Strategy Tester Report
ALFA-BETA_V6_real_data-XXXXXXXXX
Alpari-ECN-Live (Build 600)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2012.01.02 00:00 - 2012.12.31 19:00 (2012.01.01 - 2013.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLotSize=0.01; MM=true; PairPercent=100; MinLot=0.01; PerLot=100; ValueForPair=100; Stop=100; Profit=15; ChangeProfit=10; NumberForChange=1; MaxOrders=9; NetStep=5; OpenOnlyOneSide=true; Martingale=true; MartingalStep=1; IntervalAfterProfit=10; OneStopPerSession=true; StartTime=443153592; EndTime=443154168; FinishTime=443153688; __=488179912; UseMA=false; MA_Period=150; MA_Shift=0; MA_Method=1; MA_PriceAppl=0; ___=447689944; UseZigZag=true; ZigExtDepth=90; ZigDeviation=5; ZigExtBackstep=3; Magic=12374; ProfitLineStyle=0; ProfitLineWidth=1; ProfitLineColor=Lime; LineStyle=0; LineWidth=1; OpenArrow=216; CloseArrow=215; Distance2=5; Crl1=68,60,236; PanelColor=75,75,75; TextColor=White; LabelWidth=250; LabelHeight=20; YShift=60; XShift=20; FontSizeG=10; FontnameG=443153528;
Баров в истории25877Смоделировано тиков14692511Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит500.00Спред2
Чистая прибыль5590.49Общая прибыль9862.76Общий убыток-4272.27
Прибыльность2.31Матожидание выигрыша9.79
Абсолютная просадка249.88Максимальная просадка1346.22 (24.51%)Относительная просадка72.14% (647.52)
Всего сделок571Короткие позиции (% выигравших)267 (71.16%)Длинные позиции (% выигравших)304 (69.41%)
Прибыльные сделки (% от всех)401 (70.23%)Убыточные сделки (% от всех)170 (29.77%)
Самая большаяприбыльная сделка319.14убыточная сделка-237.60
Средняяприбыльная сделка24.60убыточная сделка-25.13
Максимальное количествонепрерывных выигрышей (прибыль)11 (177.90)непрерывных проигрышей (убыток)5 (-240.20)
Максимальнаянепрерывная прибыль (число выигрышей)625.03 (8)непрерывный убыток (число проигрышей)-503.82 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.01.02 01:00sell10.051.294380.000000.00000
22012.01.02 09:30close10.051.294380.000000.000000.00500.00
32012.01.03 01:00buy20.051.293390.000000.00000
42012.01.03 03:15close20.051.296400.000000.0000015.05515.05
52012.01.04 01:00sell30.051.305070.000000.00000
62012.01.04 09:30close30.051.303190.000000.000009.40524.45
72012.01.05 01:00buy40.051.293650.000000.00000
82012.01.05 02:00buy50.101.293020.000000.00000
92012.01.05 03:30buy60.101.292010.000000.00000
102012.01.05 08:45buy70.151.291420.000000.00000
112012.01.05 09:13close70.151.292700.000000.0000019.20543.65
122012.01.05 09:13close60.101.292700.000000.000006.90550.55
132012.01.05 09:13close50.101.292700.000000.00000-3.20547.35
142012.01.05 09:13close40.051.292700.000000.00000-4.75542.60
152012.01.06 01:00buy80.051.279090.000000.00000
162012.01.06 01:45buy90.101.278570.000000.00000
172012.01.06 05:22close90.101.279760.000000.0000011.90554.50
182012.01.06 05:22close80.051.279760.000000.000003.35557.85
192012.01.09 01:00buy100.051.269280.000000.00000
202012.01.09 01:15buy110.101.268380.000000.00000
212012.01.09 01:30buy120.101.267860.000000.00000
222012.01.09 01:45buy130.151.267070.000000.00000
232012.01.09 02:01close130.151.268330.000000.0000018.90576.75
242012.01.09 02:01close120.101.268330.000000.000004.70581.45
252012.01.09 02:01close110.101.268330.000000.00000-0.50580.95
262012.01.09 02:01close100.051.268330.000000.00000-4.75576.20
272012.01.10 01:00buy140.051.276810.000000.00000
282012.01.10 09:30close140.051.278730.000000.000009.60585.80
292012.01.11 01:00sell150.051.277070.000000.00000
302012.01.11 03:05close150.051.274040.000000.0000015.15600.95
312012.01.12 01:00buy160.061.270830.000000.00000
322012.01.12 03:45buy170.121.270240.000000.00000
332012.01.12 03:51close170.121.271280.000000.0000012.48613.43
342012.01.12 03:51close160.061.271280.000000.000002.70616.13
352012.01.13 01:00sell180.061.281360.000000.00000
362012.01.13 01:45sell190.121.281870.000000.00000
372012.01.13 06:30sell200.121.282450.000000.00000
382012.01.13 06:45sell210.181.282930.000000.00000
392012.01.13 07:45sell220.181.283520.000000.00000
402012.01.13 08:15sell230.241.286690.000000.00000
412012.01.13 09:30sell240.241.287170.000000.00000
422012.01.13 10:03close240.241.284240.000000.0000070.32686.45
432012.01.13 10:03close230.241.284240.000000.0000058.80745.25
442012.01.13 10:03close220.181.284240.000000.00000-12.96732.29
452012.01.13 10:03close210.181.284240.000000.00000-23.58708.71
462012.01.13 10:03close200.121.284240.000000.00000-21.48687.23
472012.01.13 10:03close190.121.284240.000000.00000-28.44658.79
482012.01.13 10:03close180.061.284240.000000.00000-17.28641.51
492012.01.16 01:00buy250.061.263870.000000.00000
502012.01.16 03:45buy260.121.263010.000000.00000
512012.01.16 03:56close260.121.264140.000000.0000013.56655.07
522012.01.16 03:56close250.061.264140.000000.000001.62656.69
532012.01.17 01:00buy270.061.264940.000000.00000
542012.01.17 02:21close270.061.267470.000000.0000015.18671.87
552012.01.18 01:00sell280.061.274020.000000.00000
562012.01.18 02:00sell290.121.274600.000000.00000
572012.01.18 02:45sell300.121.275620.000000.00000
582012.01.18 04:15sell310.181.277240.000000.00000
592012.01.18 04:45sell320.181.277740.000000.00000
602012.01.18 06:00sell330.241.278350.000000.00000
612012.01.18 07:36close330.241.276620.000000.0000041.52713.39
622012.01.18 07:36close320.181.276620.000000.0000020.16733.55
632012.01.18 07:36close310.181.276620.000000.0000011.16744.71
642012.01.18 07:36close300.121.276620.000000.00000-12.00732.71
652012.01.18 07:36close290.121.276620.000000.00000-24.24708.47
662012.01.18 07:36close280.061.276620.000000.00000-15.60692.87
672012.01.19 01:00sell340.061.285310.000000.00000
682012.01.19 01:30sell350.121.286450.000000.00000
692012.01.19 02:40close350.121.285230.000000.0000014.64707.51
702012.01.19 02:40close340.061.285230.000000.000000.48707.99
712012.01.20 01:00sell360.071.296560.000000.00000
722012.01.20 08:15sell370.141.297850.000000.00000
732012.01.20 09:03close370.141.296700.000000.0000016.10724.09
742012.01.20 09:03close360.071.296700.000000.00000-0.98723.11
752012.01.23 01:00buy380.071.287970.000000.00000
762012.01.23 03:28close380.071.290140.000000.0000015.19738.30
772012.01.24 01:00sell390.071.301310.000000.00000
782012.01.24 01:45sell400.141.302260.000000.00000
792012.01.24 03:17close400.141.301220.000000.0000014.56752.86
802012.01.24 03:17close390.071.301220.000000.000000.63753.49
812012.01.25 01:00buy410.071.303050.000000.00000
822012.01.25 03:15buy420.141.302410.000000.00000
832012.01.25 05:15buy430.141.301600.000000.00000
842012.01.25 06:35close430.141.302700.000000.0000015.40768.89
852012.01.25 06:35close420.141.302700.000000.000004.06772.95
862012.01.25 06:35close410.071.302700.000000.00000-2.45770.50
872012.01.26 01:00sell440.071.309970.000000.00000
882012.01.26 01:15sell450.141.310640.000000.00000
892012.01.26 02:44close450.141.309700.000000.0000013.16783.66
902012.01.26 02:44close440.071.309700.000000.000001.89785.55
912012.01.27 01:00sell460.071.310420.000000.00000
922012.01.27 02:24close460.071.308270.000000.0000015.05800.60
932012.01.30 01:00sell470.081.321310.000000.00000
942012.01.30 02:23close470.081.319430.000000.0000015.04815.64
952012.01.31 01:00buy480.081.314060.000000.00000
962012.01.31 01:15buy490.161.313580.000000.00000
972012.01.31 02:26close490.161.314370.000000.0000012.64828.28
982012.01.31 02:26close480.081.314370.000000.000002.48830.76
992012.02.01 01:00buy500.081.308940.000000.00000
1002012.02.01 02:00buy510.161.307550.000000.00000
1012012.02.01 03:30buy520.161.306800.000000.00000
1022012.02.01 03:45buy530.241.305870.000000.00000
1032012.02.01 04:01close530.241.307190.000000.0000031.68862.44
1042012.02.01 04:01close520.161.307190.000000.000006.24868.68
1052012.02.01 04:01close510.161.307190.000000.00000-5.76862.92
1062012.02.01 04:01close500.081.307190.000000.00000-14.00848.92
1072012.02.02 01:00sell540.081.316960.000000.00000
1082012.02.02 02:45sell550.161.318660.000000.00000
1092012.02.02 03:15sell560.161.319330.000000.00000
1102012.02.02 03:43close560.161.318160.000000.0000018.72867.64
1112012.02.02 03:43close550.161.318160.000000.000008.00875.64
1122012.02.02 03:43close540.081.318160.000000.00000-9.60866.04
1132012.02.03 01:00buy570.081.314520.000000.00000
1142012.02.03 02:00buy580.161.313560.000000.00000
1152012.02.03 03:15buy590.161.311970.000000.00000
1162012.02.03 04:46close590.161.313540.000000.0000025.12891.16
1172012.02.03 04:46close580.161.313540.000000.00000-0.32890.84
1182012.02.03 04:46close570.081.313540.000000.00000-7.84883.00
1192012.02.06 01:00buy600.081.312700.000000.00000
1202012.02.06 01:30buy610.161.312220.000000.00000
1212012.02.06 02:15buy620.161.311730.000000.00000
1222012.02.06 02:30buy630.241.310750.000000.00000
1232012.02.06 04:15buy640.241.308910.000000.00000
1242012.02.06 07:45buy650.321.308410.000000.00000
1252012.02.06 09:00buy660.321.306600.000000.00000
1262012.02.06 10:01close660.321.309630.000000.0000096.96979.96
1272012.02.06 10:01close650.321.309630.000000.0000039.041019.00
1282012.02.06 10:01close640.241.309630.000000.0000017.281036.28
1292012.02.06 10:01close630.241.309630.000000.00000-26.881009.40
1302012.02.06 10:01close620.161.309630.000000.00000-33.60975.80
1312012.02.06 10:01close610.161.309630.000000.00000-41.44934.36
1322012.02.06 10:01close600.081.309630.000000.00000-24.56909.80
1332012.02.07 01:00buy670.091.312310.000000.00000
1342012.02.07 01:45buy680.181.311810.000000.00000
1352012.02.07 03:33close680.181.312540.000000.0000013.14922.94
1362012.02.07 03:33close670.091.312540.000000.000002.07925.01
1372012.02.08 01:00sell690.091.326120.000000.00000
1382012.02.08 02:01close690.091.324450.000000.0000015.03940.04
1392012.02.09 01:00buy700.091.325040.000000.00000
1402012.02.09 01:15buy710.181.322410.000000.00000
1412012.02.09 01:28close710.181.323850.000000.0000025.92965.96
1422012.02.09 01:28close700.091.323850.000000.00000-10.71955.25
1432012.02.09 01:45buy720.091.324570.000000.00000
1442012.02.09 02:30buy730.181.323780.000000.00000
1452012.02.09 03:45close730.181.324600.000000.0000014.76970.01
1462012.02.09 03:45close720.091.324600.000000.000000.27970.28
1472012.02.10 01:00sell740.091.328460.000000.00000
1482012.02.10 05:35close740.091.326790.000000.0000015.03985.31
1492012.02.13 01:00buy750.091.323810.000000.00000
1502012.02.13 01:09close750.091.325480.000000.0000015.031000.34
1512012.02.13 01:30buy760.101.323540.000000.00000
1522012.02.13 01:45buy770.201.322480.000000.00000
1532012.02.13 01:57close770.201.323340.000000.0000017.201017.54
1542012.02.13 01:57close760.101.323340.000000.00000-2.001015.54
1552012.02.14 01:00buy780.101.317310.000000.00000
1562012.02.14 01:15buy790.201.316510.000000.00000
1572012.02.14 01:45buy800.201.315470.000000.00000
1582012.02.14 02:34close800.201.316590.000000.0000022.401037.94
1592012.02.14 02:34close790.201.316590.000000.000001.601039.54
1602012.02.14 02:34close780.101.316590.000000.00000-7.201032.34
1612012.02.15 01:00buy810.101.312800.000000.00000
1622012.02.15 03:00buy820.201.312160.000000.00000
1632012.02.15 03:15buy830.201.311550.000000.00000
1642012.02.15 03:22close830.201.312390.000000.0000016.801049.14
1652012.02.15 03:22close820.201.312390.000000.000004.601053.74
1662012.02.15 03:22close810.101.312390.000000.00000-4.101049.64
1672012.02.16 01:00buy840.101.305920.000000.00000
1682012.02.16 01:15buy850.201.305320.000000.00000
1692012.02.16 01:41close850.201.306020.000000.0000014.001063.64
1702012.02.16 01:41close840.101.306020.000000.000001.001064.64
1712012.02.17 01:00sell860.101.313040.000000.00000
1722012.02.17 03:30sell870.201.313560.000000.00000
1732012.02.17 04:29close870.201.312880.000000.0000013.601078.24
1742012.02.17 04:29close860.101.312880.000000.000001.601079.84
1752012.02.20 01:00sell880.101.320250.000000.00000
1762012.02.20 01:15sell890.201.322020.000000.00000
1772012.02.20 01:45sell900.201.322750.000000.00000
1782012.02.20 02:00close900.201.321610.000000.0000022.801102.64
1792012.02.20 02:00close890.201.321610.000000.000008.201110.84
1802012.02.20 02:00close880.101.321610.000000.00000-13.601097.24
1812012.02.21 01:00sell910.101.323300.000000.00000
1822012.02.21 01:16close910.101.321800.000000.0000015.001112.24
1832012.02.21 01:30sell920.111.320280.000000.00000
1842012.02.21 02:15sell930.221.321080.000000.00000
1852012.02.21 02:30close930.221.320350.000000.0000016.061128.30
1862012.02.21 02:30close920.111.320350.000000.00000-0.771127.53
1872012.02.22 01:00sell940.111.323150.000000.00000
1882012.02.22 01:30sell950.221.323690.000000.00000
1892012.02.22 02:00sell960.221.324830.000000.00000
1902012.02.22 02:05close960.221.323730.000000.0000024.201151.73
1912012.02.22 02:05close950.221.323730.000000.00000-0.881150.85
1922012.02.22 02:05close940.111.323730.000000.00000-6.381144.47
1932012.02.23 01:00sell970.111.324740.000000.00000
1942012.02.23 02:00sell980.221.325450.000000.00000
1952012.02.23 02:17close980.221.324750.000000.0000015.401159.87
1962012.02.23 02:17close970.111.324750.000000.00000-0.111159.76
1972012.02.24 01:00sell990.111.337300.000000.00000
1982012.02.24 08:01close990.111.335930.000000.0000015.071174.83
1992012.02.27 01:00sell1000.111.346370.000000.00000
2002012.02.27 02:33close1000.111.344990.000000.0000015.181190.01
2012012.02.28 01:00buy1010.111.339390.000000.00000
2022012.02.28 02:00close1010.111.340760.000000.0000015.071205.08
2032012.02.29 01:00sell1020.121.345750.000000.00000
2042012.02.29 01:30sell1030.241.346520.000000.00000
2052012.02.29 02:00sell1040.241.347760.000000.00000
2062012.02.29 07:00sell1050.361.348340.000000.00000
2072012.02.29 07:41close1050.361.347220.000000.0000040.321245.40
2082012.02.29 07:41close1040.241.347220.000000.0000012.961258.36
2092012.02.29 07:41close1030.241.347220.000000.00000-16.801241.56
2102012.02.29 07:41close1020.121.347220.000000.00000-17.641223.92
2112012.03.01 01:00buy1060.121.332350.000000.00000
2122012.03.01 02:59close1060.121.333620.000000.0000015.241239.16
2132012.03.02 01:00buy1070.121.331560.000000.00000
2142012.03.02 02:22close1070.121.332810.000000.0000015.001254.16
2152012.03.05 01:00buy1080.121.319510.000000.00000
2162012.03.05 02:00buy1090.241.318510.000000.00000
2172012.03.05 02:04close1090.241.319280.000000.0000018.481272.64
2182012.03.05 02:04close1080.121.319280.000000.00000-2.761269.88
2192012.03.06 01:00sell1100.121.321550.000000.00000
2202012.03.06 01:45sell1110.241.322070.000000.00000
2212012.03.06 03:53close1110.241.321480.000000.0000014.161284.04
2222012.03.06 03:53close1100.121.321480.000000.000000.841284.88
2232012.03.07 01:00buy1120.121.311350.000000.00000
2242012.03.07 02:59close1120.121.312600.000000.0000015.001299.88
2252012.03.08 01:00sell1130.121.315020.000000.00000
2262012.03.08 02:21close1130.121.313750.000000.0000015.241315.12
2272012.03.09 01:00sell1140.131.327610.000000.00000
2282012.03.09 01:43close1140.131.326450.000000.0000015.081330.20
2292012.03.12 01:00buy1150.131.311610.000000.00000
2302012.03.12 02:30buy1160.261.310930.000000.00000
2312012.03.12 02:45buy1170.261.310280.000000.00000
2322012.03.12 02:58close1170.261.311060.000000.0000020.281350.48
2332012.03.12 02:58close1160.261.311060.000000.000003.381353.86
2342012.03.12 02:58close1150.131.311060.000000.00000-7.151346.71
2352012.03.13 01:00sell1180.131.315470.000000.00000
2362012.03.13 01:45sell1190.261.316690.000000.00000
2372012.03.13 02:54close1190.261.315880.000000.0000021.061367.77
2382012.03.13 02:54close1180.131.315880.000000.00000-5.331362.44
2392012.03.14 01:00buy1200.131.308190.000000.00000
2402012.03.14 02:15buy1210.261.307180.000000.00000
2412012.03.14 02:30buy1220.261.306500.000000.00000
2422012.03.14 03:08close1220.261.307370.000000.0000022.621385.06
2432012.03.14 03:08close1210.261.307370.000000.000004.941390.00
2442012.03.14 03:08close1200.131.307370.000000.00000-10.661379.34
2452012.03.15 01:00buy1230.131.303020.000000.00000
2462012.03.15 02:00buy1240.261.302010.000000.00000
2472012.03.15 02:24close1240.261.302740.000000.0000018.981398.32
2482012.03.15 02:24close1230.131.302740.000000.00000-3.641394.68
2492012.03.16 01:00sell1250.131.307080.000000.00000
2502012.03.16 01:15sell1260.261.308140.000000.00000
2512012.03.16 02:00close1260.261.307390.000000.0000019.501414.18
2522012.03.16 02:00close1250.131.307390.000000.00000-4.031410.15
2532012.03.19 01:00sell1270.141.317960.000000.00000
2542012.03.19 02:32close1270.141.316880.000000.0000015.121425.27
2552012.03.20 01:00sell1280.141.323350.000000.00000
2562012.03.20 03:00sell1290.281.323960.000000.00000
2572012.03.20 03:34close1290.281.323380.000000.0000016.241441.51
2582012.03.20 03:34close1280.141.323380.000000.00000-0.421441.09
2592012.03.21 01:00sell1300.141.322910.000000.00000
2602012.03.21 02:00sell1310.281.323780.000000.00000
2612012.03.21 02:15sell1320.281.324730.000000.00000
2622012.03.21 03:00sell1330.421.326410.000000.00000
2632012.03.21 04:45sell1340.421.327850.000000.00000
2642012.03.21 09:24close1340.421.325560.000000.0000096.181537.27
2652012.03.21 09:24close1330.421.325560.000000.0000035.701572.97
2662012.03.21 09:24close1320.281.325560.000000.00000-23.241549.73
2672012.03.21 09:24close1310.281.325560.000000.00000-49.841499.89
2682012.03.21 09:24close1300.141.325560.000000.00000-37.101462.79
2692012.03.22 01:00buy1350.141.321200.000000.00000
2702012.03.22 02:21close1350.141.322280.000000.0000015.121477.91
2712012.03.23 01:00buy1360.141.319830.000000.00000
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