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=30; 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 прибыль357.78Общая прибыль868.13Общий убыток-510.35
Прибыльность1.70Матожидание выигрыша3.85
Абсолютная просадка10.68Максимальная просадка243.08 (19.00%)Относительная просадка19.00% (243.08)
Всего сделок93Короткие позиции (% выигравших)64 (87.50%)Длинные позиции (% выигравших)29 (65.52%)
Прибыльные сделки (% от всех)75 (80.65%)Убыточные сделки (% от всех)18 (19.35%)
Самая большаяприбыльная сделка20.01убыточная сделка-30.28
Среднийприбыльная сделка11.58убыточная сделка-28.35
Максимальное количествонепрерывных выигрышей (прибыль)23 (225.48)непрерывных проигрышей (убыток)3 (-90.22)
Максимальнаянепрерывная прибыль (число выигрышей)225.48 (23)непрерывный убыток (число проигрышей)-90.22 (3)
Среднийнепрерывный выигрыш7непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.25 18:00buy10.101.345280.000000.00000
22013.01.25 18:00modify10.101.345281.342281.34728
32013.01.25 19:12close10.101.346871.342281.3472815.901015.90
42013.02.01 12:00buy20.101.363970.000000.00000
52013.02.01 12:00modify20.101.363971.360971.36597
62013.02.01 12:52close20.101.365491.360971.3659715.201031.10
72013.02.08 02:00sell30.101.340460.000000.00000
82013.02.08 02:00modify30.101.340461.343461.33846
92013.02.08 02:05sell40.101.340820.000000.00000
102013.02.08 02:05modify40.101.340821.343821.33882
112013.02.08 07:04close40.101.339411.343821.3388214.101045.20
122013.02.08 07:07close30.101.339011.343461.3384614.501059.70
132013.02.14 15:00sell50.101.334250.000000.00000
142013.02.14 15:00modify50.101.334251.337251.33225
152013.02.14 15:09close50.101.332841.337251.3322514.101073.80
162013.02.14 19:15sell60.101.334210.000000.00000
172013.02.14 19:15modify60.101.334211.337211.33221
182013.02.14 19:26sell70.101.334510.000000.00000
192013.02.14 19:26modify70.101.334511.337511.33251
202013.02.15 06:30s/l60.101.337211.337211.33221-29.991043.81
212013.02.15 06:30s/l70.101.337511.337511.33251-29.991013.82
222013.02.21 07:45sell80.101.326540.000000.00000
232013.02.21 07:45modify80.101.326541.329541.32454
242013.02.21 07:51sell90.101.326870.000000.00000
252013.02.21 07:51modify90.101.326871.329871.32487
262013.02.21 08:28close90.101.325471.329871.3248714.001027.82
272013.02.21 08:28close80.101.325121.329541.3245414.201042.02
282013.02.21 14:15sell100.101.320420.000000.00000
292013.02.21 14:15modify100.101.320421.323421.31842
302013.02.21 14:22sell110.101.320750.000000.00000
312013.02.21 14:22modify110.101.320751.323751.31875
322013.02.21 18:06close110.101.319251.323751.3187515.001057.02
332013.02.21 18:09close100.101.318991.323421.3184214.301071.32
342013.02.26 00:15sell120.101.308740.000000.00000
352013.02.26 00:15modify120.101.308741.311741.30674
362013.02.26 03:54t/p120.101.306741.311741.3067420.001091.32
372013.03.08 19:15sell130.101.300470.000000.00000
382013.03.08 19:15modify130.101.300471.303471.29847
392013.03.08 19:20sell140.101.300780.000000.00000
402013.03.08 19:20modify140.101.300781.303781.29878
412013.03.10 21:00t/p140.101.298781.303781.2987820.001111.32
422013.03.10 21:00close130.101.298671.303471.2984718.001129.32
432013.03.13 17:00sell150.101.295760.000000.00000
442013.03.13 17:00modify150.101.295761.298761.29376
452013.03.13 17:13sell160.101.296070.000000.00000
462013.03.13 17:13modify160.101.296071.299071.29407
472013.03.13 20:15close160.101.295311.299071.294077.601136.92
482013.03.13 20:15close150.101.295311.298761.293764.501141.42
492013.03.19 19:15sell170.101.289040.000000.00000
502013.03.19 19:15modify170.101.289041.292041.28704
512013.03.19 19:30close170.101.287641.292041.2870414.001155.42
522013.03.26 01:15sell180.101.286600.000000.00000
532013.03.26 01:15modify180.101.286601.289601.28460
542013.03.26 08:10close180.101.285201.289601.2846014.001169.42
552013.04.05 19:15buy190.101.300900.000000.00000
562013.04.05 19:15modify190.101.300901.297901.30290
572013.04.05 20:15buy200.101.300580.000000.00000
582013.04.05 20:15modify200.101.300581.297581.30258
592013.04.07 21:00s/l190.101.297901.297901.30290-30.001139.42
602013.04.07 21:00s/l200.101.297581.297581.30258-30.001109.42
612013.04.11 13:00buy210.101.310910.000000.00000
622013.04.11 13:00modify210.101.310911.307911.31291
632013.04.11 13:05buy220.101.310410.000000.00000
642013.04.11 13:05modify220.101.310411.307411.31241
652013.04.11 14:43close220.101.311901.307411.3124114.901124.32
662013.04.11 14:57t/p210.101.312911.307911.3129120.001144.32
672013.04.16 20:15buy230.101.318010.000000.00000
682013.04.16 20:15modify230.101.318011.315011.32001
692013.04.17 05:00close230.101.318141.315011.320011.021145.34
702013.04.17 22:00sell240.101.303550.000000.00000
712013.04.17 22:00modify240.101.303551.306551.30155
722013.04.18 01:00close240.101.302911.306551.301556.431151.77
732013.04.18 03:45sell250.101.304840.000000.00000
742013.04.18 03:45modify250.101.304841.307841.30284
752013.04.18 03:50sell260.101.305530.000000.00000
762013.04.18 03:50modify260.101.305531.308531.30353
772013.04.18 05:09close260.101.304131.308531.3035314.001165.77
782013.04.18 05:45close250.101.304031.307841.302848.101173.87
792013.04.25 04:15buy270.101.304410.000000.00000
802013.04.25 04:15modify270.101.304411.301411.30641
812013.04.25 08:59t/p270.101.306411.301411.3064120.001193.87
822013.05.09 22:00sell280.101.304450.000000.00000
832013.05.09 22:00modify280.101.304451.307451.30245
842013.05.10 00:00close280.101.303261.307451.3024511.911205.78
852013.05.10 02:30sell290.101.304460.000000.00000
862013.05.10 02:30modify290.101.304461.307461.30246
872013.05.10 05:00close290.101.303991.307461.302464.701210.48
882013.06.26 17:45sell300.101.300900.000000.00000
892013.06.26 17:45modify300.101.300901.303901.29890
902013.06.27 06:36s/l300.101.303901.303901.29890-29.971180.51
912013.07.04 16:30sell310.101.292990.000000.00000
922013.07.04 16:30modify310.101.292991.295991.29099
932013.07.04 17:13close310.101.291591.295991.2909914.001194.51
942013.07.11 01:45buy320.101.307370.000000.00000
952013.07.11 01:45modify320.101.307371.304371.30937
962013.07.11 02:25close320.101.308961.304371.3093715.901210.41
972013.07.11 06:45buy330.101.307260.000000.00000
982013.07.11 06:45modify330.101.307261.304261.30926
992013.07.11 06:53buy340.101.306960.000000.00000
1002013.07.11 06:53modify340.101.306961.303961.30896
1012013.07.11 07:11s/l330.101.304261.304261.30926-30.001180.41
1022013.07.11 07:11s/l340.101.303961.303961.30896-30.001150.41
1032013.07.11 07:11buy350.101.304060.000000.00000
1042013.07.11 07:11modify350.101.304061.301061.30606
1052013.07.11 07:21buy360.101.303750.000000.00000
1062013.07.11 07:21modify360.101.303751.300751.30575
1072013.07.11 08:00close360.101.305181.300751.3057514.301164.71
1082013.07.11 08:00close350.101.305461.301061.3060614.001178.71
1092013.08.13 18:45sell370.101.326060.000000.00000
1102013.08.13 18:45modify370.101.326061.329061.32406
1112013.08.13 18:54sell380.101.326380.000000.00000
1122013.08.13 18:54modify380.101.326381.329381.32438
1132013.08.14 04:45close380.101.325981.329381.324384.011182.72
1142013.08.14 04:45close370.101.325981.329061.324060.811183.53
1152013.08.20 17:15buy390.101.341880.000000.00000
1162013.08.20 17:15modify390.101.341881.338881.34388
1172013.08.21 02:45close390.101.342631.338881.343887.221190.75
1182013.08.30 17:30sell400.101.321630.000000.00000
1192013.08.30 17:30modify400.101.321631.324631.31963
1202013.09.01 22:45close400.101.320271.324631.3196313.601204.35
1212013.09.19 11:45buy410.101.354690.000000.00000
1222013.09.19 11:45modify410.101.354691.351691.35669
1232013.09.19 11:54buy420.101.354360.000000.00000
1242013.09.19 11:54modify420.101.354361.351361.35636
1252013.09.19 14:21close420.101.355781.351361.3563614.201218.55
1262013.09.19 14:25close410.101.356101.351691.3566914.101232.65
1272013.09.19 15:45buy430.101.352310.000000.00000
1282013.09.19 15:45modify430.101.352311.349311.35431
1292013.09.19 19:30close430.101.353521.349311.3543112.101244.75
1302013.11.01 18:00sell440.101.349520.000000.00000
1312013.11.01 18:00modify440.101.349521.352521.34752
1322013.11.04 03:01t/p440.101.347521.352521.3475220.011264.76
1332013.11.07 16:00sell450.101.338230.000000.00000
1342013.11.07 16:00modify450.101.338231.341231.33623
1352013.11.07 16:07sell460.101.338570.000000.00000
1362013.11.07 16:07modify460.101.338571.341571.33657
1372013.11.07 16:17s/l450.101.341231.341231.33623-30.001234.76
1382013.11.07 16:17s/l460.101.341571.341571.33657-30.001204.76
1392013.11.07 18:45sell470.101.343550.000000.00000
1402013.11.07 18:45modify470.101.343551.346551.34155
1412013.11.07 20:53close470.101.342101.346551.3415514.501219.26
1422013.12.19 05:30sell480.101.366300.000000.00000
1432013.12.19 05:30modify480.101.366301.369301.36430
1442013.12.19 05:46sell490.101.366610.000000.00000
1452013.12.19 05:46modify490.101.366611.369611.36461
1462013.12.19 12:58close490.101.366601.369611.364610.101219.36
1472013.12.19 12:59close480.101.366301.369301.364300.001219.36
1482013.12.27 14:30buy500.101.380300.000000.00000
1492013.12.27 14:30modify500.101.380301.377301.38230
1502013.12.27 14:35buy510.101.379550.000000.00000
1512013.12.27 14:35modify510.101.379551.376551.38155
1522013.12.27 16:12s/l500.101.377301.377301.38230-30.001189.36
1532013.12.27 16:44s/l510.101.376551.376551.38155-30.001159.36
1542014.01.02 17:00sell520.101.366970.000000.00000
1552014.01.02 17:00modify520.101.366971.369971.36497
1562014.01.02 17:05sell530.101.367510.000000.00000
1572014.01.02 17:05modify530.101.367511.370511.36551
1582014.01.02 19:30close530.101.366281.370511.3655112.301171.66
1592014.01.02 19:30close520.101.366281.369971.364976.901178.56
1602014.01.02 22:00sell540.101.367180.000000.00000
1612014.01.02 22:00modify540.101.367181.370181.36518
1622014.01.03 01:15close540.101.365631.370181.3651815.511194.07
1632014.01.05 23:00sell550.101.360040.000000.00000
1642014.01.05 23:00modify550.101.360041.363041.35804
1652014.01.06 01:40close550.101.358631.363041.3580414.111208.18
1662014.02.06 18:30buy560.101.359150.000000.00000
1672014.02.06 18:30modify560.101.359151.356151.36115
1682014.02.07 08:32s/l560.101.356151.356151.36115-30.281177.90
1692014.02.12 15:45sell570.101.358720.000000.00000
1702014.02.12 15:45modify570.101.358721.361721.35672
1712014.02.12 15:51sell580.101.359050.000000.00000
1722014.02.12 15:51modify580.101.359051.362051.35705
1732014.02.13 03:22s/l570.101.361721.361721.35672-29.971147.93
1742014.02.13 06:12s/l580.101.362051.362051.35705-29.971117.96
1752014.02.28 15:00buy590.101.379500.000000.00000
1762014.02.28 15:00modify590.101.379501.376501.38150
1772014.02.28 15:59close590.101.380901.376501.3815014.001131.96
1782014.02.28 20:45buy600.101.380580.000000.00000
1792014.02.28 20:45modify600.101.380581.377581.38258
1802014.02.28 21:00buy610.101.380270.000000.00000
1812014.02.28 21:00modify610.101.380271.377271.38227
1822014.03.02 22:00s/l600.101.377581.377581.38258-30.001101.96
1832014.03.02 22:00s/l610.101.377271.377271.38227-30.001071.96
1842014.03.20 16:15sell620.101.377920.000000.00000
1852014.03.20 16:15modify620.101.377921.380921.37592
1862014.03.20 16:25sell630.101.378250.000000.00000
1872014.03.20 16:25modify630.101.378251.381251.37625
1882014.03.21 05:00close630.101.378211.381251.376250.411072.37
1892014.03.21 05:03close620.101.377851.380921.375920.711073.08
1902014.09.18 00:30sell640.101.285750.000000.00000
1912014.09.18 00:30modify640.101.285751.288751.28375
1922014.09.18 01:45sell650.101.286270.000000.00000
1932014.09.18 01:45modify650.101.286271.289271.28427
1942014.09.18 04:45close650.101.286041.289271.284272.301075.38
1952014.09.18 05:06close640.101.285711.288751.283750.401075.78
1962014.09.25 14:15sell660.101.274430.000000.00000
1972014.09.25 14:15modify660.101.274431.277431.27243
1982014.09.25 14:23sell670.101.274740.000000.00000
1992014.09.25 14:23modify670.101.274741.277741.27274
2002014.09.25 15:15close670.101.273071.277741.2727416.701092.48
2012014.09.25 15:15close660.101.273031.277431.2724314.001106.48
2022014.09.30 13:45sell680.101.260960.000000.00000
2032014.09.30 13:45modify680.101.260961.263961.25896
2042014.09.30 13:50sell690.101.261610.000000.00000
2052014.09.30 13:50modify690.101.261611.264611.25961
2062014.10.01 01:30close690.101.261531.264611.259610.811107.29
2072014.10.01 02:15close680.101.260951.263961.258960.111107.40
2082014.10.07 01:00buy700.101.262710.000000.00000
2092014.10.07 01:00modify700.101.262711.259711.26471
2102014.10.07 01:05buy710.101.262330.000000.00000
2112014.10.07 01:05modify710.101.262331.259331.26433
2122014.10.07 05:30close710.101.263431.259331.2643311.001118.40
2132014.10.07 05:30close700.101.263431.259711.264717.201125.60
2142014.10.08 22:30buy720.101.272960.000000.00000
2152014.10.08 22:30modify720.101.272961.269961.27496
2162014.10.08 23:30close720.101.273941.269961.274969.801135.40
2172014.10.30 10:15sell730.101.259720.000000.00000
2182014.10.30 10:15modify730.101.259721.262721.25772
2192014.10.30 12:06close730.101.258181.262721.2577215.401150.80
2202014.10.31 16:00sell740.101.252930.000000.00000
2212014.10.31 16:00modify740.101.252931.255931.25093
2222014.10.31 16:06sell750.101.253300.000000.00000
2232014.10.31 16:06modify750.101.253301.256301.25130
2242014.10.31 20:45close750.101.252541.256301.251307.601158.40
2252014.10.31 20:45close740.101.252541.255931.250933.901162.30
2262014.11.07 02:30sell760.101.238540.000000.00000
2272014.11.07 02:30modify760.101.238541.241541.23654
2282014.11.07 04:56close760.101.237051.241541.2365414.901177.20
2292014.11.14 21:45buy770.101.252190.000000.00000
2302014.11.14 21:45modify770.101.252191.249191.25419
2312014.11.17 00:10t/p770.101.254191.249191.2541919.721196.92
2322014.12.18 03:15sell780.101.234780.000000.00000
2332014.12.18 03:15modify780.101.234781.237781.23278
2342014.12.18 03:30sell790.101.235090.000000.00000
2352014.12.18 03:30modify790.101.235091.238091.23309
2362014.12.18 05:30close790.101.234331.238091.233097.601204.52
2372014.12.18 05:30close780.101.234331.237781.232784.501209.02
2382015.01.07 17:45sell800.101.183110.000000.00000
2392015.01.07 17:45modify800.101.183111.186111.18111
2402015.01.07 19:00t/p800.101.181111.186111.1811120.001229.02
2412015.01.15 18:45sell810.101.162990.000000.00000
2422015.01.15 18:45modify810.101.162991.165991.16099
2432015.01.15 19:01close810.101.161581.165991.1609914.101243.12
2442015.01.15 21:45sell820.101.162980.000000.00000
2452015.01.15 21:45modify820.101.162981.165981.16098
2462015.01.15 21:52sell830.101.163300.000000.00000
2472015.01.15 21:52modify830.101.163301.166301.16130
2482015.01.16 00:24t/p830.101.161301.166301.1613020.011263.13
2492015.01.16 00:28close820.101.161551.165981.1609814.311277.44
2502015.01.16 18:00sell840.101.154730.000000.00000
2512015.01.16 18:00modify840.101.154731.157731.15273
2522015.01.16 18:30sell850.101.156270.000000.00000
2532015.01.16 18:30modify850.101.156271.159271.15427
2542015.01.16 18:59t/p850.101.154271.159271.1542720.001297.44
2552015.01.16 19:52s/l840.101.157731.157731.15273-30.001267.44
2562015.01.23 08:15sell860.101.135340.000000.00000
2572015.01.23 08:15modify860.101.135341.138341.13334
2582015.01.23 08:34close860.101.133761.138341.1333415.801283.24
2592015.01.23 15:30sell870.101.127330.000000.00000
2602015.01.23 15:30modify870.101.127331.130331.12533
2612015.01.23 15:35sell880.101.128250.000000.00000
2622015.01.23 15:35modify880.101.128251.131251.12625
2632015.01.23 15:47close880.101.126841.131251.1262514.101297.34
2642015.01.23 15:53t/p870.101.125331.130331.1253320.001317.34
2652015.01.23 16:45sell890.101.128570.000000.00000
2662015.01.23 16:45modify890.101.128571.131571.12657
2672015.01.23 16:56close890.101.127171.131571.1265714.001331.34
2682015.02.03 22:30buy900.101.147260.000000.00000
2692015.02.03 22:30modify900.101.147261.144261.14926
2702015.02.03 23:00buy910.101.146560.000000.00000
2712015.02.03 23:00modify910.101.146561.143561.14856
2722015.02.04 04:30close910.101.147111.143561.148565.221336.56
2732015.02.04 04:44close900.101.147271.144261.14926-0.181336.38
2742015.02.05 01:45sell920.101.134520.000000.00000
2752015.02.05 01:45modify920.101.134521.137521.13252
2762015.02.05 02:15sell930.101.135390.000000.00000
2772015.02.05 02:15modify930.101.135391.138391.13339
2782015.02.05 05:44close930.101.133831.138391.1333915.601351.98
2792015.02.05 05:45close920.101.133941.137521.132525.801357.78