Strategy Tester Report
MyFxBank.ru_v.6.3
Alpari-Standard2 (Build 1090)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период5 Минут (M5) 2000.01.03 00:00 - 2018.09.19 23:59 (2000.01.01 - 2018.09.20)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
Параметрыst92=""; st1="Режим работы:"; st2="1 - Оптимизация и тестирование отдельных слоёв"; st3="2 - Тест и сохранение рез-ов теста по каждой строке из файла (режим опт-я)"; st4="3 - Торговля и тестирование (по всем слоям из файла)"; st5="4 - Режим полуавтоматической торговли (только открытие ордеров)"; Work_Mode=3; st27=""; st6="----- Файлы -----"; FileName_TD="TradeData"; FileName_SD="TradeDataStart"; FileName_TO="TableOptimization"; FileName_NT="NoTrade"; st61=""; st7="----- Оптимизация Чувашова -----"; Time_Sloy_Num=1; Str_Num=1; st8="----- GMT -----"; GMT_Diff=2; Daylight_Saving_Time=true; Shift=1; st63=""; st9="----- Основные параметры -----"; A=1; B=1; C=1; D=1; E=1; F=1; G=1; H=1; st69=""; Slippage=3; Slippage_Absolute=10; st79=""; st10="----- Отображение информации по ордерам -----"; Drow_Order_Info=true; Font="Times New Roman"; FontSize=17; FontColor=Red; Dist_Pips=10; Dist_Step=5; st80=""; Drow_Botton=true; Drow_NoTrade_Intervals=true; NoTrade_Intervals_Color=Aqua; Drow_NoConnect=true; NoConnec_Intervals_Color=Pink;
Баров в истории1383694Смоделировано тиков2759919Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред13
Чистая прибыль5877.82Общая прибыль8505.58Общий убыток-2627.76
Прибыльность3.24Матожидание выигрыша52.95
Абсолютная просадка81.44Максимальная просадка1028.43 (15.04%)Относительная просадка19.78% (988.59)
Всего сделок111Короткие позиции (% выигравших)62 (85.48%)Длинные позиции (% выигравших)49 (85.71%)
Прибыльные сделки (% от всех)95 (85.59%)Убыточные сделки (% от всех)16 (14.41%)
Самая большаяприбыльная сделка267.10убыточная сделка-428.25
Средняяприбыльная сделка89.53убыточная сделка-164.24
Максимальное количествонепрерывных выигрышей (прибыль)24 (1967.31)непрерывных проигрышей (убыток)2 (-474.81)
Макс.непрерывная прибыль (число выигрышей)1967.31 (24)непрерывный убыток (число проигрышей)-474.81 (2)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12000.02.23 17:35sell10.331.606101.616201.60493
22000.02.23 22:30close10.331.606431.616201.60493-6.78993.22
32000.03.27 18:20sell20.331.644901.655001.64373
42000.03.27 22:05t/p20.331.643731.655001.6437323.491016.71
52000.05.01 18:15buy30.341.710631.700531.71180
62000.05.01 18:45t/p30.341.711801.700531.7118023.261039.97
72000.05.15 18:15sell40.341.706701.716801.70553
82000.05.15 18:20t/p40.341.705531.716801.7055323.321063.29
92000.05.19 18:25buy50.351.732631.722531.73380
102000.05.19 18:30t/p50.351.733801.722531.7338023.661086.95
112000.06.26 18:25buy60.361.648431.638331.64960
122000.06.26 18:30t/p60.361.649601.638331.6496025.531112.48
132000.07.06 18:05sell70.371.624501.634601.62333
142000.07.06 18:15t/p70.371.623331.634601.6233326.651139.13
152000.07.20 18:05buy80.381.666631.656531.66780
162000.07.20 18:10t/p80.381.667801.656531.6678026.651165.78
172000.07.20 18:20buy90.391.667031.656931.66820
182000.07.20 18:25t/p90.391.668201.656931.6682027.361193.14
192000.09.11 18:40buy100.391.769731.759631.77090
202000.09.11 19:05t/p100.391.770901.759631.7709025.791218.93
212000.12.05 17:35sell110.401.716501.726601.71533
222000.12.05 17:40t/p110.401.715331.726601.7153327.291246.22
232001.02.09 17:20buy120.411.657631.647531.65880
242001.02.09 21:15t/p120.411.658801.647531.6588028.941275.16
252002.01.29 17:55buy130.421.702231.692131.70340
262002.01.29 18:00t/p130.421.703401.692131.7034028.841304.00
272002.03.15 17:45sell140.431.659101.669201.65793
282002.03.15 18:05t/p140.431.657931.669201.6579330.321334.32
292003.08.13 18:20buy150.441.364331.354231.36550
302003.08.13 18:50t/p150.441.365501.354231.3655037.711372.03
312004.01.20 17:15buy160.451.247731.237631.24890
322004.01.20 19:55t/p160.451.248901.237631.2489042.181414.21
332004.10.26 18:25sell170.471.204601.214701.20343
342004.10.26 18:30t/p170.471.203431.214701.2034345.681459.89
352004.10.27 18:15sell180.481.206901.217001.20573
362004.10.27 18:45t/p180.481.205731.217001.2057346.581506.47
372004.11.18 17:20sell190.501.168601.178701.16743
382004.11.18 19:35close190.501.169931.178701.16743-56.841449.63
392005.01.05 17:05buy200.481.166131.156031.16730
402005.01.05 17:20t/p200.481.167301.156031.1673048.111497.74
412005.02.08 17:20buy210.501.219431.209331.22060
422005.02.08 17:50t/p210.501.220601.209331.2206047.941545.68
432005.02.24 17:35sell220.511.171101.181201.16993
442005.02.24 17:45t/p220.511.169931.181201.1699351.051596.73
452005.03.14 17:30sell230.531.161101.171201.15993
462005.03.14 20:35close230.531.160231.171201.1599339.741636.47
472005.04.21 18:25sell240.541.185001.195101.18383
482005.04.21 19:05t/p240.541.183831.195101.1838353.391689.86
492005.05.10 18:35buy250.561.200231.190131.20140
502005.05.10 18:55close250.561.200901.190131.2014031.241721.10
512005.10.28 18:25sell260.571.278801.288901.27763
522005.10.31 09:25close260.571.279631.288901.27763-40.101681.00
532006.01.09 17:50sell270.561.279701.289801.27853
542006.01.09 17:55t/p270.561.278531.289801.2785351.241732.24
552006.01.26 17:55sell280.571.268501.278601.26733
562006.01.26 18:15t/p280.571.267331.278601.2673352.611784.85
572006.01.31 17:35buy290.591.280431.270331.28160
582006.01.31 19:55close290.591.277401.270331.28160-139.951644.90
592006.02.02 17:25buy300.551.284631.274531.28580
602006.02.02 18:10t/p300.551.285801.274531.2858050.061694.96
612006.03.06 17:05sell310.561.299601.309701.29843
622006.03.06 20:25t/p310.561.298431.309701.2984350.471745.43
632006.03.24 17:30buy320.581.310931.300831.31210
642006.03.27 03:55close320.581.311501.300831.3121027.371772.79
652006.07.19 18:55buy330.591.247131.237031.24830
662006.07.19 22:40t/p330.591.248301.237031.2483055.301828.09
672006.08.02 18:25sell340.611.231101.241201.22993
682006.08.02 18:40close340.611.230431.241201.2299333.221861.31
692006.11.29 17:20sell350.621.210401.220501.20923
702006.11.29 17:40t/p350.621.209231.220501.2092359.991921.30
712006.12.19 17:50buy360.641.215231.205131.21640
722006.12.19 20:55close360.641.214401.205131.21640-43.741877.56
732007.07.26 18:20buy370.621.205631.195531.20680
742007.07.27 04:30close370.621.205101.195531.20680-24.971852.60
752007.08.07 18:50sell380.611.195901.206001.19473
762007.08.07 19:55close380.611.195431.206001.1947323.981876.58
772007.12.31 17:05sell390.621.132801.142901.13163
782008.01.02 10:00t/p390.621.131631.142901.1316357.561934.14
792008.03.03 17:15sell400.641.044001.054101.04283
802008.03.03 17:50t/p400.641.042831.054101.0428371.792005.93
812008.04.10 18:45sell410.671.008701.018801.00753
822008.04.10 18:50t/p410.671.007531.018801.0075377.812083.74
832008.06.30 18:20sell420.691.021301.031401.02013
842008.06.30 18:40t/p420.691.020131.031401.0201379.132162.87
852008.08.19 18:00buy430.721.092631.082531.09380
862008.08.20 03:40close430.721.092701.082531.093807.292170.15
872008.09.09 18:40buy440.721.122531.112431.12370
882008.09.09 18:45t/p440.721.123701.112431.1237074.942245.09
892008.09.24 18:05sell450.751.089701.099801.08853
902008.09.24 18:40t/p450.751.088531.099801.0885380.592325.68
912008.12.18 17:15sell460.771.076301.086401.07513
922008.12.18 17:20t/p460.771.075131.086401.0751383.712409.39
932009.02.25 17:00sell470.801.167611.177711.16644
942009.02.25 17:05t/p470.801.166441.177711.1664480.202489.59
952009.06.03 18:45sell480.831.072541.082641.07137
962009.06.03 20:00t/p480.831.071371.082641.0713790.812580.40
972009.10.29 17:35buy490.861.017631.007531.01880
982009.10.29 20:45t/p490.861.018801.007531.0188098.772679.17
992009.11.11 17:10sell500.891.009491.019591.00832
1002009.11.11 17:25t/p500.891.008321.019591.00832103.252782.42
1012009.11.26 17:00sell510.931.006141.016241.00497
1022009.11.26 17:10t/p510.931.004971.016241.00497108.262890.68
1032009.12.02 17:15sell520.961.002071.012171.00090
1042009.12.02 17:25close520.961.001241.012171.0009079.582970.26
1052009.12.16 17:05buy530.991.035341.025241.03651
1062009.12.16 18:30t/p530.991.036511.025241.03651111.763082.02
1072010.02.08 17:00buy541.031.069431.059331.07060
1082010.02.08 18:20t/p541.031.070601.059331.07060112.553194.57
1092010.03.15 17:00sell551.061.063471.073571.06230
1102010.03.15 18:20close551.061.062551.073571.0623091.783286.35
1112010.10.07 18:30sell561.090.969480.979580.96831
1122010.10.07 19:05close561.090.969080.979580.9683144.993331.34
1132011.02.02 17:55sell571.110.941010.951110.93984
1142011.02.02 21:10close571.110.940730.951110.9398433.043364.38
1152011.06.07 18:00sell581.120.837990.848090.83682
1162011.06.07 21:55close581.120.837540.848090.8368260.183424.56
1172011.07.14 18:15sell591.140.819110.829210.81794
1182011.07.14 18:45t/p591.140.817940.829210.81794163.073587.63
1192011.07.28 18:30sell601.200.803530.813630.80236
1202011.07.28 19:25close601.200.803040.813630.8023673.223660.85
1212011.10.17 18:20sell611.220.898740.908840.89757
1222011.10.17 19:15t/p611.220.897570.908840.89757159.053819.90
1232011.11.11 17:35buy621.270.901050.890950.90222
1242011.11.11 19:15close621.270.898920.890950.90222-300.933518.97
1252011.11.17 17:10buy631.170.915290.905190.91646
1262011.11.17 17:20t/p631.170.916460.905190.91646149.333668.30
1272013.05.02 18:25sell641.220.935680.945780.93451
1282013.05.02 19:20close641.220.935290.945780.9345150.873719.17
1292013.06.17 18:10sell651.240.925890.935990.92472
1302013.06.17 19:25close651.240.925720.935990.9247222.773741.94
1312013.07.10 18:00buy661.250.967430.957330.96860
1322013.07.10 18:20t/p661.250.968600.957330.96860150.983892.92
1332013.08.21 18:15sell671.300.920970.931070.91980
1342013.08.21 19:15close671.300.920530.931070.9198062.143955.06
1352013.09.04 18:35buy681.320.934890.924790.93606
1362013.09.04 19:00close681.320.935620.924790.93606102.994058.05
1372013.11.04 17:55buy691.350.910690.900590.91186
1382013.11.05 03:35close691.350.910730.900590.9118610.954069.00
1392013.11.20 17:35sell701.360.914330.924430.91316
1402013.11.20 23:00close701.360.916280.924430.91316-289.433779.57
1412013.12.12 17:05sell711.260.889040.899140.88787
1422013.12.12 22:55close711.260.889430.899140.88787-55.253724.32
1432013.12.20 17:05buy721.240.895300.885200.89647
1442013.12.20 18:00close721.240.895810.885200.8964770.603794.92
1452014.02.03 17:15buy731.260.901830.891730.90300
1462014.02.03 17:30t/p731.260.903000.891730.90300163.213958.13
1472014.03.03 17:10sell741.320.881850.891950.88068
1482014.03.03 17:30close741.320.881200.891950.8806897.374055.50
1492014.05.29 18:05buy751.350.895910.885810.89708
1502014.05.29 18:25close751.350.896350.885810.8970866.274121.77
1512014.06.24 18:35sell761.370.895490.905590.89432
1522014.06.24 20:15close761.370.894850.905590.8943297.984219.75
1532014.08.21 18:50buy771.410.911180.901080.91235
1542014.08.21 20:10close771.410.911930.901080.91235115.964335.71
1552014.10.06 18:25buy781.450.963990.953890.96516
1562014.10.06 19:20close781.450.963760.953890.96516-34.604301.11
1572014.10.17 18:25sell791.430.946610.956710.94544
1582014.10.17 19:50close791.430.945780.956710.94544125.494426.60
1592014.11.04 17:50buy801.480.959000.948900.96017
1602014.11.04 19:05close801.480.960070.948900.96017164.954591.55
1612014.11.17 17:00sell811.530.964300.974400.96313
1622014.11.18 03:15close811.530.963880.974400.9631358.264649.80
1632015.01.09 17:45buy821.551.014741.004641.01591
1642015.01.09 18:35close821.551.015621.004641.01591134.304784.10
1652015.01.19 17:25sell831.600.875330.885430.87416
1662015.01.19 17:40t/p831.600.874160.885430.87416214.054998.15
1672015.01.22 17:45sell841.670.866510.876610.86534
1682015.01.22 19:00close841.670.867970.876610.86534-280.914717.24
1692015.02.20 17:35buy851.570.943490.933390.94466
1702015.02.20 17:45t/p851.570.944660.933390.94466194.674911.91
1712015.04.13 18:35buy861.640.977440.967340.97861
1722015.04.13 21:05t/p861.640.978610.967340.97861196.165108.07
1732015.08.25 18:00sell871.700.947780.957880.94661
1742015.08.25 20:05t/p871.700.946610.957880.94661210.145318.21
1752015.11.30 17:15buy881.771.028791.018691.02996
1762015.11.30 17:30close881.771.029471.018691.02996116.915435.12
1772015.12.28 17:45sell891.810.989840.999940.98867
1782015.12.28 18:00close891.810.988730.999940.98867203.205638.32
1792016.02.10 17:10sell901.880.976740.986840.97557
1802016.02.10 17:55close901.880.978970.986840.97557-428.255210.07
1812016.04.18 18:00buy911.740.963210.953110.96438
1822016.04.18 18:55close911.740.963890.953110.96438122.755332.82
1832016.07.13 18:35buy921.780.982780.972680.98395
1842016.07.13 22:45t/p921.780.983950.972680.98395211.655544.47
1852016.08.17 18:55sell931.850.963980.974080.96281
1862016.08.17 19:55close931.850.963360.974080.96281119.065663.53
1872016.08.19 18:10sell941.890.960270.970370.95910
1882016.08.19 22:25close941.890.959370.970370.95910177.305840.83
1892016.09.01 18:40buy951.950.979550.969450.98072
1902016.09.02 04:30close951.950.980010.969450.9807298.785939.61
1912016.09.08 18:55sell961.980.972000.982100.97083
1922016.09.09 04:20close961.980.971530.982100.9708384.906024.51
1932016.10.24 18:40buy972.010.992410.982310.99358
1942016.10.24 19:20close972.010.992530.982310.9935824.306048.81
1952016.12.19 17:25buy982.021.023211.013111.02438
1962016.12.19 17:40t/p982.021.024381.013111.02438230.756279.56
1972017.03.17 17:50sell992.100.998491.008590.99732
1982017.03.17 18:50t/p992.100.997321.008590.99732246.316525.87
1992017.05.11 18:50buy1002.181.005880.995781.00705
2002017.05.11 19:15close1002.181.006680.995781.00705173.246699.11
2012017.05.12 18:00buy1012.241.002700.992601.00387
2022017.05.12 19:10close1012.241.001600.992601.00387-246.016453.10
2032017.07.25 18:20sell1022.150.949730.959830.94856
2042017.07.25 19:25close1022.150.949410.959830.9485672.476525.57
2052017.09.25 18:50buy1032.180.967700.957600.96887
2062017.09.25 19:30close1032.180.966790.957600.96887-205.196320.38
2072017.10.06 18:55buy1042.110.977250.967150.97842
2082017.10.06 19:15t/p1042.110.978420.967150.97842252.306572.68
2092017.11.28 17:00sell1052.190.983770.993870.98260
2102017.11.28 17:55close1052.190.983540.993870.9826051.216623.89
2112018.01.03 17:30sell1062.210.979660.989760.97849
2122018.01.03 17:45t/p1062.210.978490.989760.97849264.266888.15
2132018.03.12 17:00buy1072.300.947980.937880.94915
2142018.03.12 17:45close1072.300.948460.937880.94915116.407004.55
2152018.05.23 18:00sell1082.340.993881.003980.99271
2162018.05.23 21:35close1082.340.995661.003980.99271-418.346586.21
2172018.07.09 18:40sell1092.200.991431.001530.99026
2182018.07.10 00:00close1092.200.991631.001530.99026-56.476529.74
2192018.08.31 18:25sell1102.180.969450.979550.96828
2202018.08.31 21:10close1102.180.969090.979550.9682880.986610.72
2212018.09.07 18:45sell1112.210.968850.978950.96768
2222018.09.07 19:10t/p1112.210.967680.978950.96768267.106877.82