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

СимволUSDCAD (US Dollar vs Canadian Dollar)
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 истории43108Смоделировано тиков14457014Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (3)
Чистая прибыль356.37Общая прибыль627.50Общий убыток-271.13
Прибыльность2.31Матожидание выигрыша2.05
Абсолютная просадка5.38Максимальная просадка71.06 (5.65%)Относительная просадка5.65% (71.06)
Всего сделок174Короткие позиции (% выигравших)90 (73.33%)Длинные позиции (% выигравших)84 (86.90%)
Прибыльные сделки (% от всех)139 (79.89%)Убыточные сделки (% от всех)35 (20.11%)
Самая большаяприбыльная сделка13.46убыточная сделка-48.02
Среднийприбыльная сделка4.51убыточная сделка-7.75
Максимальное количествонепрерывных выигрышей (прибыль)19 (98.99)непрерывных проигрышей (убыток)4 (-31.46)
Максимальнаянепрерывная прибыль (число выигрышей)98.99 (19)непрерывный убыток (число проигрышей)-48.02 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 00:00buy10.100.986430.000000.00000
22013.01.07 00:00modify10.100.986430.981430.99243
32013.01.07 02:15close10.100.986560.981430.992431.321001.32
42013.01.11 00:00buy20.100.983100.000000.00000
52013.01.11 00:00modify20.100.983100.978100.98910
62013.01.11 01:51close20.100.983440.978100.989103.461004.78
72013.01.23 00:00buy30.100.991730.000000.00000
82013.01.23 00:00modify30.100.991730.986730.99773
92013.01.23 01:30close30.100.992040.986730.997733.121007.90
102013.01.24 00:48sell40.100.999740.000000.00000
112013.01.24 00:48modify40.100.999741.004740.99374
122013.01.24 04:07close40.100.999821.004740.99374-0.801007.10
132013.01.25 00:17buy50.101.002040.000000.00000
142013.01.25 00:17modify50.101.002040.997041.00804
152013.01.25 01:34close50.101.002270.997041.008042.291009.39
162013.01.30 00:00buy60.101.000770.000000.00000
172013.01.30 00:00modify60.101.000770.995771.00677
182013.01.30 01:30close60.101.001390.995771.006776.191015.58
192013.02.01 00:32buy70.100.996550.000000.00000
202013.02.01 00:32modify70.100.996550.991551.00255
212013.02.01 01:20close70.100.997120.991551.002555.721021.30
222013.02.04 00:01buy80.100.996450.000000.00000
232013.02.04 00:01modify80.100.996450.991451.00245
242013.02.04 01:48close80.100.996790.991451.002453.411024.71
252013.02.05 00:48sell90.100.998800.000000.00000
262013.02.05 00:48modify90.100.998801.003800.99280
272013.02.05 01:12close90.100.998301.003800.992805.011029.72
282013.02.06 00:03buy100.100.995280.000000.00000
292013.02.06 00:03modify100.100.995280.990281.00128
302013.02.06 01:45close100.100.995460.990281.001281.811031.53
312013.02.11 00:48sell110.101.003230.000000.00000
322013.02.11 00:48modify110.101.003231.008230.99723
332013.02.11 08:01close110.101.004401.008230.99723-11.651019.88
342013.02.13 00:17buy120.101.001810.000000.00000
352013.02.13 00:17modify120.101.001810.996811.00781
362013.02.13 01:22close120.101.002130.996811.007813.191023.07
372013.02.18 00:01sell130.101.007180.000000.00000
382013.02.18 00:01modify130.101.007181.012181.00118
392013.02.18 01:16close130.101.006801.012181.001183.771026.84
402013.02.22 00:01buy140.101.018280.000000.00000
412013.02.22 00:01modify140.101.018281.013281.02428
422013.02.22 02:50close140.101.018081.013281.02428-1.961024.88
432013.02.25 00:31sell150.101.022360.000000.00000
442013.02.25 00:31modify150.101.022361.027361.01636
452013.02.25 02:42close150.101.022621.027361.01636-2.541022.34
462013.02.26 00:36buy160.101.025610.000000.00000
472013.02.26 00:36modify160.101.025611.020611.03161
482013.02.26 02:31close160.101.025941.020611.031613.221025.56
492013.02.27 00:28buy170.101.025450.000000.00000
502013.02.27 00:28modify170.101.025451.020451.03145
512013.02.27 02:37close170.101.025721.020451.031452.631028.19
522013.02.28 00:36sell180.101.023640.000000.00000
532013.02.28 00:36modify180.101.023641.028641.01764
542013.02.28 02:01close180.101.023071.028641.017645.571033.76
552013.03.05 00:00buy190.101.027020.000000.00000
562013.03.05 00:00modify190.101.027021.022021.03302
572013.03.05 00:20close190.101.027751.022021.033027.101040.86
582013.03.06 00:00buy200.101.026840.000000.00000
592013.03.06 00:00modify200.101.026841.021841.03284
602013.03.06 06:03close200.101.026011.021841.03284-8.091032.77
612013.03.07 00:12sell210.101.032280.000000.00000
622013.03.07 00:12modify210.101.032281.037281.02628
632013.03.07 00:31close210.101.031691.037281.026285.721038.49
642013.03.07 00:44sell220.101.032270.000000.00000
652013.03.07 00:44modify220.101.032271.037271.02627
662013.03.07 02:09close220.101.032111.037271.026271.551040.04
672013.03.11 00:05buy230.101.028130.000000.00000
682013.03.11 00:05modify230.101.028131.023131.03413
692013.03.11 01:12close230.101.028811.023131.034136.611046.65
702013.03.18 00:00sell240.101.022350.000000.00000
712013.03.18 00:00modify240.101.022351.027351.01635
722013.03.18 05:14close240.101.024101.027351.01635-17.091029.56
732013.03.25 00:00sell250.101.023330.000000.00000
742013.03.25 00:00modify250.101.023331.028331.01733
752013.03.25 01:21close250.101.022691.028331.017336.261035.82
762013.04.01 00:12sell260.101.017760.000000.00000
772013.04.01 00:12modify260.101.017761.022761.01176
782013.04.01 00:56close260.101.017151.022761.011766.001041.82
792013.04.01 00:59buy270.101.016720.000000.00000
802013.04.01 00:59modify270.101.016721.011721.02272
812013.04.01 01:28close270.101.017461.011721.022727.271049.09
822013.04.05 00:00sell280.101.012770.000000.00000
832013.04.05 00:00modify280.101.012771.017771.00677
842013.04.05 01:00close280.101.012471.017771.006772.961052.05
852013.04.09 00:00buy290.101.016620.000000.00000
862013.04.09 00:00modify290.101.016621.011621.02262
872013.04.09 02:22close290.101.016771.011621.022621.481053.53
882013.04.10 00:03sell300.101.016390.000000.00000
892013.04.10 00:03modify300.101.016391.021391.01039
902013.04.10 00:55close300.101.016131.021391.010392.561056.09
912013.04.11 00:00buy310.101.014140.000000.00000
922013.04.11 00:00modify310.101.014141.009141.02014
932013.04.11 01:30close310.101.014281.009141.020141.381057.47
942013.04.16 00:45buy320.101.024320.000000.00000
952013.04.16 00:45modify320.101.024321.019321.03032
962013.04.16 03:19close320.101.023851.019321.03032-4.591052.88
972013.04.18 00:11buy330.101.026140.000000.00000
982013.04.18 00:11modify330.101.026141.021141.03214
992013.04.18 02:29close330.101.026391.021141.032142.441055.32
1002013.04.19 00:03buy340.101.025570.000000.00000
1012013.04.19 00:03modify340.101.025571.020571.03157
1022013.04.19 02:59close340.101.025641.020571.031570.681056.00
1032013.04.22 00:00buy350.101.025500.000000.00000
1042013.04.22 00:00modify350.101.025501.020501.03150
1052013.04.22 02:15close350.101.025781.020501.031502.731058.73
1062013.04.29 00:02buy360.101.016230.000000.00000
1072013.04.29 00:02modify360.101.016231.011231.02223
1082013.04.29 02:15close360.101.016531.011231.022232.951061.68
1092013.05.06 00:02buy370.101.007120.000000.00000
1102013.05.06 00:02modify370.101.007121.002121.01312
1112013.05.06 00:40close370.101.008061.002121.013129.321071.00
1122013.05.09 00:54buy380.101.002470.000000.00000
1132013.05.09 00:54modify380.101.002470.997471.00847
1142013.05.09 02:16close380.101.002830.997471.008473.591074.59
1152013.05.14 00:15buy390.101.010420.000000.00000
1162013.05.14 00:15modify390.101.010421.005421.01642
1172013.05.14 04:45close390.101.009761.005421.01642-6.541068.05
1182013.05.15 00:01sell400.101.018040.000000.00000
1192013.05.15 00:01modify400.101.018041.023041.01204
1202013.05.15 02:45close400.101.018241.023041.01204-1.961066.09
1212013.05.16 00:00buy410.101.015670.000000.00000
1222013.05.16 00:00modify410.101.015671.010671.02167
1232013.05.16 01:30close410.101.016461.010671.021677.771073.86
1242013.05.17 00:00sell420.101.019490.000000.00000
1252013.05.17 00:00modify420.101.019491.024491.01349
1262013.05.17 00:24close420.101.018121.024491.0134913.461087.32
1272013.05.17 00:45buy430.101.018120.000000.00000
1282013.05.17 00:45modify430.101.018121.013121.02412
1292013.05.17 02:48close430.101.018621.013121.024124.911092.23
1302013.05.20 00:40buy440.101.027580.000000.00000
1312013.05.20 00:40modify440.101.027581.022581.03358
1322013.05.20 01:45close440.101.028001.022581.033584.091096.32
1332013.05.21 00:03sell450.101.024460.000000.00000
1342013.05.21 00:03modify450.101.024461.029461.01846
1352013.05.21 01:36close450.101.023891.029461.018465.571101.89
1362013.05.27 00:00buy460.101.030670.000000.00000
1372013.05.27 00:00modify460.101.030671.025671.03667
1382013.05.27 01:17close460.101.031761.025671.0366710.561112.45
1392013.06.03 00:01sell470.101.037310.000000.00000
1402013.06.03 00:01modify470.101.037311.042311.03131
1412013.06.03 00:16close470.101.036131.042311.0313111.391123.84
1422013.06.05 00:18buy480.101.033870.000000.00000
1432013.06.05 00:18modify480.101.033871.028871.03987
1442013.06.05 02:05close480.101.034281.028871.039873.961127.80
1452013.06.07 00:00sell490.101.026770.000000.00000
1462013.06.07 00:00modify490.101.026771.031771.02077
1472013.06.07 03:17close490.101.027541.031771.02077-7.491120.31
1482013.06.10 00:00sell500.101.021990.000000.00000
1492013.06.10 00:00modify500.101.021991.026991.01599
1502013.06.10 02:17close500.101.021591.026991.015993.921124.23
1512013.06.11 00:19sell510.101.019450.000000.00000
1522013.06.11 00:19modify510.101.019451.024451.01345
1532013.06.11 01:22close510.101.019351.024451.013450.981125.21
1542013.06.24 00:00sell520.101.048110.000000.00000
1552013.06.24 00:00modify520.101.048111.053111.04211
1562013.06.24 03:03close520.101.047811.053111.042112.861128.07
1572013.06.25 00:00sell530.101.050010.000000.00000
1582013.06.25 00:00modify530.101.050011.055011.04401
1592013.06.25 02:01close530.101.049841.055011.044011.621129.69
1602013.06.27 00:00buy540.101.046980.000000.00000
1612013.06.27 00:00modify540.101.046981.041981.05298
1622013.06.27 01:23close540.101.047711.041981.052986.971136.66
1632013.07.01 00:00sell550.101.052970.000000.00000
1642013.07.01 00:00modify550.101.052971.057971.04697
1652013.07.01 01:31close550.101.051881.057971.0469710.361147.02
1662013.07.02 00:12buy560.101.049240.000000.00000
1672013.07.02 00:12modify560.101.049241.044241.05524
1682013.07.02 01:01close560.101.049591.044241.055243.331150.35
1692013.07.04 00:00buy570.101.050350.000000.00000
1702013.07.04 00:00modify570.101.050351.045351.05635
1712013.07.04 02:00close570.101.050421.045351.056350.671151.02
1722013.07.08 00:00sell580.101.058300.000000.00000
1732013.07.08 00:00modify580.101.058301.063301.05230
1742013.07.08 01:28close580.101.057321.063301.052309.271160.29
1752013.07.10 00:00buy590.101.052100.000000.00000
1762013.07.10 00:00modify590.101.052101.047101.05810
1772013.07.10 01:01close590.101.052751.047101.058106.171166.46
1782013.07.11 00:00buy600.101.046290.000000.00000
1792013.07.11 00:00modify600.101.046291.041291.05229
1802013.07.11 01:46s/l600.101.041291.041291.05229-48.021118.44
1812013.07.12 00:06buy610.101.036560.000000.00000
1822013.07.12 00:06modify610.101.036561.031561.04256
1832013.07.12 01:45close610.101.037311.031561.042567.231125.67
1842013.07.15 00:00buy620.101.038500.000000.00000
1852013.07.15 00:00modify620.101.038501.033501.04450
1862013.07.15 00:40close620.101.039171.033501.044506.451132.12
1872013.07.16 00:00sell630.101.042670.000000.00000
1882013.07.16 00:00modify630.101.042671.047671.03667
1892013.07.16 03:05close630.101.043151.047671.03667-4.601127.52
1902013.07.17 00:58sell640.101.037780.000000.00000
1912013.07.17 00:58modify640.101.037781.042781.03178
1922013.07.17 05:45close640.101.038611.042781.03178-7.991119.53
1932013.07.18 00:00buy650.101.040490.000000.00000
1942013.07.18 00:00modify650.101.040491.035491.04649
1952013.07.18 01:23close650.101.040911.035491.046494.031123.56
1962013.07.23 00:00buy660.101.033260.000000.00000
1972013.07.23 00:00modify660.101.033261.028261.03926
1982013.07.23 00:42close660.101.033831.028261.039265.511129.07
1992013.07.24 00:19sell670.101.029090.000000.00000
2002013.07.24 00:19modify670.101.029091.034091.02309
2012013.07.24 02:21close670.101.028871.034091.023092.141131.21
2022013.07.25 00:14buy680.101.030830.000000.00000
2032013.07.25 00:14modify680.101.030831.025831.03683
2042013.07.25 01:07close680.101.031421.025831.036835.721136.93
2052013.07.29 00:02sell690.101.028360.000000.00000
2062013.07.29 00:02modify690.101.028361.033361.02236
2072013.07.29 01:09close690.101.027531.033361.022368.081145.01
2082013.08.01 00:13sell700.101.027840.000000.00000
2092013.08.01 00:13modify700.101.027841.032841.02184
2102013.08.01 00:45close700.101.027381.032841.021844.481149.49
2112013.08.05 00:12sell710.101.039530.000000.00000
2122013.08.05 00:12modify710.101.039531.044531.03353
2132013.08.05 00:27close710.101.038911.044531.033535.971155.46
2142013.08.07 00:00sell720.101.037560.000000.00000
2152013.08.07 00:00modify720.101.037561.042561.03156
2162013.08.07 01:31close720.101.037261.042561.031562.891158.35
2172013.08.12 00:00sell730.101.029790.000000.00000
2182013.08.12 00:00modify730.101.029791.034791.02379
2192013.08.12 01:13close730.101.029061.034791.023797.091165.44
2202013.08.14 00:15sell740.101.034600.000000.00000
2212013.08.14 00:15modify740.101.034601.039601.02860
2222013.08.14 02:54close740.101.034381.039601.028602.131167.57
2232013.08.15 00:00sell750.101.034080.000000.00000
2242013.08.15 00:00modify750.101.034081.039081.02808
2252013.08.15 01:49close750.101.033791.039081.028082.811170.38
2262013.08.19 00:00sell760.101.034090.000000.00000
2272013.08.19 00:00modify760.101.034091.039091.02809
2282013.08.19 00:30close760.101.033321.039091.028097.451177.83
2292013.08.19 00:58buy770.101.033030.000000.00000
2302013.08.19 00:58modify770.101.033031.028031.03903
2312013.08.19 01:03close770.101.033741.028031.039036.871184.70
2322013.08.20 00:01buy780.101.033740.000000.00000
2332013.08.20 00:01modify780.101.033741.028741.03974
2342013.08.20 00:02close780.101.034341.028741.039745.801190.50
2352013.08.21 00:34sell790.101.039400.000000.00000
2362013.08.21 00:34modify790.101.039401.044401.03340
2372013.08.21 00:47close790.101.039031.044401.033403.561194.06
2382013.08.22 00:28sell800.101.047990.000000.00000
2392013.08.22 00:28modify800.101.047991.052991.04199
2402013.08.22 04:21close800.101.048741.052991.04199-7.151186.91
2412013.08.26 00:52sell810.101.051460.000000.00000
2422013.08.26 00:52modify810.101.051461.056461.04546
2432013.08.26 02:15close810.101.050691.056461.045467.331194.24
2442013.08.29 00:15sell820.101.048750.000000.00000
2452013.08.29 00:15modify820.101.048751.053751.04275
2462013.08.29 03:54close820.101.048961.053751.04275-2.001192.24
2472013.08.30 00:28sell830.101.053900.000000.00000
2482013.08.30 00:28modify830.101.053901.058901.04790
2492013.08.30 01:00close830.101.053231.058901.047906.361198.60
2502013.09.02 00:34buy840.101.052680.000000.00000
2512013.09.02 00:34modify840.101.052681.047681.05868
2522013.09.02 01:11close840.101.053481.047681.058687.591206.19
2532013.09.09 00:00sell850.101.041350.000000.00000
2542013.09.09 00:00modify850.101.041351.046351.03535
2552013.09.09 00:23close850.101.040561.046351.035357.591213.78
2562013.09.09 00:30buy860.101.040100.000000.00000
2572013.09.09 00:30modify860.101.040101.035101.04610
2582013.09.09 02:02close860.101.041161.035101.0461010.181223.96
2592013.09.16 00:01buy870.101.031710.000000.00000
2602013.09.16 00:01modify870.101.031711.026711.03771
2612013.09.16 02:59close870.101.031191.026711.03771-5.041218.92
2622013.09.19 00:30sell880.101.022740.000000.00000
2632013.09.19 00:30modify880.101.022741.027741.01674
2642013.09.19 02:20close880.101.022481.027741.016742.541221.46
2652013.09.23 00:08sell890.101.030890.000000.00000
2662013.09.23 00:08modify890.101.030891.035891.02489
2672013.09.23 01:00close890.101.030251.035891.024896.211227.67
2682013.09.30 00:00sell900.101.031640.000000.00000
2692013.09.30 00:00modify900.101.031641.036641.02564
2702013.09.30 02:15close900.101.031321.036641.025643.101230.77
2712013.10.01 00:00sell910.101.030800.000000.00000
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2732013.10.01 04:04close910.101.032431.035801.02480-15.791214.98
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2812013.10.04 00:00modify940.101.033181.038181.02718
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2832013.10.14 00:00sell950.101.036850.000000.00000
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2912013.10.16 02:51close970.101.037571.032271.043272.891221.25
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2932013.10.25 00:15modify980.101.041651.036651.04765
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3032013.11.05 01:39close1010.101.042221.047551.036553.171231.52
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3212013.12.02 03:15close1070.101.062201.067051.05605-1.411226.84
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3332013.12.12 01:31close1110.101.058831.053621.064621.981247.97
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3432014.01.13 00:00sell1150.101.090670.000000.00000
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4932014.07.29 00:00buy1650.101.079700.000000.00000
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