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=0.01; pRisk=10;
Баров в истории70828Смоделировано тиков44581265Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (3)
Чистая прибыль58.28Общая прибыль280.34Общий убыток-222.06
Прибыльность1.26Матожидание выигрыша0.57
Абсолютная просадка16.01Максимальная просадка63.44 (43.03%)Относительная просадка43.03% (63.44)
Всего сделок103Короткие позиции (% выигравших)49 (73.47%)Длинные позиции (% выигравших)54 (85.19%)
Прибыльные сделки (% от всех)82 (79.61%)Убыточные сделки (% от всех)21 (20.39%)
Самая большаяприбыльная сделка5.50убыточная сделка-10.92
Среднийприбыльная сделка3.42убыточная сделка-10.57
Максимальное количествонепрерывных выигрышей (прибыль)26 (43.96)непрерывных проигрышей (убыток)3 (-31.25)
Максимальнаянепрерывная прибыль (число выигрышей)43.96 (26)непрерывный убыток (число проигрышей)-31.25 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.04 19:00buy10.010.94100.00000.0000
22012.01.04 19:00modify10.010.94100.93100.9460
32012.01.05 09:50t/p10.010.94600.93100.94605.29105.29
42012.01.12 20:30sell20.010.94370.00000.0000
52012.01.12 20:30modify20.010.94370.95370.9387
62012.01.13 15:13s/l20.010.95370.95370.9387-10.4994.80
72012.01.17 13:00sell30.010.94730.00000.0000
82012.01.17 13:00modify30.010.94730.95730.9423
92012.01.18 11:13t/p30.010.94230.95730.94235.31100.11
102012.01.18 21:00sell40.010.94100.00000.0000
112012.01.18 21:00modify40.010.94100.95100.9360
122012.01.19 12:05t/p40.010.93600.95100.93605.34105.45
132012.01.26 13:30sell50.010.91860.00000.0000
142012.01.26 13:30modify50.010.91860.92860.9136
152012.01.27 19:34t/p50.010.91360.92860.91365.47110.92
162012.02.16 23:30sell60.010.91930.00000.0000
172012.02.16 23:30modify60.010.91930.92930.9143
182012.02.20 00:16t/p60.010.91430.92930.91435.47116.39
192012.03.01 01:18buy70.010.90420.00000.0000
202012.03.01 01:18modify70.010.90420.89420.9092
212012.03.02 09:40t/p70.010.90920.89420.90925.50121.89
222012.03.08 15:30sell80.010.91100.00000.0000
232012.03.08 15:30modify80.010.91100.92100.9060
242012.03.09 17:28s/l80.010.92100.92100.9060-10.86111.03
252012.03.09 19:15buy90.010.91930.00000.0000
262012.03.09 19:15modify90.010.91930.90930.9243
272012.03.13 20:28t/p90.010.92430.90930.92435.41116.44
282012.03.13 22:15buy100.010.92320.00000.0000
292012.03.13 22:15modify100.010.92320.91320.9282
302012.03.14 15:10t/p100.010.92820.91320.92825.39121.83
312012.04.04 06:30buy110.010.91230.00000.0000
322012.04.04 06:30modify110.010.91230.90230.9173
332012.04.04 14:36t/p110.010.91730.90230.91735.45127.28
342012.04.04 20:15buy120.010.91600.00000.0000
352012.04.04 20:15modify120.010.91600.90600.9210
362012.04.05 14:31t/p120.010.92100.90600.92105.43132.71
372012.05.15 23:30buy130.010.94330.00000.0000
382012.05.15 23:30modify130.010.94330.93330.9483
392012.05.18 06:51t/p130.010.94830.93330.94835.27137.98
402012.05.23 04:00buy140.010.94770.00000.0000
412012.05.23 04:00modify140.010.94770.93770.9527
422012.05.23 16:17t/p140.010.95270.93770.95275.25143.23
432012.06.07 01:30sell150.010.95560.00000.0000
442012.06.07 01:30modify150.010.95560.96560.9506
452012.06.08 14:57s/l150.010.96560.96560.9506-10.36132.87
462012.06.19 20:45sell160.010.94630.00000.0000
472012.06.19 20:45modify160.010.94630.95630.9413
482012.06.21 18:27s/l160.010.95630.95630.9413-10.46122.41
492012.06.29 18:15sell170.010.94910.00000.0000
502012.06.29 18:15modify170.010.94910.95910.9441
512012.07.04 16:46s/l170.010.95910.95910.9441-10.43111.98
522012.07.04 18:45buy180.010.95860.00000.0000
532012.07.04 18:45modify180.010.95860.94860.9636
542012.07.05 13:48t/p180.010.96360.94860.96365.19117.17
552012.07.05 18:15buy190.010.96940.00000.0000
562012.07.05 18:15modify190.010.96940.95940.9744
572012.07.06 14:58t/p190.010.97440.95940.97445.13122.30
582012.07.06 22:30buy200.010.97660.00000.0000
592012.07.06 22:30modify200.010.97660.96660.9816
602012.07.11 17:14t/p200.010.98160.96660.98165.09127.39
612012.07.26 18:00sell210.010.97800.00000.0000
622012.07.26 18:00modify210.010.97800.98800.9730
632012.07.27 15:52t/p210.010.97300.98800.97305.14132.53
642012.08.02 00:45buy220.010.98230.00000.0000
652012.08.02 00:45modify220.010.98230.97230.9873
662012.08.02 14:31s/l220.010.97230.97230.9873-10.28122.25
672012.08.02 19:00buy230.010.98780.00000.0000
682012.08.02 19:00modify230.010.98780.97780.9928
692012.08.03 12:54s/l230.010.97780.97780.9928-10.23112.02
702012.08.03 20:00sell240.010.97110.00000.0000
712012.08.03 20:00modify240.010.97110.98110.9661
722012.08.06 01:42t/p240.010.96610.98110.96615.18117.20
732012.08.09 20:00buy250.010.97770.00000.0000
742012.08.09 20:00modify250.010.97770.96770.9827
752012.08.21 09:39s/l250.010.96770.96770.9827-10.33106.87
762012.08.21 20:45sell260.010.96320.00000.0000
772012.08.21 20:45modify260.010.96320.97320.9582
782012.08.22 20:35t/p260.010.95820.97320.95825.22112.09
792012.09.07 19:15sell270.010.94660.00000.0000
802012.09.07 19:15modify270.010.94660.95660.9416
812012.09.11 15:05t/p270.010.94160.95660.94165.31117.40
822012.09.14 19:00sell280.010.92710.00000.0000
832012.09.14 19:00modify280.010.92710.93710.9221
842012.09.24 10:21s/l280.010.93710.93710.9221-10.67106.73
852012.10.09 23:00buy290.010.94040.00000.0000
862012.10.09 23:00modify290.010.94040.93040.9454
872012.10.16 08:15s/l290.010.93040.93040.9454-10.7595.98
882012.10.16 16:15sell300.010.92700.00000.0000
892012.10.16 16:15modify300.010.92700.93700.9220
902012.10.17 01:28t/p300.010.92200.93700.92205.42101.40
912012.10.17 02:45sell310.010.92370.00000.0000
922012.10.17 02:45modify310.010.92370.93370.9187
932012.10.23 14:41s/l310.010.93370.93370.9187-10.7190.69
942012.10.23 18:45buy320.010.93270.00000.0000
952012.10.23 18:45modify320.010.93270.92270.9377
962012.10.26 12:42t/p320.010.93770.92270.93775.3396.02
972012.11.02 22:00buy330.010.94020.00000.0000
982012.11.02 22:00modify330.010.94020.93020.9452
992012.11.06 09:22t/p330.010.94520.93020.94525.29101.31
1002012.12.06 21:00buy340.010.93330.00000.0000
1012012.12.06 21:00modify340.010.93330.92330.9383
1022012.12.13 16:19s/l340.010.92330.92330.9383-10.8390.48
1032012.12.14 21:45sell350.010.91840.00000.0000
1042012.12.14 21:45modify350.010.91840.92840.9134
1052012.12.18 16:59t/p350.010.91340.92840.91345.4795.95
1062013.01.02 21:58buy360.010.91860.00000.0000
1072013.01.02 21:58modify360.010.91860.90860.9236
1082013.01.03 13:18t/p360.010.92360.90860.92365.41101.36
1092013.01.10 21:00sell370.010.91450.00000.0000
1102013.01.10 21:00modify370.010.91450.92450.9095
1112013.01.15 02:32s/l370.010.92450.92450.9095-10.8290.54
1122013.01.16 01:00buy380.010.93170.00000.0000
1132013.01.16 01:00modify380.010.93170.92170.9367
1142013.01.18 04:19t/p380.010.93670.92170.93675.3495.88
1152013.02.01 14:30sell390.010.90570.00000.0000
1162013.02.01 14:30modify390.010.90570.91570.9007
1172013.02.07 16:07s/l390.010.91570.91570.9007-10.9284.96
1182013.02.20 22:45buy400.010.92740.00000.0000
1192013.02.20 22:45modify400.010.92740.91740.9324
1202013.02.21 11:43t/p400.010.93240.91740.93245.3690.32
1212013.03.01 19:00buy410.010.94250.00000.0000
1222013.03.01 19:00modify410.010.94250.93250.9475
1232013.03.06 18:16t/p410.010.94750.93250.94755.2895.60
1242013.03.08 20:15buy420.010.95120.00000.0000
1252013.03.08 20:15modify420.010.95120.94120.9562
1262013.03.14 13:30t/p420.010.95620.94120.95625.23100.83
1272013.03.14 20:00sell430.010.94730.00000.0000
1282013.03.14 20:00modify430.010.94730.95730.9423
1292013.03.15 12:04t/p430.010.94230.95730.94235.31106.14
1302013.04.04 21:45sell440.010.94000.00000.0000
1312013.04.04 21:45modify440.010.94000.95000.9350
1322013.04.05 14:30t/p440.010.93500.95000.93505.35111.49
1332013.04.05 22:30sell450.010.93450.00000.0000
1342013.04.05 22:30modify450.010.93450.94450.9295
1352013.04.11 12:06t/p450.010.92950.94450.92955.38116.87
1362013.04.16 22:30sell460.010.92230.00000.0000
1372013.04.16 22:30modify460.010.92230.93230.9173
1382013.04.17 18:23s/l460.010.93230.93230.9173-10.73106.14
1392013.04.30 18:15sell470.010.93020.00000.0000
1402013.04.30 18:15modify470.010.93020.94020.9252
1412013.05.01 14:21t/p470.010.92520.94020.92525.40111.54
1422013.05.10 05:45buy480.010.94900.00000.0000
1432013.05.10 05:45modify480.010.94900.93900.9540
1442013.05.10 09:21t/p480.010.95400.93900.95405.24116.78
1452013.05.10 15:45buy490.010.95470.00000.0000
1462013.05.10 15:45modify490.010.95470.94470.9597
1472013.05.10 17:10t/p490.010.95970.94470.95975.21121.99
1482013.05.10 18:45buy500.010.95520.00000.0000
1492013.05.10 18:45modify500.010.95520.94520.9602
1502013.05.14 17:37t/p500.010.96020.94520.96025.21127.20
1512013.05.15 00:45buy510.010.96570.00000.0000
1522013.05.15 00:45modify510.010.96570.95570.9707
1532013.05.15 09:15t/p510.010.97070.95570.97075.15132.35
1542013.05.15 14:30buy520.010.96990.00000.0000
1552013.05.15 14:30modify520.010.96990.95990.9749
1562013.05.16 16:02s/l520.010.95990.95990.9749-10.42121.93
1572013.05.24 14:15sell530.010.96350.00000.0000
1582013.05.24 14:15modify530.010.96350.97350.9585
1592013.05.28 16:14s/l530.010.97350.97350.9585-10.27111.66
1602013.05.28 20:15buy540.010.97310.00000.0000
1612013.05.28 20:15modify540.010.97310.96310.9781
1622013.05.29 07:24t/p540.010.97810.96310.97815.11116.77
1632013.05.29 19:30sell550.010.96390.00000.0000
1642013.05.29 19:30modify550.010.96390.97390.9589
1652013.05.30 07:35t/p550.010.95890.97390.95895.21121.98
1662013.06.07 00:00sell560.010.93050.00000.0000
1672013.06.07 00:00modify560.010.93050.94050.9255
1682013.06.07 06:19t/p560.010.92550.94050.92555.40127.38
1692013.06.07 07:45sell570.010.92900.00000.0000
1702013.06.07 07:45modify570.010.92900.93900.9240
1712013.06.10 09:07s/l570.010.93900.93900.9240-10.65116.73
1722013.06.21 19:00buy580.010.93350.00000.0000
1732013.06.21 19:00modify580.010.93350.92350.9385
1742013.06.23 23:05close580.010.93600.92350.93852.67119.40
1752013.07.04 21:15buy590.010.95600.00000.0000
1762013.07.04 21:15modify590.010.95600.94600.9610
1772013.07.05 01:51close590.010.95780.94600.96101.88121.28
1782013.07.05 03:45buy600.010.95700.00000.0000
1792013.07.05 03:45modify600.010.95700.94700.9620
1802013.07.05 09:04close600.010.95840.94700.96201.46122.74
1812013.07.09 20:30buy610.010.97200.00000.0000
1822013.07.09 20:30modify610.010.97200.96200.9770
1832013.07.10 01:14close610.010.97340.96200.97701.44124.18
1842013.07.11 03:45sell620.010.95040.00000.0000
1852013.07.11 03:45modify620.010.95040.96040.9454
1862013.07.11 04:16close620.010.94900.96040.94541.48125.66
1872013.07.11 08:45sell630.010.94860.00000.0000
1882013.07.11 08:45modify630.010.94860.95860.9436
1892013.07.11 08:50close630.010.94720.95860.94361.48127.14
1902013.07.11 08:54sell640.010.94860.00000.0000
1912013.07.11 08:54modify640.010.94860.95860.9436
1922013.07.11 20:59close640.010.94640.95860.94362.32129.46
1932013.07.12 01:00sell650.010.94730.00000.0000
1942013.07.12 01:00modify650.010.94730.95730.9423
1952013.07.12 19:03close650.010.94540.95730.94232.01131.47
1962013.07.17 00:45sell660.010.94020.00000.0000
1972013.07.17 00:45modify660.010.94020.95020.9352
1982013.07.17 11:42close660.010.93860.95020.93521.70133.17
1992013.07.25 23:45sell670.010.93000.00000.0000
2002013.07.25 23:45modify670.010.93000.94000.9250
2012013.07.26 09:53close670.010.92860.94000.92501.51134.68
2022013.08.02 21:45sell680.010.92960.00000.0000
2032013.08.02 21:45modify680.010.92960.93960.9246
2042013.08.05 09:31close680.010.92820.93960.92461.51136.19
2052013.08.13 20:15buy690.010.93350.00000.0000
2062013.08.13 20:15modify690.010.93350.92350.9385
2072013.08.14 08:23close690.010.93530.92350.93851.92138.11
2082013.08.16 00:30sell700.010.92630.00000.0000
2092013.08.16 00:30modify700.010.92630.93630.9213
2102013.08.16 14:39close700.010.92480.93630.92131.62139.73
2112013.08.20 18:15sell710.010.91800.00000.0000
2122013.08.20 18:15modify710.010.91800.92800.9130
2132013.08.21 04:46close710.010.91660.92800.91301.53141.26
2142013.08.22 14:15buy720.010.92720.00000.0000
2152013.08.22 14:15modify720.010.92720.91720.9322
2162013.08.27 15:40s/l720.010.91720.91720.9322-10.90130.36
2172013.08.29 14:30buy730.010.92790.00000.0000
2182013.08.29 14:30modify730.010.92790.91790.9329
2192013.08.29 14:30close730.010.92930.91790.93291.51131.87
2202013.08.29 19:00buy740.010.93110.00000.0000
2212013.08.29 19:00modify740.010.93110.92110.9361
2222013.08.30 17:08close740.010.93250.92110.93611.50133.37
2232013.09.05 18:45buy750.010.94380.00000.0000
2242013.09.05 18:45modify750.010.94380.93380.9488
2252013.09.06 12:39close750.010.94540.93380.94881.69135.06
2262013.09.06 18:15sell760.010.93890.00000.0000
2272013.09.06 18:15modify760.010.93890.94890.9339
2282013.09.09 08:51close760.010.93740.94890.93391.60136.66
2292013.09.19 00:15sell770.010.91360.00000.0000
2302013.09.19 00:15modify770.010.91360.92360.9086
2312013.09.19 02:22close770.010.91210.92360.90861.64138.30
2322013.09.19 03:30sell780.010.91310.00000.0000
2332013.09.19 03:30modify780.010.91310.92310.9081
2342013.09.19 07:06close780.010.91170.92310.90811.54139.84
2352013.09.27 17:00sell790.010.90450.00000.0000
2362013.09.27 17:00modify790.010.90450.91450.8995
2372013.09.30 14:47close790.010.90300.91450.89951.66141.50
2382013.10.17 17:45sell800.010.90330.00000.0000
2392013.10.17 17:45modify800.010.90330.91330.8983
2402013.10.18 08:56close800.010.90190.91330.89831.55143.05
2412013.10.31 23:00buy810.010.90700.00000.0000
2422013.10.31 23:00modify810.010.90700.89700.9120
2432013.11.01 02:23close810.010.90860.89700.91201.76144.81
2442013.11.01 19:00buy820.010.91240.00000.0000
2452013.11.01 19:00modify820.010.91240.90240.9174
2462013.11.04 04:04close820.010.91430.90240.91742.08146.89
2472013.11.07 16:30buy830.010.92060.00000.0000
2482013.11.07 16:30modify830.010.92060.91060.9256
2492013.11.08 15:53close830.010.92200.91060.92561.52148.41
2502013.11.08 18:15buy840.010.92160.00000.0000
2512013.11.08 18:15modify840.010.92160.91160.9266
2522013.11.11 00:19close840.010.92300.91160.92661.52149.93
2532013.12.19 01:30buy850.010.89380.00000.0000
2542013.12.19 01:30modify850.010.89380.88380.8988
2552013.12.19 03:03close850.010.89520.88380.89881.56151.49
2562013.12.19 05:30buy860.010.89540.00000.0000
2572013.12.19 05:30modify860.010.89540.88540.9004
2582013.12.19 14:05close860.010.89690.88540.90041.67153.16
2592014.01.02 19:00buy870.010.89960.00000.0000
2602014.01.02 19:00modify870.010.89960.88960.9046
2612014.01.03 09:22close870.010.90100.88960.90461.55154.71
2622014.01.10 18:15sell880.010.90340.00000.0000
2632014.01.10 18:15modify880.010.90340.91340.8984
2642014.01.12 23:01close880.010.90160.91340.89842.00156.71
2652014.01.23 21:45sell890.010.89760.00000.0000
2662014.01.23 21:45modify890.010.89760.90760.8926
2672014.01.24 11:25close890.010.89600.90760.89261.79158.50
2682014.01.24 14:15sell900.010.89550.00000.0000
2692014.01.24 14:15modify900.010.89550.90550.8905
2702014.01.24 15:47close900.010.89400.90550.89051.68160.18
2712014.01.30 19:15buy910.010.90360.00000.0000
2722014.01.30 19:15modify910.010.90360.89360.9086
2732014.01.31 15:31close910.010.90500.89360.90861.55161.73
2742014.02.06 17:45sell920.010.89970.00000.0000
2752014.02.06 17:45modify920.010.89970.90970.8947
2762014.02.07 14:33close920.010.89790.90970.89472.00163.73
2772014.02.28 15:45sell930.010.88170.00000.0000
2782014.02.28 15:45modify930.010.88170.89170.8767
2792014.02.28 18:32close930.010.88030.89170.87671.59165.32
2802014.03.20 13:45buy940.010.88560.00000.0000
2812014.03.20 13:45modify940.010.88560.87560.8906
2822014.03.25 17:17close940.010.88750.87560.89062.14167.46
2832014.04.03 19:15buy950.010.89120.00000.0000
2842014.04.03 19:15modify950.010.89120.88120.8962
2852014.04.04 08:10close950.010.89270.88120.89621.68169.14
2862014.09.04 19:45buy960.010.93140.00000.0000
2872014.09.04 19:45modify960.010.93140.92140.9364
2882014.09.05 01:45close960.010.93320.92140.93641.93171.07
2892014.09.24 19:30buy970.010.94450.00000.0000
2902014.09.24 19:30modify970.010.94450.93450.9495
2912014.09.25 01:14close970.010.94610.93450.94951.69172.76
2922014.09.30 14:45buy980.010.95770.00000.0000
2932014.09.30 14:45modify980.010.95770.94770.9627
2942014.10.01 13:19close980.010.95920.94770.96271.56174.32
2952014.10.03 20:15buy990.010.96750.00000.0000
2962014.10.03 20:15modify990.010.96750.95750.9725
2972014.10.06 21:36s/l990.010.95750.95750.9725-10.44163.88
2982014.10.14 01:15sell1000.010.94910.00000.0000
2992014.10.14 01:15modify1000.010.94910.95910.9441
3002014.10.15 14:49close1000.010.94770.95910.94411.48165.36
3012014.10.16 04:45sell1010.010.94130.00000.0000
3022014.10.16 04:45modify1010.010.94130.95130.9363
3032014.10.22 10:03s/l1010.010.95130.95130.9363-10.51154.85
3042014.10.30 11:15buy1020.010.95740.00000.0000
3052014.10.30 11:15modify1020.010.95740.94740.9624
3062014.10.30 13:13close1020.010.95880.94740.96241.46156.31
3072014.10.31 17:00buy1030.010.96260.00000.0000
3082014.10.31 17:00modify1030.010.96260.95260.9676
3092014.11.02 23:00close1030.010.96450.95260.96761.97158.28