Strategy Tester Report
All Stars Trading v1.11
Alpari-ECN-Demo (Build 1320)

СимволNZDCHF (New Zealand Dollar vs Swiss Franc)
Период1 Час (H1) 2011.01.07 06:00 - 2020.11.05 01:00 (2011.01.05 - 2020.12.20)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыs1="#============ General Settings ==========#"; magic=4747; max_spread=10; deviation=5; trade_buy=true; trade_sell=true; tf=60; set_name="Set Name"; s2="#============ Money Management ==========#"; lot=0.01; depo_per_lot=0; take_profit=72; s3="#============ Grid Settings ===========#"; grid_factor=3; start_factor_knee=18; s4="#============ Signal 1 =========#"; std_period_1=570; std_level_1=0.0034; include_ma_as_filter_1=true; s5="#============ Signal 2 =========#"; std_period_2=385; std_level_2=0.0059; include_ma_as_filter_2=true; s6="#============ Signal 3 =========#"; std_period_3=475; std_level_3=0.0059; include_ma_as_filter_3=true; s7="#============ Signal 4 =========#"; std_period_4=300; std_level_4=0.0029; include_ma_as_filter_4=false; s8="#============ Signal 5 =========#"; std_period_5=95; std_level_5=0.0071; include_ma_as_filter_5=false; s9="#============ Signal 6 =========#"; std_period_6=695; std_level_6=0.0062; include_ma_as_filter_6=false; s10="#============ Signal 7 =========#"; std_period_7=530; std_level_7=0.0069; include_ma_as_filter_7=false; s11="#============ Signal 8 =========#"; std_period_8=560; std_level_8=0.0028; include_ma_as_filter_8=false; s12="#============ Signal 9 =========#"; std_period_9=785; std_level_9=0.0025; include_ma_as_filter_9=false; s13="#============ Signal 10 =========#"; std_period_10=135; std_level_10=0.0061; include_ma_as_filter_10=false; s14="#============ Signal 11 =========#"; std_period_11=445; std_level_11=0.0045; include_ma_as_filter_11=false; s15="#============ Signal 12 =========#"; std_period_12=100; std_level_12=0.0084; include_ma_as_filter_12=false; s16="#============ Signal 13 =========#"; std_period_13=155; std_level_13=0.0069; include_ma_as_filter_13=false; s17="#============ Signal 14 =========#"; std_period_14=195; std_level_14=0.0037; include_ma_as_filter_14=false; s18="#============ Signal 15 =========#"; std_period_15=315; std_level_15=0.0035; include_ma_as_filter_15=false; s19="#============ Signal 16 =========#"; std_period_16=535; std_level_16=0.0043; include_ma_as_filter_16=false; s20="#============ Signal 17 =========#"; std_period_17=225; std_level_17=0.0066; include_ma_as_filter_17=false; s21="#============ Signal 18 =========#"; std_period_18=320; std_level_18=0.0053; include_ma_as_filter_18=false; s22="#============ Signal 19 =========#"; std_period_19=790; std_level_19=0.0025; include_ma_as_filter_19=false; s23="#============ Signal 20 =========#"; std_period_20=555; std_level_20=0.0075; include_ma_as_filter_20=false;
Баров в истории61344Смоделировано тиков163959934Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль1100.42Общая прибыль1801.39Общий убыток-700.97
Прибыльность2.57Матожидание выигрыша2.48
Абсолютная просадка460.70Максимальная просадка1043.22 (9.46%)Относительная просадка9.46% (1043.22)
Всего сделок443Короткие позиции (% выигравших)202 (74.75%)Длинные позиции (% выигравших)241 (73.86%)
Прибыльные сделки (% от всех)329 (74.27%)Убыточные сделки (% от всех)114 (25.73%)
Самая большаяприбыльная сделка71.22убыточная сделка-35.91
Средняяприбыльная сделка5.48убыточная сделка-6.15
Максимальное количествонепрерывных выигрышей (прибыль)29 (103.69)непрерывных проигрышей (убыток)9 (-55.49)
Макс.непрерывная прибыль (число выигрышей)139.83 (3)непрерывный убыток (число проигрышей)-122.50 (8)
Среднийнепрерывный выигрыш7непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.03.07 15:00buy10.010.682100.000000.00000
22011.03.08 09:00close10.010.690590.000000.000009.1910009.19
32011.03.15 12:00buy20.010.672150.000000.00000
42011.03.16 01:00buy30.010.669510.000000.00000
52011.03.16 10:00close20.010.675330.000000.000003.4110012.61
62011.03.16 10:00close30.010.675330.000000.000006.2910018.90
72011.03.16 17:00buy40.010.670160.000000.00000
82011.03.16 18:00buy50.010.665460.000000.00000
92011.03.16 21:00buy60.010.663360.000000.00000
102011.03.17 00:00buy70.010.642880.000000.00000
112011.03.18 06:00close40.010.662370.000000.00000-8.5110010.39
122011.03.18 06:00close50.010.662370.000000.00000-3.4010006.99
132011.03.18 06:00close60.010.662370.000000.00000-1.1110005.89
142011.03.18 06:00close70.010.662370.000000.0000021.1610027.05
152011.05.04 09:00buy80.010.685250.000000.00000
162011.05.04 11:00buy90.010.684440.000000.00000
172011.05.04 13:00buy100.010.683660.000000.00000
182011.05.04 15:00buy110.010.682780.000000.00000
192011.05.04 19:00buy120.010.677890.000000.00000
202011.05.04 22:00buy130.010.679530.000000.00000
212011.05.05 00:00buy140.010.680890.000000.00000
222011.05.05 07:00buy150.010.680490.000000.00000
232011.05.05 17:00close80.010.683080.000000.00000-2.4010024.65
242011.05.05 17:00close90.010.683080.000000.00000-1.5210023.13
252011.05.05 17:00close100.010.683080.000000.00000-0.6710022.46
262011.05.05 17:00close110.010.683080.000000.000000.2910022.75
272011.05.05 17:00close120.010.683080.000000.000005.6110028.36
282011.05.05 17:00close130.010.683080.000000.000003.8210032.18
292011.05.05 17:00close140.010.683080.000000.000002.3310034.51
302011.05.05 17:00close150.010.683080.000000.000002.7710037.28
312011.06.09 02:00buy160.010.687860.000000.00000
322011.06.09 19:00close160.010.697600.000000.0000010.5510047.83
332011.06.13 13:00buy170.010.680400.000000.00000
342011.06.14 12:00close170.010.688120.000000.000008.3510056.18
352011.06.16 10:00buy180.010.683870.000000.00000
362011.06.27 05:00buy190.010.673120.000000.00000
372011.06.27 15:00buy200.010.669440.000000.00000
382011.06.27 17:00buy210.010.670240.000000.00000
392011.06.28 16:00buy220.010.669660.000000.00000
402011.06.28 22:00close180.010.675500.000000.00000-9.1310047.05
412011.06.28 22:00close190.010.675500.000000.000002.5410049.60
422011.06.28 22:00close200.010.675500.000000.000006.5410056.14
432011.06.28 22:00close210.010.675500.000000.000005.6710061.81
442011.06.28 22:00close220.010.675500.000000.000006.3010068.11
452011.07.19 18:00sell230.010.701310.000000.00000
462011.07.20 06:00sell240.010.704110.000000.00000
472011.07.20 16:00sell250.010.701260.000000.00000
482011.07.20 17:00close230.010.699690.000000.000001.6310069.74
492011.07.20 17:00close240.010.699690.000000.000004.7610074.50
502011.07.20 17:00close250.010.699690.000000.000001.6610076.16
512011.07.21 01:00sell260.010.702110.000000.00000
522011.07.25 13:00close260.010.694450.000000.000008.1110084.27
532011.08.02 16:00buy270.010.678830.000000.00000
542011.08.02 16:00buy280.010.678830.000000.00000
552011.08.02 19:00buy290.010.672850.000000.00000
562011.08.02 21:00buy300.010.667180.000000.00000
572011.08.02 22:00buy310.010.667570.000000.00000
582011.08.26 18:00close270.010.675870.000000.00000-3.1810081.08
592011.08.26 18:00close280.010.675870.000000.00000-3.1810077.90
602011.08.26 18:00close290.010.675870.000000.000003.3210081.21
612011.08.26 18:00close300.010.675870.000000.000009.4910090.70
622011.08.26 18:00close310.010.675870.000000.000009.0710099.76
632011.09.23 04:00sell320.010.713540.000000.00000
642011.09.23 11:00close320.010.705960.000000.000008.2010107.96
652011.11.21 05:00buy330.010.692570.000000.00000
662011.11.22 04:00buy340.010.686440.000000.00000
672011.11.22 12:00buy350.010.683530.000000.00000
682011.11.22 17:00buy360.010.682260.000000.00000
692011.11.23 00:00buy370.010.683380.000000.00000
702011.11.25 17:00close330.010.689670.000000.00000-3.1810104.78
712011.11.25 17:00close340.010.689670.000000.000003.4910108.27
722011.11.25 17:00close350.010.689670.000000.000006.6510114.92
732011.11.25 17:00close360.010.689670.000000.000008.0310122.94
742011.11.25 17:00close370.010.689670.000000.000006.8110129.76
752011.12.22 19:00sell380.010.725880.000000.00000
762011.12.29 10:00sell390.010.725600.000000.00000
772012.01.02 22:00sell400.010.731660.000000.00000
782012.01.04 09:00sell410.010.737530.000000.00000
792012.01.05 00:00sell420.010.741320.000000.00000
802012.01.05 20:00sell430.010.743380.000000.00000
812012.01.12 06:00sell440.010.758810.000000.00000
822012.01.31 17:00sell450.010.758310.000000.00000
832012.02.03 19:00sell460.010.769640.000000.00000
842012.02.08 13:00sell470.010.765230.000000.00000
852012.02.20 13:00sell480.010.767640.000000.00000
862012.02.27 03:00close380.010.746900.000000.00000-28.8710100.88
872012.02.27 03:00close390.010.746900.000000.00000-28.5410072.34
882012.02.27 03:00close400.010.746900.000000.00000-21.7610050.59
892012.02.27 03:00close410.010.746900.000000.00000-15.1910035.39
902012.02.27 03:00close420.010.746900.000000.00000-10.7910024.60
912012.02.27 03:00close430.010.746900.000000.00000-8.5510016.05
922012.02.27 03:00close440.010.746900.000000.000008.8810024.93
932012.02.27 03:00close450.010.746900.000000.000009.8910034.82
942012.02.27 03:00close460.010.746900.000000.0000022.6810057.50
952012.02.27 03:00close470.010.746900.000000.0000018.1510075.65
962012.02.27 03:00close480.010.746900.000000.0000021.8710097.52
972012.03.06 04:00buy490.010.745460.000000.00000
982012.03.06 09:00buy500.010.744690.000000.00000
992012.03.07 06:00close490.010.748920.000000.000003.7110101.23
1002012.03.07 06:00close500.010.748920.000000.000004.5510105.78
1012012.03.08 05:00buy510.010.748570.000000.00000
1022012.03.09 18:00close510.010.757390.000000.000009.5510115.34
1032012.03.21 07:00buy520.010.744450.000000.00000
1042012.03.23 02:00buy530.010.740700.000000.00000
1052012.03.23 15:00buy540.010.738980.000000.00000
1062012.03.23 18:00buy550.010.742480.000000.00000
1072012.03.26 00:00buy560.010.742430.000000.00000
1082012.03.26 12:00close520.010.744310.000000.00000-0.1810115.15
1092012.03.26 12:00close530.010.744310.000000.000003.8810119.04
1102012.03.26 12:00close540.010.744310.000000.000005.7510124.79
1112012.03.26 12:00close550.010.744310.000000.000001.9410126.73
1122012.03.26 12:00close560.010.744310.000000.000002.0010128.73
1132012.03.27 02:00buy570.010.742750.000000.00000
1142012.03.28 11:00buy580.010.741120.000000.00000
1152012.04.04 15:00close570.010.745800.000000.000003.3010132.03
1162012.04.04 15:00close580.010.745800.000000.000005.0610137.09
1172012.05.04 11:00buy590.010.730350.000000.00000
1182012.05.04 19:00buy600.010.729670.000000.00000
1192012.05.04 22:00buy610.010.730110.000000.00000
1202012.05.07 02:00close590.010.732480.000000.000002.2610139.36
1212012.05.07 02:00close600.010.732480.000000.000003.0010142.36
1222012.05.07 02:00close610.010.732480.000000.000002.5210144.88
1232012.05.07 05:00buy620.010.733140.000000.00000
1242012.05.08 14:00buy630.010.728920.000000.00000
1252012.05.09 04:00buy640.010.726440.000000.00000
1262012.05.18 21:00buy650.010.711000.000000.00000
1272012.05.28 04:00close620.010.727600.000000.00000-6.0110138.87
1282012.05.28 04:00close630.010.727600.000000.00000-1.4210137.45
1292012.05.28 04:00close640.010.727600.000000.000001.2710138.72
1302012.05.28 04:00close650.010.727600.000000.0000018.0410156.75
1312012.06.18 21:00sell660.010.755770.000000.00000
1322012.07.03 01:00sell670.010.766570.000000.00000
1332012.07.06 23:00sell680.010.780270.000000.00000
1342012.07.30 13:00sell690.010.791410.000000.00000
1352012.08.02 23:00sell700.010.797900.000000.00000
1362012.08.03 07:00sell710.010.801920.000000.00000
1372012.08.03 09:00sell720.010.801660.000000.00000
1382012.08.15 04:00close660.010.783850.000000.00000-35.9110120.84
1392012.08.15 04:00close670.010.783850.000000.00000-22.7910098.06
1402012.08.15 04:00close680.010.783850.000000.00000-7.4310090.63
1412012.08.15 04:00close690.010.783850.000000.000006.7110097.33
1422012.08.15 04:00close700.010.783850.000000.0000014.2210111.56
1432012.08.15 04:00close710.010.783850.000000.0000018.6910130.25
1442012.08.15 04:00close720.010.783850.000000.0000018.4010148.65
1452012.08.28 19:00buy730.010.770360.000000.00000
1462012.08.29 01:00buy740.010.768940.000000.00000
1472012.08.29 06:00buy750.010.769600.000000.00000
1482012.08.30 00:00buy760.010.767390.000000.00000
1492012.08.30 19:00buy770.010.767640.000000.00000
1502012.09.12 10:00close730.010.770260.000000.00000-0.1110148.54
1512012.09.12 10:00close740.010.770260.000000.000001.4310149.97
1522012.09.12 10:00close750.010.770260.000000.000000.7210150.69
1532012.09.12 10:00close760.010.770260.000000.000003.1110153.79
1542012.09.12 10:00close770.010.770260.000000.000002.8410156.63
1552012.10.16 14:00buy780.010.757100.000000.00000
1562012.10.16 23:00buy790.010.754050.000000.00000
1572012.10.17 00:00buy800.010.754130.000000.00000
1582012.10.17 17:00close780.010.758230.000000.000001.1810157.81
1592012.10.17 17:00close790.010.758230.000000.000004.5010162.31
1602012.10.17 17:00close800.010.758230.000000.000004.4110166.72
1612012.10.19 08:00buy810.010.758130.000000.00000
1622012.10.19 17:00buy820.010.758810.000000.00000
1632012.10.24 20:00close810.010.762120.000000.000004.3010171.02
1642012.10.24 20:00close820.010.762120.000000.000003.5610174.58
1652012.11.13 03:00sell830.010.775680.000000.00000
1662012.11.14 16:00close830.010.768200.000000.000008.0010182.58
1672012.12.03 08:00buy840.010.758990.000000.00000
1682012.12.03 23:00buy850.010.759700.000000.00000
1692012.12.04 11:00close840.010.763320.000000.000004.6610187.25
1702012.12.04 11:00close850.010.763320.000000.000003.8910191.14
1712013.03.21 14:00sell860.010.788170.000000.00000
1722013.03.21 15:00sell870.010.788780.000000.00000
1732013.03.21 20:00sell880.010.787520.000000.00000
1742013.03.22 13:00close860.010.785440.000000.000002.8310193.97
1752013.03.22 13:00close870.010.785440.000000.000003.4910197.46
1762013.03.22 13:00close880.010.785440.000000.000002.1210199.57
1772013.03.25 00:00sell890.010.785220.000000.00000
1782013.03.25 21:00sell900.010.792350.000000.00000
1792013.03.27 12:00sell910.010.795560.000000.00000
1802013.03.27 21:00sell920.010.797760.000000.00000
1812013.03.28 02:00sell930.010.798690.000000.00000
1822013.03.28 04:00sell940.010.797300.000000.00000
1832013.03.28 07:00sell950.010.797490.000000.00000
1842013.03.28 10:00sell960.010.797940.000000.00000
1852013.03.28 16:00close890.010.793640.000000.00000-9.6710189.91
1862013.03.28 16:00close900.010.793640.000000.00000-1.9110188.00
1872013.03.28 16:00close910.010.793640.000000.000001.7710189.76
1882013.03.28 16:00close920.010.793640.000000.000004.1610193.92
1892013.03.28 16:00close930.010.793640.000000.000005.4410199.36
1902013.03.28 16:00close940.010.793640.000000.000003.9310203.29
1912013.03.28 16:00close950.010.793640.000000.000004.1410207.43
1922013.03.28 16:00close960.010.793640.000000.000004.6310212.06
1932013.04.02 19:00sell970.010.799000.000000.00000
1942013.04.04 21:00close970.010.791750.000000.000007.4710219.53
1952013.04.10 19:00sell980.010.799410.000000.00000
1962013.04.11 14:00sell990.010.803930.000000.00000
1972013.04.12 18:00close980.010.796260.000000.000003.0110222.55
1982013.04.12 18:00close990.010.796260.000000.000008.2010230.74
1992013.05.23 12:00buy1000.010.778550.000000.00000
2002013.05.23 18:00close1000.010.785810.000000.000007.8510238.59
2012013.05.27 21:00buy1010.010.780030.000000.00000
2022013.05.27 21:00buy1020.010.780030.000000.00000
2032013.05.28 10:00close1010.010.784980.000000.000005.3410243.94
2042013.05.28 10:00close1020.010.784980.000000.000005.3410249.28
2052013.05.30 02:00buy1030.010.778770.000000.00000
2062013.05.30 05:00buy1040.010.780060.000000.00000
2072013.05.30 20:00buy1050.010.771550.000000.00000
2082013.05.31 12:00buy1060.010.763700.000000.00000
2092013.05.31 13:00buy1070.010.762870.000000.00000
2102013.05.31 16:00buy1080.010.763400.000000.00000
2112013.05.31 17:00buy1090.010.762470.000000.00000
2122013.05.31 19:00buy1100.010.764170.000000.00000
2132013.05.31 23:00buy1110.010.760270.000000.00000
2142013.06.03 01:00buy1120.010.762750.000000.00000
2152013.06.03 18:00close1030.010.769150.000000.00000-10.5110238.77
2162013.06.03 18:00close1040.010.769150.000000.00000-11.9210226.84
2172013.06.03 18:00close1050.010.769150.000000.00000-2.6610224.18
2182013.06.03 18:00close1060.010.769150.000000.000005.8810230.06
2192013.06.03 18:00close1070.010.769150.000000.000006.7810236.85
2202013.06.03 18:00close1080.010.769150.000000.000006.2010243.05
2212013.06.03 18:00close1090.010.769150.000000.000007.2110250.26
2222013.06.03 18:00close1100.010.769150.000000.000005.3610255.63
2232013.06.03 18:00close1110.010.769150.000000.000009.6110265.24
2242013.06.03 18:00close1120.010.769150.000000.000006.9110272.15
2252013.06.06 23:00buy1130.010.747710.000000.00000
2262013.06.07 10:00buy1140.010.740950.000000.00000
2272013.06.14 15:00close1130.010.748520.000000.000000.8710273.02
2282013.06.14 15:00close1140.010.748520.000000.000008.2110281.23
2292013.06.14 20:00buy1150.010.743650.000000.00000
2302013.06.14 22:00buy1160.010.743980.000000.00000
2312013.06.17 10:00close1150.010.747960.000000.000004.6410285.87
2322013.06.17 10:00close1160.010.747960.000000.000004.2810290.16
2332013.06.20 15:00buy1170.010.727050.000000.00000
2342013.06.20 23:00buy1180.010.719400.000000.00000
2352013.06.21 00:04buy1190.010.719620.000000.00000
2362013.06.21 22:00close1170.010.725680.000000.00000-1.5410288.62
2372013.06.21 22:00close1180.010.725680.000000.000006.7810295.40
2382013.06.21 22:00close1190.010.725680.000000.000006.5410301.94
2392013.08.21 00:00buy1200.010.732390.000000.00000
2402013.08.21 01:00buy1210.010.730420.000000.00000
2412013.08.21 06:00buy1220.010.725940.000000.00000
2422013.08.21 09:00buy1230.010.728690.000000.00000
2432013.09.03 01:00close1200.010.731570.000000.00000-0.9110301.04
2442013.09.03 01:00close1210.010.731570.000000.000001.2410302.28
2452013.09.03 01:00close1220.010.731570.000000.000006.1110308.39
2462013.09.03 01:00close1230.010.731570.000000.000003.1210311.51
2472013.12.11 20:00buy1240.010.728490.000000.00000
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