Strategy Tester Report
ARGO_real_v04__6-000000000
Alpari-ECN-Live (Build 646)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2014.01.02 09:00 - 2014.05.29 12:45 (2014.01.01 - 2015.02.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры 
Баров в истории11085Смоделировано тиков3446894Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит200.00Спред10
Чистая прибыль7094.02Общая прибыль11315.41Общий убыток-4221.39
Прибыльность2.68Матожидание выигрыша89.80
Абсолютная просадка88.22Максимальная просадка3857.53 (67.80%)Относительная просадка69.51% (295.00)
Всего сделок79Короткие позиции (% выигравших)39 (82.05%)Длинные позиции (% выигравших)40 (77.50%)
Прибыльные сделки (% от всех)63 (79.75%)Убыточные сделки (% от всех)16 (20.25%)
Самая большаяприбыльная сделка581.53убыточная сделка-699.72
Средняяприбыльная сделка179.61убыточная сделка-263.84
Максимальное количествонепрерывных выигрышей (прибыль)20 (1307.68)непрерывных проигрышей (убыток)4 (-2473.21)
Максимальнаянепрерывная прибыль (число выигрышей)2164.83 (8)непрерывный убыток (число проигрышей)-2473.21 (4)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12014.01.02 16:15buy10.021.365410.000000.00000
22014.01.02 16:15modify10.021.365410.865410.00000
32014.01.03 12:15buy limit20.031.364410.864410.00000
42014.01.03 13:24buy20.031.364410.864410.00000
52014.01.03 14:30buy limit30.041.363410.863410.00000
62014.01.03 15:12buy30.041.363410.863410.00000
72014.01.03 20:00buy40.051.360490.000000.00000
82014.01.03 20:00modify40.051.360490.860490.00000
92014.01.06 07:15buy50.061.358350.000000.00000
102014.01.06 07:15modify50.061.358350.858350.00000
112014.01.06 21:30close50.061.363820.858350.0000032.82232.82
122014.01.06 21:30close40.051.363820.860490.0000016.59249.41
132014.01.06 21:30close30.041.363820.863410.000001.60251.01
142014.01.06 21:30close20.031.363820.864410.00000-1.80249.21
152014.01.06 21:30close10.021.363820.865410.00000-3.22245.98
162014.01.06 21:30sell60.021.363820.000000.00000
172014.01.06 21:30modify60.021.363821.863820.00000
182014.01.08 22:00close60.021.358251.863820.0000011.05257.03
192014.01.08 22:00buy70.021.358250.000000.00000
202014.01.08 22:00modify70.021.358250.858250.00000
212014.01.15 07:45buy limit80.031.357250.857250.00000
222014.01.17 15:16buy80.031.357250.857250.00000
232014.01.17 21:15buy90.041.352660.000000.00000
242014.01.17 21:15modify90.041.352660.852660.00000
252014.01.20 03:30buy limit100.051.351660.851660.00000
262014.01.20 03:34buy100.051.351660.851660.00000
272014.01.21 16:00buy limit110.061.350660.850660.00000
282014.01.23 14:00delete110.061.350660.850660.00000
292014.01.23 14:00close100.051.362730.851660.0000055.08312.11
302014.01.23 14:00close90.041.362730.852660.0000040.02352.12
312014.01.23 14:00close80.031.362730.857250.0000016.24368.37
322014.01.23 14:00close70.021.362730.858250.000008.59376.95
332014.01.23 14:00sell120.031.362730.000000.00000
342014.01.23 14:00modify120.031.362731.862730.00000
352014.01.23 18:45sell130.041.367560.000000.00000
362014.01.23 18:45modify130.041.367561.867560.00000
372014.01.30 13:15close130.041.360941.867560.0000025.84402.79
382014.01.30 13:15close120.031.360941.862730.000004.89407.67
392014.01.30 13:15buy140.041.360940.000000.00000
402014.01.30 13:15modify140.041.360940.860940.00000
412014.01.30 16:00buy150.061.358430.000000.00000
422014.01.30 16:00modify150.061.358430.858430.00000
432014.01.30 19:30buy160.081.355450.000000.00000
442014.01.30 19:30modify160.081.355450.855450.00000
452014.01.31 10:00buy limit170.101.354450.854450.00000
462014.01.31 10:00buy170.101.354450.854450.00000
472014.01.31 18:45buy180.121.350200.000000.00000
482014.01.31 18:45modify180.121.350200.850200.00000
492014.02.10 11:45close180.121.363220.850200.00000155.18562.86
502014.02.10 11:45close170.101.363220.854450.0000086.82649.68
512014.02.10 11:45close160.081.363220.855450.0000061.37711.05
522014.02.10 11:45close150.061.363220.858430.0000028.15739.19
532014.02.10 11:45close140.041.363220.860940.000008.72747.92
542014.02.10 11:45sell190.071.363220.000000.00000
552014.02.10 11:45modify190.071.363221.863220.00000
562014.02.11 05:30sell200.091.366640.000000.00000
572014.02.11 05:30modify200.091.366641.866640.00000
582014.02.11 11:45sell limit210.111.367641.867640.00000
592014.02.11 14:45sell210.111.367641.867640.00000
602014.02.12 17:45close210.111.358791.867640.0000097.10845.01
612014.02.12 17:45close200.091.358791.866640.0000070.44915.46
622014.02.12 17:45close190.071.358791.863220.0000030.69946.14
632014.02.12 17:45buy220.091.358790.000000.00000
642014.02.12 17:45modify220.091.358790.858790.00000
652014.02.13 14:00close220.091.366080.858790.0000065.311011.46
662014.02.13 14:00sell230.101.366080.000000.00000
672014.02.13 14:00modify230.101.366081.866080.00000
682014.02.14 11:30sell240.151.368500.000000.00000
692014.02.14 11:30modify240.151.368501.868500.00000
702014.02.14 15:45sell limit250.201.369501.869500.00000
712014.02.14 15:45sell250.201.369501.869500.00000
722014.02.18 18:00sell260.251.374910.000000.00000
732014.02.18 18:00modify260.251.374911.874910.00000
742014.02.24 13:30sell limit270.301.375911.875910.00000
752014.02.25 10:19sell270.301.375911.875910.00000
762014.02.25 12:15sell limit280.351.376911.876910.00000
772014.02.26 19:30delete280.351.376911.876910.00000
782014.02.26 19:30close270.301.366801.875910.00000272.611284.07
792014.02.26 19:30close260.251.366801.874910.00000198.151482.22
802014.02.26 19:30close250.201.366801.869500.0000049.401531.62
812014.02.26 19:30close240.151.366801.868500.0000022.051553.67
822014.02.26 19:30close230.101.366801.866080.00000-9.731543.94
832014.02.26 19:30buy290.151.366800.000000.00000
842014.02.26 19:30modify290.151.366800.866800.00000
852014.02.28 16:30close290.151.380640.866800.00000206.941750.88
862014.02.28 16:30sell300.171.380640.000000.00000
872014.02.28 16:30modify300.171.380641.880640.00000
882014.03.03 23:30close300.171.373331.880640.00000123.881874.76
892014.03.03 23:30buy310.181.373330.000000.00000
902014.03.03 23:30modify310.181.373330.873330.00000
912014.03.04 04:45buy limit320.271.372330.872330.00000
922014.03.05 11:34buy320.271.372330.872330.00000
932014.03.06 19:00close320.271.384760.872330.00000334.722209.47
942014.03.06 19:00close310.181.384760.873330.00000204.752414.22
952014.03.06 19:00sell330.241.384760.000000.00000
962014.03.06 19:00modify330.241.384761.884760.00000
972014.03.07 15:15sell340.331.389200.000000.00000
982014.03.07 15:15modify340.331.389201.889200.00000
992014.03.11 09:00close340.331.387001.889200.0000071.082485.31
1002014.03.11 09:00close330.241.387001.884760.00000-55.422429.89
1012014.03.11 09:00buy350.241.387000.000000.00000
1022014.03.11 09:00modify350.241.387000.887000.00000
1032014.03.12 20:15close350.241.390510.887000.0000083.982513.87
1042014.03.12 20:15sell360.251.390510.000000.00000
1052014.03.12 20:15modify360.251.390511.890510.00000
1062014.03.13 12:15sell370.371.395310.000000.00000
1072014.03.13 12:15modify370.371.395311.895310.00000
1082014.03.19 23:30close370.371.382801.895310.00000459.472973.33
1092014.03.19 23:30close360.251.382801.890510.00000188.723162.06
1102014.03.19 23:30buy380.311.382800.000000.00000
1112014.03.19 23:30modify380.311.382800.882800.00000
1122014.03.20 15:30buy390.471.377160.000000.00000
1132014.03.20 15:30modify390.471.377160.877160.00000
1142014.03.25 19:00buy limit400.631.376160.876160.00000
1152014.03.27 10:06buy400.631.376160.876160.00000
1162014.03.27 13:30buy limit410.791.375160.875160.00000
1172014.03.27 14:30buy410.791.375160.875160.00000
1182014.03.27 20:15buy limit420.951.374160.874160.00000
1192014.03.27 21:12buy420.951.374160.874160.00000
1202014.03.28 13:00buy limit431.111.373160.873160.00000
1212014.03.28 13:33buy431.111.373160.873160.00000
1222014.03.31 15:30close431.111.378410.873160.00000581.533743.59
1232014.03.31 15:30close420.951.378410.874160.00000401.664145.25
1242014.03.31 15:30close410.791.378410.875160.00000255.014400.26
1252014.03.31 15:30close400.631.378410.876160.00000140.364540.62
1262014.03.31 15:30close390.471.378410.877160.0000054.104594.72
1272014.03.31 15:30close380.311.378410.882800.00000-140.184454.54
1282014.03.31 15:30sell440.441.378410.000000.00000
1292014.03.31 15:30modify440.441.378411.878410.00000
1302014.03.31 18:00sell limit450.601.379411.879410.00000
1312014.04.01 10:36sell450.601.379411.879410.00000
1322014.04.01 14:30sell limit460.761.380411.880410.00000
1332014.04.01 15:42sell460.761.380411.880410.00000
1342014.04.01 17:15sell limit470.921.381411.881410.00000
1352014.04.02 09:31sell470.921.381411.881410.00000
1362014.04.02 10:30sell limit481.081.382411.882410.00000
1372014.04.02 18:24delete481.081.382411.882410.00000
1382014.04.02 18:24close470.921.375961.881410.00000501.404955.94
1392014.04.02 18:24close460.761.375961.880410.00000336.455292.39
1402014.04.02 18:24close450.601.375961.879410.00000205.625498.01
1412014.04.02 18:24close440.441.375961.878410.00000105.785603.79
1422014.04.03 20:00buy490.561.372140.000000.00000
1432014.04.03 20:00modify490.561.372140.872140.00000
1442014.04.07 15:30close490.561.372150.872140.00000-0.675603.11
1452014.04.07 15:30sell500.561.372150.000000.00000
1462014.04.07 15:30modify500.561.372151.872150.00000
1472014.04.08 14:00sell510.841.376380.000000.00000
1482014.04.08 14:00modify510.841.376381.876380.00000
1492014.04.08 17:45sell521.121.379130.000000.00000
1502014.04.08 17:45modify521.121.379131.879130.00000
1512014.04.09 19:45sell531.401.381270.000000.00000
1522014.04.09 19:45modify531.401.381271.881270.00000
1532014.04.10 00:15sell541.681.385370.000000.00000
1542014.04.10 00:15modify541.681.385371.885370.00000
1552014.04.10 04:30sell limit551.961.386371.886370.00000
1562014.04.10 04:30sell551.961.386371.886370.00000
1572014.04.10 08:39close551.961.384531.886370.00000360.645963.75
1582014.04.10 08:39close541.681.384531.885370.00000141.126104.87
1592014.04.10 08:39close531.401.384531.881270.00000-466.065638.81
1602014.04.10 08:39close521.121.384531.879130.00000-615.105023.71
1612014.04.10 08:39close510.841.384531.876380.00000-692.334331.38
1622014.04.10 08:39close500.561.384531.872150.00000-699.723631.66
1632014.04.11 07:00sell560.361.389210.000000.00000
1642014.04.11 07:00modify560.361.389211.889210.00000
1652014.04.14 14:00close560.361.383241.889210.00000214.093845.75
1662014.04.14 14:00buy570.381.383240.000000.00000
1672014.04.14 14:00modify570.381.383240.883240.00000
1682014.04.15 13:00buy580.571.380530.000000.00000
1692014.04.15 13:00modify580.571.380530.880530.00000
1702014.04.16 13:00close580.571.383890.880530.00000190.894036.65
1712014.04.16 13:00close570.381.383890.883240.0000023.864060.51
1722014.04.16 13:00sell590.401.383890.000000.00000
1732014.04.16 13:00modify590.401.383891.883890.00000
1742014.04.17 15:30sell limit600.591.384891.884890.00000
1752014.04.17 16:33sell600.591.384891.884890.00000
1762014.04.21 06:15close600.591.381131.884890.00000219.134279.64
1772014.04.21 06:15close590.401.381131.883890.00000105.804385.44
1782014.04.21 06:15buy610.431.381130.000000.00000
1792014.04.21 06:15modify610.431.381130.881130.00000
1802014.04.23 10:15close610.431.380690.881130.00000-19.874365.57
1812014.04.23 10:15sell620.431.380690.000000.00000
1822014.04.23 10:15modify620.431.380691.880690.00000
1832014.04.23 13:30sell630.651.383950.000000.00000
1842014.04.23 13:30modify630.651.383951.883950.00000
1852014.04.25 14:00sell limit640.871.384951.884950.00000
1862014.04.28 10:19sell640.871.384951.884950.00000
1872014.04.29 11:15sell limit651.091.385951.885950.00000
1882014.04.29 11:28sell651.091.385951.885950.00000
1892014.04.29 15:29close651.091.381351.885950.00000501.404866.97
1902014.04.29 15:29close640.871.381351.884950.00000311.205178.17
1912014.04.29 15:29close630.651.381351.883950.00000160.035338.20
1922014.04.29 15:29close620.431.381351.880690.00000-34.315303.89
1932014.05.01 12:15sell660.531.388440.000000.00000
1942014.05.01 12:15modify660.531.388441.888440.00000
1952014.05.02 11:45close660.531.386221.888440.00000116.445420.33
1962014.05.02 11:45buy670.541.386220.000000.00000
1972014.05.02 11:45modify670.541.386220.886220.00000
1982014.05.02 17:45buy limit680.811.385220.885220.00000
1992014.05.06 13:30delete680.811.385220.885220.00000
2002014.05.06 13:30close670.541.392480.886220.00000336.855757.18
2012014.05.06 13:30sell690.571.392480.000000.00000
2022014.05.06 13:30modify690.571.392481.892480.00000
2032014.05.08 14:45sell limit700.841.393481.893480.00000
2042014.05.08 14:45sell700.841.393481.893480.00000
2052014.05.08 16:49close700.841.387521.893480.00000500.646257.82
2062014.05.08 16:49close690.571.387521.892480.00000277.486535.29
2072014.05.09 16:15buy710.651.378920.000000.00000
2082014.05.09 16:15modify710.651.378920.878920.00000
2092014.05.09 19:00buy720.981.376290.000000.00000
2102014.05.09 19:00modify720.981.376290.876290.00000
2112014.05.13 21:15buy731.311.370240.000000.00000
2122014.05.13 21:15modify731.311.370240.870240.00000
2132014.05.15 15:00buy741.641.366200.000000.00000
2142014.05.15 15:00modify741.641.366200.866200.00000
2152014.05.15 17:17close741.641.369250.866200.00000500.207035.49
2162014.05.15 17:17close731.311.369250.870240.00000-135.456900.04
2172014.05.15 17:17close720.981.369250.876290.00000-696.396203.65
2182014.05.15 17:17close710.651.369250.878920.00000-632.845570.81
2192014.05.19 17:15sell750.551.371970.000000.00000
2202014.05.19 17:15modify750.551.371971.871970.00000
2212014.05.20 12:45close750.551.369901.871970.00000112.585683.40
2222014.05.20 12:45buy760.561.369900.000000.00000
2232014.05.20 12:45modify760.561.369900.869900.00000
2242014.05.21 11:45close760.561.371150.869900.0000069.385752.78
2252014.05.21 11:45sell770.571.371150.000000.00000
2262014.05.21 11:45modify770.571.371151.871150.00000
2272014.05.22 21:45close770.571.365211.871150.00000334.656087.43
2282014.05.22 21:45buy780.601.365210.000000.00000
2292014.05.22 21:45modify780.601.365210.865210.00000
2302014.05.23 14:15buy790.901.362540.000000.00000
2312014.05.23 14:15modify790.901.362540.862540.00000
2322014.05.23 20:15buy limit801.201.361540.861540.00000
2332014.05.26 00:04buy801.201.361540.861540.00000
2342014.05.26 07:15buy limit811.501.360540.860540.00000
2352014.05.27 06:15delete811.501.360540.860540.00000
2362014.05.27 06:15close801.201.365920.861540.00000524.286611.71
2372014.05.27 06:15close790.901.365920.862540.00000302.226913.93
2382014.05.27 06:15close780.601.365920.865210.0000040.626954.55
2392014.05.27 06:15sell820.691.365920.000000.00000
2402014.05.27 06:15modify820.691.365921.865920.00000
2412014.05.27 20:45close820.691.361921.865920.00000276.007230.55
2422014.05.27 20:45buy830.721.361920.000000.00000
2432014.05.27 20:45modify830.721.361920.861920.00000
2442014.05.28 16:15buy limit841.081.360920.860920.00000
2452014.05.28 16:23buy841.081.360920.860920.00000
2462014.05.29 12:50close at stop841.081.361710.860920.0000081.767312.30
2472014.05.29 12:50close at stop830.721.361710.861920.00000-18.297294.02