Strategy Tester Report
MacdPatternTraderv4
Alpari-ECN-Live (Build 625)

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2008.03.14 00:00 - 2014.03.28 23:59
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
Параметрыs5="Настройки MA"; perema1=7; perema2=21; persma3=98; perema4=365; s1="Параметры уровней"; maxur45=0.0045; minur45=-0.0045; s2="Настройки MACD"; lowema=5; fastema=13; s3="Настройки ограничений"; stop_signal_max_bars=100; stop_signal_min_bars=0; max_deviatoion_signal=0.1; min_deviatoion_signal=0; s4="Торговые парметры"; MinimalTakeProfit=800; stoplossbars=7; stoploss_deviation=10; takeprofitbars=40;
Баров в истории9486Смоделировано тиков18872Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (9)
Чистая прибыль2161.30Общая прибыль3132.95Общий убыток-971.64
Прибыльность3.22Матожидание выигрыша25.13
Абсолютная просадка70.88Максимальная просадка660.94 (19.97%)Относительная просадка19.97% (660.94)
Всего сделок86Короткие позиции (% выигравших)54 (85.19%)Длинные позиции (% выигравших)32 (75.00%)
Прибыльные сделки (% от всех)70 (81.40%)Убыточные сделки (% от всех)16 (18.60%)
Самая большаяприбыльная сделка239.97убыточная сделка-137.10
Средняяприбыльная сделка44.76убыточная сделка-60.73
Максимальное количествонепрерывных выигрышей (прибыль)16 (830.26)непрерывных проигрышей (убыток)2 (-231.50)
Максимальнаянепрерывная прибыль (число выигрышей)830.26 (16)непрерывный убыток (число проигрышей)-231.50 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12008.03.24 08:00sell10.101.537801.548200.00000
22008.03.24 16:00close10.031.537091.548200.000002.131002.13
32008.03.24 16:00sell20.071.537801.548200.00000
42008.03.25 04:00s/l20.071.548201.548200.00000-73.01929.12
52008.04.25 16:00sell30.101.564001.578301.55540
62008.04.25 20:00close30.031.561391.578301.555407.83936.95
72008.04.25 20:00sell40.071.564001.578301.55540
82008.04.28 00:00close40.041.561291.578301.5554010.72947.67
92008.04.28 00:00sell50.031.564001.578301.55540
102008.04.29 12:00t/p50.031.555401.578301.5554025.62973.29
112008.08.12 04:00sell60.101.488301.509301.48600
122008.08.12 08:00t/p60.101.486001.509301.4860023.00996.29
132008.09.30 08:00sell70.101.436701.458501.38810
142008.09.30 16:00close70.031.417791.458501.3881056.731053.02
152008.09.30 16:00sell80.071.436701.458501.38810
162008.09.30 20:00close80.041.407091.458501.38810118.441171.46
172008.09.30 20:00sell90.031.436701.458501.38810
182008.10.01 20:00sell100.101.407701.419601.39750
192008.10.01 20:00close90.011.407791.458501.3881028.881200.34
202008.10.01 20:00sell110.021.436701.458501.38810
212008.10.02 00:00close100.051.400991.419601.3975033.101233.44
222008.10.02 00:00sell120.051.407701.419601.39750
232008.10.02 04:00t/p120.051.397501.419601.3975050.551283.99
242008.10.02 12:00t/p110.021.388101.458501.3881096.961380.95
252008.10.03 20:00sell130.101.385801.391201.37020
262008.10.06 00:00t/p130.101.370201.391201.37020155.701536.65
272008.10.24 16:00sell140.101.272301.301401.24960
282008.10.24 20:00close140.031.264291.301401.2496024.031560.68
292008.10.24 20:00sell150.071.272301.301401.24960
302008.10.27 00:00close150.041.257691.301401.2496058.321619.00
312008.10.27 00:00sell160.031.272301.301401.24960
322008.10.27 12:00t/p160.031.249601.301401.2496068.011687.01
332008.10.28 08:00sell170.101.257701.263701.23290
342008.10.28 12:00close170.031.250391.263701.2329021.931708.94
352008.10.28 12:00sell180.071.257701.263701.23290
362008.10.28 16:00close180.041.245091.263701.2329050.441759.38
372008.10.28 16:00sell190.031.257701.263701.23290
382008.10.29 00:00s/l190.031.263701.263701.23290-18.091741.29
392008.11.12 20:00sell200.101.254501.265401.23290
402008.11.13 00:00close200.031.245491.265401.2329026.761768.05
412008.11.13 00:00sell210.071.254501.265401.23290
422008.11.13 04:00close210.041.246391.265401.2329032.081800.13
432008.11.13 04:00sell220.031.254501.265401.23290
442008.11.14 00:00s/l220.031.265401.265401.23290-33.061767.07
452008.12.01 20:00sell230.101.266401.274101.23890
462008.12.02 00:00close230.031.261591.274101.2389014.341781.41
472008.12.02 00:00sell240.071.266401.274101.23890
482008.12.02 04:00close240.041.263091.274101.2389013.121794.53
492008.12.02 04:00sell250.031.266401.274101.23890
502008.12.02 16:00s/l250.031.274101.274101.23890-23.191771.34
512008.12.12 20:00buy260.101.335891.321001.41589
522008.12.15 00:00close260.031.339401.321001.4158910.521781.86
532008.12.15 00:00buy270.071.335891.321001.41589
542008.12.15 04:00close270.041.345501.321001.4158938.431820.29
552008.12.15 04:00buy280.031.335891.321001.41589
562008.12.17 08:00t/p280.031.415891.321001.41589239.972060.26
572008.12.23 00:00sell290.101.394701.413401.25490
582008.12.24 00:00close290.031.392491.413401.254906.542066.80
592008.12.24 00:00sell300.071.394701.413401.25490
602008.12.29 04:00s/l300.071.413401.413401.25490-132.161934.64
612009.01.05 08:00sell310.101.393101.400101.25490
622009.01.05 12:00close310.031.367391.400101.2549077.132011.77
632009.01.05 12:00sell320.071.393101.400101.25490
642009.01.05 16:00close320.041.363191.400101.25490119.642131.41
652009.01.05 16:00sell330.031.393101.400101.25490
662009.01.14 20:00sell340.101.316101.334601.30930
672009.01.14 20:00close330.011.316191.400101.2549076.642208.05
682009.01.14 20:00sell350.021.393101.400101.25490
692009.01.15 00:00close350.011.316491.400101.2549076.252284.30
702009.01.15 00:00sell360.011.393101.400101.25490
712009.01.15 16:00t/p340.101.309301.334601.3093067.102351.40
722009.01.27 16:00buy370.101.319891.292601.47190
732009.01.28 04:00close370.031.325001.292601.4719015.322366.72
742009.01.28 04:00buy380.071.319891.292601.47190
752009.01.28 12:00close380.041.324401.292601.4719018.032384.75
762009.01.28 12:00buy390.031.319891.292601.47190
772009.01.30 04:00s/l390.031.292601.292601.47190-81.922302.84
782009.02.18 16:00t/p360.011.254901.400101.25490136.882439.72
792009.02.18 20:00sell400.101.255651.265001.25120
802009.02.19 12:00s/l400.101.265001.265001.25120-94.402345.32
812009.03.23 12:00buy410.101.364401.350691.44440
822009.03.23 16:00s/l410.101.350691.350691.44440-137.102208.22
832009.04.30 08:00buy420.101.330761.313111.41076
842009.05.04 04:00close420.031.333411.313111.410767.932216.15
852009.05.04 04:00buy430.071.330761.313111.41076
862009.05.04 20:00close430.041.338721.313111.4107631.822247.96
872009.05.04 20:00buy440.031.330761.313111.41076
882009.05.29 16:00t/p440.031.410761.313111.41076239.742487.70
892009.09.09 20:00buy450.101.454891.444991.53489
902009.09.10 00:00close450.031.456371.444991.534894.412492.12
912009.09.10 00:00buy460.071.454891.444991.53489
922009.09.10 08:00close460.041.458101.444991.5348912.802504.92
932009.09.10 08:00buy470.031.454891.444991.53489
942009.12.09 12:00sell480.101.476681.487291.46681
952009.12.09 16:00close480.031.471401.487291.4668115.842520.76
962009.12.09 16:00sell490.071.476681.487291.46681
972009.12.09 20:00close490.041.468111.487291.4668134.282555.04
982009.12.09 20:00sell500.031.476681.487291.46681
992009.12.11 16:00t/p500.031.466811.487291.4668129.252584.29
1002009.12.17 04:00s/l470.031.444991.444991.53489-30.612553.68
1012010.01.21 16:00sell510.101.409601.418791.40285
1022010.01.22 00:00close510.031.408491.418791.402853.242556.92
1032010.01.22 00:00sell520.071.409601.418791.40285
1042010.01.25 12:00s/l520.071.418791.418791.40285-64.752492.17
1052010.05.24 00:00buy530.101.254641.244331.36916
1062010.05.24 12:00s/l530.101.244331.244331.36916-103.102389.07
1072010.08.12 16:00sell540.101.283001.304101.27800
1082010.08.13 16:00t/p540.101.278001.304101.2780049.702438.77
1092010.09.16 00:00buy550.101.301191.294501.38119
1102010.09.16 12:00close550.031.308101.294501.3811920.732459.50
1112010.09.16 12:00buy560.071.301191.294501.38119
1122010.09.16 16:00close560.041.306601.294501.3811921.642481.14
1132010.09.16 16:00buy570.031.301191.294501.38119
1142010.09.30 00:00buy580.101.362291.354501.44229
1152010.09.30 00:00close570.011.362201.294501.3811960.972542.11
1162010.09.30 00:00buy590.021.301191.294501.38119
1172010.09.30 04:00close590.011.360701.294501.3811959.472601.58
1182010.09.30 04:00buy600.011.301191.294501.38119
1192010.10.05 16:00t/p600.011.381191.294501.3811979.952681.53
1202010.11.09 12:00sell610.101.392541.398691.25875
1212010.11.09 20:00close610.031.382881.398691.2587528.982710.51
1222010.11.09 20:00sell620.071.392541.398691.25875
1232010.11.10 00:00close620.041.376651.398691.2587563.442773.95
1242010.11.10 00:00sell630.031.392541.398691.25875
1252010.11.16 20:00s/l580.101.354501.354501.44229-79.252694.70
1262011.03.04 16:00s/l630.031.398691.398691.25875-28.982665.72
1272011.03.22 00:00buy640.101.421501.412881.50150
1282011.03.22 04:00close640.031.422391.412881.501502.672668.39
1292011.03.22 04:00buy650.071.421501.412881.50150
1302011.03.22 08:00close650.041.422931.412881.501505.722674.11
1312011.03.22 08:00buy660.031.421501.412881.50150
1322011.03.23 16:00s/l660.031.412881.412881.50150-25.872648.24
1332011.05.10 00:00sell670.101.436381.445171.42541
1342011.05.10 04:00close670.031.433251.445171.425419.392657.63
1352011.05.10 04:00sell680.071.436381.445171.42541
1362011.05.10 08:00close680.041.432781.445171.4254114.402672.03
1372011.05.10 08:00sell690.031.436381.445171.42541
1382011.05.11 20:00t/p690.031.425411.445171.4254132.822704.85
1392011.09.02 16:00sell700.101.425371.432491.42086
1402011.09.02 20:00t/p700.101.420861.432491.4208645.102749.95
1412011.10.12 00:00buy710.101.363971.355561.44397
1422011.10.12 12:00close710.031.376551.355561.4439737.742787.69
1432011.10.12 12:00buy720.071.363971.355561.44397
1442011.10.12 16:00close720.041.378791.355561.4439759.282846.97
1452011.10.12 16:00buy730.031.363971.355561.44397
1462011.11.09 20:00s/l730.031.355561.355561.44397-25.482821.48
1472012.01.06 12:00sell740.101.280181.295341.27628
1482012.01.06 16:00t/p740.101.276281.295341.2762839.002860.48
1492012.04.06 00:00sell750.101.306471.317421.30350
1502012.04.06 04:00close750.031.305871.317421.303501.802862.28
1512012.04.06 04:00sell760.071.306471.317421.30350
1522012.04.09 04:00close760.041.304341.317421.303508.402870.68
1532012.04.09 04:00sell770.031.306471.317421.30350
1542012.04.09 08:00t/p770.031.303501.317421.303508.822879.50
1552012.08.07 00:00buy780.101.240021.233131.32002
1562012.08.07 12:00close780.031.241101.233131.320023.242882.74
1572012.08.07 12:00buy790.071.240021.233131.32002
1582012.08.07 16:00close790.041.241701.233131.320026.722889.46
1592012.08.07 16:00buy800.031.240021.233131.32002
1602012.08.08 16:00s/l800.031.233131.233131.32002-20.682868.79
1612013.02.27 00:00sell810.101.306071.320211.30180
1622013.02.27 04:00close810.031.304831.320211.301803.722872.51
1632013.02.27 04:00sell820.071.306071.320211.30180
1642013.03.01 12:00close820.041.303911.320211.301808.162880.67
1652013.03.01 12:00sell830.031.306071.320211.30180
1662013.03.01 16:00t/p830.031.301801.320211.3018012.452893.12
1672013.07.12 04:00buy840.101.309391.295211.38939
1682013.07.16 16:00close840.031.312941.295211.3893910.632903.75
1692013.07.16 16:00buy850.071.309391.295211.38939
1702013.07.16 20:00close850.041.314321.295211.3893919.702923.44
1712013.07.16 20:00buy860.031.309391.295211.38939
1722014.03.07 16:00t/p860.031.389391.295211.38939237.863161.30