Strategy Tester Report
Japan Ishimoku v1.00
Tickmill-DemoUK (Build 1220)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период4 Часа (H4) 2018.01.01 20:00 - 2019.10.23 20:00 (2018.01.01 - 2019.11.06)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыlot=0.1; stop_loss=250; take_profit=850; noloss=350; noloss_set=10; alligator_profit_border=600; alligator_action_1=true; alligator_action_2=false; alligator_action_3=true; menu_comment_1=" ========= Параметры Ишимоку ========= "; inp_ich_tenkan_sen=9; inp_ich_kijun_sen=26; inp_ich_senkou_span_b=52; menu_comment_2=" ========= Параметры Аллигатора 1 ========= "; inp_ali_jaw_period_1=13; inp_ali_jaw_shift_1=8; inp_ali_teeth_period_1=8; inp_ali_teeth_shift_1=5; inp_ali_lips_period_1=5; inp_ali_lips_shift_1=3; inp_ali_ma_method_1=2; inp_ali_applied_price_1=4; menu_comment_3=" ========= Параметры Аллигатора 2 ========= "; inp_ali_jaw_period_2=39; inp_ali_jaw_shift_2=24; inp_ali_teeth_period_2=24; inp_ali_teeth_shift_2=15; inp_ali_lips_period_2=15; inp_ali_lips_shift_2=8; inp_ali_ma_method_2=2; inp_ali_applied_price_2=4; menu_comment_4=" ========= Параметры Стохастик ========= "; inp_sto_Kperiod=18; inp_sto_Dperiod=4; inp_sto_slowing=3; inp_sto_method=0; inp_sto_price_field=0; inp_sto_level_up=80; inp_sto_level_down=-1000; menu_comment_5=" ========= Параметры CCI ========= "; inp_cci_period=50; inp_cci_applied_price=5; inp_cci_level_up=150; inp_cci_level_down=-2000; Magic=34533;
Баров в истории3826Смоделировано тиков36915018Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред10
Чистая прибыль768.52Общая прибыль1637.27Общий убыток-868.75
Прибыльность1.88Матожидание выигрыша11.64
Абсолютная просадка29.16Максимальная просадка211.17 (13.88%)Относительная просадка13.88% (211.17)
Всего сделок66Короткие позиции (% выигравших)29 (37.93%)Длинные позиции (% выигравших)37 (43.24%)
Прибыльные сделки (% от всех)27 (40.91%)Убыточные сделки (% от всех)39 (59.09%)
Самая большаяприбыльная сделка91.03убыточная сделка-28.76
Средняяприбыльная сделка60.64убыточная сделка-22.28
Максимальное количествонепрерывных выигрышей (прибыль)4 (265.78)непрерывных проигрышей (убыток)6 (-115.87)
Макс.непрерывная прибыль (число выигрышей)265.78 (4)непрерывный убыток (число проигрышей)-115.87 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12018.01.09 20:00buy10.100.983470.000000.00000
22018.01.09 20:00modify10.100.983470.980970.99197
32018.01.10 10:34s/l10.100.980970.980970.99197-25.35974.65
42018.01.12 20:00sell20.100.968660.000000.00000
52018.01.12 20:00modify20.100.968660.971160.96016
62018.01.15 08:46modify20.100.968660.968560.96016
72018.01.16 19:02t/p20.100.960160.968560.9601686.001060.66
82018.01.24 12:00sell30.100.950790.000000.00000
92018.01.24 12:00modify30.100.950790.953290.94229
102018.01.24 14:31modify30.100.950790.950690.94229
112018.01.25 05:47t/p30.100.942290.950690.9422986.621147.27
122018.01.26 16:00sell40.100.935330.000000.00000
132018.01.26 16:00modify40.100.935330.937830.92683
142018.01.29 02:13s/l40.100.937830.937830.92683-28.121119.15
152018.02.08 12:00buy50.100.945620.000000.00000
162018.02.08 12:00modify50.100.945620.943120.95412
172018.02.08 13:09s/l50.100.943120.943120.95412-26.911092.24
182018.02.15 00:00sell60.100.927510.000000.00000
192018.02.15 00:00modify60.100.927510.930010.91901
202018.02.15 07:40modify60.100.927510.927410.91901
212018.02.16 09:35t/p60.100.919010.927410.9190191.031183.26
222018.02.28 16:00buy70.100.944750.000000.00000
232018.02.28 16:00modify70.100.944750.942250.95325
242018.03.01 14:14modify70.100.944750.944850.95325
252018.03.01 19:28s/l70.100.944850.944850.953252.261185.53
262018.03.08 16:00buy80.100.948990.000000.00000
272018.03.08 16:00modify80.100.948990.946490.95749
282018.03.09 01:04modify80.100.948990.949090.95749
292018.03.09 16:19s/l80.100.949090.949090.957491.181186.71
302018.03.21 00:00buy90.100.956030.000000.00000
312018.03.21 00:00modify90.100.956030.953530.96453
322018.03.21 08:21s/l90.100.953530.953530.96453-26.621160.09
332018.04.17 20:00buy100.100.965940.000000.00000
342018.04.17 20:00modify100.100.965940.963440.97444
352018.04.18 07:07modify100.100.965940.966040.97444
362018.04.18 13:25s/l100.100.966040.966040.974441.171161.26
372018.04.18 20:00buy110.100.968320.000000.00000
382018.04.18 20:00modify110.100.968320.965820.97682
392018.04.19 15:39modify110.100.968320.968420.97682
402018.04.23 08:14t/p110.100.976820.968420.9768289.291250.56
412018.04.23 20:00buy120.100.978620.000000.00000
422018.04.23 20:00modify120.100.978620.976120.98712
432018.04.25 06:34modify120.100.978620.978720.98712
442018.04.26 14:16t/p120.100.987120.978720.9871288.381338.94
452018.04.26 20:00buy130.100.989270.000000.00000
462018.04.26 20:00modify130.100.989270.986770.99777
472018.05.01 08:11modify130.100.989270.989370.99777
482018.05.02 13:45t/p130.100.997770.989370.9977786.931425.87
492018.05.22 08:00sell140.100.994780.000000.00000
502018.05.22 08:00modify140.100.994780.997280.98628
512018.05.23 06:46modify140.100.994780.994680.98628
522018.05.23 15:17s/l140.100.994680.994680.98628-0.451425.41
532018.05.31 12:00sell150.100.985300.000000.00000
542018.05.31 12:00modify150.100.985300.987800.97680
552018.06.01 03:24s/l150.100.987800.987800.97680-26.771398.64
562018.06.07 16:00sell160.100.982240.000000.00000
572018.06.07 16:00modify160.100.982240.984740.97374
582018.06.08 11:11s/l160.100.984740.984740.97374-26.851371.78
592018.06.14 20:00buy170.100.996060.000000.00000
602018.06.14 20:00modify170.100.996060.993561.00456
612018.06.18 14:49s/l170.100.993560.993561.00456-24.491347.29
622018.07.09 04:00sell180.100.988190.000000.00000
632018.07.09 04:00modify180.100.988190.990690.97969
642018.07.09 14:12s/l180.100.990690.990690.97969-25.641321.65
652018.07.11 20:00buy190.100.996470.000000.00000
662018.07.11 20:00modify190.100.996470.993971.00497
672018.07.12 13:18modify190.100.996470.996571.00497
682018.07.13 10:18t/p190.101.004970.996571.0049786.321407.97
692018.07.23 04:00sell200.100.990640.000000.00000
702018.07.23 04:00modify200.100.990640.993140.98214
712018.07.23 15:16s/l200.100.993140.993140.98214-25.571382.40
722018.07.30 20:00sell210.100.988390.000000.00000
732018.07.30 20:00modify210.100.988390.990890.97989
742018.08.01 00:00close210.100.990450.990890.97989-23.331359.07
752018.08.15 12:00buy220.100.997400.000000.00000
762018.08.15 12:00modify220.100.997400.994901.00590
772018.08.15 14:32s/l220.100.994900.994901.00590-25.531333.54
782018.08.17 04:00buy230.100.997030.000000.00000
792018.08.17 04:00modify230.100.997030.994531.00553
802018.08.17 12:42s/l230.100.994530.994531.00553-25.541308.00
812018.08.21 00:00sell240.100.990330.000000.00000
822018.08.21 00:00modify240.100.990330.992830.98183
832018.08.21 09:02modify240.100.990330.990230.98183
842018.08.22 11:19t/p240.100.981830.990230.9818385.111393.11
852018.08.28 16:00sell250.100.975250.000000.00000
862018.08.28 16:00modify250.100.975250.977750.96675
872018.08.29 13:57modify250.100.975250.975150.96675
882018.08.31 07:05t/p250.100.966750.975150.9667582.201475.30
892018.09.14 08:00sell260.100.963890.000000.00000
902018.09.14 08:00modify260.100.963890.966390.95539
912018.09.14 13:22s/l260.100.966390.966390.95539-26.271449.03
922018.09.17 16:00sell270.100.962060.000000.00000
932018.09.17 16:00modify270.100.962060.964560.95356
942018.09.18 16:46s/l270.100.964560.964560.95356-27.381421.65
952018.09.21 00:00sell280.100.958910.000000.00000
962018.09.21 00:00modify280.100.958910.961410.95041
972018.09.21 09:05modify280.100.958910.958810.95041
982018.09.21 15:27s/l280.100.958810.958810.950410.641422.29
992018.09.27 12:00buy290.100.971120.000000.00000
1002018.09.27 12:00modify290.100.971120.968620.97962
1012018.09.27 13:49modify290.100.971120.971220.97962
1022018.09.28 19:10t/p290.100.979620.971220.9796286.901509.19
1032018.10.18 00:00buy300.100.994830.000000.00000
1042018.10.18 00:00modify300.100.994830.992331.00333
1052018.10.18 10:34s/l300.100.992330.992331.00333-25.591483.60
1062018.10.19 00:00buy310.100.995910.000000.00000
1072018.10.19 00:00modify310.100.995910.993411.00441
1082018.10.22 08:00close310.100.994650.993411.00441-12.541471.07
1092018.10.26 12:00buy320.101.002410.000000.00000
1102018.10.26 12:00modify320.101.002410.999911.01091
1112018.10.26 14:12s/l320.100.999910.999911.01091-25.401445.67
1122018.10.30 00:00buy330.101.001840.000000.00000
1132018.10.30 00:00modify330.101.001840.999341.01034
1142018.10.30 22:28modify330.101.001841.001941.01034
1152018.11.01 15:12s/l330.101.001941.001941.010342.741448.41
1162018.11.09 08:00buy340.101.008110.000000.00000
1172018.11.09 08:00modify340.101.008111.005611.01661
1182018.11.09 10:58s/l340.101.005611.005611.01661-25.261423.15
1192018.11.12 08:00buy350.101.009350.000000.00000
1202018.11.12 08:00modify350.101.009351.006851.01785
1212018.11.13 20:00close350.101.008451.006851.01785-8.791414.36
1222018.11.19 12:00sell360.100.995990.000000.00000
1232018.11.19 12:00modify360.100.995990.998490.98749
1242018.11.20 02:44modify360.100.995990.995890.98749
1252018.11.21 17:03s/l360.100.995890.995890.98749-1.531412.83
1262018.12.07 20:00sell370.100.989200.000000.00000
1272018.12.07 20:00modify370.100.989200.991700.98070
1282018.12.11 15:34s/l370.100.991700.991700.98070-27.741385.09
1292018.12.25 22:06sell380.100.986920.000000.00000
1302018.12.25 22:06modify380.100.986920.989420.97842
1312018.12.26 09:55s/l380.100.989420.989420.97842-26.731358.36
1322018.12.28 12:00sell390.100.981020.000000.00000
1332018.12.28 12:00modify390.100.981020.983520.97252
1342018.12.28 15:58s/l390.100.983520.983520.97252-25.821332.54
1352019.01.07 16:00sell400.100.981440.000000.00000
1362019.01.07 16:00modify400.100.981440.983940.97294
1372019.01.09 14:00modify400.100.981440.981340.97294
1382019.01.10 00:00t/p400.100.972940.981340.9729481.651414.18
1392019.01.16 12:00buy410.100.990340.000000.00000
1402019.01.16 12:00modify410.100.990340.987840.99884
1412019.01.17 14:43modify410.100.990340.990440.99884
1422019.01.23 10:35t/p410.100.998840.990440.9988488.441502.63
1432019.02.05 00:00buy420.100.998030.000000.00000
1442019.02.05 00:00modify420.100.998030.995531.00653
1452019.02.05 11:10modify420.100.998030.998131.00653
1462019.02.12 08:43t/p420.101.006530.998131.0065387.791590.42
1472019.02.12 12:00buy430.101.008430.000000.00000
1482019.02.12 12:00modify430.101.008431.005931.01693
1492019.02.12 18:08s/l430.101.005931.005931.01693-25.251565.17
1502019.02.14 00:00buy440.101.009000.000000.00000
1512019.02.14 00:00modify440.101.009001.006501.01750
1522019.02.14 13:35s/l440.101.006501.006501.01750-25.241539.93
1532019.02.28 16:00sell450.100.995980.000000.00000
1542019.02.28 16:00modify450.100.995980.998480.98748
1552019.03.01 02:32s/l450.100.998480.998480.98748-26.501513.42
1562019.03.05 16:00buy460.101.003720.000000.00000
1572019.03.05 16:00modify460.101.003721.001221.01222
1582019.03.07 13:08modify460.101.003721.003821.01222
1592019.03.07 19:46t/p460.101.012221.003821.0122285.711599.13
1602019.03.20 20:00sell470.100.990780.000000.00000
1612019.03.20 20:00modify470.100.990780.993280.98228
1622019.03.21 08:49s/l470.100.993280.993280.98228-28.761570.37
1632019.04.01 20:00buy480.100.999220.000000.00000
1642019.04.01 20:00modify480.100.999220.996721.00772
1652019.04.03 04:00close480.100.997950.996721.00772-12.061558.30
1662019.04.04 16:00buy490.101.000340.000000.00000
1672019.04.04 16:00modify490.101.000340.997841.00884
1682019.04.08 04:00close490.100.998610.997841.00884-16.651541.65
1692019.04.11 00:00buy500.101.002340.000000.00000
1702019.04.11 00:00modify500.101.002340.999841.01084
1712019.04.12 12:00close500.101.000880.999841.01084-14.461527.20
1722019.04.15 20:00buy510.101.003910.000000.00000
1732019.04.15 20:00modify510.101.003911.001411.01241
1742019.04.16 16:12modify510.101.003911.004011.01241
1752019.04.18 12:30t/p510.101.012411.004011.0124186.231613.43
1762019.04.23 16:00buy520.101.022010.000000.00000
1772019.04.23 16:00modify520.101.022011.019511.03051
1782019.04.24 07:30s/l520.101.019511.019511.03051-24.391589.04
1792019.05.10 12:00sell530.101.013530.000000.00000
1802019.05.10 12:00modify530.101.013531.016031.00503
1812019.05.13 07:04modify530.101.013531.013431.00503
1822019.05.23 15:23t/p530.101.005031.013431.0050370.331659.38
1832019.05.23 20:00sell540.101.003180.000000.00000
1842019.05.23 20:00modify540.101.003181.005680.99468
1852019.05.27 08:00close540.101.004971.005680.99468-20.341639.04
1862019.06.03 04:00sell550.100.997840.000000.00000
1872019.06.03 04:00modify550.100.997841.000340.98934
1882019.06.03 17:38modify550.100.997840.997740.98934
1892019.06.05 12:20t/p550.100.989340.997740.9893483.391722.43
1902019.06.14 16:00buy560.100.999150.000000.00000
1912019.06.14 16:00modify560.100.999150.996651.00765
1922019.06.17 12:30s/l560.100.996650.996651.00765-24.951697.48
1932019.06.20 12:00sell570.100.985220.000000.00000
1942019.06.20 12:00modify570.100.985220.987720.97672
1952019.06.20 14:37modify570.100.985220.985120.97672
1962019.06.21 17:48t/p570.100.976720.985120.9767285.571783.05
1972019.07.02 12:00buy580.100.988230.000000.00000
1982019.07.02 12:00modify580.100.988230.985730.99673
1992019.07.02 15:37s/l580.100.985730.985730.99673-25.761757.29
2002019.07.25 16:00buy590.100.989920.000000.00000
2012019.07.25 16:00modify590.100.989920.987420.99842
2022019.07.26 13:53modify590.100.989920.990020.99842
2032019.07.30 10:06s/l590.100.990020.990020.998422.211759.50
2042019.08.02 20:00sell600.100.982200.000000.00000
2052019.08.02 20:00modify600.100.982200.984700.97370
2062019.08.05 03:05modify600.100.982200.982100.97370
2072019.08.05 14:30t/p600.100.973700.982100.9737085.841845.34
2082019.08.23 08:00buy610.100.986250.000000.00000
2092019.08.23 08:00modify610.100.986250.983750.99475
2102019.08.23 12:18s/l610.100.983750.983750.99475-25.811819.53
2112019.08.29 20:00buy620.100.986760.000000.00000
2122019.08.29 20:00modify620.100.986760.984260.99526
2132019.08.30 15:50modify620.100.986760.986860.99526
2142019.09.03 14:03s/l620.100.986860.986860.995262.211821.74
2152019.09.18 20:00buy630.100.997190.000000.00000
2162019.09.18 20:00modify630.100.997190.994691.00569
2172019.09.19 07:32s/l630.100.994690.994691.00569-23.931797.81
2182019.09.24 20:00sell640.100.985270.000000.00000
2192019.09.24 20:00modify640.100.985270.987770.97677
2202019.09.25 13:39s/l640.100.987770.987770.97677-26.771771.04
2212019.09.30 16:00buy650.100.997850.000000.00000
2222019.09.30 16:00modify650.100.997850.995351.00635
2232019.10.01 09:58modify650.100.997850.997951.00635
2242019.10.01 14:01s/l650.100.997950.997951.006351.131772.17
2252019.10.17 12:00sell660.100.989910.000000.00000
2262019.10.17 12:00modify660.100.989910.992410.98141
2272019.10.18 11:35modify660.100.989910.989810.98141
2282019.10.23 02:29s/l660.100.989810.989810.98141-3.651768.52