Strategy Tester Report
PuriaM2
Alpari-Demo (Build 228)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2010.08.02 00:00 - 2011.01.20 23:00 (2010.08.01 - 2011.01.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыRiskPercent=3; StopLoss=1200; TakeProfit=2100; MovingPeriod1=1; MovingPeriod2=82; MovingPeriod3=100; Bezubitok=false; DebugLevel=0;
Баров в истории3384Смоделировано тиков5977357Качество моделирования63.59%
Ошибки рассогласования графиков3
Начальный депозит10000.00
Чистая прибыль44798.69Общая прибыль70873.69Общий убыток-26074.99
Прибыльность2.72Матожидание выигрыша520.92
Абсолютная просадка2297.78Максимальная просадка10081.82 (18.39%)Относительная просадка24.97% (3601.03)
Всего сделок86Короткие позиции (% выигравших)46 (34.78%)Длинные позиции (% выигравших)40 (52.50%)
Прибыльные сделки (% от всех)37 (43.02%)Убыточные сделки (% от всех)49 (56.98%)
Самая большаяприбыльная сделка2378.61убыточная сделка-1385.10
Средняяприбыльная сделка1915.51убыточная сделка-532.14
Максимальное количествонепрерывных выигрышей (прибыль)6 (14253.53)непрерывных проигрышей (убыток)16 (-6111.31)
Максимальнаянепрерывная прибыль (число выигрышей)14253.53 (6)непрерывный убыток (число проигрышей)-6111.31 (16)
Среднийнепрерывный выигрыш3непрерывный проигрыш4
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.08.04 17:00sell11.141.314291.326441.29344
22010.08.05 15:00close11.141.321501.326441.29344-833.239166.77
32010.08.05 15:00buy21.141.321501.309351.34235
42010.08.05 17:00close21.141.315431.309351.34235-691.988474.79
52010.08.05 17:00sell31.141.315431.327581.29458
62010.08.05 23:00close31.141.318971.327581.29458-403.568071.23
72010.08.05 23:00buy41.141.318971.306821.33982
82010.08.06 14:00buy51.141.317541.305391.33839
92010.08.10 02:00close41.141.321521.306821.33982291.738362.96
102010.08.10 02:00close51.141.321521.305391.33839454.408817.36
112010.08.10 02:00sell61.141.321521.333671.30067
122010.08.10 22:00sell71.141.318091.330241.29724
132010.08.11 12:36t/p61.141.300671.333671.300672373.1411190.50
142010.08.11 15:28t/p71.141.297241.330241.297242373.1413563.64
152010.08.16 17:00buy81.141.284621.272471.30547
162010.08.19 02:00close81.141.279461.272471.30547-586.5312977.11
172010.08.19 02:00sell91.141.279461.291611.25861
182010.08.19 17:00close91.141.286841.291611.25861-841.3212135.79
192010.08.19 17:00buy101.141.286841.274691.30769
202010.08.19 19:00close101.141.282271.274691.30769-520.9811614.81
212010.08.19 19:00sell111.141.282271.294421.26142
222010.08.24 09:38t/p111.141.261421.294421.261422365.6113980.42
232010.08.25 10:00buy121.141.268671.256521.28952
242010.08.25 14:00close121.141.262841.256521.28952-664.6213315.80
252010.08.25 14:00sell131.141.262841.274991.24199
262010.08.25 17:00sell141.141.262651.274801.24180
272010.08.26 00:00close131.141.266441.274991.24199-421.6912894.12
282010.08.26 00:00close141.141.266441.274801.24180-443.3512450.77
292010.08.26 00:00buy151.141.266441.254291.28729
302010.08.30 17:00close151.141.268571.254291.28729243.5012694.28
312010.08.30 17:00sell161.141.268571.280721.24772
322010.08.31 13:00sell171.141.268611.280761.24776
332010.08.31 17:00close161.141.271051.280721.24772-286.4812407.79
342010.08.31 17:00close171.141.271051.280761.24776-278.1612129.63
352010.08.31 17:00buy181.141.271051.258901.29190
362010.08.31 22:00close181.141.267071.258901.29190-453.7211675.91
372010.08.31 22:00sell191.141.267071.279221.24622
382010.09.01 02:00sell201.141.267481.279631.24663
392010.09.01 06:00close191.141.270481.279221.24622-392.5011283.41
402010.09.01 06:00close201.141.270481.279631.24663-342.0010941.41
412010.09.01 06:00buy211.141.270481.258331.29133
422010.09.06 08:48t/p211.141.291331.258331.291332378.6113320.02
432010.09.07 02:00sell221.141.281811.293961.26096
442010.09.09 16:00close221.141.274621.293961.26096804.6114124.63
452010.09.09 16:00buy231.141.274621.262471.29547
462010.09.09 19:00close231.141.269911.262471.29547-536.9413587.69
472010.09.09 19:00sell241.141.269911.282061.24906
482010.09.10 13:00close241.141.272901.282061.24906-344.6213243.07
492010.09.10 13:00buy251.141.272901.260751.29375
502010.09.10 16:00buy261.141.270651.258501.29150
512010.09.13 01:00buy271.141.271841.259691.29269
522010.09.14 16:12t/p261.141.291501.258501.291502377.5815620.66
532010.09.14 16:12t/p271.141.292691.259691.292692377.2417997.90
542010.09.14 16:17t/p251.141.293751.260751.293752377.5820375.48
552010.09.20 16:00buy281.141.305561.293411.32641
562010.09.21 20:47t/p281.141.326411.293411.326412377.2422752.72
572010.09.28 09:00sell291.141.340421.352571.31957
582010.09.28 16:00close291.141.346301.352571.31957-670.3222082.40
592010.09.28 16:00buy301.141.346301.334151.36715
602010.09.30 11:49t/p301.141.367151.334151.367152378.2724460.67
612010.10.05 00:00sell311.141.367401.379551.34655
622010.10.05 11:00close311.141.377691.379551.34655-1173.0623287.61
632010.10.05 11:00buy321.141.377691.365541.39854
642010.10.07 08:47t/p321.141.398541.365541.398542378.2725665.88
652010.10.11 17:00sell331.141.389401.401551.36855
662010.10.13 00:00close331.141.391691.401551.36855-268.5825397.30
672010.10.13 00:00buy341.141.391691.379541.41254
682010.10.15 14:12t/p341.141.412541.379541.412542378.2727775.56
692010.10.15 18:00sell351.141.399631.411781.37878
702010.10.18 23:00sell361.141.393351.405501.37250
712010.10.19 17:00t/p351.141.378781.411781.378782369.3830144.94
722010.10.19 20:17t/p361.141.372501.405501.372502373.1432518.08
732010.10.20 17:00buy371.141.396891.384741.41774
742010.10.22 11:00close371.141.388331.384741.41774-974.4731543.61
752010.10.22 11:00sell381.141.388331.400481.36748
762010.10.25 01:00close381.141.394091.400481.36748-660.4030883.20
772010.10.25 01:00buy391.141.394091.381941.41494
782010.10.26 01:00close391.141.393791.381941.41494-33.8630849.35
792010.10.26 01:00sell401.141.393791.405941.37294
802010.10.26 10:00sell411.141.394801.406951.37395
812010.10.27 19:48t/p411.141.373951.406951.373952373.1433222.48
822010.10.28 13:00close401.141.385061.405941.37294980.1734202.66
832010.10.28 13:00buy421.141.385061.372911.40591
842010.10.29 12:00close421.141.380981.372911.40591-464.7833737.88
852010.10.29 12:00sell431.141.380981.393131.36013
862010.10.29 15:00close431.141.391491.393131.36013-1198.1432539.74
872010.10.29 15:00buy441.141.391491.379341.41234
882010.11.02 10:00buy451.141.395691.383541.41654
892010.11.03 19:17t/p441.141.412341.379341.412342377.9334917.66
902010.11.03 19:17t/p451.141.416541.383541.416542377.2437294.91
912010.11.05 14:00sell461.141.407371.419521.38652
922010.11.09 00:37t/p461.141.386521.419521.386522369.3839664.28
932010.11.12 16:00buy471.141.376551.364401.39740
942010.11.15 02:00buy481.141.371011.358861.39186
952010.11.15 09:00close471.141.366541.364401.39740-1140.8038523.48
962010.11.15 09:00close481.141.366541.358861.39186-509.5838013.90
972010.11.15 09:00sell491.141.366541.378691.34569
982010.11.16 19:00t/p491.141.345691.378691.345692373.1440387.04
992010.11.18 02:00buy501.141.356651.344501.37750
1002010.11.22 08:00t/p501.141.377501.344501.377502377.5842764.63
1012010.11.22 17:00sell511.141.360921.373071.34007
1022010.11.23 16:35t/p511.141.340071.373071.340072373.1445137.76
1032010.11.29 10:00sell521.141.326101.338251.30525
1042010.11.30 09:35t/p521.141.305251.338251.305252373.1447510.90
1052010.12.01 13:00buy531.141.311041.298891.33189
1062010.12.01 18:00buy541.141.314781.302631.33563
1072010.12.03 14:35t/p531.141.331891.298891.331892378.2749889.17
1082010.12.03 15:25t/p541.141.335631.302631.335632378.2752267.44
1092010.12.07 22:00sell551.141.327321.339471.30647
1102010.12.09 04:00close551.141.330731.339471.30647-403.7951863.65
1112010.12.09 04:00buy561.141.330731.318581.35158
1122010.12.09 13:00close561.141.321261.318581.35158-1079.5850784.07
1132010.12.09 13:00sell571.141.321261.333411.30041
1142010.12.10 09:00close571.141.327011.333411.30041-659.2650124.81
1152010.12.10 09:00buy581.141.327011.314861.34786
1162010.12.10 15:00close581.141.321681.314861.34786-607.6249517.19
1172010.12.10 15:00sell591.141.321681.333831.30083
1182010.12.10 19:00sell601.141.322781.334931.30193
1192010.12.13 14:00close591.141.327021.333831.30083-612.5248904.67
1202010.12.13 14:00close601.141.327021.334931.30193-487.1248417.54
1212010.12.13 14:00buy611.141.327021.314871.34787
1222010.12.14 11:35t/p611.141.347871.314871.347872377.2450794.79
1232010.12.15 08:00sell621.141.329991.342141.30914
1242010.12.15 11:00sell631.141.330041.342191.30919
1252010.12.15 18:00sell641.141.330521.342671.30967
1262010.12.17 05:00close621.141.329161.342141.3091479.5750874.36
1272010.12.17 05:00close631.141.329161.342191.3091985.2750959.63
1282010.12.17 05:00close641.141.329161.342671.30967139.9951099.62
1292010.12.17 05:00buy651.141.329161.317011.35001
1302010.12.17 16:13s/l651.141.317011.317011.35001-1385.1049714.52
1312010.12.17 17:00sell661.141.315131.327281.29428
1322010.12.21 05:00sell671.141.316761.328911.29591
1332010.12.21 10:00sell681.141.315391.327541.29454
1342010.12.21 15:00close661.141.317391.327281.29428-265.1649449.36
1352010.12.21 15:00close671.141.317391.328911.29591-71.8249377.54
1362010.12.21 15:00close681.141.317391.327541.29454-228.0049149.54
1372010.12.21 15:00buy691.141.317391.305241.33824
1382010.12.21 16:00close691.141.314451.305241.33824-335.1648814.38
1392010.12.21 16:00sell701.141.314451.326601.29360
1402010.12.22 13:00close701.141.314691.326601.29360-31.1248783.26
1412010.12.22 13:00buy711.141.314691.302541.33554
1422010.12.22 15:00close711.141.312171.302541.33554-287.2848495.98
1432010.12.22 15:00sell721.141.312171.324321.29132
1442010.12.23 09:00close721.141.314071.324321.29132-227.8948268.09
1452010.12.23 09:00buy731.141.314071.301921.33492
1462010.12.23 10:00close731.141.310251.301921.33492-435.4847832.61
1472010.12.23 10:00sell741.141.310251.322401.28940
1482010.12.24 02:00close741.141.311361.322401.28940-130.3047702.31
1492010.12.24 02:00buy751.141.311361.299211.33221
1502010.12.27 01:00close751.141.307871.299211.33221-397.5247304.79
1512010.12.27 01:00sell761.141.307871.320021.28702
1522010.12.27 03:00sell771.141.310001.322151.28915
1532010.12.27 06:00close761.141.312771.320021.28702-558.6046746.19
1542010.12.27 06:00close771.141.312771.322151.28915-315.7846430.41
1552010.12.27 06:00buy781.141.312771.300621.33362
1562010.12.28 19:00close781.141.312601.300621.33362-19.0446411.37
1572010.12.28 19:00sell791.141.312601.324751.29175
1582010.12.29 16:00sell801.141.312931.325081.29208
1592010.12.29 19:00close791.141.318991.324751.29175-732.2245679.15
1602010.12.29 19:00close801.141.318991.325081.29208-690.8444988.31
1612010.12.29 19:00buy811.141.318991.306841.33984
1622010.12.31 16:26t/p811.141.339841.306841.339842378.2747366.58
1632011.01.04 21:00sell821.141.330471.342621.30962
1642011.01.06 11:35t/p821.141.309621.342621.309622361.8549728.43
1652011.01.11 13:00buy831.141.296061.283911.31691
1662011.01.11 18:00buy841.141.297851.285701.31870
1672011.01.13 10:42t/p831.141.316911.283911.316912378.2752106.70
1682011.01.13 13:52t/p841.141.318701.285701.318702378.2754484.97
1692011.01.18 02:00sell851.141.326411.338561.30556
1702011.01.18 09:00close851.141.334991.338561.30556-978.1253506.85
1712011.01.18 09:00buy861.141.334991.322841.35584
1722011.01.20 23:59close at stop861.141.346311.322841.355841291.8554798.69