Strategy Tester Report
Bob
Alpari-Demo (Build 229)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2010.10.04 00:00 - 2010.12.23 23:55 (2010.10.04 - 2010.12.24)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыStopLoss=0.0035; TakeProfit=0.0095; MovingPeriod=20; MovingShift=0; StochOversold=35; StochOverbought=50;
Баров в истории17849Смоделировано тиков3553223Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль200749.20Общая прибыль678641.80Общий убыток-477892.60
Прибыльность1.42Матожидание выигрыша1338.33
Абсолютная просадка2245.50Максимальная просадка73704.00 (27.29%)Относительная просадка75.91% (53555.00)
Всего сделок150Короткие позиции (% выигравших)83 (38.55%)Длинные позиции (% выигравших)67 (32.84%)
Прибыльные сделки (% от всех)54 (36.00%)Убыточные сделки (% от всех)96 (64.00%)
Самая большаяприбыльная сделка14259.00убыточная сделка-5425.50
Средняяприбыльная сделка12567.44убыточная сделка-4978.05
Максимальное количествонепрерывных выигрышей (прибыль)3 (42762.00)непрерывных проигрышей (убыток)11 (-57735.00)
Максимальнаянепрерывная прибыль (число выигрышей)42762.00 (3)непрерывный убыток (число проигрышей)-57735.00 (11)
Среднийнепрерывный выигрыш1непрерывный проигрыш3
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.10.04 01:35sell15.001.377631.381131.36813
22010.10.04 10:56t/p15.001.368131.381131.368134750.0014750.00
32010.10.04 11:15sell27.001.368751.372251.35925
42010.10.04 13:22s/l27.001.372251.372251.35925-2450.0012300.00
52010.10.04 13:40buy36.001.371531.368031.38103
62010.10.04 16:49s/l36.001.368031.368031.38103-2100.0010200.00
72010.10.04 17:10sell45.001.369321.372821.35982
82010.10.05 09:40s/l45.001.372821.372821.35982-1769.508430.50
92010.10.05 10:55buy54.001.377851.374351.38735
102010.10.06 12:00t/p54.001.387351.374351.387353800.8012231.30
112010.10.06 12:50sell66.001.384231.387731.37473
122010.10.06 14:18s/l66.001.387731.387731.37473-2100.0010131.30
132010.10.06 14:30buy75.001.385551.382051.39505
142010.10.07 08:41t/p75.001.395051.382051.395054753.0014884.30
152010.10.07 09:20buy87.001.397611.394111.40711
162010.10.07 15:56s/l87.001.394111.394111.40711-2450.0012434.30
172010.10.07 16:25sell96.001.394071.397571.38457
182010.10.08 12:20t/p96.001.384571.397571.384575676.6018110.90
192010.10.08 12:35sell109.001.388361.391861.37886
202010.10.08 14:30s/l109.001.391861.391861.37886-3150.0014960.90
212010.10.08 16:35buy117.001.392751.389251.40225
222010.10.11 16:52s/l117.001.389251.389251.40225-2448.6012512.30
232010.10.11 17:15sell126.001.390111.393611.38061
242010.10.12 10:01t/p126.001.380611.393611.380615676.6018188.90
252010.10.12 10:30sell139.001.381341.384841.37184
262010.10.12 14:47s/l139.001.384841.384841.37184-3150.0015038.90
272010.10.12 16:05sell148.001.382081.385581.37258
282010.10.12 17:39s/l148.001.385581.385581.37258-2800.0012238.90
292010.10.12 18:00buy156.001.384731.381231.39423
302010.10.13 02:37t/p156.001.394231.381231.394235701.2017940.10
312010.10.13 02:55buy169.001.393301.389801.40280
322010.10.14 02:14t/p169.001.402801.389801.402808555.4026495.50
332010.10.14 03:00buy1713.001.403701.400201.41320
342010.10.15 14:15t/p1713.001.413201.400201.4132012352.6038848.10
352010.10.15 14:40buy1815.001.410171.406671.41967
362010.10.15 15:01s/l1815.001.406671.406671.41967-5250.0033598.10
372010.10.15 15:20sell1915.001.407871.411371.39837
382010.10.15 18:05t/p1915.001.398371.411371.3983714250.0047848.10
392010.10.15 18:20sell2015.001.399551.403051.39005
402010.10.18 03:58t/p2015.001.390051.403051.3900514191.5062039.60
412010.10.18 04:55sell2115.001.387701.391201.37820
422010.10.18 12:23s/l2115.001.391201.391201.37820-5250.0056789.60
432010.10.18 13:00buy2215.001.391051.387551.40055
442010.10.19 13:19s/l2215.001.387551.387551.40055-5247.0051542.60
452010.10.19 14:10sell2315.001.386901.390401.37740
462010.10.19 17:08t/p2315.001.377401.390401.3774014250.0065792.60
472010.10.19 17:20sell2415.001.379331.382831.36983
482010.10.19 17:59s/l2415.001.382831.382831.36983-5250.0060542.60
492010.10.19 18:25buy2515.001.381641.378141.39114
502010.10.19 19:30s/l2515.001.378141.378141.39114-5250.0055292.60
512010.10.19 20:35sell2615.001.373711.377211.36421
522010.10.20 04:56s/l2615.001.377211.377211.36421-5308.5049984.10
532010.10.20 06:40buy2715.001.378011.374511.38751
542010.10.20 15:44t/p2715.001.387511.374511.3875114250.0064234.10
552010.10.20 17:35buy2815.001.396311.392811.40581
562010.10.21 03:20s/l2815.001.392811.392811.40581-5241.0058993.10
572010.10.21 03:50sell2915.001.391091.394591.38159
582010.10.21 04:05s/l2915.001.394591.394591.38159-5250.0053743.10
592010.10.21 05:45sell3015.001.392131.395631.38263
602010.10.21 08:23s/l3015.001.395631.395631.38263-5250.0048493.10
612010.10.21 08:50buy3115.001.395841.392341.40534
622010.10.21 19:44s/l3115.001.392341.392341.40534-5250.0043243.10
632010.10.21 20:10sell3215.001.391801.395301.38230
642010.10.22 06:54s/l3215.001.395301.395301.38230-5308.5037934.60
652010.10.22 07:30buy3315.001.395781.392281.40528
662010.10.22 09:16s/l3315.001.392281.392281.40528-5250.0032684.60
672010.10.22 10:00sell3415.001.390181.393681.38068
682010.10.22 13:25s/l3415.001.393681.393681.38068-5250.0027434.60
692010.10.22 14:10buy3514.001.394851.391351.40435
702010.10.22 17:06s/l3514.001.391351.391351.40435-4900.0022534.60
712010.10.22 18:10sell3611.001.391371.394871.38187
722010.10.22 22:39s/l3611.001.394871.394871.38187-3850.0018684.60
732010.10.25 00:40buy379.001.395281.391781.40478
742010.10.25 07:46t/p379.001.404781.391781.404788550.0027234.60
752010.10.25 08:20buy3814.001.404901.401401.41440
762010.10.25 14:24s/l3814.001.401401.401401.41440-4900.0022334.60
772010.10.25 14:45sell3911.001.401971.405471.39247
782010.10.26 01:01t/p3911.001.392471.405471.3924710407.1032741.70
792010.10.26 01:35sell4015.001.392311.395811.38281
802010.10.26 02:33s/l4015.001.395811.395811.38281-5250.0027491.70
812010.10.26 04:00buy4114.001.396211.392711.40571
822010.10.26 11:29s/l4114.001.392711.392711.40571-4900.0022591.70
832010.10.26 11:45sell4211.001.393131.396631.38363
842010.10.26 19:58t/p4211.001.383631.396631.3836310450.0033041.70
852010.10.26 20:25sell4315.001.383621.387121.37412
862010.10.27 02:52s/l4315.001.387121.387121.37412-5308.5027733.20
872010.10.27 03:40sell4414.001.383121.386621.37362
882010.10.27 19:41t/p4414.001.373621.386621.3736213300.0041033.20
892010.10.27 19:55sell4515.001.374501.378001.36500
902010.10.28 00:03s/l4515.001.378001.378001.36500-5425.5035607.70
912010.10.28 00:30buy4615.001.377611.374111.38711
922010.10.28 14:17t/p4615.001.387111.374111.3871114250.0049857.70
932010.10.28 14:50buy4715.001.386951.383451.39645
942010.10.29 10:30s/l4715.001.383451.383451.39645-5247.0044610.70
952010.10.29 11:05sell4815.001.383291.386791.37379
962010.10.29 13:54s/l4815.001.386791.386791.37379-5250.0039360.70
972010.10.29 15:15buy4915.001.389821.386321.39932
982010.11.01 03:01t/p4915.001.399321.386321.3993214253.0053613.70
992010.11.01 03:30buy5015.001.398591.395091.40809
1002010.11.01 09:19s/l5015.001.395091.395091.40809-5250.0048363.70
1012010.11.01 09:40sell5115.001.396291.399791.38679
1022010.11.01 16:45t/p5115.001.386791.399791.3867914250.0062613.70
1032010.11.01 16:50sell5215.001.387901.391401.37840
1042010.11.02 00:50s/l5215.001.391401.391401.37840-5308.5057305.20
1052010.11.02 01:35buy5315.001.391191.387691.40069
1062010.11.02 13:20t/p5315.001.400691.387691.4006914250.0071555.20
1072010.11.02 14:00buy5415.001.402401.398901.41190
1082010.11.03 19:16t/p5415.001.411901.398901.4119014253.0085808.20
1092010.11.03 19:40buy5515.001.405781.402281.41528
1102010.11.04 09:02t/p5515.001.415281.402281.4152814259.00100067.20
1112010.11.04 11:10buy5615.001.424861.421361.43436
1122010.11.04 13:07s/l5615.001.421361.421361.43436-5250.0094817.20
1132010.11.04 14:15buy5715.001.424611.421111.43411
1142010.11.04 17:08s/l5715.001.421111.421111.43411-5250.0089567.20
1152010.11.04 17:35sell5815.001.422721.426221.41322
1162010.11.05 11:43t/p5815.001.413221.426221.4132214191.50103758.70
1172010.11.05 12:25sell5915.001.410411.413911.40091
1182010.11.08 02:47t/p5915.001.400911.413911.4009114191.50117950.20
1192010.11.08 03:40sell6015.001.394651.398151.38515
1202010.11.09 01:11t/p6015.001.385151.398151.3851514191.50132141.70
1212010.11.09 01:20sell6115.001.386611.390111.37711
1222010.11.09 10:50s/l6115.001.390111.390111.37711-5250.00126891.70
1232010.11.09 12:00buy6215.001.392701.389201.40220
1242010.11.09 16:46s/l6215.001.389201.389201.40220-5250.00121641.70
1252010.11.09 17:00sell6315.001.391211.394711.38171
1262010.11.09 19:45t/p6315.001.381711.394711.3817114250.00135891.70
1272010.11.09 20:00sell6415.001.382721.386221.37322
1282010.11.10 15:41t/p6415.001.373221.386221.3732214191.50150083.20
1292010.11.10 16:15sell6515.001.370391.373891.36089
1302010.11.10 18:03s/l6515.001.373891.373891.36089-5250.00144833.20
1312010.11.10 18:20buy6615.001.372761.369261.38226
1322010.11.11 13:49s/l6615.001.369261.369261.38226-5241.00139592.20
1332010.11.11 14:15sell6715.001.369911.373411.36041
1342010.11.12 03:00t/p6715.001.360411.373411.3604114191.50153783.70
1352010.11.12 03:10sell6815.001.362221.365721.35272
1362010.11.12 09:57s/l6815.001.365721.365721.35272-5250.00148533.70
1372010.11.12 10:10buy6915.001.363831.360331.37333
1382010.11.12 11:49t/p6915.001.373331.360331.3733314250.00162783.70
1392010.11.12 12:05buy7015.001.371191.367691.38069
1402010.11.12 12:08s/l7015.001.367691.367691.38069-5250.00157533.70
1412010.11.12 12:10buy7115.001.367821.364321.37732
1422010.11.12 15:58t/p7115.001.377321.364321.3773214250.00171783.70
1432010.11.12 16:05buy7215.001.374991.371491.38449
1442010.11.12 16:22s/l7215.001.371491.371491.38449-5250.00166533.70
1452010.11.12 16:45sell7315.001.372441.375941.36294
1462010.11.15 09:42t/p7315.001.362941.375941.3629414191.50180725.20
1472010.11.15 10:00sell7415.001.363431.366931.35393
1482010.11.16 16:46t/p7415.001.353931.366931.3539314191.50194916.70
1492010.11.16 17:05sell7515.001.354911.358411.34541
1502010.11.16 19:18t/p7515.001.345411.358411.3454114250.00209166.70
1512010.11.16 19:30sell7615.001.347351.350851.33785
1522010.11.17 02:57s/l7615.001.350851.350851.33785-5308.50203858.20
1532010.11.17 03:45buy7715.001.350431.346931.35993
1542010.11.17 09:04s/l7715.001.346931.346931.35993-5250.00198608.20
1552010.11.17 09:20sell7815.001.348321.351821.33882
1562010.11.17 10:21s/l7815.001.351821.351821.33882-5250.00193358.20
1572010.11.17 10:35buy7915.001.350631.347131.36013
1582010.11.17 13:28s/l7915.001.347131.347131.36013-5250.00188108.20
1592010.11.17 13:40sell8015.001.347661.351161.33816
1602010.11.17 14:30s/l8015.001.351161.351161.33816-5250.00182858.20
1612010.11.17 14:50buy8115.001.349441.345941.35894
1622010.11.18 04:23t/p8115.001.358941.345941.3589414259.00197117.20
1632010.11.18 04:55buy8215.001.358701.355201.36820
1642010.11.19 07:59t/p8215.001.368201.355201.3682014253.00211370.20
1652010.11.19 08:45buy8315.001.368441.364941.37794
1662010.11.19 14:54s/l8315.001.364941.364941.37794-5250.00206120.20
1672010.11.19 15:10sell8415.001.366351.369851.35685
1682010.11.22 00:00s/l8415.001.369851.369851.35685-5308.50200811.70
1692010.11.22 00:30buy8515.001.371791.368291.38129
1702010.11.22 13:22s/l8515.001.368291.368291.38129-5250.00195561.70
1712010.11.22 14:40sell8615.001.363831.367331.35433
1722010.11.23 07:27t/p8615.001.354331.367331.3543314191.50209753.20
1732010.11.23 07:55sell8715.001.355651.359151.34615
1742010.11.23 10:10s/l8715.001.359151.359151.34615-5250.00204503.20
1752010.11.23 12:10sell8815.001.358211.361711.34871
1762010.11.23 14:45t/p8815.001.348711.361711.3487114250.00218753.20
1772010.11.23 15:10sell8915.001.349701.353201.34020
1782010.11.23 16:34t/p8915.001.340201.353201.3402014250.00233003.20
1792010.11.23 16:45sell9015.001.341591.345091.33209
1802010.11.24 10:01t/p9015.001.332091.345091.3320914191.50247194.70
1812010.11.24 10:25sell9115.001.331921.335421.32242
1822010.11.24 12:17s/l9115.001.335421.335421.32242-5250.00241944.70
1832010.11.24 12:50buy9215.001.334891.331391.34439
1842010.11.24 20:48s/l9215.001.331391.331391.34439-5250.00236694.70
1852010.11.24 21:10sell9315.001.332361.335861.32286
1862010.11.25 00:53s/l9315.001.335861.335861.32286-5425.50231269.20
1872010.11.25 02:20sell9415.001.332641.336141.32314
1882010.11.25 16:30s/l9415.001.336141.336141.32314-5250.00226019.20
1892010.11.25 17:10buy9515.001.336791.333291.34629
1902010.11.26 00:54s/l9515.001.333291.333291.34629-5247.00220772.20
1912010.11.26 01:15sell9615.001.334021.337521.32452
1922010.11.26 10:09t/p9615.001.324521.337521.3245214250.00235022.20
1932010.11.26 10:50sell9715.001.323671.327171.31417
1942010.11.29 00:00s/l9715.001.327171.327171.31417-5308.50229713.70
1952010.11.29 00:30buy9815.001.326931.323431.33643
1962010.11.29 00:58s/l9815.001.323431.323431.33643-5250.00224463.70
1972010.11.29 02:00sell9915.001.321191.324691.31169
1982010.11.29 07:11s/l9915.001.324691.324691.31169-5250.00219213.70
1992010.11.29 07:30buy10015.001.324301.320801.33380
2002010.11.29 11:09s/l10015.001.320801.320801.33380-5250.00213963.70
2012010.11.29 11:40sell10115.001.320591.324091.31109
2022010.11.29 15:00t/p10115.001.311091.324091.3110914250.00228213.70
2032010.11.29 15:45sell10215.001.310661.314161.30116
2042010.11.30 02:26s/l10215.001.314161.314161.30116-5308.50222905.20
2052010.11.30 03:00buy10315.001.313881.310381.32338
2062010.11.30 04:29s/l10315.001.310381.310381.32338-5250.00217655.20
2072010.11.30 04:50sell10415.001.310921.314421.30142
2082010.11.30 10:17t/p10415.001.301421.314421.3014214250.00231905.20
2092010.11.30 10:50sell10515.001.302391.305891.29289
2102010.12.01 09:12s/l10515.001.305891.305891.29289-5308.50226596.70
2112010.12.01 09:45buy10615.001.307171.303671.31667
2122010.12.01 17:56t/p10615.001.316671.303671.3166714250.00240846.70
2132010.12.01 18:25buy10715.001.312821.309321.32232
2142010.12.02 05:25s/l10715.001.309321.309321.32232-5241.00235605.70
2152010.12.02 05:45sell10815.001.310351.313851.30085
2162010.12.02 07:43s/l10815.001.313851.313851.30085-5250.00230355.70
2172010.12.02 10:00sell10915.001.312931.316431.30343
2182010.12.02 10:28s/l10915.001.316431.316431.30343-5250.00225105.70
2192010.12.02 11:50buy11015.001.318861.315361.32836
2202010.12.02 13:01s/l11015.001.315361.315361.32836-5250.00219855.70
2212010.12.02 13:20sell11115.001.316371.319871.30687
2222010.12.02 15:01t/p11115.001.306871.319871.3068714250.00234105.70
2232010.12.02 15:15sell11215.001.310141.313641.30064
2242010.12.02 15:37s/l11215.001.313641.313641.30064-5250.00228855.70
2252010.12.02 16:45buy11315.001.317131.313631.32663
2262010.12.03 11:17t/p11315.001.326631.313631.3266314253.00243108.70
2272010.12.03 11:50buy11415.001.325561.322061.33506
2282010.12.03 15:14t/p11415.001.335061.322061.3350614250.00257358.70
2292010.12.03 16:00buy11515.001.335251.331751.34475
2302010.12.06 09:32s/l11515.001.331751.331751.34475-5247.00252111.70
2312010.12.06 09:50sell11615.001.332151.335651.32265
2322010.12.07 09:02s/l11615.001.335651.335651.32265-5308.50246803.20
2332010.12.07 09:35buy11715.001.335551.332051.34505
2342010.12.07 17:05s/l11715.001.332051.332051.34505-5250.00241553.20
2352010.12.07 17:35sell11815.001.333091.336591.32359
2362010.12.08 03:33t/p11815.001.323591.336591.3235914191.50255744.70
2372010.12.08 04:35sell11915.001.322831.326331.31333
2382010.12.08 15:44s/l11915.001.326331.326331.31333-5250.00250494.70
2392010.12.08 16:10buy12015.001.324881.321381.33438
2402010.12.08 16:40s/l12015.001.321381.321381.33438-5250.00245244.70
2412010.12.08 17:05sell12115.001.322081.325581.31258
2422010.12.08 19:10s/l12115.001.325581.325581.31258-5250.00239994.70
2432010.12.08 20:10buy12215.001.324401.320901.33390
2442010.12.09 11:02s/l12215.001.320901.320901.33390-5241.00234753.70
2452010.12.09 11:20sell12315.001.321451.324951.31195
2462010.12.09 14:58s/l12315.001.324951.324951.31195-5250.00229503.70
2472010.12.09 15:30buy12415.001.323431.319931.33293
2482010.12.09 16:08s/l12415.001.319931.319931.33293-5250.00224253.70
2492010.12.09 16:35sell12515.001.319401.322901.30990
2502010.12.09 19:01s/l12515.001.322901.322901.30990-5250.00219003.70
2512010.12.09 19:35buy12615.001.323471.319971.33297
2522010.12.10 16:01s/l12615.001.319971.319971.33297-5247.00213756.70
2532010.12.10 16:35sell12715.001.319551.323051.31005
2542010.12.10 17:06s/l12715.001.323051.323051.31005-5250.00208506.70
2552010.12.10 17:40buy12815.001.322311.318811.33181
2562010.12.13 01:57s/l12815.001.318811.318811.33181-5247.00203259.70
2572010.12.13 02:15sell12915.001.319531.323031.31003
2582010.12.13 12:06s/l12915.001.323031.323031.31003-5250.00198009.70
2592010.12.13 13:35buy13015.001.327201.323701.33670
2602010.12.13 16:31t/p13015.001.336701.323701.3367014250.00212259.70
2612010.12.13 17:30buy13115.001.338711.335211.34821
2622010.12.14 11:56t/p13115.001.348211.335211.3482114253.00226512.70
2632010.12.14 12:15buy13215.001.346841.343341.35634
2642010.12.14 14:14s/l13215.001.343341.343341.35634-5250.00221262.70
2652010.12.14 14:40sell13315.001.343451.346951.33395
2662010.12.15 02:51t/p13315.001.333951.346951.3339514191.50235454.20
2672010.12.15 03:10sell13415.001.334201.337701.32470
2682010.12.15 13:41s/l13415.001.337701.337701.32470-5250.00230204.20
2692010.12.15 14:15buy13515.001.336001.332501.34550
2702010.12.15 15:11s/l13515.001.332501.332501.34550-5250.00224954.20
2712010.12.15 15:25sell13615.001.333511.337011.32401
2722010.12.15 20:21t/p13615.001.324011.337011.3240114250.00239204.20
2732010.12.15 21:05sell13715.001.322461.325961.31296
2742010.12.16 10:16s/l13715.001.325961.325961.31296-5425.50233778.70
2752010.12.16 10:40buy13815.001.324511.321011.33401
2762010.12.16 16:08s/l13815.001.321011.321011.33401-5250.00228528.70
2772010.12.16 17:00sell13915.001.319381.322881.30988
2782010.12.16 18:54s/l13915.001.322881.322881.30988-5250.00223278.70
2792010.12.16 19:10buy14015.001.322091.318591.33159
2802010.12.17 07:30t/p14015.001.331591.318591.3315914253.00237531.70
2812010.12.17 08:05buy14115.001.330651.327151.34015
2822010.12.17 12:56s/l14115.001.327151.327151.34015-5250.00232281.70
2832010.12.17 13:50sell14215.001.325531.329031.31603
2842010.12.17 16:39t/p14215.001.316031.329031.3160314250.00246531.70
2852010.12.17 17:15sell14315.001.314691.318191.30519
2862010.12.17 21:56s/l14315.001.318191.318191.30519-5250.00241281.70
2872010.12.20 00:35sell14415.001.315991.319491.30649
2882010.12.21 08:05s/l14415.001.319491.319491.30649-5308.50235973.20
2892010.12.21 08:40buy14515.001.318941.315441.32844
2902010.12.21 09:04s/l14515.001.315441.315441.32844-5250.00230723.20
2912010.12.21 09:45sell14615.001.315261.318761.30576
2922010.12.21 14:18s/l14615.001.318761.318761.30576-5250.00225473.20
2932010.12.21 14:50buy14715.001.317531.314031.32703
2942010.12.21 16:01s/l14715.001.314031.314031.32703-5250.00220223.20
2952010.12.21 16:40sell14815.001.313041.316541.30354
2962010.12.22 10:44s/l14815.001.316541.316541.30354-5308.50214914.70
2972010.12.22 11:20buy14915.001.316241.312741.32574
2982010.12.22 14:03s/l14915.001.312741.312741.32574-5250.00209664.70
2992010.12.22 14:35sell15015.001.311971.315471.30247
3002010.12.23 23:59close at stop15015.001.311131.315471.302471084.50210749.20