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

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2014.01.10 00:00 - 2014.05.02 23:45 (2014.01.10 - 2014.05.05)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры 
Баров в истории8765Смоделировано тиков3198642Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит200.00Спред10
Чистая прибыль267.72Общая прибыль368.41Общий убыток-100.69
Прибыльность3.66Матожидание выигрыша4.25
Абсолютная просадка61.22Максимальная просадка84.11 (20.65%)Относительная просадка36.27% (78.99)
Всего сделок63Короткие позиции (% выигравших)29 (65.52%)Длинные позиции (% выигравших)34 (70.59%)
Прибыльные сделки (% от всех)43 (68.25%)Убыточные сделки (% от всех)20 (31.75%)
Самая большаяприбыльная сделка32.91убыточная сделка-15.94
Средняяприбыльная сделка8.57убыточная сделка-5.03
Максимальное количествонепрерывных выигрышей (прибыль)8 (50.81)непрерывных проигрышей (убыток)3 (-12.74)
Максимальнаянепрерывная прибыль (число выигрышей)78.57 (6)непрерывный убыток (число проигрышей)-28.40 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12014.01.10 14:00sell10.010.827880.000000.00000
22014.01.10 14:00modify10.010.827881.327880.00000
32014.01.13 13:15sell20.010.830200.000000.00000
42014.01.13 13:15modify20.010.830201.330200.00000
52014.01.13 17:45sell30.010.833390.000000.00000
62014.01.13 17:45modify30.010.833391.333390.00000
72014.01.14 19:30close30.010.831981.333390.000002.37202.37
82014.01.14 19:30close20.010.831981.330200.00000-3.01199.36
92014.01.14 19:30close10.010.831981.327880.00000-6.94192.42
102014.01.14 19:30buy40.010.831980.000000.00000
112014.01.14 19:30modify40.010.831980.331980.00000
122014.01.15 15:00buy50.020.829890.000000.00000
132014.01.15 15:00modify50.020.829890.329890.00000
142014.01.16 12:30close50.020.833030.329890.0000010.48202.90
152014.01.16 12:30close40.010.833030.331980.000001.70204.59
162014.01.16 12:30sell60.010.833030.000000.00000
172014.01.16 12:30modify60.010.833031.333030.00000
182014.01.17 17:15close60.010.825741.333030.0000012.29216.88
192014.01.17 17:15buy70.010.825740.000000.00000
202014.01.17 17:15modify70.010.825740.325740.00000
212014.01.21 18:00buy80.020.822650.000000.00000
222014.01.21 18:00modify80.020.822650.322650.00000
232014.01.21 20:30buy limit90.030.821650.321650.00000
242014.01.22 11:30buy90.030.821650.321650.00000
252014.01.22 14:45buy100.040.819340.000000.00000
262014.01.22 14:45modify100.040.819340.319340.00000
272014.01.23 14:15close100.040.821450.319340.0000014.02230.90
282014.01.23 14:15close90.030.821450.321650.00000-1.19229.72
292014.01.23 14:15close80.020.821450.322650.00000-4.20225.52
302014.01.23 14:15close70.010.821450.325740.00000-7.35218.17
312014.01.23 14:15sell110.010.821450.000000.00000
322014.01.23 14:15modify110.010.821451.321450.00000
332014.01.23 22:15sell120.020.823530.000000.00000
342014.01.23 22:15modify120.020.823531.323530.00000
352014.01.24 18:00sell130.030.829260.000000.00000
362014.01.24 18:00modify130.030.829261.329260.00000
372014.01.27 17:45close130.030.825131.329260.0000020.87239.04
382014.01.27 17:45close120.020.825131.323530.00000-5.44233.60
392014.01.27 17:45close110.010.825131.321450.00000-6.22227.38
402014.01.27 17:45buy140.010.825130.000000.00000
412014.01.27 17:45modify140.010.825130.325130.00000
422014.02.03 14:15close140.010.826250.325130.000001.76229.14
432014.02.03 14:15sell150.010.826250.000000.00000
442014.02.03 14:15modify150.010.826251.326250.00000
452014.02.03 20:15sell160.020.828820.000000.00000
462014.02.03 20:15modify160.020.828821.328820.00000
472014.02.04 10:15sell limit170.030.829821.329820.00000
482014.02.05 09:30delete170.030.829821.329820.00000
492014.02.05 09:30close160.020.828101.328820.000002.39231.53
502014.02.05 09:30close150.010.828101.326250.00000-3.14228.39
512014.02.05 09:30buy180.010.828100.000000.00000
522014.02.05 09:30modify180.010.828100.328100.00000
532014.02.07 14:00buy limit190.020.827100.327100.00000
542014.02.11 06:30delete190.020.827100.327100.00000
552014.02.11 06:30close180.010.832090.328100.000006.62235.01
562014.02.11 06:30sell200.010.832090.000000.00000
572014.02.11 06:30modify200.010.832091.332090.00000
582014.02.11 11:30sell limit210.020.833091.333090.00000
592014.02.12 17:15delete210.020.833091.333090.00000
602014.02.12 17:15close200.010.819701.332090.0000020.89255.90
612014.02.12 17:15buy220.010.819700.000000.00000
622014.02.12 17:15modify220.010.819700.319700.00000
632014.02.17 06:00buy230.020.816450.000000.00000
642014.02.17 06:00modify230.020.816450.316450.00000
652014.02.18 16:00close230.020.822810.316450.0000021.41277.31
662014.02.18 16:00close220.010.822810.319700.000005.13282.44
672014.02.18 16:00sell240.010.822810.000000.00000
682014.02.18 16:00modify240.010.822811.322810.00000
692014.02.25 17:15close240.010.823841.322810.00000-1.81280.63
702014.02.25 17:15buy250.010.823840.000000.00000
712014.02.25 17:15modify250.010.823840.323840.00000
722014.02.26 20:00buy260.020.821800.000000.00000
732014.02.26 20:00modify260.020.821800.321800.00000
742014.02.26 22:15buy limit270.030.820800.320800.00000
752014.02.27 01:45buy270.030.820800.320800.00000
762014.02.27 05:15buy limit280.040.819800.319800.00000
772014.02.28 09:45buy280.040.819800.319800.00000
782014.02.28 12:00buy limit290.050.818800.318800.00000
792014.03.04 09:15delete290.050.818800.318800.00000
802014.03.04 09:15close280.040.824700.319800.0000032.91313.54
812014.03.04 09:15close270.030.824700.320800.0000019.57333.11
822014.03.04 09:15close260.020.824700.321800.000009.56342.67
832014.03.04 09:15close250.010.824700.323840.000001.32343.99
842014.03.04 09:15sell300.010.824700.000000.00000
852014.03.04 09:15modify300.010.824701.324700.00000
862014.03.05 16:45close300.010.821461.324700.000005.45349.44
872014.03.05 16:45buy310.010.821460.000000.00000
882014.03.05 16:45modify310.010.821460.321460.00000
892014.03.06 18:45close310.010.827280.321460.000009.75359.20
902014.03.06 18:45sell320.010.827280.000000.00000
912014.03.06 18:45modify320.010.827281.327280.00000
922014.03.10 13:30sell330.020.832980.000000.00000
932014.03.10 13:30modify330.020.832981.332980.00000
942014.03.13 22:15close330.020.834041.332980.00000-3.68355.52
952014.03.13 22:15close320.010.834041.327280.00000-11.48344.04
962014.03.13 22:15buy340.010.834040.000000.00000
972014.03.13 22:15modify340.010.834040.334040.00000
982014.03.14 18:00close340.010.837300.334040.000005.48349.52
992014.03.14 18:00sell350.010.837300.000000.00000
1002014.03.14 18:00modify350.010.837301.337300.00000
1012014.03.17 11:15close350.010.835411.337300.000003.17352.69
1022014.03.17 11:15buy360.010.835410.000000.00000
1032014.03.17 11:15modify360.010.835410.335410.00000
1042014.03.18 20:15close360.010.839690.335410.000007.20359.89
1052014.03.18 20:15sell370.010.839690.000000.00000
1062014.03.18 20:15modify370.010.839691.339690.00000
1072014.03.19 14:45close370.010.837021.339690.000004.49364.38
1082014.03.19 14:45buy380.010.837020.000000.00000
1092014.03.19 14:45modify380.010.837020.337020.00000
1102014.03.19 18:15buy limit390.020.836020.336020.00000
1112014.03.19 20:00buy390.020.836020.336020.00000
1122014.03.19 21:45buy limit400.030.835020.335020.00000
1132014.03.20 10:19buy400.030.835020.335020.00000
1142014.03.20 14:30buy limit410.040.834020.334020.00000
1152014.03.20 14:51buy410.040.834020.334020.00000
1162014.03.21 12:30close410.040.835570.334020.0000010.38374.75
1172014.03.21 12:30close400.030.835570.335020.000002.73377.49
1182014.03.21 12:30close390.020.835570.336020.00000-1.67375.82
1192014.03.21 12:30close380.010.835570.337020.00000-2.51373.31
1202014.03.21 12:30sell420.010.835570.000000.00000
1212014.03.21 12:30modify420.010.835571.335570.00000
1222014.03.21 15:00sell limit430.020.836571.336570.00000
1232014.03.21 15:58sell430.020.836571.336570.00000
1242014.03.21 18:00sell limit440.030.837571.337570.00000
1252014.03.24 10:00sell440.030.837571.337570.00000
1262014.03.25 18:45close440.030.835561.337570.0000010.14383.45
1272014.03.25 18:45close430.020.835561.336570.000003.36386.81
1282014.03.25 18:45close420.010.835561.335570.00000-0.01386.80
1292014.03.25 18:45buy450.010.835560.000000.00000
1302014.03.25 18:45modify450.010.835560.335560.00000
1312014.03.26 18:15buy460.020.832910.000000.00000
1322014.03.26 18:15modify460.020.832910.332910.00000
1332014.03.27 15:00buy470.030.827910.000000.00000
1342014.03.27 15:00modify470.030.827910.327910.00000
1352014.03.28 12:00buy480.040.825860.000000.00000
1362014.03.28 12:00modify480.040.825860.325860.00000
1372014.03.31 15:15close480.040.828240.325860.0000015.99402.78
1382014.03.31 15:15close470.030.828240.327910.000001.56404.34
1392014.03.31 15:15close460.020.828240.332910.00000-15.94388.40
1402014.03.31 15:15close450.010.828240.335560.00000-12.45375.95
1412014.03.31 15:15sell490.010.828240.000000.00000
1422014.03.31 15:15modify490.010.828241.328240.00000
1432014.03.31 17:45sell limit500.020.829241.329240.00000
1442014.04.01 15:09sell500.020.829241.329240.00000
1452014.04.01 17:00sell limit510.030.830241.330240.00000
1462014.04.02 07:03sell510.030.830241.330240.00000
1472014.04.02 10:15sell limit520.040.831241.331240.00000
1482014.04.03 07:00delete520.040.831241.331240.00000
1492014.04.03 07:00close510.030.826921.330240.0000016.71392.66
1502014.04.03 07:00close500.020.826921.329240.000007.74400.40
1512014.04.03 07:00close490.010.826921.328240.000002.18402.57
1522014.04.03 07:00buy530.010.826920.000000.00000
1532014.04.03 07:00modify530.010.826920.326920.00000
1542014.04.04 12:30buy limit540.020.825920.325920.00000
1552014.04.04 16:34buy540.020.825920.325920.00000
1562014.04.07 14:45close540.020.827190.325920.000004.24406.82
1572014.04.07 14:45close530.010.827190.326920.000000.41407.23
1582014.04.07 14:45sell550.010.827190.000000.00000
1592014.04.07 14:45modify550.010.827191.327190.00000
1602014.04.08 11:00close550.010.827121.327190.000000.11407.34
1612014.04.08 11:00buy560.010.827120.000000.00000
1622014.04.08 11:00modify560.010.827120.327120.00000
1632014.04.08 14:30buy570.020.824250.000000.00000
1642014.04.08 14:30modify570.020.824250.324250.00000
1652014.04.09 05:45buy limit580.030.823250.323250.00000
1662014.04.09 08:27buy580.030.823250.323250.00000
1672014.04.10 14:00close580.030.825990.323250.0000013.69421.03
1682014.04.10 14:00close570.020.825990.324250.000005.72426.76
1692014.04.10 14:00close560.010.825990.327120.00000-1.97424.78
1702014.04.10 14:00sell590.010.825990.000000.00000
1712014.04.10 14:00modify590.010.825991.325990.00000
1722014.04.11 06:30sell600.020.828140.000000.00000
1732014.04.11 06:30modify600.020.828141.328140.00000
1742014.04.11 15:45sell limit610.030.829141.329140.00000
1752014.04.11 15:47sell610.030.829141.329140.00000
1762014.04.14 19:45close610.030.826051.329140.0000015.61440.39
1772014.04.14 19:45close600.020.826051.328140.000007.03447.42
1782014.04.14 19:45close590.010.826051.325990.00000-0.12447.30
1792014.04.14 19:45buy620.010.826050.000000.00000
1802014.04.14 19:45modify620.010.826050.326050.00000
1812014.04.14 23:15buy limit630.020.825050.325050.00000
1822014.04.15 12:00buy630.020.825050.325050.00000
1832014.04.18 14:00close630.020.823160.325050.00000-6.55440.75
1842014.04.18 14:00close620.010.823160.326050.00000-4.99435.76
1852014.04.18 14:00sell640.010.823160.000000.00000
1862014.04.18 14:00modify640.010.823161.323160.00000
1872014.04.21 22:00close640.010.821171.323160.000003.35439.11
1882014.04.21 22:00buy650.010.821170.000000.00000
1892014.04.21 22:00modify650.010.821170.321170.00000
1902014.04.22 13:45buy limit660.020.820170.320170.00000
1912014.04.22 17:33buy660.020.820170.320170.00000
1922014.04.22 21:00buy limit670.030.819170.319170.00000
1932014.04.23 14:15delete670.030.819170.319170.00000
1942014.04.23 14:15close660.020.823790.320170.0000012.17451.28
1952014.04.23 14:15close650.010.823790.321170.000004.38455.66
1962014.04.23 14:15sell680.010.823790.000000.00000
1972014.04.23 14:15modify680.010.823791.323790.00000
1982014.04.29 10:00sell limit690.020.824791.324790.00000
1992014.04.29 11:30sell690.020.824791.324790.00000
2002014.05.02 23:59close at stop690.020.822031.324790.000009.21464.87
2012014.05.02 23:59close at stop680.010.822031.323790.000002.85467.72