Strategy Tester Report
LAURA_EAv02_5
Alpari-ECN-Live (Build 509)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2012.11.01 00:00 - 2013.10.31 23:45 (2012.11.01 - 2013.11.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLotSize=0.01; MM=false; PairPercent=20; MinLot=0.01; PerLot=100; StartTime="00:05"; EndTime="22:00"; MinimumBarSize=6; MaximumBarSize=15; MinimumCandleSize=1; UseMAFilter=true; NumberOfCandles=17; ___="---MA setting---"; MaPeriod=45; MaMetod=0; MaApplPrice=0; MaShift=0; Trailing=false; TrailPercent=20; Breakeven=false; FractalPercent=60; FractalBars=11; TakeProfit=54; Odstup=10; Magic=12345; Paint=true; Distance=2; UpArrow=217; DnArrow=218; ArrowColor=Lime; LineStyle=0; LineWidth=1; OpenArrow=216; CloseArrow=215; Crl1=68,60,236; PanelColor=75,75,75; TextColor=White; LabelWidth=250; LabelHeight=20; YShift=20; XShift=10; FontSizeG=15; FontnameG="Arial";
Баров в истории25607Смоделировано тиков14225047Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль114.44Общая прибыль231.14Общий убыток-116.70
Прибыльность1.98Матожидание выигрыша0.72
Абсолютная просадка0.52Максимальная просадка16.29 (8.68%)Относительная просадка8.95% (13.82)
Всего сделок159Короткие позиции (% выигравших)95 (69.47%)Длинные позиции (% выигравших)64 (70.31%)
Прибыльные сделки (% от всех)111 (69.81%)Убыточные сделки (% от всех)48 (30.19%)
Самая большаяприбыльная сделка9.10убыточная сделка-3.27
Средняяприбыльная сделка2.08убыточная сделка-2.43
Максимальное количествонепрерывных выигрышей (прибыль)16 (27.76)непрерывных проигрышей (убыток)4 (-8.74)
Максимальнаянепрерывная прибыль (число выигрышей)37.84 (13)непрерывный убыток (число проигрышей)-8.74 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.11.02 12:00buy10.010.799930.000000.00000
22012.11.02 12:00modify10.010.799930.798560.80165
32012.11.02 13:00buy20.010.800410.000000.00000
42012.11.02 13:00modify20.010.800410.798860.80184
52012.11.02 14:58t/p10.010.801650.798560.801652.77102.77
62012.11.02 14:58t/p20.010.801840.798860.801842.30105.07
72012.11.07 10:45sell30.010.801880.000000.00000
82012.11.07 10:45modify30.010.801880.803450.79648
92012.11.08 14:34t/p30.010.796480.803450.796488.69113.76
102012.11.14 18:45sell40.010.804040.000000.00000
112012.11.14 18:45modify40.010.804040.805390.80279
122012.11.14 19:45sell50.010.803830.000000.00000
132012.11.14 19:45modify50.010.803830.804940.80291
142012.11.15 02:35t/p50.010.802910.804940.802911.49115.26
152012.11.15 11:30s/l40.010.805390.805390.80279-2.16113.10
162012.11.15 16:45sell60.010.805670.000000.00000
172012.11.15 16:45modify60.010.805670.807090.80493
182012.11.15 17:30sell70.010.805840.000000.00000
192012.11.15 17:30modify70.010.805840.807440.80499
202012.11.15 18:45sell80.010.805870.000000.00000
212012.11.15 18:45modify80.010.805870.807030.80501
222012.11.15 19:30sell90.010.805700.000000.00000
232012.11.15 19:30modify90.010.805700.807020.80494
242012.11.16 03:45t/p80.010.805010.807030.805011.39114.50
252012.11.16 03:50t/p70.010.804990.807440.804991.37115.87
262012.11.16 04:44t/p60.010.804930.807090.804931.19117.07
272012.11.16 04:44t/p90.010.804940.807020.804941.22118.29
282012.11.19 18:15sell100.010.804960.000000.00000
292012.11.19 18:15modify100.010.804960.806420.80355
302012.11.19 19:30sell110.010.804960.000000.00000
312012.11.19 19:30modify110.010.804960.806370.80355
322012.11.20 00:16t/p100.010.803550.806420.803552.27120.57
332012.11.20 00:16t/p110.010.803550.806370.803552.27122.84
342012.11.21 10:30buy120.010.802310.000000.00000
352012.11.21 10:30modify120.010.802310.800880.80385
362012.11.21 12:55t/p120.010.803850.800880.803852.48125.32
372012.11.23 17:45sell130.010.810190.000000.00000
382012.11.23 17:45modify130.010.810190.811500.80867
392012.11.23 18:19t/p130.010.808670.811500.808672.44127.76
402012.11.29 15:00sell140.010.810590.000000.00000
412012.11.29 15:00modify140.010.810590.812030.80903
422012.11.29 16:00sell150.010.809770.000000.00000
432012.11.29 16:00modify150.010.809770.811340.80870
442012.11.29 17:35t/p140.010.809030.812030.809032.51130.27
452012.11.29 17:35t/p150.010.808700.811340.808701.72131.99
462012.12.03 10:15sell160.010.812490.000000.00000
472012.12.03 10:15modify160.010.812490.813830.81120
482012.12.03 13:11t/p160.010.811200.813830.811202.07134.06
492012.12.17 00:45sell170.010.814100.000000.00000
502012.12.17 00:45modify170.010.814100.815660.81358
512012.12.17 04:13t/p170.010.813580.815660.813580.84134.90
522012.12.17 13:00buy180.010.811480.000000.00000
532012.12.17 13:00modify180.010.811480.810060.81261
542012.12.17 15:30buy190.010.812100.000000.00000
552012.12.17 15:30modify190.010.812100.810790.81286
562012.12.17 16:54t/p180.010.812610.810060.812611.82136.72
572012.12.17 16:58t/p190.010.812860.810790.812861.22137.94
582012.12.21 06:00buy200.010.812140.000000.00000
592012.12.21 06:00modify200.010.812140.810650.81327
602012.12.21 10:51t/p200.010.813270.810650.813271.82139.76
612012.12.24 19:00sell210.010.817900.000000.00000
622012.12.24 19:00modify210.010.817900.819420.81712
632012.12.26 11:30sell220.010.818420.000000.00000
642012.12.26 11:30modify220.010.818420.819800.81774
652012.12.26 15:06t/p220.010.817740.819800.817741.10140.86
662012.12.26 16:54s/l210.010.819420.819420.81712-2.44138.42
672012.12.31 14:00buy230.010.815360.000000.00000
682012.12.31 14:00modify230.010.815360.813800.81591
692012.12.31 14:28t/p230.010.815910.813800.815910.89139.31
702013.01.04 17:15sell240.010.813080.000000.00000
712013.01.04 17:15modify240.010.813080.814690.81113
722013.01.04 18:15sell250.010.813230.000000.00000
732013.01.04 18:15modify250.010.813230.814570.81119
742013.01.04 21:45sell260.010.813310.000000.00000
752013.01.04 21:45modify260.010.813310.814820.81288
762013.01.04 23:46t/p260.010.812880.814820.812880.70140.01
772013.01.07 11:03t/p250.010.811190.814570.811193.28143.30
782013.01.07 14:33t/p240.010.811130.814690.811133.14146.44
792013.01.10 16:45sell270.010.819800.000000.00000
802013.01.10 16:45modify270.010.819800.821450.81715
812013.01.10 21:15sell280.010.820360.000000.00000
822013.01.10 21:15modify280.010.820360.822080.81982
832013.01.11 09:16s/l270.010.821450.821450.81715-2.65143.80
842013.01.11 11:30s/l280.010.822080.822080.81982-2.77141.03
852013.01.11 20:45sell290.010.827290.000000.00000
862013.01.11 20:45modify290.010.827290.828660.82704
872013.01.11 21:22t/p290.010.827040.828660.827040.41141.44
882013.01.14 04:45sell300.010.829370.000000.00000
892013.01.14 04:45modify300.010.829370.830670.82790
902013.01.14 11:09t/p300.010.827900.830670.827902.37143.81
912013.01.14 16:30sell310.010.832030.000000.00000
922013.01.14 16:30modify310.010.832030.833440.82954
932013.01.14 18:00sell320.010.831880.000000.00000
942013.01.14 18:00modify320.010.831880.833130.82948
952013.01.14 21:00sell330.010.831410.000000.00000
962013.01.14 21:00modify330.010.831410.832780.82929
972013.01.15 15:31t/p310.010.829540.833440.829544.01147.83
982013.01.15 17:57t/p320.010.829480.833130.829483.86151.69
992013.01.15 18:04t/p330.010.829290.832780.829293.42155.12
1002013.01.16 16:45sell340.010.830510.000000.00000
1012013.01.16 16:45modify340.010.830510.831750.82984
1022013.01.16 18:33s/l340.010.831750.831750.82984-2.00153.12
1032013.01.16 20:45sell350.010.831140.000000.00000
1042013.01.16 20:45modify350.010.831140.832330.83009
1052013.01.16 22:02t/p350.010.830090.832330.830091.69154.81
1062013.01.17 14:30sell360.010.833840.000000.00000
1072013.01.17 14:30modify360.010.833840.835410.83172
1082013.01.17 15:30sell370.010.834050.000000.00000
1092013.01.17 15:30modify370.010.834050.835480.83350
1102013.01.17 15:35t/p370.010.833500.835480.833500.88155.69
1112013.01.17 16:20s/l360.010.835410.835410.83172-2.52153.17
1122013.01.17 18:15sell380.010.835980.000000.00000
1132013.01.17 18:15modify380.010.835980.837470.83447
1142013.01.18 06:08s/l380.010.837470.837470.83447-2.39150.78
1152013.01.18 08:30sell390.010.837340.000000.00000
1162013.01.18 08:30modify390.010.837340.838970.83685
1172013.01.18 10:28t/p390.010.836850.838970.836850.79151.57
1182013.01.21 01:30sell400.010.839710.000000.00000
1192013.01.21 01:30modify400.010.839710.841080.83893
1202013.01.21 02:51t/p400.010.838930.841080.838931.25152.82
1212013.01.23 03:30sell410.010.840930.000000.00000
1222013.01.23 03:30modify410.010.840930.842190.83959
1232013.01.23 10:52t/p410.010.839590.842190.839592.15154.97
1242013.01.25 15:30sell420.010.851290.000000.00000
1252013.01.25 15:30modify420.010.851290.852570.84927
1262013.01.25 16:30sell430.010.851390.000000.00000
1272013.01.25 16:30modify430.010.851390.852800.85078
1282013.01.25 17:21t/p430.010.850780.852800.850780.98155.95
1292013.01.25 17:54s/l420.010.852570.852570.84927-2.06153.89
1302013.01.25 18:15sell440.010.851900.000000.00000
1312013.01.25 18:15modify440.010.851900.853710.85098
1322013.01.28 00:00s/l440.010.853710.853710.85098-2.91150.99
1332013.01.28 08:30sell450.010.853770.000000.00000
1342013.01.28 08:30modify450.010.853770.855100.85354
1352013.01.28 08:36t/p450.010.853540.855100.853540.37151.36
1362013.01.28 19:15sell460.010.857680.000000.00000
1372013.01.28 19:15modify460.010.857680.859560.85606
1382013.01.28 21:00sell470.010.857250.000000.00000
1392013.01.28 21:00modify470.010.857250.858980.85589
1402013.01.29 08:48t/p460.010.856060.859560.856062.61153.97
1412013.01.29 08:52t/p470.010.855890.858980.855892.19156.17
1422013.01.29 09:45buy480.010.855620.000000.00000
1432013.01.29 09:45modify480.010.855620.854180.85638
1442013.01.29 10:15buy490.010.855490.000000.00000
1452013.01.29 10:15modify490.010.855490.853650.85632
1462013.01.29 11:04t/p490.010.856320.853650.856321.34157.51
1472013.01.29 11:04t/p480.010.856380.854180.856381.22158.73
1482013.02.01 14:30sell500.010.861570.000000.00000
1492013.02.01 14:30modify500.010.861570.863220.85922
1502013.02.01 15:49s/l500.010.863220.863220.85922-2.65156.08
1512013.02.04 00:30sell510.010.869340.000000.00000
1522013.02.04 00:30modify510.010.869340.871040.86891
1532013.02.04 01:00t/p510.010.868910.871040.868910.69156.77
1542013.02.04 14:15buy520.010.862870.000000.00000
1552013.02.04 14:15modify520.010.862870.861240.86612
1562013.02.04 15:30buy530.010.861900.000000.00000
1572013.02.04 15:30modify530.010.861900.860450.86573
1582013.02.04 16:42s/l520.010.861240.861240.86612-2.62154.15
1592013.02.04 18:21s/l530.010.860450.860450.86573-2.33151.82
1602013.02.04 19:15buy540.010.859720.000000.00000
1612013.02.04 19:15modify540.010.859720.858010.86207
1622013.02.04 20:45s/l540.010.858010.858010.86207-2.75149.07
1632013.02.05 20:45sell550.010.868060.000000.00000
1642013.02.05 20:45modify550.010.868060.869300.86241
1652013.02.06 04:00sell560.010.867780.000000.00000
1662013.02.06 04:00modify560.010.867780.869000.86707
1672013.02.06 05:13t/p560.010.867070.869000.867071.14150.21
1682013.02.06 15:30t/p550.010.862410.869300.862419.10159.31
1692013.02.08 18:15buy570.010.845290.000000.00000
1702013.02.08 18:15modify570.010.845290.843600.84776
1712013.02.08 19:15buy580.010.845980.000000.00000
1722013.02.08 19:15modify580.010.845980.844050.84803
1732013.02.08 20:00buy590.010.845550.000000.00000
1742013.02.08 20:00modify590.010.845550.843830.84786
1752013.02.08 21:15buy600.010.845360.000000.00000
1762013.02.08 21:15modify600.010.845360.844010.84778
1772013.02.11 09:11t/p570.010.847760.843600.847763.96163.27
1782013.02.11 09:11t/p600.010.847780.844010.847783.87167.13
1792013.02.11 09:13t/p590.010.847860.843830.847863.70170.83
1802013.02.11 09:14t/p580.010.848030.844050.848033.28174.10
1812013.02.12 15:15sell610.010.861480.000000.00000
1822013.02.12 15:15modify610.010.861480.862850.85697
1832013.02.12 16:45sell620.010.860410.000000.00000
1842013.02.12 16:45modify620.010.860410.862070.86036
1852013.02.12 16:45t/p620.010.860360.862070.860360.08174.18
1862013.02.13 12:36s/l610.010.862850.862850.85697-2.20171.99
1872013.02.13 20:30sell630.010.865010.000000.00000
1882013.02.13 20:30modify630.010.865010.866270.86407
1892013.02.14 03:06s/l630.010.866270.866270.86407-2.01169.98
1902013.02.14 13:45buy640.010.859240.000000.00000
1912013.02.14 13:45modify640.010.859240.857400.86263
1922013.02.14 16:15buy650.010.859880.000000.00000
1932013.02.14 16:15modify650.010.859880.858350.86289
1942013.02.15 00:03t/p640.010.862630.857400.862635.44175.42
1952013.02.15 08:43t/p650.010.862890.858350.862894.82180.23
1962013.02.19 19:30sell660.010.867780.000000.00000
1972013.02.19 19:30modify660.010.867780.869130.86311
1982013.02.20 02:28s/l660.010.869130.869130.86311-2.18178.06
1992013.02.20 03:30sell670.010.869630.000000.00000
2002013.02.20 03:30modify670.010.869630.870860.86820
2012013.02.20 05:17t/p670.010.868200.870860.868202.30180.36
2022013.02.20 17:45sell680.010.874730.000000.00000
2032013.02.20 17:45modify680.010.874730.876210.87356
2042013.02.20 17:56t/p680.010.873560.876210.873561.89182.25
2052013.02.21 15:45buy690.010.864160.000000.00000
2062013.02.21 15:45modify690.010.864160.862810.87020
2072013.02.21 19:30buy700.010.865340.000000.00000
2082013.02.21 19:30modify700.010.865340.863320.86661
2092013.02.22 06:06s/l700.010.863320.863320.86661-3.27178.98
2102013.02.22 06:06s/l690.010.862810.862810.87020-2.19176.78
2112013.02.25 01:45sell710.010.873490.000000.00000
2122013.02.25 01:45modify710.010.873490.875420.86787
2132013.02.25 09:00sell720.010.872810.000000.00000
2142013.02.25 09:00modify720.010.872810.874430.87196
2152013.02.25 09:43t/p720.010.871960.874430.871961.37178.15
2162013.02.25 10:15sell730.010.872870.000000.00000
2172013.02.25 10:15modify730.010.872870.874370.87198
2182013.02.25 11:19s/l730.010.874370.874370.87198-2.42175.73
2192013.02.25 12:28s/l710.010.875420.875420.86787-3.11172.62
2202013.02.26 00:45buy740.010.861650.000000.00000
2212013.02.26 00:45modify740.010.861650.860100.87354
2222013.02.26 01:15buy750.010.861390.000000.00000
2232013.02.26 01:15modify750.010.861390.859890.86213
2242013.02.26 02:08t/p750.010.862130.859890.862131.19173.81
2252013.02.26 03:30buy760.010.862260.000000.00000
2262013.02.26 03:30modify760.010.862260.860800.86248
2272013.02.26 03:51t/p760.010.862480.860800.862480.36174.17
2282013.02.26 05:50s/l740.010.860100.860100.87354-2.50171.67
2292013.02.26 19:00sell770.010.862960.000000.00000
2302013.02.26 19:00modify770.010.862960.864760.86212
2312013.02.26 19:15t/p770.010.862120.864760.862121.35173.02
2322013.02.28 02:15sell780.010.866830.000000.00000
2332013.02.28 02:15modify780.010.866830.868580.86625
2342013.02.28 05:17t/p780.010.866250.868580.866250.93173.95
2352013.02.28 15:30buy790.010.863330.000000.00000
2362013.02.28 15:30modify790.010.863330.861410.86476
2372013.02.28 15:47t/p790.010.864760.861410.864762.30176.25
2382013.03.01 16:45sell800.010.865260.000000.00000
2392013.03.01 16:45modify800.010.865260.867060.86441
2402013.03.01 17:19t/p800.010.864410.867060.864411.37177.62
2412013.03.05 06:00buy810.010.861250.000000.00000
2422013.03.05 06:00modify810.010.861250.859700.86160
2432013.03.05 06:19t/p810.010.861600.859700.861600.56178.18
2442013.03.07 21:15sell820.010.872450.000000.00000
2452013.03.07 21:15modify820.010.872450.874160.86722
2462013.03.08 15:36s/l820.010.874160.874160.86722-2.75175.44
2472013.03.13 19:45buy830.010.868290.000000.00000
2482013.03.13 19:45modify830.010.868290.866840.86833
2492013.03.13 19:45t/p830.010.868330.866840.868330.07175.51
2502013.03.14 20:00buy840.010.862090.000000.00000
2512013.03.14 20:00modify840.010.862090.860140.86493
2522013.03.15 17:40t/p840.010.864930.860140.864934.56180.06
2532013.03.18 08:45buy850.010.854070.000000.00000
2542013.03.18 08:45modify850.010.854070.852740.85532
2552013.03.18 09:34t/p850.010.855320.852740.855322.01182.07
2562013.03.18 15:00sell860.010.856910.000000.00000
2572013.03.18 15:00modify860.010.856910.858430.85594
2582013.03.18 15:18t/p860.010.855940.858430.855941.56183.63
2592013.03.21 00:15sell870.010.856580.000000.00000
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