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

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2009.08.27 04:00 - 2013.12.24 19:59
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
Параметрыstoplossbars=21; takeprofitbars=24; stoploss_deviation=10; lowema=13; fastema=2; maxur=0.0011; minur=-0.0081; maxbarABpoint=1; x="Настройки MA:"; perema1=19; perema2=20; persma3=50; perema4=300; Lots=0.1;
Баров в истории6839Смоделировано тиков13578Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль1300.85Общая прибыль2856.60Общий убыток-1555.75
Прибыльность1.84Матожидание выигрыша13.41
Абсолютная просадка183.62Максимальная просадка475.69 (21.63%)Относительная просадка34.14% (423.19)
Всего сделок97Короткие позиции (% выигравших)20 (80.00%)Длинные позиции (% выигравших)77 (90.91%)
Прибыльные сделки (% от всех)86 (88.66%)Убыточные сделки (% от всех)11 (11.34%)
Самая большаяприбыльная сделка165.16убыточная сделка-265.22
Средняяприбыльная сделка33.22убыточная сделка-141.43
Максимальное количествонепрерывных выигрышей (прибыль)22 (657.36)непрерывных проигрышей (убыток)1 (-265.22)
Максимальнаянепрерывная прибыль (число выигрышей)657.36 (22)непрерывный убыток (число проигрышей)-265.22 (1)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.09.10 12:00buy10.101.453921.429181.45993
22009.09.10 16:00t/p10.101.459931.429181.4599360.101060.10
32009.11.05 20:00buy20.101.486431.461621.50617
42009.11.06 00:00close20.031.487111.461621.506172.011062.11
52009.11.06 00:00buy30.071.486431.461621.50617
62009.11.25 16:00t/p30.071.506171.461621.50617136.791198.90
72010.01.13 20:00buy40.101.450401.425401.45780
82010.01.14 04:00close40.031.454501.425401.4578012.201211.10
92010.01.14 04:00buy50.071.450401.425401.45780
102010.01.19 20:00s/l50.071.425401.425401.45780-175.461035.64
112010.04.14 12:00buy60.101.364471.333141.36916
122010.04.14 20:00close60.031.365871.333141.369164.201039.84
132010.04.14 20:00buy70.071.364471.333141.36916
142010.04.22 16:00s/l70.071.333141.333141.36916-220.08819.76
152010.05.31 16:00sell80.101.230551.246241.21527
162010.06.01 04:00close80.031.225751.246241.2152714.38834.14
172010.06.01 04:00sell90.071.230551.246241.21527
182010.06.01 12:00t/p90.071.215271.246241.21527106.90941.04
192010.06.11 16:00buy100.101.211801.189101.26715
202010.06.14 04:00close100.031.217301.189101.2671516.47957.51
212010.06.14 04:00buy110.071.211801.189101.26715
222010.06.17 12:00close110.041.238601.189101.26715106.941064.44
232010.06.17 12:00buy120.031.211801.189101.26715
242010.07.08 04:00t/p120.031.267151.189101.26715165.161229.60
252010.07.08 08:00buy130.101.265851.247001.26875
262010.07.08 16:00t/p130.101.268751.247001.2687529.001258.60
272010.07.19 20:00buy140.101.294501.267251.30065
282010.07.20 08:00close140.031.298751.267251.3006512.721271.32
292010.07.20 08:00buy150.071.294501.267251.30065
302010.07.20 12:00t/p150.071.300651.267251.3006542.971314.29
312010.08.26 00:00sell160.101.266251.273901.25875
322010.08.26 12:00s/l160.101.273901.273901.25875-76.501237.79
332010.09.02 16:00buy170.101.281351.261551.28550
342010.09.03 00:00close170.031.282501.261551.285503.421241.21
352010.09.03 00:00buy180.071.281351.261551.28550
362010.09.03 16:00t/p180.071.285501.261551.2855028.971270.18
372010.09.16 00:00buy190.101.301201.266551.30365
382010.09.16 12:00t/p190.101.303651.266551.3036524.501294.68
392010.09.24 00:00buy200.101.331401.301901.34395
402010.09.24 04:00close200.031.332701.301901.343953.901298.58
412010.09.24 04:00buy210.071.331401.301901.34395
422010.09.24 16:00t/p210.071.343951.301901.3439587.851386.43
432010.09.28 00:00buy220.101.344101.327601.35060
442010.09.28 08:00close220.031.345101.327601.350603.001389.43
452010.09.28 08:00buy230.071.344101.327601.35060
462010.09.28 16:00t/p230.071.350601.327601.3506045.501434.93
472010.09.30 00:00buy240.101.362301.337101.36460
482010.09.30 12:00t/p240.101.364601.337101.3646023.001457.93
492010.10.06 16:00buy250.101.387701.361901.38835
502010.10.06 20:00t/p250.101.388351.361901.388356.501464.43
512010.10.07 16:00buy260.101.394201.362701.40285
522010.10.11 00:00close260.031.400251.362701.4028518.081482.52
532010.10.11 00:00buy270.071.394201.362701.40285
542010.10.14 04:00t/p270.071.402851.362701.4028560.011542.53
552010.10.15 16:00buy280.101.403001.376501.41575
562010.10.19 20:00s/l280.101.376501.376501.41575-265.221277.31
572010.12.07 00:00buy290.101.330991.303771.34373
582010.12.07 04:00close290.031.332641.303771.343734.951282.26
592010.12.07 04:00buy300.071.330991.303771.34373
602010.12.07 12:00close300.041.336001.303771.3437320.041302.30
612010.12.07 12:00buy310.031.330991.303771.34373
622010.12.14 12:00t/p310.031.343731.303771.3437337.991340.29
632011.01.03 16:00buy320.101.331261.307271.34238
642011.01.03 20:00close320.031.337311.307271.3423818.151358.44
652011.01.03 20:00buy330.071.331261.307271.34238
662011.01.04 16:00t/p330.071.342381.307271.3423877.761436.20
672011.01.17 20:00buy340.101.329581.295161.34568
682011.01.18 08:00close340.031.334031.295161.3456813.321449.52
692011.01.18 08:00buy350.071.329581.295161.34568
702011.01.18 16:00t/p350.071.345681.295161.34568112.621562.14
712011.01.20 16:00buy360.101.347651.323411.35379
722011.01.21 04:00close360.031.348801.323411.353793.421565.56
732011.01.21 04:00buy370.071.347651.323411.35379
742011.01.21 12:00t/p370.071.353791.323411.3537942.901608.46
752011.01.25 00:00buy380.101.364001.338581.36853
762011.01.25 04:00close380.031.366231.338581.368536.691615.15
772011.01.25 04:00buy390.071.364001.338581.36853
782011.01.25 12:00t/p390.071.368531.338581.3685331.711646.86
792011.02.03 08:00buy400.101.380451.355991.38612
802011.02.04 16:00s/l400.101.355991.355991.38612-244.711402.15
812011.03.22 00:00buy410.101.421511.385651.42396
822011.03.22 04:00close410.031.422391.385651.423962.641404.79
832011.03.22 04:00buy420.071.421511.385651.42396
842011.03.22 12:00t/p420.071.423961.385651.4239617.151421.94
852011.04.22 12:00buy430.101.456161.419501.46482
862011.04.25 12:00close430.031.460181.419501.4648212.031433.97
872011.04.25 12:00buy440.071.456161.419501.46482
882011.04.26 12:00t/p440.071.464821.419501.4648260.471494.43
892011.04.29 16:00buy450.101.483871.449721.48814
902011.05.02 16:00close450.031.484391.449721.488141.531495.96
912011.05.02 16:00buy460.071.483871.449721.48814
922011.05.02 20:00t/p460.071.488141.449721.4881429.811525.77
932011.06.01 04:00buy470.101.440411.405791.44366
942011.06.01 08:00t/p470.101.443661.405791.4436632.501558.27
952011.06.07 20:00buy480.101.467961.433891.46921
962011.06.08 00:00t/p480.101.469211.433891.4692112.391570.66
972011.07.01 00:00buy490.101.450241.415801.45374
982011.07.01 08:00close490.031.451461.415801.453743.661574.32
992011.07.01 08:00buy500.071.450241.415801.45374
1002011.07.01 12:00t/p500.071.453741.415801.4537424.501598.82
1012011.07.25 08:00buy510.101.437591.409831.44373
1022011.07.26 04:00close510.031.439211.409831.443734.831603.65
1032011.07.26 04:00buy520.071.437591.409831.44373
1042011.07.26 08:00t/p520.071.443731.409831.4437342.901646.55
1052011.08.17 04:00buy530.101.437621.413951.44768
1062011.08.17 08:00close530.031.440621.413951.447689.001655.55
1072011.08.17 08:00buy540.071.437621.413951.44768
1082011.08.17 16:00t/p540.071.447681.413951.4476870.421725.97
1092011.10.12 00:00buy550.101.363981.323171.36980
1102011.10.12 12:00t/p550.101.369801.323171.3698058.201784.17
1112011.10.14 04:00buy560.101.372421.355561.38332
1122011.10.14 08:00close560.031.377211.355561.3833214.371798.54
1132011.10.14 08:00buy570.071.372421.355561.38332
1142011.10.14 20:00t/p570.071.383321.355561.3833276.301874.84
1152011.11.08 12:00sell580.101.376001.387771.36076
1162011.11.09 12:00close580.031.370501.387771.3607616.481891.32
1172011.11.09 12:00sell590.071.376001.387771.36076
1182011.11.09 16:00t/p590.071.360761.387771.36076106.621997.94
1192011.11.22 04:00sell600.101.349241.362371.34216
1202011.11.23 04:00close600.031.347071.362371.342166.492004.43
1212011.11.23 04:00sell610.071.349241.362371.34216
1222011.11.23 16:00t/p610.071.342161.362371.3421649.502053.93
1232011.12.01 16:00buy620.101.348501.324931.42465
1242011.12.02 16:00close620.031.350371.324931.424655.582059.51
1252011.12.02 16:00buy630.071.348501.324931.42465
1262011.12.12 16:00s/l630.071.324931.324931.42465-165.681893.83
1272011.12.16 12:00sell640.101.303631.324631.29459
1282011.12.16 20:00close640.031.301281.324631.294597.051900.88
1292011.12.16 20:00sell650.071.303631.324631.29459
1302011.12.28 20:00t/p650.071.294591.324631.2945962.721963.60
1312012.01.23 00:00buy660.101.288781.270101.29858
1322012.01.23 04:00close660.031.289471.270101.298582.071965.67
1332012.01.23 04:00buy670.071.288781.270101.29858
1342012.01.23 16:00t/p670.071.298581.270101.2985868.602034.27
1352012.01.27 16:00buy680.101.309941.292071.31837
1362012.01.27 20:00t/p680.101.318371.292071.3183784.302118.57
1372012.02.03 08:00sell690.101.313821.322781.26237
1382012.02.03 16:00close690.031.311731.322781.262376.272124.84
1392012.02.03 16:00sell700.071.313821.322781.26237
1402012.02.07 20:00s/l700.071.322781.322781.26237-62.832062.00
1412012.02.09 00:00buy710.101.326081.301751.32881
1422012.02.09 08:00close710.031.327581.301751.328814.502066.50
1432012.02.09 08:00buy720.071.326081.301751.32881
1442012.02.09 12:00t/p720.071.328811.301751.3288119.112085.61
1452012.02.28 00:00buy730.101.339761.320171.34857
1462012.02.28 04:00close730.031.341231.320171.348574.412090.02
1472012.02.28 04:00buy740.071.339761.320171.34857
1482012.03.02 20:00s/l740.071.320171.320171.34857-137.511952.51
1492012.07.02 16:00buy750.101.259931.239721.27469
1502012.07.03 20:00close750.031.261121.239721.274693.541956.05
1512012.07.03 20:00buy760.071.259931.239721.27469
1522012.07.05 16:00s/l760.071.239721.239721.27469-141.851814.19
1532012.08.07 00:00buy770.101.240031.212391.24429
1542012.08.07 12:00close770.031.241101.212391.244293.211817.40
1552012.08.07 12:00buy780.071.240031.212391.24429
1562012.08.21 16:00t/p780.071.244291.212391.2442928.741846.14
1572012.08.23 08:00buy790.101.253931.228501.25528
1582012.08.23 12:00t/p790.101.255281.228501.2552813.501859.64
1592012.09.12 00:00buy800.101.285541.255111.28707
1602012.09.12 08:00t/p800.101.287071.255111.2870715.301874.94
1612012.09.20 04:00sell810.101.305051.318141.20420
1622012.09.20 08:00close810.031.300391.318141.2042013.981888.92
1632012.09.20 08:00sell820.071.305051.318141.20420
1642012.10.01 04:00close820.041.281941.318141.2042092.151981.08
1652012.10.01 04:00sell830.031.305051.318141.20420
1662012.12.17 04:00s/l830.031.318141.318141.20420-41.331939.74
1672013.01.15 04:00buy840.101.338901.302681.34037
1682013.01.25 12:00t/p840.101.340371.302681.3403713.381953.12
1692013.02.19 08:00sell850.101.335271.346571.33060
1702013.02.19 12:00close850.031.334501.346571.330602.311955.43
1712013.02.19 12:00sell860.071.335271.346571.33060
1722013.02.21 00:00t/p860.071.330601.346571.3306032.471987.90
1732013.04.08 20:00buy870.101.300971.273521.30397
1742013.04.09 04:00t/p870.101.303971.273521.3039729.892017.79
1752013.06.10 16:00buy880.101.320111.304321.33054
1762013.06.10 20:00close880.031.323361.304321.330549.752027.54
1772013.06.10 20:00buy890.071.320111.304321.33054
1782013.06.11 20:00t/p890.071.330541.304321.3305472.932100.47
1792013.07.09 08:00sell900.101.286001.303311.28061
1802013.07.09 20:00t/p900.101.280611.303311.2806153.902154.37
1812013.07.15 00:00buy910.101.308071.274531.32066
1822013.07.16 16:00close910.031.312941.274531.3206614.582168.95
1832013.07.16 16:00buy920.071.308071.274531.32066
1842013.07.22 20:00t/p920.071.320661.274531.3206687.592256.54
1852013.09.23 08:00buy930.101.352641.332781.35683
1862013.09.27 16:00close930.031.354461.332781.356835.262261.80
1872013.09.27 16:00buy940.071.352641.332781.35683
1882013.10.01 12:00t/p940.071.356831.332781.3568328.712290.51
1892013.10.07 20:00sell950.101.357481.365571.31047
1902013.10.08 08:00close950.031.356371.365571.310473.312293.82
1912013.10.08 08:00sell960.071.357481.365571.31047
1922013.10.15 16:00close960.041.349521.365571.3104731.582325.40
1932013.10.15 16:00sell970.031.357481.365571.31047
1942013.10.17 16:00s/l970.031.365571.365571.31047-24.562300.85