15738-1.95512.17
1732017.07.19 09:15close570.011.154291.137021.15722-1.79510.39
1742017.07.19 09:15close560.011.154291.137161.15736-1.93508.46
1752017.07.19 09:15close550.011.154291.137241.15744-2.01506.46
1762017.07.19 09:15close540.011.154291.137601.15780-2.37504.09
1772017.07.19 09:15close530.011.154291.137831.15803-2.60501.49
1782017.07.20 21:45buy600.011.162040.000000.00000
1792017.07.20 21:45modify600.011.162041.143041.16324
1802017.07.20 23:29t/p600.011.163241.143041.163241.20502.69
1812017.07.21 01:30buy610.011.162860.000000.00000
1822017.07.21 01:30modify610.011.162861.143861.16406
1832017.07.21 01:45buy620.011.162660.000000.00000
1842017.07.21 01:45modify620.011.162661.143661.16386
1852017.07.21 01:50buy630.011.162620.000000.00000
1862017.07.21 01:50modify630.011.162621.143621.16382
1872017.07.21 03:25buy640.011.162520.000000.00000
1882017.07.21 03:25modify640.011.162521.143521.16372
1892017.07.21 03:30buy650.011.162340.000000.00000
1902017.07.21 03:30modify650.011.162341.143341.16354
1912017.07.21 03:35buy660.011.162410.000000.00000
1922017.07.21 03:35modify660.011.162411.143411.16361
1932017.07.21 03:45buy670.011.162240.000000.00000
1942017.07.21 03:45modify670.011.162241.143241.16344
1952017.07.21 05:10t/p670.011.163441.143241.163441.20503.89
1962017.07.21 05:10t/p650.011.163541.143341.163541.20505.09
1972017.07.21 05:11t/p660.011.163611.143411.163611.20506.29
1982017.07.21 05:15close640.011.163421.143521.163720.90507.19
1992017.07.21 05:15close630.011.163421.143621.163820.80507.99
2002017.07.21 05:15close620.011.163421.143661.163860.76508.75
2012017.07.21 05:15close610.011.163421.143861.164060.56509.31
2022017.07.21 06:00buy680.011.162550.000000.00000
2032017.07.21 06:00modify680.011.162551.143551.16375
2042017.07.21 08:59t/p680.011.163751.143551.163751.20510.51
2052017.07.21 10:55buy690.011.163900.000000.00000
2062017.07.21 10:55modify690.011.163901.144901.16510
2072017.07.21 11:59t/p690.011.165101.144901.165101.20511.71
2082017.07.21 12:35buy700.011.163970.000000.00000
2092017.07.21 12:35modify700.011.163971.144971.16517
2102017.07.21 13:25t/p700.011.165171.144971.165171.20512.91
2112017.07.21 15:10buy710.011.163750.000000.00000
2122017.07.21 15:10modify710.011.163751.144751.16495
2132017.07.21 16:56t/p710.011.164951.144751.164951.20514.11
2142017.07.21 22:30buy720.011.167050.000000.00000
2152017.07.21 22:30modify720.011.167051.148051.16825
2162017.07.21 22:35buy730.011.166840.000000.00000
2172017.07.21 22:35modify730.011.166841.147841.16804
2182017.07.21 22:50buy740.011.166760.000000.00000
2192017.07.21 22:50modify740.011.166761.147761.16796
2202017.07.21 23:20buy750.011.166580.000000.00000
2212017.07.21 23:20modify750.011.166581.147581.16778
2222017.07.21 23:25buy760.011.166460.000000.00000
2232017.07.21 23:25modify760.011.166461.147461.16766
2242017.07.21 23:30buy770.011.166490.000000.00000
2252017.07.21 23:30modify770.011.166491.147491.16769
2262017.07.21 23:50buy780.011.166330.000000.00000
2272017.07.21 23:50modify780.011.166331.147331.16753
2282017.07.24 02:00close780.011.167261.147331.167530.87514.99
2292017.07.24 02:00close770.011.167261.147491.167690.71515.70
2302017.07.24 02:00close760.011.167261.147461.167660.74516.45
2312017.07.24 02:00close750.011.167261.147581.167780.62517.07
2322017.07.24 02:00close740.011.167261.147761.167960.44517.51
2332017.07.24 02:00close730.011.167261.147841.168040.36517.88
2342017.07.24 02:00close720.011.167261.148051.168250.15518.03
2352017.07.24 04:10buy790.011.166460.000000.00000
2362017.07.24 04:10modify790.011.166461.147461.16766
2372017.07.24 04:15buy800.011.166510.000000.00000
2382017.07.24 04:15modify800.011.166511.147511.16771
2392017.07.24 08:55close800.011.167461.147511.167710.95518.98
2402017.07.24 08:55close790.011.167461.147461.167661.00519.98
2412017.07.24 09:10buy810.011.166370.000000.00000
2422017.07.24 09:10modify810.011.166371.147371.16757
2432017.07.24 09:15buy820.011.166250.000000.00000
2442017.07.24 09:15modify820.011.166251.147251.16745
2452017.07.24 09:20buy830.011.165910.000000.00000
2462017.07.24 09:20modify830.011.165911.146911.16711
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