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

СимволAUDUSD (Australian Dollar 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 истории24483Смоделировано тиков51495030Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль238.03Общая прибыль532.76Общий убыток-294.73
Прибыльность1.81Матожидание выигрыша1.51
Абсолютная просадка10.54Максимальная просадка50.13 (21.53%)Относительная просадка28.25% (36.78)
Всего сделок158Короткие позиции (% выигравших)76 (48.68%)Длинные позиции (% выигравших)82 (42.68%)
Прибыльные сделки (% от всех)72 (45.57%)Убыточные сделки (% от всех)86 (54.43%)
Самая большаяприбыльная сделка16.95убыточная сделка-8.07
Средняяприбыльная сделка7.40убыточная сделка-3.43
Максимальное количествонепрерывных выигрышей (прибыль)6 (39.78)непрерывных проигрышей (убыток)7 (-18.38)
Максимальнаянепрерывная прибыль (число выигрышей)47.72 (3)непрерывный убыток (число проигрышей)-34.11 (5)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.01.08 07:00sell10.010.912800.920800.89680
22010.01.08 12:00close10.010.915500.920800.89680-2.7097.30
32010.01.12 17:00sell20.010.925450.933450.90945
42010.01.20 17:28t/p20.010.909450.933450.9094515.43112.73
52010.02.02 03:00buy30.010.891240.883240.90724
62010.02.02 04:30s/l30.010.883240.883240.90724-8.00104.73
72010.02.12 19:00sell40.010.885980.893980.86998
82010.02.12 21:00close40.010.888650.893980.86998-2.67102.06
92010.02.18 08:00sell50.010.898010.906010.88201
102010.02.18 15:00close50.010.897400.906010.882010.61102.67
112010.02.26 18:00buy60.010.896330.888330.91233
122010.03.01 14:00close60.010.894150.888330.91233-2.13100.55
132010.03.05 16:00buy70.010.907820.899820.92382
142010.03.08 20:00close70.010.909890.899820.923822.12102.67
152010.03.16 12:00buy80.010.915720.907720.93172
162010.03.16 17:00close80.010.914620.907720.93172-1.10101.57
172010.03.23 07:00buy90.010.916770.908770.93277
182010.03.23 11:00close90.010.915820.908770.93277-0.95100.62
192010.03.31 16:00sell100.010.916680.924680.90068
202010.03.31 19:00close100.010.918030.924680.90068-1.3599.27
212010.04.12 17:00sell110.010.929070.937070.91307
222010.04.13 13:00close110.010.927550.937070.913071.45100.72
232010.04.14 05:00buy120.010.931340.923340.94734
242010.04.15 08:00close120.010.933900.923340.947342.72103.44
252010.04.20 08:00buy130.010.927050.919050.94305
262010.04.21 05:00close130.010.930710.919050.943053.71107.15
272010.04.22 01:00sell140.010.927390.935390.91139
282010.04.22 10:00close140.010.929620.935390.91139-2.23104.92
292010.04.26 06:00buy150.010.928570.920570.94457
302010.04.26 19:00close150.010.927210.920570.94457-1.36103.56
312010.04.27 10:00sell160.010.923880.931880.90788
322010.04.28 07:00close160.010.921200.931880.907882.61106.17
332010.04.28 23:00buy170.010.925330.917330.94133
342010.04.30 19:00close170.010.926520.917330.941331.40107.57
352010.05.11 15:00sell180.010.893350.901350.87735
362010.05.11 18:43s/l180.010.901350.901350.87735-8.0099.57
372010.05.14 04:00sell190.010.895620.903620.87962
382010.05.17 04:01t/p190.010.879620.903620.8796215.93115.50
392010.05.26 09:00buy200.010.824130.816130.84013
402010.05.26 21:00close200.010.825740.816130.840131.61117.11
412010.06.01 04:00sell210.010.838400.846400.82240
422010.06.01 19:00close210.010.839820.846400.82240-1.42115.69
432010.06.09 00:00buy220.010.826790.818790.84279
442010.06.09 08:00close220.010.822500.818790.84279-4.29111.40
452010.06.17 09:00sell230.010.860240.868240.84424
462010.06.17 13:00close230.010.866460.868240.84424-6.22105.18
472010.06.24 07:00buy240.010.874500.866500.89050
482010.06.24 10:00close240.010.869460.866500.89050-5.04100.14
492010.06.29 08:00sell250.010.864150.872150.84815
502010.06.29 21:46t/p250.010.848150.872150.8481516.00116.14
512010.07.02 07:00buy260.010.847770.839770.86377
522010.07.02 14:00close260.010.844390.839770.86377-3.38112.76
532010.07.22 05:00sell270.010.875370.883370.85937
542010.07.22 10:44s/l270.010.883370.883370.85937-8.00104.76
552010.08.10 03:00sell280.010.914730.922730.89873
562010.08.10 23:00close280.010.913600.922730.898731.13105.89
572010.08.13 12:00buy290.010.897990.889990.91399
582010.08.13 14:00close290.010.896840.889990.91399-1.15104.74
592010.08.17 00:00buy300.010.897150.889150.91315
602010.08.18 04:00close300.010.903350.889150.913156.25110.99
612010.08.18 23:00sell310.010.898010.906010.88201
622010.08.19 12:00close310.010.900090.906010.88201-2.29108.70
632010.08.31 04:00sell320.010.892970.900970.87697
642010.08.31 22:00close320.010.889820.900970.876973.15111.85
652010.09.16 17:00sell330.010.937810.945810.92181
662010.09.17 01:00close330.010.936020.945810.921811.72113.57
672010.09.23 16:00sell340.010.948190.956190.93219
682010.09.23 21:00close340.010.952310.956190.93219-4.12109.45
692010.10.01 09:00sell350.010.966740.974740.95074
702010.10.01 14:30s/l350.010.974740.974740.95074-8.00101.45
712010.10.18 23:00buy360.010.989020.981021.00502
722010.10.19 06:00close360.010.986460.981021.00502-2.5198.94
732010.10.20 21:00buy370.010.986200.978201.00220
742010.10.21 09:00close370.010.982660.978201.00220-3.3895.56
752010.10.26 18:00sell380.010.986010.994010.97001
762010.10.27 09:08t/p380.010.970010.994010.9700115.93111.49
772010.10.28 23:00buy390.010.978960.970960.99496
782010.10.29 10:45s/l390.010.970960.970960.99496-7.95103.54
792010.11.09 08:00sell400.011.010401.018400.99440
802010.11.12 04:22t/p400.010.994401.018400.9944015.65119.19
812010.11.18 05:00buy410.010.983960.975960.99996
822010.11.19 06:00close410.010.985640.975960.999961.73120.92
832010.11.19 19:00sell420.010.985200.993200.96920
842010.11.22 00:00close420.010.988940.993200.96920-3.81117.11
852010.11.23 03:00sell430.010.987550.995550.97155
862010.11.23 17:43t/p430.010.971550.995550.9715516.00133.11
872010.11.24 22:00buy440.010.981570.973570.99757
882010.11.25 05:00close440.010.977600.973570.99757-3.81129.30
892010.12.01 15:00buy450.010.965450.957450.98145
902010.12.02 04:00close450.010.963560.957450.98145-1.73127.57
912010.12.09 09:00buy460.010.987380.979381.00338
922010.12.09 19:00close460.010.983070.979381.00338-4.31123.26
932010.12.15 13:00sell470.010.991840.999840.97584
942010.12.15 18:00close470.010.991680.999840.975840.16123.42
952010.12.17 13:00buy480.010.986260.978261.00226
962010.12.23 05:02t/p480.011.002260.978261.0022616.32139.73
972011.01.12 17:00buy490.010.993070.985071.00907
982011.01.13 23:00close490.010.997470.985071.009074.56144.29
992011.01.18 07:00buy500.010.993890.985891.00989
1002011.01.20 16:29s/l500.010.985890.985891.00989-7.79136.51
1012011.01.24 17:00buy510.010.998180.990181.01418
1022011.01.25 04:00close510.010.994510.990181.01418-3.62132.89
1032011.01.31 14:00buy520.010.994880.986881.01088
1042011.02.01 16:51t/p520.011.010880.986881.0108816.05148.94
1052011.02.07 07:00sell530.011.014741.022740.99874
1062011.02.07 10:00close530.011.014131.022740.998740.61149.55
1072011.02.14 09:00buy540.011.005970.997971.02197
1082011.02.14 13:00close540.011.001290.997971.02197-4.68144.87
1092011.02.21 21:00sell550.011.009321.017320.99332
1102011.02.22 17:00close550.011.003041.017320.993326.21151.08
1112011.03.02 21:00buy560.011.016631.008631.03263
1122011.03.03 06:00close560.011.015241.008631.03263-1.23149.85
1132011.03.04 01:00sell570.011.012531.020530.99653
1142011.03.04 18:00close570.011.011191.020530.996531.34151.19
1152011.04.05 04:00sell580.011.032421.040421.01642
1162011.04.05 18:00close580.011.034721.040421.01642-2.30148.89
1172011.04.12 01:00sell590.011.050191.058191.03419
1182011.04.12 12:00close590.011.048871.058191.034191.32150.21
1192011.04.13 16:00buy600.011.049041.041041.06504
1202011.04.14 00:00close600.011.049741.041041.065040.86151.07
1212011.04.20 01:00buy610.011.053651.045651.06965
1222011.04.20 22:52t/p610.011.069651.045651.0696516.00167.07
1232011.05.09 05:00buy620.011.074611.066611.09061
1242011.05.09 18:00close620.011.072721.066611.09061-1.89165.18
1252011.06.03 06:00buy630.011.067361.059361.08336
1262011.06.03 12:00close630.011.066941.059361.08336-0.42164.76
1272011.06.21 04:00buy640.011.060521.052521.07652
1282011.06.21 08:00close640.011.055431.052521.07652-5.09159.67
1292011.06.21 14:00sell650.011.057751.065751.04175
1302011.06.27 07:53t/p650.011.041751.065751.0417515.57175.24
1312011.06.28 20:00buy660.011.052801.044801.06880
1322011.06.30 01:58t/p660.011.068801.044801.0688016.21191.45
1332011.07.11 03:00sell670.011.072141.080141.05614
1342011.07.12 10:08t/p670.011.056141.080141.0561415.93207.38
1352011.07.29 05:00sell680.011.097671.105671.08167
1362011.07.29 20:00close680.011.099161.105671.08167-1.49205.89
1372011.08.01 05:00buy690.011.105271.097271.12127
1382011.08.01 17:03s/l690.011.097271.097271.12127-8.00197.89
1392011.08.18 15:00sell700.011.044821.052821.02882
1402011.08.19 13:00close700.011.036701.052821.028828.05205.94
1412011.08.25 05:00sell710.011.043891.051891.02789
1422011.08.25 14:00close710.011.046741.051891.02789-2.85203.09
1432011.09.02 19:00sell720.011.067521.075521.05152
1442011.09.05 17:22t/p720.011.051521.075521.0515215.93219.02
1452011.09.09 03:00sell730.011.057971.065971.04197
1462011.09.09 07:00close730.011.062351.065971.04197-4.38214.64
1472011.09.15 21:00buy740.011.033551.025551.04955
1482011.09.19 01:00close740.011.028981.025551.04955-4.46210.18
1492011.09.20 20:00buy750.011.028121.020121.04412
1502011.09.21 03:00close750.011.025521.020121.04412-2.55207.63
1512011.09.27 07:00buy760.010.985540.977541.00154
1522011.09.28 03:00close760.010.990130.977541.001544.64212.27
1532011.10.05 16:00buy770.010.957420.949420.97342
1542011.10.06 11:16t/p770.010.973420.949420.9734216.16228.43
1552011.10.18 01:00sell780.011.016511.024511.00051
1562011.10.18 19:47s/l780.011.024511.024511.00051-8.00220.43
1572011.10.20 07:00sell790.011.019181.027181.00318
1582011.10.20 12:30s/l790.011.027181.027181.00318-8.00212.43
1592011.11.03 22:00buy800.011.041501.033501.05750
1602011.11.04 09:00close800.011.039341.033501.05750-2.11210.33
1612011.11.07 12:00sell810.011.028831.036831.01283
1622011.11.07 16:32s/l810.011.036831.036831.01283-8.00202.33
1632011.12.28 05:00buy820.011.016501.008501.03250
1642011.12.28 18:33s/l820.011.008501.008501.03250-8.00194.33
1652011.12.30 03:00buy830.011.015711.007711.03171
1662012.01.02 06:00close830.011.022241.007711.031716.58200.91
1672012.01.05 13:00sell840.011.024671.032671.00867
1682012.01.06 12:00close840.011.025591.032671.00867-0.99199.92
1692012.01.10 04:00buy850.011.028291.020291.04429
1702012.01.11 00:00close850.011.031191.020291.044292.95202.87
1712012.01.24 16:00sell860.011.043631.051631.02763
1722012.01.24 23:00close860.011.047931.051631.02763-4.30198.57
1732012.01.30 09:00sell870.011.055051.063051.03905
1742012.01.30 21:00close870.011.059581.063051.03905-4.53194.04
1752012.02.01 11:00sell880.011.063541.071541.04754
1762012.02.01 12:00close880.011.067711.071541.04754-4.17189.87
1772012.02.07 07:00sell890.011.077601.085601.06160
1782012.02.22 03:32t/p890.011.061601.085601.0616014.94204.81
1792012.03.02 18:00sell900.011.075501.083501.05950
1802012.03.06 11:49t/p900.011.059501.083501.0595015.86220.66
1812012.03.09 21:00sell910.011.057961.065961.04196
1822012.03.13 01:00close910.011.052151.065961.041965.67226.33
1832012.03.15 20:00buy920.011.053891.045891.06989
1842012.03.16 10:00close920.011.052521.045891.06989-1.32225.01
1852012.03.28 02:00sell930.011.044201.052201.02820
1862012.03.29 11:00close930.011.038581.052201.028205.41230.42
1872012.03.30 13:00buy940.011.040891.032891.05689
1882012.03.30 18:00close940.011.035971.032891.05689-4.92225.50
1892012.04.06 07:00buy950.011.030971.022971.04697
1902012.04.06 19:00close950.011.030981.022971.046970.01225.51
1912012.04.16 03:00sell960.011.033781.041781.01778
1922012.04.16 15:00close960.011.034571.041781.01778-0.79224.72
1932012.04.18 22:00sell970.011.035721.043721.01972
1942012.04.19 06:00close970.011.036691.043721.01972-1.18223.54
1952012.05.01 08:00sell980.011.033041.041041.01704
1962012.05.02 02:00close980.011.033211.041041.01704-0.24223.30
1972012.05.10 17:00buy990.011.013541.005541.02954
1982012.05.10 23:00close990.011.008781.005541.02954-4.76218.54
1992012.05.28 03:00buy1000.010.981510.973510.99751
2002012.05.28 21:00close1000.010.984510.973510.997513.00221.54
2012012.05.30 06:00sell1010.010.978650.986650.96265
2022012.05.31 11:00close1010.010.973060.986650.962655.38226.92
2032012.06.04 19:00buy1020.010.972060.964060.98806
2042012.06.05 14:00close1020.010.972800.964060.988060.79227.71
2052012.06.08 09:00sell1030.010.984970.992970.96897
2062012.06.08 20:00close1030.010.987770.992970.96897-2.80224.91
2072012.06.12 22:00buy1040.010.993800.985801.00980
2082012.06.13 23:00close1040.010.994310.985801.009800.56225.47
2092012.06.21 13:00sell1050.011.016691.024691.00069
2102012.06.22 17:00close1050.011.005481.024691.0006911.14236.61
2112012.06.26 16:00buy1060.011.003600.995601.01960
2122012.06.27 13:00close1060.011.006840.995601.019603.29239.90
2132012.07.13 19:00buy1070.011.021331.013331.03733
2142012.07.16 10:00close1070.011.022351.013331.037331.07240.98
2152012.07.23 00:00sell1080.011.035701.043701.01970
2162012.07.24 06:00close1080.011.028181.043701.019707.45248.43
2172012.07.25 22:00buy1090.011.032741.024741.04874
2182012.07.30 12:39t/p1090.011.048741.024741.0487416.27264.69
2192012.08.08 05:00sell1100.011.054821.062821.03882
2202012.08.08 13:00close1100.011.055511.062821.03882-0.69264.00
2212012.08.13 09:00buy1110.011.055141.047141.07114
2222012.08.13 10:00close1110.011.054871.047141.07114-0.27263.73
2232012.08.23 23:00sell1120.011.043701.051701.02770
2242012.08.24 22:00close1120.011.041141.051701.027702.49266.22
2252012.09.06 13:00buy1130.011.023881.015881.03988
2262012.09.07 21:55t/p1130.011.039881.015881.0398816.05282.27
2272012.09.17 17:00sell1140.011.050971.058971.03497
2282012.09.18 21:00close1140.011.044371.058971.034976.53288.80
2292012.09.21 08:00buy1150.011.047361.039361.06336
2302012.09.21 21:00close1150.011.046371.039361.06336-0.99287.81
2312012.09.28 22:00sell1160.011.037171.045171.02117
2322012.10.01 13:00close1160.011.037441.045171.02117-0.34287.47
2332012.10.05 06:00buy1170.011.026581.018581.04258
2342012.10.05 21:05s/l1170.011.018581.018581.04258-8.00279.47
2352012.10.16 02:00buy1180.011.024781.016781.04078
2362012.10.16 21:00close1180.011.027141.016781.040782.36281.83
2372012.10.24 15:00buy1190.011.033301.025301.04930
2382012.10.25 20:00close1190.011.035931.025301.049302.79284.62
2392012.11.02 16:00sell1200.011.038771.046771.02277
2402012.11.05 08:00close1200.011.036981.046771.022771.72286.34
2412012.11.08 03:00sell1210.011.042191.050191.02619
2422012.11.08 10:00close1210.011.041821.050191.026190.37286.71
2432012.11.21 00:00sell1220.011.038801.046801.02280
2442012.11.21 03:00close1220.011.038471.046801.022800.33287.04
2452012.11.22 17:00buy1230.011.039161.031161.05516
2462012.12.12 14:46t/p1230.011.055161.031161.0551616.95303.99
2472012.12.17 15:00sell1240.011.053461.061461.03746
2482012.12.17 20:00close1240.011.055131.061461.03746-1.67302.32
2492013.01.04 07:00sell1250.011.043251.051251.02725
2502013.01.04 18:00close1250.011.045561.051251.02725-2.31300.01
2512013.01.11 23:00sell1260.011.053011.061011.03701
2522013.01.14 08:00close1260.011.055801.061011.03701-2.86297.15
2532013.01.15 15:00sell1270.011.052981.060981.03698
2542013.01.15 20:00close1270.011.056281.060981.03698-3.30293.85
2552013.01.29 10:00buy1280.011.045761.037761.06176
2562013.01.30 12:00close1280.011.044271.037761.06176-1.44292.41
2572013.02.01 05:00buy1290.011.040581.032581.05658
2582013.02.06 09:55s/l1290.011.032581.032581.05658-7.84284.57
2592013.02.08 20:00buy1300.011.031131.023131.04713
2602013.02.08 23:00close1300.011.031711.023131.047130.58285.15
2612013.02.19 09:00buy1310.011.033101.025101.04910
2622013.02.20 04:00close1310.011.034551.025101.049101.50286.66
2632013.03.05 06:00buy1320.011.023411.015411.03941
2642013.03.14 18:16t/p1320.011.039411.015411.0394116.58303.24
2652013.04.09 02:00buy1330.011.041531.033531.05753
2662013.04.11 06:00close1330.011.050261.033531.057538.94312.18
2672013.04.12 20:00sell1340.011.050161.058161.03416
2682013.04.15 21:13t/p1340.011.034161.058161.0341615.93328.11
2692013.05.20 22:00buy1350.010.981910.973910.99791
2702013.05.21 07:00close1350.010.980280.973910.99791-1.58326.53
2712013.05.24 02:00buy1360.010.972580.964580.98858
2722013.05.24 05:00close1360.010.966630.964580.98858-5.95320.58
2732013.05.30 01:00buy1370.010.963590.955590.97959
2742013.05.30 16:00close1370.010.961780.955590.97959-1.81318.77
2752013.06.04 20:00sell1380.010.962880.970880.94688
2762013.06.06 05:56t/p1380.010.946880.970880.9468815.72334.49
2772013.06.07 01:00buy1390.010.956040.948040.97204
2782013.06.07 03:00close1390.010.955550.948040.97204-0.49334.00
2792013.06.12 06:00buy1400.010.945230.937230.96123
2802013.06.13 00:00close1400.010.948100.937230.961233.03337.03
2812013.06.19 22:00buy1410.010.934510.926510.95051
2822013.06.19 23:00close1410.010.931090.926510.95051-3.42333.61
2832013.06.25 11:00buy1420.010.928130.920130.94413
2842013.06.25 21:00close1420.010.926400.920130.94413-1.73331.88
2852013.06.28 05:00sell1430.010.924510.932510.90851
2862013.06.28 11:00close1430.010.926180.932510.90851-1.67330.21
2872013.07.02 00:00buy1440.010.924050.916050.94005
2882013.07.02 08:02s/l1440.010.916050.916050.94005-8.00322.21
2892013.07.04 19:00buy1450.010.916330.908330.93233
2902013.07.05 03:00close1450.010.914910.908330.93233-1.37320.84
2912013.07.08 22:00buy1460.010.914360.906360.93036
2922013.07.09 08:00close1460.010.912410.906360.93036-1.90318.94
2932013.07.11 22:00sell1470.010.917490.925490.90149
2942013.07.12 07:00close1470.010.917720.925490.90149-0.30318.64
2952013.07.22 04:00buy1480.010.921830.913830.93783
2962013.07.23 12:00close1480.010.926320.913830.937834.54323.19
2972013.07.26 01:00buy1490.010.923790.915790.93979
2982013.07.26 18:00close1490.010.923320.915790.93979-0.47322.72
2992013.07.29 20:00sell1500.010.920270.928270.90427
3002013.07.31 03:28t/p1500.010.904270.928270.9042715.86338.57
3012013.08.06 03:00buy1510.010.891380.883380.90738
3022013.08.08 07:39t/p1510.010.907380.883380.9073816.21354.79
3032013.08.13 05:00sell1520.010.911720.919720.89572
3042013.08.13 12:00close1520.010.913520.919720.89572-1.80352.99
3052013.08.16 05:00sell1530.010.914810.922810.89881
3062013.08.19 05:16s/l1530.010.922810.922810.89881-8.07344.91
3072013.08.19 20:00sell1540.010.911250.919250.89525
3082013.08.20 18:00close1540.010.908350.919250.895252.83347.74
3092013.08.29 11:00buy1550.010.895440.887440.91144
3102013.08.29 13:00close1550.010.892500.887440.91144-2.94344.80
3112013.09.20 17:00sell1560.010.940960.948960.92496
3122013.09.23 06:00close1560.010.942150.948960.92496-1.26343.54
3132013.09.26 16:00buy1570.010.937680.929680.95368
3142013.09.26 19:00close1570.010.935260.929680.95368-2.42341.12
3152013.10.02 15:00sell1580.010.934290.942290.91829
3162013.10.02 21:00close1580.010.937380.942290.91829-3.09338.03