Strategy Tester Report
REVTraderPRO
RVDMarkets-Demo ECN (Build 745)

СимволAUDUSD (Australian Dollar vs US Dollar)
Период1 Час (H1) 2014.08.01 08:00 - 2014.11.25 23:00 (2014.01.01 - 2014.11.26)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGENERAL_SETTING="===GENERAL SETTINGS==="; EnableAlert=true; EnableNotification=false; EnableEmail=false; TradeMagic=4668; ECNMode=true; Order2Distance=10; Order3Distance=20; SL=150; MM_SETTING="===MONEY MANAGEMENT SETTINGS==="; Money_Management=true; Percent_Risk=3; Lots=0.01; Slippage=1; HIGHLOW_SETTING="===HIGH LOW INDICATOR SETTINGS==="; HighLowIndicatorFilename="HighLow"; SignalGap=12; MinChannelDistance=50; STOCH_SETTING="===STOCHASTIC INDICATOR SETTINGS==="; UseStochFilter=true; Kperiod=12; Dperiod=26; slowing=9; StochOverBoughtLevel=80; StochOverSoldLevel=20; MA_SETTING="===MA INDICATOR SETTINGS==="; UseMAFilter=true; FastMAPeriod=24; FastMAShift=0; SlowMAPeriod=72; SlowMAShift=0; TRAIL_SETTING="===TRAILING SETTINGS==="; TrailingStopStartPips=30; TrailingStopPips=5; TrailingStopStep=11;
Баров в истории2029Смоделировано тиков3292239Качество моделированияn/a
Ошибки рассогласования графиков541539
Начальный депозит250.00СпредТекущий (2)
Чистая прибыль81.60Общая прибыль92.76Общий убыток-11.17
Прибыльность8.31Матожидание выигрыша2.04
Абсолютная просадка0.07Максимальная просадка34.67 (11.58%)Относительная просадка11.58% (34.67)
Всего сделок40Короткие позиции (% выигравших)36 (75.00%)Длинные позиции (% выигравших)4 (100.00%)
Прибыльные сделки (% от всех)31 (77.50%)Убыточные сделки (% от всех)9 (22.50%)
Самая большаяприбыльная сделка6.76убыточная сделка-2.96
Среднийприбыльная сделка2.99убыточная сделка-1.24
Максимальное количествонепрерывных выигрышей (прибыль)9 (23.80)непрерывных проигрышей (убыток)3 (-5.56)
Максимальнаянепрерывная прибыль (число выигрышей)23.80 (9)непрерывный убыток (число проигрышей)-5.56 (3)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.08.06 02:00buy10.010.929340.000000.00000
22014.08.06 02:00modify10.010.929340.914340.93449
32014.08.06 15:00modify10.010.929340.931850.93449
42014.08.06 17:49modify10.010.929340.933840.93449
52014.08.06 18:00close10.010.934350.933840.934494.96254.96
62014.08.07 09:00buy20.010.926730.000000.00000
72014.08.07 09:00modify20.010.926730.911730.93829
82014.08.08 02:59buy30.010.924740.000000.00000
92014.08.08 02:59modify30.010.924740.909740.93052
102014.08.08 04:00buy40.010.924700.000000.00000
112014.08.08 04:00modify40.010.924700.909700.92990
122014.08.08 12:33modify40.010.924700.927330.92990
132014.08.08 12:33modify30.010.924740.927330.93052
142014.08.08 13:04s/l30.010.927330.927330.930522.54257.50
152014.08.08 13:04s/l40.010.927330.927330.929902.58260.08
162014.08.13 13:38modify20.010.926730.931150.93829
172014.08.13 14:00close20.010.931660.931150.938295.00265.08
182014.08.22 07:00sell50.010.932550.000000.00000
192014.08.22 07:00modify50.010.932550.947550.92586
202014.08.24 22:37modify50.010.932550.930050.92586
212014.08.24 23:00s/l50.010.930050.930050.925862.45267.53
222014.08.26 14:00sell60.010.932570.000000.00000
232014.08.26 14:00modify60.010.932570.947570.92670
242014.08.27 10:16sell70.010.933570.000000.00000
252014.08.27 10:16modify70.010.933570.948570.92991
262014.08.27 12:21sell80.010.934710.000000.00000
272014.08.27 12:21modify80.010.934710.949710.92988
282014.09.02 02:59modify80.010.934710.931890.92988
292014.09.02 03:00s/l80.010.931890.931890.929882.12269.65
302014.09.02 03:22modify70.010.933570.930930.92991
312014.09.02 04:00s/l70.010.930930.930930.929911.94271.59
322014.09.02 05:00close60.010.929870.947570.926701.89273.48
332014.09.03 14:00sell90.010.933750.000000.00000
342014.09.03 14:00modify90.010.933750.948750.92522
352014.09.03 20:26sell100.010.934770.000000.00000
362014.09.03 20:26modify100.010.934770.949770.92595
372014.09.04 13:46sell110.010.935750.000000.00000
382014.09.04 13:46modify110.010.935750.950750.93228
392014.09.08 10:00close110.010.935160.950750.932280.32273.80
402014.09.08 10:00close100.010.935160.949770.92595-0.98272.82
412014.09.08 10:00close90.010.935160.948750.92522-2.00270.81
422014.09.23 07:00sell120.010.891610.000000.00000
432014.09.23 07:00modify120.010.891610.906610.88461
442014.09.23 08:31modify120.010.891610.889040.88461
452014.09.23 09:00s/l120.010.889040.889040.884612.52273.33
462014.10.02 04:00sell130.010.879940.000000.00000
472014.10.02 04:00modify130.010.879940.894940.86598
482014.10.02 04:20sell140.010.880960.000000.00000
492014.10.02 04:20modify140.010.880960.895960.86570
502014.10.02 10:21modify140.010.880960.877890.86570
512014.10.02 11:00s/l140.010.877890.877890.865703.02276.35
522014.10.03 10:24modify130.010.879940.876870.86598
532014.10.03 11:00close130.010.876370.876870.865983.41279.76
542014.10.06 13:00sell150.010.873800.000000.00000
552014.10.06 13:00modify150.010.873800.888800.86403
562014.10.06 19:18sell160.010.875110.000000.00000
572014.10.06 19:18modify160.010.875110.890110.86451
582014.10.06 21:29sell170.010.875800.000000.00000
592014.10.06 21:29modify170.010.875800.890800.86266
602014.10.08 07:00close170.010.876490.890800.86266-0.96278.81
612014.10.08 07:00close160.010.876490.890110.86451-1.65277.16
622014.10.08 07:00close150.010.876490.888800.86403-2.96274.20
632014.10.09 03:00sell180.010.885010.000000.00000
642014.10.09 03:00modify180.010.885010.900010.87285
652014.10.09 04:06sell190.010.886010.000000.00000
662014.10.09 04:06modify190.010.886010.901010.87336
672014.10.09 04:27sell200.010.887110.000000.00000
682014.10.09 04:27modify200.010.887110.902110.87226
692014.10.09 15:00modify200.010.887110.884560.87226
702014.10.09 15:13modify200.010.887110.882930.87226
712014.10.09 15:13modify190.010.886010.882930.87336
722014.10.09 16:00s/l190.010.882930.882930.873363.03277.23
732014.10.09 16:00s/l200.010.882930.882930.872264.13281.36
742014.10.09 16:29modify180.010.885010.878200.87285
752014.10.09 17:00s/l180.010.878200.878200.872856.76288.12
762014.10.13 12:00sell210.010.875580.000000.00000
772014.10.13 12:00modify210.010.875580.890580.86431
782014.10.13 13:19sell220.010.876580.000000.00000
792014.10.13 13:19modify220.010.876580.891580.86490
802014.10.13 14:37sell230.010.877860.000000.00000
812014.10.13 14:37modify230.010.877860.892860.86436
822014.10.14 01:40modify230.010.877860.875360.86436
832014.10.14 01:46s/l230.010.875360.875360.864362.34290.46
842014.10.14 10:14modify220.010.876580.873380.86490
852014.10.14 11:00close220.010.872910.873380.864903.51293.97
862014.10.14 11:00close210.010.872910.890580.864312.51296.48
872014.10.24 13:00sell240.010.878560.000000.00000
882014.10.24 13:00modify240.010.878560.893560.87170
892014.10.24 13:57sell250.010.880800.000000.00000
902014.10.24 13:57modify250.010.880800.895800.87135
912014.10.24 14:00sell260.010.880750.000000.00000
922014.10.24 14:00modify260.010.880750.895750.87130
932014.10.29 19:00close260.010.880470.895750.87130-0.10296.39
942014.10.29 19:00close250.010.880470.895800.87135-0.05296.34
952014.10.29 19:00close240.010.880470.893560.87170-2.29294.06
962014.10.30 22:00sell270.010.883880.000000.00000
972014.10.30 22:00modify270.010.883880.898880.87408
982014.10.31 04:45modify270.010.883880.880940.87408
992014.10.31 05:11modify270.010.883880.879830.87408
1002014.10.31 06:24s/l270.010.879830.879830.874083.89297.95
1012014.11.04 10:00sell280.010.873820.000000.00000
1022014.11.04 10:00modify280.010.873820.888820.86435
1032014.11.04 22:51sell290.010.874820.000000.00000
1042014.11.04 22:51modify290.010.874820.889820.86479
1052014.11.04 23:04sell300.010.875820.000000.00000
1062014.11.04 23:04modify300.010.875820.890820.86472
1072014.11.05 05:36modify300.010.875820.873320.86472
1082014.11.05 06:05modify290.010.874820.872310.86479
1092014.11.05 06:05modify300.010.875820.872210.86472
1102014.11.05 06:15modify280.010.873820.871320.86435
1112014.11.05 06:15modify290.010.874820.871200.86479
1122014.11.05 06:16modify300.010.875820.871100.86472
1132014.11.05 06:17s/l300.010.871100.871100.864724.56302.51
1142014.11.05 06:17s/l290.010.871200.871200.864793.46305.97
1152014.11.05 06:29modify280.010.873820.869920.86435
1162014.11.05 07:00close280.010.869410.869920.864354.25310.22
1172014.11.07 15:00sell310.010.862670.000000.00000
1182014.11.07 15:00modify310.010.862670.877670.85309
1192014.11.07 18:24sell320.010.864170.000000.00000
1202014.11.07 18:24modify320.010.864170.879170.85251
1212014.11.07 20:17sell330.010.864670.000000.00000
1222014.11.07 20:17modify330.010.864670.879670.85301
1232014.11.10 18:00close330.010.862700.879670.853011.81312.03
1242014.11.10 18:00close320.010.862700.879170.852511.31313.34
1252014.11.10 18:00close310.010.862700.877670.85309-0.19313.16
1262014.11.11 19:00sell340.010.868960.000000.00000
1272014.11.11 19:00modify340.010.868960.883960.85809
1282014.11.11 19:02sell350.010.869960.000000.00000
1292014.11.11 19:02modify350.010.869960.884960.85908
1302014.11.11 19:06sell360.010.870960.000000.00000
1312014.11.11 19:06modify360.010.870960.885960.85908
1322014.11.14 05:32modify360.010.870960.868460.85908
1332014.11.14 06:09s/l360.010.868460.868460.859081.91315.06
1342014.11.14 13:28modify350.010.869960.866820.85908
1352014.11.14 14:06modify340.010.868960.866460.85809
1362014.11.14 14:13s/l340.010.866460.866460.858091.91316.97
1372014.11.14 14:28s/l350.010.866820.866820.859082.55319.52
1382014.11.17 02:00sell370.010.877620.000000.00000
1392014.11.17 02:00modify370.010.877620.892620.86391
1402014.11.17 02:25sell380.010.878950.000000.00000
1412014.11.17 02:25modify380.010.878950.893950.86424
1422014.11.17 08:22modify380.010.878950.876270.86424
1432014.11.17 09:11modify380.010.878950.875160.86424
1442014.11.17 09:12modify370.010.877620.875120.86391
1452014.11.17 09:14s/l370.010.875120.875120.863912.45321.97
1462014.11.17 09:14s/l380.010.875160.875160.864243.74325.71
1472014.11.20 19:00sell390.010.863770.000000.00000
1482014.11.20 19:00modify390.010.863770.878770.85637
1492014.11.21 02:02sell400.010.864770.000000.00000
1502014.11.21 02:02modify400.010.864770.879770.85664
1512014.11.21 08:18modify400.010.864770.861220.85664
1522014.11.21 08:18modify390.010.863770.861220.85637
1532014.11.21 09:03s/l390.010.861220.861220.856372.39328.10
1542014.11.21 09:03s/l400.010.861220.861220.856643.50331.60