Strategy Tester Report
Швейцарец
Alpari-Demo2 (Build 416)

СимволEURCHF (Euro vs Swiss Franc)
Период15 Минут (M15) 2002.01.01 00:00 - 2012.03.21 23:45 (2002.01.01 - 2012.03.22)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыStop=200; Take=200; Magic=473443; volume=2; slippage=30; Razriv=200;
Баров в истории253092Смоделировано тиков57632976Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль20155.08Общая прибыль36708.06Общий убыток-16552.98
Прибыльность2.22Матожидание выигрыша221.48
Абсолютная просадка808.14Максимальная просадка3408.06 (13.47%)Относительная просадка13.47% (3408.06)
Всего сделок91Короткие позиции (% выигравших)32 (50.00%)Длинные позиции (% выигравших)59 (67.80%)
Прибыльные сделки (% от всех)56 (61.54%)Убыточные сделки (% от всех)35 (38.46%)
Самая большаяприбыльная сделка2489.92убыточная сделка-506.85
Средняяприбыльная сделка655.50убыточная сделка-472.94
Максимальное количествонепрерывных выигрышей (прибыль)8 (5417.70)непрерывных проигрышей (убыток)4 (-1944.29)
Максимальнаянепрерывная прибыль (число выигрышей)5417.70 (8)непрерывный убыток (число проигрышей)-1944.29 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12002.01.14 00:01sell12.001.479101.481101.47660
22002.01.14 08:27s/l12.001.481101.481101.47660-436.839563.17
32002.03.11 00:01sell22.001.473601.475601.47150
42002.03.11 09:38t/p22.001.471501.475601.47150458.6610021.83
52002.04.09 07:00buy32.001.465901.463601.46810
62002.04.09 07:39t/p32.001.468101.463601.46810480.6310502.46
72002.04.29 00:01sell42.001.464001.466001.46180
82002.04.29 05:30s/l42.001.466001.466001.46180-436.8210065.64
92002.06.03 00:01buy52.001.464201.461901.46830
102002.06.03 13:39t/p52.001.468301.461901.46830895.7210961.36
112002.06.28 01:30sell62.001.473101.475101.47040
122002.06.28 16:04t/p62.001.470401.475101.47040589.7111551.07
132002.07.29 00:01sell72.001.448001.450001.44520
142002.07.29 01:03s/l72.001.450001.450001.44520-436.8311114.24
152002.08.05 00:01sell82.001.450301.452301.44730
162002.08.05 02:24s/l82.001.452301.452301.44730-436.8310677.41
172002.08.19 00:01buy92.001.465301.463001.46950
182002.08.20 00:03t/p92.001.469501.463001.46950913.2111590.62
192002.12.25 13:01buy102.001.448801.446501.45130
202002.12.25 13:01t/p102.001.451301.446501.45130546.1812136.80
212002.12.25 15:53buy112.001.449501.447201.45140
222002.12.25 15:54t/p112.001.451401.447201.45140415.1012551.90
232002.12.25 16:08buy122.001.449501.447201.45140
242002.12.25 16:09t/p122.001.451401.447201.45140415.1012967.00
252003.01.27 00:01buy132.001.466001.463701.46800
262003.01.27 09:21t/p132.001.468001.463701.46800436.9513403.95
272003.02.17 00:45sell142.001.471001.473001.46860
282003.02.17 01:19s/l142.001.473001.473001.46860-436.8312967.12
292003.05.19 00:16buy152.001.513801.511501.51640
302003.05.19 08:29t/p152.001.516401.511501.51640568.0213535.14
312003.07.10 03:16sell162.001.542701.544701.54040
322003.07.10 03:18t/p162.001.540401.544701.54040502.3514037.49
332003.07.21 00:01buy172.001.533801.531501.53550
342003.07.21 01:37t/p172.001.535501.531501.53550371.4014408.89
352003.07.25 23:47sell182.001.548101.550101.54610
362003.07.28 13:09s/l182.001.550101.550101.54610-442.7213966.17
372003.10.06 00:01buy192.001.546701.544401.54860
382003.10.06 02:11s/l192.001.544401.544401.54860-502.4913463.68
392003.10.24 00:30buy202.001.548401.546101.55030
402003.10.24 12:38s/l202.001.546101.546101.55030-502.4912961.19
412003.11.07 23:18sell212.001.574501.576501.57250
422003.11.07 23:20t/p212.001.572501.576501.57250436.8313398.02
432003.11.10 00:01buy222.001.572101.569801.57410
442003.11.10 00:58t/p222.001.574101.569801.57410436.9413834.96
452003.11.17 00:01buy232.001.561901.559601.56400
462003.11.17 03:25t/p232.001.564001.559601.56400458.7914293.75
472003.12.08 00:01buy242.001.550901.548601.55370
482003.12.08 05:59t/p242.001.553701.548601.55370611.7214905.47
492003.12.15 00:01sell252.001.554301.556301.55090
502003.12.16 08:44s/l252.001.556301.556301.55090-442.7214462.76
512003.12.25 10:16sell262.001.555001.557001.55280
522003.12.25 10:29t/p262.001.552801.557001.55280480.5114943.27
532003.12.25 11:47buy272.001.552501.550201.55460
542003.12.25 11:47t/p272.001.554601.550201.55460458.7915402.06
552003.12.31 22:31buy282.001.558901.556601.56070
562003.12.31 22:31t/p282.001.560701.556601.56070393.2515795.31
572003.12.31 23:23buy292.001.559901.557601.56210
582004.01.01 04:03t/p292.001.562101.557601.56210467.5616262.87
592004.01.01 05:35buy302.001.559501.557201.56240
602004.01.01 13:41t/p302.001.562401.557201.56240633.5616896.43
612004.01.01 20:45buy312.001.558601.556301.56070
622004.01.01 20:47t/p312.001.560701.556301.56070458.7917355.22
632004.03.15 00:01buy322.001.563901.561601.57040
642004.03.15 16:25s/l322.001.561601.561601.57040-502.4816852.74
652004.04.19 00:01buy332.001.550901.548601.55390
662004.04.19 09:10s/l332.001.548601.548601.55390-502.4916350.25
672004.05.14 23:15sell342.001.540901.542901.53860
682004.05.17 04:31t/p342.001.538601.542901.53860496.4716846.72
692004.07.05 00:00buy352.001.514301.512001.51860
702004.07.05 08:37t/p352.001.518601.512001.51860939.4317786.15
712004.08.02 00:00buy362.001.537601.535301.54020
722004.08.02 09:04s/l362.001.535301.535301.54020-502.4817283.67
732005.05.30 00:01buy372.001.544901.542601.54820
742005.05.31 09:47s/l372.001.542601.542601.54820-506.8516776.82
752005.06.20 00:00buy382.001.543001.540701.54490
762005.06.20 09:20t/p382.001.544901.540701.54490415.1017191.92
772005.09.19 00:01buy392.001.551201.548901.55350
782005.09.19 08:48s/l392.001.548901.548901.55350-502.4816689.44
792005.12.26 10:00buy402.001.558401.556101.56340
802005.12.26 10:00t/p402.001.563401.556101.563401092.3617781.80
812005.12.26 10:45sell412.001.563301.565301.55830
822005.12.26 10:46t/p412.001.558301.565301.558301092.0718873.87
832005.12.26 12:00sell422.001.561401.563401.55920
842005.12.26 12:00t/p422.001.559201.563401.55920480.5219354.39
852006.08.14 00:00buy432.001.579401.577101.58120
862006.08.14 13:32t/p432.001.581201.577101.58120393.2519747.64
872006.11.13 00:01buy442.001.592201.589901.59420
882006.11.13 13:14t/p442.001.594201.589901.59420436.9520184.59
892007.04.30 00:02buy452.001.642501.640201.64570
902007.04.30 12:01t/p452.001.645701.640201.64570699.1120883.70
912007.07.30 00:01buy462.001.645801.643501.64750
922007.07.30 09:04t/p462.001.647501.643501.64750371.4021255.10
932007.08.06 00:00buy472.001.636101.633801.64000
942007.08.06 18:48t/p472.001.640001.633801.64000852.0422107.14
952007.09.07 14:30buy482.001.642601.640301.64430
962007.09.07 14:32s/l482.001.640301.640301.64430-502.4821604.66
972007.10.22 00:00buy492.001.663601.661301.66740
982007.10.22 04:55t/p492.001.667401.661301.66740830.1922434.85
992007.11.12 00:00buy502.001.645401.643101.64730
1002007.11.12 01:09t/p502.001.647301.643101.64730415.1022849.95
1012007.12.31 00:00sell512.001.659901.661901.65770
1022007.12.31 01:13t/p512.001.657701.661901.65770480.5223330.47
1032008.03.03 00:00buy522.001.573201.570901.58020
1042008.03.03 00:13s/l522.001.570901.570901.58020-502.4922827.98
1052008.03.10 00:00buy532.001.570901.568601.57420
1062008.03.10 06:58s/l532.001.568601.568601.57420-502.4822325.50
1072008.03.24 00:00sell542.001.560101.562101.55730
1082008.03.24 01:21s/l542.001.562101.562101.55730-436.8321888.67
1092008.03.31 00:00buy552.001.569901.567601.57170
1102008.03.31 01:20t/p552.001.571701.567601.57170393.2522281.92
1112008.08.11 00:00buy562.001.619501.617201.62410
1122008.08.11 08:53s/l562.001.617201.617201.62410-502.4821779.44
1132008.09.08 00:00sell572.001.607201.609201.59580
1142008.09.08 18:12t/p572.001.595801.609201.595802489.9224269.36
1152008.09.15 00:00buy582.001.600701.598401.60740
1162008.09.15 05:18s/l582.001.598401.598401.60740-502.4823766.88
1172008.09.29 00:00buy592.001.589601.587301.59310
1182008.09.29 07:19s/l592.001.587301.587301.59310-502.4923264.39
1192008.10.06 00:00buy602.001.550901.548601.55510
1202008.10.06 01:00s/l602.001.548601.548601.55510-502.4922761.90
1212008.10.13 00:02sell612.001.536501.538501.52670
1222008.10.13 00:09s/l612.001.538501.538501.52670-436.8322325.07
1232008.10.27 00:02buy622.001.462401.460101.47310
1242008.10.27 01:06t/p622.001.473101.460101.473102337.6424662.71
1252008.11.10 00:00sell632.001.504501.506501.49890
1262008.11.10 00:20s/l632.001.506501.506501.49890-436.8324225.88
1272008.11.17 00:00buy642.001.504601.502301.50660
1282008.11.17 00:53s/l642.001.502301.502301.50660-502.4823723.40
1292008.12.22 00:01sell652.001.537301.539301.53490
1302008.12.22 00:48s/l652.001.539301.539301.53490-436.8223286.58
1312008.12.26 12:00sell662.001.513101.515101.50580
1322008.12.26 15:29t/p662.001.505801.515101.505801594.4224881.00
1332008.12.29 23:00sell672.001.482501.484501.47900
1342008.12.29 23:04t/p672.001.479001.484501.47900764.4525645.45
1352009.01.02 10:00buy682.001.483201.480901.48570
1362009.01.02 10:32t/p682.001.485701.480901.48570546.1826191.63
1372009.01.26 00:00buy692.001.494401.492101.49610
1382009.01.26 00:26t/p692.001.496101.492101.49610371.4126563.04
1392009.02.16 00:00buy702.001.488851.486551.49280
1402009.02.16 00:11s/l702.001.486551.486551.49280-502.5026060.54
1412009.03.02 00:00buy712.001.478721.476421.48200
1422009.03.02 00:31s/l712.001.476421.476421.48200-502.5125558.03
1432009.03.16 00:00buy722.001.529681.527381.53204
1442009.03.16 00:19t/p722.001.532041.527381.53204515.6226073.65
1452009.03.23 00:00sell732.001.534341.536341.53005
1462009.03.23 04:49s/l732.001.536341.536341.53005-436.8625636.79
1472009.06.01 00:00buy742.001.508441.506141.51044
1482009.06.01 04:15t/p742.001.510441.506141.51044436.9626073.75
1492009.12.21 00:00buy752.001.489891.487591.49463
1502009.12.21 03:38t/p752.001.494631.487591.494631035.6227109.37
1512010.05.10 00:00sell762.001.421971.423971.41286
1522010.05.10 03:33s/l762.001.423971.423971.41286-436.8826672.49
1532010.06.21 00:00buy772.001.370821.368521.37289
1542010.06.21 02:06t/p772.001.372891.368521.37289452.2927124.78
1552010.07.12 00:00buy782.001.334541.332241.33685
1562010.07.12 03:30s/l782.001.332241.332241.33685-502.5526622.23
1572010.07.19 00:00buy792.001.352711.350411.35797
1582010.07.19 09:42t/p792.001.357971.350411.357971149.3027771.53
1592010.08.16 00:00buy802.001.338101.335801.34039
1602010.08.16 00:17t/p802.001.340391.335801.34039500.3628271.89
1612010.10.04 00:00sell812.001.345121.347121.34306
1622010.10.04 02:13t/p812.001.343061.347121.34306449.9828721.87
1632010.10.11 00:00sell822.001.344141.346141.34175
1642010.10.11 01:09s/l822.001.346141.346141.34175-436.8728285.00
1652010.11.01 00:00sell832.001.372501.374501.36986
1662010.11.01 01:02s/l832.001.374501.374501.36986-436.8727848.13
1672010.11.22 00:00sell842.001.361841.363841.35656
1682010.11.22 00:03s/l842.001.363841.363841.35656-436.8827411.25
1692010.11.29 00:00sell852.001.331681.333681.32796
1702010.11.29 00:58t/p852.001.327961.333681.32796812.5928223.84
1712010.12.27 00:00buy862.001.260431.258131.26251
1722010.12.27 07:48t/p862.001.262511.258131.26251454.4828678.32
1732011.01.03 00:00buy872.001.246111.243811.24810
1742011.01.03 02:47s/l872.001.243811.243811.24810-502.5528175.77
1752011.01.31 00:00buy882.001.279591.277291.28162
1762011.01.31 05:29t/p882.001.281621.277291.28162443.5528619.32
1772011.02.14 00:00buy892.001.316221.313921.31852
1782011.02.14 07:55t/p892.001.318521.313921.31852502.5429121.86
1792011.03.07 00:00sell902.001.295121.297121.29285
1802011.03.07 04:44t/p902.001.292851.297121.29285495.8629617.72
1812011.03.14 00:00sell912.001.294961.296961.29250
1822011.03.14 01:12t/p912.001.292501.296961.29250537.3630155.08