Strategy Tester Report
Milky way EA v3.24_m07_DayChange
Alpari-ECN-Demo (Build 1260)

СимволXAUUSD (Gold (Spot))
Период1 Час (H1) 2007.07.19 00:00 - 2020.01.08 23:00 (2007.07.19 - 2020.01.09)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Настройки входа===="; BBPeriod=92; MaxCandle=520; OzymandiasFilter=true; OzymandiasTF=1440; Amplitude=23; DemFilter=true; DemPer=80; DemB=0.8; Settings02="==============================="; Exits01="====Настройки выхода===="; Exits02="-Стохастик"; StochExit=false; KPer=16; DPer=13; SPer=6; StochB=95; Exits03="-MACD"; MACDExit=false; FPer=40; SPEr=20; Exits04="-По волатильности"; VolExit=false; ATREPer=2; BodyCoef=0.3; ShadowCoef=0.4; Exits05="==============================="; SL001="====Настройки варианта стопа===="; ExtrTimeframe=0; HistorySL=40; OtstupSL=200; UseMaxSL=false; MaxSL=600; MinSL=30; SL008="==============================="; TR001="====Настройки трейлинг стопа===="; UseTralOnlyInProfit=true; TralOnPips=false; TrailingStop=1200; TrailingStart=100; TralFraktalOn=false; FraktalTF=240; FraktalBars=4; FraktalOtstup=3; TralBarsOn=false; BarsTF=240; BarsUse=4; BarsOtstup=3; TR009="==============================="; MMSet01="====Манименеджмент===="; MaxRisk=30; LotVariant=2; FixLot=0.1; MoneyForOneLot=300; Risk=3; MMSet02="==============================="; Comment01="====Информация и сервисные настройки===="; Slippage=30; UsePrint=true; Magic=0; UsePanel=true; NumOfTry=3; Comment02="===============================";
Баров в истории75126Смоделировано тиков208619683Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100000.00Спред50
Чистая прибыль156257.09Общая прибыль415153.33Общий убыток-258896.24
Прибыльность1.60Матожидание выигрыша1132.30
Абсолютная просадка10739.57Максимальная просадка34511.94 (11.87%)Относительная просадка13.83% (22520.31)
Всего сделок138Короткие позиции (% выигравших)69 (33.33%)Длинные позиции (% выигравших)69 (37.68%)
Прибыльные сделки (% от всех)49 (35.51%)Убыточные сделки (% от всех)89 (64.49%)
Самая большаяприбыльная сделка21491.99убыточная сделка-5548.80
Средняяприбыльная сделка8472.52убыточная сделка-2908.95
Максимальное количествонепрерывных выигрышей (прибыль)3 (46295.70)непрерывных проигрышей (убыток)6 (-14615.89)
Макс.непрерывная прибыль (число выигрышей)46295.70 (3)непрерывный убыток (число проигрышей)-20242.08 (5)
Среднийнепрерывный выигрыш1непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12007.07.30 22:00sell13.33664.70668.500.00
22007.07.31 14:16s/l13.33668.50668.500.00-1256.4198743.59
32007.08.02 19:00sell23.29663.20669.100.00
42007.08.03 15:33s/l23.29669.10669.100.00-1932.2296811.37
52007.08.09 10:01buy33.23673.30667.300.00
62007.08.09 12:00s/l33.23667.30667.300.00-1938.0094873.37
72007.08.14 21:00buy43.16668.50663.200.00
82007.08.15 13:05s/l43.16663.20663.200.00-1715.5693157.81
92007.08.22 02:00buy53.11657.80651.900.00
102007.08.23 11:00close53.11661.80651.900.001123.6494281.45
112007.08.24 04:00buy63.14659.40654.500.00
122007.08.27 03:10close63.14666.20654.500.002094.6996376.15
132007.09.13 10:00buy73.21708.20703.300.00
142007.09.13 15:34s/l73.21703.30703.300.00-1572.9094803.25
152007.10.02 08:00buy83.16739.80735.100.00
162007.10.02 08:52s/l83.16735.10735.100.00-1485.2093318.05
172007.10.30 23:00buy93.11781.70776.800.00
182007.10.31 01:09s/l93.11776.80776.800.00-1564.0291754.03
192007.12.20 07:00buy103.06801.00795.400.00
202007.12.20 15:56s/l103.06795.40795.400.00-1713.6090040.43
212008.01.07 05:00buy113.00857.40851.700.00
222008.01.09 12:00close113.00885.90851.700.008472.6098513.03
232008.05.22 21:00buy123.28919.10914.000.00
242008.05.27 15:03s/l123.28914.00914.000.00-1799.7496713.29
252008.06.16 02:01sell133.22871.40876.000.00
262008.06.16 11:50s/l133.22876.00876.000.00-1481.2095232.09
272008.07.25 09:00sell143.17932.60936.800.00
282008.07.29 21:00close143.17919.30936.800.004233.2299465.31
292008.08.14 03:00sell153.32829.00833.500.00
302008.08.14 05:40s/l153.32833.50833.500.00-1494.0097971.31
312009.01.20 07:00buy163.27828.90823.500.00
322009.01.20 09:05s/l163.27823.50823.500.00-1765.8096205.51
332009.05.26 08:00buy173.21954.98950.160.00
342009.05.26 10:21s/l173.21950.16950.160.00-1547.2294658.29
352009.06.29 23:00buy183.16937.94932.000.00
362009.06.30 16:08s/l183.16932.00932.000.00-1917.8092740.49
372009.07.17 12:00buy193.09935.92930.600.00
382009.07.20 17:00close193.09948.41930.600.003819.5596560.03
392009.07.22 03:00buy203.22947.96942.310.00
402009.07.27 10:00close203.22955.73942.310.002294.2598854.28
412009.09.18 00:05buy213.301013.021008.030.00
422009.09.18 10:14s/l213.301008.031008.030.00-1646.7097207.58
432009.10.15 11:00buy223.241058.701053.980.00
442009.10.15 11:31s/l223.241053.981053.980.00-1529.2895678.30
452009.12.04 00:05buy233.191206.781202.280.00
462009.12.04 01:42s/l233.191202.281202.280.00-1435.5094242.80
472009.12.04 06:00buy243.141203.901198.020.00
482009.12.04 14:38s/l243.141198.021198.020.00-1846.3292396.48
492010.02.04 06:00buy253.081109.341103.860.00
502010.02.04 10:06s/l253.081103.861103.860.00-1687.8490708.64
512010.03.10 11:00sell263.021124.831128.880.00
522010.03.11 03:00close263.021111.651128.880.004004.8294713.47
532010.03.23 22:00sell273.161104.761110.650.00
542010.03.24 21:00close273.161086.391110.650.005813.45100526.92
552010.04.20 12:00sell283.351141.451144.910.00
562010.04.20 15:56s/l283.351144.911144.910.00-1159.1099367.82
572010.05.04 10:00buy293.311178.971174.280.00
582010.05.04 16:00close293.311185.161174.280.002048.89101416.71
592010.08.18 14:00buy303.381224.151218.470.00
602010.08.18 15:35s/l303.381218.471218.470.00-1919.8499496.87
612010.08.27 10:00buy313.321236.921231.490.00
622010.09.01 03:00close313.321246.281231.490.002979.04102475.90
632010.09.09 10:00buy323.421255.451250.780.00
642010.09.09 14:56s/l323.421250.781250.780.00-1597.14100878.76
652010.09.16 10:00buy333.361266.901261.130.00
662010.09.22 17:00close333.361289.661261.130.007473.98108352.75
672010.09.28 01:00buy343.611295.351289.900.00
682010.09.28 09:14s/l343.611289.901289.900.00-1967.45106385.30
692010.12.03 00:05buy353.551385.811379.870.00
702010.12.06 10:00close353.551411.921379.870.009223.25115608.55
712011.01.13 13:00buy363.851379.501374.730.00
722011.01.13 16:00close363.851381.111374.730.00619.85116228.40
732011.02.10 13:00buy373.871358.151354.420.00
742011.02.10 14:31s/l373.871354.421354.420.00-1443.51114784.89
752011.05.31 16:00buy383.831534.991530.130.00
762011.06.01 04:25s/l383.831530.131530.130.00-1910.79112874.11
772011.06.01 05:00buy393.761532.301527.810.00
782011.06.01 21:00close393.761544.001527.810.004399.20117273.31
792012.03.28 14:00buy403.911677.181671.770.00
802012.03.28 15:13s/l403.911671.771671.770.00-2115.31115158.00
812012.03.30 14:00sell413.841663.291668.670.00
822012.03.30 14:45s/l413.841668.671668.670.00-2065.92113092.08
832012.04.09 02:00sell423.771644.251648.630.00
842012.04.09 16:05s/l423.771648.631648.630.00-1651.26111440.82
852012.06.26 01:00sell433.711586.181590.290.00
862012.06.29 05:00close433.711555.901590.290.0011283.96122724.78
872012.08.16 15:00sell444.091603.551608.820.00
882012.08.16 15:37s/l444.091608.821608.820.00-2155.43120569.35
892012.09.05 12:00buy454.021690.241685.180.00
902012.09.10 10:00close454.021735.851685.180.0018075.93138645.28
912012.09.18 08:00buy464.621756.851751.550.00
922012.09.21 18:00close464.621773.451751.550.007371.21146016.49
932012.11.30 11:00sell474.871729.471733.570.00
942012.12.04 10:00close474.871706.801733.570.0011066.59157083.08
952012.12.17 18:00sell485.241696.941702.460.00
962012.12.18 05:39s/l485.241702.461702.460.00-2878.33154204.75
972012.12.24 11:00sell495.141663.511667.760.00
982012.12.26 16:16s/l495.141667.761667.760.00-2156.74152048.00
992013.01.29 15:00sell505.071662.631666.750.00
1002013.01.30 05:51s/l505.071666.751666.750.00-2075.15149972.85
1012013.02.25 06:00sell515.001583.261589.140.00
1022013.02.25 10:09s/l515.001589.141589.140.00-2940.00147032.85
1032013.03.05 13:00sell524.901581.801586.760.00
1042013.03.05 15:33s/l524.901586.761586.760.00-2430.40144602.45
1052013.08.08 07:00sell534.821293.741298.170.00
1062013.08.08 16:59s/l534.821298.171298.170.00-2135.26142467.19
1072013.10.22 08:00buy544.751314.501309.650.00
1082013.10.22 21:00close544.751340.771309.650.0012478.25154945.44
1092014.01.09 21:00sell555.161228.531233.810.00
1102014.01.10 04:39s/l555.161233.811233.810.00-2710.55152234.89
1112014.01.16 22:00sell565.071241.771247.010.00
1122014.01.17 15:39s/l565.071247.011247.010.00-2642.99149591.90
1132014.05.09 15:00sell574.991292.011297.280.00
1142014.05.12 13:08s/l574.991297.281297.280.00-2616.26146975.65
1152014.05.12 14:00sell584.901294.831298.960.00
1162014.05.12 15:24s/l584.901298.961298.960.00-2023.70144951.95
1172014.05.26 14:00sell594.831292.671297.560.00
1182014.05.28 12:00close594.831264.691297.560.0013540.42158492.37
1192014.06.04 15:00sell605.281245.461249.600.00
1202014.06.05 15:48s/l605.281249.601249.600.00-2143.15156349.22
1212014.06.18 15:00sell615.211270.551276.520.00
1222014.06.18 23:38s/l615.211276.521276.520.00-3110.37153238.85
1232014.08.11 14:00buy625.111308.501303.070.00
1242014.08.14 12:00close625.111314.811303.070.002894.81156133.66
1252014.08.29 21:00buy635.201286.971281.320.00
1262014.09.02 05:43s/l635.201281.321281.320.00-3072.16153061.50
1272014.09.16 08:00sell645.101236.031241.020.00
1282014.09.16 11:46s/l645.101241.021241.020.00-2544.90150516.60
1292014.10.07 09:00sell655.021205.381211.360.00
1302014.10.07 10:37s/l655.021211.361211.360.00-3001.96147514.64
1312014.10.27 13:00sell664.921230.351236.150.00
1322014.10.31 02:00close664.921200.391236.150.0014820.02162334.67
1332014.11.04 14:00sell675.411170.931176.560.00
1342014.11.05 12:00close675.411146.421176.560.0013274.52175609.18
1352014.12.26 10:00sell685.851186.171189.530.00
1362014.12.26 12:29s/l685.851189.531189.530.00-1965.60173643.58
1372015.03.27 12:00buy695.791198.031192.390.00
1382015.03.30 05:28s/l695.791192.391192.390.00-3340.25170303.33
1392015.04.24 11:00sell705.681194.231199.970.00
1402015.04.27 03:00close705.681180.571199.970.007774.22178077.55
1412015.05.04 20:00sell715.941188.961194.800.00
1422015.05.05 15:21s/l715.941194.801194.800.00-3452.92174624.63
1432015.05.22 14:00sell725.821212.391216.810.00
1442015.05.27 06:00close725.821188.741216.810.0013811.44188436.07
1452015.05.28 12:00sell736.281190.341194.150.00
1462015.05.29 15:31s/l736.281194.151194.150.00-2375.72186060.34
1472015.06.09 06:00sell746.201175.411179.580.00
1482015.06.09 11:34s/l746.201179.581179.580.00-2585.40183474.94
1492015.08.28 09:00sell756.121130.691134.430.00
1502015.08.28 16:40s/l756.121134.431134.430.00-2288.88181186.06
1512015.09.08 16:00sell766.041122.121126.780.00
1522015.09.08 18:20s/l766.041126.781126.780.00-2814.64178371.42
1532015.09.15 16:00sell775.951106.951112.460.00
1542015.09.16 15:31s/l775.951112.461112.460.00-3262.38175109.04
1552015.10.21 07:00sell785.841177.051182.700.00
1562015.10.21 20:00close785.841167.441182.700.005612.24180721.28
1572015.10.27 19:00sell796.021166.041171.630.00
1582015.10.28 08:00s/l796.021171.631171.630.00-3348.93177372.35
1592015.11.06 15:00sell805.911108.551113.450.00
1602015.11.09 01:00close805.911090.231113.450.0010843.08188215.43
1612015.11.24 14:00sell816.271074.971080.820.00
1622015.11.24 15:06s/l816.271080.821080.820.00-3667.95184547.48
1632015.12.04 13:00sell826.151062.001067.420.00
1642015.12.04 15:17s/l826.151067.421067.420.00-3333.30181214.18
1652015.12.28 06:00sell836.041073.681078.890.00
1662015.12.28 23:00close836.041069.321078.890.002633.44183847.62
1672016.01.14 12:00sell846.131091.521097.480.00
1682016.01.14 23:00close846.131077.471097.480.008612.65192460.27
1692016.06.07 13:00buy856.421241.851236.550.00
1702016.06.07 14:37s/l856.421236.551236.550.00-3402.60189057.67
1712016.06.28 12:00buy866.301313.841309.240.00
1722016.06.28 12:50s/l866.301309.241309.240.00-2898.00186159.67
1732016.08.04 04:00buy876.211356.581350.850.00
1742016.08.04 07:03s/l876.211350.851350.850.00-3558.33182601.34
1752016.09.26 07:00buy886.091334.441330.080.00
1762016.09.27 15:12s/l886.091330.081330.080.00-2733.80179867.54
1772016.11.16 09:00sell896.001229.631235.010.00
1782016.11.17 23:00close896.001218.811235.010.006540.60186408.14
1792016.11.21 15:00sell906.211215.451221.150.00
1802016.11.22 03:31s/l906.211221.151221.150.00-3522.93182885.21
1812016.11.28 05:00sell916.101194.341199.530.00
1822016.12.01 08:00close916.101175.241199.530.0011733.35194618.56
1832016.12.02 12:00sell926.491174.831179.860.00
1842016.12.05 01:00s/l926.491179.861179.860.00-3246.95191371.61
1852016.12.14 10:00sell936.381162.321167.710.00
1862016.12.15 22:00close936.381131.991167.710.0019402.22210773.83
1872016.12.19 14:00sell947.031138.401144.270.00
1882016.12.27 09:48s/l947.031144.271144.270.00-3974.76206799.06
1892017.02.20 08:00buy956.891234.631230.800.00
1902017.02.21 11:11s/l956.891230.801230.800.00-2727.75204071.31
1912017.02.28 06:00buy966.801253.371248.870.00
1922017.02.28 20:37s/l966.801248.871248.870.00-3060.00201011.31
1932017.03.21 06:00buy976.701228.691224.820.00
1942017.03.22 12:00close976.701245.941224.820.0011471.07212482.38
1952017.03.24 11:00buy987.081243.421238.910.00
1962017.03.27 18:00close987.081255.141238.910.008206.43220688.81
1972017.04.17 23:00buy997.361284.291279.320.00
1982017.04.18 16:47s/l997.361279.321279.320.00-3752.86216935.95
1992017.05.19 08:00buy1007.231248.731243.190.00
2002017.05.26 19:00close1007.231266.071243.190.0011883.95228819.90
2012017.05.30 16:00buy1017.631262.161257.300.00
2022017.06.05 13:00close1017.631280.761257.300.0013601.24242421.14
2032017.06.08 04:00buy1028.081285.781280.600.00
2042017.06.08 16:36s/l1028.081280.601280.600.00-4185.44238235.70
2052017.07.20 15:00buy1037.941237.921233.180.00
2062017.07.21 12:00close1037.941246.841233.180.006980.05245215.75
2072017.07.25 12:00buy1048.171253.501248.310.00
2082017.07.26 02:27s/l1048.171248.311248.310.00-4345.62240870.13
2092017.08.08 10:00sell1058.031259.811265.130.00
2102017.08.08 13:47s/l1058.031265.131265.130.00-4271.96236598.17
2112017.08.31 04:00buy1067.891307.861303.000.00
2122017.08.31 04:43s/l1067.891303.001303.000.00-3834.54232763.63
2132017.11.16 22:00buy1077.761278.911273.070.00
2142017.11.20 05:00close1077.761291.641273.070.009678.27242441.90
2152017.12.18 04:00buy1088.081254.051248.430.00
2162017.12.27 04:00close1088.081281.811248.430.0021491.99263933.89
2172018.01.04 06:00buy1098.801307.651303.840.00
2182018.01.12 16:00close1098.801325.871303.840.0015125.44279059.33
2192018.01.16 20:00buy1109.301335.071329.800.00
2202018.01.17 21:59s/l1109.301329.801329.800.00-5021.07274038.26
2212018.02.19 12:00buy1119.131347.721342.710.00
2222018.02.20 03:17s/l1119.131342.711342.710.00-4691.91269346.35
2232018.03.15 12:00buy1128.981323.711319.440.00
2242018.03.15 14:30s/l1128.981319.441319.440.00-3834.46265511.89
2252018.05.14 14:00buy1138.851320.141315.190.00
2262018.05.14 21:00s/l1138.851315.191315.190.00-4380.75261131.14
2272018.05.23 10:00buy1148.701290.721284.840.00
2282018.05.23 16:00close1148.701292.051284.840.001157.10262288.24
2292018.05.28 17:00buy1158.741298.381293.400.00
2302018.05.29 16:03s/l1158.741293.401293.400.00-4465.27257822.98
2312018.06.22 18:00sell1168.591269.471273.000.00
2322018.06.25 03:33s/l1168.591273.001273.000.00-3009.08254813.90
2332018.07.02 03:00sell1178.491253.231257.540.00
2342018.07.03 10:00close1178.491242.551257.540.009090.24263904.14
2352018.07.16 13:00sell1188.801244.101250.020.00
2362018.07.18 16:00close1188.801225.561250.020.0016362.72280266.86
2372018.08.17 17:00sell1199.341178.421183.980.00
2382018.08.17 22:51s/l1199.341183.981183.980.00-5193.04275073.83
2392018.08.30 16:00sell1209.171205.211209.770.00
2402018.08.30 18:00close1209.171200.901209.770.003952.27279026.10
2412018.09.06 03:00sell1219.301197.031201.800.00
2422018.09.06 11:11s/l1219.301201.801201.800.00-4436.10274590.00
2432018.09.11 11:00sell1229.151195.901201.770.00
2442018.09.11 18:00close1229.151192.311201.770.003284.85277874.85
2452018.09.11 22:00sell1239.261196.021200.410.00
2462018.09.12 18:15s/l1239.261200.411200.410.00-4040.14273834.71
2472018.09.25 16:00sell1249.131200.751206.100.00
2482018.09.28 07:00close1249.131185.421206.100.0014119.55287954.25
2492018.10.02 05:00sell1259.601189.971195.750.00
2502018.10.02 15:41s/l1259.601195.751195.750.00-5548.80282405.45
2512018.11.01 12:00sell1269.411224.121228.710.00
2522018.11.01 14:09s/l1269.411228.711228.710.00-4319.19278086.26
2532018.11.14 18:00sell1279.271201.731207.080.00
2542018.11.14 19:51s/l1279.271207.081207.080.00-4959.45273126.81
2552018.11.20 21:00buy1289.101221.691215.930.00
2562018.11.22 16:00close1289.101227.691215.930.004990.44278117.25
2572018.12.05 22:00buy1299.271237.001231.240.00
2582018.12.10 10:00close1299.271247.401231.240.009042.88287160.14
2592018.12.11 19:00buy1309.571244.071239.540.00
2602018.12.14 08:44s/l1309.571239.541239.540.00-4952.48282207.66
2612019.01.11 23:00buy1319.411288.691283.970.00
2622019.01.18 11:30s/l1319.411283.971283.970.00-5291.24276916.42
2632019.03.27 08:00buy1329.231315.791310.630.00
2642019.03.27 15:40s/l1329.231310.631310.630.00-4762.68272153.74
2652019.05.01 17:00sell1339.071282.781288.110.00
2662019.05.02 02:00close1339.071278.071288.110.004345.44276499.18
2672019.05.22 16:00sell1349.221275.661280.480.00
2682019.05.23 15:22s/l1349.221280.481280.480.00-4369.36272129.82
2692019.11.18 05:00buy1359.071466.351460.350.00
2702019.11.18 10:24s/l1359.071460.351460.350.00-5442.00266687.82
2712019.12.05 13:00buy1368.891474.701469.340.00
2722019.12.06 15:30s/l1368.891469.341469.340.00-4879.72261808.10
2732019.12.10 12:00sell1378.731464.281467.330.00
2742019.12.10 13:28s/l1378.731467.331467.330.00-2662.65259145.45
2752019.12.10 15:00sell1388.641466.611469.980.00
2762019.12.11 17:25s/l1388.641469.981469.980.00-2888.35256257.10