Strategy Tester Report
ZigZagEvgeTrofi 1
Alpari-Classic (Build 218)

СимволGOLD (Gold (Spot))
Период4 Часа (H4) 2004.07.07 12:00 - 2008.09.22 20:00 (2003.09.23 - 2008.09.23)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Баров в истории6443Смоделировано тиков4267178Качество моделирования88.60%
Ошибки рассогласования графиков1
Начальный депозит1000.00
Чистая прибыль6275.97Общая прибыль16505.35Общий убыток-10229.38
Прибыльность1.61Матожидание выигрыша28.14
Абсолютная просадка376.19Максимальная просадка1101.44 (15.32%)Относительная просадка46.40% (540.02)
Всего сделок223Короткие позиции (% выигравших)111 (37.84%)Длинные позиции (% выигравших)112 (48.21%)
Прибыльные сделки (% от всех)96 (43.05%)Убыточные сделки (% от всех)127 (56.95%)
Самая большаяприбыльная сделка1182.76убыточная сделка-306.66
Средняяприбыльная сделка171.93убыточная сделка-80.55
Максимальное количествонепрерывных выигрышей (прибыль)5 (716.33)непрерывных проигрышей (убыток)5 (-297.53)
Максимальнаянепрерывная прибыль (число выигрышей)1505.49 (2)непрерывный убыток (число проигрышей)-631.09 (4)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12004.07.07 16:01buy10.10400.800.000.00
22004.07.13 20:00close10.10401.000.000.00-0.49999.51
32004.07.13 20:00sell20.10401.000.000.00
42004.07.16 16:01close20.10407.800.000.00-67.34932.17
52004.07.16 16:01buy30.10407.800.000.00
62004.07.20 16:00close30.10399.800.000.00-80.83851.34
72004.07.20 16:00sell40.10399.800.000.00
82004.07.30 16:01close40.10392.800.000.0071.54922.88
92004.07.30 16:01buy50.10392.800.000.00
102004.08.11 12:00close50.10395.600.000.0023.95946.83
112004.08.11 12:00sell60.10395.600.000.00
122004.08.13 20:01close60.10399.000.000.00-33.48913.35
132004.08.13 20:01buy70.10399.000.000.00
142004.08.24 20:01close70.10402.600.000.0032.25945.61
152004.08.24 20:01sell80.10402.600.000.00
162004.08.31 16:01close80.10408.100.000.00-54.07891.54
172004.08.31 16:01buy90.10408.100.000.00
182004.09.02 20:00close90.10405.600.000.00-26.68864.86
192004.09.02 20:00sell100.10405.600.000.00
202004.09.10 12:00close100.10401.100.000.0046.05910.91
212004.09.10 12:00buy110.10401.100.000.00
222004.10.12 16:01close110.10414.300.000.00119.331030.24
232004.10.12 16:01sell120.10414.300.000.00
242004.10.15 16:01close120.10421.200.000.00-68.32961.93
252004.10.15 16:01buy130.10421.200.000.00
262004.10.27 20:18close130.10423.800.000.0021.66983.59
272004.10.27 20:18sell140.10423.800.000.00
282004.11.01 01:01close140.10429.600.000.00-57.30926.28
292004.11.01 01:01buy150.10429.600.000.00
302004.11.02 20:04close150.10419.600.000.00-100.44825.85
312004.11.02 20:04sell160.10419.600.000.00
322004.11.04 16:00close160.10431.800.000.00-121.44704.40
332004.11.04 16:00buy170.10431.800.000.00
342004.12.02 20:07close170.10449.800.000.00167.23871.64
352004.12.02 20:07sell180.10449.800.000.00
362004.12.15 16:00close180.10440.100.000.0098.60970.24
372004.12.15 16:00buy190.10440.100.000.00
382004.12.22 20:02close190.10439.800.000.00-6.17964.07
392004.12.22 20:02sell200.10439.800.000.00
402004.12.27 12:02close200.10443.200.000.00-33.28930.80
412004.12.27 12:02buy210.10443.200.000.00
422004.12.29 16:00close210.10438.300.000.00-49.91880.88
432004.12.29 16:00sell220.10438.300.000.00
442005.01.12 08:00close220.10423.600.000.00148.971029.85
452005.01.12 08:00buy230.10423.600.000.00
462005.01.20 16:00close230.10422.200.000.00-18.351011.50
472005.01.20 16:00sell240.10422.200.000.00
482005.01.21 20:00close240.10427.500.000.00-52.86958.64
492005.01.21 20:00buy250.10427.500.000.00
502005.01.25 20:04close250.10421.500.000.00-60.88897.76
512005.01.25 20:04sell260.10421.500.000.00
522005.02.10 16:00close260.10416.100.000.0056.48954.24
532005.02.10 16:00buy270.10416.100.000.00
542005.02.25 12:07close270.10431.200.000.00144.401098.65
552005.02.25 12:07sell280.10431.200.000.00
562005.02.28 08:00close280.10437.700.000.00-64.861033.79
572005.02.28 08:00buy290.10437.700.000.00
582005.03.01 20:03close290.10432.100.000.00-56.45977.34
592005.03.01 20:03sell300.10432.100.000.00
602005.03.04 16:00close300.10434.600.000.00-24.29953.05
612005.03.04 16:00buy310.10434.600.000.00
622005.03.15 16:00close310.10440.000.000.0049.941002.99
632005.03.15 16:00sell320.10440.000.000.00
642005.03.29 16:01close320.10427.000.000.00131.991134.98
652005.03.29 16:01buy330.10427.000.000.00
662005.04.01 20:00close330.10425.500.000.00-17.191117.79
672005.04.01 20:00sell340.10425.500.000.00
682005.04.06 20:00close340.10427.800.000.00-22.581095.21
692005.04.06 20:00buy350.10427.800.000.00
702005.04.14 16:00close350.10422.000.000.00-62.391032.82
712005.04.14 16:00sell360.10422.000.000.00
722005.04.19 16:00close360.10428.600.000.00-65.58967.24
732005.04.19 16:00buy370.10428.600.000.00
742005.04.27 20:03close370.10432.300.000.0033.431000.67
752005.04.27 20:03sell380.10432.300.000.00
762005.04.28 20:00close380.10430.800.000.0015.431016.10
772005.04.28 20:00buy390.10430.800.000.00
782005.04.28 20:00close390.10429.800.000.00-10.001006.10
792005.04.28 20:00sell400.10429.800.000.00
802005.05.11 12:01close400.10428.500.000.0014.551020.65
812005.05.11 12:01buy410.10428.500.000.00
822005.05.12 12:03close410.10426.000.000.00-26.32994.33
832005.05.12 12:03sell420.10426.000.000.00
842005.05.18 20:00close420.10422.000.000.0040.551034.88
852005.05.18 20:00buy430.10422.000.000.00
862005.05.20 20:07close430.10417.300.000.00-48.73986.15
872005.05.20 20:07sell440.10417.300.000.00
882005.05.26 00:04close440.10419.300.000.00-19.18966.98
892005.05.26 00:04buy450.10419.300.000.00
902005.05.31 12:01close450.10416.000.000.00-34.29932.69
912005.05.31 12:01sell460.10416.000.000.00
922005.06.02 16:01close460.10421.000.000.00-49.45883.24
932005.06.02 16:01buy470.10421.000.000.00
942005.06.09 00:22close470.10423.300.000.0019.95903.19
952005.06.09 00:22sell480.10423.300.000.00
962005.06.10 20:01close480.10427.500.000.00-41.86861.33
972005.06.10 20:01buy490.10427.500.000.00
982005.06.28 12:00close490.10437.300.000.0090.86952.19
992005.06.28 12:00sell500.10437.300.000.00
1002005.07.01 16:00close500.10434.100.000.0032.72984.91
1012005.07.01 16:00buy510.10434.100.000.00
1022005.07.01 16:00close510.10433.300.000.00-8.00976.91
1032005.07.01 16:00sell520.10433.300.000.00
1042005.07.05 16:01close520.10423.500.000.0098.281075.19
1052005.07.05 16:01buy530.10423.500.000.00
1062005.07.05 16:01close530.10422.400.000.00-11.001064.19
1072005.07.05 16:01sell540.10422.400.000.00
1082005.07.07 16:00close540.10426.300.000.00-38.441025.74
1092005.07.07 16:00buy550.10426.300.000.00
1102005.07.13 20:04close550.10423.700.000.00-27.75998.00
1112005.07.13 20:04sell560.10423.700.000.00
1122005.07.20 16:00close560.10423.200.000.005.971003.97
1132005.07.20 16:00buy570.10423.200.000.00
1142005.07.26 16:00close570.10422.800.000.00-6.61997.35
1152005.07.26 16:00sell580.10422.800.000.00
1162005.07.28 16:00close580.10427.200.000.00-43.44953.91
1172005.07.28 16:00buy590.10427.200.000.00
1182005.08.08 20:06close590.10434.600.000.0069.991023.90
1192005.08.08 20:06sell600.10434.600.000.00
1202005.08.11 04:03close600.10438.700.000.00-40.28983.62
1212005.08.11 04:03buy610.10438.700.000.00
1222005.08.16 12:38close610.10440.500.000.0016.631000.24
1232005.08.16 12:38sell620.10440.500.000.00
1242005.08.24 16:00close620.10440.600.000.000.161000.40
1252005.08.24 16:00buy630.10440.600.000.00
1262005.08.24 20:02close630.10437.200.000.00-34.00966.40
1272005.08.24 20:02sell640.10437.200.000.00
1282005.09.01 16:04close640.10440.600.000.00-32.57933.83
1292005.09.01 16:04buy650.10440.600.000.00
1302005.09.13 16:01close650.10445.500.000.0044.43978.26
1312005.09.13 16:01sell660.10445.500.000.00
1322005.09.15 16:02close660.10455.500.000.00-99.41878.85
1332005.09.15 16:02buy670.10455.500.000.00
1342005.09.22 20:00close670.10466.100.000.00102.65981.50
1352005.09.22 20:00sell680.10466.100.000.00
1362005.09.28 20:00close680.10470.300.000.00-41.39940.11
1372005.09.28 20:00buy690.10470.300.000.00
1382005.10.05 16:00close690.10463.300.000.00-73.37866.74
1392005.10.05 16:00sell700.10463.300.000.00
1402005.10.06 16:00close700.10472.500.000.00-91.54775.20
1412005.10.06 16:00buy710.10472.500.000.00
1422005.10.12 20:00close710.10473.100.000.004.05779.25
1432005.10.12 20:00sell720.10473.100.000.00
1442005.10.17 16:00close720.10474.800.000.00-16.23763.02
1452005.10.17 16:00buy730.10474.800.000.00
1462005.10.19 16:01close730.10465.100.000.00-97.97665.05
1472005.10.19 16:01sell740.10465.100.000.00
1482005.10.24 20:00close740.10465.600.000.00-4.24660.81
1492005.10.24 20:00buy750.10465.600.000.00
1502005.10.28 16:00close750.10470.800.000.0049.10709.92
1512005.10.28 16:00sell760.10470.800.000.00
1522005.11.09 12:00close760.10463.800.000.0071.52781.43
1532005.11.09 12:00buy770.10463.800.000.00
1542005.12.01 04:00close770.10491.700.000.00267.051048.49
1552005.12.01 04:00sell780.10491.700.000.00
1562005.12.01 20:00close780.10503.600.000.00-119.00929.49
1572005.12.01 20:00buy790.10503.600.000.00
1582005.12.13 20:00close790.10521.100.000.00169.721099.20
1592005.12.13 20:00sell800.10521.100.000.00
1602005.12.14 00:03close800.10517.700.000.0034.171133.37
1612005.12.14 00:03buy810.10517.700.000.00
1622005.12.14 00:10close810.10516.700.000.00-10.001123.37
1632005.12.14 00:10sell820.10516.700.000.00
1642005.12.23 16:00close820.10505.800.000.00110.811234.18
1652005.12.23 16:00buy830.10505.800.000.00
1662006.01.19 04:00close830.10547.200.000.00399.201633.38
1672006.01.19 04:00sell840.10547.200.000.00
1682006.01.20 04:03close840.10556.500.000.00-92.821540.56
1692006.01.20 04:03buy850.10556.500.000.00
1702006.02.07 16:00close850.10558.600.000.0011.721552.28
1712006.02.07 16:00sell860.10558.600.000.00
1722006.02.13 20:03close860.10539.200.000.00195.091747.37
1732006.02.13 20:03buy870.10539.200.000.00
1742006.02.13 20:05close870.10538.100.000.00-11.001736.37
1752006.02.13 20:05sell880.10538.100.000.00
1762006.02.17 00:01close880.10549.200.000.00-109.931626.44
1772006.02.17 00:01buy890.10549.200.000.00
1782006.02.24 04:00close890.10548.600.000.00-9.981616.46
1792006.02.24 04:00sell900.10548.600.000.00
1802006.02.24 20:02close900.10559.500.000.00-109.001507.46
1812006.02.24 20:02buy910.10559.500.000.00
1822006.03.06 20:01close910.10554.200.000.00-57.621449.84
1832006.03.06 20:01sell920.10554.200.000.00
1842006.03.14 20:01close920.10552.500.000.0018.431468.27
1852006.03.14 20:01buy930.10552.500.000.00
1862006.03.21 20:00close930.10552.000.000.00-8.981459.29
1872006.03.21 20:00sell940.10552.000.000.00
1882006.03.24 16:00close940.10556.200.000.00-41.101418.20
1892006.03.24 16:00buy950.10556.200.000.00
1902006.04.13 16:01close950.10592.500.000.00351.001769.20
1912006.04.13 16:01sell960.10592.500.000.00
1922006.04.17 08:47close960.10606.500.000.00-139.611629.59
1932006.04.17 08:47buy970.10606.500.000.00
1942006.04.20 20:04close970.10619.100.000.00122.761752.35
1952006.04.20 20:04sell980.10619.100.000.00
1962006.04.26 20:03close980.10640.100.000.00-209.181543.17
1972006.04.26 20:03buy990.10640.100.000.00
1982006.05.15 12:00close990.10690.100.000.00486.832030.00
1992006.05.15 12:00sell1000.10690.100.000.00
2002006.06.21 20:01close1000.10589.000.000.001018.663048.66
2012006.06.21 20:01buy1010.10589.000.000.00
2022006.06.28 20:01close1010.10578.500.000.00-109.202939.46
2032006.06.28 20:01sell1020.10578.500.000.00
2042006.06.30 00:02close1020.10598.700.000.00-201.232738.22
2052006.06.30 00:02buy1030.10598.700.000.00
2062006.07.10 16:00close1030.10624.700.000.00254.852993.07
2072006.07.10 16:00sell1040.10624.700.000.00
2082006.07.11 20:00close1040.10642.000.000.00-172.802820.28
2092006.07.11 20:00buy1050.10642.000.000.00
2102006.07.18 00:02close1050.10642.600.000.001.312821.59
2112006.07.18 00:02sell1060.10642.600.000.00
2122006.07.27 00:00close1060.10623.000.000.00198.273019.86
2132006.07.27 00:00buy1070.10623.000.000.00
2142006.08.08 16:01close1070.10646.100.000.00224.383244.23
2152006.08.08 16:01sell1080.10646.100.000.00
2162006.08.09 20:01close1080.10652.100.000.00-59.793184.44
2172006.08.09 20:01buy1090.10652.100.000.00
2182006.08.10 20:00close1090.10634.500.000.00-178.003006.44
2192006.08.10 20:00sell1100.10634.500.000.00
2202006.08.23 16:00close1100.10630.200.000.0045.263051.70
2212006.08.23 16:00buy1110.10630.200.000.00
2222006.08.24 20:01close1110.10620.000.000.00-103.922947.78
2232006.08.24 20:01sell1120.10620.000.000.00
2242006.08.31 12:07close1120.10623.200.000.00-30.582917.20
2252006.08.31 12:07buy1130.10623.200.000.00
2262006.09.07 20:00close1130.10617.700.000.00-59.542857.66
2272006.09.07 20:00sell1140.10617.700.000.00
2282006.09.11 04:06close1140.10599.700.000.00180.403038.06
2292006.09.11 04:06buy1150.10599.700.000.00
2302006.09.11 04:08close1150.10599.200.000.00-5.003033.06
2312006.09.11 04:08sell1160.10599.200.000.00
2322006.09.22 04:00close1160.10586.700.000.00127.493160.55
2332006.09.22 04:00buy1170.10586.700.000.00
2342006.10.02 04:00close1170.10601.000.000.00138.093298.64
2352006.10.02 04:00sell1180.10601.000.000.00
2362006.10.09 12:02close1180.10579.100.000.00220.323518.96
2372006.10.09 12:02buy1190.10579.100.000.00
2382006.10.23 16:00close1190.10583.500.000.0035.593554.55
2392006.10.23 16:00sell1200.10583.500.000.00
2402006.10.26 04:04close1200.10592.500.000.00-89.033465.52
2412006.10.26 04:04buy1210.10592.500.000.00
2422006.11.08 20:00close1210.10615.500.000.00223.073688.59
2432006.11.08 20:00sell1220.10615.500.000.00
2442006.11.09 20:01close1220.10636.000.000.00-204.393484.19
2452006.11.09 20:01buy1230.10636.000.000.00
2462006.11.14 20:00close1230.10623.100.000.00-130.943353.25
2472006.11.14 20:00sell1240.10623.100.000.00
2482006.11.21 20:03close1240.10629.100.000.00-58.573294.68
2492006.11.21 20:03buy1250.10629.100.000.00
2502006.12.05 20:00close1250.10643.500.000.00134.803429.48
2512006.12.05 20:00sell1260.10643.500.000.00
2522006.12.20 16:01close1260.10620.600.000.00232.093661.57
2532006.12.20 16:01buy1270.10620.600.000.00
2542007.01.03 20:00close1270.10628.000.000.0064.973726.54
2552007.01.03 20:00sell1280.10628.000.000.00
2562007.01.11 16:00close1280.10613.000.000.00152.023878.57
2572007.01.11 16:00buy1290.10613.000.000.00
2582007.01.17 16:00close1290.10626.500.000.00132.444011.01
2592007.01.17 16:00sell1300.10626.500.000.00
2602007.01.17 20:00close1300.10632.600.000.00-61.003950.01
2612007.01.17 20:00buy1310.10632.600.000.00
2622007.02.20 16:00close1310.10664.100.000.00292.244242.25
2632007.02.20 16:00sell1320.10664.100.000.00
2642007.02.21 20:00close1320.10679.700.000.00-155.784086.47
2652007.02.21 20:00buy1330.10679.700.000.00
2662007.02.28 00:00close1330.10663.800.000.00-163.873922.59
2672007.02.28 00:00sell1340.10663.800.000.00
2682007.03.07 20:00close1340.10651.200.000.00127.514050.10
2692007.03.07 20:00buy1350.10651.200.000.00
2702007.03.12 16:00close1350.10647.000.000.00-45.344004.76
2712007.03.12 16:00sell1360.10647.000.000.00
2722007.03.16 12:00close1360.10652.000.000.00-48.733956.03
2732007.03.16 12:00buy1370.10652.000.000.00
2742007.03.23 16:00close1370.10657.200.000.0047.254003.29
2752007.03.23 16:00sell1380.10657.200.000.00
2762007.03.27 12:00close1380.10665.300.000.00-80.573922.72
2772007.03.27 12:00buy1390.10665.300.000.00
2782007.03.29 16:00close1390.10660.900.000.00-46.733875.99
2792007.03.29 16:00sell1400.10660.900.000.00
2802007.04.04 16:00close1400.10672.000.000.00-110.133765.86
2812007.04.04 16:00buy1410.10672.000.000.00
2822007.04.19 12:00close1410.10686.800.000.00136.133901.98
2832007.04.19 12:00sell1420.10686.800.000.00
2842007.04.20 16:00close1420.10691.200.000.00-43.783858.21
2852007.04.20 16:00buy1430.10691.200.000.00
2862007.04.24 20:00close1430.10683.200.000.00-81.423776.79
2872007.04.24 20:00sell1440.10683.200.000.00
2882007.05.03 20:00close1440.10682.000.000.0014.453791.24
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2912007.05.09 20:00sell1460.10680.400.000.00
2922007.05.22 12:00close1460.10663.700.000.00169.853942.27
2932007.05.22 12:00buy1470.10663.700.000.00
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3022007.06.06 16:00close1510.10670.000.000.0064.933629.32
3032007.06.06 16:00sell1520.10670.000.000.00
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3112007.07.05 20:00sell1560.10648.700.000.00
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3212007.07.31 16:00buy1610.10666.500.000.00
3222007.08.01 16:00close1610.10665.300.000.00-12.683923.28
3232007.08.01 16:00sell1620.10665.300.000.00
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3312007.09.25 12:00sell1660.10726.900.000.00
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3512007.11.28 04:00sell1760.10808.000.000.00
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3632008.01.16 12:00sell1820.10880.800.000.00
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3812008.03.05 20:00buy1910.10984.200.000.00
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3832008.03.10 16:00sell1920.10968.600.000.00
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3932008.04.04 16:00buy1970.10905.800.000.00
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4112008.06.10 20:00sell2060.10869.500.000.00
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4312008.07.23 16:00sell2160.10929.000.000.00
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