Strategy Tester Report
ARGO_real_v04__6-000000000
Alpari-ECN (Build 646)

СимволEURCHF (Euro vs Swiss Franc)
Период15 Минут (M15) 2014.01.10 00:00 - 2014.05.02 23:45 (2014.01.10 - 2014.05.05)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры 
Баров в истории8765Смоделировано тиков2349891Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит200.00Спред15
Чистая прибыль230.85Общая прибыль314.57Общий убыток-83.72
Прибыльность3.76Матожидание выигрыша3.61
Абсолютная просадка25.82Максимальная просадка112.84 (28.71%)Относительная просадка28.71% (112.84)
Всего сделок64Короткие позиции (% выигравших)30 (66.67%)Длинные позиции (% выигравших)34 (61.76%)
Прибыльные сделки (% от всех)41 (64.06%)Убыточные сделки (% от всех)23 (35.94%)
Самая большаяприбыльная сделка28.08убыточная сделка-7.43
Средняяприбыльная сделка7.67убыточная сделка-3.64
Максимальное количествонепрерывных выигрышей (прибыль)12 (90.43)непрерывных проигрышей (убыток)5 (-17.04)
Максимальнаянепрерывная прибыль (число выигрышей)90.43 (12)непрерывный убыток (число проигрышей)-21.95 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12014.01.10 01:15buy10.011.233950.000000.00000
22014.01.10 01:15modify10.011.233950.733950.00000
32014.01.13 02:00buy limit20.021.232950.732950.00000
42014.01.13 04:18buy20.021.232950.732950.00000
52014.01.13 08:00buy limit30.031.231950.731950.00000
62014.01.13 16:25buy30.031.231950.731950.00000
72014.01.14 01:00buy40.041.229260.000000.00000
82014.01.14 01:00modify40.041.229260.729260.00000
92014.01.14 23:15close40.041.234200.729260.0000022.12222.12
102014.01.14 23:15close30.031.234200.731950.000007.55229.67
112014.01.14 23:15close20.021.234200.732950.000002.79232.46
122014.01.14 23:15close10.011.234200.733950.000000.27232.73
132014.01.14 23:15sell50.011.234200.000000.00000
142014.01.14 23:15modify50.011.234201.734200.00000
152014.01.16 06:30sell60.021.237220.000000.00000
162014.01.16 06:30modify60.021.237221.737220.00000
172014.01.16 22:15close60.021.231791.737220.0000012.16244.89
182014.01.16 22:15close50.011.231791.734200.000002.59247.48
192014.01.16 22:15buy70.011.231790.000000.00000
202014.01.16 22:15modify70.011.231790.731790.00000
212014.01.21 08:45close70.011.235480.731790.000004.12251.59
222014.01.21 08:45sell80.011.235480.000000.00000
232014.01.21 08:45modify80.011.235481.735480.00000
242014.01.21 11:15sell limit90.021.236481.736480.00000
252014.01.21 12:47sell90.021.236481.736480.00000
262014.01.21 14:45sell limit100.031.237481.737480.00000
272014.01.23 22:45delete100.031.237481.737480.00000
282014.01.23 22:45close90.021.229101.736480.0000016.31267.90
292014.01.23 22:45close80.011.229101.735480.000007.03274.93
302014.01.23 22:45buy110.011.229100.000000.00000
312014.01.23 22:45modify110.011.229100.729100.00000
322014.01.24 14:45buy120.021.225590.000000.00000
332014.01.24 14:45modify120.021.225590.725590.00000
342014.01.24 17:15buy limit130.031.224590.724590.00000
352014.01.24 17:15buy130.031.224590.724590.00000
362014.01.24 23:45buy limit140.041.223590.723590.00000
372014.01.24 23:48buy140.041.223590.723590.00000
382014.01.27 15:45close140.041.225910.723590.0000010.37285.30
392014.01.27 15:45close130.031.225910.724590.000004.42289.72
402014.01.27 15:45close120.021.225910.725590.000000.71290.43
412014.01.27 15:45close110.011.225910.729100.00000-3.59286.84
422014.01.27 15:45sell150.011.225910.000000.00000
432014.01.27 15:45modify150.011.225911.725910.00000
442014.01.28 13:30sell limit160.021.226911.726910.00000
452014.01.28 13:30sell160.021.226911.726910.00000
462014.01.28 15:45sell limit170.031.227911.727910.00000
472014.01.28 17:59sell170.031.227911.727910.00000
482014.01.28 18:45sell limit180.041.228911.728910.00000
492014.01.29 00:23sell180.041.228911.728910.00000
502014.01.29 08:30sell limit190.051.229911.729910.00000
512014.01.29 21:00delete190.051.229911.729910.00000
522014.01.29 21:00close180.041.222641.728910.0000028.08314.92
532014.01.29 21:00close170.031.222641.727910.0000017.62332.53
542014.01.29 21:00close160.021.222641.726910.000009.50342.04
552014.01.29 21:00close150.011.222641.725910.000003.60345.64
562014.01.29 21:00buy200.011.222640.000000.00000
572014.01.29 21:00modify200.011.222640.722640.00000
582014.02.03 21:15buy210.021.219690.000000.00000
592014.02.03 21:15modify210.021.219690.719690.00000
602014.02.04 18:00close210.021.221670.719690.000004.42350.06
612014.02.04 18:00close200.011.221670.722640.00000-1.11348.96
622014.02.04 18:00sell220.011.221670.000000.00000
632014.02.04 18:00modify220.011.221671.721670.00000
642014.02.04 20:30sell limit230.021.222671.722670.00000
652014.02.04 20:39sell230.021.222671.722670.00000
662014.02.06 04:15sell limit240.031.223671.723670.00000
672014.02.06 18:40sell240.031.223671.723670.00000
682014.02.13 09:45close240.031.222331.723670.000003.91352.87
692014.02.13 09:45close230.021.222331.722670.000000.14353.01
702014.02.13 09:45close220.011.222331.721670.00000-1.05351.96
712014.02.13 09:45buy250.011.222330.000000.00000
722014.02.13 09:45modify250.011.222330.722330.00000
732014.02.13 13:00buy limit260.021.221330.721330.00000
742014.02.13 13:06buy260.021.221330.721330.00000
752014.02.18 08:30close260.021.223060.721330.000003.85355.82
762014.02.18 08:30close250.011.223060.722330.000000.80356.61
772014.02.18 08:30sell270.011.223060.000000.00000
782014.02.18 08:30modify270.011.223061.723060.00000
792014.02.19 21:30close270.011.220891.723060.000002.40359.02
802014.02.19 21:30buy280.011.220890.000000.00000
812014.02.19 21:30modify280.011.220890.720890.00000
822014.02.20 05:30buy limit290.021.219890.719890.00000
832014.02.20 06:22buy290.021.219890.719890.00000
842014.02.20 11:30buy limit300.031.218890.718890.00000
852014.02.24 01:11buy300.031.218890.718890.00000
862014.02.24 18:45close300.031.220730.718890.000006.18365.20
872014.02.24 18:45close290.021.220730.719890.000001.86367.06
882014.02.24 18:45close280.011.220730.720890.00000-0.20366.86
892014.02.24 18:45sell310.011.220730.000000.00000
902014.02.24 18:45modify310.011.220731.720730.00000
912014.02.25 16:15close310.011.219541.720730.000001.30368.16
922014.02.25 16:15buy320.011.219540.000000.00000
932014.02.25 16:15modify320.011.219540.719540.00000
942014.02.26 00:45buy limit330.021.218540.718540.00000
952014.02.27 03:02buy330.021.218540.718540.00000
962014.02.27 07:45buy limit340.031.217540.717540.00000
972014.02.27 10:14buy340.031.217540.717540.00000
982014.02.28 23:45buy350.041.214190.000000.00000
992014.02.28 23:45modify350.041.214190.714190.00000
1002014.03.03 02:00buy360.051.211920.000000.00000
1012014.03.03 02:00modify360.051.211920.711920.00000
1022014.03.04 11:30close360.051.215340.711920.0000019.13387.29
1032014.03.04 11:30close350.041.215340.714190.000005.11392.40
1042014.03.04 11:30close340.031.215340.717540.00000-7.43384.97
1052014.03.04 11:30close330.021.215340.718540.00000-7.19377.78
1062014.03.04 11:30close320.011.215340.719540.00000-4.73373.05
1072014.03.04 11:30sell370.011.215340.000000.00000
1082014.03.04 11:30modify370.011.215341.715340.00000
1092014.03.04 18:30sell380.021.217760.000000.00000
1102014.03.04 18:30modify380.021.217761.717760.00000
1112014.03.11 22:30close380.021.217181.717760.000000.91373.96
1122014.03.11 22:30close370.011.217181.715340.00000-2.26371.70
1132014.03.11 22:30buy390.011.217180.000000.00000
1142014.03.11 22:30modify390.011.217180.717180.00000
1152014.03.12 08:00buy limit400.021.216180.716180.00000
1162014.03.12 08:21buy400.021.216180.716180.00000
1172014.03.12 14:15buy limit410.031.215180.715180.00000
1182014.03.12 18:43buy410.031.215180.715180.00000
1192014.03.12 23:45buy limit420.041.214180.714180.00000
1202014.03.13 10:37buy420.041.214180.714180.00000
1212014.03.17 14:30close420.041.215410.714180.000005.47377.18
1222014.03.17 14:30close410.031.215410.715180.000000.70377.88
1232014.03.17 14:30close400.021.215410.716180.00000-1.76376.11
1242014.03.17 14:30close390.011.215410.717180.00000-2.01374.11
1252014.03.17 14:30sell430.011.215410.000000.00000
1262014.03.17 14:30modify430.011.215411.715410.00000
1272014.03.18 03:45sell limit440.021.216411.716410.00000
1282014.03.18 13:42sell440.021.216411.716410.00000
1292014.03.19 13:15sell limit450.031.217411.717410.00000
1302014.03.19 19:52sell450.031.217411.717410.00000
1312014.03.24 15:15sell460.041.219630.000000.00000
1322014.03.24 15:15modify460.041.219631.719630.00000
1332014.03.25 19:45sell limit470.051.220631.720630.00000
1342014.03.25 21:31sell470.051.220631.720630.00000
1352014.03.25 22:00sell limit480.061.221631.721630.00000
1362014.03.26 08:59sell480.061.221631.721630.00000
1372014.03.26 13:00sell limit490.071.222631.722630.00000
1382014.03.27 18:30delete490.071.222631.722630.00000
1392014.03.27 18:30close480.061.218241.721630.0000022.27396.37
1402014.03.27 18:30close470.051.218241.720630.0000012.81409.18
1412014.03.27 18:30close460.041.218241.719630.000005.66414.84
1422014.03.27 18:30close450.031.218241.717410.00000-3.63411.21
1432014.03.27 18:30close440.021.218241.716410.00000-4.71406.51
1442014.03.27 18:30close430.011.218241.715410.00000-3.51403.00
1452014.03.27 18:30buy500.011.218240.000000.00000
1462014.03.27 18:30modify500.011.218240.718240.00000
1472014.03.31 22:00buy limit510.021.217240.717240.00000
1482014.04.02 14:00delete510.021.217240.717240.00000
1492014.04.02 14:00close500.011.219140.718240.000000.99403.99
1502014.04.02 14:00sell520.011.219140.000000.00000
1512014.04.02 14:00modify520.011.219141.719140.00000
1522014.04.03 20:15sell530.021.222480.000000.00000
1532014.04.03 20:15modify530.021.222481.722480.00000
1542014.04.04 08:15sell limit540.031.223481.723480.00000
1552014.04.04 10:37sell540.031.223481.723480.00000
1562014.04.04 12:00sell limit550.041.224481.724480.00000
1572014.04.04 15:35sell550.041.224481.724480.00000
1582014.04.07 18:00close550.041.220401.724480.0000018.16422.15
1592014.04.07 18:00close540.031.220401.723480.0000010.26432.41
1602014.04.07 18:00close530.021.220401.722480.000004.55436.96
1612014.04.07 18:00close520.011.220401.719140.00000-1.56435.40
1622014.04.07 18:00buy560.011.220400.000000.00000
1632014.04.07 18:00modify560.011.220400.720400.00000
1642014.04.07 23:45buy limit570.021.219400.719400.00000
1652014.04.08 10:07buy570.021.219400.719400.00000
1662014.04.08 12:00buy limit580.031.218400.718400.00000
1672014.04.08 21:17buy580.031.218400.718400.00000
1682014.04.08 23:00buy limit590.041.217400.717400.00000
1692014.04.09 16:30buy590.041.217400.717400.00000
1702014.04.09 18:45buy limit600.051.216400.716400.00000
1712014.04.10 18:26buy600.051.216400.716400.00000
1722014.04.11 22:00buy limit610.061.215400.715400.00000
1732014.04.11 22:01buy610.061.215400.715400.00000
1742014.04.14 04:45buy limit620.071.214400.714400.00000
1752014.04.14 10:59buy620.071.214400.714400.00000
1762014.04.16 10:15close620.071.216470.714400.0000016.16451.55
1772014.04.16 10:15close610.061.216470.715400.000007.11458.66
1782014.04.16 10:15close600.051.216470.716400.000000.30458.96
1792014.04.16 10:15close590.041.216470.717400.00000-4.30454.67
1802014.04.16 10:15close580.031.216470.718400.00000-6.59448.08
1812014.04.16 10:15close570.021.216470.719400.00000-6.63441.45
1822014.04.16 10:15close560.011.216470.720400.00000-4.44437.01
1832014.04.16 10:15sell630.011.216470.000000.00000
1842014.04.16 10:15modify630.011.216471.716470.00000
1852014.04.16 15:15sell limit640.021.217471.717470.00000
1862014.04.16 17:35sell640.021.217471.717470.00000
1872014.04.16 21:30sell limit650.031.218471.718470.00000
1882014.04.16 22:59sell650.031.218471.718470.00000
1892014.04.17 04:45sell limit660.041.219471.719470.00000
1902014.04.17 20:57sell660.041.219471.719470.00000
1912014.04.22 19:00sell670.051.221650.000000.00000
1922014.04.22 19:00modify670.051.221651.721650.00000
1932014.04.23 00:30sell limit680.061.222651.722650.00000
1942014.05.01 17:00delete680.061.222651.722650.00000
1952014.05.01 17:00close670.051.219431.721650.0000010.88447.89
1962014.05.01 17:00close660.041.219431.719470.00000-1.39446.50
1972014.05.01 17:00close650.031.219431.718470.00000-4.65441.85
1982014.05.01 17:00close640.021.219431.717470.00000-5.34436.51
1992014.05.01 17:00close630.011.219431.716470.00000-3.79432.72
2002014.05.01 17:00buy690.011.219430.000000.00000
2012014.05.01 17:00modify690.011.219430.719430.00000
2022014.05.02 23:59close at stop690.011.217760.719430.00000-1.87430.85