Strategy Tester Report
MACD STOCH Martingale v3.01
AlfaForex-Server (Build 600)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2013.10.16 00:00 - 2014.02.07 20:59 (2013.10.16 - 2014.02.08)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыMagic=3216; TakeProfit=860; PipsStep=150; MaxTrades=5; EmergencyClose_desc=230526304; EmergencyClose=6; CloseOnEmergency=true; SecureProfit=2.5; TrailingProfit=true; FactorLot=1.5; FactorPips=1; OrdenSalto=5; Salto=2; mm=false; MiniAccount=true; ReversCondition_desc=74040256; ReverseCondition=true; TradeMACD=true; TradeSTOCH=true; risk=0.1; InitialFixedLots=0.1; MaxLots=10000; MACDFast=5; MACDSlow=42; MACDPeriod=2; MAPrice_desc=230526416; MACDPrice=0; KPeriod=10; DPeriod=5; Slowing=47; Method=2; Price=0; StopTrading_desc=74253400; StopTrading=false; slippage=40; ForceOrderType_desc=230526472; ForceOrderType=6; UpdateVar_Desc=74252696; UpdateVar=false; NewLastLotSize=0; NewMaxTradesAux=0; NewPreviousOpenOrders=0; NewMyOrderType=6;
Баров в истории2930Смоделировано тиков4860Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (11)
Чистая прибыль6193.74Общая прибыль6826.75Общий убыток-633.01
Прибыльность10.78Матожидание выигрыша101.54
Абсолютная просадка178.42Максимальная просадка2311.38 (16.95%)Относительная просадка16.95% (2311.38)
Всего сделок61Короткие позиции (% выигравших)35 (62.86%)Длинные позиции (% выигравших)26 (84.62%)
Прибыльные сделки (% от всех)44 (72.13%)Убыточные сделки (% от всех)17 (27.87%)
Самая большаяприбыльная сделка762.30убыточная сделка-78.38
Средняяприбыльная сделка155.15убыточная сделка-37.24
Максимальное количествонепрерывных выигрышей (прибыль)14 (1768.87)непрерывных проигрышей (убыток)4 (-210.18)
Максимальнаянепрерывная прибыль (число выигрышей)1768.87 (14)непрерывный убыток (число проигрышей)-210.18 (4)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.10.16 02:00buy10.101.350880.000001.35948
22013.10.16 16:00buy20.151.349120.000001.35798
32013.10.16 16:00modify10.101.350880.000001.35798
42013.10.17 09:00t/p10.101.357980.000001.3579870.2510070.25
52013.10.17 09:00t/p20.151.357980.000001.35798131.7810202.03
62013.10.18 08:00sell30.101.368710.000001.36011
72013.10.22 14:00sell40.151.372340.000001.36161
82013.10.22 14:00modify30.101.368710.000001.36161
92013.10.22 15:00sell50.231.375410.000001.36524
102013.10.22 15:00modify30.101.368710.000001.36524
112013.10.22 15:00modify40.151.372340.000001.36524
122013.10.22 16:00sell60.351.377240.000001.36831
132013.10.22 16:00modify30.101.368710.000001.36831
142013.10.22 16:00modify40.151.372340.000001.36831
152013.10.22 16:00modify50.231.375410.000001.36831
162013.10.22 19:00sell71.051.378890.000001.37014
172013.10.22 19:00modify30.101.368710.000001.37014
182013.10.22 19:00modify40.151.372340.000001.37014
192013.10.22 19:00modify50.231.375410.000001.37014
202013.10.22 19:00modify60.351.377240.000001.37014
212013.10.23 09:00close71.051.375620.000001.37014341.7810543.80
222013.10.23 09:00close60.351.375620.000001.3701456.1810599.97
232013.10.23 09:00close50.231.375620.000001.37014-5.1710594.80
242013.10.23 09:00close40.151.375620.000001.37014-49.4310545.38
252013.10.23 09:00close30.101.375620.000001.37014-69.5510475.83
262013.10.24 07:00sell80.101.380660.000001.37206
272013.10.25 09:00sell90.151.382470.000001.37356
282013.10.25 09:00modify80.101.380660.000001.37356
292013.10.30 02:00t/p80.101.373560.000001.3735670.4010546.23
302013.10.30 02:00t/p90.151.373560.000001.37356132.9710679.20
312013.10.31 02:00sell100.101.373040.000001.36444
322013.10.31 13:00t/p100.101.364440.000001.3644486.0010765.20
332013.11.01 02:00buy110.101.356290.000001.36489
342013.11.01 03:00buy120.151.354600.000001.36339
352013.11.01 03:00modify110.101.356290.000001.36339
362013.11.01 11:00buy130.231.352670.000001.36170
372013.11.01 11:00modify110.101.356290.000001.36170
382013.11.01 11:00modify120.151.354600.000001.36170
392013.11.01 15:00buy140.351.349200.000001.35977
402013.11.01 15:00modify110.101.356290.000001.35977
412013.11.01 15:00modify120.151.354600.000001.35977
422013.11.01 15:00modify130.231.352670.000001.35977
432013.11.05 15:00buy151.051.346860.000001.35630
442013.11.05 15:00modify110.101.356290.000001.35630
452013.11.05 15:00modify120.151.354600.000001.35630
462013.11.05 15:00modify130.231.352670.000001.35630
472013.11.05 15:00modify140.351.349200.000001.35630
482013.11.06 05:00close151.051.351060.000001.35630438.3811203.58
492013.11.06 05:00close140.351.351060.000001.3563062.4711266.05
502013.11.06 05:00close130.231.351060.000001.35630-38.7611227.30
512013.11.06 05:00close120.151.351060.000001.35630-54.2311173.07
522013.11.06 05:00close110.101.351060.000001.35630-53.0511120.02
532013.11.06 15:00buy160.101.350440.000001.35904
542013.11.07 14:00buy170.151.337000.000001.35754
552013.11.07 14:00modify160.101.350440.000001.35754
562013.11.07 15:00buy180.231.333130.000001.34410
572013.11.07 15:00modify160.101.350440.000001.34410
582013.11.07 15:00modify170.151.337000.000001.34410
592013.11.07 21:00t/p160.101.344100.000001.34410-64.1511055.87
602013.11.07 21:00t/p170.151.344100.000001.34410106.5011162.37
612013.11.07 21:00t/p180.231.344100.000001.34410252.3111414.68
622013.11.08 15:00buy190.101.339080.000001.34768
632013.11.08 16:00buy200.151.335360.000001.34618
642013.11.08 16:00modify190.101.339080.000001.34618
652013.11.13 18:00t/p190.101.346180.000001.3461870.2511484.93
662013.11.13 18:00t/p200.151.346180.000001.34618161.1811646.11
672013.11.14 20:00buy210.101.345050.000001.35365
682013.11.18 16:00t/p210.101.353650.000001.3536585.5011731.61
692013.11.19 08:00sell220.101.351790.000001.34319
702013.11.19 19:00sell230.151.353500.000001.34469
712013.11.19 19:00modify220.101.351790.000001.34469
722013.11.20 01:00sell240.231.356070.000001.34640
732013.11.20 01:00modify220.101.351790.000001.34640
742013.11.20 01:00modify230.151.353500.000001.34640
752013.11.20 17:00t/p220.101.346400.000001.3464053.7511785.36
762013.11.20 17:00t/p230.151.346400.000001.34640106.2811891.63
772013.11.20 17:00t/p240.231.346400.000001.34640222.4112114.04
782013.11.20 17:00buy250.101.346480.000001.35508
792013.11.20 19:00buy260.151.343860.000001.35358
802013.11.20 19:00modify250.101.346480.000001.35358
812013.11.20 21:00buy270.231.342090.000001.35096
822013.11.20 21:00modify250.101.346480.000001.35096
832013.11.20 21:00modify260.151.343860.000001.35096
842013.11.22 11:00t/p250.101.350960.000001.3509643.8012157.84
852013.11.22 11:00t/p260.151.350960.000001.35096105.0012262.84
862013.11.22 11:00t/p270.231.350960.000001.35096201.7112464.55
872013.11.22 18:00sell280.101.354610.000001.34601
882013.11.26 20:00sell290.151.356160.000001.34751
892013.11.26 20:00modify280.101.354610.000001.34751
902013.11.27 05:00sell300.231.359210.000001.34906
912013.11.27 05:00modify280.101.354610.000001.34906
922013.11.27 05:00modify290.151.356160.000001.34906
932013.11.29 02:00sell310.351.361150.000001.35211
942013.11.29 02:00modify280.101.354610.000001.35211
952013.11.29 02:00modify290.151.356160.000001.35211
962013.11.29 02:00modify300.231.359210.000001.35211
972013.12.02 12:00close310.351.354530.000001.35211231.1712695.72
982013.12.02 12:00close300.231.354530.000001.35211105.9212801.64
992013.12.02 12:00close290.151.354530.000001.3521123.1012824.74
1002013.12.02 12:00close280.101.354530.000001.35211-0.4012824.34
1012013.12.02 20:00buy320.101.353860.000001.36246
1022013.12.05 08:00t/p320.101.362460.000001.3624684.7512909.09
1032013.12.05 10:00buy330.101.360440.000001.36904
1042013.12.05 13:00buy340.151.358680.000001.36754
1052013.12.05 13:00modify330.101.360440.000001.36754
1062013.12.05 21:00t/p330.101.367540.000001.3675471.0012980.09
1072013.12.05 21:00t/p340.151.367540.000001.36754132.9013112.99
1082013.12.06 11:00sell350.101.366840.000001.35824
1092013.12.06 17:00sell360.151.368380.000001.35974
1102013.12.06 17:00modify350.101.366840.000001.35974
1112013.12.08 21:00sell370.231.370160.000001.36128
1122013.12.08 21:00modify350.101.366840.000001.36128
1132013.12.08 21:00modify360.151.368380.000001.36128
1142013.12.09 11:00sell380.351.371720.000001.36306
1152013.12.09 11:00modify350.101.366840.000001.36306
1162013.12.09 11:00modify360.151.368380.000001.36306
1172013.12.09 11:00modify370.231.370160.000001.36306
1182013.12.09 20:00sell391.051.373850.000001.36462
1192013.12.09 20:00modify350.101.366840.000001.36462
1202013.12.09 20:00modify360.151.368380.000001.36462
1212013.12.09 20:00modify370.231.370160.000001.36462
1222013.12.09 20:00modify380.351.371720.000001.36462
1232013.12.18 22:00close391.051.369510.000001.36462441.5213554.51
1242013.12.18 22:00close380.351.369510.000001.3646272.6313627.14
1252013.12.18 22:00close370.231.369510.000001.3646211.5013638.64
1262013.12.18 22:00close360.151.369510.000001.36462-19.2013619.44
1272013.12.18 22:00close350.101.369510.000001.36462-28.2013591.24
1282013.12.19 15:00sell400.101.367080.000001.35848
1292013.12.23 02:00sell410.151.369040.000001.35998
1302013.12.23 02:00modify400.101.367080.000001.35998
1312013.12.27 03:00sell420.231.371300.000001.36194
1322013.12.27 03:00modify400.101.367080.000001.36194
1332013.12.27 03:00modify410.151.369040.000001.36194
1342013.12.27 05:00sell430.351.373450.000001.36420
1352013.12.27 05:00modify400.101.367080.000001.36420
1362013.12.27 05:00modify410.151.369040.000001.36420
1372013.12.27 05:00modify420.231.371300.000001.36420
1382013.12.27 08:00sell441.051.376310.000001.36635
1392013.12.27 08:00modify400.101.367080.000001.36635
1402013.12.27 08:00modify410.151.369040.000001.36635
1412013.12.27 08:00modify420.231.371300.000001.36635
1422013.12.27 08:00modify430.351.373450.000001.36635
1432014.01.02 13:00close441.051.368960.000001.36635762.3014353.54
1442014.01.02 13:00close430.351.368960.000001.36635154.0014507.54
1452014.01.02 13:00close420.231.368960.000001.3663551.7514559.29
1462014.01.02 13:00close410.151.368960.000001.36635-1.5014557.79
1472014.01.02 13:00close400.101.368960.000001.36635-20.9014536.89
1482014.01.02 21:00buy450.101.365240.000001.37384
1492014.01.03 16:00buy460.151.361070.000001.37234
1502014.01.03 16:00modify450.101.365240.000001.37234
1512014.01.05 21:00buy470.231.359310.000001.36817
1522014.01.05 21:00modify450.101.365240.000001.36817
1532014.01.05 21:00modify460.151.361070.000001.36817
1542014.01.08 19:00buy480.351.357030.000001.36641
1552014.01.08 19:00modify450.101.365240.000001.36641
1562014.01.08 19:00modify460.151.361070.000001.36641
1572014.01.08 19:00modify470.231.359310.000001.36641
1582014.01.10 16:00t/p450.101.366410.000001.366419.7014546.59
1592014.01.10 16:00t/p460.151.366410.000001.3664177.4714624.06
1602014.01.10 16:00t/p470.231.366410.000001.36641159.2814783.34
1612014.01.10 16:00t/p480.351.366410.000001.36641324.8015108.14
1622014.01.12 22:00sell490.101.367670.000001.35907
1632014.01.15 15:00t/p490.101.359070.000001.3590785.5515193.69
1642014.01.16 11:00sell500.101.362220.000001.35362
1652014.01.17 19:00t/p500.101.353620.000001.3536285.8515279.54
1662014.01.20 20:00sell510.101.356510.000001.34791
1672014.01.23 09:00sell520.151.358710.000001.34941
1682014.01.23 09:00modify510.101.356510.000001.34941
1692014.01.23 10:00sell530.231.362950.000001.35161
1702014.01.23 10:00modify510.101.356510.000001.35161
1712014.01.23 10:00modify520.151.358710.000001.35161
1722014.01.23 15:00sell540.351.366730.000001.35585
1732014.01.23 15:00modify510.101.356510.000001.35585
1742014.01.23 15:00modify520.151.358710.000001.35585
1752014.01.23 15:00modify530.231.362950.000001.35585
1762014.01.23 20:00sell551.051.369270.000001.35963
1772014.01.23 20:00modify510.101.356510.000001.35963
1782014.01.23 20:00modify520.151.358710.000001.35963
1792014.01.23 20:00modify530.231.362950.000001.35963
1802014.01.23 20:00modify540.351.366730.000001.35963
1812014.01.28 12:00close551.051.363890.000001.35963560.1715839.71
1822014.01.28 12:00close540.351.363890.000001.3596397.8315937.54
1832014.01.28 12:00close530.231.363890.000001.35963-22.6615914.88
1842014.01.28 12:00close520.151.363890.000001.35963-78.3815836.51
1852014.01.28 12:00close510.101.363890.000001.35963-75.0015761.51
1862014.01.28 15:00sell560.101.366650.000001.35805
1872014.01.30 15:00t/p560.101.358050.000001.3580585.4015846.91
1882014.01.31 08:00buy570.101.353930.000001.36253
1892014.01.31 14:00buy580.151.352310.000001.36103
1902014.01.31 14:00modify570.101.353930.000001.36103
1912014.01.31 16:00buy590.231.348750.000001.35941
1922014.01.31 16:00modify570.101.353930.000001.35941
1932014.01.31 16:00modify580.151.352310.000001.35941
1942014.02.06 15:00t/p570.101.359410.000001.3594153.3015900.21
1952014.02.06 15:00t/p580.151.359410.000001.35941104.2516004.46
1962014.02.06 15:00t/p590.231.359410.000001.35941241.7316246.19
1972014.02.06 15:00sell600.101.359390.000001.35079
1982014.02.07 17:00sell610.151.361720.000001.35229
1992014.02.07 17:00modify600.101.359390.000001.35229
2002014.02.07 20:59close at stop610.151.362880.000001.35229-17.4016228.79
2012014.02.07 20:59close at stop600.101.362880.000001.35229-35.0516193.74