Strategy Tester Report
Spring V8.23
Alpari-ECN1 (Build 1090)

СимволAUDCHF (Australian Dollar vs Swiss Franc)
Период1 Минута (M1) 2010.01.01 00:01 - 2017.08.31 23:59 (2010.07.01 - 2017.08.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagic=1; Gep=15; Slippage=10; MaxSpread=3.5; a1="ПАРАМЕТРЫ СИГНАЛЬНОЙ СВЕЧИ"; Candles=200; ac="Динамический расчет сигнальной свечи (при kol_bar_sredn=0 работает Candles)"; kol_bar_sredn=0; K_Candles=1; a2="ПАРАМЕТРЫ РАСЧЕТА ЛОТА"; Lots=0.01; LotExponent=1; MultStart=0; MaxLot=1; a3="ПАРАМЕТРЫ ШАГОВ СЕТКИ"; TypeStep=0; Step=100; K_Step_Candles=0.5; GridLevel=0; AddStep=10; MaxGridStep=200; MaxTrades=8; a4="ПАРАМЕТРЫ ТЕЙКПРОФИТ"; TypeTP=0; TakeProfit=50; K_TP=0.25; TP_LVL=0; TP_LVL_Corr=0; TP_LVL_fin=0; TP_LVL_fin_fix=1; MaxTP=150; a5="ПАРАМЕТРЫ STOP-ОРДЕРОВ"; SO_LVL=0; SO_offset=0.3; ab="ПАРАМЕТРЫ БЕЗУБЫТКА "; UseBU=false; HourBU=48; CountOrd_for_onBE=5; K_TP_BE_on=0.7; K_TP_BE=0.3; TS="ПАРАМЕТРЫ ТРАЛА"; TypeTS=0; TSS=" ПАРАМЕТРЫ ТРАЛА ПО ТЕНЯМ"; K_TP_TS_ON=0.8; iBars_n=2; iIndent=4; TSD="ПАРАМЕТРЫ ТРАЛА ПО СТУПЕНЯМ"; K_trldistance=0.8; trlstep=10; ad="ПАРАМЕТРЫ АНАЛИЗА ПЯТНИЦЫ "; UseFriday=false; MaxCandlesFriday=50; ae=" ФИЛЬТР ТОРГОВ НА НОВЫЙ ГОД"; UseNY=false; DataStart="12.15"; DataEnd="01.15"; srv="СЛУЖЕБНЫЕ НАСТРОЙКИ "; UseEQ=false; FinalGridDate=1970.01.01 00:00; Tester="--- Optimization---"; CheckDD=false; MaxAmountLoss=100; clLable=DodgerBlue;
Баров в истории2861523Смоделировано тиков147723344Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (16)
Чистая прибыль239.67Общая прибыль261.19Общий убыток-21.53
Прибыльность12.13Матожидание выигрыша5.21
Абсолютная просадка14.75Максимальная просадка98.19 (0.96%)Относительная просадка0.96% (98.19)
Всего сделок46Короткие позиции (% выигравших)25 (84.00%)Длинные позиции (% выигравших)21 (85.71%)
Прибыльные сделки (% от всех)39 (84.78%)Убыточные сделки (% от всех)7 (15.22%)
Самая большаяприбыльная сделка21.28убыточная сделка-10.56
Средняяприбыльная сделка6.70убыточная сделка-3.08
Максимальное количествонепрерывных выигрышей (прибыль)14 (78.11)непрерывных проигрышей (убыток)2 (-10.70)
Макс.непрерывная прибыль (число выигрышей)78.11 (14)непрерывный убыток (число проигрышей)-10.70 (2)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.07.05 00:02buy10.010.894660.000000.00000
22010.07.05 00:02modify10.010.894660.000000.89966
32010.07.05 04:36t/p10.010.899660.000000.899665.2110005.21
42010.07.12 00:00sell20.010.927150.000000.00000
52010.07.12 00:00modify20.010.927150.000000.92215
62010.07.12 08:27t/p20.010.922150.000000.922155.2110010.42
72010.07.26 00:02sell30.010.943300.000000.00000
82010.07.26 00:02modify30.010.943300.000000.93830
92010.07.27 00:00modify30.010.943300.000000.93823
102010.07.27 11:40sell40.010.953350.000000.00000
112010.07.27 11:40modify40.010.953350.000000.94329
122010.07.27 11:40modify30.010.943300.000000.94329
132010.07.28 00:02modify40.010.953350.000000.94322
142010.07.28 00:02modify30.010.943300.000000.94322
152010.07.28 16:47t/p30.010.943220.000000.94322-0.0610010.36
162010.07.28 16:47t/p40.010.943220.000000.9432210.4810020.85
172011.02.07 00:00sell50.010.969780.000000.00000
182011.02.07 00:00modify50.010.969780.000000.96478
192011.02.07 02:30t/p50.010.964780.000000.964785.2110026.06
202011.03.21 00:18buy60.010.895030.000000.00000
212011.03.21 00:18modify60.010.895030.000000.90002
222011.03.21 02:34t/p60.010.900020.000000.900025.2110031.27
232011.03.28 00:01sell70.010.941490.000000.00000
242011.03.28 00:01modify70.010.941490.000000.93650
252011.03.29 00:00modify70.010.941490.000000.93643
262011.03.30 00:00modify70.010.941490.000000.93636
272011.03.30 06:32sell80.010.951670.000000.00000
282011.03.30 06:32modify80.010.951670.000000.94151
292011.03.30 06:32modify70.010.941490.000000.94151
302011.03.31 00:00modify80.010.951670.000000.94132
312011.03.31 00:00modify70.010.941490.000000.94132
322011.04.01 00:00modify80.010.951670.000000.94125
332011.04.01 00:00modify70.010.941490.000000.94125
342011.04.01 16:12sell90.010.961710.000000.00000
352011.04.01 16:12modify90.010.961710.000000.94639
362011.04.01 16:12modify80.010.951670.000000.94639
372011.04.01 16:12modify70.010.941490.000000.94639
382011.04.04 00:04modify90.010.961710.000000.94633
392011.04.04 00:04modify80.010.951670.000000.94633
402011.04.04 00:04modify70.010.941490.000000.94633
412011.04.05 00:00modify90.010.961710.000000.94627
422011.04.05 00:00modify80.010.951670.000000.94627
432011.04.05 00:00modify70.010.941490.000000.94627
442011.04.06 00:00modify90.010.961710.000000.94621
452011.04.06 00:00modify80.010.951670.000000.94621
462011.04.06 00:00modify70.010.941490.000000.94621
472011.04.07 00:00modify90.010.961710.000000.94600
482011.04.07 00:00modify80.010.951670.000000.94600
492011.04.07 00:00modify70.010.941490.000000.94600
502011.04.08 00:00modify90.010.961710.000000.94593
512011.04.08 00:00modify80.010.951670.000000.94593
522011.04.08 00:00modify70.010.941490.000000.94593
532011.04.11 00:01modify90.010.961710.000000.94587
542011.04.11 00:01modify80.010.951670.000000.94587
552011.04.11 00:01modify70.010.941490.000000.94587
562011.04.12 00:00modify90.010.961710.000000.94582
572011.04.12 00:00modify80.010.951670.000000.94582
582011.04.12 00:00modify70.010.941490.000000.94582
592011.04.12 05:39t/p70.010.945820.000000.94582-5.5310025.73
602011.04.12 05:39t/p80.010.945820.000000.945825.2010030.94
612011.04.12 05:39t/p90.010.945820.000000.9458215.9310046.86
622011.05.30 00:00buy100.010.909740.000000.00000
632011.05.30 00:00modify100.010.909740.000000.91474
642011.05.31 00:00modify100.010.909740.000000.91470
652011.06.01 00:00modify100.010.909740.000000.91466
662011.06.01 05:01t/p100.010.914660.000000.914665.2110052.07
672011.06.27 00:02buy110.010.871940.000000.00000
682011.06.27 00:02modify110.010.871940.000000.87693
692011.06.28 00:00modify110.010.871940.000000.87690
702011.06.28 21:39t/p110.010.876900.000000.876905.2110057.28
712011.07.04 00:00sell120.010.913660.000000.00000
722011.07.04 00:00modify120.010.913660.000000.90866
732011.07.04 04:30t/p120.010.908660.000000.908665.2110062.49
742011.07.18 00:00buy130.010.859550.000000.00000
752011.07.18 00:00modify130.010.859550.000000.86455
762011.07.18 10:39t/p130.010.864550.000000.864555.2110067.70
772011.08.08 00:00buy140.010.791470.000000.00000
782011.08.08 00:00modify140.010.791470.000000.79647
792011.08.08 07:24buy150.010.781440.000000.00000
802011.08.08 07:24modify150.010.781440.000000.79147
812011.08.08 07:24modify140.010.791470.000000.79147
822011.08.08 10:27t/p140.010.791470.000000.791470.0010067.70
832011.08.08 10:27t/p150.010.791470.000000.7914710.4510078.15
842011.08.29 00:00sell160.010.854060.000000.00000
852011.08.29 00:00modify160.010.854060.000000.84907
862011.08.29 09:57sell170.010.864070.000000.00000
872011.08.29 09:57modify170.010.864070.000000.85406
882011.08.29 09:57modify160.010.854060.000000.85406
892011.08.29 17:16sell180.010.874100.000000.00000
902011.08.29 17:16modify180.010.874100.000000.85906
912011.08.29 17:16modify170.010.864070.000000.85906
922011.08.29 17:16modify160.010.854060.000000.85906
932011.08.30 00:00modify180.010.874100.000000.85901
942011.08.30 00:00modify170.010.864070.000000.85901
952011.08.30 00:00modify160.010.854060.000000.85901
962011.08.31 00:00modify180.010.874100.000000.85893
972011.08.31 00:00modify170.010.864070.000000.85893
982011.08.31 00:00modify160.010.854060.000000.85893
992011.08.31 15:49t/p160.010.858930.000000.85893-5.2110072.94
1002011.08.31 15:49t/p170.010.858930.000000.858935.2110078.15
1012011.08.31 15:49t/p180.010.858930.000000.8589315.6610093.82
1022011.09.12 00:00sell190.010.925660.000000.00000
1032011.09.12 00:00modify190.010.925660.000000.92066
1042011.09.12 05:32t/p190.010.920660.000000.920665.2110099.03
1052011.09.26 00:02buy200.010.886540.000000.00000
1062011.09.26 00:02modify200.010.886540.000000.89153
1072011.09.26 17:41buy210.010.876540.000000.00000
1082011.09.26 17:41modify210.010.876540.000000.88655
1092011.09.26 17:41modify200.010.886540.000000.88655
1102011.09.27 00:00modify210.010.876540.000000.88649
1112011.09.27 00:00modify200.010.886540.000000.88649
1122011.09.27 00:01t/p200.010.886490.000000.88649-0.0110099.02
1132011.09.27 00:01t/p210.010.886490.000000.8864910.4110109.43
1142011.10.10 00:00sell220.010.904370.000000.00000
1152011.10.10 00:00modify220.010.904370.000000.89937
1162011.10.10 14:56t/p220.010.899370.000000.899375.2010114.63
1172011.12.05 00:00sell230.010.943920.000000.00000
1182011.12.05 00:00modify230.010.943920.000000.93893
1192011.12.06 00:00modify230.010.943920.000000.93885
1202011.12.06 06:52t/p230.010.938850.000000.938855.2110119.84
1212012.02.27 00:00buy240.010.957810.000000.00000
1222012.02.27 00:00modify240.010.957810.000000.96281
1232012.02.27 17:12t/p240.010.962810.000000.962815.2110125.05
1242012.03.05 00:00sell250.010.982010.000000.00000
1252012.03.05 00:00modify250.010.982010.000000.97702
1262012.03.05 10:33t/p250.010.977020.000000.977025.2010130.25
1272012.07.09 00:00sell260.010.998370.000000.00000
1282012.07.09 00:00modify260.010.998370.000000.99338
1292012.07.09 13:20t/p260.010.993380.000000.993385.2010135.45
1302012.07.23 00:00sell270.011.026170.000000.00000
1312012.07.23 00:00modify270.011.026170.000001.02117
1322012.07.23 11:20t/p270.011.021170.000001.021175.2110140.66
1332012.10.08 00:00buy280.010.944220.000000.00000
1342012.10.08 00:00modify280.010.944220.000000.94922
1352012.10.08 09:29t/p280.010.949220.000000.949225.2110145.87
1362013.06.10 00:00buy290.010.880820.000000.00000
1372013.06.10 00:00modify290.010.880820.000000.88582
1382013.06.10 14:09t/p290.010.885820.000000.885825.2110151.08
1392013.08.05 00:02buy300.010.828570.000000.00000
1402013.08.05 00:02modify300.010.828570.000000.83356
1412013.08.06 00:00modify300.010.828570.000000.83353
1422013.08.06 08:22t/p300.010.833530.000000.833535.2110156.29
1432013.09.09 00:00sell310.010.864060.000000.00000
1442013.09.09 00:00modify310.010.864060.000000.85906
1452013.09.09 18:01t/p310.010.859060.000000.859065.2110161.50
1462013.11.25 00:00buy320.010.831570.000000.00000
1472013.11.25 00:00modify320.010.831570.000000.83656
1482013.11.26 00:00modify320.010.831570.000000.83653
1492013.11.26 00:52t/p320.010.836530.000000.836535.2110166.71
1502014.09.15 00:00buy330.010.839770.000000.00000
1512014.09.15 00:00modify330.010.839770.000000.84477
1522014.09.15 13:37t/p330.010.844770.000000.844775.2110171.92
1532014.12.01 00:00buy340.010.817910.000000.00000
1542014.12.01 00:00modify340.010.817910.000000.82290
1552014.12.02 00:00modify340.010.817910.000000.82287
1562014.12.02 08:23t/p340.010.822870.000000.822875.2110177.12
1572015.02.02 00:00sell350.010.718490.000000.00000
1582015.02.02 00:00modify350.010.718490.000000.71349
1592015.02.02 10:53sell360.010.728510.000000.00000
1602015.02.02 10:53modify360.010.728510.000000.71850
1612015.02.02 10:53modify350.010.718490.000000.71850
1622015.02.03 00:00modify360.010.728510.000000.71844
1632015.02.03 00:00modify350.010.718490.000000.71844
1642015.02.03 05:29t/p350.010.718440.000000.71844-0.0210177.11
1652015.02.03 05:29t/p360.010.718440.000000.7184410.4210187.53
1662015.04.13 00:00sell370.010.752090.000000.00000
1672015.04.13 00:00modify370.010.752090.000000.74709
1682015.04.13 05:06t/p370.010.747090.000000.747095.2010192.73
1692015.08.24 00:00buy380.010.690360.000000.00000
1702015.08.24 00:00modify380.010.690360.000000.69535
1712015.08.24 05:43buy390.010.680360.000000.00000
1722015.08.24 05:43modify390.010.680360.000000.69037
1732015.08.24 05:43modify380.010.690360.000000.69037
1742015.08.24 16:09buy400.010.670300.000000.00000
1752015.08.24 16:09modify400.010.670300.000000.68537
1762015.08.24 16:09modify390.010.680360.000000.68537
1772015.08.24 16:09modify380.010.690360.000000.68537
1782015.08.24 16:12buy410.010.659810.000000.00000
1792015.08.24 16:12modify410.010.659810.000000.68024
1802015.08.24 16:12modify400.010.670300.000000.68024
1812015.08.24 16:12modify390.010.680360.000000.68024
1822015.08.24 16:12modify380.010.690360.000000.68024
1832015.08.25 00:00modify410.010.659810.000000.68019
1842015.08.25 00:00modify400.010.670300.000000.68019
1852015.08.25 00:00modify390.010.680360.000000.68019
1862015.08.25 00:00modify380.010.690360.000000.68019
1872015.08.25 13:16t/p380.010.680190.000000.68019-10.5610182.17
1882015.08.25 13:16t/p390.010.680190.000000.68019-0.1410182.02
1892015.08.25 13:16t/p400.010.680190.000000.6801910.3510192.37
1902015.08.25 13:16t/p410.010.680190.000000.6801921.2810213.65
1912015.11.23 00:00sell420.010.737200.000000.00000
1922015.11.23 00:00modify420.010.737200.000000.73221
1932015.11.23 04:30t/p420.010.732210.000000.732215.2010218.85
1942016.01.25 00:00sell430.010.711150.000000.00000
1952016.01.25 00:00modify430.010.711150.000000.70616
1962016.01.25 22:26t/p430.010.706160.000000.706165.2010224.05
1972016.05.02 00:00buy440.010.727610.000000.00000
1982016.05.02 00:00modify440.010.727610.000000.73260
1992016.05.02 14:33t/p440.010.732600.000000.732605.2010229.25
2002017.07.17 00:00sell450.010.753650.000000.00000
2012017.07.17 00:00modify450.010.753650.000000.74865
2022017.07.18 00:00modify450.010.753650.000000.74859
2032017.07.19 00:00modify450.010.753650.000000.74851
2042017.07.20 00:00modify450.010.753650.000000.74832
2052017.07.21 00:00modify450.010.753650.000000.74825
2062017.07.21 19:36t/p450.010.748250.000000.748255.2110234.46
2072017.07.31 00:02sell460.010.773010.000000.00000
2082017.07.31 00:02modify460.010.773010.000000.76801
2092017.08.01 00:00modify460.010.773010.000000.76794
2102017.08.02 00:00modify460.010.773010.000000.76788
2112017.08.02 07:07t/p460.010.767880.000000.767885.2010239.67