Strategy Tester Report

Прибыльные идеи для Forex

Лучший брокер

UTS v 1.2 15-04-2011
Alpari-Demo (Build 392)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2011.01.03 00:00 - 2011.04.15 22:00 (2011.01.01 - 2012.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersauthorWeb="сайт автора : www.expforex.at.ua"; authorMail="почта автора : expforex@meta.ua"; asd1="========================================================="; OFF="-----------------Other SET"; OFF1="Номер стратегии в файле стратегий"; NumberStrategy=1; Indicator1="Реверс сигналов стратегии"; ReversePosition=false; OFF2="Выводить информацию о прибыли на экран"; InfoToGraph=true; ShowBLOCK1=true; ShowBLOCK2=true; ShowBLOCK3=true; ShowBLOCK4=true; SignalDraw=true; asd2="========================================================="; _Expert="-----------------Торговые настройки"; _Expertq="Использовать настройки для 5 знака"; Digits4to5=true; Magic=1; StopLoss=0; TakeProfit=0; _Expert1="Включить невидимый стоплосс\тейкпрофит"; VirtualTPSL=false; _Expertmw="Технология MarKetWatch (для некоторых брокеров)"; MarketWatch=false; Slippage=1; Lots=0.1; _autolot="-----------------AUTOLOT SET"; Autolot=true; LotsDigit=1; Risk=0.001; MinLots=0.1; MaxLots=999; ShowComment=true; Тип_Ордера="1=1 направление в торговле,2-торговля в обе стороны одновременно"; OrderTypeToOpen=1; asd7="========================================================="; _close="Закрывать при обратном сигнале"; CloseifChange=false; _close2="Максимально колличество открытых позиций по магику"; MaxTrades=20; MaxTradesBuy=20; MaxTradesSell=20; asd3="========================================================="; _autolot1="Использование стандартного мартингейла"; _autolot23="Мартин при последнем Стоплоссе"; MartinGeil=false; Martinkof=2; asd5="========================================================="; Timrrrr="-----------------TIME SET"; AllTimeTrade=true; Timrrrr2="День недели - запрещенный для торговли"; DayOfWeekSetNotTrade=6; OpenHou_Strategy1=0; CloseHou_Strategy1=23; Timrrrr3="Закрывать позиции по истечению времени торговли"; ClosePosBy_Strategy1=false; asd6="========================================================="; _P_Trailing="-----------------TRAILING SET"; Trailing=false; _P_Trailing1="Только позиции в прибыли"; IfProfTrail=false; TpsettoZERO=false; TrailingStopUseAfter=0; TrailingStop=0; _P_Trailing12="Включить Виртуальный трейлингстоп"; VirtualTrailingStop=false; VirtualEMERGENCYLEVEL=0; asd8="========================================================="; asd11="-----------------Grid Set"; Indicator11="Сеточная торговля в случае убытка"; GridUTS=true; StepGrid=10; Indicator12="Сетка с мартингейлом"; MartinGrid=true; MartinGridKoof=1.3; MartinMidle=true; asd10="-----------------Filter Set"; Indicator3="Фильтрация сигналов по минутам"; MinuteFilter=-1; Indicator4="Фильтрация сигналов по дистанции от ближайшей позиции"; PipDistanceNearMarket=10; asd81="========================================================="; _CloseProfit="-----------------MIDLLE SET"; Usrednenie=true; сlose="= 1 - профит, 2 -пункты ,3 -проценты ="; TypeofClose=1; ProfitofClose=50; _CloseProfit3="Коэффициент добавлении пунктов при каждой новой открытой позиции"; Koef_profit=1; Orderdelete=true; asd9="========================================================="; a1="Параметра ReverseSystem"; ReverseSystemUSE=false; MNLot=2; MNLotMaxLot=3.2; DeltaPrice=15; Loop=10; Autolock=false; SLReverse=0; TPReverse=0; SetsLoad="#3 Сетка с Усреднением + Мартингейл"; DEBUGMODE=false; asd123="========================================================="; Indicator2="Уровень локирования позиций"; LockLevel=0; a121a="-----------------Параметры Лимит потерь"; LIMIT=0; asd173="========================================================="; FilterUse=" Использование Фильтров для сигналов:"; FilterUseSignal=false; A1="Настройки ADX"; UseADX=0; ADXPeriod=21; ADXPrice=0; A2="=========================="; A3="Настройки Bollinger Bands"; UseBollinger=0; BandsPeriod=20; BandsShift=0; BandsDeviation=2; BandsPrice=0; A4="=========================="; A5="Настройки CCI"; UseCCI=0; CCIPeriod=14; CCIPrice=0; CCIHighLevel=100; CCILowLevel=-100; A6="=========================="; A7="Настройки пересечения MA"; UseCrossMA=0; MAFastPeriod=34; MAFastPrice=0; MAFastMethod=0; MAFastShift=0; MASlowPeriod=89; MASlowPrice=0;
Bars in test2786Ticks modelled45940Modelling qualityn/a
Mismatched charts errors3
Initial deposit100000.00
Total net profit5669.55Gross profit7702.70Gross loss-2033.15
Profit factor3.79Expected payoff22.32
Absolute drawdown269.67Maximal drawdown1469.10 (1.40%)Relative drawdown1.40% (1469.10)
Total trades254Short positions (won %)152 (65.79%)Long positions (won %)102 (75.49%)
Profit trades (% of total)177 (69.69%)Loss trades (% of total)77 (30.31%)
Largestprofit trade372.84loss trade-94.51
Averageprofit trade43.52loss trade-26.40
Maximumconsecutive wins (profit in money)13 (463.02)consecutive losses (loss in money)6 (-380.38)
Maximalconsecutive profit (count of wins)667.80 (5)consecutive loss (count of losses)-380.38 (6)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.04 18:37buy10.101.329400.000000.00000
22011.01.05 01:37buy20.131.328390.000000.00000
32011.01.05 02:20buy30.171.326820.000000.00000
42011.01.05 09:20buy40.221.324970.000000.00000
52011.01.05 09:50buy50.291.323780.000000.00000
62011.01.05 10:10close50.291.326590.000000.0000081.49100081.49
72011.01.05 10:10close40.221.326590.000000.0000035.64100117.13
82011.01.05 10:10close30.171.326590.000000.00000-3.91100113.22
92011.01.05 10:10close20.131.326590.000000.00000-23.40100089.82
102011.01.05 10:10close10.101.326590.000000.00000-27.98100061.84
112011.01.05 14:15buy60.101.318890.000000.00000
122011.01.05 14:20buy70.131.316940.000000.00000
132011.01.05 15:15buy80.171.315240.000000.00000
142011.01.05 15:20buy90.221.313520.000000.00000
152011.01.05 16:07close90.221.316640.000000.0000068.64100130.48
162011.01.05 16:07close80.171.316640.000000.0000023.80100154.28
172011.01.05 16:07close70.131.316640.000000.00000-3.90100150.38
182011.01.05 16:07close60.101.316640.000000.00000-22.50100127.88
192011.01.05 16:10buy100.101.315300.000000.00000
202011.01.05 16:15buy110.131.314190.000000.00000
212011.01.05 16:20buy120.171.312700.000000.00000
222011.01.05 16:50close120.171.315500.000000.0000047.60100175.48
232011.01.05 16:50close110.131.315500.000000.0000017.03100192.51
242011.01.05 16:50close100.101.315500.000000.000002.00100194.51
252011.01.05 16:52buy130.101.315230.000000.00000
262011.01.05 17:02buy140.131.314060.000000.00000
272011.01.05 17:50close140.131.317290.000000.0000041.99100236.50
282011.01.05 17:50close130.101.317290.000000.0000020.60100257.10
292011.01.06 17:00buy150.101.303670.000000.00000
302011.01.06 17:10buy160.131.302660.000000.00000
312011.01.06 17:20buy170.171.300690.000000.00000
322011.01.06 23:15buy180.221.299260.000000.00000
332011.01.07 00:20buy190.291.298240.000000.00000
342011.01.07 00:50buy200.381.296960.000000.00000
352011.01.07 01:15close200.381.300550.000000.00000136.42100393.52
362011.01.07 01:15close190.291.300550.000000.0000066.99100460.51
372011.01.07 01:15close180.221.300550.000000.0000028.64100489.15
382011.01.07 01:15close170.171.300550.000000.00000-2.18100486.98
392011.01.07 01:15close160.131.300550.000000.00000-27.27100459.70
402011.01.07 01:15close150.101.300550.000000.00000-31.08100428.62
412011.01.12 03:00sell210.101.301390.000000.00000
422011.01.12 10:10sell220.131.302560.000000.00000
432011.01.12 10:20sell230.171.303800.000000.00000
442011.01.12 11:20close230.171.301470.000000.0000039.61100468.23
452011.01.12 11:20close220.131.301470.000000.0000014.17100482.40
462011.01.12 11:20close210.101.301470.000000.00000-0.80100481.60
472011.01.12 11:37sell240.101.303640.000000.00000
482011.01.12 11:50close240.101.297890.000000.0000057.50100539.10
492011.01.12 19:00sell250.101.308200.000000.00000
502011.01.12 19:10sell260.131.310530.000000.00000
512011.01.12 19:15sell270.171.311930.000000.00000
522011.01.12 19:20sell280.221.313330.000000.00000
532011.01.12 20:46sell290.291.314380.000000.00000
542011.01.13 01:20close290.291.311820.000000.0000068.32100607.43
552011.01.13 01:20close280.221.311820.000000.0000028.73100636.16
562011.01.13 01:20close270.171.311820.000000.00000-1.60100634.56
572011.01.13 01:20close260.131.311820.000000.00000-19.42100615.14
582011.01.13 01:20close250.101.311820.000000.00000-38.24100576.90
592011.01.13 14:40sell300.101.324630.000000.00000
602011.01.13 14:45sell310.131.326530.000000.00000
612011.01.13 14:50sell320.171.328440.000000.00000
622011.01.13 15:15sell330.221.330770.000000.00000
632011.01.13 15:20sell340.291.332340.000000.00000
642011.01.13 15:37sell350.381.329750.000000.00000
652011.01.13 15:50sell360.491.333760.000000.00000
662011.01.13 16:20sell370.641.335360.000000.00000
672011.01.13 17:02close370.641.331200.000000.00000266.24100843.14
682011.01.13 17:02close360.491.331200.000000.00000125.44100968.58
692011.01.13 17:02close350.381.331200.000000.00000-55.10100913.48
702011.01.13 17:02close340.291.331200.000000.0000033.06100946.54
712011.01.13 17:02close330.221.331200.000000.00000-9.46100937.08
722011.01.13 17:02close320.171.331200.000000.00000-46.92100890.16
732011.01.13 17:02close310.131.331200.000000.00000-60.71100829.45
742011.01.13 17:02close300.101.331200.000000.00000-65.70100763.75
752011.01.13 17:05sell380.101.331430.000000.00000
762011.01.13 17:10sell390.131.332580.000000.00000
772011.01.13 17:15sell400.171.333720.000000.00000
782011.01.13 17:20sell410.221.334870.000000.00000
792011.01.13 17:45sell420.291.336470.000000.00000
802011.01.13 18:20sell430.381.337890.000000.00000
812011.01.13 20:50close430.381.334730.000000.00000120.08100883.83
822011.01.13 20:50close420.291.334730.000000.0000050.46100934.29
832011.01.13 20:50close410.221.334730.000000.000003.08100937.37
842011.01.13 20:50close400.171.334730.000000.00000-17.17100920.20
852011.01.13 20:50close390.131.334730.000000.00000-27.95100892.25
862011.01.13 20:50close380.101.334730.000000.00000-33.00100859.25
872011.01.18 09:20sell440.101.337090.000000.00000
882011.01.18 09:40sell450.131.338250.000000.00000
892011.01.18 10:10sell460.171.340080.000000.00000
902011.01.18 10:15sell470.221.341170.000000.00000
912011.01.18 10:20sell480.291.342250.000000.00000
922011.01.18 10:50close480.291.339690.000000.0000074.24100933.49
932011.01.18 10:50close470.221.339690.000000.0000032.56100966.05
942011.01.18 10:50close460.171.339690.000000.000006.63100972.68
952011.01.18 10:50close450.131.339690.000000.00000-18.72100953.96
962011.01.18 10:50close440.101.339690.000000.00000-26.00100927.96
972011.01.18 10:52sell490.101.339990.000000.00000
982011.01.18 11:02sell500.131.342480.000000.00000
992011.01.18 11:17sell510.171.341070.000000.00000
1002011.01.18 11:20close510.171.339810.000000.0000021.42100949.38
1012011.01.18 11:20close500.131.339810.000000.0000034.71100984.09
1022011.01.18 11:20close490.101.339810.000000.000001.80100985.89
1032011.01.18 11:22sell520.101.340220.000000.00000
1042011.01.18 11:45sell530.131.338680.000000.00000
1052011.01.18 12:16sell540.171.341800.000000.00000
1062011.01.18 13:07close540.171.339020.000000.0000047.26101033.15
1072011.01.18 13:07close530.131.339020.000000.00000-4.42101028.73
1082011.01.18 13:07close520.101.339020.000000.0000012.00101040.73
1092011.01.18 13:10sell550.101.340080.000000.00000
1102011.01.18 13:20sell560.131.341540.000000.00000
1112011.01.18 13:50close560.131.338420.000000.0000040.56101081.29
1122011.01.18 13:50close550.101.338420.000000.0000016.60101097.89
1132011.01.18 13:59sell570.101.340410.000000.00000
1142011.01.18 15:20sell580.131.341860.000000.00000
1152011.01.18 15:40sell590.171.343020.000000.00000
1162011.01.18 15:45sell600.221.344730.000000.00000
1172011.01.18 15:50sell610.291.346440.000000.00000
1182011.01.18 16:20close610.291.343160.000000.0000095.12101193.01
1192011.01.18 16:20close600.221.343160.000000.0000034.54101227.55
1202011.01.18 16:20close590.171.343160.000000.00000-2.38101225.17
1212011.01.18 16:20close580.131.343160.000000.00000-16.90101208.27
1222011.01.18 16:20close570.101.343160.000000.00000-27.50101180.77
1232011.01.19 08:50sell620.101.350350.000000.00000
1242011.01.19 09:20close620.101.344320.000000.0000060.30101241.07
1252011.01.19 14:02sell630.101.352210.000000.00000
1262011.01.19 14:32sell640.131.353410.000000.00000
1272011.01.19 14:50close640.131.350440.000000.0000038.61101279.68
1282011.01.19 14:50close630.101.350440.000000.0000017.70101297.38
1292011.01.21 10:00sell650.101.355450.000000.00000
1302011.01.21 10:07sell660.131.356540.000000.00000
1312011.01.21 10:20sell670.171.353500.000000.00000
1322011.01.21 10:20close670.171.353650.000000.00000-2.55101294.83
1332011.01.21 10:20close660.131.353650.000000.0000037.57101332.40
1342011.01.21 10:20close650.101.353650.000000.0000018.00101350.40
1352011.01.21 10:22sell680.101.354050.000000.00000
1362011.01.21 13:40sell690.131.355050.000000.00000
1372011.01.21 14:20close690.131.351590.000000.0000044.98101395.38
1382011.01.21 14:20close680.101.351590.000000.0000024.60101419.98
1392011.01.21 17:00sell700.101.358430.000000.00000
1402011.01.21 18:33sell710.131.359450.000000.00000
1412011.01.21 21:03sell720.171.360940.000000.00000
1422011.01.21 21:16sell730.221.362360.000000.00000
1432011.01.24 01:20close730.221.359180.000000.0000068.46101488.44
1442011.01.24 01:20close720.171.359180.000000.0000028.76101517.21
1452011.01.24 01:20close710.131.359180.000000.000002.63101519.83
1462011.01.24 01:20close700.101.359180.000000.00000-8.18101511.65
1472011.01.24 16:45sell740.101.366810.000000.00000
1482011.01.24 16:50sell750.131.368140.000000.00000
1492011.01.24 17:50close750.131.365060.000000.0000040.04101551.69
1502011.01.24 17:50close740.101.365060.000000.0000017.50101569.19
1512011.01.25 11:00buy760.101.357660.000000.00000
1522011.01.25 12:40close760.101.362680.000000.0000050.20101619.39
1532011.01.28 17:00buy770.101.362520.000000.00000
1542011.01.28 17:15buy780.131.363750.000000.00000
1552011.01.28 17:45buy790.171.361250.000000.00000
1562011.01.28 17:50buy800.221.360000.000000.00000
1572011.01.28 19:32buy810.291.358690.000000.00000
1582011.01.28 20:15close810.291.361660.000000.0000086.13101705.52
1592011.01.28 20:15close800.221.361660.000000.0000036.52101742.04
1602011.01.28 20:15close790.171.361660.000000.000006.97101749.01
1612011.01.28 20:15close780.131.361660.000000.00000-27.17101721.84
1622011.01.28 20:15close770.101.361660.000000.00000-8.60101713.24
1632011.01.28 20:33buy820.101.360670.000000.00000
1642011.01.31 00:00buy830.131.358190.000000.00000
1652011.01.31 02:20buy840.171.357170.000000.00000
1662011.01.31 02:50close840.171.359870.000000.0000045.90101759.14
1672011.01.31 02:50close830.131.359870.000000.0000021.84101780.98
1682011.01.31 02:50close820.101.359870.000000.00000-7.88101773.10
1692011.01.31 14:45sell850.101.372010.000000.00000
1702011.01.31 16:20sell860.131.373850.000000.00000
1712011.01.31 16:46close860.131.370800.000000.0000039.65101812.75
1722011.01.31 16:46close850.101.370800.000000.0000012.10101824.85
1732011.02.01 18:15sell870.101.381500.000000.00000
1742011.02.01 18:40sell880.131.382850.000000.00000
1752011.02.01 21:50sell890.171.384190.000000.00000
1762011.02.02 04:45sell900.221.385600.000000.00000
1772011.02.02 08:50close900.221.382860.000000.0000060.28101885.13
1782011.02.02 08:50close890.171.382860.000000.0000021.45101906.59
1792011.02.02 08:50close880.131.382860.000000.00000-1.01101905.57
1802011.02.02 08:50close870.101.382860.000000.00000-14.28101891.29
1812011.02.03 14:20buy910.101.374340.000000.00000
1822011.02.03 14:40buy920.131.373090.000000.00000
1832011.02.03 14:45buy930.171.370210.000000.00000
1842011.02.03 14:50buy940.221.366360.000000.00000
1852011.02.03 14:52buy950.291.368280.000000.00000
1862011.02.03 15:50buy960.381.364400.000000.00000
1872011.02.03 16:15buy970.491.363190.000000.00000
1882011.02.03 16:50buy980.641.361800.000000.00000
1892011.02.03 17:50close980.641.365820.000000.00000257.28102148.57
1902011.02.03 17:50close970.491.365820.000000.00000128.87102277.44
1912011.02.03 17:50close960.381.365820.000000.0000053.96102331.40
1922011.02.03 17:50close950.291.365820.000000.00000-71.34102260.06
1932011.02.03 17:50close940.221.365820.000000.00000-11.88102248.18
1942011.02.03 17:50close930.171.365820.000000.00000-74.63102173.55
1952011.02.03 17:50close920.131.365820.000000.00000-94.51102079.04
1962011.02.03 17:50close910.101.365820.000000.00000-85.20101993.84
1972011.02.03 17:52buy990.101.365520.000000.00000
1982011.02.03 18:20buy1000.131.364210.000000.00000
1992011.02.03 19:40buy1010.171.362900.000000.00000
2002011.02.03 19:50buy1020.221.361070.000000.00000
2012011.02.03 20:50close1020.221.364190.000000.0000068.64102062.48
2022011.02.03 20:50close1010.171.364190.000000.0000021.93102084.41
2032011.02.03 20:50close1000.131.364190.000000.00000-0.26102084.15
2042011.02.03 20:50close990.101.364190.000000.00000-13.30102070.85
2052011.02.08 07:46sell1030.101.364560.000000.00000
2062011.02.08 10:20close1030.101.359410.000000.0000051.50102122.35
2072011.02.09 16:00sell1040.101.369120.000000.00000
2082011.02.09 16:03sell1050.131.370290.000000.00000
2092011.02.09 16:16sell1060.171.371700.000000.00000
2102011.02.09 17:15close1060.171.368460.000000.0000055.08102177.43
2112011.02.09 17:15close1050.131.368460.000000.0000023.79102201.22
2122011.02.09 17:15close1040.101.368460.000000.000006.60102207.82
2132011.02.09 17:50sell1070.101.369490.000000.00000
2142011.02.09 18:15sell1080.131.371150.000000.00000
2152011.02.09 18:20sell1090.171.372280.000000.00000
2162011.02.09 19:15sell1100.221.373310.000000.00000
2172011.02.09 19:20sell1110.291.374320.000000.00000
2182011.02.09 20:07close1110.291.372070.000000.0000065.25102273.07
2192011.02.09 20:07close1100.221.372070.000000.0000027.28102300.35
2202011.02.09 20:07close1090.171.372070.000000.000003.57102303.92
2212011.02.09 20:07close1080.131.372070.000000.00000-11.96102291.96
2222011.02.09 20:07close1070.101.372070.000000.00000-25.80102266.16
2232011.02.10 10:15buy1120.101.362730.000000.00000
2242011.02.10 10:20buy1130.131.361650.000000.00000
2252011.02.10 11:20close1130.131.364690.000000.0000039.52102305.68
2262011.02.10 11:20close1120.101.364690.000000.0000019.60102325.28
2272011.02.10 14:15buy1140.101.361150.000000.00000
2282011.02.10 14:20buy1150.131.359980.000000.00000
2292011.02.10 14:46buy1160.171.358320.000000.00000
2302011.02.10 15:15close1160.171.361290.000000.0000050.49102375.77
2312011.02.10 15:15close1150.131.361290.000000.0000017.03102392.80
2322011.02.10 15:15close1140.101.361290.000000.000001.40102394.20
2332011.02.10 15:45buy1170.101.360020.000000.00000
2342011.02.10 16:15buy1180.131.358630.000000.00000
2352011.02.10 17:15close1180.131.361640.000000.0000039.13102433.33
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