Strategy Tester Report
MACD STOCH Martingale v3.01
Alpari-Classic2 (Build 409)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период30 Минут (M30) 2011.08.08 00:00 - 2012.01.20 21:30 (2011.08.08 - 2012.01.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagic=9999; TakeProfit=310; PipsStep=1440; MaxTrades=2; EmergencyClose_desc="Order number to close martingale at break even"; EmergencyClose=3; CloseOnEmergency=true; SecureProfit=0.2; TrailingProfit=true; FactorLot=5; FactorPips=1; OrdenSalto=5; Salto=2; mm=false; MiniAccount=true; ReversCondition_desc="Read inverse the indicator signals. If buy, then sell and viceversa"; ReverseCondition=false; TradeMACD=true; TradeSTOCH=true; risk=2; InitialFixedLots=0.1; MaxLots=50; MACDFast=12; MACDSlow=26; MACDPeriod=12; MAPrice_desc="0-Close/ 1-Open/ 2-High/ 3-Low/ 4-8 Others"; MACDPrice=0; KPeriod=8; DPeriod=7; Slowing=21; Method=2; Price=0; StopTrading_desc="Stops trading when all opened orders get closed"; StopTrading=false; slippage=40; ForceOrderType_desc="Force open trade. 0-Buy/ 1-Sell /6-None"; ForceOrderType=6; UpdateVar_Desc="Trader sets values when EA lose them by restart"; UpdateVar=false; NewLastLotSize=0; NewMaxTradesAux=0; NewPreviousOpenOrders=0; NewMyOrderType=6;
Баров в истории5997Смоделировано тиков6333502Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль2250.34Общая прибыль3703.02Общий убыток-1452.68
Прибыльность2.55Матожидание выигрыша16.43
Абсолютная просадка329.74Максимальная просадка501.95 (42.82%)Относительная просадка42.82% (501.95)
Всего сделок137Короткие позиции (% выигравших)68 (89.71%)Длинные позиции (% выигравших)69 (94.20%)
Прибыльные сделки (% от всех)126 (91.97%)Убыточные сделки (% от всех)11 (8.03%)
Самая большаяприбыльная сделка290.84убыточная сделка-171.24
Средняяприбыльная сделка29.39убыточная сделка-132.06
Максимальное количествонепрерывных выигрышей (прибыль)26 (497.62)непрерывных проигрышей (убыток)1 (-171.24)
Максимальнаянепрерывная прибыль (число выигрышей)584.33 (10)непрерывный убыток (число проигрышей)-171.24 (1)
Среднийнепрерывный выигрыш11непрерывный проигрыш1
Graph
№ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12011.08.08 03:00buy10.100.761470.000000.76457
22011.08.08 07:30close10.100.762970.000000.7645719.661019.66
32011.08.08 08:00buy20.100.761410.000000.76451
42011.08.08 11:00close20.100.762080.000000.764518.791028.45
52011.08.09 02:00sell30.100.751050.000000.74795
62011.08.09 02:30close30.100.749560.000000.7479519.881048.33
72011.08.09 09:30sell40.100.741760.000000.73866
82011.08.09 09:41t/p40.100.738660.000000.7386641.971090.30
92011.08.09 22:30buy50.100.721640.000000.72474
102011.08.09 23:00close50.100.722700.000000.7247414.671104.97
112011.08.11 19:00sell60.100.763300.000000.76020
122011.08.11 20:30close60.100.763090.000000.760202.751107.72
132011.08.12 08:30buy70.100.772670.000000.77577
142011.08.12 08:43t/p70.100.775770.000000.7757739.961147.68
152011.08.12 19:00buy80.100.776630.000000.77973
162011.08.12 20:00close80.100.777370.000000.779739.521157.20
172011.08.15 06:30buy90.100.799510.000000.80261
182011.08.15 13:30buy100.500.782170.000000.78821
192011.08.15 13:30modify90.100.799510.000000.78821
202011.08.15 17:00close100.500.786050.000000.78821246.801404.00
212011.08.15 17:00close90.100.786050.000000.78821-171.241232.76
222011.08.16 04:30sell110.100.782220.000000.77912
232011.08.16 05:00close110.100.781640.000000.779127.421240.18
242011.08.16 10:30buy120.100.782280.000000.78538
252011.08.16 13:43t/p120.100.785380.000000.7853839.471279.65
262011.08.17 07:00sell130.100.789980.000000.78688
272011.08.17 07:05t/p130.100.786880.000000.7868839.401319.05
282011.08.17 14:00buy140.100.790170.000000.79327
292011.08.17 14:17t/p140.100.793270.000000.7932739.081358.13
302011.08.17 20:30buy150.100.790180.000000.79328
312011.08.17 23:30close150.100.790510.000000.793284.171362.30
322011.08.18 12:00sell160.100.794720.000000.79162
332011.08.18 12:30close160.100.792800.000000.7916224.221386.52
342011.08.19 18:00buy170.100.786960.000000.79006
352011.08.19 19:00close170.100.787520.000000.790067.111393.63
362011.08.22 03:00sell180.100.785540.000000.78244
372011.08.22 04:30close180.100.784710.000000.7824410.581404.21
382011.08.22 06:30buy190.100.788210.000000.79131
392011.08.22 14:00close190.100.788880.000000.791318.491412.70
402011.08.23 11:00buy200.100.788920.000000.79202
412011.08.23 14:00close200.100.789250.000000.792024.181416.88
422011.08.24 15:00buy210.100.793890.000000.79699
432011.08.24 15:30close210.100.794860.000000.7969912.201429.08
442011.08.25 13:00buy220.100.797170.000000.80027
452011.08.25 14:30close220.100.797490.000000.800274.011433.09
462011.08.25 18:00sell230.100.794690.000000.79159
472011.08.25 19:00close230.100.794130.000000.791597.051440.14
482011.08.26 02:30sell240.100.792830.000000.78973
492011.08.26 04:30close240.100.792100.000000.789739.221449.36
502011.08.26 10:00buy250.100.793730.000000.79683
512011.08.26 10:30close250.100.794170.000000.796835.541454.90
522011.08.28 21:00sell260.100.806800.000000.80370
532011.08.29 14:30sell270.500.821610.000000.81810
542011.08.29 14:30modify260.100.806800.000000.81810
552011.08.29 15:21t/p260.100.818100.000000.81810-138.381316.52
562011.08.29 15:21t/p270.500.818100.000000.81810214.541531.06
572011.08.29 17:00sell280.100.817260.000000.81416
582011.08.29 18:00close280.100.816770.000000.814166.001537.06
592011.08.30 04:00buy290.100.818480.000000.82158
602011.08.30 10:00close290.100.819410.000000.8215811.351548.41
612011.08.30 10:30buy300.100.821410.000000.82451
622011.08.30 11:30close300.100.822670.000000.8245115.321563.73
632011.08.30 15:00sell310.100.818350.000000.81525
642011.08.30 15:30close310.100.816800.000000.8152518.981582.71
652011.08.30 19:00buy320.100.819780.000000.82288
662011.08.31 00:00close320.100.820290.000000.822886.191588.90
672011.08.31 18:30buy330.100.803980.000000.80708
682011.08.31 19:00close330.100.804950.000000.8070812.051600.95
692011.09.01 08:30sell340.100.800760.000000.79766
702011.09.01 08:40t/p340.100.797660.000000.7976638.871639.82
712011.09.02 14:30buy350.100.785100.000000.78820
722011.09.02 15:30close350.100.786280.000000.7882015.011654.83
732011.09.05 02:30sell360.100.788670.000000.78557
742011.09.05 05:00close360.100.788310.000000.785574.571659.40
752011.09.05 17:00buy370.100.786280.000000.78938
762011.09.05 20:00close370.100.787000.000000.789389.151668.55
772011.09.07 13:30buy380.100.860190.000000.86329
782011.09.08 08:00close380.100.862220.000000.8632923.461692.01
792011.09.08 22:00sell390.100.874850.000000.87175
802011.09.08 23:00close390.100.874440.000000.871754.691696.70
812011.09.11 22:00buy400.100.889030.000000.89213
822011.09.12 04:54t/p400.100.892130.000000.8921334.721731.43
832011.09.12 05:30buy410.100.891180.000000.89428
842011.09.14 12:00buy420.500.876370.000000.87988
852011.09.14 12:00modify410.100.891180.000000.87988
862011.09.14 14:16t/p410.100.879880.000000.87988-128.481602.94
872011.09.14 14:16t/p420.500.879880.000000.87988199.461802.40
882011.09.14 21:30buy430.100.876160.000000.87926
892011.09.14 22:30close430.100.876630.000000.879265.361807.76
902011.09.15 08:00sell440.100.877380.000000.87428
912011.09.15 09:00close440.100.876190.000000.8742813.581821.34
922011.09.15 19:30buy450.100.869550.000000.87265
932011.09.15 23:00close450.100.870710.000000.8726513.321834.66
942011.09.16 14:00sell460.100.873010.000000.86991
952011.09.20 13:00sell470.500.888310.000000.88431
962011.09.20 13:00modify460.100.873010.000000.88431
972011.09.20 15:00close470.500.885280.000000.88431171.132005.79
982011.09.20 15:00close460.100.885280.000000.88431-139.101866.69
992011.09.21 04:30buy480.100.895570.000000.89867
1002011.09.21 15:00close480.100.896190.000000.898676.921873.61
1012011.09.21 20:00buy490.100.898730.000000.90183
1022011.09.21 20:30close490.100.899530.000000.901838.891882.50
1032011.09.22 14:00sell500.100.910060.000000.90696
1042011.09.22 14:14t/p500.100.906960.000000.9069634.181916.68
1052011.09.23 11:30buy510.100.907040.000000.91014
1062011.09.26 01:00close510.100.909520.000000.9101427.241943.93
1072011.09.26 20:30sell520.100.901930.000000.89883
1082011.09.26 21:00close520.100.901340.000000.898836.551950.48
1092011.09.27 12:00sell530.100.899100.000000.89600
1102011.09.27 13:20t/p530.100.896000.000000.8960034.601985.08
1112011.09.28 08:00sell540.100.894940.000000.89184
1122011.09.28 10:00close540.100.894390.000000.891846.151991.23
1132011.09.29 16:00buy550.100.894950.000000.89805
1142011.09.29 16:30close550.100.895620.000000.898057.481998.71
1152011.09.30 00:00sell560.100.897090.000000.89399
1162011.10.03 04:30sell570.500.911640.000000.90839
1172011.10.03 04:30modify560.100.897090.000000.90839
1182011.10.03 10:27t/p560.100.908390.000000.90839-124.651874.06
1192011.10.03 10:27t/p570.500.908390.000000.90839178.892052.95
1202011.10.03 15:00buy580.100.915490.000000.91859
1212011.10.03 18:00close580.100.916180.000000.918597.532060.48
1222011.10.04 10:00sell590.100.919830.000000.91673
1232011.10.04 20:13t/p590.100.916730.000000.9167333.812094.29
1242011.10.06 04:30sell600.100.923530.000000.92043
1252011.10.06 06:30close600.100.922870.000000.920437.152101.44
1262011.10.06 07:30buy610.100.927500.000000.93060
1272011.10.06 12:24t/p610.100.930600.000000.9306033.322134.76
1282011.10.06 14:30sell620.100.920350.000000.91725
1292011.10.06 18:30close620.100.919950.000000.917254.352139.11
1302011.10.07 01:30buy630.100.920750.000000.92385
1312011.10.07 10:00close630.100.921370.000000.923856.732145.84
1322011.10.07 17:00buy640.100.924720.000000.92782
1332011.10.07 18:30close640.100.926180.000000.9278215.762161.60
1342011.10.11 15:30sell650.100.907510.000000.90441
1352011.10.11 16:00close650.100.906720.000000.904418.712170.31
1362011.10.12 19:00buy660.100.894410.000000.89751
1372011.10.12 20:00close660.100.895190.000000.897518.712179.02
1382011.10.13 07:30sell670.100.894420.000000.89132
1392011.10.14 14:00close670.100.893090.000000.8913214.642193.65
1402011.10.16 21:30sell680.100.891660.000000.88856
1412011.10.17 08:00close680.100.890540.000000.8885612.332205.98
1422011.10.17 10:30buy690.100.894870.000000.89797
1432011.10.17 11:00close690.100.896180.000000.8979714.622220.60
1442011.10.19 01:00sell700.100.898110.000000.89501
1452011.10.19 01:30close700.100.897610.000000.895015.572226.17
1462011.10.19 07:00buy710.100.899230.000000.90233
1472011.10.19 08:00close710.100.901170.000000.9023321.532247.70
1482011.10.20 03:30buy720.100.905850.000000.90895
1492011.10.20 05:00close720.100.906770.000000.9089510.152257.85
1502011.10.20 08:00sell730.100.904590.000000.90149
1512011.10.20 08:30close730.100.902510.000000.9014923.052280.90
1522011.10.20 23:30buy740.100.894390.000000.89749
1532011.10.24 17:30buy750.500.879960.000000.88309
1542011.10.24 17:30modify740.100.894390.000000.88309
1552011.10.25 06:00close750.500.882920.000000.88309167.502448.40
1562011.10.25 06:00close740.100.882920.000000.88309-129.992318.41
1572011.10.25 09:30sell760.100.877940.000000.87484
1582011.10.26 07:30close760.100.877340.000000.874846.592325.00
1592011.10.26 13:00buy770.100.875820.000000.87892
1602011.10.26 13:49t/p770.100.878920.000000.8789235.272360.27
1612011.10.27 20:00buy780.100.860850.000000.86395
1622011.10.28 00:30close780.100.861260.000000.863954.732365.01
1632011.10.28 15:00sell790.100.862360.000000.85926
1642011.10.28 18:30close790.100.861420.000000.8592610.912375.92
1652011.11.01 15:00sell800.100.891690.000000.88859
1662011.11.01 16:00close800.100.890260.000000.8885916.062391.98
1672011.11.02 01:00sell810.100.887020.000000.88392
1682011.11.02 02:00close810.100.886370.000000.883927.332399.31
1692011.11.02 17:00buy820.100.884940.000000.88804
1702011.11.02 23:30close820.100.886570.000000.8880418.392417.70
1712011.11.03 05:00sell830.100.885910.000000.88281
1722011.11.03 05:30close830.100.884970.000000.8828110.622428.32
1732011.11.03 08:00buy840.100.887710.000000.89081
1742011.11.04 14:00close840.100.889350.000000.8908118.412446.73
1752011.11.04 18:00sell850.100.884400.000000.88130
1762011.11.07 08:30sell860.500.900910.000000.89570
1772011.11.07 08:30modify850.100.884400.000000.89570
1782011.11.07 11:13t/p850.100.895700.000000.89570-126.412320.32
1792011.11.07 11:13t/p860.500.895700.000000.89570290.842611.16
1802011.11.07 12:30sell870.100.897490.000000.89439
1812011.11.07 13:00close870.100.896810.000000.894397.582618.74
1822011.11.07 20:30sell880.100.901330.000000.89823
1832011.11.07 21:00close880.100.900620.000000.898237.882626.62
1842011.11.08 02:30buy890.100.903790.000000.90689
1852011.11.08 08:00close890.100.906460.000000.9068929.462656.08
1862011.11.08 18:30buy900.100.896860.000000.89996
1872011.11.09 07:30close900.100.897810.000000.8999610.552666.63
1882011.11.09 21:30sell910.100.909120.000000.90602
1892011.11.10 09:48t/p910.100.906020.000000.9060233.472700.10
1902011.11.11 05:30sell920.100.906120.000000.90302
1912011.11.11 06:30close920.100.905440.000000.903027.512707.61
1922011.11.11 14:00sell930.100.904880.000000.90178
1932011.11.11 14:30close930.100.903290.000000.9017817.602725.21
1942011.11.11 20:00buy940.100.902010.000000.90511
1952011.11.14 09:30close940.100.902880.000000.905119.612734.82
1962011.11.14 19:30sell950.100.906830.000000.90373
1972011.11.16 23:30sell960.500.922000.000000.91813
1982011.11.16 23:30modify950.100.906830.000000.91813
1992011.11.17 06:00close960.500.918810.000000.91813169.832904.65
2002011.11.17 06:00close950.100.918810.000000.91813-131.642773.01
2012011.11.17 13:00sell970.100.918940.000000.91584
2022011.11.17 14:00close970.100.918110.000000.915849.042782.05
2032011.11.17 19:00buy980.100.919680.000000.92278
2042011.11.17 20:30close980.100.920630.000000.9227810.322792.37
2052011.11.18 15:00buy990.100.915220.000000.91832
2062011.11.18 15:30close990.100.916510.000000.9183214.082806.45
2072011.11.21 02:30sell1000.100.916920.000000.91382
2082011.11.21 03:30close1000.100.916290.000000.913826.882813.33
2092011.11.22 07:00sell1010.100.916520.000000.91342
2102011.11.22 07:30close1010.100.915790.000000.913427.972821.30
2112011.11.23 01:30buy1020.100.914700.000000.91780
2122011.11.23 02:00close1020.100.915670.000000.9178010.592831.89
2132011.11.23 07:00sell1030.100.913940.000000.91084
2142011.11.25 14:00sell1040.500.929560.000000.92524
2152011.11.25 14:00modify1030.100.913940.000000.92524
2162011.11.28 02:00close1040.500.926250.000000.92524177.433009.31
2172011.11.28 02:00close1030.100.926250.000000.92524-134.152875.16
2182011.11.28 09:00sell1050.100.925100.000000.92200
2192011.11.28 09:30close1050.100.922670.000000.9220026.342901.50
2202011.11.29 04:00sell1060.100.921910.000000.91881
2212011.11.29 04:30close1060.100.921260.000000.918817.062908.56
2222011.11.29 10:30sell1070.100.917090.000000.91399
2232011.11.29 11:00close1070.100.916060.000000.9139911.242919.80
2242011.11.29 14:00buy1080.100.922000.000000.92510
2252011.11.30 07:00close1080.100.922990.000000.9251010.702930.50
2262011.12.01 09:00sell1090.100.912000.000000.90890
2272011.12.01 09:30close1090.100.910590.000000.9089015.482945.98
2282011.12.02 04:30buy1100.100.917350.000000.92045
2292011.12.02 16:00close1100.100.918840.000000.9204516.222962.20
2302011.12.05 06:30sell1110.100.921470.000000.91837
2312011.12.05 07:30close1110.100.920660.000000.918378.802971.00
2322011.12.05 19:00buy1120.100.920910.000000.92401
2332011.12.06 00:00close1120.100.921500.000000.924016.372977.38
2342011.12.06 11:00sell1130.100.922520.000000.91942
2352011.12.08 13:35t/p1130.100.919420.000000.9194232.723010.09
2362011.12.08 14:30buy1140.100.926730.000000.92983
2372011.12.08 15:30close1140.100.927710.000000.9298310.563020.65
2382011.12.09 09:30sell1150.100.925620.000000.92252
2392011.12.09 10:00close1150.100.924210.000000.9225215.263035.91
2402011.12.09 15:00buy1160.100.924020.000000.92712
2412011.12.09 17:30close1160.100.925100.000000.9271211.673047.58
2422011.12.11 22:30buy1170.100.925880.000000.92898
2432011.12.12 03:00close1170.100.926620.000000.928987.963055.55
2442011.12.12 22:00sell1180.100.937090.000000.93399
2452011.12.13 05:00close1180.100.936420.000000.933996.903062.45
2462011.12.13 15:30buy1190.100.938000.000000.94110
2472011.12.13 15:48t/p1190.100.941100.000000.9411032.943095.39
2482011.12.14 12:00buy1200.100.948720.000000.95182
2492011.12.14 14:30close1200.100.949600.000000.951829.273104.66
2502011.12.16 18:00buy1210.100.938280.000000.94138
2512011.12.19 04:00close1210.100.939610.000000.9413814.123118.78
2522011.12.19 07:00sell1220.100.936570.000000.93347
2532011.12.19 10:30close1220.100.935640.000000.933479.943128.72
2542011.12.20 05:00buy1230.100.937510.000000.94061
2552011.12.22 14:00close1230.100.938850.000000.9406114.163142.88
2562011.12.22 17:30sell1240.100.934970.000000.93187
2572011.12.23 03:00close1240.100.934350.000000.931876.393149.27
2582011.12.23 07:00sell1250.100.934060.000000.93096
2592011.12.28 11:00close1250.100.933380.000000.930966.543155.81
2602011.12.28 14:30buy1260.100.936790.000000.93989
2612011.12.28 14:45t/p1260.100.939890.000000.9398932.983188.79
2622011.12.30 11:00sell1270.100.939550.000000.93645
2632011.12.30 11:30close1270.100.938860.000000.936457.353196.14
2642011.12.30 19:30buy1280.100.937360.000000.94046
2652011.12.30 20:00close1280.100.938830.000000.9404615.663211.80
2662012.01.02 08:00sell1290.100.938170.000000.93507
2672012.01.03 09:00close1290.100.937490.000000.935077.003218.80
2682012.01.04 18:30sell1300.100.941200.000000.93810
2692012.01.06 14:00sell1310.500.956410.000000.95250
2702012.01.06 14:00modify1300.100.941200.000000.95250
2712012.01.09 08:30close1310.500.953450.000000.95250153.983372.78
2722012.01.09 08:30close1300.100.953450.000000.95250-129.733243.04
2732012.01.09 15:00buy1320.100.953080.000000.95618
2742012.01.11 11:30close1320.100.954880.000000.9561818.803261.84
2752012.01.12 21:00buy1330.100.943930.000000.94703
2762012.01.13 01:30close1330.100.944580.000000.947036.853268.69
2772012.01.16 19:00buy1340.100.954540.000000.95764
2782012.01.16 23:00close1340.100.957320.000000.9576429.043297.73
2792012.01.17 14:00buy1350.100.949720.000000.95282
2802012.01.17 14:30close1350.100.951490.000000.9528218.603316.33
2812012.01.18 08:00sell1360.100.945490.000000.94239
2822012.01.18 10:13t/p1360.100.942390.000000.9423932.903349.23
2832012.01.18 16:30buy1370.100.943540.000000.94664
2842012.01.20 21:59close at stop1370.100.934310.000000.94664-98.903250.34