Strategy Tester Report
Ilan-Dynamic-Premium
Alpari-Standard3 (Build 1090)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период15 Минут (M15) 2018.05.01 00:00 - 2018.08.03 23:45 (2018.05.01 - 2018.08.05)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыVirtualization=3; LotExponent=1.4; DynamicPips=false; DefaultPips=40; Glubina=24; DEL=3; slip=10; Lots=0.1; lotdecimal=2; TakeProfit=190; Drop=0; RsiMinimum=30; RsiMaximum=70; MagicNumber=17819; MaxTrades=4; UseEquityStop=false; TotalEquityRisk=30; UseTrailingStop=false; TSLevel=100; TSStep=10; UseTimeOut=false; MaxTradeOpenHours=48; MarketExecution=false; rsiPeriod=52; cciPeriod=55; Comments=true; Sounds=true; Visualization=true;
Баров в истории7624Смоделировано тиков6422550Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред10
Чистая прибыль1618.42Общая прибыль1714.59Общий убыток-96.17
Прибыльность17.83Матожидание выигрыша18.39
Абсолютная просадка125.89Максимальная просадка530.19 (19.94%)Относительная просадка19.94% (530.19)
Всего сделок88Короткие позиции (% выигравших)42 (95.24%)Длинные позиции (% выигравших)46 (100.00%)
Прибыльные сделки (% от всех)86 (97.73%)Убыточные сделки (% от всех)2 (2.27%)
Самая большаяприбыльная сделка36.11убыточная сделка-52.80
Средняяприбыльная сделка19.94убыточная сделка-48.09
Максимальное количествонепрерывных выигрышей (прибыль)86 (1714.59)непрерывных проигрышей (убыток)2 (-96.17)
Макс.непрерывная прибыль (число выигрышей)1714.59 (86)непрерывный убыток (число проигрышей)-96.17 (2)
Среднийнепрерывный выигрыш86непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12018.05.01 09:30sell10.10109.4420.0000.000
22018.05.01 09:30modify10.10109.4420.000109.252
32018.05.01 11:15sell20.14109.4900.0000.000
42018.05.01 11:15modify10.10109.4420.000109.280
52018.05.01 11:15modify20.14109.4900.000109.280
62018.05.03 14:51t/p10.10109.2800.000109.28011.831011.83
72018.05.03 14:51t/p20.14109.2800.000109.28022.721034.55
82018.05.03 16:15sell30.10109.3290.0000.000
92018.05.03 16:15modify30.10109.3290.000109.139
102018.05.03 17:36t/p30.10109.1390.000109.13917.411051.96
112018.05.03 19:15sell40.10109.1460.0000.000
122018.05.03 19:15modify40.10109.1460.000108.956
132018.05.03 20:45sell50.14109.1860.0000.000
142018.05.03 20:45modify40.10109.1460.000108.979
152018.05.03 20:45modify50.14109.1860.000108.979
162018.05.04 05:14t/p40.10108.9790.000108.97914.571066.53
172018.05.04 05:14t/p50.14108.9790.000108.97925.541092.08
182018.05.04 07:45sell60.10109.0690.0000.000
192018.05.04 07:45modify60.10109.0690.000108.879
202018.05.04 09:15sell70.14109.1470.0000.000
212018.05.04 09:15modify60.10109.0690.000108.925
222018.05.04 09:15modify70.14109.1470.000108.925
232018.05.04 14:38t/p60.10108.9250.000108.92513.221105.30
242018.05.04 14:38t/p70.14108.9250.000108.92528.531133.83
252018.05.04 16:15sell80.10108.9210.0000.000
262018.05.04 16:15modify80.10108.9210.000108.731
272018.05.04 16:30sell90.14108.9720.0000.000
282018.05.04 16:30modify80.10108.9210.000108.761
292018.05.04 16:30modify90.14108.9720.000108.761
302018.05.07 04:16t/p80.10108.7610.000108.76113.961147.79
312018.05.07 04:16t/p90.14108.7610.000108.76126.111173.90
322018.05.07 19:00buy100.10109.1540.0000.000
332018.05.07 19:00modify100.10109.1540.000109.344
342018.05.07 19:45buy110.14109.1030.0000.000
352018.05.07 19:45modify100.10109.1540.000109.314
362018.05.07 19:45modify110.14109.1030.000109.314
372018.05.08 18:21t/p100.10109.3140.000109.31415.121189.02
382018.05.08 18:21t/p110.14109.3140.000109.31427.691216.72
392018.05.08 19:15buy120.10109.1210.0000.000
402018.05.08 19:15modify120.10109.1210.000109.311
412018.05.08 20:00buy130.14109.0640.0000.000
422018.05.08 20:00modify120.10109.1210.000109.278
432018.05.08 20:00modify130.14109.0640.000109.278
442018.05.09 03:52t/p120.10109.2780.000109.27814.851231.57
452018.05.09 03:52t/p130.14109.2780.000109.27828.091259.66
462018.05.09 05:15buy140.10109.4820.0000.000
472018.05.09 05:15modify140.10109.4820.000109.672
482018.05.09 09:46t/p140.10109.6720.000109.67217.321276.98
492018.05.10 04:45buy150.10109.6420.0000.000
502018.05.10 04:45modify150.10109.6420.000109.832
512018.05.10 08:56t/p150.10109.8320.000109.83217.301294.28
522018.05.10 12:45buy160.10109.6300.0000.000
532018.05.10 12:45modify160.10109.6300.000109.820
542018.05.10 15:45buy170.14109.4960.0000.000
552018.05.10 15:45modify160.10109.6300.000109.742
562018.05.10 15:45modify170.14109.4960.000109.742
572018.05.15 03:01t/p160.10109.7420.000109.74211.651305.94
582018.05.15 03:01t/p170.14109.7420.000109.74233.401339.34
592018.05.15 21:45buy180.10110.3410.0000.000
602018.05.15 21:45modify180.10110.3410.000110.531
612018.05.16 01:45buy190.14110.3010.0000.000
622018.05.16 01:45modify180.10110.3410.000110.508
632018.05.16 01:45modify190.14110.3010.000110.508
642018.05.17 09:19t/p180.10110.5080.000110.50817.031356.37
652018.05.17 09:19t/p190.14110.5080.000110.50828.241384.61
662018.05.17 14:00buy200.10110.5840.0000.000
672018.05.17 14:00modify200.10110.5840.000110.774
682018.05.17 15:45t/p200.10110.7740.000110.77417.151401.76
692018.05.18 03:45sell210.10110.8710.0000.000
702018.05.18 03:45modify210.10110.8710.000110.681
712018.05.18 04:15sell220.14110.9610.0000.000
722018.05.18 04:15modify210.10110.8710.000110.734
732018.05.18 04:15modify220.14110.9610.000110.734
742018.05.18 17:35t/p210.10110.7340.000110.73412.371414.13
752018.05.18 17:35t/p220.14110.7340.000110.73428.701442.83
762018.05.21 00:00sell230.10110.8670.0000.000
772018.05.21 00:00modify230.10110.8670.000110.677
782018.05.21 03:15sell240.14111.0080.0000.000
792018.05.21 03:15modify230.10110.8670.000110.759
802018.05.21 03:15modify240.14111.0080.000110.759
812018.05.23 02:50t/p230.10110.7590.000110.7598.261451.09
822018.05.23 02:50t/p240.14110.7590.000110.75929.381480.47
832018.05.23 19:15sell250.10110.1470.0000.000
842018.05.23 19:15modify250.10110.1470.000109.957
852018.05.23 19:45sell260.14110.1880.0000.000
862018.05.23 19:45modify250.10110.1470.000109.981
872018.05.23 19:45modify260.14110.1880.000109.981
882018.05.24 00:17t/p250.10109.9810.000109.98112.851493.32
892018.05.24 00:17t/p260.14109.9810.000109.98123.211516.53
902018.05.24 05:45sell270.10109.6370.0000.000
912018.05.24 05:45modify270.10109.6370.000109.447
922018.05.24 06:40t/p270.10109.4470.000109.44717.361533.89
932018.05.24 09:45sell280.10109.5770.0000.000
942018.05.24 09:45modify280.10109.5770.000109.387
952018.05.24 11:00sell290.14109.6190.0000.000
962018.05.24 11:00modify280.10109.5770.000109.412
972018.05.24 11:00modify290.14109.6190.000109.412
982018.05.24 16:33t/p280.10109.4120.000109.41215.081548.97
992018.05.24 16:33t/p290.14109.4120.000109.41226.491575.46
1002018.05.24 22:45buy300.10109.2420.0000.000
1012018.05.24 22:45modify300.10109.2420.000109.432
1022018.05.25 01:30buy310.14109.1460.0000.000
1032018.05.25 01:30modify300.10109.2420.000109.376
1042018.05.25 01:30modify310.14109.1460.000109.376
1052018.05.25 03:10t/p300.10109.3760.000109.37612.731588.19
1062018.05.25 03:10t/p310.14109.3760.000109.37629.441617.63
1072018.05.25 07:30buy320.10109.5240.0000.000
1082018.05.25 07:30modify320.10109.5240.000109.714
1092018.05.25 09:15buy330.14109.4660.0000.000
1102018.05.25 09:15modify320.10109.5240.000109.680
1112018.05.25 09:15modify330.14109.4660.000109.680
1122018.05.28 00:00t/p320.10109.6800.000109.68014.701632.33
1132018.05.28 00:00t/p330.14109.6800.000109.68027.971660.30
1142018.05.28 02:30buy340.10109.6190.0000.000
1152018.05.28 02:30modify340.10109.6190.000109.809
1162018.05.28 04:00buy350.14109.4850.0000.000
1172018.05.28 04:00modify340.10109.6190.000109.731
1182018.05.28 04:00modify350.14109.4850.000109.731
1192018.06.04 03:56t/p340.10109.7310.000109.73113.581673.88
1202018.06.04 03:56t/p350.14109.7310.000109.73136.111709.99
1212018.06.04 04:45buy360.10109.6180.0000.000
1222018.06.04 04:45modify360.10109.6180.000109.808
1232018.06.04 10:45buy370.14109.5570.0000.000
1242018.06.04 10:45modify360.10109.6180.000109.772
1252018.06.04 10:45modify370.14109.5570.000109.772
1262018.06.04 22:37t/p360.10109.7720.000109.77214.031724.02
1272018.06.04 22:37t/p370.14109.7720.000109.77227.421751.44
1282018.06.05 17:00sell380.10109.7680.0000.000
1292018.06.05 17:00modify380.10109.7680.000109.578
1302018.06.05 17:15sell390.14109.8150.0000.000
1312018.06.05 17:15modify380.10109.7680.000109.605
1322018.06.05 17:15modify390.14109.8150.000109.605
1332018.06.05 18:48t/p380.10109.6050.000109.60514.871766.31
1342018.06.05 18:48t/p390.14109.6050.000109.60526.821793.13
1352018.06.06 10:30sell400.10110.1270.0000.000
1362018.06.06 10:30modify400.10110.1270.000109.937
1372018.06.06 13:15sell410.14110.1680.0000.000
1382018.06.06 13:15modify400.10110.1270.000109.961
1392018.06.06 13:15modify410.14110.1680.000109.961
1402018.06.06 16:50t/p400.10109.9610.000109.96115.101808.23
1412018.06.06 16:50t/p410.14109.9610.000109.96126.351834.58
1422018.06.06 20:00sell420.10110.1160.0000.000
1432018.06.06 20:00modify420.10110.1160.000109.926
1442018.06.06 20:45sell430.14110.1770.0000.000
1452018.06.06 20:45modify420.10110.1160.000109.962
1462018.06.06 20:45modify430.14110.1770.000109.962
1472018.06.07 04:59t/p420.10109.9620.000109.96211.761846.34
1482018.06.07 04:59t/p430.14109.9620.000109.96224.231870.57
1492018.06.08 06:45buy440.10109.7020.0000.000
1502018.06.08 06:45modify440.10109.7020.000109.892
1512018.06.08 08:00buy450.14109.6600.0000.000
1522018.06.08 08:00modify440.10109.7020.000109.868
1532018.06.08 08:00modify450.14109.6600.000109.868
1542018.06.11 09:07t/p440.10109.8680.000109.86815.591886.16
1552018.06.11 09:07t/p450.14109.8680.000109.86827.171913.33
1562018.06.12 00:30buy460.10109.9950.0000.000
1572018.06.12 00:30modify460.10109.9950.000110.185
1582018.06.12 02:08t/p460.10110.1850.000110.18517.241930.57
1592018.06.12 12:15buy470.10110.1960.0000.000
1602018.06.12 12:15modify470.10110.1960.000110.386
1612018.06.12 12:45buy480.14110.1420.0000.000
1622018.06.12 12:45modify470.10110.1960.000110.355
1632018.06.12 12:45modify480.14110.1420.000110.355
1642018.06.12 15:18t/p470.10110.3550.000110.35514.411944.98
1652018.06.12 15:18t/p480.14110.3550.000110.35527.021972.00
1662018.06.12 16:45buy490.10110.2270.0000.000
1672018.06.12 16:45modify490.10110.2270.000110.417
1682018.06.12 20:20t/p490.10110.4170.000110.41717.211989.21
1692018.06.12 21:15sell500.10110.4610.0000.000
1702018.06.12 21:15modify500.10110.4610.000110.271
1712018.06.13 01:45sell510.14110.5010.0000.000
1722018.06.13 01:45modify500.10110.4610.000110.294
1732018.06.13 01:45modify510.14110.5010.000110.294
1742018.06.13 22:56t/p500.10110.2940.000110.29414.392003.61
1752018.06.13 22:56t/p510.14110.2940.000110.29426.282029.89
1762018.06.14 06:00buy520.10110.2180.0000.000
1772018.06.14 06:00modify520.10110.2180.000110.408
1782018.06.14 08:15buy530.14110.1520.0000.000
1792018.06.14 08:15modify520.10110.2180.000110.370
1802018.06.14 08:15modify530.14110.1520.000110.370
1812018.06.14 16:18t/p520.10110.3700.000110.37013.772043.66
1822018.06.14 16:18t/p530.14110.3700.000110.37027.652071.31
1832018.06.14 19:15sell540.10110.4650.0000.000
1842018.06.14 19:15modify540.10110.4650.000110.275
1852018.06.14 20:45sell550.14110.5630.0000.000
1862018.06.14 20:45modify540.10110.4650.000110.332
1872018.06.14 20:45modify550.14110.5630.000110.332
1882018.06.18 04:55t/p540.10110.3320.000110.33210.562081.86
1892018.06.18 04:55t/p550.14110.3320.000110.33227.222109.08
1902018.06.18 05:45sell560.10110.4200.0000.000
1912018.06.18 05:45modify560.10110.4200.000110.230
1922018.06.18 08:00sell570.14110.4970.0000.000
1932018.06.18 08:00modify560.10110.4200.000110.275
1942018.06.18 08:00modify570.14110.4970.000110.275
1952018.06.19 02:40t/p560.10110.2750.000110.27512.402121.48
1962018.06.19 02:40t/p570.14110.2750.000110.27527.132148.62
1972018.06.19 10:45sell580.10109.8090.0000.000
1982018.06.19 10:45modify580.10109.8090.000109.619
1992018.06.19 12:15sell590.14109.8830.0000.000
2002018.06.19 12:15modify580.10109.8090.000109.662
2012018.06.19 12:15modify590.14109.8830.000109.662
2022018.06.25 03:30t/p580.10109.6620.000109.6628.922157.54
2032018.06.25 03:30t/p590.14109.6620.000109.66221.932179.47
2042018.06.25 11:15sell600.10109.5580.0000.000
2052018.06.25 11:15modify600.10109.5580.000109.368
2062018.06.25 14:15sell610.14109.6170.0000.000
2072018.06.25 14:15modify600.10109.5580.000109.402
2082018.06.25 14:15modify610.14109.6170.000109.402
2092018.06.25 21:46t/p600.10109.4020.000109.40214.262193.73
2102018.06.25 21:46t/p610.14109.4020.000109.40227.512221.24
2112018.06.26 01:15buy620.10109.7240.0000.000
2122018.06.26 01:15modify620.10109.7240.000109.914
2132018.06.26 01:45buy630.14109.6670.0000.000
2142018.06.26 01:45modify620.10109.7240.000109.881
2152018.06.26 01:45modify630.14109.6670.000109.881
2162018.06.26 17:13t/p620.10109.8810.000109.88114.292235.53
2172018.06.26 17:13t/p630.14109.8810.000109.88127.272262.80
2182018.06.27 00:15buy640.10110.0080.0000.000
2192018.06.27 00:15modify640.10110.0080.000110.198
2202018.06.27 03:02t/p640.10110.1980.000110.19817.242280.04
2212018.06.27 04:00buy650.10109.9400.0000.000
2222018.06.27 04:00modify650.10109.9400.000110.130
2232018.06.27 04:45buy660.14109.8740.0000.000
2242018.06.27 04:45modify650.10109.9400.000110.092
2252018.06.27 04:45modify660.14109.8740.000110.092
2262018.06.27 14:45t/p650.10110.0920.000110.09213.812293.85
2272018.06.27 14:45t/p660.14110.0920.000110.09227.732321.58
2282018.06.27 20:15buy670.10110.2250.0000.000
2292018.06.27 20:15modify670.10110.2250.000110.415
2302018.06.27 21:30buy680.14110.1770.0000.000
2312018.06.27 21:30modify670.10110.2250.000110.387
2322018.06.27 21:30modify680.14110.1770.000110.387
2332018.06.28 09:43t/p670.10110.3870.000110.38716.122337.70
2342018.06.28 09:43t/p680.14110.3870.000110.38728.652366.35
2352018.06.28 12:30buy690.10110.2690.0000.000
2362018.06.28 12:30modify690.10110.2690.000110.459
2372018.06.28 13:00buy700.14110.2270.0000.000
2382018.06.28 13:00modify690.10110.2690.000110.435
2392018.06.28 13:00modify700.14110.2270.000110.435
2402018.06.28 20:53t/p690.10110.4350.000110.43515.032381.38
2412018.06.28 20:53t/p700.14110.4350.000110.43526.372407.75
2422018.06.28 23:00buy710.10110.5170.0000.000
2432018.06.28 23:00modify710.10110.5170.000110.707
2442018.06.29 00:45buy720.14110.4650.0000.000
2452018.06.29 00:45modify710.10110.5170.000110.677
2462018.06.29 00:45modify720.14110.4650.000110.677
2472018.06.29 05:59t/p710.10110.6770.000110.67714.942422.70
2482018.06.29 05:59t/p720.14110.6770.000110.67726.822449.52
2492018.06.29 09:45buy730.10110.5940.0000.000
2502018.06.29 09:45modify730.10110.5940.000110.784
2512018.06.29 13:30buy740.14110.5080.0000.000
2522018.06.29 13:30modify730.10110.5940.000110.734
2532018.06.29 13:30modify740.14110.5080.000110.734
2542018.06.29 16:33t/p730.10110.7340.000110.73412.642462.16
2552018.06.29 16:33t/p740.14110.7340.000110.73428.572490.73
2562018.06.29 22:45buy750.10110.7750.0000.000
2572018.06.29 22:45modify750.10110.7750.000110.965
2582018.06.29 23:00buy760.14110.7130.0000.000
2592018.06.29 23:00modify750.10110.7750.000110.929
2602018.06.29 23:00modify760.14110.7130.000110.929
2612018.07.02 04:12t/p750.10110.9290.000110.92914.362505.09
2622018.07.02 04:12t/p760.14110.9290.000110.92927.932533.02
2632018.07.02 06:45buy770.10110.9260.0000.000
2642018.07.02 06:45modify770.10110.9260.000111.116
2652018.07.02 07:00buy780.14110.8640.0000.000
2662018.07.02 07:00modify770.10110.9260.000111.080
2672018.07.02 07:00modify780.14110.8640.000111.080
2682018.07.03 04:07t/p770.10111.0800.000111.08014.342547.36
2692018.07.03 04:07t/p780.14111.0800.000111.08027.892575.26
2702018.07.03 15:15buy790.10110.6680.0000.000
2712018.07.03 15:15modify790.10110.6680.000110.858
2722018.07.03 17:15buy800.14110.6200.0000.000
2732018.07.03 17:15modify790.10110.6680.000110.830
2742018.07.03 17:15modify800.14110.6200.000110.830
2752018.07.09 19:45t/p790.10110.8300.000110.83017.512592.76
2762018.07.09 19:45t/p800.14110.8300.000110.83030.572623.33
2772018.07.10 02:30sell810.10110.9190.0000.000
2782018.07.10 02:30modify810.10110.9190.000110.729
2792018.07.10 02:45sell820.14110.9640.0000.000
2802018.07.10 02:45modify810.10110.9190.000110.755
2812018.07.10 02:45modify820.14110.9640.000110.755
2822018.07.23 04:44t/p810.10110.7550.000110.7555.102628.43
2832018.07.23 04:44t/p820.14110.7550.000110.75512.822641.26
2842018.07.23 05:15sell830.10110.9320.0000.000
2852018.07.23 05:15modify830.10110.9320.000110.742
2862018.07.23 08:45sell840.14110.9800.0000.000
2872018.07.23 08:45modify830.10110.9320.000110.770
2882018.07.23 08:45modify840.14110.9800.000110.770
2892018.07.25 20:42t/p830.10110.7700.000110.77013.132654.38
2902018.07.25 20:42t/p840.14110.7700.000110.77024.452678.83
2912018.07.25 21:15sell850.10110.8190.0000.000
2922018.07.25 21:15modify850.10110.8190.000110.629
2932018.07.25 21:45sell860.14110.8630.0000.000
2942018.07.25 21:45modify850.10110.8190.000110.655
2952018.07.25 21:45modify860.14110.8630.000110.655
2962018.07.26 08:56t/p850.10110.6550.000110.65512.582691.41
2972018.07.26 08:56t/p860.14110.6550.000110.65523.182714.59
2982018.07.26 12:45sell870.10110.8190.0000.000
2992018.07.26 12:45modify870.10110.8190.000110.629
3002018.07.26 15:15sell880.14110.8820.0000.000
3012018.07.26 15:15modify870.10110.8190.000110.666
3022018.07.26 15:15modify880.14110.8820.000110.666
3032018.08.03 23:59close at stop880.14111.2350.000110.666-52.802661.79
3042018.08.03 23:59close at stop870.10111.2350.000110.666-43.382618.42