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=1; fastema=44; maxur=0.0081; minur=-0.0021; maxbarABpoint=1; x="Настройки MA:"; perema1=1; perema2=4; persma3=30; perema4=260; Lots=0.1;
Баров в истории7106Смоделировано тиков153164Качество моделированияn/a
Ошибки рассогласования графиков257
Начальный депозит1000.00
Чистая прибыль664.58Общая прибыль1106.94Общий убыток-442.36
Прибыльность2.50Матожидание выигрыша5.88
Абсолютная просадка38.51Максимальная просадка173.90 (11.29%)Относительная просадка11.29% (173.90)
Всего сделок113Короткие позиции (% выигравших)45 (77.78%)Длинные позиции (% выигравших)68 (86.76%)
Прибыльные сделки (% от всех)94 (83.19%)Убыточные сделки (% от всех)19 (16.81%)
Самая большаяприбыльная сделка103.75убыточная сделка-48.55
Средняяприбыльная сделка11.78убыточная сделка-23.28
Максимальное количествонепрерывных выигрышей (прибыль)13 (141.30)непрерывных проигрышей (убыток)2 (-64.52)
Максимальнаянепрерывная прибыль (число выигрышей)148.88 (8)непрерывный убыток (число проигрышей)-64.52 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.09 00:00buy10.101.308171.304631.31393
22013.01.09 02:15close10.031.308761.304631.313931.771001.77
32013.01.09 02:15buy20.071.308171.304631.31393
42013.01.09 14:02s/l20.071.304631.304631.31393-24.78976.99
52013.01.10 02:00buy30.101.305401.302681.30956
62013.01.10 09:15close30.031.306191.302681.309562.37979.36
72013.01.10 09:15buy40.071.305401.302681.30956
82013.01.10 11:46t/p40.071.309561.302681.3095629.121008.48
92013.01.14 13:00sell50.101.336441.341371.33479
102013.01.14 13:20close50.031.335801.341371.334791.921010.40
112013.01.14 13:20sell60.071.336441.341371.33479
122013.01.14 14:50t/p60.071.334791.341371.3347911.551021.95
132013.01.18 23:00buy70.101.332181.327031.33980
142013.01.21 04:02close70.031.332901.327031.339802.131024.08
152013.01.21 04:02buy80.071.332181.327031.33980
162013.01.22 11:20s/l80.071.327031.327031.33980-36.20987.87
172013.01.23 03:00buy90.101.331811.325681.33275
182013.01.23 03:15close90.031.332561.325681.332752.25990.12
192013.01.23 03:15buy100.071.331811.325681.33275
202013.01.23 03:20t/p100.071.332751.325681.332756.58996.70
212013.01.25 22:00sell110.101.346411.348881.32859
222013.01.25 23:15close110.031.345701.348881.328592.13998.83
232013.01.25 23:15sell120.071.346411.348881.32859
242013.01.29 16:50s/l120.071.348881.348881.32859-17.40981.43
252013.02.01 16:00sell130.101.365691.368451.35408
262013.02.01 17:00close130.031.359891.368451.3540817.40998.83
272013.02.01 17:00sell140.071.365691.368451.35408
282013.02.01 17:50s/l140.071.368451.368451.35408-19.32979.51
292013.02.04 02:00sell150.101.364451.372081.35857
302013.02.04 03:10close150.031.363921.372081.358571.59981.10
312013.02.04 03:10sell160.071.364451.372081.35857
322013.02.04 11:50t/p160.071.358571.372081.3585741.161022.26
332013.02.15 21:00buy170.101.335981.329601.33929
342013.02.15 23:15close170.031.336631.329601.339291.951024.21
352013.02.15 23:15buy180.071.335981.329601.33929
362013.02.19 18:46t/p180.071.339291.329601.3392923.021047.23
372013.02.25 07:00buy190.101.319041.313501.32175
382013.02.25 07:40close190.031.319641.313501.321751.801049.03
392013.02.25 07:40buy200.071.319041.313501.32175
402013.02.25 08:50t/p200.071.321751.313501.3217518.971068.00
412013.02.27 12:00buy210.101.308471.302651.30953
422013.02.27 12:10t/p210.101.309531.302651.3095310.601078.60
432013.03.01 08:00buy220.101.308281.304311.30835
442013.03.01 10:10t/p220.101.308351.304311.308350.701079.30
452013.03.07 10:00buy230.101.299601.295491.29970
462013.03.07 10:05t/p230.101.299701.295491.299701.001080.30
472013.03.08 03:00sell240.101.310151.312811.29649
482013.03.08 03:45close240.031.309601.312811.296491.651081.95
492013.03.08 03:45sell250.071.310151.312811.29649
502013.03.08 09:00close250.041.308411.312811.296496.961088.91
512013.03.08 09:00sell260.031.310151.312811.29649
522013.03.08 12:50s/l260.031.312811.312811.29649-7.981080.93
532013.03.15 19:00sell270.101.305931.311681.29110
542013.03.15 19:15close270.031.305351.311681.291101.741082.67
552013.03.15 19:15sell280.071.305931.311681.29110
562013.03.18 00:00t/p280.071.291101.311681.29110103.751186.42
572013.03.19 07:00buy290.101.295651.290941.29954
582013.03.19 07:32close290.031.296681.290941.299543.091189.51
592013.03.19 07:32buy300.071.295651.290941.29954
602013.03.19 17:45s/l300.071.290941.290941.29954-32.971156.54
612013.03.22 06:00buy310.101.291591.286991.29777
622013.03.22 07:02close310.031.292221.286991.297771.891158.43
632013.03.22 07:02buy320.071.291591.286991.29777
642013.03.22 13:00close320.041.293631.286991.297778.161166.59
652013.03.22 13:00buy330.031.291591.286991.29777
662013.03.22 16:15t/p330.031.297771.286991.2977718.541185.13
672013.03.25 08:00sell340.101.303761.305741.28880
682013.03.25 09:00close340.031.303051.305741.288802.131187.26
692013.03.25 09:00sell350.071.303761.305741.28880
702013.03.25 15:00close350.041.294151.305741.2888038.441225.70
712013.03.25 15:00sell360.031.303761.305741.28880
722013.03.25 16:45t/p360.031.288801.305741.2888044.881270.58
732013.04.03 09:00buy370.101.280611.278501.28775
742013.04.03 12:00close370.031.281631.278501.287753.061273.64
752013.04.03 12:00buy380.071.280611.278501.28775
762013.04.03 16:00close380.041.283851.278501.2877512.961286.60
772013.04.03 16:00buy390.031.280611.278501.28775
782013.04.04 11:16s/l390.031.278501.278501.28775-6.431280.17
792013.04.05 05:00sell400.101.293111.295871.27452
802013.04.05 06:00close400.031.292601.295871.274521.531281.70
812013.04.05 06:00sell410.071.293111.295871.27452
822013.04.05 15:20s/l410.071.295871.295871.27452-19.321262.38
832013.04.08 03:00sell420.101.299101.304971.29696
842013.04.08 07:50close420.031.298501.304971.296961.801264.18
852013.04.08 07:50sell430.071.299101.304971.29696
862013.04.08 09:07t/p430.071.296961.304971.2969614.981279.16
872013.04.17 09:00sell440.101.317581.321121.30281
882013.04.17 09:10close440.031.316921.321121.302811.981281.14
892013.04.17 09:10sell450.071.317581.321121.30281
902013.04.17 18:00close450.041.304321.321121.3028153.041334.18
912013.04.17 18:00sell460.031.317581.321121.30281
922013.04.17 19:20t/p460.031.302811.321121.3028144.311378.49
932013.04.19 04:00buy470.101.305511.301611.30960
942013.04.19 04:20close470.031.306101.301611.309601.771380.26
952013.04.19 04:20buy480.071.305511.301611.30960
962013.04.19 11:50t/p480.071.309601.301611.3096028.631408.89
972013.04.22 21:00buy490.101.304831.300511.30840
982013.04.22 21:15close490.031.305621.300511.308402.371411.26
992013.04.22 21:15buy500.071.304831.300511.30840
1002013.04.23 10:45s/l500.071.300511.300511.30840-30.321380.95
1012013.04.26 04:00buy510.101.300731.297871.30933
1022013.04.26 05:00close510.031.303401.297871.309338.011388.96
1032013.04.26 05:00buy520.071.300731.297871.30933
1042013.04.29 10:45t/p520.071.309331.297871.3093360.121449.08
1052013.05.01 00:00sell530.101.316641.319581.30540
1062013.05.01 12:15s/l530.101.319581.319581.30540-29.401419.68
1072013.05.01 23:00sell540.101.318451.325271.31685
1082013.05.01 23:50close540.031.317921.325271.316851.591421.27
1092013.05.01 23:50sell550.071.318451.325271.31685
1102013.05.02 06:46t/p550.071.316851.325271.3168511.031432.30
1112013.05.07 11:00buy560.101.308161.304341.30943
1122013.05.07 13:03t/p560.101.309431.304341.3094312.701445.00
1132013.05.14 03:00buy570.101.298781.293151.29982
1142013.05.14 03:10t/p570.101.299821.293151.2998210.401455.40
1152013.05.20 09:00buy580.101.284211.278601.28525
1162013.05.20 09:32close580.031.284861.278601.285251.951457.35
1172013.05.20 09:32buy590.071.284211.278601.28525
1182013.05.20 10:10t/p590.071.285251.278601.285257.281464.63
1192013.05.28 09:00buy600.101.292591.287391.29485
1202013.05.28 13:15close600.031.293221.287391.294851.891466.52
1212013.05.28 13:15buy610.071.292591.287391.29485
1222013.05.28 14:20t/p610.071.294851.287391.2948515.821482.34
1232013.05.31 01:00sell620.101.304541.307141.29416
1242013.05.31 02:46close620.031.303971.307141.294161.711484.05
1252013.05.31 02:46sell630.071.304541.307141.29416
1262013.05.31 13:00close630.041.298111.307141.2941625.721509.77
1272013.05.31 13:00sell640.031.304541.307141.29416
1282013.06.03 18:15s/l640.031.307141.307141.29416-7.821501.95
1292013.06.03 22:00sell650.101.307411.311741.29555
1302013.06.03 23:20close650.031.306881.311741.295551.591503.54
1312013.06.03 23:20sell660.071.307411.311741.29555
1322013.06.06 09:20s/l660.071.311741.311741.29555-30.591472.95
1332013.06.07 11:00sell670.101.324621.331541.30532
1342013.06.07 11:15close670.031.323791.331541.305322.491475.44
1352013.06.07 11:15sell680.071.324621.331541.30532
1362013.06.11 17:20s/l680.071.331541.331541.30532-48.551426.88
1372013.06.25 06:00buy690.101.312431.304921.31438
1382013.06.25 09:45t/p690.101.314381.304921.3143819.501446.38
1392013.06.27 10:00buy700.101.303121.297481.30413
1402013.06.27 10:50close700.031.303921.297481.304132.401448.78
1412013.06.27 10:50buy710.071.303121.297481.30413
1422013.06.27 14:50t/p710.071.304131.297481.304137.071455.85
1432013.06.27 17:00buy720.101.303541.298501.30495
1442013.06.27 17:02close720.031.304111.298501.304951.711457.56
1452013.06.27 17:02buy730.071.303541.298501.30495
1462013.06.27 19:32t/p730.071.304951.298501.304959.871467.43
1472013.07.11 20:00sell740.101.302171.321661.30057
1482013.07.12 16:15close740.031.301521.321661.300571.931469.36
1492013.07.12 16:15sell750.071.302171.321661.30057
1502013.07.12 16:20t/p750.071.300571.321661.3005711.141480.50
1512013.07.25 04:00buy760.101.319501.316721.32559
1522013.07.25 05:15close760.031.320011.316721.325591.531482.03
1532013.07.25 05:15buy770.071.319501.316721.32559
1542013.07.25 12:50s/l770.071.316721.316721.32559-19.461462.57
1552013.07.29 22:00buy780.101.326731.322921.32949
1562013.07.30 11:10close780.031.327351.322921.329491.831464.40
1572013.07.30 11:10buy790.071.326731.322921.32949
1582013.07.30 14:50t/p790.071.329491.322921.3294919.241483.64
1592013.08.09 23:00buy800.101.334551.332261.33903
1602013.08.12 00:00s/l800.101.332261.332261.33903-23.011460.63
1612013.08.12 21:00buy810.101.330861.326721.33903
1622013.08.13 15:45s/l810.101.326721.326721.33903-41.511419.12
1632013.08.14 11:00buy820.101.327041.322351.32803
1642013.08.15 05:10t/p820.101.328031.322351.328039.571428.69
1652013.08.21 06:00sell830.101.341961.346181.33233
1662013.08.21 08:20close830.031.341051.346181.332332.731431.42
1672013.08.21 08:20sell840.071.341961.346181.33233
1682013.08.21 19:00close840.041.336801.346181.3323320.641452.06
1692013.08.21 19:00sell850.031.341961.346181.33233
1702013.08.22 10:07t/p850.031.332331.346181.3323328.821480.88
1712013.09.04 06:00buy860.101.316761.312861.31969
1722013.09.04 09:45close860.031.317421.312861.319691.981482.86
1732013.09.04 09:45buy870.071.316761.312861.31969
1742013.09.04 17:50t/p870.071.319691.312861.3196920.511503.37
1752013.09.10 04:00sell880.101.325391.329071.31047
1762013.09.10 10:32close880.031.324631.329071.310472.281505.65
1772013.09.10 10:32sell890.071.325391.329071.31047
1782013.09.10 15:00close890.041.323531.329071.310477.441513.09
1792013.09.10 15:00sell900.031.325391.329071.31047
1802013.09.11 16:45s/l900.031.329071.329071.31047-11.061502.03
1812013.09.19 22:00sell910.101.352671.357831.35091
1822013.09.20 12:15close910.031.352131.357831.350911.601503.62
1832013.09.20 12:15sell920.071.352671.357831.35091
1842013.09.20 15:07t/p920.071.350911.357831.3509112.261515.89
1852013.09.24 20:00buy930.101.349391.345421.35185
1862013.09.25 12:13close930.031.350001.345421.351851.801517.68
1872013.09.25 12:13buy940.071.349391.345421.35185
1882013.09.25 14:20t/p940.071.351851.345421.3518517.141534.83
1892013.09.27 00:00buy950.101.348751.346211.35259
1902013.09.27 08:20close950.031.349391.346211.352591.921536.75
1912013.09.27 08:20buy960.071.348751.346211.35259
1922013.09.27 14:40t/p960.071.352591.346211.3525926.881563.63
1932013.09.30 05:00buy970.101.349521.346721.35641
1942013.09.30 06:15close970.031.350111.346721.356411.771565.40
1952013.09.30 06:15buy980.071.349521.346721.35641
1962013.10.01 09:40t/p980.071.356411.346721.3564148.151613.55
1972013.10.07 08:00buy990.101.356441.352831.35740
1982013.10.07 09:00close990.031.356981.352831.357401.621615.17
1992013.10.07 09:00buy1000.071.356441.352831.35740
2002013.10.07 09:20t/p1000.071.357401.352831.357406.721621.89
2012013.10.10 14:00buy1010.101.352791.347571.35324
2022013.10.10 14:15t/p1010.101.353241.347571.353244.501626.39
2032013.10.16 08:00buy1020.101.351431.346931.35358
2042013.10.16 09:15close1020.031.352061.346931.353581.891628.28
2052013.10.16 09:15buy1030.071.351431.346931.35358
2062013.10.16 11:15t/p1030.071.353581.346931.3535815.051643.33
2072013.10.18 11:00sell1040.101.368111.370131.34732
2082013.10.18 13:20s/l1040.101.370131.370131.34732-20.201623.13
2092013.10.23 07:00sell1050.101.378601.380251.37758
2102013.10.23 07:20t/p1050.101.377581.380251.3775810.201633.33
2112013.11.04 21:00buy1060.101.351151.343221.35241
2122013.11.04 21:20close1060.031.351661.343221.352411.531634.86
2132013.11.04 21:20buy1070.071.351151.343221.35241
2142013.11.06 13:10t/p1070.071.352411.343221.352418.671643.53
2152013.11.21 18:00buy1080.101.346341.338921.34768
2162013.11.21 18:15close1080.031.347271.338921.347682.791646.32
2172013.11.21 18:15buy1090.071.346341.338921.34768
2182013.11.21 18:20t/p1090.071.347681.338921.347689.381655.70
2192013.12.13 02:00buy1100.101.375051.372761.38031
2202013.12.13 05:45close1100.031.375751.372761.380312.101657.80
2212013.12.13 05:45buy1110.071.375051.372761.38031
2222013.12.13 12:20s/l1110.071.372761.372761.38031-16.031641.77
2232013.12.16 02:00buy1120.101.373881.369931.37689
2242013.12.16 02:40close1120.031.374461.369931.376891.741643.51
2252013.12.16 02:40buy1130.071.373881.369931.37689
2262013.12.16 11:20t/p1130.071.376891.369931.3768921.071664.58