Strategy Tester Report
MacdPatternTrader5
Alpari-ECN-Live (Build 625)

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2008.03.14 00:00 - 2014.04.30 11:59
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
Параметрыs8="Включение ECN"; ecn=0; s2="Настройки MACD"; lowema=13; fastema=5; s5="Настройки MA"; perema1=7; perema2=21; persma3=98; perema4=365; s1="Параметры уровней"; buy_ur_signal1=0.003; buy_ur_signal2=0.001; buy_ur_signal_cancel=0; sell_ur_signal1=-0.003; sell_ur_signal2=-0.001; sell_ur_signal_cancel=0; s4="Торговые парметры"; EA_Magic=165004; Lots=0.1; MinimalTakeProfit=800; stoplossbars=7; stoploss_deviation=10; takeprofitbars=40;
Баров в истории9621Смоделировано тиков19142Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (5)
Чистая прибыль444.57Общая прибыль3600.14Общий убыток-3155.57
Прибыльность1.14Матожидание выигрыша2.80
Абсолютная просадка180.25Максимальная просадка776.98 (43.11%)Относительная просадка43.88% (641.02)
Всего сделок159Короткие позиции (% выигравших)60 (63.33%)Длинные позиции (% выигравших)99 (65.66%)
Прибыльные сделки (% от всех)103 (64.78%)Убыточные сделки (% от всех)56 (35.22%)
Самая большаяприбыльная сделка239.73убыточная сделка-138.00
Средняяприбыльная сделка34.95убыточная сделка-56.35
Максимальное количествонепрерывных выигрышей (прибыль)8 (444.13)непрерывных проигрышей (убыток)4 (-317.71)
Максимальнаянепрерывная прибыль (число выигрышей)444.13 (8)непрерывный убыток (число проигрышей)-317.71 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12008.04.03 08:00sell10.101.562601.571100.00000
22008.04.03 12:00close10.031.555451.571100.0000021.451021.45
32008.04.03 12:00sell20.071.562601.571100.00000
42008.04.04 12:00s/l20.071.571101.571100.00000-59.70961.75
52008.05.20 12:00buy30.101.563251.547701.64325
62008.05.20 16:00close30.031.566001.547701.643258.25970.00
72008.05.20 16:00buy40.071.563251.547701.64325
82008.05.20 20:00close40.041.565701.547701.643259.80979.80
92008.05.20 20:00buy50.031.563251.547701.64325
102008.05.23 16:00buy60.101.576651.568101.65665
112008.05.23 16:00close50.011.576601.547701.6432513.31993.11
122008.05.23 16:00buy70.021.563251.547701.64325
132008.05.23 20:00close60.051.578101.568101.656657.251000.36
142008.05.23 20:00buy80.051.576651.568101.65665
152008.05.28 00:00s/l80.051.568101.568101.65665-42.88957.47
162008.05.30 12:00s/l70.021.547701.547701.64325-31.32926.16
172008.06.03 04:00sell90.101.552101.559801.47210
182008.06.03 12:00s/l90.101.559801.559801.47210-77.00849.16
192008.06.18 20:00buy100.101.552551.545201.63255
202008.06.19 00:00close100.031.552801.545201.632550.67849.83
212008.06.19 00:00buy110.071.552551.545201.63255
222008.06.19 04:00close110.041.557501.545201.6325519.69869.52
232008.06.19 04:00buy120.031.552551.545201.63255
242008.07.01 16:00buy130.101.578351.571301.65835
252008.07.01 16:00close120.011.578301.545201.6325525.63895.15
262008.07.01 16:00buy140.021.552551.545201.63255
272008.07.01 20:00close130.051.578901.571301.658352.75897.90
282008.07.01 20:00buy150.051.578351.571301.65835
292008.07.03 20:00s/l150.051.571301.571301.65835-35.43862.47
302008.08.01 04:00sell160.101.555901.571001.47590
312008.08.05 04:00close160.031.553451.571001.475907.18869.65
322008.08.05 04:00sell170.071.555901.571001.47590
332008.08.05 08:00close170.041.553451.571001.475909.58879.23
342008.08.05 08:00sell180.031.555901.571001.47590
352008.08.05 20:00s/l140.021.545201.545201.63255-15.56863.67
362008.08.15 04:00t/p180.031.475901.571001.47590238.821102.49
372008.09.04 16:00sell190.101.445801.455201.36580
382008.09.04 20:00close190.031.435251.455201.3658031.651134.14
392008.09.04 20:00sell200.071.445801.455201.36580
402008.09.05 00:00close200.041.424051.455201.3658086.891221.03
412008.09.05 00:00sell210.031.445801.455201.36580
422008.09.22 08:00s/l210.031.455201.455201.36580-29.541191.48
432008.09.25 04:00buy220.101.471551.459301.55155
442008.09.25 16:00close220.031.472101.459301.551551.651193.13
452008.09.25 16:00buy230.071.471551.459301.55155
462008.09.25 20:00s/l230.071.459301.459301.55155-85.751107.38
472008.10.20 16:00sell240.101.336501.354001.25650
482008.10.20 20:00close240.031.331651.354001.2565014.551121.93
492008.10.20 20:00sell250.071.336501.354001.25650
502008.10.21 00:00close250.041.333151.354001.2565013.291135.22
512008.10.21 00:00sell260.031.336501.354001.25650
522008.10.24 12:00t/p260.031.256501.354001.25650239.501374.72
532009.01.26 04:00sell270.101.290501.304301.21050
542009.01.26 16:00s/l270.101.304301.304301.21050-138.001236.72
552009.02.10 12:00buy280.101.296751.279951.47190
562009.02.10 16:00close280.031.299151.279951.471907.201243.92
572009.02.10 16:00buy290.071.296751.279951.47190
582009.02.12 12:00s/l290.071.279951.279951.47190-117.851126.07
592009.03.11 12:00buy300.101.271351.260021.35135
602009.03.11 16:00close300.031.278051.260021.3513520.101146.17
612009.03.11 16:00buy310.071.271351.260021.35135
622009.03.12 00:00close310.041.282211.260021.3513543.331189.50
632009.03.12 00:00buy320.031.271351.260021.35135
642009.03.19 00:00t/p320.031.351351.260021.35135239.731429.23
652009.04.09 20:00sell330.101.316571.334491.23657
662009.04.10 00:00close330.031.315811.334491.236572.201431.42
672009.04.10 00:00sell340.071.316571.334491.23657
682009.04.10 04:00close340.041.312351.334491.2365716.771448.19
692009.04.10 04:00sell350.031.316571.334491.23657
702009.04.13 20:00s/l350.031.334491.334491.23657-53.931394.26
712009.06.19 20:00buy360.101.397461.386111.47746
722009.06.22 12:00s/l360.101.386111.386111.47746-113.591280.67
732009.06.29 20:00buy370.101.410091.397251.49009
742009.06.30 04:00close370.031.411801.397251.490095.101285.78
752009.06.30 04:00buy380.071.410091.397251.49009
762009.06.30 08:00close380.041.410771.397251.490092.681288.46
772009.06.30 08:00buy390.031.410091.397251.49009
782009.07.03 00:00s/l390.031.397251.397251.49009-38.681249.78
792009.07.08 00:00sell400.101.391821.405981.31182
802009.07.08 04:00close400.031.389671.405981.311826.451256.23
812009.07.08 04:00sell410.071.391821.405981.31182
822009.07.08 20:00close410.041.384991.405981.3118227.321283.55
832009.07.08 20:00sell420.031.391821.405981.31182
842009.07.09 20:00s/l420.031.405981.405981.31182-42.731240.82
852009.07.23 08:00buy430.101.423811.414561.50381
862009.07.24 00:00s/l430.101.414561.414561.50381-92.591148.23
872009.08.19 12:00sell440.101.410331.418161.33033
882009.08.19 20:00s/l440.101.418161.418161.33033-78.301069.93
892009.08.25 16:00buy450.101.434661.424261.51466
902009.08.26 16:00s/l450.101.424261.424261.51466-104.09965.84
912009.10.08 04:00buy460.101.475071.463891.55507
922009.10.08 08:00close460.031.475591.463891.555071.56967.40
932009.10.08 08:00buy470.071.475071.463891.55507
942009.10.08 12:00close470.041.476631.463891.555076.24973.64
952009.10.08 12:00buy480.031.475071.463891.55507
962009.11.03 12:00s/l480.031.463891.463891.55507-34.19939.45
972009.11.12 08:00buy490.101.500731.494271.58073
982009.11.12 12:00s/l490.101.494271.494271.58073-64.60874.85
992009.12.03 08:00buy500.101.510681.502201.59068
1002009.12.03 12:00close500.031.512121.502201.590684.32879.17
1012009.12.03 12:00buy510.071.510681.502201.59068
1022009.12.04 16:00s/l510.071.502201.502201.59068-59.42819.75
1032009.12.11 16:00sell520.101.465391.478541.38539
1042009.12.11 20:00close520.031.461561.478541.3853911.49831.24
1052009.12.11 20:00sell530.071.465391.478541.38539
1062009.12.14 00:00close530.041.461511.478541.3853915.41846.64
1072009.12.14 00:00sell540.031.465391.478541.38539
1082009.12.29 12:00buy550.101.441691.434271.52169
1092009.12.29 16:00close550.031.442591.434271.521692.70849.34
1102009.12.29 16:00buy560.071.441691.434271.52169
1112009.12.29 20:00s/l560.071.434271.434271.52169-51.94797.40
1122010.02.01 04:00t/p540.031.385391.478541.38539235.801033.20
1132010.06.17 12:00buy570.101.238651.223151.31865
1142010.06.17 16:00close570.031.239501.223151.318652.551035.75
1152010.06.17 16:00buy580.071.238651.223151.31865
1162010.06.21 08:00close580.041.245601.223151.3186527.731063.48
1172010.06.21 08:00buy590.031.238651.223151.31865
1182010.06.23 16:00s/l590.031.223151.223151.31865-46.611016.87
1192010.07.01 04:00sell600.101.220101.231351.14010
1202010.07.01 12:00s/l600.101.231351.231351.14010-112.50904.37
1212010.07.29 08:00buy610.101.300951.295901.38095
1222010.07.29 12:00close610.031.307801.295901.3809520.55924.92
1232010.07.29 12:00buy620.071.300951.295901.38095
1242010.07.29 16:00close620.041.307701.295901.3809527.00951.92
1252010.07.29 16:00buy630.031.300951.295901.38095
1262010.08.02 04:00buy640.101.307351.297001.38735
1272010.08.02 04:00close630.011.307301.295901.380956.33958.26
1282010.08.02 04:00buy650.021.300951.295901.38095
1292010.08.02 08:00close640.051.308051.297001.387353.50961.76
1302010.08.02 08:00buy660.051.307351.297001.38735
1312010.08.11 16:00s/l650.021.295901.295901.38095-10.30951.46
1322010.08.11 16:00s/l660.051.297001.297001.38735-52.16899.30
1332010.09.09 20:00sell670.101.269201.277551.18920
1342010.09.10 04:00close670.031.265701.277551.1892010.42909.72
1352010.09.10 04:00sell680.071.269201.277551.18920
1362010.09.10 08:00close680.041.268501.277551.189202.69912.41
1372010.09.10 08:00sell690.031.269201.277551.18920
1382010.09.13 04:00s/l690.031.277551.277551.18920-25.22887.19
1392010.09.21 12:00buy700.101.314001.301901.39400
1402010.09.22 00:00close700.031.325001.301901.3940032.97920.16
1412010.09.22 00:00buy710.071.314001.301901.39400
1422010.09.22 04:00close710.041.328901.301901.3940059.56979.73
1432010.09.22 04:00buy720.031.314001.301901.39400
1442010.10.06 20:00t/p720.031.394001.301901.39400239.601219.32
1452010.10.22 08:00buy730.101.395951.387901.47595
1462010.10.22 12:00s/l730.101.387901.387901.47595-80.501138.82
1472010.12.23 12:00sell740.101.309391.319061.22939
1482010.12.23 16:00close740.031.306651.319061.229398.221147.04
1492010.12.23 16:00sell750.071.309391.319061.22939
1502010.12.28 04:00s/l750.071.319061.319061.22939-68.281078.76
1512011.02.16 00:00sell760.101.348741.356041.26874
1522011.02.16 08:00s/l760.101.356041.356041.26874-73.001005.76
1532011.03.15 16:00buy770.101.396611.384501.47661
1542011.03.15 20:00close770.031.399711.384501.476619.301015.06
1552011.03.15 20:00buy780.071.396611.384501.47661
1562011.03.16 00:00close780.041.397071.384501.476611.801016.87
1572011.03.16 00:00buy790.031.396611.384501.47661
1582011.04.12 12:00buy800.101.445751.436701.52575
1592011.04.12 12:00close790.011.445701.384501.4766148.841065.71
1602011.04.12 12:00buy810.021.396611.384501.47661
1612011.04.12 16:00close800.051.449981.436701.5257521.151086.86
1622011.04.12 16:00buy820.051.445751.436701.52575
1632011.04.14 16:00s/l820.051.436701.436701.52575-45.431041.43
1642011.04.28 00:00t/p810.021.476611.384501.47661159.171200.60
1652011.05.02 16:00buy830.101.484441.475271.56444
1662011.05.02 20:00close830.031.487451.475271.564449.031209.63
1672011.05.02 20:00buy840.071.484441.475271.56444
1682011.05.03 20:00close840.041.485091.475271.564442.561212.19
1692011.05.03 20:00buy850.031.484441.475271.56444
1702011.05.05 16:00s/l850.031.475271.475271.56444-27.651184.55
1712011.05.11 16:00sell860.101.434531.443271.35453
1722011.05.11 20:00close860.031.421931.443271.3545337.801222.35
1732011.05.11 20:00sell870.071.434531.443271.35453
1742011.05.12 00:00close870.041.419191.443271.3545361.021283.37
1752011.05.12 00:00sell880.031.434531.443271.35453
1762011.06.01 04:00s/l880.031.443271.443271.35453-27.981255.39
1772011.06.02 12:00buy890.101.440871.429691.52087
1782011.06.02 16:00close890.031.444801.429691.5208711.791267.18
1792011.06.02 16:00buy900.071.440871.429691.52087
1802011.06.02 20:00close900.041.446661.429691.5208723.161290.34
1812011.06.02 20:00buy910.031.440871.429691.52087
1822011.06.15 16:00s/l910.031.429691.429691.52087-33.841256.50
1832011.09.08 16:00sell920.101.398361.411811.31836
1842011.09.08 20:00close920.031.393461.411811.3183614.701271.20
1852011.09.08 20:00sell930.071.398361.411811.31836
1862011.09.09 00:00close930.041.388221.411811.3183640.451311.65
1872011.09.09 00:00sell940.031.398361.411811.31836
1882011.09.29 08:00buy950.101.362701.350961.45487
1892011.09.29 12:00close950.031.364851.350961.454876.451318.10
1902011.09.29 12:00buy960.071.362701.350961.45487
1912011.09.30 12:00s/l960.071.350961.350961.45487-82.241235.85
1922011.10.04 00:00t/p940.031.318361.411811.31836237.981473.84
1932012.01.02 08:00sell970.101.293021.300841.21302
1942012.01.02 16:00close970.031.292731.300841.213020.871474.71
1952012.01.02 16:00sell980.071.293021.300841.21302
1962012.01.03 12:00s/l980.071.300841.300841.21302-54.941419.77
1972012.01.23 12:00buy990.101.292851.286571.42465
1982012.01.23 16:00close990.031.302121.286571.4246527.811447.58
1992012.01.23 16:00buy1000.071.292851.286571.42465
2002012.01.23 20:00close1000.041.301051.286571.4246532.801480.38
2012012.01.23 20:00buy1010.031.292851.286571.42465
2022012.01.25 20:00buy1020.101.304731.292071.38473
2032012.01.25 20:00close1010.011.304681.286571.4246511.811492.19
2042012.01.25 20:00buy1030.021.292851.286571.42465
2052012.01.26 00:00close1020.051.310611.292071.3847329.261521.46
2062012.01.26 00:00buy1040.051.304731.292071.38473
2072012.01.31 08:00buy1050.101.319591.306651.39959
2082012.01.31 08:00close1030.011.319541.286571.4246526.621548.08
2092012.01.31 08:00buy1060.011.292851.286571.42465
2102012.01.31 12:00close1040.031.319471.292071.3847344.061592.14
2112012.01.31 12:00buy1070.021.304731.292071.38473
2122012.01.31 20:00s/l1050.101.306651.306651.39959-129.401462.74
2132012.02.23 08:00buy1080.101.325771.320171.40577
2142012.02.23 12:00close1060.011.332511.286571.4246539.361502.10
2152012.03.02 20:00s/l1080.101.320171.320171.40577-56.721445.38
2162012.03.13 16:00sell1090.101.306481.320111.22648
2172012.03.14 04:00close1090.031.306161.320111.226480.881446.25
2182012.03.14 04:00sell1100.071.306481.320111.22648
2192012.03.14 08:00close1100.041.303891.320111.2264810.251456.50
2202012.03.14 08:00sell1110.031.306481.320111.22648
2212012.03.19 20:00s/l1110.031.320111.320111.22648-41.391415.11
2222012.05.09 20:00s/l1070.021.292071.292071.38473-27.211387.90
2232012.05.29 04:00sell1120.101.252361.263401.17236
2242012.05.29 20:00close1120.031.248251.263401.1723612.331400.23
2252012.05.29 20:00sell1130.071.252361.263401.17236
2262012.05.30 00:00close1130.041.250161.263401.172368.691408.92
2272012.05.30 00:00sell1140.031.252361.263401.17236
2282012.06.06 08:00buy1150.101.250291.239981.33029
2292012.06.06 12:00close1150.031.251301.239981.330293.031411.95
2302012.06.06 12:00buy1160.071.250291.239981.33029
2312012.06.11 00:00s/l1140.031.263401.263401.17236-34.211377.73
2322012.06.18 04:00close1160.041.271151.239981.3302983.011460.74
2332012.06.18 04:00buy1170.031.250291.239981.33029
2342012.06.28 12:00sell1180.101.242701.253391.16270
2352012.06.28 20:00close1180.031.242581.253391.162700.361461.10
2362012.06.28 20:00sell1190.071.242701.253391.16270
2372012.06.29 08:00s/l1190.071.253391.253391.16270-75.031386.08
2382012.07.05 16:00s/l1170.031.239981.239981.33029-31.771354.31
2392012.07.31 20:00buy1200.101.230591.221911.31059
2402012.08.01 12:00close1200.031.231251.221911.310591.951356.26
2412012.08.01 12:00buy1210.071.230591.221911.31059
2422012.08.02 00:00s/l1210.071.221911.221911.31059-61.011295.25
2432012.09.26 00:00sell1220.101.290051.298061.20420
2442012.09.26 08:00close1220.031.287291.298061.204208.281303.53
2452012.09.26 08:00sell1230.071.290051.298061.20420
2462012.10.04 16:00s/l1230.071.298061.298061.20420-58.031245.50
2472012.10.26 00:00sell1240.101.293331.303301.21333
2482012.10.26 16:00close1240.031.290971.303301.213337.081252.58
2492012.10.26 16:00sell1250.071.293331.303301.21333
2502012.10.29 12:00close1250.041.290661.303301.2133310.571263.15
2512012.10.29 12:00sell1260.031.293331.303301.21333
2522012.12.03 04:00s/l1260.031.303301.303301.21333-32.931230.21
2532012.12.20 16:00buy1270.101.328671.317841.40867
2542012.12.21 20:00s/l1270.101.317841.317841.40867-108.391121.82
2552013.01.29 20:00buy1280.101.348071.340401.42807
2562013.01.30 00:00close1280.031.349121.340401.428073.121124.95
2572013.01.30 00:00buy1290.071.348071.340401.42807
2582013.01.30 04:00close1290.041.348921.340401.428073.361128.31
2592013.01.30 04:00buy1300.031.348071.340401.42807
2602013.02.07 20:00s/l1300.031.340401.340401.42807-23.311105.00
2612013.02.12 12:00sell1310.101.337891.343711.25789
2622013.02.12 16:00s/l1310.101.343711.343711.25789-58.201046.80
2632013.04.11 16:00buy1320.101.310861.303331.39086
2642013.04.11 20:00close1320.031.312311.303331.390864.351051.15
2652013.04.11 20:00buy1330.071.310861.303331.39086
2662013.04.12 04:00close1330.041.311031.303331.390860.641051.80
2672013.04.12 04:00buy1340.031.310861.303331.39086
2682013.04.16 00:00s/l1340.031.303331.303331.39086-22.671029.13
2692013.05.14 16:00sell1350.101.297231.303891.21723
2702013.05.14 20:00close1350.031.295361.303891.217235.611034.74
2712013.05.14 20:00sell1360.071.297231.303891.21723
2722013.05.15 00:00close1360.041.291921.303891.2172321.131055.86
2732013.05.15 00:00sell1370.031.297231.303891.21723
2742013.05.30 20:00s/l1370.031.303891.303891.21723-21.491034.37
2752013.06.03 08:00buy1380.101.301321.293421.38132
2762013.06.03 12:00close1380.031.301921.293421.381321.801036.17
2772013.06.03 12:00buy1390.071.301321.293421.38132
2782013.06.03 20:00close1390.041.308331.293421.3813228.041064.21
2792013.06.03 20:00buy1400.031.301321.293421.38132
2802013.06.18 04:00buy1410.101.336451.330841.41645
2812013.06.18 04:00close1400.011.336401.293421.3813234.951099.16
2822013.06.18 04:00buy1420.021.301321.293421.38132
2832013.06.18 08:00close1420.011.334801.293421.3813233.341132.50
2842013.06.18 08:00buy1430.011.301321.293421.38132
2852013.06.20 00:00s/l1410.101.330841.330841.41645-56.461076.04
2862013.07.03 12:00s/l1430.011.293421.293421.38132-8.171067.87
2872013.07.09 20:00sell1440.101.279101.290811.19910
2882013.07.10 00:00close1440.031.278111.290811.199102.891070.76
2892013.07.10 00:00sell1450.071.279101.290811.19910
2902013.07.10 04:00close1450.041.277771.290811.199105.211075.97
2912013.07.10 04:00sell1460.031.279101.290811.19910
2922013.07.11 00:00s/l1460.031.290811.290811.19910-35.471040.50
2932013.07.16 00:00buy1470.101.306211.298341.38621
2942013.07.16 08:00close1470.031.307371.298341.386213.481043.98
2952013.07.16 08:00buy1480.071.306211.298341.38621
2962013.07.16 12:00close1480.041.307171.298341.386213.841047.82
2972013.07.16 12:00buy1490.031.306211.298341.38621
2982013.09.16 04:00buy1500.101.336651.324401.41665
2992013.09.16 04:00close1490.011.336601.298341.3862129.831077.65
3002013.09.16 04:00buy1510.021.306211.298341.38621
3012013.09.16 08:00close1510.011.336431.298341.3862129.661107.31
3022013.09.16 08:00buy1520.011.306211.298341.38621
3032013.10.22 16:00buy1530.101.372361.364091.45236
3042013.10.22 16:00close1500.031.372311.324401.41665106.011213.32
3052013.10.22 16:00buy1540.071.336651.324401.41665
3062013.10.22 20:00close1520.011.378731.298341.3862171.641284.96
3072013.10.28 04:00buy1550.101.381431.376421.46143
3082013.10.28 04:00close1530.031.381381.364091.4523626.901311.86
3092013.10.28 04:00buy1560.071.372361.364091.45236
3102013.10.28 08:00close1540.041.380221.324401.41665172.771484.63
3112013.10.28 08:00buy1570.031.336651.324401.41665
3122013.10.29 12:00s/l1550.101.376421.376421.46143-50.191434.44
3132013.10.31 16:00s/l1560.071.364091.364091.45236-58.581375.85
3142014.01.08 20:00sell1580.101.356951.365011.27695
3152014.01.09 16:00close1580.031.356741.365011.276950.381376.23
3162014.01.09 16:00sell1590.071.356951.365011.27695
3172014.01.10 16:00s/l1590.071.365011.365011.27695-57.201319.03
3182014.04.30 11:59close at stop1570.031.380531.324401.41665125.541444.57