Strategy Tester Report
Magic_shift_1_1
Alpari-Micro (Build 225)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период4 Часа (H4) 2009.01.02 08:00 - 2009.12.11 00:00 (2009.01.01 - 2009.12.30)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыбудут доступны при покупке СОВЕТНИКА Magic_shift;
Баров в истории2470Смоделировано тиков9755241Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль50589.70Общая прибыль68994.88Общий убыток-18405.18
Прибыльность3.75Матожидание выигрыша491.16
Абсолютная просадка214.73Максимальная просадка4235.60 (10.67%)Относительная просадка23.27% (4120.24)
Всего сделок103Короткие позиции (% выигравших)51 (70.59%)Длинные позиции (% выигравших)52 (63.46%)
Прибыльные сделки (% от всех)69 (66.99%)Убыточные сделки (% от всех)34 (33.01%)
Самая большаяприбыльная сделка5389.20убыточная сделка-1528.32
Средняяприбыльная сделка999.93убыточная сделка-541.33
Максимальное количествонепрерывных выигрышей (прибыль)13 (19324.67)непрерывных проигрышей (убыток)6 (-2658.47)
Максимальнаянепрерывная прибыль (число выигрышей)19324.67 (13)непрерывный убыток (число проигрышей)-2658.47 (6)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.07 04:01sell11.0093.8700.00089.070
22009.01.07 14:16modify11.0093.87093.86889.070
32009.01.12 12:42modify11.0093.87090.66889.070
42009.01.12 17:11t/p11.0089.07090.66889.0705389.2015389.20
52009.01.13 12:00buy21.0089.1720.00093.972
62009.01.16 01:57modify21.0089.17289.18093.972
72009.01.21 16:28s/l21.0089.18089.18093.9728.9715398.17
82009.01.28 04:00sell31.0089.1200.00084.320
92009.02.03 08:00close31.0089.5420.00084.320-471.2914926.88
102009.02.03 08:00buy41.0089.5420.00094.342
112009.02.05 17:24modify41.0089.54289.54994.342
122009.02.09 08:00close41.0091.22889.54994.3421848.1216775.00
132009.02.09 08:00sell51.0091.2280.00086.428
142009.02.10 19:26modify51.0091.22891.22786.428
152009.02.11 12:00close51.0089.90291.22786.4281474.9418249.94
162009.02.11 12:00buy61.0089.9020.00094.702
172009.02.12 04:00close61.0090.0450.00094.702158.8118408.75
182009.02.12 04:00sell71.0090.0450.00085.245
192009.02.13 08:00close71.0090.9970.00085.245-1046.1917362.56
202009.02.13 08:00buy81.0090.9970.00095.797
212009.02.13 16:28modify81.0090.99790.99895.797
222009.02.16 20:00close81.0091.71090.99895.797777.4518140.01
232009.02.18 04:00buy91.0092.1890.00096.989
242009.02.18 15:06modify91.0092.18992.19296.989
252009.02.19 08:00close91.0093.57292.19296.9891478.0119618.02
262009.02.19 08:00sell101.0093.5720.00088.772
272009.02.19 16:00close101.0094.2120.00088.772-679.3218938.70
282009.02.19 16:00buy111.0094.2120.00099.012
292009.02.19 20:00close111.0094.1450.00099.012-71.1718867.53
302009.02.24 04:00buy121.0094.6210.00099.421
312009.02.24 10:08modify121.0094.62194.62599.421
322009.03.03 16:00close121.0098.35094.62599.4213791.5622659.09
332009.03.03 16:00sell131.0098.3500.00093.550
342009.03.06 08:00close131.0097.6680.00093.550698.2823357.37
352009.03.06 08:00buy141.0097.6680.000102.468
362009.03.09 08:43modify141.0097.66897.681102.468
372009.03.10 08:00close141.0098.48197.681102.468825.5424182.91
382009.03.10 08:00sell151.0098.4810.00093.681
392009.03.11 17:02modify151.0098.48198.47893.681
402009.03.12 08:00close151.0096.45398.47893.6812102.5826285.49
412009.03.12 08:00buy161.0096.4530.000101.253
422009.03.12 14:59modify161.0096.45396.454101.253
432009.03.13 00:00close161.0097.67996.454101.2531255.1327540.62
442009.03.13 16:00buy171.0098.3030.000103.103
452009.03.18 08:00close171.0098.4860.000103.103185.8127726.43
462009.03.18 08:00sell181.0098.4860.00093.686
472009.03.18 19:17modify181.0098.48698.22393.686
482009.03.19 15:31modify181.0098.48695.02393.686
492009.03.19 16:22t/p181.0093.68695.02393.6865123.6632850.09
502009.03.20 04:00buy191.0094.6440.00099.444
512009.03.20 11:52modify191.0094.64494.65199.444
522009.03.23 20:00close191.0096.90194.65199.4442329.1835179.27
532009.03.26 04:00buy201.0097.7890.000102.589
542009.03.26 20:49modify201.0097.78997.791102.589
552009.03.27 07:44s/l201.0097.79197.791102.5892.0435181.31
562009.03.27 12:00sell211.0098.0080.00093.208
572009.03.30 06:28modify211.0098.00898.00393.208
582009.03.31 02:53s/l211.0098.00398.00393.2085.1035186.41
592009.04.06 04:00sell221.00100.6770.00095.877
602009.04.08 08:30modify221.00100.677100.67795.877
612009.04.09 00:00close221.0099.762100.67795.877917.1836103.59
622009.04.16 08:00buy231.0098.9080.000103.708
632009.04.17 04:00close231.0099.5550.000103.708649.8936753.48
642009.04.17 04:00sell241.0099.5550.00094.755
652009.04.20 11:52modify241.0099.55599.54994.755
662009.04.21 16:00close241.0098.14399.54994.7551438.7238192.20
672009.04.21 16:00buy251.0098.1430.000102.943
682009.04.24 08:00close251.0097.0250.000102.943-1152.2837039.92
692009.04.24 08:00sell261.0097.0250.00092.225
702009.04.27 08:00close261.0096.6780.00092.225358.9237398.84
712009.04.27 08:00buy271.0096.6780.000101.478
722009.04.28 04:00close271.0096.5480.000101.478-134.6537264.19
732009.04.28 04:00sell281.0096.5480.00091.748
742009.04.28 12:00close281.0096.0630.00091.748504.8837769.07
752009.04.28 12:00buy291.0096.0630.000100.863
762009.04.29 03:16modify291.0096.06396.063100.863
772009.04.30 08:00close291.0097.35696.063100.8631328.1239097.19
782009.04.30 08:00sell301.0097.3560.00092.556
792009.05.01 08:00close301.0098.8670.00092.556-1528.3237568.87
802009.05.01 08:00buy311.0098.8670.000103.667
812009.05.01 16:00close311.0099.4640.000103.667600.2238169.09
822009.05.01 16:00sell321.0099.4640.00094.664
832009.05.04 16:00close321.0099.4550.00094.6649.0538178.14
842009.05.04 16:00buy331.0099.4550.000104.255
852009.05.06 08:00close331.0098.2560.000104.255-1220.2836957.86
862009.05.06 08:00sell341.0098.2560.00093.456
872009.05.08 20:00close341.0098.5330.00093.456-281.1236676.74
882009.05.12 12:00sell351.0097.6110.00092.811
892009.05.12 15:37modify351.0097.61197.61092.811
902009.05.13 00:00close351.0096.34397.61092.8111316.1337992.87
912009.05.25 08:00buy361.0095.0820.00099.882
922009.05.28 05:39modify361.0095.08295.08399.882
932009.05.29 08:00close361.0096.52695.08399.8821495.9739488.84
942009.05.29 08:00sell371.0096.5260.00091.726
952009.05.29 16:16modify371.0096.52696.52591.726
962009.06.01 12:00close371.0094.59996.52591.7262037.0241525.86
972009.06.01 12:00buy381.0094.5990.00099.399
982009.06.01 15:12modify381.0094.59994.59999.399
992009.06.02 00:00close381.0096.58694.59999.3992057.2343583.09
1002009.06.03 16:00buy391.0095.8540.000100.654
1012009.06.04 14:19modify391.0095.85495.857100.654
1022009.06.08 12:00close391.0098.54395.857100.6542728.7646311.85
1032009.06.08 12:00sell401.0098.5430.00093.743
1042009.06.09 15:31modify401.0098.54398.54293.743
1052009.06.11 14:30s/l401.0098.54298.54293.7431.0246312.87
1062009.06.16 12:00sell411.0096.8020.00092.002
1072009.06.17 08:00close411.0096.5500.00092.002261.0046573.87
1082009.06.17 08:00buy421.0096.5500.000101.350
1092009.06.18 12:00close421.0095.7870.000101.350-796.5645777.31
1102009.06.18 12:00sell431.0095.7870.00090.987
1112009.06.23 12:00close431.0095.2820.00090.987530.0146307.32
1122009.06.23 12:00buy441.0095.2820.000100.082
1132009.06.25 03:55modify441.0095.28295.285100.082
1142009.06.25 12:00close441.0096.45595.285100.0821216.1147523.43
1152009.06.25 12:00sell451.0096.4550.00091.655
1162009.06.26 00:00close451.0096.0120.00091.655461.4047984.83
1172009.06.29 08:00sell461.0095.4400.00090.640
1182009.06.30 08:00close461.0095.8520.00090.640-429.8347555.00
1192009.06.30 08:00buy471.0095.8520.000100.652
1202009.07.01 03:34modify471.0095.85295.855100.652
1212009.07.02 17:49s/l471.0095.85595.855100.6523.1347558.13
1222009.07.03 04:00sell481.0095.8870.00091.087
1232009.07.06 15:28modify481.0095.88795.88591.087
1242009.07.06 16:00close481.0094.86895.88591.0871074.1248632.25
1252009.07.06 16:00buy491.0094.8680.00099.668
1262009.07.07 12:00close491.0095.2200.00099.668369.6749001.92
1272009.07.07 12:00sell501.0095.2200.00090.420
1282009.07.07 20:00close501.0094.9820.00090.420250.5749252.49
1292009.07.14 04:00sell511.0092.9700.00088.170
1302009.07.16 12:00close511.0093.7450.00088.170-826.7148425.78
1312009.07.16 12:00buy521.0093.7450.00098.545
1322009.07.20 07:06modify521.0093.74593.74698.545
1332009.07.20 12:00close521.0094.45193.74698.545747.4849173.26
1342009.07.20 12:00sell531.0094.4510.00089.651
1352009.07.20 16:00close531.0094.5670.00089.651-122.6649050.60
1362009.07.20 16:00buy541.0094.5670.00099.367
1372009.07.22 00:00close541.0093.6440.00099.367-985.6548064.95
1382009.07.22 12:00buy551.0093.5540.00098.354
1392009.07.23 11:43modify551.0093.55493.55498.354
1402009.07.24 08:00close551.0094.82193.55498.3541336.2049401.15
1412009.07.24 08:00sell561.0094.8210.00090.021
1422009.07.31 08:00close561.0095.3590.00090.021-564.1848836.97
1432009.07.31 08:00buy571.0095.3590.000100.159
1442009.08.03 08:00close571.0094.6410.000100.159-758.6648078.31
1452009.08.03 08:00sell581.0094.6410.00089.841
1462009.08.04 12:00close581.0094.7100.00089.841-72.8548005.46
1472009.08.04 12:00buy591.0094.7100.00099.510
1482009.08.06 12:33modify591.0094.71094.71299.510
1492009.08.11 04:00close591.0096.92994.71299.5102289.3050294.76
1502009.08.11 04:00sell601.0096.9290.00092.129
1512009.08.11 16:25modify601.0096.92996.92492.129
1522009.08.12 00:00close601.0095.95896.92492.1291011.9051306.66
1532009.08.13 08:00sell611.0096.1020.00091.302
1542009.08.13 19:24modify611.0096.10296.09791.302
1552009.08.17 08:00close611.0094.51296.09791.3021682.3352988.99
1562009.08.17 08:00buy621.0094.5120.00099.312
1572009.08.18 12:00close621.0095.0400.00099.312555.5653544.55
1582009.08.18 12:00sell631.0095.0400.00090.240
1592009.08.19 04:00close631.0094.5890.00090.240476.8054021.35
1602009.08.19 04:00buy641.0094.5890.00099.389
1612009.08.19 20:00close641.0093.9240.00099.389-708.0253313.33
1622009.08.20 08:00buy651.0094.4690.00099.269
1632009.08.21 04:00close651.0093.7850.00099.269-729.3352584.00
1642009.08.21 04:00sell661.0093.7850.00088.985
1652009.08.25 08:00close661.0093.9620.00088.985-188.3752395.63
1662009.08.25 08:00buy671.0093.9620.00098.762
1672009.08.27 16:00close671.0093.6490.00098.762-334.2352061.40
1682009.08.27 16:00sell681.0093.6490.00088.849
1692009.08.28 04:00close681.0093.7180.00088.849-73.6351987.77
1702009.08.28 04:00buy691.0093.7180.00098.518
1712009.09.01 04:00close691.0093.1360.00098.518-624.8951362.88
1722009.09.01 04:00sell701.0093.1360.00088.336
1732009.09.02 18:58modify701.0093.13693.13388.336
1742009.09.03 00:00close701.0092.25393.13388.336957.1552320.03
1752009.09.07 12:00sell711.0093.0050.00088.205
1762009.09.08 12:06modify711.0093.00593.00488.205
1772009.09.08 16:00close711.0092.24093.00488.205829.3653149.39
1782009.09.08 16:00buy721.0092.2400.00097.040
1792009.09.09 20:00close721.0092.0730.00097.040-181.3852968.01
1802009.09.14 16:00buy731.0090.7520.00095.552
1812009.09.15 16:00close731.0091.3210.00095.552623.0853591.09
1822009.09.15 16:00sell741.0091.3210.00086.521
1832009.09.16 09:33modify741.0091.32191.31786.521
1842009.09.16 16:43s/l741.0091.31791.31786.5214.3953595.48
1852009.09.18 04:00sell751.0091.2630.00086.463
1862009.09.22 16:00close751.0091.1710.00086.463100.9153696.39
1872009.09.22 16:00buy761.0091.1710.00095.971
1882009.09.24 00:00close761.0091.4930.00095.971351.9454048.33
1892009.09.24 12:00buy771.0090.5300.00095.330
1902009.09.24 18:31modify771.0090.53090.53095.330
1912009.09.25 09:52s/l771.0090.53090.53095.3300.0054048.33
1922009.09.29 04:00sell781.0089.8720.00085.072
1932009.10.01 00:00close781.0089.7330.00085.072154.9054203.23
1942009.10.01 16:00sell791.0089.5560.00084.756
1952009.10.06 20:00close791.0088.8590.00084.756784.3954987.62
1962009.10.12 04:00buy801.0090.0550.00094.855
1972009.10.13 12:00close801.0089.7900.00094.855-295.1354692.49
1982009.10.13 12:00sell811.0089.7900.00084.990
1992009.10.15 04:00close811.0089.4470.00084.990383.4755075.96
2002009.10.15 04:00buy821.0089.4470.00094.247
2012009.10.15 14:45modify821.0089.44789.45094.247
2022009.10.15 20:00close821.0090.72289.45094.2471405.3956481.35
2032009.10.19 12:00sell831.0090.6770.00085.877
2042009.10.20 16:00close831.0090.4030.00085.877303.0956784.44
2052009.10.20 16:00buy841.0090.4030.00095.203
2062009.10.22 07:46modify841.0090.40390.40995.203
2072009.10.22 08:00close841.0091.42790.40995.2031120.0257904.46
2082009.10.22 08:00sell851.0091.4270.00086.627
2092009.10.22 16:00close851.0091.6560.00086.627-249.8557654.61
2102009.10.22 16:00buy861.0091.6560.00096.456
2112009.10.23 12:00close861.0091.6100.00096.456-50.2157604.40
2122009.10.23 12:00sell871.0091.6100.00086.810
2132009.10.27 16:00close871.0092.0950.00086.810-526.6357077.77
2142009.10.27 16:00buy881.0092.0950.00096.895
2152009.10.29 20:00close881.0091.5240.00096.895-623.8856453.89
2162009.11.02 16:00buy891.0090.1720.00094.972
2172009.11.04 16:00close891.0090.8360.00094.972730.9957184.88
2182009.11.04 16:00sell901.0090.8360.00086.036
2192009.11.05 16:00close901.0090.6160.00086.036242.7857427.66
2202009.11.05 16:00buy911.0090.6160.00095.416
2212009.11.05 20:00close911.0090.6550.00095.41643.0257470.68
2222009.11.10 04:00buy921.0089.9400.00094.740
2232009.11.10 16:00close921.0089.8360.00094.740-115.7757354.91
2242009.11.10 16:00sell931.0089.8360.00085.036
2252009.11.11 00:00close931.0089.8100.00085.03628.9557383.86
2262009.11.13 08:00sell941.0090.3690.00085.569
2272009.11.16 01:37modify941.0090.36990.36785.569
2282009.11.16 08:00close941.0089.62090.36785.569835.7558219.61
2292009.11.16 08:00buy951.0089.6200.00094.420
2302009.11.17 12:00close951.0089.0560.00094.420-633.3157586.30
2312009.11.17 12:00sell961.0089.0560.00084.256
2322009.11.20 00:00close961.0088.9620.00084.256105.6657691.96
2332009.11.20 16:00sell971.0089.0670.00084.267
2342009.11.23 08:00close971.0088.8380.00084.267257.7757949.73
2352009.11.23 08:00buy981.0088.8380.00093.638
2362009.11.25 04:00close981.0088.3170.00093.638-589.9257359.81
2372009.11.25 04:00sell991.0088.3170.00083.517
2382009.11.25 20:28modify991.0088.31788.31683.517
2392009.11.30 04:00close991.0086.72788.31683.5171833.3459193.15
2402009.11.30 04:00buy1001.0086.7270.00091.527
2412009.12.02 08:00close1001.0087.2290.00091.527575.5059768.65
2422009.12.02 08:00sell1011.0087.2290.00082.429
2432009.12.04 04:00close1011.0088.2840.00082.429-1195.0158573.64
2442009.12.04 04:00buy1021.0088.2840.00093.084
2452009.12.04 14:35modify1021.0088.28488.28893.084
2462009.12.07 00:00close1021.0090.23388.28893.0842159.9660733.60
2472009.12.09 04:00buy1031.0088.3840.00093.184
2482009.12.11 00:27close at stop1031.0088.2570.00093.184-143.9060589.70