Strategy Tester Report
BITCOIN-Fx
Alpari-ECN1 (Build 1090)
| Символ | BTCUSD (Bitcoin / US Dollar) | ||||
| Период | 15 Минут (M15) 2017.05.12 11:30 - 2017.08.22 23:59 (2017.03.20 - 2017.08.23) | ||||
| Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
| Параметры | UseNotification=false; | ||||
| Баров в истории | 8365 | Смоделировано тиков | 16620 | Качество моделирования | n/a |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 1000.00 | Спред | Текущий (13610) | ||
| Чистая прибыль | 3836.29 | Общая прибыль | 5471.49 | Общий убыток | -1635.20 |
| Прибыльность | 3.35 | Матожидание выигрыша | 59.94 | ||
| Абсолютная просадка | 15.27 | Максимальная просадка | 596.92 (23.64%) | Относительная просадка | 28.58% (519.57) |
| Всего сделок | 64 | Короткие позиции (% выигравших) | 32 (46.88%) | Длинные позиции (% выигравших) | 32 (50.00%) |
| Прибыльные сделки (% от всех) | 31 (48.44%) | Убыточные сделки (% от всех) | 33 (51.56%) | ||
| Самая большая | прибыльная сделка | 781.78 | убыточная сделка | -138.62 | |
| Средняя | прибыльная сделка | 176.50 | убыточная сделка | -49.55 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 8 (1860.22) | непрерывных проигрышей (убыток) | 6 (-241.54) | |
| Макс. | непрерывная прибыль (число выигрышей) | 1860.22 (8) | непрерывный убыток (число проигрышей) | -241.54 (6) | |
| Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 2 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2017.05.12 14:00 | sell | 1 | 1.00 | 1770.328 | 0.000 | 0.000 | ||
| 2 | 2017.05.13 17:00 | close | 1 | 1.00 | 1709.557 | 0.000 | 0.000 | 59.12 | 1059.12 |
| 3 | 2017.05.13 17:00 | buy | 2 | 1.00 | 1709.557 | 0.000 | 0.000 | ||
| 4 | 2017.05.14 21:45 | close | 2 | 1.00 | 1705.018 | 0.000 | 0.000 | -4.54 | 1054.58 |
| 5 | 2017.05.14 21:45 | sell | 3 | 1.00 | 1705.018 | 0.000 | 0.000 | ||
| 6 | 2017.05.16 18:00 | close | 3 | 1.00 | 1690.600 | 0.000 | 0.000 | 12.73 | 1067.31 |
| 7 | 2017.05.16 18:00 | buy | 4 | 1.00 | 1690.600 | 0.000 | 0.000 | ||
| 8 | 2017.05.21 22:45 | close | 4 | 1.00 | 1992.407 | 0.000 | 0.000 | 297.29 | 1364.60 |
| 9 | 2017.05.21 22:45 | sell | 5 | 1.00 | 1992.407 | 0.000 | 0.000 | ||
| 10 | 2017.05.22 06:45 | close | 5 | 1.00 | 2071.600 | 0.000 | 0.000 | -80.19 | 1284.41 |
| 11 | 2017.05.22 06:45 | buy | 6 | 1.00 | 2071.600 | 0.000 | 0.000 | ||
| 12 | 2017.05.23 11:15 | close | 6 | 1.00 | 2150.000 | 0.000 | 0.000 | 77.32 | 1361.73 |
| 13 | 2017.05.23 11:15 | sell | 7 | 1.00 | 2150.000 | 0.000 | 0.000 | ||
| 14 | 2017.05.23 17:15 | close | 7 | 1.00 | 2210.132 | 0.000 | 0.000 | -60.13 | 1301.60 |
| 15 | 2017.05.23 17:15 | buy | 8 | 1.00 | 2210.132 | 0.000 | 0.000 | ||
| 16 | 2017.05.25 22:45 | close | 8 | 1.00 | 2358.890 | 0.000 | 0.000 | 146.44 | 1448.04 |
| 17 | 2017.05.25 22:45 | sell | 9 | 1.00 | 2358.890 | 0.000 | 0.000 | ||
| 18 | 2017.05.28 04:15 | close | 9 | 1.00 | 2028.601 | 0.000 | 0.000 | 326.93 | 1774.97 |
| 19 | 2017.05.28 04:15 | buy | 10 | 1.00 | 2028.601 | 0.000 | 0.000 | ||
| 20 | 2017.05.29 00:00 | close | 10 | 1.00 | 1987.981 | 0.000 | 0.000 | -41.61 | 1733.36 |
| 21 | 2017.05.29 00:00 | sell | 11 | 1.00 | 1987.981 | 0.000 | 0.000 | ||
| 22 | 2017.05.29 11:30 | close | 11 | 1.00 | 2126.600 | 0.000 | 0.000 | -138.62 | 1594.74 |
| 23 | 2017.05.29 11:30 | buy | 12 | 1.00 | 2126.600 | 0.000 | 0.000 | ||
| 24 | 2017.05.30 19:00 | close | 12 | 1.00 | 2187.160 | 0.000 | 0.000 | 59.45 | 1654.19 |
| 25 | 2017.05.30 19:00 | sell | 13 | 1.00 | 2187.160 | 0.000 | 0.000 | ||
| 26 | 2017.05.31 18:30 | close | 13 | 1.00 | 2253.903 | 0.000 | 0.000 | -67.85 | 1586.33 |
| 27 | 2017.05.31 18:30 | buy | 14 | 1.00 | 2253.903 | 0.000 | 0.000 | ||
| 28 | 2017.06.07 04:15 | close | 14 | 1.00 | 2718.790 | 0.000 | 0.000 | 456.32 | 2042.65 |
| 29 | 2017.06.07 04:15 | sell | 15 | 1.00 | 2718.790 | 0.000 | 0.000 | ||
| 30 | 2017.06.08 23:00 | close | 15 | 1.00 | 2670.241 | 0.000 | 0.000 | 47.21 | 2089.86 |
| 31 | 2017.06.08 23:00 | buy | 16 | 1.00 | 2670.241 | 0.000 | 0.000 | ||
| 32 | 2017.06.11 11:15 | close | 16 | 1.00 | 2801.990 | 0.000 | 0.000 | 127.68 | 2217.55 |
| 33 | 2017.06.11 11:15 | sell | 17 | 1.00 | 2801.990 | 0.000 | 0.000 | ||
| 34 | 2017.06.11 14:15 | close | 17 | 1.00 | 2848.602 | 0.000 | 0.000 | -46.61 | 2170.94 |
| 35 | 2017.06.11 14:15 | buy | 18 | 1.00 | 2848.602 | 0.000 | 0.000 | ||
| 36 | 2017.06.12 13:30 | close | 18 | 1.00 | 2794.790 | 0.000 | 0.000 | -55.23 | 2115.71 |
| 37 | 2017.06.12 13:30 | sell | 19 | 1.00 | 2794.790 | 0.000 | 0.000 | ||
| 38 | 2017.06.13 15:15 | close | 19 | 1.00 | 2693.600 | 0.000 | 0.000 | 99.89 | 2215.60 |
| 39 | 2017.06.13 15:15 | buy | 20 | 1.00 | 2693.600 | 0.000 | 0.000 | ||
| 40 | 2017.06.14 16:15 | close | 20 | 1.00 | 2653.989 | 0.000 | 0.000 | -40.94 | 2174.66 |
| 41 | 2017.06.14 16:15 | sell | 21 | 1.00 | 2653.989 | 0.000 | 0.000 | ||
| 42 | 2017.06.16 02:00 | close | 21 | 1.00 | 2440.590 | 0.000 | 0.000 | 210.88 | 2385.54 |
| 43 | 2017.06.16 02:00 | buy | 22 | 1.00 | 2440.590 | 0.000 | 0.000 | ||
| 44 | 2017.06.17 05:30 | close | 22 | 1.00 | 2427.093 | 0.000 | 0.000 | -15.97 | 2369.56 |
| 45 | 2017.06.17 05:30 | sell | 23 | 1.00 | 2427.093 | 0.000 | 0.000 | ||
| 46 | 2017.06.17 11:30 | close | 23 | 1.00 | 2500.602 | 0.000 | 0.000 | -73.51 | 2296.05 |
| 47 | 2017.06.17 11:30 | buy | 24 | 1.00 | 2500.602 | 0.000 | 0.000 | ||
| 48 | 2017.06.18 11:00 | close | 24 | 1.00 | 2476.338 | 0.000 | 0.000 | -24.26 | 2271.79 |
| 49 | 2017.06.18 11:00 | sell | 25 | 1.00 | 2476.338 | 0.000 | 0.000 | ||
| 50 | 2017.06.19 08:30 | close | 25 | 1.00 | 2518.400 | 0.000 | 0.000 | -43.28 | 2228.52 |
| 51 | 2017.06.19 08:30 | buy | 26 | 1.00 | 2518.400 | 0.000 | 0.000 | ||
| 52 | 2017.06.21 16:15 | close | 26 | 1.00 | 2651.141 | 0.000 | 0.000 | 130.13 | 2358.65 |
| 53 | 2017.06.21 16:15 | sell | 27 | 1.00 | 2651.141 | 0.000 | 0.000 | ||
| 54 | 2017.06.22 16:15 | close | 27 | 1.00 | 2678.654 | 0.000 | 0.000 | -28.84 | 2329.81 |
| 55 | 2017.06.22 16:15 | buy | 28 | 1.00 | 2678.654 | 0.000 | 0.000 | ||
| 56 | 2017.06.23 13:00 | close | 28 | 1.00 | 2659.287 | 0.000 | 0.000 | -20.70 | 2309.10 |
| 57 | 2017.06.23 13:00 | sell | 29 | 1.00 | 2659.287 | 0.000 | 0.000 | ||
| 58 | 2017.06.23 20:30 | close | 29 | 1.00 | 2698.610 | 0.000 | 0.000 | -39.32 | 2269.78 |
| 59 | 2017.06.23 20:30 | buy | 30 | 1.00 | 2698.610 | 0.000 | 0.000 | ||
| 60 | 2017.06.23 23:45 | close | 30 | 1.00 | 2662.000 | 0.000 | 0.000 | -36.61 | 2233.17 |
| 61 | 2017.06.23 23:45 | sell | 31 | 1.00 | 2662.000 | 0.000 | 0.000 | ||
| 62 | 2017.06.24 15:30 | close | 31 | 1.00 | 2690.600 | 0.000 | 0.000 | -31.28 | 2201.89 |
| 63 | 2017.06.24 15:30 | buy | 32 | 1.00 | 2690.600 | 0.000 | 0.000 | ||
| 64 | 2017.06.24 16:15 | close | 32 | 1.00 | 2657.965 | 0.000 | 0.000 | -32.64 | 2169.25 |
| 65 | 2017.06.24 16:15 | sell | 33 | 1.00 | 2657.965 | 0.000 | 0.000 | ||
| 66 | 2017.06.25 14:15 | close | 33 | 1.00 | 2605.610 | 0.000 | 0.000 | 52.36 | 2221.61 |
| 67 | 2017.06.25 14:15 | buy | 34 | 1.00 | 2605.610 | 0.000 | 0.000 | ||
| 68 | 2017.06.26 00:15 | close | 34 | 1.00 | 2513.490 | 0.000 | 0.000 | -93.38 | 2128.23 |
| 69 | 2017.06.26 00:15 | sell | 35 | 1.00 | 2513.490 | 0.000 | 0.000 | ||
| 70 | 2017.06.28 02:30 | close | 35 | 1.00 | 2482.084 | 0.000 | 0.000 | 29.01 | 2157.24 |
| 71 | 2017.06.28 02:30 | buy | 36 | 1.00 | 2482.084 | 0.000 | 0.000 | ||
| 72 | 2017.06.29 14:15 | close | 36 | 1.00 | 2518.233 | 0.000 | 0.000 | 34.86 | 2192.10 |
| 73 | 2017.06.29 14:15 | sell | 37 | 1.00 | 2518.233 | 0.000 | 0.000 | ||
| 74 | 2017.07.03 02:30 | close | 37 | 1.00 | 2535.320 | 0.000 | 0.000 | -22.13 | 2169.97 |
| 75 | 2017.07.03 02:30 | buy | 38 | 1.00 | 2535.320 | 0.000 | 0.000 | ||
| 76 | 2017.07.03 03:45 | close | 38 | 1.00 | 2487.425 | 0.000 | 0.000 | -47.90 | 2122.07 |
| 77 | 2017.07.03 03:45 | sell | 39 | 1.00 | 2487.425 | 0.000 | 0.000 | ||
| 78 | 2017.07.03 17:00 | close | 39 | 1.00 | 2567.570 | 0.000 | 0.000 | -80.15 | 2041.92 |
| 79 | 2017.07.03 17:00 | buy | 40 | 1.00 | 2567.570 | 0.000 | 0.000 | ||
| 80 | 2017.07.04 23:15 | close | 40 | 1.00 | 2552.430 | 0.000 | 0.000 | -16.41 | 2025.51 |
| 81 | 2017.07.04 23:15 | sell | 41 | 1.00 | 2552.430 | 0.000 | 0.000 | ||
| 82 | 2017.07.05 21:15 | close | 41 | 1.00 | 2606.150 | 0.000 | 0.000 | -55.01 | 1970.50 |
| 83 | 2017.07.05 21:15 | buy | 42 | 1.00 | 2606.150 | 0.000 | 0.000 | ||
| 84 | 2017.07.06 17:15 | close | 42 | 1.00 | 2587.510 | 0.000 | 0.000 | -19.94 | 1950.56 |
| 85 | 2017.07.06 17:15 | sell | 43 | 1.00 | 2587.510 | 0.000 | 0.000 | ||
| 86 | 2017.07.11 18:00 | close | 43 | 1.00 | 2375.820 | 0.000 | 0.000 | 205.38 | 2155.94 |
| 87 | 2017.07.11 18:00 | buy | 44 | 1.00 | 2375.820 | 0.000 | 0.000 | ||
| 88 | 2017.07.12 03:00 | close | 44 | 1.00 | 2297.100 | 0.000 | 0.000 | -79.88 | 2076.06 |
| 89 | 2017.07.12 03:00 | sell | 45 | 1.00 | 2297.100 | 0.000 | 0.000 | ||
| 90 | 2017.07.12 16:30 | close | 45 | 1.00 | 2347.980 | 0.000 | 0.000 | -50.88 | 2025.18 |
| 91 | 2017.07.12 16:30 | buy | 46 | 1.00 | 2347.980 | 0.000 | 0.000 | ||
| 92 | 2017.07.13 16:15 | close | 46 | 1.00 | 2360.590 | 0.000 | 0.000 | 11.43 | 2036.61 |
| 93 | 2017.07.13 16:15 | sell | 47 | 1.00 | 2360.590 | 0.000 | 0.000 | ||
| 94 | 2017.07.17 18:45 | close | 47 | 1.00 | 2079.530 | 0.000 | 0.000 | 277.09 | 2313.70 |
| 95 | 2017.07.17 18:45 | buy | 48 | 1.00 | 2079.530 | 0.000 | 0.000 | ||
| 96 | 2017.07.19 17:00 | close | 48 | 1.00 | 2283.100 | 0.000 | 0.000 | 201.31 | 2515.01 |
| 97 | 2017.07.19 17:00 | sell | 49 | 1.00 | 2283.100 | 0.000 | 0.000 | ||
| 98 | 2017.07.20 11:45 | close | 49 | 1.00 | 2322.440 | 0.000 | 0.000 | -40.47 | 2474.54 |
| 99 | 2017.07.20 11:45 | buy | 50 | 1.00 | 2322.440 | 0.000 | 0.000 | ||
| 100 | 2017.07.21 19:45 | close | 50 | 1.00 | 2717.740 | 0.000 | 0.000 | 393.94 | 2868.49 |
| 101 | 2017.07.21 19:45 | sell | 51 | 1.00 | 2717.740 | 0.000 | 0.000 | ||
| 102 | 2017.07.24 06:00 | close | 51 | 1.00 | 2777.670 | 0.000 | 0.000 | -64.12 | 2804.37 |
| 103 | 2017.07.24 06:00 | buy | 52 | 1.00 | 2777.670 | 0.000 | 0.000 | ||
| 104 | 2017.07.25 00:15 | close | 52 | 1.00 | 2747.265 | 0.000 | 0.000 | -31.78 | 2772.58 |
| 105 | 2017.07.25 00:15 | sell | 53 | 1.00 | 2747.265 | 0.000 | 0.000 | ||
| 106 | 2017.07.27 04:15 | close | 53 | 1.00 | 2545.590 | 0.000 | 0.000 | 199.19 | 2971.78 |
| 107 | 2017.07.27 04:15 | buy | 54 | 1.00 | 2545.590 | 0.000 | 0.000 | ||
| 108 | 2017.07.31 03:45 | close | 54 | 1.00 | 2706.235 | 0.000 | 0.000 | 155.30 | 3127.08 |
| 109 | 2017.07.31 03:45 | sell | 55 | 1.00 | 2706.235 | 0.000 | 0.000 | ||
| 110 | 2017.07.31 15:45 | close | 55 | 1.00 | 2803.010 | 0.000 | 0.000 | -96.78 | 3030.30 |
| 111 | 2017.07.31 15:45 | buy | 56 | 1.00 | 2803.010 | 0.000 | 0.000 | ||
| 112 | 2017.08.01 13:15 | close | 56 | 1.00 | 2750.210 | 0.000 | 0.000 | -54.24 | 2976.06 |
| 113 | 2017.08.01 13:15 | sell | 57 | 1.00 | 2750.210 | 0.000 | 0.000 | ||
| 114 | 2017.08.03 10:30 | close | 57 | 1.00 | 2725.810 | 0.000 | 0.000 | 21.68 | 2997.75 |
| 115 | 2017.08.03 10:30 | buy | 58 | 1.00 | 2725.810 | 0.000 | 0.000 | ||
| 116 | 2017.08.08 20:15 | close | 58 | 1.00 | 3365.080 | 0.000 | 0.000 | 631.36 | 3629.10 |
| 117 | 2017.08.08 20:15 | sell | 59 | 1.00 | 3365.080 | 0.000 | 0.000 | ||
| 118 | 2017.08.10 08:00 | close | 59 | 1.00 | 3342.695 | 0.000 | 0.000 | 18.98 | 3648.09 |
| 119 | 2017.08.10 08:00 | buy | 60 | 1.00 | 3342.695 | 0.000 | 0.000 | ||
| 120 | 2017.08.15 13:00 | close | 60 | 1.00 | 4134.310 | 0.000 | 0.000 | 781.78 | 4429.87 |
| 121 | 2017.08.15 13:00 | sell | 61 | 1.00 | 4134.310 | 0.000 | 0.000 | ||
| 122 | 2017.08.16 11:45 | close | 61 | 1.00 | 4106.780 | 0.000 | 0.000 | 25.49 | 4455.36 |
| 123 | 2017.08.16 11:45 | buy | 62 | 1.00 | 4106.780 | 0.000 | 0.000 | ||
| 124 | 2017.08.17 22:00 | close | 62 | 1.00 | 4225.220 | 0.000 | 0.000 | 116.27 | 4571.63 |
| 125 | 2017.08.17 22:00 | sell | 63 | 1.00 | 4225.220 | 0.000 | 0.000 | ||
| 126 | 2017.08.22 20:15 | close | 63 | 1.00 | 4005.710 | 0.000 | 0.000 | 209.16 | 4780.79 |
| 127 | 2017.08.22 20:15 | buy | 64 | 1.00 | 4005.710 | 0.000 | 0.000 | ||
| 128 | 2017.08.22 23:59 | close at stop | 64 | 1.00 | 4061.205 | 0.000 | 0.000 | 55.50 | 4836.29 |