Strategy Tester Report
MoonLight EA
Alpari-ECN-Demo (Build 670)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2013.01.02 09:00 - 2014.09.15 23:45 (2013.01.01 - 2014.09.16)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыEA_Configuration="==== EA Configuration ===="; EA_Comment="MoonLight EA"; MagicKey="777"; Key=67068723; TimeSettings="==== Time settings ===="; AutoGMT=false; GMT_Offset=2; GMT_Open_Hour=-1; GMT_Close_Hour=-1; GMT_Friday_Hour=-1; MoneyManagement="==== Money Management ===="; LotSize=0; Risk=0; TradeSettings="==== Trade settings ===="; New_Trade=true; Max_Spread=0; Slippage=1; Hide_SL_TP=false; NewsFilter="==== News Filter ===="; Use_NewsFilter=true; IncludeHigh=true; MinsBeforeHighNews=300; MinsAfterHighNews=200; IncludeMedium=false; MinsBeforeMediumNews=120; MinsAfterMediumNews=60; IncludeLow=false; MinsBeforeLowNews=60; MinsAfterLowNews=30; IncludeSpeaks=true; IsEA_Call=true; ReportAllForUSD=false; ColorSettings="==== Color Settings ===="; Label=White; ColorPanel1=FireBrick; ColorPanel2=DimGray;
Баров в истории43110Смоделировано тиков19268878Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (1)
Чистая прибыль751.15Общая прибыль876.71Общий убыток-125.56
Прибыльность6.98Матожидание выигрыша7.59
Абсолютная просадка13.59Максимальная просадка55.68 (3.50%)Относительная просадка3.50% (55.68)
Всего сделок99Короткие позиции (% выигравших)51 (86.27%)Длинные позиции (% выигравших)48 (85.42%)
Прибыльные сделки (% от всех)85 (85.86%)Убыточные сделки (% от всех)14 (14.14%)
Самая большаяприбыльная сделка77.52убыточная сделка-29.13
Среднийприбыльная сделка10.31убыточная сделка-8.97
Максимальное количествонепрерывных выигрышей (прибыль)31 (331.11)непрерывных проигрышей (убыток)3 (-32.52)
Максимальнаянепрерывная прибыль (число выигрышей)331.11 (31)непрерывный убыток (число проигрышей)-32.52 (3)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.14 00:00sell10.100.828100.000000.00000
22013.01.14 00:00modify10.100.828100.833100.82210
32013.01.14 03:05close10.100.828390.833100.82210-4.69995.31
42013.01.16 00:33buy20.100.827610.000000.00000
52013.01.16 00:33modify20.100.827610.822610.83361
62013.01.16 01:00close20.100.827920.822610.833615.021000.33
72013.01.21 00:02sell30.100.839950.000000.00000
82013.01.21 00:02modify30.100.839950.844950.83395
92013.01.21 02:15close30.100.839390.844950.833959.061009.39
102013.01.28 00:00sell40.100.854210.000000.00000
112013.01.28 00:00modify40.100.854210.859210.84821
122013.01.28 02:15close40.100.853270.859210.8482115.211024.60
132013.01.31 00:19buy50.100.858140.000000.00000
142013.01.31 00:19modify50.100.858140.853140.86414
152013.01.31 00:32close50.100.858580.853140.864147.121031.72
162013.01.31 00:41sell60.100.859230.000000.00000
172013.01.31 00:41modify60.100.859230.864230.85323
182013.01.31 02:02close60.100.858590.864230.8532310.361042.08
192013.02.01 00:11sell70.100.856330.000000.00000
202013.02.01 00:11modify70.100.856330.861330.85033
212013.02.01 00:19close70.100.856040.861330.850334.691046.77
222013.02.01 00:54sell80.100.856770.000000.00000
232013.02.01 00:54modify80.100.856770.861770.85077
242013.02.01 04:33close80.100.857620.861770.85077-13.751033.02
252013.02.04 00:10sell90.100.869930.000000.00000
262013.02.04 00:10modify90.100.869930.874930.86393
272013.02.04 00:20close90.100.869240.874930.8639311.171044.19
282013.02.04 00:22sell100.100.869950.000000.00000
292013.02.04 00:22modify100.100.869950.874950.86395
302013.02.04 00:24close100.100.869230.874950.8639511.651055.84
312013.02.08 00:22buy110.100.852090.000000.00000
322013.02.08 00:22modify110.100.852090.847090.85809
332013.02.08 01:18close110.100.852430.847090.858095.501061.34
342013.02.11 00:09sell120.100.846300.000000.00000
352013.02.11 00:09modify120.100.846300.851300.84030
362013.02.11 00:11close120.100.845720.851300.840309.391070.73
372013.02.11 00:25sell130.100.846440.000000.00000
382013.02.11 00:25modify130.100.846440.851440.84044
392013.02.11 00:35close130.100.845770.851440.8404410.841081.57
402013.02.11 00:46sell140.100.846530.000000.00000
412013.02.11 00:46modify140.100.846530.851530.84053
422013.02.11 00:48close140.100.845760.851530.8405312.461094.03
432013.02.12 00:13sell150.100.856130.000000.00000
442013.02.12 00:13modify150.100.856130.861130.85013
452013.02.12 01:16close150.100.855540.861130.850139.551103.58
462013.02.13 00:11buy160.100.858310.000000.00000
472013.02.13 00:11modify160.100.858310.853310.86431
482013.02.13 03:00close160.100.858010.853310.86431-4.851098.73
492013.02.18 00:46sell170.100.861370.000000.00000
502013.02.18 00:46modify170.100.861370.866370.85537
512013.02.18 02:45close170.100.861390.866370.85537-0.321098.41
522013.02.22 00:14sell180.100.864640.000000.00000
532013.02.22 00:14modify180.100.864640.869640.85864
542013.02.22 01:16close180.100.864540.869640.858641.621100.03
552013.02.25 00:00sell190.100.876370.000000.00000
562013.02.25 00:00modify190.100.876370.881370.87037
572013.02.25 02:15close190.100.871580.881370.8703777.521177.55
582013.02.27 00:36sell200.100.863600.000000.00000
592013.02.27 00:36modify200.100.863600.868600.85760
602013.02.27 01:21close200.100.863330.868600.857604.371181.92
612013.02.28 00:03buy210.100.865940.000000.00000
622013.02.28 00:03modify210.100.865940.860940.87194
632013.02.28 01:49close210.100.866460.860940.871948.421190.34
642013.03.04 00:00buy220.100.864850.000000.00000
652013.03.04 00:00modify220.100.864850.859850.87085
662013.03.04 01:09close220.100.866060.859850.8708519.581209.92
672013.03.07 00:24sell230.100.864200.000000.00000
682013.03.07 00:24modify230.100.864200.869200.85820
692013.03.07 04:38close230.100.865900.869200.85820-27.521182.40
702013.03.11 00:30sell240.100.871650.000000.00000
712013.03.11 00:30modify240.100.871650.876650.86565
722013.03.11 00:56close240.100.871040.876650.865659.871192.27
732013.03.15 00:57sell250.100.862550.000000.00000
742013.03.15 00:57modify250.100.862550.867550.85655
752013.03.15 02:32close250.100.862250.867550.856554.861197.13
762013.03.18 00:00buy260.100.854230.000000.00000
772013.03.18 00:00modify260.100.854230.849230.86023
782013.03.18 02:15close260.100.855580.849230.8602321.851218.98
792013.03.25 00:00buy270.100.850900.000000.00000
802013.03.25 00:00modify270.100.850900.845900.85690
812013.03.25 01:36close270.100.852140.845900.8569020.071239.05
822013.03.26 00:03sell280.100.846980.000000.00000
832013.03.26 00:03modify280.100.846980.851980.84098
842013.03.26 03:00close280.100.847160.851980.84098-2.911236.14
852013.03.28 00:07sell290.100.844760.000000.00000
862013.03.28 00:07modify290.100.844760.849760.83876
872013.03.28 00:48close290.100.844500.849760.838764.201240.34
882013.04.01 00:01buy300.100.842580.000000.00000
892013.04.01 00:01modify300.100.842580.837580.84858
902013.04.01 02:15close300.100.842690.837580.848581.791242.13
912013.04.05 00:10buy310.100.848700.000000.00000
922013.04.05 00:10modify310.100.848700.843700.85470
932013.04.05 00:15close310.100.849020.843700.854705.181247.31
942013.04.08 00:26buy320.100.847000.000000.00000
952013.04.08 00:26modify320.100.847000.842000.85300
962013.04.08 00:37close320.100.847830.842000.8530013.431260.74
972013.04.11 00:08sell330.100.852780.000000.00000
982013.04.11 00:08modify330.100.852780.857780.84678
992013.04.11 00:47close330.100.852270.857780.846788.261269.00
1002013.04.15 00:00sell340.100.854610.000000.00000
1012013.04.15 00:00modify340.100.854610.859610.84861
1022013.04.15 01:15close340.100.853790.859610.8486113.271282.27
1032013.04.17 00:07buy350.100.857260.000000.00000
1042013.04.17 00:07modify350.100.857260.852260.86326
1052013.04.17 00:15close350.100.857710.852260.863267.281289.55
1062013.04.22 00:00sell360.100.858150.000000.00000
1072013.04.22 00:00modify360.100.858150.863150.85215
1082013.04.22 00:30close360.100.855940.863150.8521535.761325.31
1092013.04.22 00:30buy370.100.855940.000000.00000
1102013.04.22 00:30modify370.100.855940.850940.86194
1112013.04.22 00:31close370.100.857720.850940.8619428.811354.12
1122013.04.24 00:25sell380.100.853290.000000.00000
1132013.04.24 00:25modify380.100.853290.858290.84729
1142013.04.24 02:45close380.100.853030.858290.847294.201358.32
1152013.04.29 00:00sell390.100.842300.000000.00000
1162013.04.29 00:00modify390.100.842300.847300.83630
1172013.04.29 01:56close390.100.842260.847300.836300.651358.97
1182013.05.06 00:39buy400.100.841620.000000.00000
1192013.05.06 00:39modify400.100.841620.836620.84762
1202013.05.06 00:41close400.100.842280.836620.8476210.681369.65
1212013.05.10 00:24sell410.100.844100.000000.00000
1222013.05.10 00:24modify410.100.844100.849100.83810
1232013.05.10 01:04close410.100.843780.849100.838105.181374.83
1242013.05.13 00:00buy420.100.844370.000000.00000
1252013.05.13 00:00modify420.100.844370.839370.85037
1262013.05.13 00:31close420.100.845010.839370.8503710.361385.19
1272013.05.15 00:53sell430.100.849820.000000.00000
1282013.05.15 00:53modify430.100.849820.854820.84382
1292013.05.15 02:19close430.100.849580.854820.843823.881389.07
1302013.05.20 00:02buy440.100.845030.000000.00000
1312013.05.20 00:02modify440.100.845030.840030.85103
1322013.05.20 01:00close440.100.845500.840030.851037.601396.67
1332013.05.27 00:07buy450.100.853650.000000.00000
1342013.05.27 00:07modify450.100.853650.848650.85965
1352013.05.27 00:07close450.100.854800.848650.8596518.611415.28
1362013.05.28 00:24buy460.100.855430.000000.00000
1372013.05.28 00:24modify460.100.855430.850430.86143
1382013.05.28 02:26close460.100.856000.850430.861439.221424.50
1392013.06.03 00:01buy470.100.854100.000000.00000
1402013.06.03 00:01modify470.100.854100.849100.86010
1412013.06.03 01:06close470.100.854890.849100.8601012.781437.28
1422013.06.10 00:04buy480.100.848950.000000.00000
1432013.06.10 00:04modify480.100.848950.843950.85495
1442013.06.10 00:05close480.100.849700.843950.8549512.141449.42
1452013.06.10 00:15buy490.100.848920.000000.00000
1462013.06.10 00:15modify490.100.848920.843920.85492
1472013.06.10 00:56close490.100.849590.843920.8549210.841460.26
1482013.06.17 00:00buy500.100.848330.000000.00000
1492013.06.17 00:00modify500.100.848330.843330.85433
1502013.06.17 00:43close500.100.849240.843330.8543314.731474.99
1512013.07.08 00:59sell510.100.861870.000000.00000
1522013.07.08 00:59modify510.100.861870.866870.85587
1532013.07.08 03:08close510.100.861760.866870.855871.781476.77
1542013.07.11 00:09sell520.100.864790.000000.00000
1552013.07.11 00:09modify520.100.864790.869790.85879
1562013.07.11 00:12close520.100.863650.869790.8587918.451495.22
1572013.07.11 00:42sell530.100.865300.000000.00000
1582013.07.11 00:42modify530.100.865300.870300.85930
1592013.07.11 00:57close530.100.863940.870300.8593022.021517.24
1602013.07.15 00:05buy540.100.864270.000000.00000
1612013.07.15 00:05modify540.100.864270.859270.87027
1622013.07.15 00:06close540.100.864660.859270.870276.311523.55
1632013.07.22 00:00buy550.100.859810.000000.00000
1642013.07.22 00:00modify550.100.859810.854810.86581
1652013.07.22 00:34close550.100.860260.854810.865817.281530.83
1662013.07.30 00:19sell560.100.864600.000000.00000
1672013.07.30 00:19modify560.100.864600.869600.85860
1682013.07.30 01:32close560.100.864230.869600.858605.991536.82
1692013.08.05 00:54sell570.100.869070.000000.00000
1702013.08.05 00:54modify570.100.869070.874070.86307
1712013.08.05 02:00close570.100.868430.874070.8630710.361547.18
1722013.08.12 00:06buy580.100.859570.000000.00000
1732013.08.12 00:06modify580.100.859570.854570.86557
1742013.08.12 00:29close580.100.860160.854570.865579.551556.73
1752013.08.26 00:00sell590.100.859730.000000.00000
1762013.08.26 00:00modify590.100.859730.864730.85373
1772013.08.26 00:37close590.100.859080.864730.8537310.521567.25
1782013.09.02 00:00buy600.100.850480.000000.00000
1792013.09.02 00:00modify600.100.850480.845480.85648
1802013.09.02 07:15close600.100.849020.845480.85648-23.631543.62
1812013.09.09 00:01buy610.100.842370.000000.00000
1822013.09.09 00:01modify610.100.842370.837370.84837
1832013.09.09 00:34close610.100.842970.837370.848379.711553.33
1842013.09.16 00:03sell620.100.838580.000000.00000
1852013.09.16 00:03modify620.100.838580.843580.83258
1862013.09.16 02:22close620.100.838200.843580.832586.151559.48
1872013.09.19 00:00buy630.100.837280.000000.00000
1882013.09.19 00:00modify630.100.837280.832280.84328
1892013.09.19 01:54close630.100.837610.832280.843285.341564.82
1902013.09.23 00:01sell640.100.846150.000000.00000
1912013.09.23 00:01modify640.100.846150.851150.84015
1922013.09.23 01:40close640.100.844920.851150.8401519.901584.72
1932013.09.30 00:00buy650.100.835770.000000.00000
1942013.09.30 00:00modify650.100.835770.830770.84177
1952013.09.30 03:30close650.100.835020.830770.84177-12.131572.59
1962013.10.07 00:04sell660.100.846570.000000.00000
1972013.10.07 00:04modify660.100.846570.851570.84057
1982013.10.07 01:00close660.100.846140.851570.840576.961579.55
1992013.10.21 00:00buy670.100.845810.000000.00000
2002013.10.21 00:00modify670.100.845810.840810.85181
2012013.10.21 03:54close670.100.846010.840810.851813.241582.79
2022013.11.08 00:48buy680.100.833340.000000.00000
2032013.11.08 00:48modify680.100.833340.828340.83934
2042013.11.08 02:30close680.100.833620.828340.839344.531587.32
2052013.11.14 00:03buy690.100.839450.000000.00000
2062013.11.14 00:03modify690.100.839450.834450.84545
2072013.11.14 00:05close690.100.840020.834450.845459.231596.55
2082013.11.14 00:31sell700.100.840520.000000.00000
2092013.11.14 00:31modify700.100.840520.845520.83452
2102013.11.14 02:22close700.100.840100.845520.834526.801603.35
2112013.11.21 00:01sell710.100.834300.000000.00000
2122013.11.21 00:01modify710.100.834300.839300.82830
2132013.11.21 01:23close710.100.834170.839300.828302.101605.45
2142013.11.22 00:11buy720.100.832010.000000.00000
2152013.11.22 00:11modify720.100.832010.827010.83801
2162013.11.22 01:47close720.100.832200.827010.838013.081608.53
2172013.11.25 00:00buy730.100.834890.000000.00000
2182013.11.25 00:00modify730.100.834890.829890.84089
2192013.11.25 03:34close730.100.834690.829890.84089-3.231605.30
2202013.12.02 00:07buy740.100.829640.000000.00000
2212013.12.02 00:07modify740.100.829640.824640.83564
2222013.12.02 05:13close740.100.827840.824640.83564-29.131576.17
2232013.12.09 00:38sell750.100.838950.000000.00000
2242013.12.09 00:38modify750.100.838950.843950.83295
2252013.12.09 03:30close750.100.838960.843950.83295-0.161576.01
2262013.12.20 00:01sell760.100.834500.000000.00000
2272013.12.20 00:01modify760.100.834500.839500.82850
2282013.12.20 01:01close760.100.834270.839500.828503.721579.73
2292014.01.06 00:15sell770.100.828570.000000.00000
2302014.01.06 00:15modify770.100.828570.833570.82257
2312014.01.06 01:28close770.100.827910.833570.8225710.681590.41
2322014.01.07 00:35buy780.100.830200.000000.00000
2332014.01.07 00:35modify780.100.830200.825200.83620
2342014.01.07 01:28close780.100.830780.825200.836209.391599.80
2352014.01.27 00:09sell790.100.829600.000000.00000
2362014.01.27 00:09modify790.100.829600.834600.82360
2372014.01.27 02:06close790.100.829530.834600.823601.141600.94
2382014.01.30 00:10sell800.100.825000.000000.00000
2392014.01.30 00:10modify800.100.825000.830000.81900
2402014.01.30 01:35close800.100.824700.830000.819004.861605.80
2412014.02.10 00:15buy810.100.829970.000000.00000
2422014.02.10 00:15modify810.100.829970.824970.83597
2432014.02.10 02:28close810.100.829970.824970.835970.001605.80
2442014.02.13 00:39buy820.100.818180.000000.00000
2452014.02.13 00:39modify820.100.818180.813180.82418
2462014.02.13 02:52close820.100.818400.813180.824183.561609.36
2472014.03.03 00:00buy830.100.823190.000000.00000
2482014.03.03 00:00modify830.100.823190.818190.82919
2492014.03.03 02:03close830.100.823760.818190.829199.231618.59
2502014.03.07 00:00sell840.100.827980.000000.00000
2512014.03.07 00:00modify840.100.827980.832980.82198
2522014.03.07 03:06close840.100.828020.832980.82198-0.651617.94
2532014.03.24 00:00sell850.100.837400.000000.00000
2542014.03.24 00:00modify850.100.837400.842400.83140
2552014.03.24 00:36close850.100.836550.842400.8314013.761631.70
2562014.04.14 00:00buy860.100.827710.000000.00000
2572014.04.14 00:00modify860.100.827710.822710.83371
2582014.04.14 02:55close860.100.827690.822710.83371-0.321631.38
2592014.04.21 00:05buy870.100.822050.000000.00000
2602014.04.21 00:05modify870.100.822050.817050.82805
2612014.04.21 00:19close870.100.822680.817050.8280510.201641.58
2622014.05.26 00:00buy880.100.808880.000000.00000
2632014.05.26 00:00modify880.100.808880.803880.81488
2642014.05.26 00:23close880.100.809560.803880.8148811.001652.58
2652014.06.16 00:38buy890.100.797390.000000.00000
2662014.06.16 00:38modify890.100.797390.792390.80339
2672014.06.16 03:01close890.100.797250.792390.80339-2.271650.31
2682014.06.19 00:01sell900.100.799990.000000.00000
2692014.06.19 00:01modify900.100.799990.804990.79399
2702014.06.19 01:00close900.100.799560.804990.793996.961657.27
2712014.06.23 00:53buy910.100.798340.000000.00000
2722014.06.23 00:53modify910.100.798340.793340.80434
2732014.06.23 02:31close910.100.798570.793340.804343.731661.00
2742014.06.30 00:00buy920.100.800580.000000.00000
2752014.06.30 00:00modify920.100.800580.795580.80658
2762014.06.30 00:19close920.100.801180.795580.806589.711670.71
2772014.08.18 00:00buy930.100.800250.000000.00000
2782014.08.18 00:00modify930.100.800250.795250.80625
2792014.08.18 02:16close930.100.800900.795250.8062510.521681.23
2802014.08.25 00:00buy940.100.797270.000000.00000
2812014.08.25 00:00modify940.100.797270.792270.80327
2822014.08.25 02:15close940.100.797510.792270.803273.891685.12
2832014.09.03 00:29sell950.100.797360.000000.00000
2842014.09.03 00:29modify950.100.797360.802360.79136
2852014.09.03 01:34close950.100.797190.802360.791362.751687.87
2862014.09.05 00:08sell960.100.792950.000000.00000
2872014.09.05 00:08modify960.100.792950.797950.78695
2882014.09.05 00:52close960.100.792470.797950.786957.771695.64
2892014.09.08 00:00sell970.100.800940.000000.00000
2902014.09.08 00:00modify970.100.800940.805940.79494
2912014.09.08 02:15close970.100.798780.805940.7949434.961730.60
2922014.09.09 00:59sell980.100.801430.000000.00000
2932014.09.09 00:59modify980.100.801430.806430.79543
2942014.09.09 02:38close980.100.800890.806430.795438.741739.34
2952014.09.12 00:37buy990.100.794270.000000.00000
2962014.09.12 00:37modify990.100.794270.789270.80027
2972014.09.12 02:21close990.100.795000.789270.8002711.811751.15