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

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2013.01.02 09:00 - 2013.12.24 18:00 (2013.01.01 - 2014.06.01)
МодельКонтрольные точки (очень грубый метод, результаты нельзя принимать во внимание)
Параметрыstoplossbars=21; takeprofitbars=6; stoploss_deviation=10; lowema=5; fastema=44; maxur=0.0021; minur=-0.0081; maxbarABpoint=1; x="Настройки MA:"; perema1=15; perema2=12; persma3=170; perema4=80; Lots=0.1;
Баров в истории7106Смоделировано тиков153164Качество моделированияn/a
Ошибки рассогласования графиков257
Начальный депозит1000.00
Чистая прибыль623.34Общая прибыль864.04Общий убыток-240.70
Прибыльность3.59Матожидание выигрыша7.08
Абсолютная просадка14.80Максимальная просадка78.92 (5.63%)Относительная просадка5.63% (78.92)
Всего сделок88Короткие позиции (% выигравших)69 (86.96%)Длинные позиции (% выигравших)19 (100.00%)
Прибыльные сделки (% от всех)79 (89.77%)Убыточные сделки (% от всех)9 (10.23%)
Самая большаяприбыльная сделка84.25убыточная сделка-40.73
Средняяприбыльная сделка10.94убыточная сделка-26.74
Максимальное количествонепрерывных выигрышей (прибыль)20 (366.32)непрерывных проигрышей (убыток)1 (-40.73)
Максимальнаянепрерывная прибыль (число выигрышей)366.32 (20)непрерывный убыток (число проигрышей)-40.73 (1)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.04 12:00buy10.101.301191.299251.32935
22013.01.04 16:00close10.031.304021.299251.329358.491008.49
32013.01.04 16:00buy20.071.301191.299251.32935
42013.01.08 01:00close20.041.312591.299251.3293545.511054.00
52013.01.08 01:00buy30.031.301191.299251.32935
62013.01.11 15:10t/p30.031.329351.299251.3293584.251138.25
72013.01.22 15:00sell40.101.332511.338121.32668
82013.01.22 15:10close40.031.331931.338121.326681.741139.99
92013.01.22 15:10sell50.071.332511.338121.32668
102013.01.23 17:50t/p50.071.326681.338121.3266840.751180.74
112013.01.29 06:00sell60.101.345191.348691.34427
122013.01.29 08:02close60.031.344611.348691.344271.741182.48
132013.01.29 08:02sell70.071.345191.348691.34427
142013.01.29 08:50t/p70.071.344271.348691.344276.441188.93
152013.02.08 22:00buy80.101.336331.334311.34288
162013.02.11 03:00close80.031.337581.334311.342883.721192.64
172013.02.11 03:00buy90.071.336331.334311.34288
182013.02.12 12:45t/p90.071.342881.334311.3428845.701238.34
192013.02.14 05:00sell100.101.344791.352971.34255
202013.02.14 05:50close100.031.344271.352971.342551.561239.90
212013.02.14 05:50sell110.071.344791.352971.34255
222013.02.14 08:45t/p110.071.342551.352971.3425515.681255.58
232013.02.22 19:00buy120.101.316641.313501.32443
242013.02.22 20:00close120.031.319031.313501.324437.171262.75
252013.02.22 20:00buy130.071.316641.313501.32443
262013.02.25 11:20t/p130.071.324431.313501.3244354.451317.20
272013.02.26 17:00buy140.101.310771.300801.31187
282013.02.26 17:02close140.031.311551.300801.311872.341319.54
292013.02.26 17:02buy150.071.310771.300801.31187
302013.02.26 17:07t/p150.071.311871.300801.311877.701327.24
312013.02.28 16:00sell160.101.311841.317151.30957
322013.02.28 16:20close160.031.310791.317151.309573.151330.39
332013.02.28 16:20sell170.071.311841.317151.30957
342013.02.28 16:50t/p170.071.309571.317151.3095715.891346.28
352013.03.18 17:00buy180.101.295281.287171.29759
362013.03.18 17:50close180.031.296021.287171.297592.221348.50
372013.03.18 17:50buy190.071.295281.287171.29759
382013.03.18 18:15t/p190.071.297591.287171.2975916.171364.67
392013.03.21 01:00sell200.101.293311.298771.28438
402013.03.21 09:50close200.031.292761.298771.284381.651366.32
412013.03.21 09:50sell210.071.293311.298771.28438
422013.03.22 16:15s/l210.071.298771.298771.28438-38.281328.05
432013.04.11 01:00sell220.101.306711.313171.30525
442013.04.11 02:15close220.031.306191.313171.305251.561329.61
452013.04.11 02:15sell230.071.306711.313171.30525
462013.04.11 02:50t/p230.071.305251.313171.3052510.221339.83
472013.05.02 13:00sell240.101.316741.323841.31472
482013.05.02 13:20close240.031.316021.323841.314722.161341.99
492013.05.02 13:20sell250.071.316741.323841.31472
502013.05.02 14:32t/p250.071.314721.323841.3147214.141356.13
512013.05.21 08:00sell260.101.288751.291351.28618
522013.05.21 10:45close260.031.288231.291351.286181.561357.69
532013.05.21 10:45sell270.071.288751.291351.28618
542013.05.21 11:32t/p270.071.286181.291351.2861817.991375.68
552013.05.27 00:00sell280.101.293241.300331.29106
562013.05.27 04:00close280.031.292311.300331.291062.791378.47
572013.05.27 04:00sell290.071.293241.300331.29106
582013.05.28 03:10t/p290.071.291061.300331.2910615.201393.67
592013.06.03 14:00sell300.101.301391.305341.29442
602013.06.03 15:00close300.031.299971.305341.294424.261397.93
612013.06.03 15:00sell310.071.301391.305341.29442
622013.06.03 17:00close310.041.296331.305341.2944220.241418.17
632013.06.03 17:00sell320.031.301391.305341.29442
642013.06.03 18:10s/l320.031.305341.305341.29442-11.851406.32
652013.06.05 22:00sell330.101.308631.312571.30532
662013.06.06 04:00close330.031.308091.312571.305321.551407.87
672013.06.06 04:00sell340.071.308631.312571.30532
682013.06.06 09:50s/l340.071.312571.312571.30532-27.751380.12
692013.06.10 06:00sell350.101.320471.329531.31862
702013.06.10 06:50close350.031.319871.329531.318621.801381.92
712013.06.10 06:50sell360.071.320471.329531.31862
722013.06.10 10:02t/p360.071.318621.329531.3186212.951394.87
732013.06.19 11:00sell370.101.339151.342561.33847
742013.06.19 21:10t/p370.101.338471.342561.338476.801401.67
752013.06.20 23:00buy380.101.321601.315121.32393
762013.06.21 00:02close380.031.322221.315121.323931.831403.50
772013.06.21 00:02buy390.071.321601.315121.32393
782013.06.21 02:02t/p390.071.323931.315121.3239316.231419.73
792013.06.24 16:00buy400.101.310091.304921.31238
802013.06.24 21:00close400.031.312271.304921.312386.541426.27
812013.06.24 21:00buy410.071.310091.304921.31238
822013.06.24 21:03t/p410.071.312381.304921.3123816.031442.30
832013.07.23 17:00sell420.101.318101.321731.31634
842013.07.23 17:45s/l420.101.321731.321731.31634-36.301406.00
852013.07.29 15:00sell430.101.327411.330491.32610
862013.07.29 15:10close430.031.326841.330491.326101.711407.71
872013.07.29 15:10sell440.071.327411.330491.32610
882013.07.29 15:20t/p440.071.326101.330491.326109.171416.88
892013.08.05 10:00sell450.101.327001.330371.31877
902013.08.05 14:15close450.031.326221.330371.318772.341419.22
912013.08.05 14:15sell460.071.327001.330371.31877
922013.08.05 15:00close460.041.326021.330371.318773.921423.14
932013.08.05 15:00sell470.031.327001.330371.31877
942013.08.06 15:50s/l470.031.330371.330371.31877-10.131413.01
952013.08.07 11:00sell480.101.328071.333291.32752
962013.08.07 11:20t/p480.101.327521.333291.327525.501418.51
972013.08.19 00:00sell490.101.333171.338981.33109
982013.08.19 02:00close490.031.332391.338981.331092.341420.85
992013.08.19 02:00sell500.071.333171.338981.33109
1002013.08.20 12:20s/l500.071.338981.338981.33109-40.731380.12
1012013.08.21 14:00sell510.101.338821.345111.33807
1022013.08.21 15:20close510.031.338291.345111.338071.591381.71
1032013.08.21 15:20sell520.071.338821.345111.33807
1042013.08.21 16:20t/p520.071.338071.345111.338075.251386.96
1052013.08.26 00:00sell530.101.338341.341971.33334
1062013.08.26 10:00close530.031.337631.341971.333342.131389.09
1072013.08.26 10:00sell540.071.338341.341971.33334
1082013.08.26 21:00close540.041.336721.341971.333346.481395.57
1092013.08.26 21:00sell550.031.338341.341971.33334
1102013.08.27 11:20t/p550.031.333341.341971.3333414.981410.55
1112013.09.11 13:00sell560.101.326111.329181.32438
1122013.09.11 14:02close560.031.325591.329181.324381.561412.11
1132013.09.11 14:02sell570.071.326111.329181.32438
1142013.09.11 16:45s/l570.071.329181.329181.32438-21.491390.62
1152013.09.12 21:00sell580.101.330301.333451.32596
1162013.09.13 01:50close580.031.329791.333451.325961.511392.12
1172013.09.13 01:50sell590.071.330301.333451.32596
1182013.09.13 17:20t/p590.071.325961.333451.3259630.321422.45
1192013.09.20 22:00sell600.101.352031.355851.34978
1202013.09.23 11:00close600.031.351001.355851.349783.071425.51
1212013.09.23 11:00sell610.071.352031.355851.34978
1222013.09.23 16:02t/p610.071.349781.355851.3497815.691441.21
1232013.09.26 09:00sell620.101.352301.354711.35114
1242013.09.26 10:02close620.031.351701.354711.351141.801443.01
1252013.09.26 10:02sell630.071.352301.354711.35114
1262013.09.26 11:10t/p630.071.351141.354711.351148.121451.13
1272013.10.02 00:00sell640.101.352521.359771.35168
1282013.10.02 02:15close640.031.352011.359771.351681.531452.66
1292013.10.02 02:15sell650.071.352521.359771.35168
1302013.10.02 03:15t/p650.071.351681.359771.351685.881458.54
1312013.10.11 23:00sell660.101.355071.359131.35231
1322013.10.11 23:20close660.031.354191.359131.352312.641461.18
1332013.10.11 23:20sell670.071.355071.359131.35231
1342013.10.14 15:46s/l670.071.359131.359131.35231-28.481432.70
1352013.10.21 10:00sell680.101.368031.371371.36703
1362013.10.21 10:20t/p680.101.367031.371371.3670310.001442.70
1372013.10.28 00:00sell690.101.380951.384201.37742
1382013.10.28 08:00close690.031.380321.384201.377421.891444.59
1392013.10.28 08:00sell700.071.380951.384201.37742
1402013.10.29 02:26t/p700.071.377421.384201.3774224.651469.24
1412013.11.04 07:00buy710.101.348111.343221.35020
1422013.11.04 09:00close710.031.349361.343221.350203.751472.99
1432013.11.04 09:00buy720.071.348111.343221.35020
1442013.11.04 10:26t/p720.071.350201.343221.3502014.631487.62
1452013.11.08 20:00buy730.101.336741.330771.34376
1462013.11.11 09:40close730.031.337261.330771.343761.531489.15
1472013.11.11 09:40buy740.071.336741.330771.34376
1482013.11.12 15:50t/p740.071.343761.330771.3437648.991538.14
1492013.11.18 07:00sell750.101.348941.351511.34743
1502013.11.18 11:20s/l750.101.351511.351511.34743-25.701512.44
1512013.11.19 06:00sell760.101.350831.355171.34956
1522013.11.19 12:20t/p760.101.349561.355171.3495612.701525.14
1532013.11.25 15:00sell770.101.352671.356991.35078
1542013.11.25 15:15close770.031.351701.356991.350782.911528.05
1552013.11.25 15:15sell780.071.352671.356991.35078
1562013.11.25 15:32t/p780.071.350781.356991.3507813.231541.28
1572013.11.28 02:00sell790.101.357311.362271.35588
1582013.11.28 02:50close790.031.356451.362271.355882.581543.86
1592013.11.28 02:50sell800.071.357311.362271.35588
1602013.12.02 11:40t/p800.071.355881.362271.355889.901553.75
1612013.12.04 05:00sell810.101.358971.362341.35820
1622013.12.04 08:20close810.031.358241.362341.358202.191555.94
1632013.12.04 08:20sell820.071.358971.362341.35820
1642013.12.04 08:45t/p820.071.358201.362341.358205.391561.33
1652013.12.11 08:00sell830.101.375751.380471.37465
1662013.12.11 10:20t/p830.101.374651.380471.3746511.001572.33
1672013.12.12 08:00sell840.101.379211.382051.37409
1682013.12.12 09:00close840.031.378201.382051.374093.031575.36
1692013.12.12 09:00sell850.071.379211.382051.37409
1702013.12.12 20:20t/p850.071.374091.382051.3740935.841611.20
1712013.12.17 00:00sell860.101.376091.380841.37426
1722013.12.17 03:00close860.031.375381.380841.374262.131613.33
1732013.12.17 03:00sell870.071.376091.380841.37426
1742013.12.17 15:00close870.041.374961.380841.374264.521617.85
1752013.12.17 15:00sell880.031.376091.380841.37426
1762013.12.17 16:20t/p880.031.374261.380841.374265.491623.34