Strategy Tester Report
ALFA-OMEGA_V5_-XXX XXX XXX
Alpari-ECN-Live (Build 600)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2013.01.02 09:00 - 2014.03.07 23:55 (2013.01.01 - 2015.02.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыNumberAccount=927096; LotSize=0.01; MM=false; PairPercent=20; MinLot=0.01; PerLot=100; ValueForPair=500; Stop=100; Profit=3; ChangeProfit=10; NumberForChange=1; MaxOrders=9; NetStep=5; OpenOnlyOneSide=true; Martingale=true; MartingalStep=1; IntervalAfterProfit=10; OneStopPerSession=true; StartTime=457369792; EndTime=457369760; __=311373304; MA_Period=150; MA_Shift=0; MA_Method=1; MA_PriceAppl=0; 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=20; XShift=10; FontSizeG=10; FontnameG=457369728;
Баров в истории88233Смоделировано тиков11716309Качество моделирования90.00%
Ошибки рассогласования графиков8
Начальный депозит100.00Спред20
Чистая прибыль1021.63Общая прибыль1485.36Общий убыток-463.74
Прибыльность3.20Матожидание выигрыша1.10
Абсолютная просадка19.39Максимальная просадка487.60 (48.98%)Относительная просадка48.98% (487.60)
Всего сделок926Короткие позиции (% выигравших)422 (64.93%)Длинные позиции (% выигравших)504 (69.64%)
Прибыльные сделки (% от всех)625 (67.49%)Убыточные сделки (% от всех)301 (32.51%)
Самая большаяприбыльная сделка21.20убыточная сделка-11.69
Средняяприбыльная сделка2.38убыточная сделка-1.54
Максимальное количествонепрерывных выигрышей (прибыль)15 (25.23)непрерывных проигрышей (убыток)6 (-21.75)
Максимальнаянепрерывная прибыль (число выигрышей)54.59 (7)непрерывный убыток (число проигрышей)-43.29 (5)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.03 01:00sell10.011.318890.000000.00000
22013.01.03 04:52close10.011.315870.000000.000003.02103.02
32013.01.04 01:00sell20.011.303640.000000.00000
42013.01.04 01:05sell30.021.304250.000000.00000
52013.01.04 01:35sell40.021.304900.000000.00000
62013.01.04 01:46close40.021.303700.000000.000002.40105.42
72013.01.04 01:46close30.021.303700.000000.000001.10106.52
82013.01.04 01:46close20.011.303700.000000.00000-0.06106.46
92013.01.07 01:00buy50.011.307840.000000.00000
102013.01.07 01:10buy60.021.307270.000000.00000
112013.01.07 01:15buy70.021.306660.000000.00000
122013.01.07 02:05buy80.031.306140.000000.00000
132013.01.07 02:25buy90.031.305560.000000.00000
142013.01.07 02:50buy100.041.304550.000000.00000
152013.01.07 04:48close100.041.306220.000000.000006.68113.14
162013.01.07 04:48close90.031.306220.000000.000001.98115.12
172013.01.07 04:48close80.031.306220.000000.000000.24115.36
182013.01.07 04:48close70.021.306220.000000.00000-0.88114.48
192013.01.07 04:48close60.021.306220.000000.00000-2.10112.38
202013.01.07 04:48close50.011.306220.000000.00000-1.62110.76
212013.01.08 01:00buy110.011.312550.000000.00000
222013.01.08 01:15buy120.021.312040.000000.00000
232013.01.08 03:15buy130.021.311550.000000.00000
242013.01.08 03:20buy140.031.311010.000000.00000
252013.01.08 04:27close140.031.312050.000000.000003.12113.88
262013.01.08 04:27close130.021.312050.000000.000001.00114.88
272013.01.08 04:27close120.021.312050.000000.000000.02114.90
282013.01.08 04:27close110.011.312050.000000.00000-0.50114.40
292013.01.09 01:00sell150.011.308040.000000.00000
302013.01.09 02:15sell160.021.308800.000000.00000
312013.01.09 02:34close160.021.307530.000000.000002.54116.94
322013.01.09 02:34close150.011.307530.000000.000000.51117.45
332013.01.10 01:00sell170.011.305410.000000.00000
342013.01.10 09:25sell180.021.306260.000000.00000
352013.01.10 09:40sell190.021.307030.000000.00000
362013.01.10 10:40close190.021.305730.000000.000002.60120.05
372013.01.10 10:40close180.021.305730.000000.000001.06121.11
382013.01.10 10:40close170.011.305730.000000.00000-0.32120.79
392013.01.11 01:00buy200.011.326710.000000.00000
402013.01.11 01:30buy210.021.326160.000000.00000
412013.01.11 01:53close210.021.327350.000000.000002.38123.17
422013.01.11 01:53close200.011.327350.000000.000000.64123.81
432013.01.14 01:00buy220.011.336610.000000.00000
442013.01.14 01:05buy230.021.336080.000000.00000
452013.01.14 02:05buy240.021.335420.000000.00000
462013.01.14 02:55close240.021.336590.000000.000002.34126.15
472013.01.14 02:55close230.021.336590.000000.000001.02127.17
482013.01.14 02:55close220.011.336590.000000.00000-0.02127.15
492013.01.15 01:00buy250.011.337660.000000.00000
502013.01.15 05:45buy260.021.337120.000000.00000
512013.01.15 06:00buy270.021.335690.000000.00000
522013.01.15 06:30buy280.031.335100.000000.00000
532013.01.15 08:55buy290.031.334470.000000.00000
542013.01.15 09:10buy300.041.333980.000000.00000
552013.01.15 09:34close300.041.335500.000000.000006.08133.23
562013.01.15 09:34close290.031.335500.000000.000003.09136.32
572013.01.15 09:34close280.031.335500.000000.000001.20137.52
582013.01.15 09:34close270.021.335500.000000.00000-0.38137.14
592013.01.15 09:34close260.021.335500.000000.00000-3.24133.90
602013.01.15 09:34close250.011.335500.000000.00000-2.16131.74
612013.01.16 01:00sell310.011.329740.000000.00000
622013.01.16 01:50sell320.021.330400.000000.00000
632013.01.16 02:05sell330.021.331290.000000.00000
642013.01.16 02:52close330.021.329960.000000.000002.66134.40
652013.01.16 02:52close320.021.329960.000000.000000.88135.28
662013.01.16 02:52close310.011.329960.000000.00000-0.22135.06
672013.01.17 01:00buy340.011.329050.000000.00000
682013.01.17 02:00buy350.021.328450.000000.00000
692013.01.17 02:37close350.021.329650.000000.000002.40137.46
702013.01.17 02:37close340.011.329650.000000.000000.60138.06
712013.01.18 01:00buy360.011.337470.000000.00000
722013.01.18 03:15buy370.021.336490.000000.00000
732013.01.18 05:38close370.021.337820.000000.000002.66140.72
742013.01.18 05:38close360.011.337820.000000.000000.35141.07
752013.01.21 01:00sell380.011.330900.000000.00000
762013.01.21 01:05sell390.021.331430.000000.00000
772013.01.21 02:31close390.021.330220.000000.000002.42143.49
782013.01.21 02:31close380.011.330220.000000.000000.68144.17
792013.01.22 01:00buy400.011.331530.000000.00000
802013.01.22 02:00buy410.021.330920.000000.00000
812013.01.22 02:10buy420.021.330290.000000.00000
822013.01.22 04:09close420.021.331450.000000.000002.32146.49
832013.01.22 04:09close410.021.331450.000000.000001.06147.55
842013.01.22 04:09close400.011.331450.000000.00000-0.08147.47
852013.01.23 01:00buy430.011.332130.000000.00000
862013.01.23 02:00buy440.021.331240.000000.00000
872013.01.23 03:01close440.021.332560.000000.000002.64150.11
882013.01.23 03:01close430.011.332560.000000.000000.43150.54
892013.01.24 01:00sell450.011.330980.000000.00000
902013.01.24 04:25sell460.021.331690.000000.00000
912013.01.24 08:45sell470.021.333760.000000.00000
922013.01.24 09:58close470.021.331690.000000.000004.14154.68
932013.01.24 09:58close460.021.331690.000000.000000.00154.68
942013.01.24 09:58close450.011.331690.000000.00000-0.71153.97
952013.01.25 01:00buy480.011.337940.000000.00000
962013.01.25 01:05buy490.021.337430.000000.00000
972013.01.25 01:55buy500.021.336920.000000.00000
982013.01.25 03:40buy510.031.336350.000000.00000
992013.01.25 04:00buy520.031.335800.000000.00000
1002013.01.25 04:20buy530.041.335220.000000.00000
1012013.01.25 04:57close530.041.336560.000000.000005.36159.33
1022013.01.25 04:57close520.031.336560.000000.000002.28161.61
1032013.01.25 04:57close510.031.336560.000000.000000.63162.24
1042013.01.25 04:57close500.021.336560.000000.00000-0.72161.52
1052013.01.25 04:57close490.021.336560.000000.00000-1.74159.78
1062013.01.25 04:57close480.011.336560.000000.00000-1.38158.40
1072013.01.28 01:00buy540.011.345980.000000.00000
1082013.01.28 03:30buy550.021.345370.000000.00000
1092013.01.28 07:20close550.021.346580.000000.000002.42160.82
1102013.01.28 07:20close540.011.346580.000000.000000.60161.42
1112013.01.29 01:00sell560.011.344520.000000.00000
1122013.01.29 02:05sell570.021.345070.000000.00000
1132013.01.29 05:15sell580.021.345580.000000.00000
1142013.01.29 08:01close580.021.344490.000000.000002.18163.60
1152013.01.29 08:01close570.021.344490.000000.000001.16164.76
1162013.01.29 08:01close560.011.344490.000000.000000.03164.79
1172013.01.30 01:00buy590.011.348680.000000.00000
1182013.01.30 11:19close590.011.351690.000000.000003.01167.80
1192013.01.31 01:00buy600.011.356770.000000.00000
1202013.01.31 08:35buy610.021.356240.000000.00000
1212013.01.31 08:40buy620.021.355130.000000.00000
1222013.01.31 12:02close620.021.356570.000000.000002.88170.68
1232013.01.31 12:02close610.021.356570.000000.000000.66171.34
1242013.01.31 12:02close600.011.356570.000000.00000-0.20171.14
1252013.02.01 01:00buy630.011.358680.000000.00000
1262013.02.01 03:23close630.011.361690.000000.000003.01174.15
1272013.02.04 01:00sell640.011.364910.000000.00000
1282013.02.04 06:54close640.011.361910.000000.000003.00177.15
1292013.02.05 01:00sell650.011.350250.000000.00000
1302013.02.05 01:30sell660.021.351030.000000.00000
1312013.02.05 02:47close660.021.349760.000000.000002.54179.69
1322013.02.05 02:47close650.011.349760.000000.000000.49180.18
1332013.02.06 01:00buy670.011.358170.000000.00000
1342013.02.06 01:05buy680.021.357380.000000.00000
1352013.02.06 02:39close680.021.358650.000000.000002.54182.72
1362013.02.06 02:39close670.011.358650.000000.000000.48183.20
1372013.02.07 01:00sell690.011.351700.000000.00000
1382013.02.07 01:50sell700.021.352290.000000.00000
1392013.02.07 02:51close700.021.351090.000000.000002.40185.60
1402013.02.07 02:51close690.011.351090.000000.000000.61186.21
1412013.02.08 01:00sell710.011.339430.000000.00000
1422013.02.08 04:00sell720.021.340440.000000.00000
1432013.02.08 04:10sell730.021.341110.000000.00000
1442013.02.08 07:52close730.021.339830.000000.000002.56188.77
1452013.02.08 07:52close720.021.339830.000000.000001.22189.99
1462013.02.08 07:52close710.011.339830.000000.00000-0.40189.59
1472013.02.11 01:00sell740.011.336840.000000.00000
1482013.02.11 02:15sell750.021.337350.000000.00000
1492013.02.11 08:05sell760.021.337850.000000.00000
1502013.02.11 08:10sell770.031.338460.000000.00000
1512013.02.11 08:20sell780.031.339000.000000.00000
1522013.02.11 09:29close780.031.337790.000000.000003.63193.22
1532013.02.11 09:29close770.031.337790.000000.000002.01195.23
1542013.02.11 09:29close760.021.337790.000000.000000.12195.35
1552013.02.11 09:29close750.021.337790.000000.00000-0.88194.47
1562013.02.11 09:29close740.011.337790.000000.00000-0.95193.52
1572013.02.12 01:00buy790.011.340150.000000.00000
1582013.02.12 05:10buy800.021.339610.000000.00000
1592013.02.12 05:45buy810.021.338950.000000.00000
1602013.02.12 06:25buy820.031.338380.000000.00000
1612013.02.12 09:40buy830.031.337190.000000.00000
1622013.02.12 11:00close830.031.338900.000000.000005.13198.65
1632013.02.12 11:00close820.031.338900.000000.000001.56200.21
1642013.02.12 11:00close810.021.338900.000000.00000-0.10200.11
1652013.02.12 11:00close800.021.338900.000000.00000-1.42198.69
1662013.02.12 11:00close790.011.338900.000000.00000-1.25197.44
1672013.02.13 01:00buy840.011.345240.000000.00000
1682013.02.13 01:15buy850.021.344730.000000.00000
1692013.02.13 05:45buy860.021.344160.000000.00000
1702013.02.13 09:42close860.021.345290.000000.000002.26199.70
1712013.02.13 09:42close850.021.345290.000000.000001.12200.82
1722013.02.13 09:42close840.011.345290.000000.000000.05200.87
1732013.02.14 01:00sell870.011.344930.000000.00000
1742013.02.14 08:57close870.011.341930.000000.000003.00203.87
1752013.02.15 01:00buy880.011.335850.000000.00000
1762013.02.15 01:55buy890.021.335100.000000.00000
1772013.02.15 04:55close890.021.336350.000000.000002.50206.37
1782013.02.15 04:55close880.011.336350.000000.000000.50206.87
1792013.02.18 01:00sell900.011.334440.000000.00000
1802013.02.18 01:05sell910.021.335080.000000.00000
1812013.02.18 01:58close910.021.333850.000000.000002.46209.33
1822013.02.18 01:58close900.011.333850.000000.000000.59209.92
1832013.02.19 01:00buy920.011.335200.000000.00000
1842013.02.19 02:10buy930.021.333950.000000.00000
1852013.02.19 06:51close930.021.335370.000000.000002.84212.76
1862013.02.19 06:51close920.011.335370.000000.000000.17212.93
1872013.02.20 01:00buy940.011.338490.000000.00000
1882013.02.20 02:26close940.011.341520.000000.000003.03215.96
1892013.02.21 01:00sell950.011.328720.000000.00000
1902013.02.21 06:29close950.011.325720.000000.000003.00218.96
1912013.02.22 01:00sell960.011.319150.000000.00000
1922013.02.22 04:25sell970.021.320100.000000.00000
1932013.02.22 05:40sell980.021.320620.000000.00000
1942013.02.22 06:05sell990.031.321310.000000.00000
1952013.02.22 10:20sell1000.031.322750.000000.00000
1962013.02.22 11:05sell1010.041.323280.000000.00000
1972013.02.22 11:33close1010.041.321410.000000.000007.48226.44
1982013.02.22 11:33close1000.031.321410.000000.000004.02230.46
1992013.02.22 11:33close990.031.321410.000000.00000-0.30230.16
2002013.02.22 11:33close980.021.321410.000000.00000-1.58228.58
2012013.02.22 11:33close970.021.321410.000000.00000-2.62225.96
2022013.02.22 11:33close960.011.321410.000000.00000-2.26223.70
2032013.02.25 01:00buy1020.011.319350.000000.00000
2042013.02.25 01:05buy1030.021.318840.000000.00000
2052013.02.25 01:27close1030.021.320030.000000.000002.38226.08
2062013.02.25 01:27close1020.011.320030.000000.000000.68226.76
2072013.02.25 01:40buy1040.011.320140.000000.00000
2082013.02.25 01:45buy1050.021.319540.000000.00000
2092013.02.25 02:05buy1060.021.318610.000000.00000
2102013.02.25 07:42close1060.021.319990.000000.000002.76229.52
2112013.02.25 07:42close1050.021.319990.000000.000000.90230.42
2122013.02.25 07:42close1040.011.319990.000000.00000-0.15230.27
2132013.02.26 01:00sell1070.011.305750.000000.00000
2142013.02.26 01:10sell1080.021.306700.000000.00000
2152013.02.26 01:40sell1090.021.307390.000000.00000
2162013.02.26 01:53close1090.021.306080.000000.000002.62232.89
2172013.02.26 01:53close1080.021.306080.000000.000001.24234.13
2182013.02.26 01:53close1070.011.306080.000000.00000-0.33233.80
2192013.02.27 01:00sell1100.011.306470.000000.00000
2202013.02.27 06:30sell1110.021.307040.000000.00000
2212013.02.27 07:09close1110.021.305820.000000.000002.44236.24
2222013.02.27 07:09close1100.011.305820.000000.000000.65236.89
2232013.02.28 01:00buy1120.011.313540.000000.00000
2242013.02.28 11:10buy1130.021.313060.000000.00000
2252013.02.28 11:15buy1140.021.311480.000000.00000
2262013.02.28 11:30buy1150.031.311000.000000.00000
2272013.02.28 11:58close1150.031.312470.000000.000004.41241.30
2282013.02.28 11:58close1140.021.312470.000000.000001.98243.28
2292013.02.28 11:58close1130.021.312470.000000.00000-1.18242.10
2302013.02.28 11:58close1120.011.312470.000000.00000-1.07241.03
2312013.03.01 01:00sell1160.011.306640.000000.00000
2322013.03.01 04:00sell1170.021.307130.000000.00000
2332013.03.01 05:40sell1180.021.307730.000000.00000
2342013.03.01 07:20sell1190.031.308310.000000.00000
2352013.03.01 08:50close1190.031.307210.000000.000003.30244.33
2362013.03.01 08:50close1180.021.307210.000000.000001.04245.37
2372013.03.01 08:50close1170.021.307210.000000.00000-0.16245.21
2382013.03.01 08:50close1160.011.307210.000000.00000-0.57244.64
2392013.03.04 01:00sell1200.011.301360.000000.00000
2402013.03.04 01:15sell1210.021.302050.000000.00000
2412013.03.04 01:40sell1220.021.302840.000000.00000
2422013.03.04 01:54close1220.021.301550.000000.000002.58247.22
2432013.03.04 01:54close1210.021.301550.000000.000001.00248.22
2442013.03.04 01:54close1200.011.301550.000000.00000-0.19248.03
2452013.03.05 01:00buy1230.011.302530.000000.00000
2462013.03.05 10:12close1230.011.305530.000000.000003.00251.03
2472013.03.06 01:00buy1240.011.304400.000000.00000
2482013.03.06 11:40buy1250.021.303340.000000.00000
2492013.03.06 12:15buy1260.021.302810.000000.00000
2502013.03.06 13:22close1260.021.304030.000000.000002.44253.47
2512013.03.06 13:22close1250.021.304030.000000.000001.38254.85
2522013.03.06 13:22close1240.011.304030.000000.00000-0.37254.48
2532013.03.07 01:00sell1270.011.297610.000000.00000
2542013.03.07 01:25sell1280.021.298170.000000.00000
2552013.03.07 04:10sell1290.021.299070.000000.00000
2562013.03.07 07:40sell1300.031.299550.000000.00000
2572013.03.07 10:10sell1310.031.301000.000000.00000
2582013.03.07 10:25sell1320.041.301920.000000.00000
2592013.03.07 10:50sell1330.041.302520.000000.00000
2602013.03.07 11:40sell1340.051.303660.000000.00000
2612013.03.07 13:00close1340.051.301020.000000.0000013.20267.68
2622013.03.07 13:00close1330.041.301020.000000.000006.00273.68
2632013.03.07 13:00close1320.041.301020.000000.000003.60277.28
2642013.03.07 13:00close1310.031.301020.000000.00000-0.06277.22
2652013.03.07 13:00close1300.031.301020.000000.00000-4.41272.81
2662013.03.07 13:00close1290.021.301020.000000.00000-3.90268.91
2672013.03.07 13:00close1280.021.301020.000000.00000-5.70263.21
2682013.03.07 13:00close1270.011.301020.000000.00000-3.41259.80
2692013.03.08 01:00buy1350.011.310430.000000.00000
2702013.03.08 03:05buy1360.021.309780.000000.00000
2712013.03.08 04:35buy1370.021.309190.000000.00000
2722013.03.08 08:45buy1380.031.308490.000000.00000
2732013.03.08 10:20close1380.031.309710.000000.000003.66263.46
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17542014.01.28 09:23close8750.011.367410.000000.00000-0.111063.77
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17592014.01.29 05:07close8790.021.365220.000000.000001.121067.23
17602014.01.29 05:07close8780.011.365220.000000.00000-0.051067.18
17612014.01.30 01:00buy8810.011.366080.000000.00000
17622014.01.30 02:05buy8820.021.365580.000000.00000
17632014.01.30 03:35buy8830.021.364930.000000.00000
17642014.01.30 07:50buy8840.031.364410.000000.00000
17652014.01.30 08:58close8840.031.365520.000000.000003.331070.51
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17682014.01.30 08:58close8810.011.365520.000000.00000-0.561071.01
17692014.01.31 01:00sell8850.011.355640.000000.00000
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17712014.02.03 01:00sell8860.011.348600.000000.00000
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17732014.02.03 09:53close8870.021.348030.000000.000002.501076.51
17742014.02.03 09:53close8860.011.348030.000000.000000.571077.08
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17802014.02.04 08:00close8900.021.351890.000000.000001.081081.37
17812014.02.04 08:00close8890.021.351890.000000.000000.001081.37
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17832014.02.05 01:00sell8920.011.351420.000000.00000
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17872014.02.05 05:39close8930.021.351460.000000.000001.101084.12
17882014.02.05 05:39close8920.011.351460.000000.00000-0.041084.08
17892014.02.06 01:00buy8950.011.353580.000000.00000
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17912014.02.06 06:00buy8970.021.352120.000000.00000
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17932014.02.06 10:27close8980.031.352740.000000.000003.391087.47
17942014.02.06 10:27close8970.021.352740.000000.000001.241088.71
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18022014.02.07 15:24close8990.011.358180.000000.00000-0.811091.14
18032014.02.10 01:00buy9020.011.362110.000000.00000
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18412014.03.04 11:06close9200.021.375140.000000.000001.161113.68
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18432014.03.05 01:00sell9220.011.373960.000000.00000
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18512014.03.07 01:00buy9260.011.386030.000000.00000
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