Strategy Tester Report
ARGO_v03-1
Alpari-ECN-Demo (Build 646)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2014.01.02 09:00 - 2014.03.31 23:45 (2014.01.01 - 2014.04.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры 
Баров в истории7002Смоделировано тиков2228100Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред10
Чистая прибыль1093.59Общая прибыль1187.34Общий убыток-93.75
Прибыльность12.66Матожидание выигрыша26.04
Абсолютная просадка61.62Максимальная просадка379.12 (34.03%)Относительная просадка63.00% (65.35)
Всего сделок42Короткие позиции (% выигравших)17 (76.47%)Длинные позиции (% выигравших)25 (80.00%)
Прибыльные сделки (% от всех)33 (78.57%)Убыточные сделки (% от всех)9 (21.43%)
Самая большаяприбыльная сделка107.53убыточная сделка-22.64
Средняяприбыльная сделка35.98убыточная сделка-10.42
Максимальное количествонепрерывных выигрышей (прибыль)8 (233.63)непрерывных проигрышей (убыток)3 (-28.75)
Максимальнаянепрерывная прибыль (число выигрышей)387.09 (7)непрерывный убыток (число проигрышей)-41.47 (2)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12014.01.02 16:15buy10.011.365410.000000.00000
22014.01.02 16:15modify10.011.365410.865411.46541
32014.01.03 12:15buy limit20.021.364410.864410.00000
42014.01.03 13:24buy20.021.364410.864410.00000
52014.01.03 13:24modify10.011.365410.865411.39818
62014.01.03 13:24modify20.021.364410.864411.39818
72014.01.03 14:30buy limit30.031.363410.863410.00000
82014.01.03 15:12buy30.031.363410.863410.00000
92014.01.03 15:12modify10.011.365410.865411.38086
102014.01.03 15:12modify20.021.364410.864411.38086
112014.01.03 15:12modify30.031.363410.863411.38086
122014.01.03 20:00buy40.041.360490.000000.00000
132014.01.03 20:00modify10.011.365410.865411.37274
142014.01.03 20:00modify20.021.364410.864411.37274
152014.01.03 20:00modify30.031.363410.863411.37274
162014.01.03 20:00modify40.041.360490.000001.37274
172014.01.03 20:00modify40.041.360490.860491.37274
182014.01.06 07:15buy50.051.358350.000000.00000
192014.01.06 07:15modify10.011.365410.865411.36798
202014.01.06 07:15modify20.021.364410.864411.36798
212014.01.06 07:15modify30.031.363410.863411.36798
222014.01.06 07:15modify40.041.360490.860491.36798
232014.01.06 07:15modify50.051.358350.000001.36798
242014.01.06 07:15modify50.051.358350.858351.36798
252014.01.06 21:30close50.051.363820.858351.3679827.35127.35
262014.01.06 21:30close40.041.363820.860491.3679813.28140.63
272014.01.06 21:30close30.031.363820.863411.367981.20141.84
282014.01.06 21:30close20.021.363820.864411.36798-1.20140.64
292014.01.06 21:30close10.011.363820.865411.36798-1.61139.03
302014.01.06 21:30sell60.011.363820.000000.00000
312014.01.06 21:30modify60.011.363821.863821.26382
322014.01.08 22:00close60.011.358251.863821.263825.55144.58
332014.01.08 22:00buy70.011.358250.000000.00000
342014.01.08 22:00modify70.011.358250.858251.45825
352014.01.15 07:45buy limit80.021.357250.857250.00000
362014.01.17 15:16buy80.021.357250.857250.00000
372014.01.17 15:16modify70.011.358250.858251.39105
382014.01.17 15:16modify80.021.357250.857251.39105
392014.01.17 21:15buy90.031.352660.000000.00000
402014.01.17 21:15modify70.011.358250.858251.37190
412014.01.17 21:15modify80.021.357250.857251.37190
422014.01.17 21:15modify90.031.352660.000001.37190
432014.01.17 21:15modify90.031.352660.852661.37190
442014.01.20 03:30buy limit100.041.351660.851660.00000
452014.01.20 03:34buy100.041.351660.851660.00000
462014.01.20 03:34modify70.011.358250.858251.36385
472014.01.20 03:34modify80.021.357250.857251.36385
482014.01.20 03:34modify90.031.352660.852661.36385
492014.01.20 03:34modify100.041.351660.851661.36385
502014.01.21 16:00buy limit110.051.350660.850660.00000
512014.01.23 10:39t/p70.011.363850.858251.363855.45150.03
522014.01.23 10:39t/p80.021.363850.857251.3638513.09163.12
532014.01.23 10:39t/p90.031.363850.852661.3638533.41196.53
542014.01.23 10:39t/p100.041.363850.851661.3638548.58245.11
552014.01.23 14:00delete110.051.350660.850660.00000
562014.01.23 14:00sell120.021.362730.000000.00000
572014.01.23 14:00modify120.021.362731.862731.31273
582014.01.23 18:45sell130.031.367560.000000.00000
592014.01.23 18:45modify120.021.362731.862731.34553
602014.01.23 18:45modify130.031.367560.000001.34553
612014.01.23 18:45modify130.031.367561.867561.34553
622014.01.30 13:15close130.031.360941.867561.3455319.63264.74
632014.01.30 13:15close120.021.360941.862731.345533.43268.16
642014.01.30 13:15buy140.021.360940.000000.00000
652014.01.30 13:15modify140.021.360940.860941.41094
662014.01.30 16:00buy150.031.358430.000000.00000
672014.01.30 16:00modify140.021.360940.860941.37953
682014.01.30 16:00modify150.031.358430.000001.37953
692014.01.30 16:00modify150.031.358430.858431.37953
702014.01.30 19:30buy160.041.355450.000000.00000
712014.01.30 19:30modify140.021.360940.860941.36887
722014.01.30 19:30modify150.031.358430.858431.36887
732014.01.30 19:30modify160.041.355450.000001.36887
742014.01.30 19:30modify160.041.355450.855451.36887
752014.01.31 10:00buy limit170.051.354450.854450.00000
762014.01.31 10:00buy170.051.354450.854450.00000
772014.01.31 10:00modify140.021.360940.860941.36377
782014.01.31 10:00modify150.031.358430.858431.36377
792014.01.31 10:00modify160.041.355450.855451.36377
802014.01.31 10:00modify170.051.354450.854451.36377
812014.01.31 18:45buy180.061.350200.000000.00000
822014.01.31 18:45modify140.021.360940.860941.35973
832014.01.31 18:45modify150.031.358430.858431.35973
842014.01.31 18:45modify160.041.355450.855451.35973
852014.01.31 18:45modify170.051.354450.854451.35973
862014.01.31 18:45modify180.061.350200.000001.35973
872014.01.31 18:45modify180.061.350200.850201.35973
882014.02.06 15:50t/p140.021.359730.860941.35973-2.55265.62
892014.02.06 15:50t/p150.031.359730.858431.359733.71269.33
902014.02.06 15:50t/p160.041.359730.855451.3597316.87286.19
912014.02.06 15:50t/p170.051.359730.854451.3597326.13312.32
922014.02.06 15:50t/p180.061.359730.850201.3597356.86369.18
932014.02.10 11:45sell190.031.363220.000000.00000
942014.02.10 11:45modify190.031.363221.863221.32989
952014.02.11 05:30sell200.041.366640.000000.00000
962014.02.11 05:30modify190.031.363221.863221.35078
972014.02.11 05:30modify200.041.366640.000001.35078
982014.02.11 05:30modify200.041.366641.866641.35078
992014.02.11 11:45sell limit210.051.367641.867640.00000
1002014.02.11 14:45sell210.051.367641.867640.00000
1012014.02.11 14:45modify190.031.363221.863221.35777
1022014.02.11 14:45modify200.041.366641.866641.35777
1032014.02.11 14:45modify210.051.367641.867641.35777
1042014.02.12 13:59t/p190.031.357771.863221.3577716.28385.46
1052014.02.12 13:59t/p200.041.357771.866641.3577735.44420.90
1062014.02.12 13:59t/p210.051.357771.867641.3577749.30470.19
1072014.02.12 17:45buy220.041.358790.000000.00000
1082014.02.12 17:45modify220.041.358790.858791.38379
1092014.02.13 14:00close220.041.366080.858791.3837929.05499.25
1102014.02.13 14:00sell230.041.366080.000000.00000
1112014.02.13 14:00modify230.041.366081.866081.34108
1122014.02.13 16:00sell limit240.061.367081.867080.00000
1132014.02.13 16:07sell240.061.367081.867080.00000
1142014.02.13 16:07modify230.041.366081.866081.35656
1152014.02.13 16:07modify240.061.367081.867081.35656
1162014.02.14 15:45sell250.081.369400.000000.00000
1172014.02.14 15:45modify230.041.366081.866081.36223
1182014.02.14 15:45modify240.061.367081.867081.36223
1192014.02.14 15:45modify250.081.369400.000001.36223
1202014.02.14 15:45modify250.081.369401.869401.36223
1212014.02.18 18:00sell260.101.374910.000000.00000
1222014.02.18 18:00modify230.041.366081.866081.36671
1232014.02.18 18:00modify240.061.367081.867081.36671
1242014.02.18 18:00modify250.081.369401.869401.36671
1252014.02.18 18:00modify260.101.374910.000001.36671
1262014.02.18 18:00modify260.101.374911.874911.36671
1272014.02.24 13:30sell limit270.121.375911.875910.00000
1282014.02.25 10:19sell270.121.375911.875910.00000
1292014.02.25 10:19modify230.041.366081.866081.36937
1302014.02.25 10:19modify240.061.367081.867081.36937
1312014.02.25 10:19modify250.081.369401.869401.36937
1322014.02.25 10:19modify260.101.374911.874911.36937
1332014.02.25 10:19modify270.121.375911.875911.36937
1342014.02.25 12:15sell limit280.141.376911.876910.00000
1352014.02.26 16:24t/p230.041.369371.866081.36937-13.64485.60
1362014.02.26 16:24t/p240.061.369371.867081.36937-14.47471.14
1372014.02.26 16:24t/p250.081.369371.869401.36937-0.64470.50
1382014.02.26 16:24t/p260.101.369371.874911.3693754.52525.02
1392014.02.26 16:24t/p270.121.369371.875911.3693778.35603.37
1402014.02.26 19:30delete280.141.376911.876910.00000
1412014.02.26 19:30buy290.061.366800.000000.00000
1422014.02.26 19:30modify290.061.366800.866801.38347
1432014.02.28 16:30close290.061.380640.866801.3834782.82686.19
1442014.02.28 16:30sell300.061.380640.000000.00000
1452014.02.28 16:30modify300.061.380641.880641.36397
1462014.03.03 23:30close300.061.373331.880641.3639743.79729.98
1472014.03.03 23:30buy310.071.373330.000000.00000
1482014.03.03 23:30modify310.071.373330.873331.38762
1492014.03.04 04:45buy limit320.111.372330.872330.00000
1502014.03.05 11:34buy320.111.372330.872330.00000
1512014.03.05 11:34modify310.071.373330.873331.37839
1522014.03.05 11:34modify320.111.372330.872331.37839
1532014.03.06 15:36t/p310.071.378390.873331.3783935.11765.09
1542014.03.06 15:36t/p320.111.378390.872331.3783966.36831.45
1552014.03.06 19:00sell330.081.384760.000000.00000
1562014.03.06 19:00modify330.081.384761.884761.37226
1572014.03.07 15:15sell340.121.389200.000000.00000
1582014.03.07 15:15modify330.081.384761.884761.38232
1592014.03.07 15:15modify340.121.389200.000001.38232
1602014.03.07 15:15modify340.121.389201.889201.38232
1612014.03.11 09:00close340.121.387001.889201.3823226.14857.59
1622014.03.11 09:00close330.081.387001.884761.38232-18.18839.40
1632014.03.11 09:00buy350.081.387000.000000.00000
1642014.03.11 09:00modify350.081.387000.887001.39950
1652014.03.12 20:15close350.081.390510.887001.3995028.01867.41
1662014.03.12 20:15sell360.081.390510.000000.00000
1672014.03.12 20:15modify360.081.390511.890511.37801
1682014.03.13 12:15sell370.121.395310.000000.00000
1692014.03.13 12:15modify360.081.390511.890511.38828
1702014.03.13 12:15modify370.121.395310.000001.38828
1712014.03.13 12:15modify370.121.395311.895311.38828
1722014.03.13 19:45t/p360.081.388281.890511.3882817.58884.99
1732014.03.13 19:45t/p370.121.388281.895311.3882884.36969.35
1742014.03.19 23:30buy380.091.382800.000000.00000
1752014.03.19 23:30modify380.091.382800.882801.39391
1762014.03.20 15:30buy390.141.377160.000000.00000
1772014.03.20 15:30modify380.091.382800.882801.38383
1782014.03.20 15:30modify390.141.377160.000001.38383
1792014.03.20 15:30modify390.141.377160.877161.38383
1802014.03.24 19:51t/p380.091.383830.882801.383838.87978.21
1812014.03.24 19:51t/p390.141.383830.877161.3838393.131071.34
1822014.03.25 19:00buy400.101.380150.000000.00000
1832014.03.25 19:00modify400.101.380150.880151.39015
1842014.03.26 18:15buy limit410.151.379150.879150.00000
1852014.03.26 18:36buy410.151.379150.879150.00000
1862014.03.26 18:36modify400.101.380150.880151.38366
1872014.03.26 18:36modify410.151.379150.879151.38366
1882014.03.27 13:30buy420.201.375910.000000.00000
1892014.03.27 13:30modify400.101.380150.880151.38027
1902014.03.27 13:30modify410.151.379150.879151.38027
1912014.03.27 13:30modify420.201.375910.000001.38027
1922014.03.27 13:30modify420.201.375910.875911.38027
1932014.03.28 13:00buy430.251.373630.000000.00000
1942014.03.28 13:00modify400.101.380150.880151.37794
1952014.03.28 13:00modify410.151.379150.879151.37794
1962014.03.28 13:00modify420.201.375910.875911.37794
1972014.03.28 13:00modify430.251.373630.000001.37794
1982014.03.28 13:00modify430.251.373630.873631.37794
1992014.03.31 12:41t/p400.101.377940.880151.37794-22.641048.70
2002014.03.31 12:41t/p410.151.377940.879151.37794-18.821029.88
2012014.03.31 12:41t/p420.201.377940.875911.3779440.241070.12
2022014.03.31 12:41t/p430.251.377940.873631.37794107.531177.64
2032014.03.31 15:30sell440.111.378410.000000.00000
2042014.03.31 15:30modify440.111.378411.878411.36932
2052014.03.31 18:00sell limit450.161.379411.879410.00000
2062014.03.31 23:59close at stop440.111.376961.878411.3693215.951193.59