Strategy Tester Report
Polygon
EGlobal-Demo (Build 735)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2012.01.01 22:03 - 2014.11.03 23:59 (2012.01.01 - 2014.11.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыtxt00="___Commons_________________________"; pMagicNumber=101; txt01="Set to true to enable conservative mode"; txt02="Set to false to enable aggressive mode"; Conservative=true; txt03="___MoneyManagement_________________"; pLot=0; pRisk=10;
Баров в истории70828Смоделировано тиков44581265Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (3)
Чистая прибыль16050.53Общая прибыль30608.38Общий убыток-14557.85
Прибыльность2.10Матожидание выигрыша148.62
Абсолютная просадка40.40Максимальная просадка5976.14 (19.24%)Относительная просадка21.33% (3073.04)
Всего сделок108Короткие позиции (% выигравших)51 (96.08%)Длинные позиции (% выигравших)57 (91.23%)
Прибыльные сделки (% от всех)101 (93.52%)Убыточные сделки (% от всех)7 (6.48%)
Самая большаяприбыльная сделка871.66убыточная сделка-3060.05
Среднийприбыльная сделка303.05убыточная сделка-2079.69
Максимальное количествонепрерывных выигрышей (прибыль)26 (10451.42)непрерывных проигрышей (убыток)2 (-2656.68)
Максимальнаянепрерывная прибыль (число выигрышей)10451.42 (26)непрерывный убыток (число проигрышей)-3060.05 (1)
Среднийнепрерывный выигрыш14непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.04 19:00buy10.950.94100.00000.0000
22012.01.04 19:00modify10.950.94100.93100.9460
32012.01.05 02:23close10.950.94270.93100.9460171.3210171.32
42012.01.12 20:30sell20.970.94370.00000.0000
52012.01.12 20:30modify20.970.94370.95370.9387
62012.01.13 07:13close20.970.94230.95370.9387144.1210315.44
72012.01.17 13:00sell30.980.94730.00000.0000
82012.01.17 13:00modify30.980.94730.95730.9423
92012.01.17 13:16close30.980.94580.95730.9423155.4210470.86
102012.01.18 21:00sell41.000.94100.00000.0000
112012.01.18 21:00modify41.000.94100.95100.9360
122012.01.18 22:30close41.000.93950.95100.9360159.6610630.52
132012.01.26 13:30sell51.010.91860.00000.0000
142012.01.26 13:30modify51.010.91860.92860.9136
152012.01.26 14:28close51.010.91710.92860.9136165.1910795.71
162012.02.16 23:30sell61.030.91930.00000.0000
172012.02.16 23:30modify61.030.91930.92930.9143
182012.02.17 10:39close61.030.91790.92930.9143157.1010952.81
192012.03.01 01:18buy71.050.90420.00000.0000
202012.03.01 01:18modify71.050.90420.89420.9092
212012.03.01 09:14close71.050.90570.89420.9092173.9011126.71
222012.03.08 15:30sell81.060.91100.00000.0000
232012.03.08 15:30modify81.060.91100.92100.9060
242012.03.08 16:46close81.060.90960.92100.9060163.1511289.86
252012.03.08 20:15sell91.080.90950.00000.0000
262012.03.08 20:15modify91.080.90950.91950.9045
272012.03.08 21:12close91.080.90790.91950.9045190.3311480.19
282012.03.09 19:15buy101.100.91930.00000.0000
292012.03.09 19:15modify101.100.91930.90930.9243
302012.03.12 02:13close101.100.92100.90930.9243203.0411683.23
312012.03.13 22:15buy111.110.92320.00000.0000
322012.03.13 22:15modify111.110.92320.91320.9282
332012.03.14 03:06close111.110.92470.91320.9282180.0611863.29
342012.04.04 06:30buy121.130.91230.00000.0000
352012.04.04 06:30modify121.130.91230.90230.9173
362012.04.04 10:46close121.130.91380.90230.9173185.4912048.78
372012.04.04 20:15buy131.150.91600.00000.0000
382012.04.04 20:15modify131.150.91600.90600.9210
392012.04.05 10:51close131.150.91740.90600.9210175.5012224.28
402012.05.15 23:30buy141.170.94330.00000.0000
412012.05.15 23:30modify141.170.94330.93330.9483
422012.05.16 06:18close141.170.94500.93330.9483210.4812434.76
432012.05.23 04:00buy151.190.94770.00000.0000
442012.05.23 04:00modify151.190.94770.93770.9527
452012.05.23 10:12close151.190.95060.93770.9527363.0312797.79
462012.06.07 01:30sell161.220.95560.00000.0000
472012.06.07 01:30modify161.220.95560.96560.9506
482012.06.07 11:57close161.220.95420.96560.9506179.0012976.79
492012.06.19 20:45sell171.240.94630.00000.0000
502012.06.19 20:45modify171.240.94630.95630.9413
512012.06.20 13:32close171.240.94490.95630.9413183.7213160.51
522012.06.29 18:15sell181.260.94910.00000.0000
532012.06.29 18:15modify181.260.94910.95910.9441
542012.07.01 23:01close181.260.94760.95910.9441199.4513359.96
552012.07.04 18:45buy191.270.95860.00000.0000
562012.07.04 18:45modify191.270.95860.94860.9636
572012.07.05 10:54close191.270.96030.94860.9636224.8313584.79
582012.07.05 18:15buy201.300.96940.00000.0000
592012.07.05 18:15modify201.300.96940.95940.9744
602012.07.06 09:04close201.300.97080.95940.9744187.4713772.26
612012.07.06 22:30buy211.310.97660.00000.0000
622012.07.06 22:30modify211.310.97660.96660.9816
632012.07.08 23:00close211.310.97900.96660.9816321.1414093.40
642012.07.26 18:00sell221.340.97800.00000.0000
652012.07.26 18:00modify221.340.97800.98800.9730
662012.07.27 08:45close221.340.97660.98800.9730192.1014285.50
672012.08.02 00:45buy231.360.98230.00000.0000
682012.08.02 00:45modify231.360.98230.97230.9873
692012.08.02 14:31s/l231.360.97230.97230.9873-1398.7512886.75
702012.08.02 19:00buy241.230.98780.00000.0000
712012.08.02 19:00modify241.230.98780.97780.9928
722012.08.03 12:54s/l241.230.97780.97780.9928-1257.9311628.82
732012.08.03 20:00sell251.110.97110.00000.0000
742012.08.03 20:00modify251.110.97110.98110.9661
752012.08.05 23:02close251.110.96910.98110.9661229.0811857.90
762012.08.09 20:00buy261.130.97770.00000.0000
772012.08.09 20:00modify261.130.97770.96770.9827
782012.08.10 09:33close261.130.97920.96770.9827173.1012031.00
792012.08.16 21:45sell271.150.97170.00000.0000
802012.08.16 21:45modify271.150.97170.98170.9667
812012.08.21 09:28close271.150.96950.98170.9667260.9612291.96
822012.08.21 20:45sell281.170.96320.00000.0000
832012.08.21 20:45modify281.170.96320.97320.9582
842012.08.22 20:00close281.170.96170.97320.9582182.4912474.45
852012.09.07 19:15sell291.190.94660.00000.0000
862012.09.07 19:15modify291.190.94660.95660.9416
872012.09.07 21:55close291.190.94520.95660.9416176.2612650.71
882012.09.14 19:00sell301.210.92710.00000.0000
892012.09.14 19:00modify301.210.92710.93710.9221
902012.09.17 03:13close301.210.92570.93710.9221183.0012833.71
912012.10.09 23:00buy311.220.94040.00000.0000
922012.10.09 23:00modify311.220.94040.93040.9454
932012.10.10 01:53close311.220.94220.93040.9454233.0713066.78
942012.10.16 16:15sell321.250.92700.00000.0000
952012.10.16 16:15modify321.250.92700.93700.9220
962012.10.16 23:16close321.250.92550.93700.9220202.5913269.37
972012.10.17 02:45sell331.270.92370.00000.0000
982012.10.17 02:45modify331.270.92370.93370.9187
992012.10.17 13:22close331.270.92220.93370.9187206.5713475.94
1002012.10.23 18:45buy341.290.93270.00000.0000
1012012.10.23 18:45modify341.290.93270.92270.9377
1022012.10.24 10:05close341.290.93490.92270.9377303.5613779.50
1032012.11.02 22:00buy351.310.94020.00000.0000
1042012.11.02 22:00modify351.310.94020.93020.9452
1052012.11.05 08:49close351.310.94160.93020.9452194.7713974.27
1062012.12.06 21:00buy361.330.93330.00000.0000
1072012.12.06 21:00modify361.330.93330.92330.9383
1082012.12.07 08:37close361.330.93480.92330.9383213.4114187.68
1092012.12.14 21:45sell371.350.91840.00000.0000
1102012.12.14 21:45modify371.350.91840.92840.9134
1112012.12.16 23:02close371.350.91670.92840.9134250.3514438.03
1122013.01.02 21:58buy381.380.91860.00000.0000
1132013.01.02 21:58modify381.380.91860.90860.9236
1142013.01.03 03:57close381.380.92070.90860.9236314.7614752.79
1152013.01.10 21:00sell391.410.91450.00000.0000
1162013.01.10 21:00modify391.410.91450.92450.9095
1172013.01.11 14:33close391.410.91280.92450.9095262.6015015.39
1182013.01.15 00:45buy401.430.92160.00000.0000
1192013.01.15 00:45modify401.430.92160.91160.9266
1202013.01.15 02:29close401.430.92370.91160.9266325.1115340.50
1212013.01.16 01:00buy411.460.93170.00000.0000
1222013.01.16 01:00modify411.460.93170.92170.9367
1232013.01.17 08:45close411.460.93350.92170.9367281.5215622.02
1242013.02.01 14:30sell421.490.90570.00000.0000
1252013.02.01 14:30modify421.490.90570.91570.9007
1262013.02.01 16:48close421.490.90410.91570.9007263.6915885.71
1272013.02.20 22:45buy431.520.92740.00000.0000
1282013.02.20 22:45modify431.520.92740.91740.9324
1292013.02.21 04:40close431.520.92890.91740.9324245.4516131.16
1302013.03.01 19:00buy441.540.94250.00000.0000
1312013.03.01 19:00modify441.540.94250.93250.9475
1322013.03.01 20:21close441.540.94400.93250.9475244.7016375.86
1332013.03.01 21:30buy451.560.94310.00000.0000
1342013.03.01 21:30modify451.560.94310.93310.9481
1352013.03.06 10:43close451.560.94450.93310.9481231.2316607.09
1362013.03.08 20:15buy461.580.95120.00000.0000
1372013.03.08 20:15modify461.580.95120.94120.9562
1382013.03.11 00:18close461.580.95270.94120.9562248.7716855.86
1392013.03.14 20:00sell471.610.94730.00000.0000
1402013.03.14 20:00modify471.610.94730.95730.9423
1412013.03.15 08:34close471.610.94590.95730.9423238.2917094.15
1422013.04.04 21:45sell481.630.94000.00000.0000
1432013.04.04 21:45modify481.630.94000.95000.9350
1442013.04.05 14:30t/p481.630.93500.95000.9350871.6617965.81
1452013.04.05 22:30sell491.710.93450.00000.0000
1462013.04.05 22:30modify491.710.93450.94450.9295
1472013.04.09 02:07close491.710.93230.94450.9295403.5218369.33
1482013.04.16 22:30sell501.750.92230.00000.0000
1492013.04.16 22:30modify501.750.92230.93230.9173
1502013.04.17 18:23s/l501.750.93230.93230.9173-1877.0816492.25
1512013.04.30 18:15sell511.570.93020.00000.0000
1522013.04.30 18:15modify511.570.93020.94020.9252
1532013.05.01 11:09close511.570.92880.94020.9252236.6516728.90
1542013.05.10 05:45buy521.600.94900.00000.0000
1552013.05.10 05:45modify521.600.94900.93900.9540
1562013.05.10 08:19close521.600.95050.93900.9540252.5016981.40
1572013.05.10 15:45buy531.620.95470.00000.0000
1582013.05.10 15:45modify531.620.95470.94470.9597
1592013.05.10 16:07close531.620.95690.94470.9597372.4517353.85
1602013.05.10 18:45buy541.660.95520.00000.0000
1612013.05.10 18:45modify541.660.95520.94520.9602
1622013.05.10 19:06close541.660.95660.94520.9602242.9417596.79
1632013.05.15 00:45buy551.680.96570.00000.0000
1642013.05.15 00:45modify551.680.96570.95570.9707
1652013.05.15 08:44close551.680.96800.95570.9707399.1717995.96
1662013.05.15 14:30buy561.720.96990.00000.0000
1672013.05.15 14:30modify561.720.96990.95990.9749
1682013.05.16 16:02s/l561.720.95990.95990.9749-1791.8516204.11
1692013.05.24 14:15sell571.550.96350.00000.0000
1702013.05.24 14:15modify571.550.96350.97350.9585
1712013.05.24 15:32close571.550.96130.97350.9585354.7316558.84
1722013.05.28 20:15buy581.580.97310.00000.0000
1732013.05.28 20:15modify581.580.97310.96310.9781
1742013.05.28 21:51close581.580.97450.96310.9781226.9916785.83
1752013.05.29 02:45buy591.600.97510.00000.0000
1762013.05.29 02:45modify591.600.97510.96510.9801
1772013.05.29 06:53close591.600.97710.96510.9801327.5017113.33
1782013.05.29 19:30sell601.630.96390.00000.0000
1792013.05.29 19:30modify601.630.96390.97390.9589
1802013.05.29 21:06close601.630.96210.97390.9589304.9617418.29
1812013.06.07 00:00sell611.660.93050.00000.0000
1822013.06.07 00:00modify611.660.93050.94050.9255
1832013.06.07 03:17close611.660.92910.94050.9255250.1317668.42
1842013.06.07 07:45sell621.690.92900.00000.0000
1852013.06.07 07:45modify621.690.92900.93900.9240
1862013.06.07 11:57close621.690.92760.93900.9240255.0717923.49
1872013.06.21 19:00buy631.710.93350.00000.0000
1882013.06.21 19:00modify631.710.93350.92350.9385
1892013.06.23 23:05close631.710.93600.92350.9385456.7318380.22
1902013.07.04 21:15buy641.750.95600.00000.0000
1912013.07.04 21:15modify641.750.95600.94600.9610
1922013.07.05 01:51close641.750.95780.94600.9610328.8818709.10
1932013.07.05 03:45buy651.790.95700.00000.0000
1942013.07.05 03:45modify651.790.95700.94700.9620
1952013.07.05 09:04close651.790.95840.94700.9620261.4818970.58
1962013.07.09 20:30buy661.810.97200.00000.0000
1972013.07.09 20:30modify661.810.97200.96200.9770
1982013.07.10 01:14close661.810.97340.96200.9770260.3219230.90
1992013.07.11 03:45sell671.840.95040.00000.0000
2002013.07.11 03:45modify671.840.95040.96040.9454
2012013.07.11 04:16close671.840.94900.96040.9454271.4419502.34
2022013.07.11 08:45sell681.860.94860.00000.0000
2032013.07.11 08:45modify681.860.94860.95860.9436
2042013.07.11 08:50close681.860.94720.95860.9436274.9219777.26
2052013.07.11 08:54sell691.890.94860.00000.0000
2062013.07.11 08:54modify691.890.94860.95860.9436
2072013.07.11 20:59close691.890.94640.95860.9436439.3520216.61
2082013.07.12 01:00sell701.930.94730.00000.0000
2092013.07.12 01:00modify701.930.94730.95730.9423
2102013.07.12 19:03close701.930.94540.95730.9423387.8820604.49
2112013.07.17 00:45sell711.970.94020.00000.0000
2122013.07.17 00:45modify711.970.94020.95020.9352
2132013.07.17 11:42close711.970.93860.95020.9352335.8220940.31
2142013.07.25 23:45sell722.000.93000.00000.0000
2152013.07.25 23:45modify722.000.93000.94000.9250
2162013.07.26 09:53close722.000.92860.94000.9250301.5321241.84
2172013.08.02 21:45sell732.030.92960.00000.0000
2182013.08.02 21:45modify732.030.92960.93960.9246
2192013.08.05 09:31close732.030.92820.93960.9246306.1821548.02
2202013.08.13 20:15buy742.060.93350.00000.0000
2212013.08.13 20:15modify742.060.93350.92350.9385
2222013.08.14 08:23close742.060.93530.92350.9385396.4521944.47
2232013.08.16 00:30sell752.090.92630.00000.0000
2242013.08.16 00:30modify752.090.92630.93630.9213
2252013.08.16 14:39close752.090.92480.93630.9213338.9922283.46
2262013.08.20 18:15sell762.130.91800.00000.0000
2272013.08.20 18:15modify762.130.91800.92800.9130
2282013.08.21 04:46close762.130.91660.92800.9130325.3322608.79
2292013.08.22 14:15buy772.160.92720.00000.0000
2302013.08.22 14:15modify772.160.92720.91720.9322
2312013.08.27 15:40s/l772.160.91720.91720.9322-2354.9920253.80
2322013.08.29 14:30buy781.930.92790.00000.0000
2332013.08.29 14:30modify781.930.92790.91790.9329
2342013.08.29 14:30close781.930.92930.91790.9329290.7620544.56
2352013.08.29 19:00buy791.960.93110.00000.0000
2362013.08.29 19:00modify791.960.93110.92110.9361
2372013.08.30 17:08close791.960.93250.92110.9361294.2620838.82
2382013.09.05 18:45buy801.990.94380.00000.0000
2392013.09.05 18:45modify801.990.94380.93380.9488
2402013.09.06 12:39close801.990.94540.93380.9488336.7921175.61
2412013.09.06 18:15sell812.020.93890.00000.0000
2422013.09.06 18:15modify812.020.93890.94890.9339
2432013.09.09 08:51close812.020.93740.94890.9339323.2321498.84
2442013.09.19 00:15sell822.050.91360.00000.0000
2452013.09.19 00:15modify822.050.91360.92360.9086
2462013.09.19 02:22close822.050.91210.92360.9086337.1321835.97
2472013.09.19 03:30sell832.080.91310.00000.0000
2482013.09.19 03:30modify832.080.91310.92310.9081
2492013.09.19 07:06close832.080.91170.92310.9081319.4022155.37
2502013.09.27 17:00sell842.110.90450.00000.0000
2512013.09.27 17:00modify842.110.90450.91450.8995
2522013.09.30 14:47close842.110.90300.91450.8995350.5022505.87
2532013.10.17 17:45sell852.150.90330.00000.0000
2542013.10.17 17:45modify852.150.90330.91330.8983
2552013.10.18 08:56close852.150.90190.91330.8983333.7422839.61
2562013.10.31 23:00buy862.180.90700.00000.0000
2572013.10.31 23:00modify862.180.90700.89700.9120
2582013.11.01 02:23close862.180.90860.89700.9120383.8923223.50
2592013.11.01 19:00buy872.220.91240.00000.0000
2602013.11.01 19:00modify872.220.91240.90240.9174
2612013.11.04 04:04close872.220.91430.90240.9174461.3423684.84
2622013.11.07 16:30buy882.260.92060.00000.0000
2632013.11.07 16:30modify882.260.92060.91060.9256
2642013.11.08 15:53close882.260.92200.91060.9256343.1724028.01
2652013.11.08 18:15buy892.290.92160.00000.0000
2662013.11.08 18:15modify892.290.92160.91160.9266
2672013.11.11 00:19close892.290.92300.91160.9266347.3524375.36
2682013.12.19 01:30buy902.330.89380.00000.0000
2692013.12.19 01:30modify902.330.89380.88380.8988
2702013.12.19 03:03close902.330.89520.88380.8988364.3924739.75
2712013.12.19 05:30buy912.360.89540.00000.0000
2722013.12.19 05:30modify912.360.89540.88540.9004
2732013.12.19 14:05close912.360.89690.88540.9004394.6925134.44
2742014.01.02 19:00buy922.400.89960.00000.0000
2752014.01.02 19:00modify922.400.89960.88960.9046
2762014.01.03 09:22close922.400.90100.88960.9046372.9225507.36
2772014.01.10 18:15sell932.430.90340.00000.0000
2782014.01.10 18:15modify932.430.90340.91340.8984
2792014.01.12 23:01close932.430.90160.91340.8984485.1425992.50
2802014.01.23 21:45sell942.480.89760.00000.0000
2812014.01.23 21:45modify942.480.89760.90760.8926
2822014.01.24 11:25close942.480.89600.90760.8926442.8626435.36
2832014.01.24 14:15sell952.520.89550.00000.0000
2842014.01.24 14:15modify952.520.89550.90550.8905
2852014.01.24 15:47close952.520.89400.90550.8905422.8226858.18
2862014.01.30 19:15buy962.560.90360.00000.0000
2872014.01.30 19:15modify962.560.90360.89360.9086
2882014.01.31 15:31close962.560.90500.89360.9086396.0227254.20
2892014.02.06 17:45sell972.600.89970.00000.0000
2902014.02.06 17:45modify972.600.89970.90970.8947
2912014.02.07 14:33close972.600.89790.90970.8947521.2227775.42
2922014.02.28 15:45sell982.650.88170.00000.0000
2932014.02.28 15:45modify982.650.88170.89170.8767
2942014.02.28 18:32close982.650.88030.89170.8767421.4528196.87
2952014.03.20 13:45buy992.690.88560.00000.0000
2962014.03.20 13:45modify992.690.88560.87560.8906
2972014.03.25 17:17close992.690.88750.87560.8906575.8928772.76
2982014.04.03 19:15buy1002.750.89120.00000.0000
2992014.04.03 19:15modify1002.750.89120.88120.8962
3002014.04.04 08:10close1002.750.89270.88120.8962462.0829234.84
3012014.09.04 19:45buy1012.790.93140.00000.0000
3022014.09.04 19:45modify1012.790.93140.92140.9364
3032014.09.05 01:45close1012.790.93320.92140.9364538.1529772.99
3042014.09.24 19:30buy1022.840.94450.00000.0000
3052014.09.24 19:30modify1022.840.94450.93450.9495
3062014.09.25 01:14close1022.840.94610.93450.9495480.2930253.28
3072014.09.30 14:45buy1032.890.95770.00000.0000
3082014.09.30 14:45modify1032.890.95770.94770.9627
3092014.10.01 13:19close1032.890.95920.94770.9627451.9430705.22
3102014.10.03 20:15buy1042.930.96750.00000.0000
3112014.10.03 20:15modify1042.930.96750.95750.9725
3122014.10.06 21:36s/l1042.930.95750.95750.9725-3060.0527645.17
3132014.10.14 01:15sell1052.640.94910.00000.0000
3142014.10.14 01:15modify1052.640.94910.95910.9441
3152014.10.15 14:49close1052.640.94770.95910.9441390.0028035.17
3162014.10.16 04:45sell1062.680.94130.00000.0000
3172014.10.16 04:45modify1062.680.94130.95130.9363
3182014.10.22 10:03s/l1062.680.95130.95130.9363-2817.2025217.97
3192014.10.30 11:15buy1072.410.95740.00000.0000
3202014.10.30 11:15modify1072.410.95740.94740.9624
3212014.10.30 13:13close1072.410.95880.94740.9624351.9025569.87
3222014.10.31 17:00buy1082.440.96260.00000.0000
3232014.10.31 17:00modify1082.440.96260.95260.9676
3242014.11.02 23:00close1082.440.96450.95260.9676480.6626050.53