Strategy Tester Report
Joker_NG_v4.1(0410)m
Alpari-ECN-Live (Build 509)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2013.07.10 02:50 - 2013.10.28 23:55 (2013.07.10 - 2013.10.29)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры___1___="***** Joker NG v4.1 (build 0410) *****"; ___2___="*********** Strategy Select ************"; UseStrategy1=true; UseStrategy2=true; UseStrategy3=false; ___3___="*********** Strategy 1 Settings ***********"; FixedLot1=0.01; AutoMM1=10; TakeProfit1=35; StopLoss1=60; MagicNumber1=7777777; Comment1="JokerNG1-0410"; ___4___="*********** Strategy 2 Settings ***********"; FixedLot2=0.01; AutoMM2=10; MagicNumber2=8888888; Comment2="JokerNG2-0410"; ___5___="*********** Strategy 3 Settings ***********"; FixedLot3=0.01; AutoMM3=100; MagicNumber3=9999999; Comment3="JokerNG3-0410"; ___6___="*********** Trading Time Settings (Only for Strategy 3) ***********"; UseAutoGMTShift=true; GMTShift=3; CloseAllFridayEnd=false; NotTradeLastDay=false; ___7___="*********** Other Settings ***********"; MaxSpread=2; Slippage=3; TryOpenOrder=3; ShowCom=true; ShowDeals=true;
Баров в истории22817Смоделировано тиков2628764Качество моделирования41.49%
Ошибки рассогласования графиков2
Начальный депозит100.00
Чистая прибыль-13.38Общая прибыль35.09Общий убыток-48.47
Прибыльность0.72Матожидание выигрыша-0.16
Абсолютная просадка29.26Максимальная просадка37.89 (34.88%)Относительная просадка34.88% (37.89)
Всего сделок83Короткие позиции (% выигравших)33 (84.85%)Длинные позиции (% выигравших)50 (90.00%)
Прибыльные сделки (% от всех)73 (87.95%)Убыточные сделки (% от всех)10 (12.05%)
Самая большаяприбыльная сделка3.20убыточная сделка-12.00
Средняяприбыльная сделка0.48убыточная сделка-4.85
Максимальное количествонепрерывных выигрышей (прибыль)40 (17.50)непрерывных проигрышей (убыток)3 (-9.45)
Максимальнаянепрерывная прибыль (число выигрышей)17.50 (40)непрерывный убыток (число проигрышей)-16.50 (2)
Среднийнепрерывный выигрыш12непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.07.10 12:40buy10.011.281440.000000.00000
22013.07.10 12:40modify10.011.281441.276941.28414
32013.07.10 13:35close10.011.282091.276941.284140.65100.65
42013.07.11 03:05buy20.021.309030.000000.00000
52013.07.11 03:05modify20.021.309031.303031.31253
62013.07.11 03:05buy30.021.309030.000000.00000
72013.07.11 03:05modify30.021.309031.304531.31173
82013.07.11 03:12modify20.021.309031.310631.31253
92013.07.11 03:12s/l20.021.310631.310631.312533.20103.85
102013.07.11 04:45buy40.011.307320.000000.00000
112013.07.11 04:45modify40.011.307321.301321.31082
122013.07.11 05:15close40.011.308671.301321.310821.35105.20
132013.07.11 05:26close30.021.309041.304531.311730.02105.22
142013.07.11 08:30buy50.021.312660.000000.00000
152013.07.11 08:30modify50.021.312661.306661.31616
162013.07.11 08:35buy60.011.312360.000000.00000
172013.07.11 08:35modify60.011.312361.307861.31506
182013.07.11 09:42s/l60.011.307861.307861.31506-4.50100.72
192013.07.11 09:52s/l50.021.306661.306661.31616-12.0088.72
202013.07.11 23:35buy70.011.309160.000000.00000
212013.07.11 23:35modify70.011.309161.303161.31266
222013.07.11 23:35buy80.011.309160.000000.00000
232013.07.11 23:35modify80.011.309161.304661.31186
242013.07.12 00:05close70.011.309741.303161.312660.5489.26
252013.07.12 00:50close80.011.309441.304661.311860.2489.50
262013.07.12 12:25sell90.011.304800.000000.00000
272013.07.12 12:25modify90.011.304801.309011.30210
282013.07.12 13:20close90.011.304611.309011.302100.1989.69
292013.07.17 00:15buy100.011.315700.000000.00000
302013.07.17 00:15modify100.011.315701.312871.31920
312013.07.17 00:40buy110.011.315370.000000.00000
322013.07.17 00:40modify110.011.315371.313251.31807
332013.07.17 08:55s/l110.011.313251.313251.31807-2.1287.57
342013.07.17 09:43s/l100.011.312871.312871.31920-2.8384.74
352013.07.17 19:40sell120.011.311080.000000.00000
362013.07.17 19:40modify120.011.311081.315581.30838
372013.07.17 20:17s/l120.011.315581.315581.30838-4.5080.24
382013.07.19 07:20buy130.011.313580.000000.00000
392013.07.19 07:20modify130.011.313581.309081.31628
402013.07.19 07:45close130.011.313911.309081.316280.3380.57
412013.07.24 21:40sell140.011.319550.000000.00000
422013.07.24 21:40modify140.011.319551.324051.31685
432013.07.25 01:27close140.011.319511.324051.316850.0280.59
442013.07.26 00:05buy150.011.327650.000000.00000
452013.07.26 00:05modify150.011.327651.323151.33035
462013.07.26 01:20close150.011.327741.323151.330350.0980.68
472013.07.26 03:25buy160.011.327070.000000.00000
482013.07.26 03:25modify160.011.327071.326351.32977
492013.07.26 03:55close160.011.327281.326351.329770.2180.89
502013.07.31 22:50buy170.011.329490.000000.00000
512013.07.31 22:50modify170.011.329491.325521.33219
522013.07.31 23:55close170.011.330321.325521.332190.8381.72
532013.08.06 18:30buy180.011.330550.000000.00000
542013.08.06 18:30modify180.011.330551.326011.33405
552013.08.06 20:11close180.011.330761.326011.334050.2181.93
562013.08.08 20:35buy190.011.338990.000000.00000
572013.08.08 20:35modify190.011.338991.334991.34169
582013.08.08 21:55close190.011.339001.334991.341690.0181.94
592013.08.13 19:00sell200.011.324580.000000.00000
602013.08.13 19:00modify200.011.324581.330531.32108
612013.08.13 19:00sell210.011.324580.000000.00000
622013.08.13 19:00modify210.011.324581.329081.32188
632013.08.14 12:24close210.011.324571.329081.321880.0081.94
642013.08.14 12:26close200.011.324371.330531.321080.2082.14
652013.08.15 06:45buy220.011.329390.000000.00000
662013.08.15 06:45modify220.011.329391.324891.33209
672013.08.15 06:55buy230.011.329380.000000.00000
682013.08.15 06:55modify230.011.329381.324831.33288
692013.08.15 09:06close220.011.329401.324891.332090.0182.15
702013.08.15 11:03close230.011.329591.324831.332880.2182.36
712013.08.15 17:45sell240.011.324350.000000.00000
722013.08.15 17:45modify240.011.324351.330351.32085
732013.08.15 17:45sell250.011.324350.000000.00000
742013.08.15 17:45modify250.011.324351.328851.32165
752013.08.15 20:10s/l250.011.328851.328851.32165-4.5077.86
762013.08.15 20:11s/l240.011.330351.330351.32085-6.0071.86
772013.08.15 23:20buy260.011.334980.000000.00000
782013.08.15 23:20modify260.011.334981.328981.33848
792013.08.15 23:20buy270.011.334980.000000.00000
802013.08.15 23:20modify270.011.334981.330481.33768
812013.08.16 00:52close270.011.335081.330481.337680.0671.93
822013.08.16 00:53close260.011.335191.328981.338480.1772.10
832013.08.20 13:55buy280.011.338360.000000.00000
842013.08.20 13:55modify280.011.338361.332361.34186
852013.08.20 14:10buy290.011.337380.000000.00000
862013.08.20 14:10modify290.011.337381.332881.34008
872013.08.20 14:46close280.011.338571.332361.341860.2172.31
882013.08.20 15:10close290.011.339291.332881.340081.9174.22
892013.08.20 18:40buy300.011.342420.000000.00000
902013.08.20 18:40modify300.011.342421.337921.34512
912013.08.20 19:25close300.011.343251.337921.345120.8375.05
922013.08.20 19:40buy310.011.342100.000000.00000
932013.08.20 19:40modify310.011.342101.337381.34560
942013.08.20 20:20buy320.011.341730.000000.00000
952013.08.20 20:20modify320.011.341731.339681.34443
962013.08.20 21:30close320.011.341881.339681.344430.1575.20
972013.08.20 22:48close310.011.342321.337381.345600.2275.42
982013.08.21 19:25sell330.011.337320.000000.00000
992013.08.21 19:25modify330.011.337321.340471.33462
1002013.08.21 20:50close330.011.337251.340471.334620.0775.49
1012013.08.22 01:00sell340.011.335770.000000.00000
1022013.08.22 01:00modify340.011.335771.340211.33307
1032013.08.22 01:15close340.011.335061.340211.333070.7176.20
1042013.08.22 05:05sell350.011.334150.000000.00000
1052013.08.22 05:05modify350.011.334151.336411.33145
1062013.08.22 05:20close350.011.333611.336411.331450.5476.74
1072013.08.22 14:35sell360.011.331580.000000.00000
1082013.08.22 14:35modify360.011.331581.337001.32808
1092013.08.22 14:35sell370.011.331580.000000.00000
1102013.08.22 14:35modify370.011.331581.336081.32888
1112013.08.22 14:45close360.011.330761.337001.328080.8277.56
1122013.08.22 18:07s/l370.011.336081.336081.32888-4.5073.06
1132013.08.27 12:40sell380.011.334350.000000.00000
1142013.08.27 12:40modify380.011.334351.338851.33165
1152013.08.27 14:10close380.011.334131.338851.331650.2273.28
1162013.08.27 19:20buy390.011.338650.000000.00000
1172013.08.27 19:20modify390.011.338651.334151.34135
1182013.08.27 20:25close390.011.339021.334151.341350.3773.65
1192013.08.28 15:30sell400.011.334780.000000.00000
1202013.08.28 15:30modify400.011.334781.338831.33208
1212013.08.28 16:35close400.011.333671.338831.332081.1174.76
1222013.08.28 18:00sell410.011.333970.000000.00000
1232013.08.28 18:00modify410.011.333971.337961.33127
1242013.08.28 18:45close410.011.332381.337961.331271.5976.35
1252013.08.28 19:50sell420.011.333090.000000.00000
1262013.08.28 19:50modify420.011.333091.337591.33039
1272013.08.28 20:10close420.011.332501.337591.330390.5976.94
1282013.08.29 11:45sell430.011.327020.000000.00000
1292013.08.29 11:45modify430.011.327021.333021.32352
1302013.08.29 11:45sell440.011.327020.000000.00000
1312013.08.29 11:45modify440.011.327021.331521.32432
1322013.08.29 12:00close430.011.326531.333021.323520.4977.43
1332013.08.29 12:20close440.011.326391.331521.324320.6378.06
1342013.08.29 14:20sell450.011.325860.000000.00000
1352013.08.29 14:20modify450.011.325861.330361.32316
1362013.08.29 14:30sell460.011.326050.000000.00000
1372013.08.29 14:30modify460.011.326051.329841.32255
1382013.08.29 14:55close460.011.325711.329841.322550.3478.40
1392013.08.29 15:05close450.011.325661.330361.323160.2078.60
1402013.08.29 19:10sell470.011.323190.000000.00000
1412013.08.29 19:10modify470.011.323191.327251.31969
1422013.08.29 19:10sell480.011.323190.000000.00000
1432013.08.29 19:10modify480.011.323191.327251.32049
1442013.08.30 09:57close480.011.323181.327251.320490.0078.60
1452013.08.30 09:58close470.011.322981.327251.319690.2078.80
1462013.09.04 19:45buy490.011.320820.000000.00000
1472013.09.04 19:45modify490.011.320821.315851.32432
1482013.09.04 20:00close490.011.321031.315851.324320.2179.01
1492013.09.04 20:35buy500.011.320590.000000.00000
1502013.09.04 20:35modify500.011.320591.316091.32329
1512013.09.04 21:05close500.011.321281.316091.323290.6979.70
1522013.09.05 19:45sell510.011.312190.000000.00000
1532013.09.05 19:45modify510.011.312191.318191.30869
1542013.09.05 19:45sell520.011.312190.000000.00000
1552013.09.05 19:45modify520.011.312191.316691.30949
1562013.09.05 20:05close510.011.311981.318191.308690.2179.91
1572013.09.05 20:15close520.011.311751.316691.309490.4480.35
1582013.09.11 19:05buy530.011.329240.000000.00000
1592013.09.11 19:05modify530.011.329241.325021.33194
1602013.09.11 20:05close530.011.330561.325021.331941.3281.67
1612013.09.11 21:55buy540.011.330870.000000.00000
1622013.09.11 21:55modify540.011.330871.327941.33357
1632013.09.11 22:40close540.011.331371.327941.333570.5082.17
1642013.09.19 00:25buy550.011.351390.000000.00000
1652013.09.19 00:25modify550.011.351391.346891.35409
1662013.09.19 01:00buy560.011.350860.000000.00000
1672013.09.19 01:00modify560.011.350861.344861.35436
1682013.09.19 01:41close560.011.351071.344861.354360.2182.38
1692013.09.19 02:08close550.011.351411.346891.354090.0282.40
1702013.09.19 04:10buy570.011.351970.000000.00000
1712013.09.19 04:10modify570.011.351971.349451.35547
1722013.09.19 04:30buy580.011.351500.000000.00000
1732013.09.19 04:30modify580.011.351501.349451.35420
1742013.09.19 04:52close570.011.352191.349451.355470.2282.62
1752013.09.19 04:55close580.011.352621.349451.354201.1283.74
1762013.09.19 09:50buy590.011.352580.000000.00000
1772013.09.19 09:50modify590.011.352581.351671.35608
1782013.09.19 09:55close590.011.353151.351671.356080.5784.31
1792013.09.19 14:40buy600.011.354800.000000.00000
1802013.09.19 14:40modify600.011.354801.351801.35830
1812013.09.19 14:40buy610.011.354800.000000.00000
1822013.09.19 14:40modify610.011.354801.351801.35750
1832013.09.19 15:11close600.011.355011.351801.358300.2184.52
1842013.09.19 16:20close610.011.354861.351801.357500.0684.58
1852013.09.25 19:45buy620.011.352460.000000.00000
1862013.09.25 19:45modify620.011.352461.348821.35596
1872013.09.25 19:45buy630.011.352460.000000.00000
1882013.09.25 19:45modify630.011.352461.348821.35516
1892013.09.25 20:05close620.011.352721.348821.355960.2684.84
1902013.09.25 22:05close630.011.352531.348821.355160.0784.91
1912013.10.02 17:20buy640.011.358290.000000.00000
1922013.10.02 17:20modify640.011.358291.352291.36179
1932013.10.02 17:25close640.011.359091.352291.361790.8085.71
1942013.10.02 17:40buy650.011.358250.000000.00000
1952013.10.02 17:40modify650.011.358251.353751.36095
1962013.10.02 18:05close650.011.359041.353751.360950.7986.50
1972013.10.02 19:25buy660.011.358920.000000.00000
1982013.10.02 19:25modify660.011.358921.352921.36242
1992013.10.02 19:45buy670.011.358320.000000.00000
2002013.10.02 19:45modify670.011.358321.353821.36102
2012013.10.02 20:45close670.011.358611.353821.361020.2986.79
2022013.10.03 04:42close660.011.359131.352921.362420.1086.89
2032013.10.03 19:50buy680.011.362450.000000.00000
2042013.10.03 19:50modify680.011.362451.358111.36515
2052013.10.03 21:25close680.011.362831.358111.365150.3887.27
2062013.10.09 12:50sell690.011.352830.000000.00000
2072013.10.09 12:50modify690.011.352831.357411.34933
2082013.10.09 12:50sell700.011.352830.000000.00000
2092013.10.09 12:50modify700.011.352831.357331.35013
2102013.10.09 13:27close690.011.352601.357411.349330.2387.50
2112013.10.09 13:55close700.011.352501.357331.350130.3387.83
2122013.10.09 17:35sell710.011.351600.000000.00000
2132013.10.09 17:35modify710.011.351601.354201.34890
2142013.10.09 19:00close710.011.351251.354201.348900.3588.18
2152013.10.11 13:35buy720.011.357150.000000.00000
2162013.10.11 13:35modify720.011.357151.352651.35985
2172013.10.11 18:09close720.011.357181.352651.359850.0388.21
2182013.10.15 14:55sell730.011.349510.000000.00000
2192013.10.15 14:55modify730.011.349511.355511.34601
2202013.10.15 14:55sell740.011.349510.000000.00000
2212013.10.15 14:55modify740.011.349511.354011.34681
2222013.10.15 15:15close730.011.349301.355511.346010.2188.42
2232013.10.15 15:45close740.011.349021.354011.346810.4988.91
2242013.10.15 16:40sell750.011.349800.000000.00000
2252013.10.15 16:40modify750.011.349801.355801.34630
2262013.10.15 16:40sell760.011.349800.000000.00000
2272013.10.15 16:40modify760.011.349801.354301.34710
2282013.10.15 17:00close750.011.349451.355801.346300.3589.26
2292013.10.15 17:10close760.011.349041.354301.347100.7690.02
2302013.10.15 19:50sell770.011.350170.000000.00000
2312013.10.15 19:50modify770.011.350171.351291.34747
2322013.10.15 20:05close770.011.349631.351291.347470.5490.56
2332013.10.16 16:05buy780.011.355040.000000.00000
2342013.10.16 16:05modify780.011.355041.352021.35774
2352013.10.16 17:05s/l780.011.352021.352021.35774-3.0287.54
2362013.10.16 19:25sell790.011.349610.000000.00000
2372013.10.16 19:25modify790.011.349611.354111.34691
2382013.10.16 20:51s/l790.011.354111.354111.34691-4.5083.04
2392013.10.17 13:00buy800.011.361980.000000.00000
2402013.10.17 13:00modify800.011.361981.355981.36548
2412013.10.17 13:05buy810.011.361850.000000.00000
2422013.10.17 13:05modify810.011.361851.357351.36455
2432013.10.17 13:10close800.011.362701.355981.365480.7283.76
2442013.10.17 13:40close810.011.362961.357351.364551.1184.87
2452013.10.17 18:05buy820.011.366300.000000.00000
2462013.10.17 18:05modify820.011.366301.361061.36980
2472013.10.17 18:10buy830.011.365980.000000.00000
2482013.10.17 18:10modify830.011.365981.361481.36868
2492013.10.17 18:25close820.011.367451.361061.369801.1586.02
2502013.10.17 19:40close830.011.366581.361481.368680.6086.62