Strategy Tester Report
Polygon
Alpari-Standard1 (Build 670)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2014.01.13 00:00 - 2014.09.26 23:45 (2014.01.13 - 2014.09.27)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыtxt00="___Commons_________________________"; pMagicNumber=101; txt01="Set to true to enable conservative mode"; txt02="Set to false to enable aggressive mode"; Conservative=false; txt03="___MoneyManagement_________________"; pLot=0; pRisk=10;
Баров в истории18748Смоделировано тиков5481417Качество моделирования90.00%
Ошибки рассогласования графиков6
Начальный депозит10000.00Спред10
Чистая прибыль3240.02Общая прибыль10669.55Общий убыток-7429.52
Прибыльность1.44Матожидание выигрыша67.50
Абсолютная просадка821.88Максимальная просадка2895.90 (22.48%)Относительная просадка22.48% (2895.90)
Всего сделок48Короткие позиции (% выигравших)30 (90.00%)Длинные позиции (% выигравших)18 (83.33%)
Прибыльные сделки (% от всех)42 (87.50%)Убыточные сделки (% от всех)6 (12.50%)
Самая большаяприбыльная сделка719.32убыточная сделка-1410.00
Среднийприбыльная сделка254.04убыточная сделка-1238.25
Максимальное количествонепрерывных выигрышей (прибыль)14 (3726.86)непрерывных проигрышей (убыток)2 (-2229.86)
Максимальнаянепрерывная прибыль (число выигрышей)3726.86 (14)непрерывный убыток (число проигрышей)-2229.86 (2)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.17 21:15sell13.331.352560.000000.00000
22014.01.17 21:15modify13.331.352561.355561.34756
32014.01.20 02:15close13.331.352011.355561.34756183.8210183.82
42014.01.23 12:30buy23.391.362970.000000.00000
52014.01.23 12:30modify23.391.362971.359971.36797
62014.01.23 13:14modify23.391.362971.363781.36797
72014.01.23 13:15s/l23.391.363781.363781.36797274.5910458.41
82014.01.23 13:45buy33.491.363070.000000.00000
92014.01.23 13:45modify33.491.363071.360071.36807
102014.01.23 15:00close33.491.363891.360071.36807286.1810744.59
112014.01.30 13:00sell43.581.360430.000000.00000
122014.01.30 13:00modify43.581.360431.363431.35543
132014.01.30 14:00close43.581.359731.363431.35543250.6010995.19
142014.01.31 18:45sell53.671.350100.000000.00000
152014.01.31 18:45modify53.671.350101.353101.34510
162014.01.31 21:59modify53.671.350101.349301.34510
172014.01.31 21:59modify53.671.350101.349091.34510
182014.01.31 21:59modify53.671.350101.348861.34510
192014.01.31 21:59modify53.671.350101.348631.34510
202014.01.31 21:59modify53.671.350101.348411.34510
212014.01.31 22:00close53.671.348141.348411.34510719.3211714.51
222014.02.06 20:15buy63.901.359710.000000.00000
232014.02.06 20:15modify63.901.359711.356711.36471
242014.02.07 10:30s/l63.901.356711.356711.36471-1178.9710535.54
252014.02.12 17:30sell73.511.357740.000000.00000
262014.02.12 17:30modify73.511.357741.360741.35274
272014.02.13 04:00s/l73.511.360741.360741.35274-1050.899484.64
282014.02.13 13:00buy83.161.366660.000000.00000
292014.02.13 13:00modify83.161.366661.363661.37166
302014.02.13 15:00close83.161.366791.363661.3716641.089525.72
312014.02.13 16:00buy93.181.366700.000000.00000
322014.02.13 16:00modify93.181.366701.363701.37170
332014.02.13 16:17modify93.181.366701.367511.37170
342014.02.13 16:18s/l93.181.367511.367511.37170257.589783.30
352014.02.13 18:00buy103.261.366530.000000.00000
362014.02.13 18:00modify103.261.366531.363531.37153
372014.02.13 19:15close103.261.366881.363531.37153114.109897.40
382014.02.18 18:00buy113.301.375010.000000.00000
392014.02.18 18:00modify113.301.375011.372011.38001
402014.02.18 19:00close113.301.375701.372011.38001227.7010125.10
412014.02.27 12:15sell123.381.365740.000000.00000
422014.02.27 12:15modify123.381.365741.368741.36074
432014.02.27 12:47modify123.381.365741.364931.36074
442014.02.27 12:48modify123.381.365741.364701.36074
452014.02.27 12:49s/l123.381.364701.364701.36074351.5210476.62
462014.02.28 16:45buy133.491.379500.000000.00000
472014.02.28 16:45modify133.491.379501.376501.38450
482014.02.28 17:51modify133.491.379501.380301.38450
492014.02.28 17:52s/l133.491.380301.380301.38450279.2010755.82
502014.03.06 21:00buy143.591.385850.000000.00000
512014.03.06 21:00modify143.591.385851.382851.39085
522014.03.06 23:15close143.591.385931.382851.3908528.7210784.54
532014.03.13 12:15buy153.591.395410.000000.00000
542014.03.13 12:15modify153.591.395411.392411.40041
552014.03.13 15:53close153.591.395411.392411.400410.0010784.54
562014.03.13 22:15sell163.591.386430.000000.00000
572014.03.13 22:15modify163.591.386431.389431.38143
582014.03.14 01:45close163.591.385951.389431.38143173.0410957.58
592014.03.17 17:00buy173.651.392840.000000.00000
602014.03.17 17:00modify173.651.392841.389841.39784
612014.03.18 02:45close173.651.393121.389841.3978493.8111051.39
622014.03.19 23:00sell183.681.383220.000000.00000
632014.03.19 23:00modify183.681.383221.386221.37822
642014.03.19 23:47modify183.681.383221.382411.37822
652014.03.19 23:47modify183.681.383221.382191.37822
662014.03.19 23:48s/l183.681.382191.382191.37822379.0411430.43
672014.03.20 14:00sell193.811.377230.000000.00000
682014.03.20 14:00modify193.811.377231.380231.37223
692014.03.20 14:31modify193.811.377231.376411.37223
702014.03.20 14:36s/l193.811.376411.376411.37223312.4211742.85
712014.03.20 15:30sell203.911.377060.000000.00000
722014.03.20 15:30modify203.911.377061.380061.37206
732014.03.20 16:00modify203.911.377061.376221.37206
742014.03.20 16:00modify203.911.377061.375971.37206
752014.03.20 16:00close203.911.375621.375971.37206563.0412305.89
762014.03.20 18:00sell214.101.378230.000000.00000
772014.03.20 18:00modify214.101.378231.381231.37323
782014.03.20 21:45close214.101.377511.381231.37323295.2012601.09
792014.03.24 21:00buy224.201.383940.000000.00000
802014.03.24 21:00modify224.201.383941.380941.38894
812014.03.25 11:40s/l224.201.380941.380941.38894-1269.6611331.43
822014.03.27 20:00sell233.781.374530.000000.00000
832014.03.27 20:00modify233.781.374531.377531.36953
842014.03.27 21:15close233.781.374001.377531.36953200.3411531.77
852014.03.28 11:15sell243.841.372310.000000.00000
862014.03.28 11:15modify243.841.372311.375311.36731
872014.03.28 15:02s/l243.841.375311.375311.36731-1152.0010379.77
882014.03.31 15:30buy253.461.378510.000000.00000
892014.03.31 15:30modify253.461.378511.375511.38351
902014.03.31 16:51modify253.461.378511.379321.38351
912014.03.31 16:51modify253.461.378511.379531.38351
922014.03.31 16:51modify253.461.378511.379731.38351
932014.03.31 16:51modify253.461.378511.379941.38351
942014.03.31 16:51s/l253.461.379941.379941.38351494.7810874.55
952014.04.03 19:45sell263.621.371520.000000.00000
962014.04.03 19:45modify263.621.371521.374521.36652
972014.04.03 21:30close263.621.371101.374521.36652152.0411026.59
982014.04.08 20:00buy273.681.379620.000000.00000
992014.04.08 20:00modify273.681.379621.376621.38462
1002014.04.08 21:30close273.681.379991.376621.38462136.1611162.75
1012014.04.10 19:45buy283.721.388770.000000.00000
1022014.04.10 19:45modify283.721.388771.385771.39377
1032014.04.10 21:30close283.721.389071.385771.39377111.6011274.35
1042014.04.23 12:30buy293.761.384190.000000.00000
1052014.04.23 12:30modify293.761.384191.381191.38919
1062014.04.23 14:00close293.761.384391.381191.3891975.2011349.55
1072014.04.28 13:00buy303.781.386610.000000.00000
1082014.04.28 13:00modify303.781.386611.383611.39161
1092014.04.28 15:45close303.781.386661.383611.3916118.9011368.45
1102014.05.08 19:15sell313.791.387020.000000.00000
1112014.05.08 19:15modify313.791.387021.390021.38202
1122014.05.08 20:00close313.791.386161.390021.38202325.9411694.39
1132014.05.09 16:15sell323.901.378820.000000.00000
1142014.05.09 16:15modify323.901.378821.381821.37382
1152014.05.09 17:12modify323.901.378821.378001.37382
1162014.05.09 17:12modify323.901.378821.377781.37382
1172014.05.09 17:12s/l323.901.377781.377781.37382405.6012099.99
1182014.05.13 14:45sell334.031.371360.000000.00000
1192014.05.13 14:45modify334.031.371361.374361.36636
1202014.05.13 15:14modify334.031.371361.370551.36636
1212014.05.13 15:15modify334.031.371361.370321.36636
1222014.05.13 15:17s/l334.031.370321.370321.36636419.1212519.11
1232014.05.13 16:00sell344.171.372370.000000.00000
1242014.05.13 16:00modify344.171.372371.375371.36737
1252014.05.13 17:47modify344.171.372371.371571.36737
1262014.05.13 17:48modify344.171.372371.371361.36737
1272014.05.13 17:48modify344.171.372371.371141.36737
1282014.05.13 17:51close344.171.370941.371141.36737596.3113115.42
1292014.05.13 21:15sell354.371.370140.000000.00000
1302014.05.13 21:15modify354.371.370141.373141.36514
1312014.05.13 22:15close354.371.369881.373141.36514113.6213229.04
1322014.05.15 15:45sell364.411.366720.000000.00000
1332014.05.15 15:45modify364.411.366721.369721.36172
1342014.05.15 15:56modify364.411.366721.365911.36172
1352014.05.15 15:57s/l364.411.365911.365911.36172357.2113586.25
1362014.06.09 17:45sell374.531.359460.000000.00000
1372014.06.09 17:45modify374.531.359461.362461.35446
1382014.06.09 19:06modify374.531.359461.358651.35446
1392014.06.09 19:09s/l374.531.358651.358651.35446366.9313953.18
1402014.06.10 15:15sell384.651.354610.000000.00000
1412014.06.10 15:15modify384.651.354611.357611.34961
1422014.06.10 19:00close384.651.354281.357611.34961153.4514106.63
1432014.06.19 12:30buy394.701.363460.000000.00000
1442014.06.19 12:30modify394.701.363461.360461.36846
1452014.06.19 20:39s/l394.701.360461.360461.36846-1410.0012696.63
1462014.07.15 18:45sell404.231.357900.000000.00000
1472014.07.15 18:45modify404.231.357901.360901.35290
1482014.07.15 19:16modify404.231.357901.357081.35290
1492014.07.15 20:11s/l404.231.357081.357081.35290346.8613043.49
1502014.07.22 18:30sell414.351.347190.000000.00000
1512014.07.22 18:30modify414.351.347191.350191.34219
1522014.07.22 19:30close414.351.346561.350191.34219274.0513317.54
1532014.08.25 02:15sell424.441.319750.000000.00000
1542014.08.25 02:15modify424.441.319751.322751.31475
1552014.08.25 09:15close424.441.318941.322751.31475359.6413677.18
1562014.09.04 20:00sell434.561.294590.000000.00000
1572014.09.04 20:00modify434.561.294591.297591.28959
1582014.09.04 21:31close434.561.294571.297591.289599.1213686.30
1592014.09.18 03:00sell444.561.284830.000000.00000
1602014.09.18 03:00modify444.561.284831.287831.27983
1612014.09.18 09:36s/l444.561.287831.287831.27983-1368.0012318.30
1622014.09.19 20:30sell454.111.283970.000000.00000
1632014.09.19 20:30modify454.111.283971.286971.27897
1642014.09.19 23:15close454.111.283161.286971.27897332.9112651.21
1652014.09.24 18:00sell464.221.279670.000000.00000
1662014.09.24 18:00modify464.221.279671.282671.27467
1672014.09.24 18:26modify464.221.279671.278871.27467
1682014.09.24 18:27s/l464.221.278871.278871.27467337.6012988.81
1692014.09.24 20:30sell474.331.278950.000000.00000
1702014.09.24 20:30modify474.331.278951.281951.27395
1712014.09.24 21:00close474.331.278381.281951.27395246.8113235.62
1722014.09.25 12:00sell484.411.272440.000000.00000
1732014.09.25 12:00modify484.411.272441.275441.26744
1742014.09.25 13:30close484.411.272431.275441.267444.4113240.03