Strategy Tester Report
Momentum Elder
Alpari-Micro2 (Build 229)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2010.01.04 00:00 - 2010.12.31 18:00 (2010.01.01 - 2011.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры
Баров в истории6946Смоделировано тиков11031862Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль18133.40Общая прибыль32897.00Общий убыток-14763.60
Прибыльность2.23Матожидание выигрыша148.63
Абсолютная просадка1307.80Максимальная просадка3454.20 (10.94%)Относительная просадка22.35% (2553.80)
Всего сделок122Короткие позиции (% выигравших)64 (51.56%)Длинные позиции (% выигравших)58 (58.62%)
Прибыльные сделки (% от всех)67 (54.92%)Убыточные сделки (% от всех)55 (45.08%)
Самая большаяприбыльная сделка4184.60убыточная сделка-949.00
Средняяприбыльная сделка491.00убыточная сделка-268.43
Максимальное количествонепрерывных выигрышей (прибыль)7 (1228.00)непрерывных проигрышей (убыток)7 (-2208.40)
Максимальнаянепрерывная прибыль (число выигрышей)5775.00 (2)непрерывный убыток (число проигрышей)-2382.20 (5)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.01.04 14:00buy11.001.439881.425691.46542
22010.01.04 14:44modify11.001.439881.439881.46542
32010.01.05 15:34s/l11.001.439881.439881.46542-0.609999.40
42010.01.12 03:00sell21.001.449031.451761.44412
52010.01.12 03:09modify21.001.449031.449031.44412
62010.01.12 03:55s/l21.001.449031.449031.444120.009999.40
72010.01.14 13:00sell31.001.449091.453301.44151
82010.01.14 15:57modify31.001.449091.449091.44151
92010.01.14 16:40s/l31.001.449091.449091.441510.009999.40
102010.01.25 06:00buy41.001.416931.415231.41999
112010.01.25 08:18s/l41.001.415231.415231.41999-170.009829.40
122010.01.25 20:00sell51.001.414381.415121.41305
132010.01.25 20:39s/l51.001.415121.415121.41305-74.009755.40
142010.01.27 10:00sell61.001.402821.406331.39650
152010.01.27 10:38s/l61.001.406331.406331.39650-351.009404.40
162010.02.01 11:00buy71.001.391561.385211.40299
172010.02.01 22:03modify71.001.391561.391561.40299
182010.02.02 01:03s/l71.001.391561.391561.40299-0.609403.80
192010.02.08 10:00buy81.001.370351.358541.39161
202010.02.09 06:00buy91.001.369471.364891.37771
212010.02.09 06:38modify91.001.369471.369471.37771
222010.02.09 07:01s/l91.001.369471.369471.377710.009403.80
232010.02.09 07:57modify81.001.370351.370351.39161
242010.02.09 12:03s/l81.001.370351.370351.39161-0.609403.20
252010.02.10 07:00sell101.001.374351.383801.35734
262010.02.10 16:00modify101.001.374351.374351.35734
272010.02.10 18:10s/l101.001.374351.374351.357340.009403.20
282010.02.11 02:00buy111.001.377081.367671.39402
292010.02.11 05:05modify111.001.377081.377081.39402
302010.02.11 06:00buy121.001.379391.377541.38272
312010.02.11 07:53s/l121.001.377541.377541.38272-185.009218.20
322010.02.11 08:59s/l111.001.377081.377081.394020.009218.20
332010.02.11 14:00sell131.001.372811.380011.35985
342010.02.11 14:33modify131.001.372811.372811.35985
352010.02.11 16:52t/p131.001.359851.372811.359851296.0010514.20
362010.02.12 11:00sell141.001.356791.365111.34181
372010.02.12 11:30modify141.001.356791.356791.34181
382010.02.12 11:38s/l141.001.356791.356791.341810.0010514.20
392010.02.15 15:00sell151.001.360911.363061.35704
402010.02.15 16:03modify151.001.360911.360911.35704
412010.02.15 17:39s/l151.001.360911.360911.357040.0010514.20
422010.02.23 13:00sell161.001.356121.369131.33270
432010.02.23 15:38modify161.001.356121.356121.33270
442010.02.23 15:45s/l161.001.356121.356121.332700.0010514.20
452010.02.24 21:00sell171.001.352541.362501.33461
462010.02.25 02:15modify171.001.352541.352541.33461
472010.02.25 16:47s/l171.001.352541.352541.33461-7.2010507.00
482010.03.02 11:00sell181.001.348551.353921.33888
492010.03.02 12:21s/l181.001.353921.353921.33888-537.009970.00
502010.03.02 15:00buy191.001.358921.343491.38669
512010.03.02 19:15modify191.001.358921.358921.38669
522010.03.04 16:30s/l191.001.358921.358921.38669-2.409967.60
532010.03.05 15:00sell201.001.355861.360631.34727
542010.03.05 16:32s/l201.001.360631.360631.34727-477.009490.60
552010.03.10 01:00buy211.001.360821.353701.37364
562010.03.10 09:00sell221.001.355631.360491.34688
572010.03.10 12:33s/l221.001.360491.360491.34688-486.009004.60
582010.03.10 15:48modify211.001.360821.360821.37364
592010.03.11 12:00buy231.001.365541.362561.37090
602010.03.11 14:30modify231.001.365541.365541.37090
612010.03.11 14:42s/l231.001.365541.365541.370900.009004.60
622010.03.12 10:25t/p211.001.373641.360821.373641279.6010284.20
632010.03.15 05:00sell241.001.373251.379541.36193
642010.03.15 10:58modify241.001.373251.373251.36193
652010.03.16 12:45s/l241.001.373251.373251.36193-2.4010281.80
662010.03.23 09:00sell251.001.351031.356871.34052
672010.03.23 12:36modify251.001.351031.351031.34052
682010.03.23 13:42s/l251.001.351031.351031.340520.0010281.80
692010.03.25 12:00buy261.001.336311.328361.35062
702010.03.25 17:09modify261.001.336311.336311.35062
712010.03.25 17:10s/l261.001.336311.336311.350620.0010281.80
722010.03.26 08:00buy271.001.333841.326701.34669
732010.03.26 09:03modify271.001.333841.333841.34669
742010.03.26 10:00buy281.001.337301.332461.34601
752010.03.26 11:20modify281.001.337301.337301.34601
762010.03.26 11:42s/l281.001.337301.337301.346010.0010281.80
772010.03.29 00:00t/p271.001.346691.333841.346691284.4011566.20
782010.03.30 04:00buy291.001.347731.346991.34906
792010.03.30 05:51t/p291.001.349061.346991.34906133.0011699.20
802010.04.02 11:00sell301.001.355021.359051.34777
812010.04.02 14:52modify301.001.355021.355021.34777
822010.04.02 17:31t/p301.001.347771.355021.34777725.0012424.20
832010.04.05 12:00sell311.001.347201.349181.34364
842010.04.05 14:49s/l311.001.349181.349181.34364-198.0012226.20
852010.04.06 03:00sell321.001.344351.349591.33492
862010.04.06 06:39modify321.001.344351.344351.33492
872010.04.07 12:56t/p321.001.334921.344351.33492940.6013166.80
882010.04.15 01:00buy331.001.365851.364781.36778
892010.04.15 03:26s/l331.001.364781.364781.36778-107.0013059.80
902010.04.15 10:00sell341.001.359381.366651.34629
912010.04.15 10:13modify341.001.359381.359381.34629
922010.04.16 07:00sell351.001.353651.355451.35041
932010.04.16 08:38modify351.001.353651.353651.35041
942010.04.16 08:53s/l351.001.353651.353651.350410.0013059.80
952010.04.19 03:30t/p341.001.346291.359381.346291304.2014364.00
962010.04.19 20:00buy361.001.347091.341601.35697
972010.04.19 23:23modify361.001.347091.347091.35697
982010.04.20 03:54s/l361.001.347091.347091.35697-0.6014363.40
992010.04.23 14:00buy371.001.332161.329271.33736
1002010.04.23 14:22s/l371.001.329271.329271.33736-289.0014074.40
1012010.05.10 18:00sell381.001.286011.309341.24402
1022010.05.10 18:27modify381.001.286011.286011.24402
1032010.05.12 20:00sell391.001.262001.270891.24600
1042010.05.13 01:00sell401.001.263121.263861.26179
1052010.05.13 01:20s/l401.001.263861.263861.26179-74.0014000.40
1062010.05.13 08:00buy411.001.267321.262711.27562
1072010.05.13 10:28s/l411.001.262711.262711.27562-461.0013539.40
1082010.05.13 10:41modify391.001.262001.262001.24600
1092010.05.14 11:39t/p391.001.246001.262001.246001590.4015129.80
1102010.05.14 11:55t/p381.001.244021.286011.244024184.6019314.40
1112010.05.18 07:00sell421.001.233301.239971.22129
1122010.05.18 09:20s/l421.001.239971.239971.22129-667.0018647.40
1132010.05.24 06:00sell431.001.250061.251501.24747
1142010.05.24 06:14s/l431.001.251501.251501.24747-144.0018503.40
1152010.05.24 08:00sell441.001.249371.252471.24379
1162010.05.24 09:59modify441.001.249371.249371.24379
1172010.05.24 10:15t/p441.001.243791.249371.24379558.0019061.40
1182010.05.25 22:00buy451.001.233531.217751.26193
1192010.05.25 23:08modify451.001.233531.233531.26193
1202010.05.26 01:49s/l451.001.233531.233531.26193-0.6019060.80
1212010.05.27 08:00buy461.001.228711.215331.25279
1222010.05.27 08:36modify461.001.228711.228711.25279
1232010.05.27 09:35s/l461.001.228711.228711.252790.0019060.80
1242010.05.28 06:00sell471.001.229871.239361.21279
1252010.05.28 10:30s/l471.001.239361.239361.21279-949.0018111.80
1262010.06.01 19:00buy481.001.227771.211081.25781
1272010.06.01 19:28modify481.001.227771.227771.25781
1282010.06.01 20:05s/l481.001.227771.227771.257810.0018111.80
1292010.06.03 17:00sell491.001.220441.232611.19853
1302010.06.03 18:20modify491.001.220441.220441.19853
1312010.06.04 10:35s/l491.001.220441.220441.19853-2.4018109.40
1322010.06.08 02:00sell501.001.192291.197311.18325
1332010.06.08 05:33s/l501.001.197311.197311.18325-502.0017607.40
1342010.06.08 07:00buy511.001.196511.194291.20051
1352010.06.08 10:29s/l511.001.194291.194291.20051-222.0017385.40
1362010.06.09 13:00buy521.001.197131.193931.20289
1372010.06.09 13:50modify521.001.197131.197131.20289
1382010.06.09 14:41t/p521.001.202891.197131.20289576.0017961.40
1392010.06.11 10:00buy531.001.211581.209481.21536
1402010.06.11 10:11s/l531.001.209481.209481.21536-210.0017751.40
1412010.06.11 12:00buy541.001.213021.209091.22009
1422010.06.11 13:57modify541.001.213021.213021.22009
1432010.06.11 14:14s/l541.001.213021.213021.220090.0017751.40
1442010.06.15 13:00buy551.001.225341.216701.24089
1452010.06.15 13:04modify551.001.225341.225341.24089
1462010.06.15 13:26s/l551.001.225341.225341.240890.0017751.40
1472010.06.21 01:00buy561.001.241121.235281.25163
1482010.06.21 02:20modify561.001.241121.241121.25163
1492010.06.21 03:17s/l561.001.241121.241121.251630.0017751.40
1502010.06.21 17:00sell571.001.237781.246681.22176
1512010.06.21 18:35modify571.001.237781.237781.22176
1522010.06.23 07:00sell581.001.226201.227441.22397
1532010.06.23 07:27s/l581.001.227441.227441.22397-124.0017627.40
1542010.06.23 16:03t/p571.001.221761.237781.221761597.2019224.60
1552010.06.25 01:00buy591.001.233771.232171.23665
1562010.06.25 02:19s/l591.001.232171.232171.23665-160.0019064.60
1572010.06.25 19:00buy601.001.234891.225381.25201
1582010.06.25 19:30modify601.001.234891.234891.25201
1592010.06.28 09:41s/l601.001.234891.234891.25201-0.6019064.00
1602010.07.01 02:00sell611.001.222831.230381.20924
1612010.07.01 02:54modify611.001.222831.222831.20924
1622010.07.01 07:06s/l611.001.222831.222831.209240.0019064.00
1632010.07.07 10:00sell621.001.258341.260071.25523
1642010.07.07 10:47modify621.001.258341.258341.25523
1652010.07.07 12:47s/l621.001.258341.258341.255230.0019064.00
1662010.07.07 17:00buy631.001.263441.255311.27807
1672010.07.07 20:00buy641.001.264861.258611.27611
1682010.07.07 20:02modify631.001.263441.263441.27807
1692010.07.07 21:46s/l631.001.263441.263441.278070.0019064.00
1702010.07.08 03:31modify641.001.264861.264861.27611
1712010.07.08 07:08s/l641.001.264861.264861.27611-1.8019062.20
1722010.07.13 09:00sell651.001.255431.261271.24492
1732010.07.13 09:24modify651.001.255431.255431.24492
1742010.07.13 11:07s/l651.001.255431.255431.244920.0019062.20
1752010.07.19 01:00sell661.001.289851.295421.27982
1762010.07.19 08:27modify661.001.289851.289851.27982
1772010.07.19 09:02s/l661.001.289851.289851.279820.0019062.20
1782010.07.19 16:00buy671.001.296841.293071.30363
1792010.07.20 00:58s/l671.001.293071.293071.30363-377.6018684.60
1802010.07.21 11:00sell681.001.285201.290661.27537
1812010.07.21 11:47modify681.001.285201.285201.27537
1822010.07.21 20:15t/p681.001.275371.285201.27537983.0019667.60
1832010.07.22 11:00buy691.001.284451.273181.30474
1842010.07.22 12:41modify691.001.284451.284451.30474
1852010.07.22 15:26s/l691.001.284451.284451.304740.0019667.60
1862010.07.28 08:00buy701.001.300891.298821.30462
1872010.07.28 08:43modify701.001.300891.300891.30462
1882010.07.28 09:46s/l701.001.300891.300891.304620.0019667.60
1892010.07.28 22:00sell711.001.298531.302841.29077
1902010.07.29 06:00buy721.001.301331.296871.30936
1912010.07.29 08:29s/l711.001.302841.302841.29077-438.2019229.40
1922010.07.29 08:30modify721.001.301331.301331.30936
1932010.07.29 15:31t/p721.001.309361.301331.30936803.0020032.40
1942010.08.02 04:00buy731.001.307561.302611.31647
1952010.08.02 14:40modify731.001.307561.307561.31647
1962010.08.02 16:13t/p731.001.316471.307561.31647891.0020923.40
1972010.08.05 18:00sell741.001.315551.323441.30135
1982010.08.06 09:00buy751.001.319971.317531.32436
1992010.08.06 11:33s/l751.001.317531.317531.32436-244.0020679.40
2002010.08.06 14:43s/l741.001.323441.323441.30135-791.4019888.00
2012010.08.18 12:00buy761.001.290401.282331.30493
2022010.08.18 15:00buy771.001.291411.287011.29933
2032010.08.18 15:45s/l771.001.287011.287011.29933-440.0019448.00
2042010.08.19 01:46s/l761.001.282331.282331.30493-808.8018639.20
2052010.08.20 01:00sell781.001.280511.283621.27491
2062010.08.20 04:00sell791.001.280671.281651.27891
2072010.08.20 05:03s/l791.001.281651.281651.27891-98.0018541.20
2082010.08.20 10:50modify781.001.280511.280511.27491
2092010.08.20 11:11t/p781.001.274911.280511.27491560.0019101.20
2102010.08.26 05:00buy801.001.269711.265011.27817
2112010.08.26 05:57modify801.001.269711.269711.27817
2122010.08.26 08:21s/l801.001.269711.269711.278170.0019101.20
2132010.08.30 12:00sell811.001.271821.277781.26109
2142010.08.30 14:16modify811.001.271821.271821.26109
2152010.08.30 15:35s/l811.001.271821.271821.261090.0019101.20
2162010.08.31 12:00buy821.001.269541.262501.28221
2172010.08.31 14:55modify821.001.269541.269541.28221
2182010.08.31 17:11s/l821.001.269541.269541.282210.0019101.20
2192010.09.01 10:00buy831.001.272331.269731.27701
2202010.09.01 10:41modify831.001.272331.272331.27701
2212010.09.01 11:03t/p831.001.277011.272331.27701468.0019569.20
2222010.09.09 09:00sell841.001.268861.274181.25928
2232010.09.09 09:15modify841.001.268861.268861.25928
2242010.09.09 09:39s/l841.001.268861.268861.259280.0019569.20
2252010.09.10 01:00sell851.001.268801.269911.26680
2262010.09.10 03:52t/p851.001.266801.269911.26680200.0019769.20
2272010.09.10 04:00sell861.001.265671.268701.26022
2282010.09.10 06:54s/l861.001.268701.268701.26022-303.0019466.20
2292010.09.15 17:00buy871.001.302991.295911.31573
2302010.09.16 10:43modify871.001.302991.302991.31573
2312010.09.16 11:00buy881.001.305791.299761.31664
2322010.09.16 11:21modify881.001.305791.305791.31664
2332010.09.16 14:43s/l881.001.305791.305791.316640.0019466.20
2342010.09.17 09:54t/p871.001.315731.302991.315731271.6020737.80
2352010.09.20 08:00buy891.001.308041.301891.31911
2362010.09.20 08:50modify891.001.308041.308041.31911
2372010.09.20 13:59s/l891.001.308041.308041.319110.0020737.80
2382010.09.20 21:00sell901.001.305961.309481.29962
2392010.09.21 03:06s/l901.001.309481.309481.29962-354.4020383.40
2402010.09.21 07:00buy911.001.309121.305021.31650
2412010.09.21 10:05modify911.001.309121.309121.31650
2422010.09.21 20:16t/p911.001.316501.309121.31650738.0021121.40
2432010.09.27 14:00buy921.001.347521.342521.35652
2442010.09.27 14:22modify921.001.347521.347521.35652
2452010.09.27 14:54s/l921.001.347521.347521.356520.0021121.40
2462010.09.27 20:00buy931.001.348061.344501.35447
2472010.09.27 22:29s/l931.001.344501.344501.35447-356.0020765.40
2482010.09.30 06:00sell941.001.359441.364611.35013
2492010.09.30 07:36modify941.001.359441.359441.35013
2502010.09.30 08:45s/l941.001.359441.359441.350130.0020765.40
2512010.10.01 06:00buy951.001.366161.364931.36837
2522010.10.01 07:51s/l951.001.364931.364931.36837-123.0020642.40
2532010.10.07 18:00sell961.001.391901.402851.37219
2542010.10.07 18:22modify961.001.391901.391901.37219
2552010.10.07 20:57s/l961.001.391901.391901.372190.0020642.40
2562010.10.08 02:00sell971.001.392401.392861.39157
2572010.10.08 02:01s/l971.001.392861.392861.39157-46.0020596.40
2582010.10.08 13:00sell981.001.388151.392301.38068
2592010.10.08 14:30s/l981.001.392301.392301.38068-415.0020181.40
2602010.10.11 01:00buy991.001.397831.390061.41182
2612010.10.11 01:09modify991.001.397831.397831.41182
2622010.10.11 02:05s/l991.001.397831.397831.411820.0020181.40
2632010.10.12 19:00buy1001.001.386971.377521.40398
2642010.10.12 20:11modify1001.001.386971.386971.40398
2652010.10.14 02:14t/p1001.001.403981.386971.403981698.6021880.00
2662010.11.02 07:00buy1011.001.393331.386361.40588
2672010.11.02 09:27modify1011.001.393331.393331.40588
2682010.11.03 18:06t/p1011.001.405881.393331.405881254.4023134.40
2692010.11.03 19:00buy1021.001.404211.399881.41200
2702010.11.03 19:03modify1021.001.404211.404211.41200
2712010.11.03 19:14s/l1021.001.404211.404211.412000.0023134.40
2722010.11.09 13:00buy1031.001.395231.382361.41840
2732010.11.09 13:42modify1031.001.395231.395231.41840
2742010.11.09 13:59s/l1031.001.395231.395231.418400.0023134.40
2752010.11.11 05:00buy1041.001.379971.375431.38814
2762010.11.11 09:39s/l1041.001.375431.375431.38814-454.0022680.40
2772010.11.11 11:00sell1051.001.372601.380411.35854
2782010.11.11 12:52modify1051.001.372601.372601.35854
2792010.11.11 15:13s/l1051.001.372601.372601.358540.0022680.40
2802010.11.15 06:00sell1061.001.368431.377581.35196
2812010.11.15 08:02modify1061.001.368431.368431.35196
2822010.11.16 17:26t/p1061.001.351961.368431.351961644.6024325.00
2832010.11.19 08:00buy1071.001.368431.360811.38215
2842010.11.19 09:49modify1071.001.368431.368431.38215
2852010.11.19 11:31s/l1071.001.368431.368431.382150.0024325.00
2862010.11.19 18:00sell1081.001.365241.373081.35113
2872010.11.22 00:00s/l1081.001.373081.373081.35113-786.4023538.60
2882010.11.22 15:00sell1091.001.364451.378531.33911
2892010.11.22 16:34modify1091.001.364451.364451.33911
2902010.11.23 17:13t/p1091.001.339111.364451.339112531.6026070.20
2912010.11.25 05:00sell1101.001.332221.333251.33037
2922010.11.25 05:02s/l1101.001.333251.333251.33037-103.0025967.20
2932010.11.26 06:00sell1111.001.332021.338601.32018
2942010.11.26 07:18modify1111.001.332021.332021.32018
2952010.11.29 01:38t/p1111.001.320181.332021.320181181.6027148.80
2962010.11.29 12:00sell1121.001.319661.330091.30089
2972010.11.29 12:07modify1121.001.319661.319661.30089
2982010.11.30 10:22t/p1121.001.300891.319661.300891874.6029023.40
2992010.12.07 21:00sell1131.001.328531.339971.30794
3002010.12.07 22:06modify1131.001.328531.328531.30794
3012010.12.09 02:05s/l1131.001.328531.328531.30794-9.6029013.80
3022010.12.09 11:00sell1141.001.321731.332201.30288
3032010.12.09 16:09modify1141.001.321731.321731.30288
3042010.12.09 18:00s/l1141.001.321731.321731.302880.0029013.80
3052010.12.13 13:00buy1151.001.328011.320631.34129
3062010.12.13 14:59modify1151.001.328011.328011.34129
3072010.12.13 19:14t/p1151.001.341291.328011.341291328.0030341.80
3082010.12.16 17:00sell1161.001.319381.326101.30728
3092010.12.17 02:07s/l1161.001.326101.326101.30728-674.4029667.40
3102010.12.17 16:00sell1171.001.322481.335811.29849
3112010.12.17 16:28modify1171.001.322481.322481.29849
3122010.12.21 19:00sell1181.001.311951.320061.29735
3132010.12.21 19:19modify1181.001.311951.311951.29735
3142010.12.22 01:49s/l1181.001.311951.311951.29735-2.4029665.00
3152010.12.22 16:00sell1191.001.308961.317981.29272
3162010.12.23 08:00buy1201.001.313891.307771.32491
3172010.12.23 14:13s/l1201.001.307771.307771.32491-612.0029053.00
3182010.12.23 14:13modify1191.001.308961.308961.29272
3192010.12.23 15:00sell1211.001.306661.315061.29154
3202010.12.23 17:18s/l1191.001.308961.308961.29272-7.2029045.80
3212010.12.24 20:55sell1221.001.311121.311581.31029
3222010.12.24 20:59s/l1221.001.311581.311581.31029-46.0028999.80
3232010.12.27 07:45s/l1211.001.315061.315061.29154-844.8028155.00
3242010.12.28 01:15s/l1171.001.322481.322481.29849-21.6028133.40