Strategy Tester Report
3EMA+stoch
Alpari-Standard3 (Build 509)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Час (H1) 2010.01.04 00:00 - 2013.10.11 23:00 (2010.01.01 - 2013.10.13)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры
Баров в истории24482Смоделировано тиков53688227Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль192.18Общая прибыль387.30Общий убыток-195.12
Прибыльность1.98Матожидание выигрыша1.94
Абсолютная просадка5.57Максимальная просадка47.88 (15.60%)Относительная просадка20.15% (26.84)
Всего сделок99Короткие позиции (% выигравших)53 (39.62%)Длинные позиции (% выигравших)46 (43.48%)
Прибыльные сделки (% от всех)41 (41.41%)Убыточные сделки (% от всех)58 (58.59%)
Самая большаяприбыльная сделка16.01убыточная сделка-4.08
Средняяприбыльная сделка9.45убыточная сделка-3.36
Максимальное количествонепрерывных выигрышей (прибыль)4 (63.96)непрерывных проигрышей (убыток)6 (-24.13)
Максимальнаянепрерывная прибыль (число выигрышей)63.96 (4)непрерывный убыток (число проигрышей)-24.13 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.02.10 00:00buy10.011.570781.566781.58678
22010.02.10 04:32s/l10.011.566781.566781.58678-4.0096.00
32010.02.17 23:00sell20.011.567331.571331.55133
42010.02.18 22:00close20.011.562091.571331.551335.16101.16
52010.03.08 23:00sell30.011.506481.510481.49048
62010.03.09 21:00close30.011.498801.510481.490487.65108.81
72010.03.15 17:00sell40.011.504111.508111.48811
82010.03.16 06:00close40.011.505671.508111.48811-1.59107.23
92010.04.08 08:00sell50.011.522391.526391.50639
102010.04.08 16:00close50.011.519191.526391.506393.20110.43
112010.04.16 10:00sell60.011.541651.545651.52565
122010.04.16 10:58s/l60.011.545651.545651.52565-4.00106.43
132010.04.22 20:00sell70.011.538611.542611.52261
142010.04.23 12:00close70.011.536611.542611.522611.97108.40
152010.04.26 04:00buy80.011.543501.539501.55950
162010.04.26 20:00close80.011.544861.539501.559501.36109.76
172010.05.03 01:00sell90.011.530381.534381.51438
182010.05.03 20:00close90.011.523981.534381.514386.40116.16
192010.05.26 04:00buy100.011.437111.433111.45311
202010.05.27 09:11t/p100.011.453111.433111.4531116.00132.16
212010.05.31 03:00sell110.011.444731.448731.42873
222010.05.31 03:44s/l110.011.448731.448731.42873-4.00128.16
232010.06.17 04:00sell120.011.468941.472941.45294
242010.06.17 10:30s/l120.011.472941.472941.45294-4.00124.16
252010.06.30 15:00sell130.011.496641.500641.48064
262010.07.01 14:23s/l130.011.500641.500641.48064-4.08120.08
272010.07.08 19:00sell140.011.511751.515751.49575
282010.07.08 21:44s/l140.011.515751.515751.49575-4.00116.08
292010.07.19 11:00buy150.011.531431.527431.54743
302010.07.19 11:27s/l150.011.527431.527431.54743-4.00112.08
312010.07.19 14:00sell160.011.528331.532331.51233
322010.07.21 09:56s/l160.011.532331.532331.51233-4.05108.03
332010.07.22 17:00buy170.011.525961.521961.54196
342010.07.23 11:46t/p170.011.541961.521961.5419616.00124.03
352010.08.10 02:00sell180.011.588441.592441.57244
362010.08.10 14:02t/p180.011.572441.592441.5724416.00140.03
372010.08.26 06:00buy190.011.556101.552101.57210
382010.08.26 10:42s/l190.011.552101.552101.57210-4.00136.03
392010.09.01 20:00buy200.011.545401.541401.56140
402010.09.02 05:00close200.011.543541.541401.56140-1.86134.17
412010.09.09 15:00sell210.011.541821.545821.52582
422010.09.09 16:49s/l210.011.545821.545821.52582-4.00130.17
432010.09.30 00:00sell220.011.579121.583121.56312
442010.09.30 03:00s/l220.011.583121.583121.56312-4.00126.17
452010.10.11 23:00sell230.011.588081.592081.57208
462010.10.13 05:00close230.011.582511.592081.572085.52131.69
472010.10.21 00:00buy240.011.583831.579831.59983
482010.10.21 03:28s/l240.011.579831.579831.59983-4.00127.69
492010.11.08 07:00sell250.011.613321.617321.59732
502010.11.08 20:00close250.011.613511.617321.59732-0.19127.50
512010.11.09 17:00buy260.011.611711.607711.62771
522010.11.09 17:10s/l260.011.607711.607711.62771-4.00123.50
532010.12.14 22:00sell270.011.578181.582181.56218
542010.12.15 15:56t/p270.011.562181.582181.5621815.97139.47
552010.12.30 19:00sell280.011.539311.543311.52331
562010.12.31 00:01s/l280.011.543311.543311.52331-4.03135.44
572011.01.28 08:00sell290.011.589861.593861.57386
582011.01.28 13:03s/l290.011.593861.593861.57386-4.00131.44
592011.02.08 06:00buy300.011.613821.609821.62982
602011.02.08 10:10s/l300.011.609821.609821.62982-4.00127.44
612011.02.10 09:00sell310.011.608481.612481.59248
622011.02.10 17:28s/l310.011.612481.612481.59248-4.00123.44
632011.02.11 02:00buy320.011.610771.606771.62677
642011.02.11 02:46s/l320.011.606771.606771.62677-4.00119.44
652011.02.17 02:00buy330.011.609321.605321.62532
662011.02.18 19:38t/p330.011.625321.605321.6253216.00135.44
672011.02.24 13:00sell340.011.615281.619281.59928
682011.02.24 14:25s/l340.011.619281.619281.59928-4.00131.44
692011.03.04 17:00buy350.011.626521.622521.64252
702011.03.07 16:25s/l350.011.622521.622521.64252-4.00127.44
712011.03.23 18:00sell360.011.625231.629231.60923
722011.03.24 18:00t/p360.011.609231.629231.6092315.92143.36
732011.03.30 18:00buy370.011.603851.599851.61985
742011.04.01 14:35s/l370.011.599851.599851.61985-4.00139.37
752011.04.19 18:00buy380.011.631411.627411.64741
762011.04.21 08:35t/p380.011.647411.627411.6474116.00155.37
772011.04.26 07:00sell390.011.646351.650351.63035
782011.04.26 09:33s/l390.011.650351.650351.63035-4.00151.37
792011.05.23 09:00sell400.011.619131.623131.60313
802011.05.24 07:00close400.011.610971.623131.603138.13159.50
812011.05.24 22:00buy410.011.618401.614401.63440
822011.05.25 04:41s/l410.011.614401.614401.63440-4.00155.51
832011.06.20 22:00buy420.011.618231.614231.63423
842011.06.22 08:00close420.011.622501.614231.634234.27159.78
852011.06.29 13:00buy430.011.602151.598151.61815
862011.06.30 12:18s/l430.011.598151.598151.61815-4.00155.78
872011.07.13 14:00buy440.011.594381.590381.61038
882011.07.13 18:24t/p440.011.610381.590381.6103816.00171.78
892011.07.28 02:00sell450.011.632471.636471.61647
902011.07.28 11:15s/l450.011.636471.636471.61647-4.00167.78
912011.08.04 18:00sell460.011.632331.636331.61633
922011.08.05 12:00close460.011.629141.636331.616333.16170.94
932011.08.29 10:00buy470.011.638881.634881.65488
942011.08.29 22:00close470.011.640831.634881.654881.95172.89
952011.09.29 05:00sell480.011.559151.563151.54315
962011.09.29 07:10s/l480.011.563151.563151.54315-4.00168.89
972011.10.07 11:00buy490.011.555201.551201.57120
982011.10.07 11:47s/l490.011.551201.551201.57120-4.00164.89
992011.10.19 13:00buy500.011.581191.577191.59719
1002011.10.19 21:06s/l500.011.577191.577191.59719-4.00160.89
1012011.10.20 10:00sell510.011.572111.576111.55611
1022011.10.20 12:29s/l510.011.576111.576111.55611-4.00156.89
1032011.11.03 21:00buy520.011.603831.599831.61983
1042011.11.04 10:28s/l520.011.599831.599831.61983-4.00152.89
1052011.11.14 16:00sell530.011.593371.597371.57737
1062011.11.16 04:17t/p530.011.577371.597371.5773715.95168.84
1072011.11.18 23:00sell540.011.578831.582831.56283
1082011.11.21 15:21t/p540.011.562831.582831.5628315.97184.81
1092011.12.09 17:00sell550.011.563691.567691.54769
1102011.12.13 22:15t/p550.011.547691.567691.5476915.95200.76
1112011.12.27 14:00buy560.011.564291.560291.58029
1122011.12.28 09:00close560.011.565571.560291.580291.28202.04
1132011.12.30 21:00buy570.011.551231.547231.56723
1142012.01.02 05:00close570.011.550551.547231.56723-0.68201.36
1152012.02.09 00:00sell580.011.581671.585671.56567
1162012.02.09 11:00close580.011.584111.585671.56567-2.44198.92
1172012.02.09 16:00buy590.011.585551.581551.60155
1182012.02.09 20:59s/l590.011.581551.581551.60155-4.00194.92
1192012.02.21 18:00sell600.011.581801.585801.56580
1202012.02.22 16:26t/p600.011.565801.585801.5658015.97210.89
1212012.02.24 08:00buy610.011.573601.569601.58960
1222012.02.24 22:55t/p610.011.589601.569601.5896016.00226.89
1232012.03.09 17:00sell620.011.570311.574311.55431
1242012.03.13 03:00close620.011.564091.574311.554316.17233.06
1252012.03.14 00:00buy630.011.570751.566751.58675
1262012.03.14 06:00close630.011.569241.566751.58675-1.51231.55
1272012.03.14 20:00buy640.011.566621.562621.58262
1282012.03.16 15:38t/p640.011.582621.562621.5826216.00247.55
1292012.03.26 15:00buy650.011.587631.583631.60363
1302012.04.02 09:42t/p650.011.603631.583631.6036316.01263.56
1312012.04.17 03:00buy660.011.589571.585571.60557
1322012.04.19 10:04t/p660.011.605571.585571.6055716.00279.57
1332012.05.28 18:00sell670.011.570331.574331.55433
1342012.05.30 17:17t/p670.011.554331.574331.5543315.95295.51
1352012.06.12 04:00sell680.011.548471.552471.53247
1362012.06.12 12:00close680.011.549981.552471.53247-1.51294.00
1372012.06.14 04:00sell690.011.550981.554981.53498
1382012.06.14 15:53s/l690.011.554981.554981.53498-4.00290.00
1392012.06.21 12:00sell700.011.570421.574421.55442
1402012.06.25 11:08t/p700.011.554421.574421.5544215.95305.95
1412012.06.29 11:00buy710.011.563301.559301.57930
1422012.06.29 12:36s/l710.011.559301.559301.57930-4.00301.95
1432012.07.31 21:00sell720.011.567401.571401.55140
1442012.08.01 00:00close720.011.567851.571401.55140-0.48301.47
1452012.08.09 22:00sell730.011.563381.567381.54738
1462012.08.10 17:32s/l730.011.567381.567381.54738-4.03297.44
1472012.08.15 12:00sell740.011.569031.573031.55303
1482012.08.16 15:35s/l740.011.573031.573031.55303-4.08293.36
1492012.08.17 23:00sell750.011.569241.573241.55324
1502012.08.20 11:00close750.011.570911.573241.55324-1.70291.67
1512012.08.24 23:00sell760.011.580261.584261.56426
1522012.08.28 13:00close760.011.578941.584261.564261.27292.93
1532012.09.05 11:00sell770.011.585631.589631.56963
1542012.09.05 13:56s/l770.011.589631.589631.56963-4.00288.93
1552012.09.21 05:00buy780.011.622271.618271.63827
1562012.09.21 21:00close780.011.625481.618271.638273.21292.14
1572012.09.25 08:00buy790.011.622831.618831.63883
1582012.09.25 15:00close790.011.623271.618831.638830.44292.58
1592012.09.27 17:00buy800.011.622351.618351.63835
1602012.09.27 17:46s/l800.011.618351.618351.63835-4.00288.58
1612012.10.15 11:00sell810.011.605121.609121.58912
1622012.10.15 15:00close810.011.606181.609121.58912-1.06287.52
1632012.10.30 17:00buy820.011.607631.603631.62363
1642012.11.01 20:00close820.011.612331.603631.623634.70292.23
1652012.11.07 12:00buy830.011.601011.597011.61701
1662012.11.07 14:29s/l830.011.597011.597011.61701-4.00288.23
1672012.11.28 15:00sell840.011.596911.600911.58091
1682012.11.28 19:24s/l840.011.600911.600911.58091-4.00284.23
1692012.12.28 23:00buy850.011.616781.612781.63278
1702012.12.31 10:00close850.011.616841.612781.632780.06284.29
1712013.01.08 03:00buy860.011.611511.607511.62751
1722013.01.08 11:00close860.011.608761.607511.62751-2.75281.54
1732013.01.30 12:00sell870.011.575071.579071.55907
1742013.01.30 15:31s/l870.011.579071.579071.55907-4.00277.54
1752013.02.28 11:00buy880.011.519661.515661.53566
1762013.02.28 11:38s/l880.011.515661.515661.53566-4.00273.54
1772013.03.05 03:00buy890.011.512331.508331.52833
1782013.03.05 18:00close890.011.511931.508331.52833-0.40273.14
1792013.03.20 13:00buy900.011.513691.509691.52969
1802013.03.20 14:34s/l900.011.509691.509691.52969-4.00269.14
1812013.03.26 02:00sell910.011.517741.521741.50174
1822013.03.26 05:00close910.011.517731.521741.501740.01269.15
1832013.04.23 02:00buy920.011.529541.525541.54554
1842013.04.23 06:59s/l920.011.525541.525541.54554-4.00265.15
1852013.05.06 21:00sell930.011.554261.558261.53826
1862013.05.07 05:00close930.011.554711.558261.53826-0.48264.67
1872013.05.24 19:00buy940.011.512581.508581.52858
1882013.05.27 10:00close940.011.512791.508581.528580.21264.88
1892013.06.18 14:00sell950.011.561831.565831.54583
1902013.06.19 01:00close950.011.564031.565831.54583-2.23262.65
1912013.07.11 01:00buy960.011.506301.502301.52230
1922013.07.17 11:31t/p960.011.522301.502301.5223016.00278.66
1932013.07.25 02:00sell970.011.531561.535561.51556
1942013.07.25 09:10s/l970.011.535561.535561.51556-4.00274.66
1952013.08.12 18:00sell980.011.548001.552001.53200
1962013.08.13 13:00close980.011.546451.552001.532001.52276.18
1972013.09.27 07:00buy990.011.604431.600431.62043
1982013.10.01 05:42t/p990.011.620431.600431.6204316.00292.18