Strategy Tester Report
CheMurom v3.1a.opt
Alpari-Demo (Build 226)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Час (H1) 2010.08.23 00:00 - 2010.10.15 22:00 (2010.08.23 - 2010.10.30)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыDelta=10; TakeProfit=65; StopLoss=20; MuromN=25; StartHour=1; StopProfit=4; ZeroLossT=1;
Баров в истории1952Смоделировано тиков1072531Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль117.07Общая прибыль220.54Общий убыток-103.47
Прибыльность2.13Матожидание выигрыша2.30
Абсолютная просадка0.42Максимальная просадка34.86 (0.35%)Относительная просадка0.35% (34.86)
Всего сделок51Короткие позиции (% выигравших)30 (73.33%)Длинные позиции (% выигравших)21 (33.33%)
Прибыльные сделки (% от всех)29 (56.86%)Убыточные сделки (% от всех)22 (43.14%)
Самая большаяприбыльная сделка24.40убыточная сделка-10.81
Средняяприбыльная сделка7.60убыточная сделка-4.70
Максимальное количествонепрерывных выигрышей (прибыль)4 (18.60)непрерывных проигрышей (убыток)3 (-20.40)
Максимальнаянепрерывная прибыль (число выигрышей)32.41 (3)непрерывный убыток (число проигрышей)-20.40 (3)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.08.23 01:00buy stop10.0185.69085.49086.340
22010.08.23 01:00sell stop20.0185.49085.69084.840
32010.08.23 02:54sell20.0185.49085.69084.840
42010.08.23 02:54delete10.0185.69085.49086.340
52010.08.23 02:54buy stop30.0285.69085.24086.340
62010.08.23 13:25close20.0185.14585.69084.8404.0510004.05
72010.08.23 13:25delete30.0285.69085.24086.340
82010.08.24 01:00buy stop40.0185.26885.06885.918
92010.08.24 01:00sell stop50.0185.06885.26884.418
102010.08.24 01:19sell50.0185.06885.26884.418
112010.08.24 01:19delete40.0185.26885.06885.918
122010.08.24 01:19buy stop60.0285.26884.81885.918
132010.08.24 09:20close50.0184.72085.26884.4184.1110008.16
142010.08.24 09:20delete60.0285.26884.81885.918
152010.08.25 01:00buy stop70.0184.31084.11084.960
162010.08.25 01:00sell stop80.0184.11084.31083.460
172010.08.25 02:17buy70.0184.31084.11084.960
182010.08.25 02:17delete80.0184.11084.31083.460
192010.08.25 02:17sell stop90.0284.11084.56083.460
202010.08.25 10:27close70.0184.65184.11084.9604.0310012.19
212010.08.25 10:27delete90.0284.11084.56083.460
222010.08.26 01:00buy stop100.0184.80684.60685.456
232010.08.26 01:00sell stop110.0184.60684.80683.956
242010.08.26 01:37buy100.0184.80684.60685.456
252010.08.26 01:37delete110.0184.60684.80683.956
262010.08.26 01:37sell stop120.0284.60685.05683.956
272010.08.26 10:44s/l100.0184.60684.60685.456-2.3710009.82
282010.08.26 10:44sell120.0284.60685.05683.956
292010.08.26 10:44buy stop130.0385.05684.85685.706
302010.08.27 01:23close120.0284.33785.05683.9566.3610016.18
312010.08.27 01:23delete130.0385.05684.85685.706
322010.08.30 01:00buy stop140.0185.62885.42886.278
332010.08.30 01:00sell stop150.0185.42885.62884.778
342010.08.30 01:08sell150.0185.42885.62884.778
352010.08.30 01:08delete140.0185.62885.42886.278
362010.08.30 01:08buy stop160.0285.62885.17886.278
372010.08.30 01:31s/l150.0185.62885.62884.778-2.3410013.84
382010.08.30 01:31buy160.0285.62885.17886.278
392010.08.30 01:31sell stop170.0385.17885.37884.528
402010.08.30 08:02s/l160.0285.17885.17886.278-10.5610003.28
412010.08.30 08:02sell170.0385.17885.37884.528
422010.08.30 08:02buy stop180.0485.37884.92886.028
432010.08.30 12:03close170.0384.70085.37884.52816.9310020.21
442010.08.30 12:03delete180.0485.37884.92886.028
452010.08.31 01:00buy stop190.0184.66184.46185.311
462010.08.31 01:00sell stop200.0184.46184.66183.811
472010.08.31 02:00buy190.0184.66184.46185.311
482010.08.31 02:00delete200.0184.46184.66183.811
492010.08.31 02:00sell stop210.0284.46184.91183.811
502010.08.31 03:44s/l190.0184.46184.46185.311-2.3610017.85
512010.08.31 03:44sell210.0284.46184.91183.811
522010.08.31 03:44buy stop220.0384.91184.71185.561
532010.08.31 07:42close210.0284.19084.91183.8116.4410024.29
542010.08.31 07:42delete220.0384.91184.71185.561
552010.09.01 01:00buy stop230.0184.27084.07084.920
562010.09.01 01:00sell stop240.0184.07084.27083.420
572010.09.01 01:10sell240.0184.07084.27083.420
582010.09.01 01:10delete230.0184.27084.07084.920
592010.09.01 01:10buy stop250.0284.27083.82084.920
602010.09.01 02:35s/l240.0184.27084.27083.420-2.3810021.91
612010.09.01 02:35buy250.0284.27083.82084.920
622010.09.01 02:35sell stop260.0383.82084.02083.170
632010.09.01 04:51close250.0284.54083.82084.9206.3910028.30
642010.09.01 04:51delete260.0383.82084.02083.170
652010.09.02 01:00buy stop270.0184.53384.33385.183
662010.09.02 01:00sell stop280.0184.33384.53383.683
672010.09.02 01:51buy270.0184.53384.33385.183
682010.09.02 01:51delete280.0184.33384.53383.683
692010.09.02 01:51sell stop290.0284.33384.78383.683
702010.09.02 02:48s/l270.0184.33384.33385.183-2.3710025.93
712010.09.02 02:48sell290.0284.33384.78383.683
722010.09.02 02:48buy stop300.0384.78384.58385.433
732010.09.02 10:41close290.0284.06284.78383.6836.4510032.38
742010.09.02 10:41delete300.0384.78384.58385.433
752010.09.03 01:00buy stop310.0184.39984.19985.049
762010.09.03 01:00sell stop320.0184.19984.39983.549
772010.09.03 02:10buy310.0184.39984.19985.049
782010.09.03 02:10delete320.0184.19984.39983.549
792010.09.03 02:10sell stop330.0284.19984.64983.549
802010.09.03 06:56s/l310.0184.19984.19985.049-2.3710030.01
812010.09.03 06:56sell330.0284.19984.64983.549
822010.09.03 06:56buy stop340.0384.64984.44985.299
832010.09.03 14:30s/l330.0284.64984.64983.549-10.6310019.38
842010.09.03 14:30buy340.0384.64984.44985.299
852010.09.03 14:30sell stop350.0484.44984.89983.799
862010.09.03 14:35close340.0385.13484.44985.29917.0910036.47
872010.09.03 14:35delete350.0484.44984.89983.799
882010.09.06 01:00buy stop360.0184.55684.35685.206
892010.09.06 01:00sell stop370.0184.35684.55683.706
902010.09.06 01:06sell370.0184.35684.55683.706
912010.09.06 01:06delete360.0184.55684.35685.206
922010.09.06 01:06buy stop380.0284.55684.10685.206
932010.09.07 08:21close370.0184.02084.55683.7063.9910040.47
942010.09.07 08:21delete380.0284.55684.10685.206
952010.09.08 01:00buy stop390.0183.86283.66284.512
962010.09.08 01:00sell stop400.0183.66283.86283.012
972010.09.08 02:25buy390.0183.86283.66284.512
982010.09.08 02:25delete400.0183.66283.86283.012
992010.09.08 02:25sell stop410.0283.66284.11283.012
1002010.09.08 03:16s/l390.0183.66283.66284.512-2.3910038.08
1012010.09.08 03:16sell410.0283.66284.11283.012
1022010.09.08 03:16buy stop420.0384.11283.91284.762
1032010.09.08 05:48close410.0283.39384.11283.0126.4510044.53
1042010.09.08 05:48delete420.0384.11283.91284.762
1052010.09.09 01:00buy stop430.0184.09383.89384.743
1062010.09.09 01:00sell stop440.0183.89384.09383.243
1072010.09.09 01:34sell440.0183.89384.09383.243
1082010.09.09 01:34delete430.0184.09383.89384.743
1092010.09.09 01:34buy stop450.0284.09383.64384.743
1102010.09.09 11:04close440.0183.55784.09383.2434.0210048.55
1112010.09.09 11:04delete450.0284.09383.64384.743
1122010.09.10 01:00buy stop460.0184.07483.87484.724
1132010.09.10 01:00sell stop470.0183.87484.07483.224
1142010.09.10 02:08buy460.0184.07483.87484.724
1152010.09.10 02:08delete470.0183.87484.07483.224
1162010.09.10 02:08sell stop480.0283.87484.32483.224
1172010.09.10 07:16s/l460.0183.87483.87484.724-2.3810046.17
1182010.09.10 07:16sell480.0283.87484.32483.224
1192010.09.10 07:16buy stop490.0384.32484.12484.974
1202010.09.10 14:36s/l480.0284.32484.32483.224-10.6810035.49
1212010.09.10 14:36buy490.0384.32484.12484.974
1222010.09.10 14:36sell stop500.0484.12484.57483.474
1232010.09.10 17:48s/l490.0384.12484.12484.974-7.1310028.36
1242010.09.10 17:48sell500.0484.12484.57483.474
1252010.09.10 17:48buy stop510.0784.57484.37485.224
1262010.09.13 17:49close500.0483.61884.57483.47424.1810052.53
1272010.09.13 17:49delete510.0784.57484.37485.224
1282010.09.14 01:00buy stop520.0183.81183.61184.461
1292010.09.14 01:00sell stop530.0183.61183.81182.961
1302010.09.14 01:47sell530.0183.61183.81182.961
1312010.09.14 01:47delete520.0183.81183.61184.461
1322010.09.14 01:47buy stop540.0283.81183.36184.461
1332010.09.14 02:51close530.0183.27783.81182.9614.0110056.54
1342010.09.14 02:51delete540.0283.81183.36184.461
1352010.09.15 01:00buy stop550.0183.16782.96783.817
1362010.09.15 01:00sell stop560.0182.96783.16782.317
1372010.09.15 01:13sell560.0182.96783.16782.317
1382010.09.15 01:13delete550.0183.16782.96783.817
1392010.09.15 01:13buy stop570.0283.16782.71783.817
1402010.09.15 02:21s/l560.0183.16783.16782.317-2.4010054.14
1412010.09.15 02:21buy570.0283.16782.71783.817
1422010.09.15 02:21sell stop580.0382.71782.91782.067
1432010.09.15 03:33close570.0283.44182.71783.8176.5710060.71
1442010.09.15 03:33delete580.0382.71782.91782.067
1452010.09.16 01:00buy stop590.0185.83285.63286.482
1462010.09.16 01:00sell stop600.0185.63285.83284.982
1472010.09.16 01:08sell600.0185.63285.83284.982
1482010.09.16 01:08delete590.0185.83285.63286.482
1492010.09.16 01:08buy stop610.0285.83285.38286.482
1502010.09.16 05:09close600.0185.29085.83284.9824.0110064.72
1512010.09.16 05:09delete610.0285.83285.38286.482
1522010.09.17 01:00buy stop620.0185.98085.78086.630
1532010.09.17 01:00sell stop630.0185.78085.98085.130
1542010.09.17 01:28sell630.0185.78085.98085.130
1552010.09.17 01:28delete620.0185.98085.78086.630
1562010.09.17 01:28buy stop640.0285.98085.53086.630
1572010.09.21 08:46close630.0185.43685.98085.1304.0110068.74
1582010.09.21 08:46delete640.0285.98085.53086.630
1592010.09.22 01:00buy stop650.0185.23885.03885.888
1602010.09.22 01:00sell stop660.0185.03885.23884.388
1612010.09.22 01:23sell660.0185.03885.23884.388
1622010.09.22 01:23delete650.0185.23885.03885.888
1632010.09.22 01:23buy stop670.0285.23884.78885.888
1642010.09.22 11:06close660.0184.69885.23884.3884.0110072.75
1652010.09.22 11:06delete670.0285.23884.78885.888
1662010.09.23 01:00buy stop680.0184.61284.41285.262
1672010.09.23 01:00sell stop690.0184.41284.61283.762
1682010.09.23 01:59buy680.0184.61284.41285.262
1692010.09.23 01:59delete690.0184.41284.61283.762
1702010.09.23 01:59sell stop700.0284.41284.86283.762
1712010.09.23 10:46s/l680.0184.41284.41285.262-2.3710070.38
1722010.09.23 10:46sell700.0284.41284.86283.762
1732010.09.23 10:46buy stop710.0384.86284.66285.512
1742010.09.24 06:15s/l700.0284.86284.86283.762-10.6210059.76
1752010.09.24 06:15buy710.0384.86284.66285.512
1762010.09.24 06:15sell stop720.0484.66285.11284.012
1772010.09.24 06:22close710.0385.34884.66285.51217.0810076.84
1782010.09.24 06:22delete720.0484.66285.11284.012
1792010.09.27 01:00buy stop730.0184.43684.23685.086
1802010.09.27 01:00sell stop740.0184.23684.43683.586
1812010.09.27 04:01sell740.0184.23684.43683.586
1822010.09.27 04:01delete730.0184.43684.23685.086
1832010.09.27 04:01buy stop750.0284.43683.98685.086
1842010.09.28 16:00close740.0183.89684.43683.5864.0410080.88
1852010.09.28 16:00delete750.0284.43683.98685.086
1862010.09.29 01:00buy stop760.0184.02383.82384.673
1872010.09.29 01:00sell stop770.0183.82384.02383.173
1882010.09.29 02:18buy760.0184.02383.82384.673
1892010.09.29 02:18delete770.0183.82384.02383.173
1902010.09.29 02:18sell stop780.0283.82384.27383.173
1912010.09.29 03:55s/l760.0183.82383.82384.673-2.3910078.49
1922010.09.29 03:55sell780.0283.82384.27383.173
1932010.09.29 03:55buy stop790.0384.27384.07384.923
1942010.09.29 08:50close780.0283.55584.27383.1736.4110084.90
1952010.09.29 08:50delete790.0384.27384.07384.923
1962010.09.30 01:00buy stop800.0183.89183.69184.541
1972010.09.30 01:00sell stop810.0183.69183.89183.041
1982010.09.30 02:16sell810.0183.69183.89183.041
1992010.09.30 02:16delete800.0183.89183.69184.541
2002010.09.30 02:16buy stop820.0283.89183.44184.541
2012010.09.30 07:56close810.0183.35783.89183.0414.0110088.91
2022010.09.30 07:56delete820.0283.89183.44184.541
2032010.10.01 01:00buy stop830.0183.68883.48884.338
2042010.10.01 01:00sell stop840.0183.48883.68882.838
2052010.10.01 02:17sell840.0183.48883.68882.838
2062010.10.01 02:17delete830.0183.68883.48884.338
2072010.10.01 02:17buy stop850.0283.68883.23884.338
2082010.10.04 03:46s/l840.0183.68883.68882.838-2.4010086.51
2092010.10.04 03:46buy850.0283.68883.23884.338
2102010.10.04 03:46sell stop860.0383.23883.43882.588
2112010.10.04 09:44s/l850.0283.23883.23884.338-10.8110075.70
2122010.10.04 09:44sell860.0383.23883.43882.588
2132010.10.04 09:44buy stop870.0483.43882.98884.088
2142010.10.04 15:06s/l860.0383.43883.43882.588-7.1910068.51
2152010.10.04 15:06buy870.0483.43882.98884.088
2162010.10.04 15:06sell stop880.0782.98883.18882.338
2172010.10.05 06:39close870.0483.95082.98884.08824.4010092.91
2182010.10.05 06:39delete880.0782.98883.18882.338
2192010.10.06 01:00buy stop890.0183.33383.13383.983
2202010.10.06 01:00sell stop900.0183.13383.33382.483
2212010.10.06 01:55sell900.0183.13383.33382.483
2222010.10.06 01:55delete890.0183.33383.13383.983
2232010.10.06 01:55buy stop910.0283.33382.88383.983
2242010.10.06 14:15close900.0182.80283.33382.4834.0010096.91
2252010.10.06 14:15delete910.0283.33382.88383.983
2262010.10.07 01:00buy stop920.0183.09282.89283.742
2272010.10.07 01:00sell stop930.0182.89283.09282.242
2282010.10.07 02:31sell930.0182.89283.09282.242
2292010.10.07 02:31delete920.0183.09282.89283.742
2302010.10.07 02:31buy stop940.0283.09282.64283.742
2312010.10.07 09:36close930.0182.56183.09282.2424.0110100.92
2322010.10.07 09:36delete940.0283.09282.64283.742
2332010.10.08 01:00buy stop950.0182.50982.30983.159
2342010.10.08 01:00sell stop960.0182.30982.50981.659
2352010.10.08 02:33buy950.0182.50982.30983.159
2362010.10.08 02:33delete960.0182.30982.50981.659
2372010.10.08 02:33sell stop970.0282.30982.75981.659
2382010.10.08 04:26s/l950.0182.30982.30983.159-2.4310098.49
2392010.10.08 04:26sell970.0282.30982.75981.659
2402010.10.08 04:26buy stop980.0382.75982.55983.409
2412010.10.08 14:30close970.0282.04182.75981.6596.5310105.02
2422010.10.08 14:30delete980.0382.75982.55983.409
2432010.10.11 01:00buy stop990.0181.95881.75882.608
2442010.10.11 01:00sell stop1000.0181.75881.95881.108
2452010.10.11 02:04buy990.0181.95881.75882.608
2462010.10.11 02:04delete1000.0181.75881.95881.108
2472010.10.11 02:04sell stop1010.0281.75882.20881.108
2482010.10.12 01:47close990.0182.28981.75882.6084.0210109.04
2492010.10.12 01:47delete1010.0281.75882.20881.108
2502010.10.13 01:00buy stop1020.0181.91481.71482.564
2512010.10.13 01:00sell stop1030.0181.71481.91481.064
2522010.10.13 02:04buy1020.0181.91481.71482.564
2532010.10.13 02:04delete1030.0181.71481.91481.064
2542010.10.13 02:04sell stop1040.0281.71482.16481.064
2552010.10.13 16:27s/l1020.0181.71481.71482.564-2.4510106.59
2562010.10.13 16:27sell1040.0281.71482.16481.064
2572010.10.13 16:27buy stop1050.0382.16481.96482.814
2582010.10.14 03:53close1040.0281.44982.16481.0646.4610113.05
2592010.10.14 03:53delete1050.0382.16481.96482.814
2602010.10.15 01:00buy stop1060.0181.61181.41182.261
2612010.10.15 01:00sell stop1070.0181.41181.61180.761
2622010.10.15 01:22buy1060.0181.61181.41182.261
2632010.10.15 01:22delete1070.0181.41181.61180.761
2642010.10.15 01:22sell stop1080.0281.41181.86180.761
2652010.10.15 03:08s/l1060.0181.41181.41182.261-2.4610110.59
2662010.10.15 03:08sell1080.0281.41181.86180.761
2672010.10.15 03:08buy stop1090.0381.86181.66182.511
2682010.10.15 13:49close1080.0281.14881.86180.7616.4810117.07
2692010.10.15 13:49delete1090.0381.86181.66182.511