Strategy Tester Report
MacdPatternTraderv_patternA
Alpari-ECN-Live (Build 509)

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2010.01.15 00:00 - 2013.12.20 20:00
МодельКонтрольные точки (очень грубый метод, результаты нельзя принимать во внимание)
Параметрыstoplossbars=6; takeprofitbars=20; stoploss_deviation=10; lowema=5; fastema=13; maxur=0.0045; minur=-0.0045; maxbarABpoint=1; x="Настройки MA:"; perema1=7; perema2=21; persma3=98; perema4=365; Lots=0.1;
Баров в истории6237Смоделировано тиков221059Качество моделированияn/a
Ошибки рассогласования графиков36
Начальный депозит1000.00
Чистая прибыль68.87Общая прибыль2608.35Общий убыток-2539.48
Прибыльность1.03Матожидание выигрыша0.68
Абсолютная просадка603.28Максимальная просадка684.03 (51.00%)Относительная просадка61.41% (631.28)
Всего сделок101Короткие позиции (% выигравших)48 (39.58%)Длинные позиции (% выигравших)53 (56.60%)
Прибыльные сделки (% от всех)49 (48.51%)Убыточные сделки (% от всех)52 (51.49%)
Самая большаяприбыльная сделка209.53убыточная сделка-121.00
Средняяприбыльная сделка53.23убыточная сделка-48.84
Максимальное количествонепрерывных выигрышей (прибыль)4 (275.21)непрерывных проигрышей (убыток)7 (-331.76)
Максимальнаянепрерывная прибыль (число выигрышей)311.85 (3)непрерывный убыток (число проигрышей)-331.76 (7)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.03.23 16:00buy10.101.353401.346601.38160
22010.03.24 02:00s/l10.101.346601.346601.38160-68.31931.69
32010.04.14 12:00sell20.101.364301.367401.32820
42010.04.14 18:40s/l20.101.367401.367401.32820-31.00900.69
52010.05.13 00:00buy30.101.263401.259501.36900
62010.05.13 10:40s/l30.101.259501.259501.36900-39.00861.69
72010.06.18 00:00sell40.101.237901.242101.18760
82010.06.21 00:00s/l40.101.242101.242101.18760-42.09819.60
92010.07.07 04:00sell50.101.260701.267101.21490
102010.07.08 02:40s/l50.101.267101.267101.21490-64.27755.33
112010.07.19 20:00sell60.101.294301.300001.21490
122010.07.20 08:20s/l60.101.300001.300001.21490-57.09698.24
132010.08.24 08:00buy70.101.264001.261001.33320
142010.08.24 11:59s/l70.101.261001.261001.33320-30.00668.24
152010.08.25 04:00buy80.101.265301.257701.33320
162010.08.26 08:00close80.031.271201.257701.3332017.42685.66
172010.08.26 08:00buy90.071.265301.257701.33320
182010.09.01 12:00close90.041.278701.257701.3332052.73738.39
192010.09.01 12:00buy100.031.265301.257701.33320
202010.09.20 16:00sell110.101.305401.312901.26430
212010.09.21 10:40s/l110.101.312901.312901.26430-75.09663.30
222010.09.22 10:00t/p100.031.333201.257701.33320201.10864.40
232010.09.28 16:00sell120.101.346101.351801.26430
242010.09.28 17:20s/l120.101.351801.351801.26430-57.00807.40
252010.09.30 16:00sell130.101.363001.369101.26430
262010.10.01 09:20s/l130.101.369101.369101.26430-61.09746.31
272010.10.11 12:00sell140.101.394001.401501.26430
282010.10.11 20:00close140.031.388501.401501.2643016.50762.81
292010.10.11 20:00sell150.071.394001.401501.26430
302010.10.14 02:00s/l150.071.401501.401501.26430-52.81709.99
312010.10.15 16:00sell160.101.402901.416001.26430
322010.10.15 20:00close160.031.396401.416001.2643019.50729.49
332010.10.15 20:00sell170.071.402901.416001.26430
342010.11.03 18:40s/l170.071.416001.416001.26430-92.77636.72
352010.11.15 00:00buy180.101.368401.356301.42800
362010.11.15 22:40s/l180.101.356301.356301.42800-121.00515.72
372010.12.07 08:00sell190.101.332401.338901.29690
382010.12.07 10:40s/l190.101.338901.338901.29690-65.00450.72
392011.01.04 00:00sell200.101.335101.340301.30550
402011.01.04 10:40s/l200.101.340301.340301.30550-52.00398.72
412011.01.11 20:00buy210.101.294601.289501.34310
422011.01.12 04:00close210.031.300401.289501.3431017.31416.03
432011.01.12 04:00buy220.071.294601.289501.34310
442011.01.13 16:00close220.041.332101.289501.34310149.50565.53
452011.01.13 16:00buy230.031.294601.289501.34310
462011.01.14 10:40t/p230.031.343101.289501.34310145.04710.57
472011.01.20 16:00sell240.101.347501.353201.28740
482011.01.21 09:20s/l240.101.353201.353201.28740-57.09653.48
492011.01.25 08:00sell250.101.365101.369401.28740
502011.01.25 22:40s/l250.101.369401.369401.28740-43.00610.48
512011.04.13 00:00sell260.101.447901.452801.40210
522011.04.14 04:00close260.031.442961.452801.4021014.74625.22
532011.04.14 04:00sell270.071.447901.452801.40210
542011.04.20 14:00s/l270.071.452801.452801.40210-34.74590.48
552011.04.25 16:00sell280.101.458441.463681.41570
562011.04.26 04:00close280.031.453891.463681.4157013.62604.10
572011.04.26 04:00sell290.071.458441.463681.41570
582011.04.26 10:40s/l290.071.463681.463681.41570-36.74567.36
592011.05.03 00:00sell300.101.482891.491161.41570
602011.05.04 08:00close300.031.480091.491161.415708.37575.73
612011.05.04 08:00sell310.071.482891.491161.41570
622011.05.04 14:40s/l310.071.491161.491161.41570-57.95517.78
632011.05.17 20:00buy320.101.417291.411051.49398
642011.05.18 00:00close320.031.423591.411051.4939818.81536.58
652011.05.18 00:00buy330.071.417291.411051.49398
662011.05.23 02:40s/l330.071.411051.411051.49398-44.98491.60
672011.05.25 12:00buy340.101.406461.400291.43452
682011.05.26 04:00close340.031.414281.400291.4345223.18514.78
692011.05.26 04:00buy350.071.406461.400291.43452
702011.05.27 08:00close350.041.425001.400291.4345273.66588.45
712011.05.27 08:00buy360.031.406461.400291.43452
722011.05.31 01:20t/p360.031.434521.400291.4345283.62672.07
732011.06.03 08:00sell370.101.448501.452721.39692
742011.06.03 13:00s/l370.101.452721.452721.39692-42.20629.87
752011.06.08 04:00sell380.101.467071.470561.39692
762011.06.09 00:00close380.031.458261.470561.3969226.35656.22
772011.06.09 00:00sell390.071.467071.470561.39692
782011.06.13 00:00close390.041.432301.470561.39692138.90795.12
792011.06.13 00:00sell400.031.467071.470561.39692
802011.06.17 12:00buy410.101.416891.406311.46956
812011.06.17 16:00close410.031.428481.406311.4695634.77829.89
822011.06.17 16:00buy420.071.416891.406311.46956
832011.06.21 04:00close420.041.435751.406311.4695675.19905.08
842011.06.21 04:00buy430.031.416891.406311.46956
852011.07.11 14:40s/l430.031.406311.406311.46956-33.79871.29
862011.07.12 06:40t/p400.031.396921.470561.39692209.531080.83
872011.08.17 20:00sell440.101.443841.452681.40546
882011.08.18 16:00close440.031.437111.452681.4054620.111100.93
892011.08.18 16:00sell450.071.443841.452681.40546
902011.08.18 20:00close450.041.432091.452681.4054646.891147.83
912011.08.18 20:00sell460.031.443841.452681.40546
922011.08.29 08:30s/l460.031.452681.452681.40546-26.841120.98
932011.09.14 12:00buy470.101.366061.357531.45487
942011.09.15 00:00close470.031.375411.357531.4548727.771148.75
952011.09.15 00:00buy480.071.366061.357531.45487
962011.09.21 23:40s/l480.071.357531.357531.45487-61.231087.52
972011.09.26 00:00buy490.101.352021.340861.39364
982011.09.26 06:30s/l490.101.340861.340861.39364-111.60975.92
992011.10.14 04:00sell500.101.372321.383571.31450
1002011.10.14 16:06s/l500.101.383571.383571.31450-112.50863.42
1012011.11.03 20:00buy510.101.382931.364641.42465
1022011.11.03 20:40close510.031.384121.364641.424653.57866.99
1032011.11.03 20:40buy520.071.382931.364641.42465
1042011.11.09 04:00close520.041.383921.364641.424653.46870.46
1052011.11.09 04:00buy530.031.382931.364641.42465
1062011.11.09 13:30s/l530.031.364641.364641.42465-55.24815.22
1072011.11.17 08:00buy540.101.350661.341161.42465
1082011.11.18 12:00close540.031.353821.341161.424659.39824.60
1092011.11.18 12:00buy550.071.350661.341161.42465
1102011.11.23 12:30s/l550.071.341161.341161.42465-67.37757.24
1112011.11.24 20:00buy560.101.334101.330541.42465
1122011.11.25 06:05s/l560.101.330541.330541.42465-35.91721.33
1132011.12.02 20:00sell570.101.339261.355731.32121
1142011.12.02 20:05close570.031.338611.355731.321211.95723.28
1152011.12.02 20:05sell580.071.339261.355731.32121
1162011.12.12 17:40t/p580.071.321211.355731.32121125.85849.12
1172011.12.30 16:00buy590.101.294941.287931.35473
1182012.01.03 04:00close590.031.297171.287931.354736.50855.63
1192012.01.03 04:00buy600.071.294941.287931.35473
1202012.01.05 10:40s/l600.071.287931.287931.35473-50.37805.25
1212012.01.24 04:00sell610.101.301171.306231.26237
1222012.01.24 11:40s/l610.101.306231.306231.26237-50.60754.65
1232012.01.30 04:00sell620.101.318461.324361.26237
1242012.01.30 16:00close620.031.308441.324361.2623730.06784.71
1252012.01.30 16:00sell630.071.318461.324361.26237
1262012.02.01 12:00close630.041.314131.324361.2623717.25801.96
1272012.02.01 12:00sell640.031.318461.324361.26237
1282012.02.07 17:40s/l640.031.324361.324361.26237-17.92784.05
1292012.02.09 12:00sell650.101.326731.332231.30259
1302012.02.10 16:00close650.031.317471.332231.3025927.75811.80
1312012.02.10 16:00sell660.071.326731.332231.30259
1322012.02.14 04:00close660.041.316051.332231.3025942.61854.41
1332012.02.14 04:00sell670.031.326731.332231.30259
1342012.02.16 04:30t/p670.031.302591.332231.3025972.23926.64
1352012.02.28 16:00sell680.101.343721.347221.29743
1362012.02.29 01:30s/l680.101.347221.347221.29743-35.09891.55
1372012.03.07 04:00buy690.101.314011.309311.34857
1382012.03.08 12:00close690.031.321331.309311.3485721.68913.23
1392012.03.08 12:00buy700.071.314011.309311.34857
1402012.03.08 16:00close700.041.324681.309311.3485742.31955.54
1412012.03.08 16:00buy710.031.314011.309311.34857
1422012.03.12 03:33s/l710.031.309311.309311.34857-14.57940.98
1432012.04.09 08:00buy720.101.307041.302281.33851
1442012.04.09 20:00close720.031.312861.302281.3385117.46958.44
1452012.04.09 20:00buy730.071.307041.302281.33851
1462012.04.13 00:00close730.041.318671.302281.3385145.781004.21
1472012.04.13 00:00buy740.031.307041.302281.33851
1482012.04.16 03:40s/l740.031.302281.302281.33851-14.93989.28
1492012.05.08 20:00buy750.101.301021.297231.32830
1502012.05.09 04:40s/l750.101.297231.297231.32830-38.21951.07
1512012.05.17 20:00buy760.101.271501.265651.32830
1522012.05.18 08:05s/l760.101.265651.265651.32830-58.81892.26
1532012.05.25 20:00buy770.101.251601.248601.32830
1542012.05.28 08:00close770.031.259241.248601.3283022.83915.09
1552012.05.28 08:00buy780.071.251601.248601.32830
1562012.05.29 18:40s/l780.071.248601.248601.32830-21.43893.65
1572012.06.01 00:00buy790.101.236551.232631.32830
1582012.06.01 04:05s/l790.101.232631.232631.32830-39.20854.45
1592012.07.04 04:00sell800.101.258281.263661.24072
1602012.07.04 16:00close800.031.256291.263661.240725.97860.42
1612012.07.04 16:00sell810.071.258281.263661.24072
1622012.07.05 15:30t/p810.071.240721.263661.24072122.73983.15
1632012.07.11 04:00buy820.101.225481.222501.26924
1642012.07.11 21:40s/l820.101.222501.222501.26924-29.80953.36
1652012.07.25 04:00buy830.101.206101.203201.23209
1662012.07.25 16:00close830.031.214801.203201.2320926.10979.46
1672012.07.25 16:00buy840.071.206101.203201.23209
1682012.07.26 17:40t/p840.071.232091.203201.23209181.281160.73
1692012.07.31 12:00sell850.101.225831.230021.20420
1702012.07.31 13:05s/l850.101.230021.230021.20420-41.901118.83
1712012.08.23 16:00sell860.101.254761.258191.22412
1722012.08.23 17:40s/l860.101.258191.258191.22412-34.301084.53
1732012.09.12 04:00sell870.101.285151.288071.22412
1742012.09.12 07:40s/l870.101.288071.288071.22412-29.201055.33
1752013.02.12 16:00buy880.101.341741.335171.37108
1762013.02.12 20:00close880.031.346281.335171.3710813.621068.95
1772013.02.12 20:00buy890.071.341741.335171.37108
1782013.02.14 12:20s/l890.071.335171.335171.37108-46.861022.10
1792013.02.22 20:00buy900.101.319131.313501.37108
1802013.02.25 16:00close900.031.328941.313501.3710829.341051.43
1812013.02.25 16:00buy910.071.319131.313501.37108
1822013.02.25 20:30s/l910.071.313501.313501.37108-39.631011.81
1832013.04.08 20:00sell920.101.300871.304761.27452
1842013.04.09 03:30s/l920.101.304761.304761.27452-38.99972.82
1852013.06.11 16:00sell930.101.323931.330941.28378
1862013.06.11 17:40s/l930.101.330941.330941.28378-70.10902.72
1872013.06.25 20:00buy940.101.310011.305511.34156
1882013.06.26 09:40s/l940.101.305511.305511.34156-45.31857.41
1892013.07.10 12:00buy950.101.282401.274531.34156
1902013.07.10 20:00close950.031.285161.274531.341568.28865.69
1912013.07.10 20:00buy960.071.282401.274531.34156
1922013.07.11 04:00close960.041.309231.274531.34156106.95972.63
1932013.07.11 04:00buy970.031.282401.274531.34156
1942013.07.15 00:00sell980.101.307971.311011.27553
1952013.07.16 13:30s/l980.101.311011.311011.27553-30.49942.14
1962013.08.20 15:30t/p970.031.341561.274531.34156173.671115.81
1972013.10.18 16:00sell990.101.367761.371371.34732
1982013.10.22 15:30s/l990.101.371371.371371.34732-36.281079.53
1992013.11.06 00:00buy1000.101.347471.343881.38320
2002013.11.06 20:00close1000.031.352511.343881.3832015.121094.65
2012013.11.06 20:00buy1010.071.347471.343881.38320
2022013.11.07 14:30s/l1010.071.343881.343881.38320-25.781068.87