Strategy Tester Report
Alf & MA
Demo (Build 401)

SymbolEURUSDm (Euro vs US Dollar)
Okres5 Minut (M5) 2011.05.02 05:00 - 2011.06.02 23:55 (2011.01.01 - 2011.06.03)
ModelKażdy tick (najbardziej precyzyjna metoda oparta na najmniejszych dostępnych przedziałach czasowych)
ParametryExpert_Name="---------- Universal MA Cross EA v8.1"; MagicNumber=1234; StopLoss=350; TakeProfit=260; TrailingStop_Setting="---------- Trailing Stop Setting"; TrailingStopType=0; TrailingStop=0; Indicator1_Setting="---------- Indicator Setting"; Indicator2_Setting="----- ALF Setting"; Median=5; LookBack=20; PriceType=0; Indicator3_Setting="----- MA Setting"; FastMAPeriod=4; FastMAType=2; FastMAPrice=0; FastMAshift=0; CossDistance_Setting="---------- Min Cross Distance Setting"; MinCrossDistance=2; MaxLookUp=0; Exit_Setting="---------- Exit Setting"; StopAndReverse=false; PureSAR=false; ExitOnCross=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; OnlyCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=0; ThirdMAPrice=0; ThirdMAshift=0; CTStopLoss=0; CTTakeProfit=0; Pivot.Setting="---------- Pivot Filter Setting"; Use.Pivot.Filter=false; Order_Setting="---------- Order Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; NumberOfTries=10; Slippage=3; OpenOrder_Setting="---------- Multiple Open Trade Setting"; MaxOpenTrade=1; MinPriceDistance=0; Time_Parameters="---------- EA Active Time"; UseHourTrade=true; StartHour=7; EndHour=18; MM_Parameters="---------- Money Management"; Lots=0.01; MM=false; AccountIsMicro=true; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=false; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true;
Słupki w teście6867Ticki użyte w modelu4937525Jakość modelowania87.39%
Błedy na wykresie13
Depozyt początkowy10000.00
Całkowity zysk netto34.35Zysk brutto233.57Strata brutto-199.22
Wskaźnik zysku1.17Przewidywany zysk0.23
Największa strata bezwzględna14.30Maksymalna strata względna21.51 (0.21%)Strata relatywna0.21% (21.51)
Ilość transakcji w sumie147Krótkie pozycje (zyskownych %)65 (64.62%)Długie pozycje (zyskownych %)82 (58.54%)
Transakcje zyskowne (% wszystkich)90 (61.22%)Transakcje stratne (% wszystkich)57 (38.78%)
Największazyskowna transakcja2.65stratna transakcja-3.55
Średniazyskowna transakcja2.60stratna transakcja-3.50
Maksymalnailość transakcji zyskownych pod rząd (zysk w pln)6 (15.61)ilość transakcji stratnych pod rząd (straty w pln)3 (-10.58)
Największynieprzerwany zysk (suma transkacji zyskownych)15.61 (6)nieprzerwana strata (suma transkacji stratnych)-10.58 (3)
Średniailość transakcji zyskownych pod rząd2ilość transakcji stratnych pod rząd1
Graph
#CzasTypZlecenieLotyCenaS / LT / PZyskBalance
12011.05.02 07:40sell10.011.477671.481201.47510
22011.05.02 09:40s/l10.011.481201.481201.47510-3.539996.47
32011.05.02 09:55sell20.011.481031.484501.47840
42011.05.02 10:22t/p20.011.478401.484501.478402.639999.10
52011.05.02 10:50buy30.011.480111.476601.48270
62011.05.02 12:22t/p30.011.482701.476601.482702.5910001.69
72011.05.02 13:10sell40.011.483321.486801.48070
82011.05.02 17:08s/l40.011.486801.486801.48070-3.489998.21
92011.05.02 17:10buy50.011.486901.483401.48950
102011.05.02 18:03t/p50.011.489501.483401.489502.6010000.81
112011.05.02 18:05buy60.011.489171.485701.49180
122011.05.02 21:38s/l60.011.485701.485701.49180-3.479997.34
132011.05.03 07:50buy70.011.481061.477601.48370
142011.05.03 08:48t/p70.011.483701.477601.483702.649999.98
152011.05.03 09:10sell80.011.483051.486601.48050
162011.05.03 10:24t/p80.011.480501.486601.480502.5510002.53
172011.05.03 11:00buy90.011.478561.475101.48120
182011.05.03 15:41t/p90.011.481201.475101.481202.6410005.17
192011.05.03 16:05sell100.011.480181.483701.47760
202011.05.03 17:26s/l100.011.483701.483701.47760-3.5210001.65
212011.05.04 07:00sell110.011.479691.483201.47710
222011.05.04 09:43s/l110.011.483201.483201.47710-3.519998.14
232011.05.04 10:00sell120.011.482451.486001.47990
242011.05.04 10:25s/l120.011.486001.486001.47990-3.559994.59
252011.05.04 10:50sell130.011.486361.489901.48380
262011.05.04 11:06t/p130.011.483801.489901.483802.569997.15
272011.05.04 11:25buy140.011.486041.482501.48860
282011.05.04 15:08t/p140.011.488601.482501.488602.569999.71
292011.05.04 15:40sell150.011.489131.492601.48650
302011.05.04 15:45s/l150.011.492601.492601.48650-3.479996.24
312011.05.04 15:50buy160.011.492221.488701.49480
322011.05.04 17:41s/l160.011.488701.488701.49480-3.529992.72
332011.05.04 18:15buy170.011.488061.484601.49070
342011.05.04 18:55s/l170.011.484601.484601.49070-3.469989.26
352011.05.05 07:00buy180.011.486541.483001.48910
362011.05.05 10:28t/p180.011.489101.483001.489102.569991.82
372011.05.05 11:05sell190.011.487971.491501.48540
382011.05.05 12:53t/p190.011.485401.491501.485402.579994.39
392011.05.05 13:15buy200.011.483691.480201.48630
402011.05.05 15:30s/l200.011.480201.480201.48630-3.499990.90
412011.05.05 16:00buy210.011.470631.467101.47320
422011.05.05 16:49s/l210.011.467101.467101.47320-3.539987.37
432011.05.05 16:50sell220.011.467071.470601.46450
442011.05.05 17:27t/p220.011.464501.470601.464502.579989.94
452011.05.06 08:10buy230.011.455281.451801.45790
462011.05.06 09:18t/p230.011.457901.451801.457902.629992.56
472011.05.06 09:50sell240.011.456321.459801.45370
482011.05.06 10:31t/p240.011.453701.459801.453702.629995.18
492011.05.06 10:40buy250.011.455981.452501.45860
502011.05.06 10:41t/p250.011.458601.452501.458602.629997.80
512011.05.06 11:00sell260.011.453141.456601.45050
522011.05.06 14:44t/p260.011.450501.456601.450502.6410000.44
532011.05.06 15:00buy270.011.451531.448001.45410
542011.05.06 15:30s/l270.011.448001.448001.45410-3.539996.91
552011.05.06 16:05buy280.011.453441.449901.45600
562011.05.06 16:11t/p280.011.456001.449901.456002.569999.47
572011.05.06 16:40sell290.011.451691.455201.44910
582011.05.06 17:05t/p290.011.449101.455201.449102.5910002.06
592011.05.06 17:45buy300.011.452881.449401.45550
602011.05.06 18:27s/l300.011.449401.449401.45550-3.489998.58
612011.05.06 18:40sell310.011.449171.452701.44660
622011.05.06 18:56t/p310.011.446601.452701.446602.5710001.15
632011.05.09 07:00buy320.011.439921.436401.44250
642011.05.09 10:33t/p320.011.442501.436401.442502.5810003.73
652011.05.09 11:20sell330.011.441781.445301.43920
662011.05.09 12:36t/p330.011.439201.445301.439202.5810006.31
672011.05.09 12:50sell340.011.439601.443101.43700
682011.05.09 15:20t/p340.011.437001.443101.437002.6010008.91
692011.05.09 16:05buy350.011.432391.428901.43500
702011.05.09 16:59s/l350.011.428901.428901.43500-3.4910005.42
712011.05.09 18:05buy360.011.428201.424701.43080
722011.05.09 19:06t/p360.011.430801.424701.430802.6010008.02
732011.05.10 07:00sell370.011.433161.436701.43060
742011.05.10 08:05t/p370.011.430601.436701.430602.5610010.58
752011.05.10 08:45buy380.011.427921.424401.43050
762011.05.10 09:42t/p380.011.430501.424401.430502.5810013.16
772011.05.10 10:15sell390.011.431621.435101.42900
782011.05.10 10:26s/l390.011.435101.435101.42900-3.4810009.68
792011.05.10 10:30buy400.011.434441.430901.43700
802011.05.10 10:47t/p400.011.437001.430901.437002.5610012.24
812011.05.10 11:00sell410.011.436191.439701.43360
822011.05.10 11:03t/p410.011.433601.439701.433602.5910014.83
832011.05.10 11:30buy420.011.435011.431501.43760
842011.05.10 12:08t/p420.011.437601.431501.437602.5910017.42
852011.05.10 12:35sell430.011.435461.439001.43290
862011.05.10 14:02t/p430.011.432901.439001.432902.5610019.98
872011.05.10 14:35buy440.011.435241.431701.43780
882011.05.10 14:55t/p440.011.437801.431701.437802.5610022.54
892011.05.10 15:15sell450.011.435721.439201.43310
902011.05.10 15:22s/l450.011.439201.439201.43310-3.4810019.06
912011.05.10 15:45sell460.011.438361.441901.43580
922011.05.10 16:07t/p460.011.435801.441901.435802.5610021.62
932011.05.10 16:50buy470.011.435051.431601.43770
942011.05.10 20:53t/p470.011.437701.431601.437702.6510024.27
952011.05.11 07:35sell480.011.439881.443401.43730
962011.05.11 10:21t/p480.011.437301.443401.437302.5810026.85
972011.05.11 10:50buy490.011.438531.435001.44110
982011.05.11 11:38t/p490.011.441101.435001.441102.5710029.42
992011.05.11 12:35sell500.011.440341.443801.43770
1002011.05.11 13:50t/p500.011.437701.443801.437702.6410032.06
1012011.05.11 14:30buy510.011.436841.433301.43940
1022011.05.11 15:23s/l510.011.433301.433301.43940-3.5410028.52
1032011.05.11 15:55buy520.011.434961.431501.43760
1042011.05.11 16:23s/l520.011.431501.431501.43760-3.4610025.06
1052011.05.11 16:50buy530.011.431131.427601.43370
1062011.05.11 17:36s/l530.011.427601.427601.43370-3.5310021.53
1072011.05.12 09:10buy540.011.419851.416401.42250
1082011.05.12 10:24t/p540.011.422501.416401.422502.6510024.18
1092011.05.12 10:50sell550.011.421981.425501.41940
1102011.05.12 11:37t/p550.011.419401.425501.419402.5810026.76
1112011.05.12 12:00buy560.011.419771.416301.42240
1122011.05.12 12:31s/l560.011.416301.416301.42240-3.4710023.29
1132011.05.12 13:20buy570.011.415001.411501.41760
1142011.05.12 14:57t/p570.011.417601.411501.417602.6010025.89
1152011.05.12 15:15sell580.011.415361.418901.41280
1162011.05.12 16:11s/l580.011.418901.418901.41280-3.5410022.35
1172011.05.12 16:40sell590.011.418271.421801.41570
1182011.05.12 17:30s/l590.011.421801.421801.41570-3.5310018.82
1192011.05.12 18:55sell600.011.424401.427901.42180
1202011.05.12 19:15t/p600.011.421801.427901.421802.6010021.42
1212011.05.13 08:00buy610.011.420821.417301.42340
1222011.05.13 08:53t/p610.011.423401.417301.423402.5810024.00
1232011.05.13 09:55sell620.011.424531.428001.42190
1242011.05.13 10:24s/l620.011.428001.428001.42190-3.4710020.53
1252011.05.13 10:55sell630.011.430631.434101.42800
1262011.05.13 14:21t/p630.011.428001.434101.428002.6310023.16
1272011.05.13 14:35buy640.011.428351.424901.43100
1282011.05.13 16:21s/l640.011.424901.424901.43100-3.4510019.71
1292011.05.13 16:45buy650.011.425821.422301.42840
1302011.05.13 17:04s/l650.011.422301.422301.42840-3.5210016.19
1312011.05.13 18:40buy660.011.417271.413801.41990
1322011.05.13 18:59s/l660.011.413801.413801.41990-3.4710012.72
1332011.05.16 08:30buy670.011.409321.405801.41190
1342011.05.16 09:53t/p670.011.411901.405801.411902.5810015.30
1352011.05.16 10:20sell680.011.412371.415901.40980
1362011.05.16 14:13t/p680.011.409801.415901.409802.5710017.87
1372011.05.16 14:35buy690.011.410781.407301.41340
1382011.05.16 15:07t/p690.011.413401.407301.413402.6210020.49
1392011.05.16 15:30sell700.011.413711.417201.41110
1402011.05.16 16:09s/l700.011.417201.417201.41110-3.4910017.00
1412011.05.16 16:10buy710.011.417041.413501.41960
1422011.05.16 17:00t/p710.011.419601.413501.419602.5610019.56
1432011.05.16 17:30sell720.011.421431.424901.41880
1442011.05.16 20:11t/p720.011.418801.424901.418802.6310022.19
1452011.05.17 07:00buy730.011.416601.413101.41920
1462011.05.17 09:26t/p730.011.419201.413101.419202.6010024.79
1472011.05.17 09:55sell740.011.417141.420601.41450
1482011.05.17 11:16t/p740.011.414501.420601.414502.6410027.43
1492011.05.17 11:40buy750.011.417601.414101.42020
1502011.05.17 12:09t/p750.011.420201.414101.420202.6010030.03
1512011.05.17 12:45sell760.011.419881.423401.41730
1522011.05.17 12:56t/p760.011.417301.423401.417302.5810032.61
1532011.05.17 13:40buy770.011.421511.418001.42410
1542011.05.17 14:47s/l770.011.418001.418001.42410-3.5110029.10
1552011.05.17 16:30buy780.011.414741.411201.41730
1562011.05.17 17:17t/p780.011.417301.411201.417302.5610031.66
1572011.05.17 17:45sell790.011.417121.420601.41450
1582011.05.17 18:08t/p790.011.414501.420601.414502.6210034.28
1592011.05.18 08:20buy800.011.427831.424301.43040
1602011.05.18 12:15s/l800.011.424301.424301.43040-3.5310030.75
1612011.05.18 12:45buy810.011.426251.422801.42890
1622011.05.18 14:39s/l810.011.422801.422801.42890-3.4510027.30
1632011.05.18 15:20buy820.011.423151.419701.42580
1642011.05.18 16:08s/l820.011.419701.419701.42580-3.4510023.85
1652011.05.18 16:20buy830.011.420721.417201.42330
1662011.05.18 17:09t/p830.011.423301.417201.423302.5810026.43
1672011.05.18 17:25sell840.011.422221.425701.41960
1682011.05.18 17:46s/l840.011.425701.425701.41960-3.4810022.95
1692011.05.18 18:15sell850.011.424431.427901.42180
1702011.05.18 18:43s/l850.011.427901.427901.42180-3.4710019.48
1712011.05.19 07:00sell860.011.428711.432201.42610
1722011.05.19 08:54t/p860.011.426101.432201.426102.6110022.09
1732011.05.19 09:05buy870.011.426391.422901.42900
1742011.05.19 10:41s/l870.011.422901.422901.42900-3.4910018.60
1752011.05.19 11:05buy880.011.422781.419301.42540
1762011.05.19 12:51t/p880.011.425401.419301.425402.6210021.22
1772011.05.19 13:20sell890.011.427731.431201.42510
1782011.05.19 14:44t/p890.011.425101.431201.425102.6310023.85
1792011.05.19 15:10buy900.011.426001.422501.42860
1802011.05.19 15:56s/l900.011.422501.422501.42860-3.5010020.35
1812011.05.19 16:25buy910.011.423541.420001.42610
1822011.05.19 16:48t/p910.011.426101.420001.426102.5610022.91
1832011.05.19 17:15sell920.011.427101.430601.42450
1842011.05.19 17:55t/p920.011.424501.430601.424502.6010025.51
1852011.05.19 18:30buy930.011.426311.422801.42890
1862011.05.19 19:21t/p930.011.428901.422801.428902.5910028.10
1872011.05.20 07:00sell940.011.431041.434501.42840
1882011.05.20 10:52s/l940.011.434501.434501.42840-3.4610024.64
1892011.05.20 11:15sell950.011.432981.436501.43040
1902011.05.20 12:32t/p950.011.430401.436501.430402.5810027.22
1912011.05.20 13:35buy960.011.427441.423901.43000
1922011.05.20 14:00s/l960.011.423901.423901.43000-3.5410023.68
1932011.05.20 14:40buy970.011.421801.418301.42440
1942011.05.20 15:25t/p970.011.424401.418301.424402.6010026.28
1952011.05.20 16:25sell980.011.423791.427301.42120
1962011.05.20 16:51t/p980.011.421201.427301.421202.5910028.87
1972011.05.20 17:20buy990.011.417711.414201.42030
1982011.05.20 17:37s/l990.011.414201.414201.42030-3.5110025.36
1992011.05.20 17:40sell1000.011.415611.419101.41300
2002011.05.20 18:36s/l1000.011.419101.419101.41300-3.4910021.87
2012011.05.23 07:00sell1010.011.408301.411801.40570
2022011.05.23 09:11t/p1010.011.405701.411801.405702.6010024.47
2032011.05.23 09:35buy1020.011.405671.402201.40830
2042011.05.23 09:59s/l1020.011.402201.402201.40830-3.4710021.00
2052011.05.23 10:00sell1030.011.402461.406001.39990
2062011.05.23 10:39t/p1030.011.399901.406001.399902.5610023.56
2072011.05.23 10:55buy1040.011.402471.399001.40510
2082011.05.23 11:50s/l1040.011.399001.399001.40510-3.4710020.09
2092011.05.23 12:35buy1050.011.399231.395701.40180
2102011.05.23 14:20t/p1050.011.401801.395701.401802.5710022.66
2112011.05.23 14:55sell1060.011.402851.406401.40030
2122011.05.23 15:18t/p1060.011.400301.406401.400302.5510025.21
2132011.05.23 15:50buy1070.011.400071.396601.40270
2142011.05.23 16:47t/p1070.011.402701.396601.402702.6310027.84
2152011.05.23 17:20sell1080.011.402321.405801.39970
2162011.05.23 20:57s/l1080.011.405801.405801.39970-3.4810024.36
2172011.05.24 07:00sell1090.011.405641.409101.40300
2182011.05.24 11:02s/l1090.011.409101.409101.40300-3.4610020.90
2192011.05.24 11:10buy1100.011.409071.405601.41170
2202011.05.24 16:55t/p1100.011.411701.405601.411702.6310023.53
2212011.05.24 17:10buy1110.011.410991.407501.41360
2222011.05.25 03:29s/l1110.011.407501.407501.41360-3.4910020.04
2232011.05.25 07:35buy1120.011.404021.400501.40660
2242011.05.25 12:01t/p1120.011.406601.400501.406602.5810022.62
2252011.05.25 13:00sell1130.011.407261.410801.40470
2262011.05.25 13:10t/p1130.011.404701.410801.404702.5610025.18
2272011.05.25 13:35buy1140.011.406611.403101.40920
2282011.05.25 15:39t/p1140.011.409201.403101.409202.5910027.77
2292011.05.25 15:40buy1150.011.409141.405601.41170
2302011.05.25 16:14s/l1150.011.405601.405601.41170-3.5410024.23
2312011.05.25 16:55buy1160.011.405691.402201.40830
2322011.05.25 17:48t/p1160.011.408301.402201.408302.6110026.84
2332011.05.26 07:00sell1170.011.414231.417701.41160
2342011.05.26 08:39s/l1170.011.417701.417701.41160-3.4710023.37
2352011.05.26 09:10sell1180.011.417311.420801.41470
2362011.05.26 17:01t/p1180.011.414701.420801.414702.6110025.98
2372011.05.26 17:25buy1190.011.412981.409501.41560
2382011.05.26 17:41s/l1190.011.409501.409501.41560-3.4810022.50
2392011.05.26 17:45sell1200.011.411071.414601.40850
2402011.05.26 18:03t/p1200.011.408501.414601.408502.5710025.07
2412011.05.26 18:25buy1210.011.409611.406101.41220
2422011.05.26 19:43t/p1210.011.412201.406101.412202.5910027.66
2432011.05.27 08:40buy1220.011.425731.422201.42830
2442011.05.27 11:48s/l1220.011.422201.422201.42830-3.5310024.13
2452011.05.27 12:15buy1230.011.421091.417601.42370
2462011.05.27 13:37t/p1230.011.423701.417601.423702.6110026.74
2472011.05.27 14:00sell1240.011.422111.425601.41950
2482011.05.27 15:10s/l1240.011.425601.425601.41950-3.4910023.25
2492011.05.27 15:45sell1250.011.427991.431501.42540
2502011.05.27 16:06t/p1250.011.425401.431501.425402.5910025.84
2512011.05.27 16:40buy1260.011.425581.422101.42820
2522011.05.27 17:35s/l1260.011.422101.422101.42820-3.4810022.36
2532011.05.27 18:00buy1270.011.426141.422601.42870
2542011.05.27 18:46t/p1270.011.428701.422601.428702.5610024.92
2552011.05.30 07:00sell1280.011.428741.432201.42610
2562011.05.30 09:12t/p1280.011.426101.432201.426102.6410027.56
2572011.05.30 09:35buy1290.011.427231.423701.42980
2582011.05.31 01:49t/p1290.011.429801.423701.429802.5710030.13
2592011.05.31 07:00sell1300.011.437361.440901.43480
2602011.05.31 10:33s/l1300.011.440901.440901.43480-3.5410026.59
2612011.05.31 13:05sell1310.011.440841.444301.43820
2622011.05.31 14:56t/p1310.011.438201.444301.438202.6410029.23
2632011.05.31 15:15buy1320.011.438711.435201.44130
2642011.05.31 16:32t/p1320.011.441301.435201.441302.5910031.82
2652011.05.31 16:40sell1330.011.440631.444101.43800
2662011.05.31 17:20t/p1330.011.438001.444101.438002.6310034.45
2672011.05.31 17:45buy1340.011.439391.435901.44200
2682011.06.01 01:35t/p1340.011.442001.435901.442002.6110037.06
2692011.06.01 07:00buy1350.011.442321.438801.44490
2702011.06.01 09:31s/l1350.011.438801.438801.44490-3.5210033.54
2712011.06.01 09:35sell1360.011.441121.444601.43850
2722011.06.01 10:22s/l1360.011.444601.444601.43850-3.4810030.06
2732011.06.01 10:25buy1370.011.444421.440901.44700
2742011.06.01 11:51s/l1370.011.440901.440901.44700-3.5210026.54
2752011.06.01 12:20buy1380.011.440961.437501.44360
2762011.06.01 17:08t/p1380.011.443601.437501.443602.6410029.18
2772011.06.01 17:10buy1390.011.443051.439601.44570
2782011.06.01 18:28t/p1390.011.445701.439601.445702.6510031.83
2792011.06.01 18:55sell1400.011.442811.446301.44020
2802011.06.01 19:21t/p1400.011.440201.446301.440202.6110034.44
2812011.06.02 07:00buy1410.011.435841.432301.43840
2822011.06.02 10:31t/p1410.011.438401.432301.438402.5610037.00
2832011.06.02 11:10sell1420.011.438731.442201.43610
2842011.06.02 12:24s/l1420.011.442201.442201.43610-3.4710033.53
2852011.06.02 12:30buy1430.011.442051.438601.44470
2862011.06.02 12:53t/p1430.011.444701.438601.444702.6510036.18
2872011.06.02 13:20sell1440.011.447351.450901.44480
2882011.06.02 16:13t/p1440.011.444801.450901.444802.5510038.73
2892011.06.02 16:35buy1450.011.446861.443401.44950
2902011.06.02 16:47s/l1450.011.443401.443401.44950-3.4610035.27
2912011.06.02 17:35buy1460.011.445531.442001.44810
2922011.06.02 18:17s/l1460.011.442001.442001.44810-3.5310031.74
2932011.06.02 18:40buy1470.011.441091.437601.44370
2942011.06.02 19:16t/p1470.011.443701.437601.443702.6110034.35