Strategy Tester Report
EGEN Wave Advisor
Alpari-Demo (Build 392)

СимволEURUSD (Euro vs US Dollar)
Период30 Минут (M30) 2011.04.01 00:00 - 2011.04.08 22:30 (2011.04.01 - 2011.04.11)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыCloseAll=false; TakeProfit=0; StopLoss=0; Lots=10; Slippage=3;
Баров в истории1285Смоделировано тиков321098Качество моделирования90.00%
Ошибки рассогласования графиков17
Начальный депозит1000.00
Чистая прибыль1063.05Общая прибыль1349.08Общий убыток-286.03
Прибыльность4.72Матожидание выигрыша8.93
Абсолютная просадка50.20Максимальная просадка217.50 (10.43%)Относительная просадка11.74% (187.10)
Всего сделок119Короткие позиции (% выигравших)60 (98.33%)Длинные позиции (% выигравших)59 (64.41%)
Прибыльные сделки (% от всех)97 (81.51%)Убыточные сделки (% от всех)22 (18.49%)
Самая большаяприбыльная сделка154.10убыточная сделка-31.90
Средняяприбыльная сделка13.91убыточная сделка-13.00
Максимальное количествонепрерывных выигрышей (прибыль)21 (257.69)непрерывных проигрышей (убыток)1 (-31.90)
Максимальнаянепрерывная прибыль (число выигрышей)636.09 (19)непрерывный убыток (число проигрышей)-31.90 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12011.04.01 00:00buy10.101.417430.000000.00000
22011.04.01 02:00buy20.101.415680.000000.00000
32011.04.01 03:30sell30.301.416040.000000.00000
42011.04.01 03:30close by20.101.416040.000000.000003.601003.60
52011.04.01 03:30close by30.001.416040.000000.000000.001003.60
62011.04.01 03:30sell40.201.416040.000000.00000
72011.04.01 03:30close by10.101.416040.000000.00000-13.90989.70
82011.04.01 03:30close by40.001.416040.000000.000000.00989.70
92011.04.01 03:30sell50.101.416040.000000.00000
102011.04.01 05:30sell60.101.416840.000000.00000
112011.04.01 07:30sell70.101.416980.000000.00000
122011.04.01 11:00sell80.101.416520.000000.00000
132011.04.01 16:00buy90.501.406320.000000.00000
142011.04.01 16:00close by90.101.416520.000000.00000102.001091.70
152011.04.01 16:00buy100.401.406320.000000.00000
162011.04.01 16:00close by80.001.416520.000000.000000.001091.70
172011.04.01 16:00close by100.101.416980.000000.00000106.601198.30
182011.04.01 16:00buy110.301.406320.000000.00000
192011.04.01 16:00close by70.001.416980.000000.000000.001198.30
202011.04.01 16:00close by110.101.416840.000000.00000105.201303.50
212011.04.01 16:00buy120.201.406320.000000.00000
222011.04.01 16:00close by60.001.416840.000000.000000.001303.50
232011.04.01 16:00close by120.101.416040.000000.0000097.201400.70
242011.04.01 16:00buy130.101.406320.000000.00000
252011.04.01 16:00close by50.001.416040.000000.000000.001400.70
262011.04.01 19:30sell140.201.421730.000000.00000
272011.04.01 19:30close by130.101.421730.000000.00000154.101554.80
282011.04.01 19:30close by140.001.421730.000000.000000.001554.80
292011.04.01 19:30sell150.101.421730.000000.00000
302011.04.01 20:30sell160.101.424370.000000.00000
312011.04.04 00:00sell170.101.423110.000000.00000
322011.04.04 01:30sell180.101.423540.000000.00000
332011.04.04 02:30sell190.101.425600.000000.00000
342011.04.04 03:30buy200.601.422370.000000.00000
352011.04.04 03:30close by200.101.425600.000000.0000032.301587.10
362011.04.04 03:30buy210.501.422370.000000.00000
372011.04.04 03:30close by190.001.425600.000000.000000.001587.10
382011.04.04 03:30close by210.101.423540.000000.0000011.701598.80
392011.04.04 03:30buy220.401.422370.000000.00000
402011.04.04 03:30close by180.001.423540.000000.000000.001598.80
412011.04.04 03:30close by220.101.423110.000000.000007.401606.20
422011.04.04 03:30buy230.301.422370.000000.00000
432011.04.04 03:30close by170.001.423110.000000.000000.001606.20
442011.04.04 03:30close by230.101.424370.000000.0000019.591625.79
452011.04.04 03:30buy240.201.422370.000000.00000
462011.04.04 03:30close by160.001.424370.000000.000000.001625.79
472011.04.04 03:30close by240.101.421730.000000.00000-6.811618.98
482011.04.04 03:30buy250.101.422370.000000.00000
492011.04.04 03:30close by150.001.421730.000000.000000.001618.98
502011.04.04 07:30sell260.201.422130.000000.00000
512011.04.04 07:30close by250.101.422130.000000.00000-2.401616.58
522011.04.04 07:30close by260.001.422130.000000.000000.001616.58
532011.04.04 07:30sell270.101.422130.000000.00000
542011.04.04 08:30sell280.101.423810.000000.00000
552011.04.04 11:00buy290.301.420260.000000.00000
562011.04.04 11:00close by290.101.423810.000000.0000035.501652.08
572011.04.04 11:00buy300.201.420260.000000.00000
582011.04.04 11:00close by280.001.423810.000000.000000.001652.08
592011.04.04 11:00close by300.101.422130.000000.0000018.701670.78
602011.04.04 11:00buy310.101.420260.000000.00000
612011.04.04 11:00close by270.001.422130.000000.000000.001670.78
622011.04.04 12:30sell320.201.422140.000000.00000
632011.04.04 12:30close by310.101.422140.000000.0000018.801689.58
642011.04.04 12:30close by320.001.422140.000000.000000.001689.58
652011.04.04 12:30sell330.101.422140.000000.00000
662011.04.04 13:30buy340.201.421350.000000.00000
672011.04.04 13:30close by340.101.422140.000000.000007.901697.48
682011.04.04 13:30buy350.101.421350.000000.00000
692011.04.04 13:30close by330.001.422140.000000.000000.001697.48
702011.04.04 14:30sell360.201.424640.000000.00000
712011.04.04 14:30close by350.101.424640.000000.0000032.901730.38
722011.04.04 14:30close by360.001.424640.000000.000000.001730.38
732011.04.04 14:30sell370.101.424640.000000.00000
742011.04.04 17:00sell380.101.423300.000000.00000
752011.04.04 20:00buy390.301.419990.000000.00000
762011.04.04 20:00close by390.101.423300.000000.0000033.101763.48
772011.04.04 20:00buy400.201.419990.000000.00000
782011.04.04 20:00close by380.001.423300.000000.000000.001763.48
792011.04.04 20:00close by400.101.424640.000000.0000046.501809.98
802011.04.04 20:00buy410.101.419990.000000.00000
812011.04.04 20:00close by370.001.424640.000000.000000.001809.98
822011.04.04 21:30sell420.201.422520.000000.00000
832011.04.04 21:30close by410.101.422520.000000.0000025.301835.28
842011.04.04 21:30close by420.001.422520.000000.000000.001835.28
852011.04.04 21:30sell430.101.422520.000000.00000
862011.04.05 01:30sell440.101.422540.000000.00000
872011.04.05 03:30buy450.301.420560.000000.00000
882011.04.05 03:30close by450.101.422540.000000.0000019.801855.08
892011.04.05 03:30buy460.201.420560.000000.00000
902011.04.05 03:30close by440.001.422540.000000.000000.001855.08
912011.04.05 03:30close by460.101.422520.000000.0000019.191874.27
922011.04.05 03:30buy470.101.420560.000000.00000
932011.04.05 03:30close by430.001.422520.000000.000000.001874.27
942011.04.05 04:30buy480.101.419280.000000.00000
952011.04.05 10:30buy490.101.418280.000000.00000
962011.04.05 13:30sell500.401.417370.000000.00000
972011.04.05 13:30close by490.101.417370.000000.00000-9.101865.17
982011.04.05 13:30close by500.001.417370.000000.000000.001865.17
992011.04.05 13:30sell510.301.417370.000000.00000
1002011.04.05 13:30close by480.101.417370.000000.00000-19.101846.07
1012011.04.05 13:30close by510.001.417370.000000.000000.001846.07
1022011.04.05 13:30sell520.201.417370.000000.00000
1032011.04.05 13:30close by470.101.417370.000000.00000-31.901814.17
1042011.04.05 13:30close by520.001.417370.000000.000000.001814.17
1052011.04.05 13:30sell530.101.417370.000000.00000
1062011.04.05 14:30buy540.201.418200.000000.00000
1072011.04.05 14:30close by540.101.417370.000000.00000-8.301805.87
1082011.04.05 14:30buy550.101.418200.000000.00000
1092011.04.05 14:30close by530.001.417370.000000.000000.001805.87
1102011.04.05 17:00sell560.201.420300.000000.00000
1112011.04.05 17:00close by550.101.420300.000000.0000021.001826.87
1122011.04.05 17:00close by560.001.420300.000000.000000.001826.87
1132011.04.05 17:00sell570.101.420300.000000.00000
1142011.04.05 20:00buy580.201.422370.000000.00000
1152011.04.05 20:00close by580.101.420300.000000.00000-20.701806.17
1162011.04.05 20:00buy590.101.422370.000000.00000
1172011.04.05 20:00close by570.001.420300.000000.000000.001806.17
1182011.04.05 23:00sell600.201.422180.000000.00000
1192011.04.05 23:00close by590.101.422180.000000.00000-1.901804.27
1202011.04.05 23:00close by600.001.422180.000000.000000.001804.27
1212011.04.05 23:00sell610.101.422180.000000.00000
1222011.04.06 00:00buy620.201.421930.000000.00000
1232011.04.06 00:00close by620.101.422180.000000.000002.091806.36
1242011.04.06 00:00buy630.101.421930.000000.00000
1252011.04.06 00:00close by610.001.422180.000000.000000.001806.36
1262011.04.06 02:00sell640.201.423110.000000.00000
1272011.04.06 02:00close by630.101.423110.000000.0000011.801818.16
1282011.04.06 02:00close by640.001.423110.000000.000000.001818.16
1292011.04.06 02:00sell650.101.423110.000000.00000
1302011.04.06 06:30buy660.201.425850.000000.00000
1312011.04.06 06:30close by660.101.423110.000000.00000-27.401790.76
1322011.04.06 06:30buy670.101.425850.000000.00000
1332011.04.06 06:30close by650.001.423110.000000.000000.001790.76
1342011.04.06 07:30buy680.101.425730.000000.00000
1352011.04.06 12:00sell690.301.430340.000000.00000
1362011.04.06 12:00close by680.101.430340.000000.0000046.101836.86
1372011.04.06 12:00close by690.001.430340.000000.000000.001836.86
1382011.04.06 12:00sell700.201.430340.000000.00000
1392011.04.06 12:00close by670.101.430340.000000.0000044.901881.76
1402011.04.06 12:00close by700.001.430340.000000.000000.001881.76
1412011.04.06 12:00sell710.101.430340.000000.00000
1422011.04.06 13:00buy720.201.430640.000000.00000
1432011.04.06 13:00close by720.101.430340.000000.00000-3.001878.76
1442011.04.06 13:00buy730.101.430640.000000.00000
1452011.04.06 13:00close by710.001.430340.000000.000000.001878.76
1462011.04.06 16:00buy740.101.429470.000000.00000
1472011.04.06 19:30sell750.301.433350.000000.00000
1482011.04.06 19:30close by740.101.433350.000000.0000038.801917.56
1492011.04.06 19:30close by750.001.433350.000000.000000.001917.56
1502011.04.06 19:30sell760.201.433350.000000.00000
1512011.04.06 19:30close by730.101.433350.000000.0000027.101944.66
1522011.04.06 19:30close by760.001.433350.000000.000000.001944.66
1532011.04.06 19:30sell770.101.433350.000000.00000
1542011.04.06 21:00sell780.101.433450.000000.00000
1552011.04.06 22:00sell790.101.433040.000000.00000
1562011.04.07 04:00sell800.101.431430.000000.00000
1572011.04.07 05:00buy810.501.430450.000000.00000
1582011.04.07 05:00close by810.101.431430.000000.000009.801954.46
1592011.04.07 05:00buy820.401.430450.000000.00000
1602011.04.07 05:00close by800.001.431430.000000.000000.001954.46
1612011.04.07 05:00close by820.101.433040.000000.0000024.671979.13
1622011.04.07 05:00buy830.301.430450.000000.00000
1632011.04.07 05:00close by790.001.433040.000000.000000.001979.13
1642011.04.07 05:00close by830.101.433450.000000.0000028.772007.90
1652011.04.07 05:00buy840.201.430450.000000.00000
1662011.04.07 05:00close by780.001.433450.000000.000000.002007.90
1672011.04.07 05:00close by840.101.433350.000000.0000027.772035.67
1682011.04.07 05:00buy850.101.430450.000000.00000
1692011.04.07 05:00close by770.001.433350.000000.000000.002035.67
1702011.04.07 06:30buy860.101.430320.000000.00000
1712011.04.07 07:30buy870.101.429930.000000.00000
1722011.04.07 11:30sell880.401.428530.000000.00000
1732011.04.07 11:30close by870.101.428530.000000.00000-14.002021.67
1742011.04.07 11:30close by880.001.428530.000000.000000.002021.67
1752011.04.07 11:30sell890.301.428530.000000.00000
1762011.04.07 11:30close by860.101.428530.000000.00000-17.902003.77
1772011.04.07 11:30close by890.001.428530.000000.000000.002003.77
1782011.04.07 11:30sell900.201.428530.000000.00000
1792011.04.07 11:30close by850.101.428530.000000.00000-19.201984.57
1802011.04.07 11:30close by900.001.428530.000000.000000.001984.57
1812011.04.07 11:30sell910.101.428530.000000.00000
1822011.04.07 14:00sell920.101.427860.000000.00000
1832011.04.07 15:00sell930.101.426770.000000.00000
1842011.04.07 18:00buy940.401.428650.000000.00000
1852011.04.07 18:00close by940.101.426770.000000.00000-18.801965.77
1862011.04.07 18:00buy950.301.428650.000000.00000
1872011.04.07 18:00close by930.001.426770.000000.000000.001965.77
1882011.04.07 18:00close by950.101.427860.000000.00000-7.901957.87
1892011.04.07 18:00buy960.201.428650.000000.00000
1902011.04.07 18:00close by920.001.427860.000000.000000.001957.87
1912011.04.07 18:00close by960.101.428530.000000.00000-1.201956.67
1922011.04.07 18:00buy970.101.428650.000000.00000
1932011.04.07 18:00close by910.001.428530.000000.000000.001956.67
1942011.04.07 19:30sell980.201.429090.000000.00000
1952011.04.07 19:30close by970.101.429090.000000.000004.401961.07
1962011.04.07 19:30close by980.001.429090.000000.000000.001961.07
1972011.04.07 19:30sell990.101.429090.000000.00000
1982011.04.07 21:00sell1000.101.429780.000000.00000
1992011.04.08 00:30buy1010.301.429870.000000.00000
2002011.04.08 00:30close by1010.101.429780.000000.00000-1.311959.76
2012011.04.08 00:30buy1020.201.429870.000000.00000
2022011.04.08 00:30close by1000.001.429780.000000.000000.001959.76
2032011.04.08 00:30close by1020.101.429090.000000.00000-8.211951.55
2042011.04.08 00:30buy1030.101.429870.000000.00000
2052011.04.08 00:30close by990.001.429090.000000.000000.001951.55
2062011.04.08 05:30sell1040.201.436930.000000.00000
2072011.04.08 05:30close by1030.101.436930.000000.0000070.602022.15
2082011.04.08 05:30close by1040.001.436930.000000.000000.002022.15
2092011.04.08 05:30sell1050.101.436930.000000.00000
2102011.04.08 08:00buy1060.201.438920.000000.00000
2112011.04.08 08:00close by1060.101.436930.000000.00000-19.902002.25
2122011.04.08 08:00buy1070.101.438920.000000.00000
2132011.04.08 08:00close by1050.001.436930.000000.000000.002002.25
2142011.04.08 12:30sell1080.201.440740.000000.00000
2152011.04.08 12:30close by1070.101.440740.000000.0000018.202020.45
2162011.04.08 12:30close by1080.001.440740.000000.000000.002020.45
2172011.04.08 12:30sell1090.101.440740.000000.00000
2182011.04.08 13:30sell1100.101.441830.000000.00000
2192011.04.08 14:30buy1110.301.441270.000000.00000
2202011.04.08 14:30close by1110.101.441830.000000.000005.602026.05
2212011.04.08 14:30buy1120.201.441270.000000.00000
2222011.04.08 14:30close by1100.001.441830.000000.000000.002026.05
2232011.04.08 14:30close by1120.101.440740.000000.00000-5.302020.75
2242011.04.08 14:30buy1130.101.441270.000000.00000
2252011.04.08 14:30close by1090.001.440740.000000.000000.002020.75
2262011.04.08 17:30sell1140.201.443530.000000.00000
2272011.04.08 17:30close by1130.101.443530.000000.0000022.602043.35
2282011.04.08 17:30close by1140.001.443530.000000.000000.002043.35
2292011.04.08 17:30sell1150.101.443530.000000.00000
2302011.04.08 19:00buy1160.201.442160.000000.00000
2312011.04.08 19:00close by1160.101.443530.000000.0000013.702057.05
2322011.04.08 19:00buy1170.101.442160.000000.00000
2332011.04.08 19:00close by1150.001.443530.000000.000000.002057.05
2342011.04.08 22:00sell1180.201.445540.000000.00000
2352011.04.08 22:00close by1170.101.445540.000000.0000033.802090.85
2362011.04.08 22:00close by1180.001.445540.000000.000000.002090.85
2372011.04.08 22:00sell1190.101.445540.000000.00000
2382011.04.08 22:59close at stop1190.101.448320.000000.00000-27.802063.05