Strategy Tester Report
Vortex Trader PRO 16
(Build 765)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2013.01.01 00:00 - 2015.03.06 21:59 (2013.01.14 - 2015.03.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыTakeProfit=20; StopLoss=110; StaticLotSize=0.1; ECNMode=true; MaxSpreadAllowed=4; Slippage=2; MagicNumber=578937; MagicNumber1=482328;
Баров в истории54224Смоделировано тиков39649449Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред10
Чистая прибыль732.26Общая прибыль952.36Общий убыток-220.10
Прибыльность4.33Матожидание выигрыша8.14
Абсолютная просадка26.78Максимальная просадка419.20 (25.95%)Относительная просадка25.95% (419.20)
Всего сделок90Короткие позиции (% выигравших)63 (96.83%)Длинные позиции (% выигравших)27 (96.30%)
Прибыльные сделки (% от всех)87 (96.67%)Убыточные сделки (% от всех)3 (3.33%)
Самая большаяприбыльная сделка20.01убыточная сделка-109.96
Среднийприбыльная сделка10.95убыточная сделка-73.37
Максимальное количествонепрерывных выигрышей (прибыль)53 (597.60)непрерывных проигрышей (убыток)2 (-219.92)
Максимальнаянепрерывная прибыль (число выигрышей)597.60 (53)непрерывный убыток (число проигрышей)-219.92 (2)
Среднийнепрерывный выигрыш29непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.25 18:00buy10.101.345280.000000.00000
22013.01.25 18:00modify10.101.345281.334281.34728
32013.01.25 19:12close10.101.346871.334281.3472815.901015.90
42013.02.01 12:00buy20.101.363970.000000.00000
52013.02.01 12:00modify20.101.363971.352971.36597
62013.02.01 12:52close20.101.365491.352971.3659715.201031.10
72013.02.08 02:00sell30.101.340460.000000.00000
82013.02.08 02:00modify30.101.340461.351461.33846
92013.02.08 02:05sell40.101.340820.000000.00000
102013.02.08 02:05modify40.101.340821.351821.33882
112013.02.08 07:04close40.101.339411.351821.3388214.101045.20
122013.02.08 07:07close30.101.339011.351461.3384614.501059.70
132013.02.14 15:00sell50.101.334250.000000.00000
142013.02.14 15:00modify50.101.334251.345251.33225
152013.02.14 15:09close50.101.332841.345251.3322514.101073.80
162013.02.14 19:15sell60.101.334210.000000.00000
172013.02.14 19:15modify60.101.334211.345211.33221
182013.02.14 19:26sell70.101.334510.000000.00000
192013.02.14 19:26modify70.101.334511.345511.33251
202013.02.15 08:15close70.101.334181.345511.332513.311077.11
212013.02.15 08:15close60.101.334181.345211.332210.311077.42
222013.02.21 07:45sell80.101.326540.000000.00000
232013.02.21 07:45modify80.101.326541.337541.32454
242013.02.21 07:51sell90.101.326870.000000.00000
252013.02.21 07:51modify90.101.326871.337871.32487
262013.02.21 08:28close90.101.325471.337871.3248714.001091.42
272013.02.21 08:28close80.101.325121.337541.3245414.201105.62
282013.02.21 14:15sell100.101.320420.000000.00000
292013.02.21 14:15modify100.101.320421.331421.31842
302013.02.21 14:22sell110.101.320750.000000.00000
312013.02.21 14:22modify110.101.320751.331751.31875
322013.02.21 18:06close110.101.319251.331751.3187515.001120.62
332013.02.21 18:09close100.101.318991.331421.3184214.301134.92
342013.02.26 00:15sell120.101.308740.000000.00000
352013.02.26 00:15modify120.101.308741.319741.30674
362013.02.26 03:54t/p120.101.306741.319741.3067420.001154.92
372013.03.08 19:15sell130.101.300470.000000.00000
382013.03.08 19:15modify130.101.300471.311471.29847
392013.03.08 19:20sell140.101.300780.000000.00000
402013.03.08 19:20modify140.101.300781.311781.29878
412013.03.10 21:00t/p140.101.298781.311781.2987820.001174.92
422013.03.10 21:00close130.101.298671.311471.2984718.001192.92
432013.03.13 17:00sell150.101.295760.000000.00000
442013.03.13 17:00modify150.101.295761.306761.29376
452013.03.13 17:13sell160.101.296070.000000.00000
462013.03.13 17:13modify160.101.296071.307071.29407
472013.03.13 20:15close160.101.295311.307071.294077.601200.52
482013.03.13 20:15close150.101.295311.306761.293764.501205.02
492013.03.19 19:15sell170.101.289040.000000.00000
502013.03.19 19:15modify170.101.289041.300041.28704
512013.03.19 19:30close170.101.287641.300041.2870414.001219.02
522013.03.26 01:15sell180.101.286600.000000.00000
532013.03.26 01:15modify180.101.286601.297601.28460
542013.03.26 08:10close180.101.285201.297601.2846014.001233.02
552013.04.05 19:15buy190.101.300900.000000.00000
562013.04.05 19:15modify190.101.300901.289901.30290
572013.04.05 20:15buy200.101.300580.000000.00000
582013.04.05 20:15modify200.101.300581.289581.30258
592013.04.08 08:30close200.101.301421.289581.302588.121241.14
602013.04.08 08:30close190.101.301421.289901.302904.921246.06
612013.04.11 13:00buy210.101.310910.000000.00000
622013.04.11 13:00modify210.101.310911.299911.31291
632013.04.11 13:05buy220.101.310410.000000.00000
642013.04.11 13:05modify220.101.310411.299411.31241
652013.04.11 14:43close220.101.311901.299411.3124114.901260.96
662013.04.11 14:57t/p210.101.312911.299911.3129120.001280.96
672013.04.16 20:15buy230.101.318010.000000.00000
682013.04.16 20:15modify230.101.318011.307011.32001
692013.04.17 05:00close230.101.318141.307011.320011.021281.98
702013.04.17 22:00sell240.101.303550.000000.00000
712013.04.17 22:00modify240.101.303551.314551.30155
722013.04.18 01:00close240.101.302911.314551.301556.431288.41
732013.04.18 03:45sell250.101.304840.000000.00000
742013.04.18 03:45modify250.101.304841.315841.30284
752013.04.18 03:50sell260.101.305530.000000.00000
762013.04.18 03:50modify260.101.305531.316531.30353
772013.04.18 05:09close260.101.304131.316531.3035314.001302.41
782013.04.18 05:45close250.101.304031.315841.302848.101310.51
792013.04.25 04:15buy270.101.304410.000000.00000
802013.04.25 04:15modify270.101.304411.293411.30641
812013.04.25 08:59t/p270.101.306411.293411.3064120.001330.51
822013.05.09 22:00sell280.101.304450.000000.00000
832013.05.09 22:00modify280.101.304451.315451.30245
842013.05.10 00:00close280.101.303261.315451.3024511.911342.42
852013.05.10 02:30sell290.101.304460.000000.00000
862013.05.10 02:30modify290.101.304461.315461.30246
872013.05.10 05:00close290.101.303991.315461.302464.701347.12
882013.06.26 17:45sell300.101.300900.000000.00000
892013.06.26 17:45modify300.101.300901.311901.29890
902013.06.27 15:00close300.101.300261.311901.298906.431353.55
912013.07.04 16:30sell310.101.292990.000000.00000
922013.07.04 16:30modify310.101.292991.303991.29099
932013.07.04 17:13close310.101.291591.303991.2909914.001367.55
942013.07.11 01:45buy320.101.307370.000000.00000
952013.07.11 01:45modify320.101.307371.296371.30937
962013.07.11 02:25close320.101.308961.296371.3093715.901383.45
972013.07.11 06:45buy330.101.307260.000000.00000
982013.07.11 06:45modify330.101.307261.296261.30926
992013.07.11 06:53buy340.101.306960.000000.00000
1002013.07.11 06:53modify340.101.306961.295961.30896
1012013.07.11 10:39close340.101.306971.295961.308960.101383.55
1022013.07.11 10:39close330.101.307291.296261.309260.301383.85
1032013.08.13 18:45sell350.101.326060.000000.00000
1042013.08.13 18:45modify350.101.326061.337061.32406
1052013.08.13 18:54sell360.101.326380.000000.00000
1062013.08.13 18:54modify360.101.326381.337381.32438
1072013.08.14 04:45close360.101.325981.337381.324384.011387.86
1082013.08.14 04:45close350.101.325981.337061.324060.811388.67
1092013.08.20 17:15buy370.101.341880.000000.00000
1102013.08.20 17:15modify370.101.341881.330881.34388
1112013.08.21 02:45close370.101.342631.330881.343887.221395.89
1122013.08.30 17:30sell380.101.321630.000000.00000
1132013.08.30 17:30modify380.101.321631.332631.31963
1142013.09.01 22:45close380.101.320271.332631.3196313.601409.49
1152013.09.19 11:45buy390.101.354690.000000.00000
1162013.09.19 11:45modify390.101.354691.343691.35669
1172013.09.19 11:54buy400.101.354360.000000.00000
1182013.09.19 11:54modify400.101.354361.343361.35636
1192013.09.19 14:21close400.101.355781.343361.3563614.201423.69
1202013.09.19 14:25close390.101.356101.343691.3566914.101437.79
1212013.09.19 15:45buy410.101.352310.000000.00000
1222013.09.19 15:45modify410.101.352311.341311.35431
1232013.09.19 19:30close410.101.353521.341311.3543112.101449.89
1242013.11.01 18:00sell420.101.349520.000000.00000
1252013.11.01 18:00modify420.101.349521.360521.34752
1262013.11.04 03:01t/p420.101.347521.360521.3475220.011469.90
1272013.11.07 16:00sell430.101.338230.000000.00000
1282013.11.07 16:00modify430.101.338231.349231.33623
1292013.11.07 16:07sell440.101.338570.000000.00000
1302013.11.07 16:07modify440.101.338571.349571.33657
1312013.11.08 13:30t/p440.101.336571.349571.3365720.011489.91
1322013.11.08 13:30t/p430.101.336231.349231.3362320.011509.92
1332013.12.19 05:30sell450.101.366300.000000.00000
1342013.12.19 05:30modify450.101.366301.377301.36430
1352013.12.19 05:46sell460.101.366610.000000.00000
1362013.12.19 05:46modify460.101.366611.377611.36461
1372013.12.19 12:58close460.101.366601.377611.364610.101510.02
1382013.12.19 12:59close450.101.366301.377301.364300.001510.02
1392013.12.27 14:30buy470.101.380300.000000.00000
1402013.12.27 14:30modify470.101.380301.369301.38230
1412013.12.27 14:35buy480.101.379550.000000.00000
1422013.12.27 14:35modify480.101.379551.368551.38155
1432013.12.30 15:15close480.101.381151.368551.3815515.721525.74
1442013.12.30 15:15close470.101.381151.369301.382308.221533.96
1452014.01.02 17:00sell490.101.366970.000000.00000
1462014.01.02 17:00modify490.101.366971.377971.36497
1472014.01.02 17:05sell500.101.367510.000000.00000
1482014.01.02 17:05modify500.101.367511.378511.36551
1492014.01.02 19:30close500.101.366281.378511.3655112.301546.26
1502014.01.02 19:30close490.101.366281.377971.364976.901553.16
1512014.01.02 22:00sell510.101.367180.000000.00000
1522014.01.02 22:00modify510.101.367181.378181.36518
1532014.01.03 01:15close510.101.365631.378181.3651815.511568.67
1542014.01.05 23:00sell520.101.360040.000000.00000
1552014.01.05 23:00modify520.101.360041.371041.35804
1562014.01.06 01:40close520.101.358631.371041.3580414.111582.78
1572014.02.06 18:30buy530.101.359150.000000.00000
1582014.02.06 18:30modify530.101.359151.348151.36115
1592014.02.07 13:30close530.101.360661.348151.3611514.821597.60
1602014.02.12 15:45sell540.101.358720.000000.00000
1612014.02.12 15:45modify540.101.358721.369721.35672
1622014.02.12 15:51sell550.101.359050.000000.00000
1632014.02.12 15:51modify550.101.359051.370051.35705
1642014.02.14 07:00s/l540.101.369721.369721.35672-109.961487.64
1652014.02.14 07:15s/l550.101.370051.370051.35705-109.961377.68
1662014.02.28 15:00buy560.101.379500.000000.00000
1672014.02.28 15:00modify560.101.379501.368501.38150
1682014.02.28 15:59close560.101.380901.368501.3815014.001391.68
1692014.02.28 20:45buy570.101.380580.000000.00000
1702014.02.28 20:45modify570.101.380581.369581.38258
1712014.02.28 21:00buy580.101.380270.000000.00000
1722014.02.28 21:00modify580.101.380271.369271.38227
1732014.03.06 13:54close580.101.381681.369271.3822712.421404.10
1742014.03.06 13:56close570.101.381981.369581.3825812.321416.42
1752014.03.20 16:15sell590.101.377920.000000.00000
1762014.03.20 16:15modify590.101.377921.388921.37592
1772014.03.20 16:25sell600.101.378250.000000.00000
1782014.03.20 16:25modify600.101.378251.389251.37625
1792014.03.21 05:00close600.101.378211.389251.376250.411416.83
1802014.03.21 05:03close590.101.377851.388921.375920.711417.54
1812014.09.18 00:30sell610.101.285750.000000.00000
1822014.09.18 00:30modify610.101.285751.296751.28375
1832014.09.18 01:45sell620.101.286270.000000.00000
1842014.09.18 01:45modify620.101.286271.297271.28427
1852014.09.18 04:45close620.101.286041.297271.284272.301419.84
1862014.09.18 05:06close610.101.285711.296751.283750.401420.24
1872014.09.25 14:15sell630.101.274430.000000.00000
1882014.09.25 14:15modify630.101.274431.285431.27243
1892014.09.25 14:23sell640.101.274740.000000.00000
1902014.09.25 14:23modify640.101.274741.285741.27274
1912014.09.25 15:15close640.101.273071.285741.2727416.701436.94
1922014.09.25 15:15close630.101.273031.285431.2724314.001450.94
1932014.09.30 13:45sell650.101.260960.000000.00000
1942014.09.30 13:45modify650.101.260961.271961.25896
1952014.09.30 13:50sell660.101.261610.000000.00000
1962014.09.30 13:50modify660.101.261611.272611.25961
1972014.10.01 01:30close660.101.261531.272611.259610.811451.75
1982014.10.01 02:15close650.101.260951.271961.258960.111451.86
1992014.10.07 01:00buy670.101.262710.000000.00000
2002014.10.07 01:00modify670.101.262711.251711.26471
2012014.10.07 01:05buy680.101.262330.000000.00000
2022014.10.07 01:05modify680.101.262331.251331.26433
2032014.10.07 05:30close680.101.263431.251331.2643311.001462.86
2042014.10.07 05:30close670.101.263431.251711.264717.201470.06
2052014.10.08 22:30buy690.101.272960.000000.00000
2062014.10.08 22:30modify690.101.272961.261961.27496
2072014.10.08 23:30close690.101.273941.261961.274969.801479.86
2082014.10.30 10:15sell700.101.259720.000000.00000
2092014.10.30 10:15modify700.101.259721.270721.25772
2102014.10.30 12:06close700.101.258181.270721.2577215.401495.26
2112014.10.31 16:00sell710.101.252930.000000.00000
2122014.10.31 16:00modify710.101.252931.263931.25093
2132014.10.31 16:06sell720.101.253300.000000.00000
2142014.10.31 16:06modify720.101.253301.264301.25130
2152014.10.31 20:45close720.101.252541.264301.251307.601502.86
2162014.10.31 20:45close710.101.252541.263931.250933.901506.76
2172014.11.07 02:30sell730.101.238540.000000.00000
2182014.11.07 02:30modify730.101.238541.249541.23654
2192014.11.07 04:56close730.101.237051.249541.2365414.901521.66
2202014.11.14 21:45buy740.101.252190.000000.00000
2212014.11.14 21:45modify740.101.252191.241191.25419
2222014.11.17 00:10t/p740.101.254191.241191.2541919.721541.38
2232014.12.18 03:15sell750.101.234780.000000.00000
2242014.12.18 03:15modify750.101.234781.245781.23278
2252014.12.18 03:30sell760.101.235090.000000.00000
2262014.12.18 03:30modify760.101.235091.246091.23309
2272014.12.18 05:30close760.101.234331.246091.233097.601548.98
2282014.12.18 05:30close750.101.234331.245781.232784.501553.48
2292015.01.07 17:45sell770.101.183110.000000.00000
2302015.01.07 17:45modify770.101.183111.194111.18111
2312015.01.07 19:00t/p770.101.181111.194111.1811120.001573.48
2322015.01.15 18:45sell780.101.162990.000000.00000
2332015.01.15 18:45modify780.101.162991.173991.16099
2342015.01.15 19:01close780.101.161581.173991.1609914.101587.58
2352015.01.15 21:45sell790.101.162980.000000.00000
2362015.01.15 21:45modify790.101.162981.173981.16098
2372015.01.15 21:52sell800.101.163300.000000.00000
2382015.01.15 21:52modify800.101.163301.174301.16130
2392015.01.16 00:24t/p800.101.161301.174301.1613020.011607.59
2402015.01.16 00:28close790.101.161551.173981.1609814.311621.90
2412015.01.16 18:00sell810.101.154730.000000.00000
2422015.01.16 18:00modify810.101.154731.165731.15273
2432015.01.16 18:30sell820.101.156270.000000.00000
2442015.01.16 18:30modify820.101.156271.167271.15427
2452015.01.16 18:59t/p820.101.154271.167271.1542720.001641.90
2462015.01.20 17:45close810.101.154731.165731.152730.021641.92
2472015.01.23 08:15sell830.101.135340.000000.00000
2482015.01.23 08:15modify830.101.135341.146341.13334
2492015.01.23 08:34close830.101.133761.146341.1333415.801657.72
2502015.01.23 15:30sell840.101.127330.000000.00000
2512015.01.23 15:30modify840.101.127331.138331.12533
2522015.01.23 15:35sell850.101.128250.000000.00000
2532015.01.23 15:35modify850.101.128251.139251.12625
2542015.01.23 15:47close850.101.126841.139251.1262514.101671.82
2552015.01.23 15:53t/p840.101.125331.138331.1253320.001691.82
2562015.01.23 16:45sell860.101.128570.000000.00000
2572015.01.23 16:45modify860.101.128571.139571.12657
2582015.01.23 16:56close860.101.127171.139571.1265714.001705.82
2592015.02.03 22:30buy870.101.147260.000000.00000
2602015.02.03 22:30modify870.101.147261.136261.14926
2612015.02.03 23:00buy880.101.146560.000000.00000
2622015.02.03 23:00modify880.101.146561.135561.14856
2632015.02.04 04:30close880.101.147111.135561.148565.221711.04
2642015.02.04 04:44close870.101.147271.136261.14926-0.181710.86
2652015.02.05 01:45sell890.101.134520.000000.00000
2662015.02.05 01:45modify890.101.134521.145521.13252
2672015.02.05 02:15sell900.101.135390.000000.00000
2682015.02.05 02:15modify900.101.135391.146391.13339
2692015.02.05 05:44close900.101.133831.146391.1333915.601726.46
2702015.02.05 05:45close890.101.133941.145521.132525.801732.26