Strategy Tester Report
80-20 strategy
Alpari-Micro2 (Build 226)

СимволEURJPY (Euro vs Japanese Yen)
ПериодДень (D1) 2008.05.01 00:00 - 2010.10.26 00:00 (2008.05.01 - 2010.10.27)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры
Баров в истории1646Смоделировано тиков33426701Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль26661.92Общая прибыль44770.10Общий убыток-18108.19
Прибыльность2.47Матожидание выигрыша430.03
Абсолютная просадка2913.41Максимальная просадка4606.23 (39.39%)Относительная просадка39.39% (4606.23)
Всего сделок62Короткие позиции (% выигравших)25 (64.00%)Длинные позиции (% выигравших)37 (64.86%)
Прибыльные сделки (% от всех)40 (64.52%)Убыточные сделки (% от всех)22 (35.48%)
Самая большаяприбыльная сделка1120.06убыточная сделка-2164.36
Средняяприбыльная сделка1119.25убыточная сделка-823.10
Максимальное количествонепрерывных выигрышей (прибыль)7 (7835.08)непрерывных проигрышей (убыток)4 (-3996.00)
Максимальнаянепрерывная прибыль (число выигрышей)7835.08 (7)непрерывный убыток (число проигрышей)-3996.00 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12008.05.05 03:38sell stop11.00162.6000.000161.700
22008.05.05 06:56sell11.00162.6000.000161.700
32008.05.05 06:56modify11.00162.600162.990161.700
42008.05.05 10:27s/l11.00162.990162.990161.700-484.989515.02
52008.05.08 03:49buy stop21.00161.0000.000161.900
62008.05.09 03:49delete21.00161.0000.000161.900
72008.05.13 17:35sell stop31.00161.5200.000160.620
82008.05.14 17:35delete31.00161.5200.000160.620
92008.06.06 03:08sell stop41.00165.2500.000164.350
102008.06.06 06:48sell41.00165.2500.000164.350
112008.06.06 06:48modify41.00165.250165.700164.350
122008.06.06 07:52s/l41.00165.700165.700164.350-559.588955.44
132008.06.26 08:27sell stop51.00169.1500.000168.250
142008.06.26 08:50sell51.00169.1500.000168.250
152008.06.26 08:50modify51.00169.150169.540168.250
162008.06.26 19:07t/p51.00168.250169.540168.2501119.1710074.61
172008.07.11 21:00sell stop61.00169.0700.000168.170
182008.07.14 00:00delete61.00169.0700.000168.170
192008.07.16 07:23buy stop71.00166.4000.000167.300
202008.07.16 22:02buy71.00166.4000.000167.300
212008.07.16 22:02modify71.00166.400165.270167.300
222008.07.17 09:42t/p71.00167.300165.270167.3001119.9311194.55
232008.07.21 13:11sell stop81.00169.4800.000168.580
242008.07.21 15:32sell81.00169.4800.000168.580
252008.07.21 15:32modify81.00169.480169.990168.580
262008.07.23 08:50s/l81.00169.990169.990168.580-637.4410557.11
272008.08.11 00:00buy stop91.00165.3100.000166.210
282008.08.11 10:04buy91.00165.3100.000166.210
292008.08.11 10:04modify91.00165.310163.570166.210
302008.08.12 07:53s/l91.00163.570163.570166.210-2164.368392.75
312008.08.26 01:46buy stop101.00161.1400.000162.040
322008.08.26 02:45buy101.00161.1400.000162.040
332008.08.26 02:45modify101.00161.140160.700162.040
342008.08.26 10:06s/l101.00160.700160.700162.040-547.347845.41
352008.09.02 00:25buy stop111.00157.5500.000158.450
362008.09.02 00:59buy111.00157.5500.000158.450
372008.09.02 00:59modify111.00157.550157.030158.450
382008.09.02 08:51s/l111.00157.030157.030158.450-646.867198.55
392008.09.05 00:06buy stop121.00151.3400.000152.240
402008.09.05 00:39buy121.00151.3400.000152.240
412008.09.05 00:39modify121.00151.340150.510152.240
422008.09.05 00:59t/p121.00152.240150.510152.2401119.558318.10
432008.09.22 15:00sell stop131.00155.5200.000154.620
442008.09.23 04:50sell131.00155.5200.000154.620
452008.09.23 04:50modify131.00155.520156.380154.620
462008.09.23 22:27t/p131.00154.620156.380154.6201119.169437.26
472008.09.30 00:07buy stop141.00149.8600.000150.760
482008.09.30 02:01buy141.00149.8600.000150.760
492008.09.30 02:01modify141.00149.860148.750150.760
502008.09.30 10:38t/p141.00150.760148.750150.7601119.5610556.82
512008.10.03 01:50buy stop151.00144.8800.000145.780
522008.10.03 02:04buy151.00144.8800.000145.780
532008.10.03 02:04modify151.00144.880144.460145.780
542008.10.03 06:09t/p151.00145.780144.460145.7801119.5611676.38
552008.10.16 00:30buy stop161.00133.9600.000134.860
562008.10.16 00:45buy161.00133.9600.000134.860
572008.10.16 00:45modify161.00133.960133.440134.860
582008.10.16 01:58s/l161.00133.440133.440134.860-646.8511029.53
592008.10.22 01:49buy stop171.00130.6100.000131.510
602008.10.22 02:41buy171.00130.6100.000131.510
612008.10.22 02:41modify171.00130.610130.090131.510
622008.10.22 04:20s/l171.00130.090130.090131.510-646.8610382.67
632008.11.06 04:12buy stop181.00126.0500.000126.950
642008.11.06 05:05buy181.00126.0500.000126.950
652008.11.06 05:05modify181.00126.050125.250126.950
662008.11.06 07:54s/l181.00125.250125.250126.950-995.169387.51
672008.11.07 01:39buy stop191.00123.4500.000124.350
682008.11.07 03:47buy191.00123.4500.000124.350
692008.11.07 03:47modify191.00123.450122.390124.350
702008.11.07 05:31t/p191.00124.350122.390124.3501119.5510507.06
712008.11.12 00:35buy stop201.00121.8600.000122.760
722008.11.12 01:01buy201.00121.8600.000122.760
732008.11.12 01:01modify201.00121.860121.140122.760
742008.11.12 02:25t/p201.00122.760121.140122.7601119.5611626.62
752008.11.24 00:05sell stop211.00120.8200.000119.920
762008.11.24 01:05sell211.00120.8200.000119.920
772008.11.24 01:05modify211.00120.820121.550119.920
782008.11.24 02:05t/p211.00119.920121.550119.9201119.1612745.78
792008.12.02 09:15buy stop221.00117.2200.000118.120
802008.12.02 10:07buy221.00117.2200.000118.120
812008.12.02 10:07modify221.00117.220116.470118.120
822008.12.02 11:28t/p221.00118.120116.470118.1201119.5613865.34
832009.01.19 00:00sell stop231.00120.7000.000119.800
842009.01.19 08:11sell231.00120.7000.000119.800
852009.01.19 08:11modify231.00120.700122.230119.800
862009.01.19 13:28t/p231.00119.800122.230119.8001119.1614984.50
872009.01.20 01:32buy stop241.00118.2400.000119.140
882009.01.21 01:32delete241.00118.2400.000119.140
892009.01.21 16:29buy stop251.00115.3100.000116.210
902009.01.21 20:57buy251.00115.3100.000116.210
912009.01.21 20:57modify251.00115.310112.020116.210
922009.01.21 21:46t/p251.00116.210112.020116.2101119.5616104.06
932009.01.27 03:52sell stop261.00117.9300.000117.030
942009.01.27 05:50sell261.00117.9300.000117.030
952009.01.27 05:50modify261.00117.930118.940117.030
962009.01.27 08:22s/l261.00118.940118.940117.030-1255.9514848.11
972009.02.25 09:00sell stop271.00124.7560.000123.856
982009.02.25 09:25sell271.00124.7560.000123.856
992009.02.25 09:25modify271.00124.756125.218123.856
1002009.02.25 12:36t/p271.00123.856125.218123.8561119.1615967.27
1012009.03.06 11:27buy stop281.00122.6870.000123.587
1022009.03.06 11:35buy281.00122.6870.000123.587
1032009.03.06 11:35modify281.00122.687122.276123.587
1042009.03.06 14:32t/p281.00123.587122.276123.5871119.5617086.83
1052009.03.18 13:47sell stop291.00128.6690.000127.769
1062009.03.18 15:11sell291.00128.6690.000127.769
1072009.03.18 15:11modify291.00128.669129.268127.769
1082009.03.18 19:20s/l291.00129.268129.268127.769-744.8716341.96
1092009.03.23 00:42sell stop301.00130.4690.000129.569
1102009.03.24 00:42delete301.00130.4690.000129.569
1112009.03.30 06:11buy stop311.00129.3800.000130.280
1122009.03.31 02:49buy311.00129.3800.000130.280
1132009.03.31 02:49modify311.00129.380128.134130.280
1142009.03.31 05:33t/p311.00130.280128.134130.2801119.5517461.51
1152009.04.03 02:11sell stop321.00134.2240.000133.324
1162009.04.03 02:51sell321.00134.2240.000133.324
1172009.04.03 02:51modify321.00134.224135.036133.324
1182009.04.03 08:30t/p321.00133.324135.036133.3241119.1618580.67
1192009.04.15 03:55buy stop331.00130.8660.000131.766
1202009.04.15 10:09buy331.00130.8660.000131.766
1212009.04.15 10:09modify331.00130.866129.823131.766
1222009.04.15 12:41t/p331.00131.766129.823131.7661119.5619700.23
1232009.04.28 01:33buy stop341.00125.6580.000126.558
1242009.04.28 01:51buy341.00125.6580.000126.558
1252009.04.28 01:51modify341.00125.658125.235126.558
1262009.04.28 05:09s/l341.00125.235125.235126.558-526.1919174.04
1272009.05.06 02:20buy stop351.00131.5140.000132.414
1282009.05.06 14:15buy351.00131.5140.000132.414
1292009.05.06 14:15modify351.00131.514129.773132.414
1302009.05.07 11:42t/p351.00132.414129.773132.4141119.9320293.97
1312009.05.12 03:43buy stop361.00132.0590.000132.959
1322009.05.12 04:02buy361.00132.0590.000132.959
1332009.05.12 04:02modify361.00132.059131.676132.959
1342009.05.12 09:40t/p361.00132.959131.676132.9591119.5621413.54
1352009.05.25 07:17sell stop371.00132.9660.000132.066
1362009.05.25 09:38sell371.00132.9660.000132.066
1372009.05.25 09:38modify371.00132.966133.489132.066
1382009.05.26 03:50t/p371.00132.066133.489132.0661117.5522531.08
1392009.05.29 08:51sell stop381.00135.2760.000134.376
1402009.05.29 09:26sell381.00135.2760.000134.376
1412009.05.29 09:26modify381.00135.276135.766134.376
1422009.05.29 20:43t/p381.00134.376135.766134.3761119.1623650.24
1432009.06.16 02:40buy stop391.00134.4320.000135.332
1442009.06.16 11:04buy391.00134.4320.000135.332
1452009.06.16 11:04modify391.00134.432132.646135.332
1462009.06.16 14:31t/p391.00135.332132.646135.3321119.5624769.80
1472009.09.28 00:23buy stop401.00131.5190.000132.419
1482009.09.29 00:23delete401.00131.5190.000132.419
1492009.10.12 06:36sell stop411.00132.2990.000131.399
1502009.10.13 06:36delete411.00132.2990.000131.399
1512009.10.16 01:31sell stop421.00135.3780.000134.478
1522009.10.16 08:38sell421.00135.3780.000134.478
1532009.10.16 08:38modify421.00135.378136.095134.478
1542009.10.16 11:05s/l421.00136.095136.095134.478-891.6023878.20
1552009.10.28 02:14buy stop431.00135.6510.000136.551
1562009.10.29 01:19buy stop441.00133.2620.000134.162
1572009.10.29 02:14delete431.00135.6510.000136.551
1582009.10.29 02:22buy441.00133.2620.000134.162
1592009.10.29 02:22modify441.00133.262132.731134.162
1602009.10.29 13:30t/p441.00134.162132.731134.1621119.5524997.75
1612009.11.02 00:17buy stop451.00132.2970.000133.197
1622009.11.02 01:04buy451.00132.2970.000133.197
1632009.11.02 01:04modify451.00132.297131.488133.197
1642009.11.02 05:20t/p451.00133.197131.488133.1971119.5626117.31
1652009.11.10 11:57sell stop461.00135.0630.000134.163
1662009.11.10 12:50sell461.00135.0630.000134.163
1672009.11.10 12:50modify461.00135.063135.449134.163
1682009.11.10 17:07t/p461.00134.163135.449134.1631119.1627236.47
1692009.11.27 00:14buy stop471.00129.5190.000130.419
1702009.11.27 15:41buy471.00129.5190.000130.419
1712009.11.27 15:41modify471.00129.519126.803130.419
1722009.11.30 02:02t/p471.00130.419126.803130.4191119.6828356.15
1732009.12.03 01:50sell stop481.00131.9700.000131.070
1742009.12.04 01:50delete481.00131.9700.000131.070
1752009.12.08 02:36buy stop491.00132.3710.000133.271
1762009.12.09 02:36delete491.00132.3710.000133.271
1772009.12.09 08:04buy stop501.00129.6480.000130.548
1782009.12.09 11:24buy501.00129.6480.000130.548
1792009.12.09 11:24modify501.00129.648128.703130.548
1802009.12.11 03:55t/p501.00130.548128.703130.5481120.0529476.20
1812009.12.18 00:11buy stop511.00128.8180.000129.718
1822009.12.18 03:05buy511.00128.8180.000129.718
1832009.12.18 03:05modify511.00128.818127.426129.718
1842009.12.18 09:17t/p511.00129.718127.426129.7181119.5530595.75
1852010.03.08 01:01sell stop521.00123.3210.000122.421
1862010.03.08 09:32sell521.00123.3210.000122.421
1872010.03.08 09:32modify521.00123.321123.971122.421
1882010.03.09 03:40t/p521.00122.421123.971122.4211117.5431713.28
1892010.03.29 09:04sell stop531.00124.4580.000123.558
1902010.03.29 14:50sell531.00124.4580.000123.558
1912010.03.29 14:50modify531.00124.458125.142123.558
1922010.03.30 08:17s/l531.00125.142125.142123.558-852.2030861.09
1932010.04.02 14:31sell stop541.00127.5460.000126.646
1942010.04.02 14:35sell541.00127.5460.000126.646
1952010.04.02 14:35modify541.00127.546127.955126.646
1962010.04.06 02:58t/p541.00126.646127.955126.6461115.9231977.01
1972010.04.07 13:30buy stop551.00125.3500.000126.250
1982010.04.07 15:42buy551.00125.3500.000126.250
1992010.04.07 15:42modify551.00125.350124.527126.250
2002010.04.07 21:06s/l551.00124.527124.527126.250-1023.7730953.24
2012010.04.12 00:00sell stop561.00125.8060.000124.906
2022010.04.13 00:00delete561.00125.8060.000124.906
2032010.05.05 09:46buy stop571.00122.6290.000123.529
2042010.05.05 10:17buy571.00122.6290.000123.529
2052010.05.05 10:17modify571.00122.629122.209123.529
2062010.05.05 14:35s/l571.00122.209122.209123.529-522.4630430.78
2072010.05.06 08:33buy stop581.00119.9400.000120.840
2082010.05.06 10:35buy581.00119.9400.000120.840
2092010.05.06 10:35modify581.00119.940118.764120.840
2102010.05.06 15:18s/l581.00118.764118.764120.840-1462.8928967.89
2112010.05.12 06:51buy stop591.00116.8940.000117.794
2122010.05.12 07:28buy591.00116.8940.000117.794
2132010.05.12 07:28modify591.00116.894116.478117.794
2142010.05.12 10:00t/p591.00117.794116.478117.7941119.5630087.45
2152010.05.19 02:00buy stop601.00111.8430.000112.743
2162010.05.19 02:01buy601.00111.8430.000112.743
2172010.05.19 02:01modify601.00111.843111.450112.743
2182010.05.19 02:44s/l601.00111.450111.450112.743-488.8729598.58
2192010.05.28 10:12sell stop611.00112.7480.000111.848
2202010.05.28 14:23sell611.00112.7480.000111.848
2212010.05.28 14:23modify611.00112.748113.750111.848
2222010.05.28 17:03t/p611.00111.848113.750111.8481119.1730717.75
2232010.06.03 03:02sell stop621.00113.0490.000112.149
2242010.06.03 16:04sell621.00113.0490.000112.149
2252010.06.03 16:04modify621.00113.049114.216112.149
2262010.06.04 13:06t/p621.00112.149114.216112.1491117.5431835.28
2272010.06.07 02:10buy stop631.00109.3940.000110.294
2282010.06.07 09:01buy631.00109.3940.000110.294
2292010.06.07 09:01modify631.00109.394107.982110.294
2302010.06.09 15:27t/p631.00110.294107.982110.2941119.8032955.08
2312010.06.11 02:06sell stop641.00110.8380.000109.938
2322010.06.11 04:02sell641.00110.8380.000109.938
2332010.06.11 04:02modify641.00110.838111.343109.938
2342010.06.11 13:12s/l641.00111.343111.343109.938-627.9732327.11
2352010.06.23 14:29buy stop651.00110.8450.000111.745
2362010.06.23 20:30buy651.00110.8450.000111.745
2372010.06.23 20:30modify651.00110.845109.804111.745
2382010.06.24 10:47s/l651.00109.804109.804111.745-1294.5831032.54
2392010.06.29 04:39buy stop661.00109.5910.000110.491
2402010.06.30 04:39delete661.00109.5910.000110.491
2412010.07.22 02:22buy stop671.00110.7670.000111.667
2422010.07.22 09:19buy671.00110.7670.000111.667
2432010.07.22 09:19modify671.00110.767109.923111.667
2442010.07.22 12:46t/p671.00111.667109.923111.6671119.5632152.10
2452010.07.28 08:46sell stop681.00114.4110.000113.511
2462010.07.28 09:27sell681.00114.4110.000113.511
2472010.07.28 09:27modify681.00114.411114.804113.511
2482010.07.28 20:50t/p681.00113.511114.804113.5111119.1733271.27
2492010.08.11 02:28buy stop691.00112.2780.000113.178
2502010.08.12 02:28delete691.00112.2780.000113.178
2512010.08.24 03:43buy stop701.00107.6140.000108.514
2522010.08.24 05:30buy701.00107.6140.000108.514
2532010.08.24 05:30modify701.00107.614107.132108.514
2542010.08.24 09:17s/l701.00107.132107.132108.514-599.5832671.69
2552010.08.30 00:13sell stop711.00108.8760.000107.976
2562010.08.30 05:25sell711.00108.8760.000107.976
2572010.08.30 05:25modify711.00108.876109.624107.976
2582010.08.30 10:25t/p711.00107.976109.624107.9761119.1633790.85
2592010.08.31 03:55buy stop721.00107.0160.000107.916
2602010.08.31 10:40buy721.00107.0160.000107.916
2612010.08.31 10:40modify721.00107.016106.087107.916
2622010.09.01 15:24t/p721.00107.916106.087107.9161119.6834910.53
2632010.09.08 05:47buy stop731.00106.2240.000107.124
2642010.09.08 08:21buy731.00106.2240.000107.124
2652010.09.08 08:21modify731.00106.224105.710107.124
2662010.09.10 14:31t/p731.00107.124105.710107.1241120.0636030.59
2672010.09.14 21:33sell stop741.00107.9230.000107.023
2682010.09.14 22:51sell741.00107.9230.000107.023
2692010.09.14 22:51modify741.00107.923108.314107.023
2702010.09.15 03:32s/l741.00108.314108.314107.023-487.8535542.75
2712010.09.16 11:06sell stop751.00111.5890.000110.689
2722010.09.17 11:06delete751.00111.5890.000110.689
2732010.10.04 03:46sell stop761.00114.8500.000113.950
2742010.10.04 07:38sell761.00114.8500.000113.950
2752010.10.04 07:38modify761.00114.850115.355113.950
2762010.10.04 10:42t/p761.00113.950115.355113.9501119.1736661.92