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 - 2010.10.29 22:00 (2010.08.23 - 2010.10.30)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыDelta=20; TakeProfit=65; StopLoss=25; MuromN=20; StartHour=1; StopProfit=5; ZeroLossT=1;
Баров в истории2190Смоделировано тиков1381832Качество моделирования90.00%
Ошибки рассогласования графиков51
Начальный депозит10000.00
Чистая прибыль-3925.00Общая прибыль496.47Общий убыток-4421.47
Прибыльность0.11Матожидание выигрыша-66.53
Абсолютная просадка3976.90Максимальная просадка4049.04 (40.20%)Относительная просадка40.20% (4049.04)
Всего сделок59Короткие позиции (% выигравших)33 (30.30%)Длинные позиции (% выигравших)26 (26.92%)
Прибыльные сделки (% от всех)17 (28.81%)Убыточные сделки (% от всех)42 (71.19%)
Самая большаяприбыльная сделка174.16убыточная сделка-1649.14
Средняяприбыльная сделка29.20убыточная сделка-105.27
Максимальное количествонепрерывных выигрышей (прибыль)4 (23.08)непрерывных проигрышей (убыток)17 (-4035.36)
Максимальнаянепрерывная прибыль (число выигрышей)174.16 (1)непрерывный убыток (число проигрышей)-4035.36 (17)
Среднийнепрерывный выигрыш2непрерывный проигрыш5
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.08.23 01:00buy stop10.0185.79085.54086.440
22010.08.23 01:00sell stop20.0185.39085.64084.740
32010.08.23 03:20sell20.0185.39085.64084.740
42010.08.23 03:20delete10.0185.79085.54086.440
52010.08.23 03:20buy stop30.0285.64085.19086.290
62010.08.24 06:41close20.0184.96385.64084.7405.0210005.02
72010.08.24 06:41delete30.0285.64085.19086.290
82010.08.25 01:00buy stop40.0184.41084.16085.060
92010.08.25 01:00sell stop50.0184.01084.26083.360
102010.08.25 02:58buy40.0184.41084.16085.060
112010.08.25 02:58delete50.0184.01084.26083.360
122010.08.25 02:58sell stop60.0284.16084.61083.510
132010.08.25 16:00s/l40.0184.16084.16085.060-2.9710002.05
142010.08.25 16:00sell60.0284.16084.61083.510
152010.08.25 16:00buy stop70.0384.61084.36085.260
162010.08.25 16:57s/l60.0284.61084.61083.510-10.649991.41
172010.08.25 16:57buy70.0384.61084.36085.260
182010.08.25 16:57sell stop80.0484.36084.81083.710
192010.08.26 20:48s/l70.0384.36084.36085.260-8.909982.51
202010.08.26 20:48sell80.0484.36084.81083.710
212010.08.26 20:48buy stop90.0784.81084.56085.460
222010.08.27 07:48s/l80.0484.81084.81083.710-21.259961.26
232010.08.27 07:48buy90.0784.81084.56085.460
242010.08.27 07:48sell stop100.1084.56085.01083.910
252010.08.27 16:03s/l90.0784.56084.56085.460-20.709940.56
262010.08.27 16:03sell100.1084.56085.01083.910
272010.08.27 16:03buy stop110.1785.01084.76085.660
282010.08.27 16:26s/l100.1085.01085.01083.910-52.939887.63
292010.08.27 16:26buy110.1785.01084.76085.660
302010.08.27 16:26sell stop120.2384.76085.21084.110
312010.08.30 00:13close110.1785.63184.76085.660123.2610010.89
322010.08.30 00:13delete120.2384.76085.21084.110
332010.08.30 01:00buy stop130.0185.72885.47886.378
342010.08.30 01:00sell stop140.0185.32885.57884.678
352010.08.30 02:10buy130.0185.72885.47886.378
362010.08.30 02:10delete140.0185.32885.57884.678
372010.08.30 02:10sell stop150.0285.47885.92884.828
382010.08.30 05:25s/l130.0185.47885.47886.378-2.9210007.97
392010.08.30 05:25sell150.0285.47885.92884.828
402010.08.30 05:25buy stop160.0385.92885.67886.578
412010.08.30 08:09close150.0285.14185.92884.8287.9210015.89
422010.08.30 08:09delete160.0385.92885.67886.578
432010.08.31 01:00buy stop170.0184.76184.51185.411
442010.08.31 01:00sell stop180.0184.36184.61183.711
452010.08.31 04:01sell180.0184.36184.61183.711
462010.08.31 04:01delete170.0184.76184.51185.411
472010.08.31 04:01buy stop190.0284.61184.16185.261
482010.08.31 16:01s/l180.0184.61184.61183.711-2.9510012.94
492010.08.31 16:01buy190.0284.61184.16185.261
502010.08.31 16:01sell stop200.0384.16184.41183.511
512010.08.31 16:59s/l190.0284.16184.16185.261-10.7010002.24
522010.08.31 16:59sell200.0384.16184.41183.511
532010.08.31 16:59buy stop210.0484.41183.96185.061
542010.09.01 02:56s/l200.0384.41184.41183.511-8.919993.32
552010.09.01 02:56buy210.0484.41183.96185.061
562010.09.01 02:56sell stop220.0783.96184.21183.311
572010.09.01 10:32s/l210.0483.96183.96185.061-21.449971.88
582010.09.01 10:32sell220.0783.96184.21183.311
592010.09.01 10:32buy stop230.1084.21183.76184.861
602010.09.01 11:01s/l220.0784.21184.21183.311-20.789951.10
612010.09.01 11:01buy230.1084.21183.76184.861
622010.09.01 11:01sell stop240.1783.76184.01183.111
632010.09.01 14:15s/l230.1083.76183.76184.861-53.729897.38
642010.09.01 14:15sell240.1783.76184.01183.111
652010.09.01 14:15buy stop250.2384.01183.56184.661
662010.09.01 14:30s/l240.1784.01184.01183.111-50.599846.79
672010.09.01 14:30buy250.2384.01183.56184.661
682010.09.01 14:30sell stop260.3983.56183.81182.911
692010.09.01 16:56close250.2384.65283.56184.661174.1610020.95
702010.09.01 16:56delete260.3983.56183.81182.911
712010.09.02 01:00buy stop270.0184.63384.38385.283
722010.09.02 01:00sell stop280.0184.23384.48383.583
732010.09.02 04:10sell280.0184.23384.48383.583
742010.09.02 04:10delete270.0184.63384.38385.283
752010.09.02 04:10buy stop290.0284.48384.03385.133
762010.09.03 11:59s/l280.0184.48384.48383.583-2.9710017.99
772010.09.03 11:59buy290.0284.48384.03385.133
782010.09.03 11:59sell stop300.0384.03384.28383.383
792010.09.03 14:30close290.0284.82184.03385.1337.9710025.96
802010.09.03 14:30delete300.0384.03384.28383.383
812010.09.06 01:00buy stop310.0184.65684.40685.306
822010.09.06 01:00sell stop320.0184.25684.50683.606
832010.09.06 08:37sell320.0184.25684.50683.606
842010.09.06 08:37delete310.0184.65684.40685.306
852010.09.06 08:37buy stop330.0284.50684.05685.156
862010.09.07 09:29close320.0183.83684.50683.6065.0010030.96
872010.09.07 09:29delete330.0284.50684.05685.156
882010.09.08 01:00buy stop340.0183.96283.71284.612
892010.09.08 01:00sell stop350.0183.56283.81282.912
902010.09.08 05:32sell350.0183.56283.81282.912
912010.09.08 05:32delete340.0183.96283.71284.612
922010.09.08 05:32buy stop360.0283.81283.36284.462
932010.09.08 10:57s/l350.0183.81283.81282.912-2.9810027.98
942010.09.08 10:57buy360.0283.81283.36284.462
952010.09.08 10:57sell stop370.0383.36283.61282.712
962010.09.10 03:00close360.0284.15083.36284.4628.0210036.00
972010.09.10 03:00delete370.0383.36283.61282.712
982010.09.13 01:00buy stop380.0184.53484.28485.184
992010.09.13 01:00sell stop390.0184.13484.38483.484
1002010.09.13 03:18sell390.0184.13484.38483.484
1012010.09.13 03:18delete380.0184.53484.28485.184
1022010.09.13 03:18buy stop400.0284.38483.93485.034
1032010.09.13 17:44close390.0183.71484.38483.4845.0210041.02
1042010.09.13 17:44delete400.0284.38483.93485.034
1052010.09.14 01:00buy stop410.0183.91183.66184.561
1062010.09.14 01:00sell stop420.0183.51183.76182.861
1072010.09.14 02:06sell420.0183.51183.76182.861
1082010.09.14 02:06delete410.0183.91183.66184.561
1092010.09.14 02:06buy stop430.0283.76183.31184.411
1102010.09.14 16:01close420.0183.09583.76182.8615.0110046.03
1112010.09.14 16:01delete430.0283.76183.31184.411
1122010.09.15 01:00buy stop440.0183.26783.01783.917
1132010.09.15 01:00sell stop450.0182.86783.11782.217
1142010.09.15 03:32buy440.0183.26783.01783.917
1152010.09.15 03:32delete450.0182.86783.11782.217
1162010.09.15 03:32sell stop460.0283.01783.46782.367
1172010.09.15 03:34close440.0183.68883.01783.9175.0310051.06
1182010.09.15 03:34delete460.0283.01783.46782.367
1192010.09.16 01:00buy stop470.0185.93285.68286.582
1202010.09.16 01:00sell stop480.0185.53285.78284.882
1212010.09.16 02:01sell480.0185.53285.78284.882
1222010.09.16 02:01delete470.0185.93285.68286.582
1232010.09.16 02:01buy stop490.0285.78285.33286.432
1242010.09.16 15:52s/l480.0185.78285.78284.882-2.9210048.14
1252010.09.16 15:52buy490.0285.78285.33286.432
1262010.09.16 15:52sell stop500.0385.33285.58284.682
1272010.09.21 09:00s/l490.0285.33285.33286.432-10.5510037.59
1282010.09.21 09:00sell500.0385.33285.58284.682
1292010.09.21 09:00buy stop510.0485.58285.13286.232
1302010.09.21 11:17s/l500.0385.58285.58284.682-8.7610028.83
1312010.09.21 11:17buy510.0485.58285.13286.232
1322010.09.21 11:17sell stop520.0785.13285.38284.482
1332010.09.21 20:33s/l510.0485.13285.13286.232-21.1410007.69
1342010.09.21 20:33sell520.0785.13285.38284.482
1352010.09.21 20:33buy stop530.1085.38284.93286.032
1362010.09.22 11:13close520.0784.54785.38284.48248.3710056.06
1372010.09.22 11:13delete530.1085.38284.93286.032
1382010.09.23 01:00buy stop540.0184.71284.46285.362
1392010.09.23 01:00sell stop550.0184.31284.56283.662
1402010.09.23 13:36sell550.0184.31284.56283.662
1412010.09.23 13:36delete540.0184.71284.46285.362
1422010.09.23 13:36buy stop560.0284.56284.11285.212
1432010.09.24 00:42s/l550.0184.56284.56283.662-2.9710053.10
1442010.09.24 00:42buy560.0284.56284.11285.212
1452010.09.24 00:42sell stop570.0384.11284.36283.462
1462010.09.24 06:15close560.0284.91784.11285.2128.3610061.46
1472010.09.24 06:15delete570.0384.11284.36283.462
1482010.09.27 01:00buy stop580.0184.53684.28685.186
1492010.09.27 01:00sell stop590.0184.13684.38683.486
1502010.09.27 09:31sell590.0184.13684.38683.486
1512010.09.27 09:31delete580.0184.53684.28685.186
1522010.09.27 09:31buy stop600.0284.38683.93685.036
1532010.09.29 07:24close590.0183.71284.38683.4865.0410066.50
1542010.09.29 07:24delete600.0284.38683.93685.036
1552010.09.30 01:00buy stop610.0183.99183.74184.641
1562010.09.30 01:00sell stop620.0183.59183.84182.941
1572010.09.30 04:17sell620.0183.59183.84182.941
1582010.09.30 04:17delete610.0183.99183.74184.641
1592010.09.30 04:17buy stop630.0283.84183.39184.491
1602010.10.04 03:49s/l620.0183.84183.84182.941-3.0010063.50
1612010.10.04 03:49buy630.0283.84183.39184.491
1622010.10.04 03:49sell stop640.0383.39183.64182.741
1632010.10.04 07:46s/l630.0283.39183.39184.491-10.8010052.70
1642010.10.04 07:46sell640.0383.39183.64182.741
1652010.10.04 07:46buy stop650.0483.64183.19184.291
1662010.10.05 06:38s/l640.0383.64183.64182.741-8.9810043.72
1672010.10.05 06:38buy650.0483.64183.19184.291
1682010.10.05 06:38sell stop660.0783.19183.44182.541
1692010.10.05 16:38s/l650.0483.19183.19184.291-21.6410022.08
1702010.10.05 16:38sell660.0783.19183.44182.541
1712010.10.05 16:38buy stop670.1083.44182.99184.091
1722010.10.07 09:20close660.0782.60283.44182.54149.6810071.76
1732010.10.07 09:20delete670.1083.44182.99184.091
1742010.10.08 01:00buy stop680.0182.60982.35983.259
1752010.10.08 01:00sell stop690.0182.20982.45981.559
1762010.10.08 04:39sell690.0182.20982.45981.559
1772010.10.08 04:39delete680.0182.60982.35983.259
1782010.10.08 04:39buy stop700.0282.45982.00983.109
1792010.10.08 09:05s/l690.0182.45982.45981.559-3.0310068.73
1802010.10.08 09:05buy700.0282.45982.00983.109
1812010.10.08 09:05sell stop710.0382.00982.25981.359
1822010.10.08 14:30s/l700.0282.00982.00983.109-10.9810057.75
1832010.10.08 14:30sell710.0382.00982.25981.359
1842010.10.08 14:30buy stop720.0482.25981.80982.909
1852010.10.08 14:31s/l710.0382.25982.25981.359-9.1110048.64
1862010.10.08 14:31buy720.0482.25981.80982.909
1872010.10.08 14:31sell stop730.0781.80982.05981.159
1882010.10.08 15:25s/l720.0481.80981.80982.909-22.0110026.63
1892010.10.08 15:25sell730.0781.80982.05981.159
1902010.10.08 15:25buy stop740.1082.05981.60982.709
1912010.10.08 19:38s/l730.0782.05982.05981.159-21.3310005.30
1922010.10.08 19:38buy740.1082.05981.60982.709
1932010.10.08 19:38sell stop750.1781.60981.85980.959
1942010.10.11 00:00s/l740.1081.60981.60982.709-55.209950.10
1952010.10.11 00:00sell750.1781.60981.85980.959
1962010.10.11 00:00buy stop760.2381.85981.40982.509
1972010.10.11 00:30s/l750.1781.85981.85980.959-51.919898.19
1982010.10.11 00:30buy760.2381.85981.40982.509
1992010.10.11 00:30sell stop770.3981.40981.65980.759
2002010.10.14 03:53s/l760.2381.40981.40982.509-127.279770.91
2012010.10.14 03:53sell770.3981.40981.65980.759
2022010.10.14 03:53buy stop780.5481.65981.20982.309
2032010.10.14 19:09s/l770.3981.65981.65980.759-119.409651.51
2042010.10.14 19:09buy780.5481.65981.20982.309
2052010.10.14 19:09sell stop790.9181.20981.45980.559
2062010.10.15 08:08s/l780.5481.20981.20982.309-299.309352.21
2072010.10.15 08:08sell790.9181.20981.45980.559
2082010.10.15 08:08buy stop801.2681.45981.00982.109
2092010.10.15 15:03s/l790.9181.45981.45980.559-279.289072.93
2102010.10.15 15:03buy801.2681.45981.00982.109
2112010.10.15 15:03sell stop812.1481.00981.25980.359
2122010.10.20 16:44s/l801.2681.00981.00982.109-700.388372.55
2132010.10.20 16:44sell812.1481.00981.25980.359
2142010.10.20 16:44buy stop822.9681.25980.80981.909
2152010.10.21 03:20s/l812.1481.25981.25980.359-663.557709.00
2162010.10.21 03:20buy822.9681.25980.80981.909
2172010.10.22 01:00buy stop830.0181.53081.28082.180
2182010.10.22 01:00sell stop840.0181.13081.38080.480
2192010.10.22 07:21sell840.0181.13081.38080.480
2202010.10.22 07:21delete830.0181.53081.28082.180
2212010.10.22 07:21buy stop850.0281.38080.93082.030
2222010.10.22 14:59s/l840.0181.38081.38080.480-3.077705.93
2232010.10.22 14:59buy850.0281.38080.93082.030
2242010.10.22 14:59sell stop860.0380.93081.18080.280
2252010.10.25 07:29s/l850.0280.93080.93082.030-11.127694.81
2262010.10.25 07:29sell860.0380.93081.18080.280
2272010.10.25 07:29buy stop870.0481.18080.73081.830
2282010.10.25 07:46s/l822.9680.80980.80981.909-1649.146045.66
2292010.10.26 09:49s/l860.0381.18081.18080.280-9.266036.40
2302010.10.26 09:49buy870.0481.18080.73081.830
2312010.10.26 09:49sell stop880.0780.73080.98080.080
2322010.10.27 07:58close870.0481.76480.73081.83028.576064.97
2332010.10.27 07:58delete880.0780.73080.98080.080
2342010.10.28 01:00buy stop890.0181.90381.65382.553
2352010.10.28 01:00sell stop900.0181.50381.75380.853
2362010.10.28 05:49sell900.0181.50381.75380.853
2372010.10.28 05:49delete890.0181.90381.65382.553
2382010.10.28 05:49buy stop910.0281.75381.30382.403
2392010.10.28 14:20close900.0181.09581.75380.8535.036070.00
2402010.10.28 14:20delete910.0281.75381.30382.403
2412010.10.29 01:00buy stop920.0181.22980.97981.879
2422010.10.29 01:00sell stop930.0180.82981.07980.179
2432010.10.29 03:02sell930.0180.82981.07980.179
2442010.10.29 03:02delete920.0181.22980.97981.879
2452010.10.29 03:02buy stop940.0281.07980.62981.729
2462010.10.29 22:52close930.0180.42781.07980.1795.006075.00
2472010.10.29 22:52delete940.0281.07980.62981.729