Strategy Tester Report
2ZZ+SignalEA
Alpari-Classic (Build 217)

СимволEURUSD (Euro vs US Dollar)
Период30 Минут (M30) 2006.07.14 00:00 - 2008.07.11 22:30 (2006.07.14 - 2008.07.14)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSnakeRange=3; FilterPeriod=21; MartFiltr=2; PriceConst=6; LDepth=20; BDepth=30; Deviation=5; Backstep=3; Alerts=0; kb=1; nBars=500; Lots=0.1; StopLoss=0; TakeProfit=0; TrailingStop=0; Martingale=false; CountStepMartingale=5; Slippage=3;
Баров в истории25447Смоделировано тиков3349299Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль705.45Общая прибыль5448.94Общий убыток-4743.49
Прибыльность1.15Матожидание выигрыша2.28
Абсолютная просадка433.97Максимальная просадка787.60 (7.61%)Относительная просадка7.61% (787.60)
Всего сделок309Короткие позиции (% выигравших)154 (55.19%)Длинные позиции (% выигравших)155 (62.58%)
Прибыльные сделки (% от всех)182 (58.90%)Убыточные сделки (% от всех)127 (41.10%)
Самая большаяприбыльная сделка129.64убыточная сделка-306.82
Средняяприбыльная сделка29.94убыточная сделка-37.35
Максимальное количествонепрерывных выигрышей (прибыль)9 (290.64)непрерывных проигрышей (убыток)6 (-299.29)
Максимальнаянепрерывная прибыль (число выигрышей)290.64 (9)непрерывный убыток (число проигрышей)-306.82 (1)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12006.07.14 11:30buy10.101.26790.00000.0000
22006.07.18 10:30close10.101.25350.00000.0000-143.189856.82
32006.07.18 10:30sell20.101.25360.00000.0000
42006.07.18 12:41close20.101.25530.00000.0000-17.009839.82
52006.07.18 12:41buy30.101.25520.00000.0000
62006.07.18 14:00close30.101.25250.00000.0000-27.009812.82
72006.07.18 14:00sell40.101.25250.00000.0000
82006.07.18 19:30close40.101.25060.00000.000019.009831.82
92006.07.18 19:30buy50.101.25050.00000.0000
102006.07.19 22:30close50.101.25930.00000.000088.419920.23
112006.07.19 22:30sell60.101.25940.00000.0000
122006.07.24 06:30close60.101.26590.00000.0000-71.309848.93
132006.07.24 06:30buy70.101.26580.00000.0000
142006.07.25 10:00close70.101.26470.00000.0000-10.599838.34
152006.07.25 10:00sell80.101.26460.00000.0000
162006.07.25 21:00close80.101.25850.00000.000061.009899.34
172006.07.25 21:00buy90.101.25840.00000.0000
182006.07.27 01:00close90.101.27120.00000.0000129.6410028.98
192006.07.27 01:00sell100.101.27110.00000.0000
202006.07.27 06:30close100.101.27280.00000.0000-17.0010011.98
212006.07.27 06:30buy110.101.27270.00000.0000
222006.07.27 11:30close110.101.27340.00000.00007.0010018.98
232006.07.27 11:30sell120.101.27340.00000.0000
242006.07.27 22:30close120.101.26960.00000.000038.0010056.98
252006.07.27 22:30buy130.101.26970.00000.0000
262006.07.28 19:00close130.101.27470.00000.000050.4110107.39
272006.07.28 19:00sell140.101.27480.00000.0000
282006.08.01 05:33close140.101.27500.00000.0000-4.5210102.87
292006.08.01 05:34buy150.101.27490.00000.0000
302006.08.01 16:00close150.101.27580.00000.00009.0010111.87
312006.08.01 16:30sell160.101.27320.00000.0000
322006.08.02 14:30close160.101.27930.00000.0000-62.2610049.61
332006.08.02 14:30buy170.101.27920.00000.0000
342006.08.02 18:30close170.101.27800.00000.0000-12.0010037.61
352006.08.02 18:30sell180.101.27820.00000.0000
362006.08.02 21:00close180.101.28060.00000.0000-24.0010013.61
372006.08.02 21:00buy190.101.28070.00000.0000
382006.08.03 17:30close190.101.27820.00000.0000-23.779989.84
392006.08.03 17:30sell200.101.27810.00000.0000
402006.08.04 13:00close200.101.27890.00000.0000-9.269980.58
412006.08.04 13:00buy210.101.27890.00000.0000
422006.08.04 18:00close210.101.28930.00000.0000104.0010084.58
432006.08.04 18:00sell220.101.28930.00000.0000
442006.08.07 10:30close220.101.28720.00000.000019.7410104.32
452006.08.07 10:30buy230.101.28730.00000.0000
462006.08.08 14:30close230.101.28400.00000.0000-32.5910071.73
472006.08.08 14:30sell240.101.28390.00000.0000
482006.08.09 04:00close240.101.27840.00000.000053.7410125.47
492006.08.09 04:00buy250.101.27820.00000.0000
502006.08.09 14:00close250.101.28810.00000.000099.0010224.47
512006.08.09 14:00sell260.101.28800.00000.0000
522006.08.10 14:30close260.101.28580.00000.000018.2210242.69
532006.08.10 15:00buy270.101.28370.00000.0000
542006.08.15 09:00close270.101.27180.00000.0000-117.7710124.92
552006.08.15 09:00sell280.101.27170.00000.0000
562006.08.16 14:30close280.101.27940.00000.0000-78.2610046.66
572006.08.16 14:30buy290.101.27990.00000.0000
582006.08.16 20:00close290.101.28440.00000.000045.0010091.66
592006.08.16 20:02sell300.101.28450.00000.0000
602006.08.17 21:30close300.101.28290.00000.000012.2210103.88
612006.08.17 21:30buy310.101.28280.00000.0000
622006.08.18 12:00close310.101.28240.00000.0000-3.5910100.29
632006.08.18 12:00sell320.101.28240.00000.0000
642006.08.18 16:00close320.101.28390.00000.0000-15.0010085.29
652006.08.18 16:00buy330.101.28390.00000.0000
662006.08.21 07:30close330.101.28670.00000.000028.4110113.70
672006.08.21 07:30sell340.101.28680.00000.0000
682006.08.22 02:30close340.101.28700.00000.0000-3.2610110.44
692006.08.22 02:30buy350.101.28710.00000.0000
702006.08.23 12:30close350.101.28180.00000.0000-52.5910057.85
712006.08.23 12:30sell360.101.28190.00000.0000
722006.08.23 21:00close360.101.27950.00000.000024.0010081.85
732006.08.23 21:01buy370.101.27960.00000.0000
742006.08.24 10:30close370.101.28150.00000.000020.2310102.08
752006.08.24 10:30sell380.101.28160.00000.0000
762006.08.25 11:00close380.101.27710.00000.000043.7410145.82
772006.08.25 11:00buy390.101.27700.00000.0000
782006.08.25 22:00close390.101.27560.00000.0000-14.0010131.82
792006.08.25 22:30sell400.101.27520.00000.0000
802006.08.29 01:00close400.101.27920.00000.0000-42.5210089.30
812006.08.29 01:00buy410.101.27930.00000.0000
822006.08.29 08:00close410.101.28200.00000.000027.0010116.30
832006.08.29 08:00sell420.101.28200.00000.0000
842006.08.29 18:30close420.101.27630.00000.000057.0010173.30
852006.08.29 18:30buy430.101.27640.00000.0000
862006.08.30 05:00close430.101.28260.00000.000062.4110235.71
872006.08.30 05:00sell440.101.28270.00000.0000
882006.08.30 14:30close440.101.28270.00000.00000.0010235.71
892006.08.30 15:00buy450.101.28290.00000.0000
902006.08.31 13:00close450.101.28570.00000.000029.2310264.94
912006.08.31 13:00sell460.101.28570.00000.0000
922006.08.31 20:30close460.101.28040.00000.000053.0010317.94
932006.08.31 20:30buy470.101.28050.00000.0000
942006.09.01 15:00close470.101.27750.00000.0000-29.5910288.35
952006.09.01 15:00sell480.101.27760.00000.0000
962006.09.01 18:00close480.101.28330.00000.0000-57.0010231.35
972006.09.01 18:00buy490.101.28330.00000.0000
982006.09.04 08:30close490.101.28510.00000.000018.4110249.76
992006.09.04 08:30sell500.101.28520.00000.0000
1002006.09.05 11:00close500.101.28390.00000.000011.7410261.50
1012006.09.05 11:00buy510.101.28380.00000.0000
1022006.09.06 13:00close510.101.28120.00000.0000-25.5910235.91
1032006.09.06 13:00sell520.101.28140.00000.0000
1042006.09.06 17:00close520.101.27890.00000.000025.0010260.91
1052006.09.06 17:30buy530.101.27850.00000.0000
1062006.09.07 08:00close530.101.28130.00000.000029.2310290.14
1072006.09.07 08:00sell540.101.28140.00000.0000
1082006.09.07 12:30close540.101.27830.00000.000031.0010321.14
1092006.09.07 12:30buy550.101.27820.00000.0000
1102006.09.11 09:30close550.101.26830.00000.0000-98.1810222.96
1112006.09.11 09:30sell560.101.26840.00000.0000
1122006.09.12 18:30close560.101.26890.00000.0000-6.2610216.70
1132006.09.12 18:30buy570.101.26880.00000.0000
1142006.09.13 10:30close570.101.26830.00000.0000-4.5910212.11
1152006.09.13 11:00sell580.101.26910.00000.0000
1162006.09.14 12:00close580.101.26980.00000.0000-10.7810201.33
1172006.09.14 12:00buy590.101.26970.00000.0000
1182006.09.14 15:30close590.101.27120.00000.000015.0010216.33
1192006.09.14 16:00sell600.101.27150.00000.0000
1202006.09.15 18:00close600.101.26480.00000.000065.7410282.07
1212006.09.15 18:00buy610.101.26490.00000.0000
1222006.09.18 11:00close610.101.26670.00000.000018.4110300.48
1232006.09.18 11:30sell620.101.26560.00000.0000
1242006.09.19 13:30close620.101.26610.00000.0000-6.2610294.22
1252006.09.19 13:30buy630.101.26600.00000.0000
1262006.09.20 19:00close630.101.26990.00000.000039.4110333.63
1272006.09.20 19:00sell640.101.27000.00000.0000
1282006.09.25 04:00close640.101.27980.00000.0000-104.3010229.33
1292006.09.25 04:00buy650.101.27990.00000.0000
1302006.09.27 16:00close650.101.27020.00000.0000-96.1810133.15
1312006.09.27 16:00sell660.101.27010.00000.0000
1322006.09.28 18:00close660.101.26980.00000.0000-0.7810132.37
1332006.09.28 18:00buy670.101.26970.00000.0000
1342006.10.02 14:30close670.101.26870.00000.0000-9.1810123.19
1352006.10.02 14:31sell680.101.26860.00000.0000
1362006.10.03 17:00close680.101.27390.00000.0000-54.2610068.93
1372006.10.03 17:00buy690.101.27400.00000.0000
1382006.10.04 10:30close690.101.27050.00000.0000-34.5910034.34
1392006.10.04 10:30sell700.101.27040.00000.0000
1402006.10.04 15:00close700.101.26870.00000.000017.0010051.34
1412006.10.04 15:00buy710.101.26870.00000.0000
1422006.10.09 15:00close710.101.25990.00000.0000-85.959965.39
1432006.10.09 15:00sell720.101.25990.00000.0000
1442006.10.10 17:00close720.101.25380.00000.000059.7410025.13
1452006.10.10 17:00buy730.101.25390.00000.0000
1462006.10.11 14:30close730.101.25370.00000.0000-1.5910023.54
1472006.10.11 14:30sell740.101.25360.00000.0000
1482006.10.12 00:00close740.101.25240.00000.00008.2210031.76
1492006.10.12 00:12buy750.101.25200.00000.0000
1502006.10.12 11:00close750.101.25550.00000.000035.0010066.76
1512006.10.12 11:00sell760.101.25560.00000.0000
1522006.10.13 14:30close760.101.25560.00000.0000-1.2610065.50
1532006.10.13 14:30buy770.101.25550.00000.0000
1542006.10.16 12:01close770.101.25110.00000.0000-43.5910021.91
1552006.10.16 12:01sell780.101.25100.00000.0000
1562006.10.17 16:00close780.101.25480.00000.0000-39.269982.65
1572006.10.17 16:00buy790.101.25480.00000.0000
1582006.10.17 20:00close790.101.25500.00000.00002.009984.65
1592006.10.17 20:00sell800.101.25510.00000.0000
1602006.10.18 19:00close800.101.25210.00000.000028.7410013.39
1612006.10.18 19:01buy810.101.25220.00000.0000
1622006.10.19 14:00close810.101.25680.00000.000047.2310060.62
1632006.10.19 14:00sell820.101.25670.00000.0000
1642006.10.20 13:30close820.101.26160.00000.0000-50.2610010.36
1652006.10.20 13:30buy830.101.26170.00000.0000
1662006.10.24 21:30close830.101.25610.00000.0000-55.189955.18
1672006.10.24 21:30sell840.101.25600.00000.0000
1682006.10.27 13:00close840.101.26810.00000.0000-127.309827.88
1692006.10.27 13:00buy850.101.26820.00000.0000
1702006.10.27 18:00close850.101.27250.00000.000043.009870.88
1712006.10.27 18:31sell860.101.27310.00000.0000
1722006.10.30 09:30close860.101.27160.00000.000013.749884.62
1732006.10.30 09:30buy870.101.27170.00000.0000
1742006.10.31 20:30close870.101.27630.00000.000046.419931.03
1752006.10.31 20:30sell880.101.27640.00000.0000
1762006.11.01 12:31close880.101.27550.00000.00007.749938.77
1772006.11.01 12:31buy890.101.27560.00000.0000
1782006.11.01 19:00close890.101.27690.00000.000013.009951.77
1792006.11.01 19:30sell900.101.27650.00000.0000
1802006.11.02 04:31close900.101.27520.00000.00009.229960.99
1812006.11.02 05:00buy910.101.27520.00000.0000
1822006.11.02 17:00close910.101.27680.00000.000016.009976.99
1832006.11.02 17:00sell920.101.27690.00000.0000
1842006.11.03 18:00close920.101.27040.00000.000063.7410040.73
1852006.11.03 18:00buy930.101.27050.00000.0000
1862006.11.07 08:00close930.101.27550.00000.000050.8210091.55
1872006.11.07 08:00sell940.101.27560.00000.0000
1882006.11.08 17:30close940.101.27720.00000.0000-17.2610074.29
1892006.11.08 17:30buy950.101.27710.00000.0000
1902006.11.09 12:00close950.101.27820.00000.000012.2310086.52
1912006.11.09 12:00sell960.101.27810.00000.0000
1922006.11.13 01:31close960.101.28600.00000.0000-81.5210005.00
1932006.11.13 01:31buy970.101.28590.00000.0000
1942006.11.13 07:30close970.101.28650.00000.00006.0010011.00
1952006.11.13 07:30sell980.101.28650.00000.0000
1962006.11.14 15:00close980.101.28580.00000.00005.7410016.74
1972006.11.14 15:00buy990.101.28580.00000.0000
1982006.11.14 16:30close990.101.28080.00000.0000-50.009966.74
1992006.11.14 16:30sell1000.101.28080.00000.0000
2002006.11.14 20:14close1000.101.28220.00000.0000-14.009952.74
2012006.11.14 20:14buy1010.101.28220.00000.0000
2022006.11.15 11:30close1010.101.27970.00000.0000-24.599928.15
2032006.11.15 11:30sell1020.101.27970.00000.0000
2042006.11.15 16:00close1020.101.27920.00000.00005.009933.15
2052006.11.15 16:30buy1030.101.28110.00000.0000
2062006.11.16 18:14close1030.101.27920.00000.0000-17.779915.38
2072006.11.16 18:14sell1040.101.27930.00000.0000
2082006.11.16 22:30close1040.101.28010.00000.0000-8.009907.38
2092006.11.16 22:30buy1050.101.28010.00000.0000
2102006.11.17 19:00close1050.101.28220.00000.000021.419928.79
2112006.11.17 19:00sell1060.101.28230.00000.0000
2122006.11.21 08:30close1060.101.28190.00000.00001.489930.27
2132006.11.21 08:31buy1070.101.28200.00000.0000
2142006.11.22 12:00close1070.101.28610.00000.000041.419971.68
2152006.11.22 12:00sell1080.101.28620.00000.0000
2162006.11.29 14:30close1080.101.31600.00000.0000-306.829664.86
2172006.11.29 14:30buy1090.101.31570.00000.0000
2182006.11.30 10:00close1090.101.31860.00000.000030.239695.09
2192006.11.30 10:00sell1100.101.31850.00000.0000
2202006.12.01 13:00close1100.101.32390.00000.0000-55.269639.83
2212006.12.01 13:00buy1110.101.32380.00000.0000
2222006.12.01 18:30close1110.101.33150.00000.000077.009716.83
2232006.12.01 19:00sell1120.101.33230.00000.0000
2242006.12.04 11:35close1120.101.33070.00000.000014.749731.57
2252006.12.04 11:35buy1130.101.33060.00000.0000
2262006.12.05 02:30close1130.101.33230.00000.000017.419748.98
2272006.12.05 02:30sell1140.101.33240.00000.0000
2282006.12.05 12:30close1140.101.33260.00000.0000-2.009746.98
2292006.12.05 12:30buy1150.101.33250.00000.0000
2302006.12.05 16:30close1150.101.32920.00000.0000-33.009713.98
2312006.12.05 16:30sell1160.101.32930.00000.0000
2322006.12.05 20:30close1160.101.33330.00000.0000-40.009673.98
2332006.12.05 20:30buy1170.101.33320.00000.0000
2342006.12.06 08:30close1170.101.33160.00000.0000-15.599658.39
2352006.12.06 08:30sell1180.101.33190.00000.0000
2362006.12.06 13:30close1180.101.32860.00000.000033.009691.39
2372006.12.06 13:30buy1190.101.32850.00000.0000
2382006.12.07 10:30close1190.101.33010.00000.000017.239708.62
2392006.12.07 10:30sell1200.101.33020.00000.0000
2402006.12.07 16:30close1200.101.32940.00000.00008.009716.62
2412006.12.07 17:00buy1210.101.32980.00000.0000
2422006.12.08 17:55close1210.101.31930.00000.0000-104.599612.03
2432006.12.08 17:55sell1220.101.31890.00000.0000
2442006.12.11 04:30close1220.101.31550.00000.000032.749644.77
2452006.12.11 04:30buy1230.101.31550.00000.0000
2462006.12.11 21:30close1230.101.32390.00000.000084.009728.77
2472006.12.11 21:30sell1240.101.32400.00000.0000
2482006.12.12 11:02close1240.101.32600.00000.0000-21.269707.51
2492006.12.12 11:02buy1250.101.32600.00000.0000
2502006.12.13 01:00close1250.101.32820.00000.000022.419729.92
2512006.12.13 01:00sell1260.101.32810.00000.0000
2522006.12.13 18:00close1260.101.32150.00000.000066.009795.92
2532006.12.13 18:30buy1270.101.32170.00000.0000
2542006.12.14 10:31close1270.101.32250.00000.00009.239805.15
2552006.12.14 10:31sell1280.101.32250.00000.0000
2562006.12.14 18:00close1280.101.31730.00000.000052.009857.15
2572006.12.14 18:00buy1290.101.31720.00000.0000
2582006.12.15 17:00close1290.101.30900.00000.0000-81.599775.56
2592006.12.15 17:00sell1300.101.30900.00000.0000
2602006.12.15 21:00close1300.101.30800.00000.000010.009785.56
2612006.12.15 21:00buy1310.101.30810.00000.0000
2622006.12.18 10:00close1310.101.31020.00000.000021.419806.97
2632006.12.18 10:00sell1320.101.31030.00000.0000
2642006.12.18 18:30close1320.101.30740.00000.000029.009835.97
2652006.12.18 18:30buy1330.101.30730.00000.0000
2662006.12.19 14:30close1330.101.31370.00000.000064.419900.38
2672006.12.19 14:30sell1340.101.31380.00000.0000
2682006.12.20 17:00close1340.101.31840.00000.0000-47.269853.12
2692006.12.20 17:00buy1350.101.31830.00000.0000
2702006.12.21 10:30close1350.101.31960.00000.000014.239867.35
2712006.12.21 10:30sell1360.101.31980.00000.0000
2722006.12.21 17:00close1360.101.31660.00000.000032.009899.35
2732006.12.21 17:00buy1370.101.31650.00000.0000
2742006.12.22 13:00close1370.101.31940.00000.000029.419928.76
2752006.12.22 13:00sell1380.101.31950.00000.0000
2762006.12.22 20:00close1380.101.31310.00000.000064.009992.76
2772006.12.22 20:00buy1390.101.31350.00000.0000
2782006.12.27 09:02close1390.101.31520.00000.000018.2310010.99
2792006.12.27 09:02sell1400.101.31540.00000.0000
2802006.12.28 06:01close1400.101.31230.00000.000027.2210038.21
2812006.12.28 06:33buy1410.101.31240.00000.0000
2822006.12.28 16:00close1410.101.31730.00000.000049.0010087.21
2832006.12.28 16:00sell1420.101.31740.00000.0000
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2852007.01.03 13:30buy1430.101.32340.00000.0000
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2912007.01.08 09:30sell1460.101.30090.00000.0000
2922007.01.08 16:30close1460.101.30120.00000.0000-3.009955.22
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3022007.01.12 10:00close1510.101.29110.00000.00006.4110019.01
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3112007.01.16 10:00sell1560.101.29550.00000.0000
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5442007.05.22 15:00close2720.101.34550.00000.0000-1.0010882.92
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5862007.06.28 09:30close2930.101.34410.00000.00009.2310876.86
5872007.06.28 09:30sell2940.101.34430.00000.0000
5882007.06.28 22:40close2940.101.34460.00000.0000-3.0010873.86
5892007.06.28 22:40buy2950.101.34470.00000.0000
5902007.06.29 16:30close2950.101.35100.00000.000063.4110937.27
5912007.06.29 16:30sell2960.101.35110.00000.0000
5922007.07.03 14:30close2960.101.36160.00000.0000-107.5210829.75
5932007.07.03 14:31buy2970.101.36150.00000.0000
5942007.07.04 10:30close2970.101.36140.00000.0000-0.5910829.16
5952007.07.04 10:30sell2980.101.36150.00000.0000
5962007.07.05 19:01close2980.101.36000.00000.000011.2210840.38
5972007.07.05 19:02buy2990.101.35990.00000.0000
5982007.07.06 19:32close2990.101.36220.00000.000023.4110863.79
5992007.07.06 19:32sell3000.101.36230.00000.0000
6002007.07.09 09:30close3000.101.36380.00000.0000-16.2610847.53
6012007.07.09 09:30buy3010.101.36370.00000.0000
6022007.07.09 11:31close3010.101.36300.00000.0000-7.0010840.53
6032007.07.09 11:31sell3020.101.36290.00000.0000
6042007.07.10 09:00close3020.101.36170.00000.000010.7410851.27
6052007.07.10 09:00buy3030.101.36170.00000.0000
6062007.07.10 14:00close3030.101.36560.00000.000039.0010890.27
6072007.07.10 14:00sell3040.101.36550.00000.0000
6082007.07.13 10:30close3040.101.37880.00000.0000-139.3010750.97
6092007.07.13 10:30buy3050.101.37890.00000.0000
6102007.07.13 17:00close3050.101.37750.00000.0000-14.0010736.97
6112007.07.13 17:00sell3060.101.37770.00000.0000
6122007.07.16 11:30close3060.101.38010.00000.0000-25.2610711.71
6132007.07.16 11:30buy3070.101.38000.00000.0000
6142007.07.16 14:00close3070.101.37830.00000.0000-17.0010694.71
6152007.07.16 14:00sell3080.101.37840.00000.0000
6162007.07.17 14:30close3080.101.37790.00000.00003.7410698.45
6172007.07.17 14:30buy3090.101.37780.00000.0000
6182007.07.17 14:51close at stop3090.101.37850.00000.00007.0010705.45