Strategy Tester Report
Laguerre v1.02
(Build 765)

СимволEURGBP (Euro vs British Pound)
Период15 Минут (M15) 2012.11.01 00:00 - 2015.07.20 23:59 (2013.01.01 - 2015.07.10)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagic=0; EA_Name="Laguerre v1.0"; MaxSpread=5; Slippage=2; NumOfTry=3; MM="==== Настройки риска ===="; FixedLots=0.1; Risk=0; TI="==== Временные фильтры ===="; MondayStartHour=0; FridayExit=false; FridayLastTradeHour=19; FridayExitHour=20; UseTradeTimeControl=false; StartTradeHour=19; StopTradeHour=20; O4="==== Периоды индикаторов ===="; LagMAPer=0.8; LagPer=0.3; CCIPer=18; LagOpen1=0.36; LagOpen2=0.22; LagClose=0.16; CCIOpen=140; TakeProfit_=60; StopLoss_=48; O8="==== Фильтр новостей ===="; AvoidNews=false; MinimumImpact=3; MinsBeforeNews=60; MinsAfterNews=30; O9="==== Двойные входы ===="; SecondOpenTrade=false; Distance=20; LotMult=0.5; O10="==== Тралы ===="; TrailStep=1; TralOnPips=true; TrailingStop=20; TrailingStart=16; TR002="===================================================================";
Баров в истории67544Смоделировано тиков43709004Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (21)
Чистая прибыль500.39Общая прибыль617.68Общий убыток-117.29
Прибыльность5.27Матожидание выигрыша12.51
Абсолютная просадка40.82Максимальная просадка91.58 (0.87%)Относительная просадка0.87% (91.58)
Всего сделок40Короткие позиции (% выигравших)20 (95.00%)Длинные позиции (% выигравших)20 (80.00%)
Прибыльные сделки (% от всех)35 (87.50%)Убыточные сделки (% от всех)5 (12.50%)
Самая большаяприбыльная сделка92.44убыточная сделка-73.92
Среднийприбыльная сделка17.65убыточная сделка-23.46
Максимальное количествонепрерывных выигрышей (прибыль)27 (450.92)непрерывных проигрышей (убыток)1 (-73.92)
Максимальнаянепрерывная прибыль (число выигрышей)450.92 (27)непрерывный убыток (число проигрышей)-73.92 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.02 00:15sell10.100.812590.000000.00000
22013.01.02 00:15modify10.100.812590.817390.80659
32013.01.02 11:30close10.100.812300.817390.806594.4610004.46
42013.01.11 21:30buy20.100.827360.000000.00000
52013.01.11 21:30modify20.100.827360.822560.83336
62013.01.15 00:00modify20.100.827360.830150.83336
72013.01.15 00:00close20.100.832150.830150.8333672.9310077.39
82013.01.25 03:15buy30.100.847010.000000.00000
92013.01.25 03:15modify30.100.847010.842230.85303
102013.01.25 07:13modify30.100.847010.845300.85303
112013.01.25 07:37modify30.100.847010.845490.85303
122013.01.25 07:59modify30.100.847010.845620.85303
132013.01.25 08:00close30.100.847710.845620.8530310.7710088.16
142013.02.06 01:45buy40.100.867010.000000.00000
152013.02.06 01:45modify40.100.867010.862210.87301
162013.02.06 02:34modify40.100.867010.865280.87301
172013.02.06 02:36modify40.100.867010.865460.87301
182013.02.06 02:44modify40.100.867010.865570.87301
192013.02.06 02:57modify40.100.867010.865730.87301
202013.02.06 03:44modify40.100.867010.865970.87301
212013.02.06 09:36s/l40.100.865970.865970.87301-16.0210072.14
222013.02.08 04:15sell50.100.852890.000000.00000
232013.02.08 04:15modify50.100.852890.857690.84689
242013.02.08 08:00close50.100.852110.857690.8468912.0210084.16
252013.02.12 20:15buy60.100.859800.000000.00000
262013.02.12 20:15modify60.100.859800.855000.86580
272013.02.13 09:47close60.100.859820.855000.86580-0.1010084.06
282013.02.13 18:00buy70.100.864540.000000.00000
292013.02.13 18:00modify70.100.864540.859740.87054
302013.02.13 18:12modify70.100.864540.862850.87054
312013.02.13 18:14modify70.100.864540.863000.87054
322013.02.13 18:18modify70.100.864540.863260.87054
332013.02.13 20:47modify70.100.864540.863460.87054
342013.02.14 00:00close70.100.865430.863460.8705412.4810096.53
352013.02.20 18:30buy80.100.873140.000000.00000
362013.02.20 18:30modify80.100.873140.868350.87915
372013.02.20 20:07modify80.100.873140.871580.87915
382013.02.20 21:03modify80.100.873140.871890.87915
392013.02.20 21:06modify80.100.873140.872320.87915
402013.02.20 21:13s/l80.100.872320.872320.87915-12.6210083.91
412013.02.26 02:45sell90.100.862510.000000.00000
422013.02.26 02:45modify90.100.862510.867310.85651
432013.02.26 05:51modify90.100.862510.861420.85651
442013.02.26 05:51modify90.100.862510.861910.85651
452013.02.26 05:52modify90.100.862510.861620.85651
462013.02.26 05:52close90.100.859620.861620.8565144.5110128.42
472013.03.08 01:15buy100.100.872540.000000.00000
482013.03.08 01:15modify100.100.872540.867740.87854
492013.03.08 01:49modify100.100.872540.870930.87854
502013.03.08 06:37modify100.100.872540.871080.87854
512013.03.08 06:38modify100.100.872540.871440.87854
522013.03.08 06:45close100.100.873330.871440.8785412.1710140.59
532013.04.25 21:00sell110.100.843060.000000.00000
542013.04.25 21:00modify110.100.843060.847870.83707
552013.04.26 03:30close110.100.842280.847870.8370711.8810152.48
562013.04.26 04:45sell120.100.843100.000000.00000
572013.04.26 04:45modify120.100.843100.847890.83709
582013.04.26 13:00close120.100.842830.847890.837094.1510156.63
592013.05.22 19:15buy130.100.855510.000000.00000
602013.05.22 19:15modify130.100.855510.850720.86152
612013.05.23 10:31close130.100.855680.850720.861521.3810158.00
622013.06.18 22:45buy140.100.856430.000000.00000
632013.06.18 22:45modify140.100.856430.851630.86243
642013.06.19 02:34modify140.100.856430.854700.86243
652013.06.19 03:19modify140.100.856430.854970.86243
662013.06.19 03:24modify140.100.856430.855100.86243
672013.06.19 03:30close140.100.857100.855100.862439.9110167.91
682013.08.07 22:30sell150.100.860920.000000.00000
692013.08.07 22:30modify150.100.860920.865700.85490
702013.08.08 07:30close150.100.860620.865700.854904.2410172.15
712013.11.01 09:45sell160.100.846450.000000.00000
722013.11.01 09:45modify160.100.846450.851260.84046
732013.11.01 10:30close160.100.845520.851260.8404614.3210186.47
742013.11.07 22:30sell170.100.834790.000000.00000
752013.11.07 22:30modify170.100.834790.839590.82879
762013.11.08 03:15close170.100.833300.839590.8287922.8210209.29
772013.12.06 01:30buy180.100.837130.000000.00000
782013.12.06 01:30modify180.100.837130.832340.84314
792013.12.06 18:15close180.100.837220.832340.843141.3810210.67
802013.12.19 09:15sell190.100.835410.000000.00000
812013.12.19 09:15modify190.100.835410.840210.82941
822013.12.19 18:30close190.100.834360.840210.8294116.1710226.84
832014.02.04 03:15buy200.100.829030.000000.00000
842014.02.04 03:15modify200.100.829030.824230.83503
852014.02.04 06:38modify200.100.829030.827320.83503
862014.02.04 06:58modify200.100.829030.827430.83503
872014.02.04 07:00modify200.100.829030.827550.83503
882014.02.04 07:59modify200.100.829030.827730.83503
892014.02.04 08:00modify200.100.829030.827870.83503
902014.02.04 08:00close200.100.829870.827870.8350312.9310239.77
912014.02.13 06:00sell210.100.819180.000000.00000
922014.02.13 06:00modify210.100.819180.823980.81318
932014.02.13 11:00close210.100.818950.823980.813183.5410243.31
942014.10.16 01:15buy220.100.801330.000000.00000
952014.10.16 01:15modify220.100.801330.796560.80736
962014.10.16 02:45modify220.100.801330.799660.80736
972014.10.16 02:48modify220.100.801330.799810.80736
982014.10.16 02:49modify220.100.801330.799970.80736
992014.10.16 03:14modify220.100.801330.800080.80736
1002014.10.16 03:27modify220.100.801330.800190.80736
1012014.10.16 03:53modify220.100.801330.800300.80736
1022014.10.16 03:57modify220.100.801330.800420.80736
1032014.10.16 03:59modify220.100.801330.800540.80736
1042014.10.16 08:15close220.100.802340.800540.8073615.5510258.86
1052014.12.19 04:15sell230.100.784410.000000.00000
1062014.12.19 04:15modify230.100.784410.789210.77841
1072014.12.19 10:30close230.100.783850.789210.778418.6210267.48
1082015.01.15 23:45sell240.100.765730.000000.00000
1092015.01.15 23:45modify240.100.765730.770530.75973
1102015.01.16 10:00close240.100.765210.770530.759737.8810275.36
1112015.01.23 05:45sell250.100.756820.000000.00000
1122015.01.23 05:45modify250.100.756820.761620.75082
1132015.01.23 07:15close250.100.755880.761620.7508214.4710289.83
1142015.01.23 18:30sell260.100.750570.000000.00000
1152015.01.23 18:30modify260.100.750570.755380.74458
1162015.01.23 20:30modify260.100.750570.750630.74458
1172015.01.23 20:30modify260.100.750570.749970.74458
1182015.01.23 20:32close260.100.748600.749970.7445830.3410320.17
1192015.01.23 21:30sell270.100.748560.000000.00000
1202015.01.23 21:30modify270.100.748560.753350.74255
1212015.01.26 00:12t/p270.100.742550.753350.7425592.4410412.61
1222015.03.11 01:30sell280.100.709910.000000.00000
1232015.03.11 01:30modify280.100.709910.714710.70391
1242015.03.11 05:30close280.100.708850.714710.7039116.3310428.94
1252015.03.11 17:30sell290.100.707040.000000.00000
1262015.03.11 17:30modify290.100.707040.711840.70104
1272015.03.12 04:13modify290.100.707040.707260.70104
1282015.03.12 04:13modify290.100.707040.706440.70104
1292015.03.12 04:15close290.100.705230.706440.7010427.5010456.44
1302015.03.18 20:00buy300.100.723210.000000.00000
1312015.03.18 20:00modify300.100.723210.718100.72890
1322015.03.18 20:01modify300.100.723210.723210.72890
1332015.03.18 20:01modify300.100.723210.723810.72890
1342015.03.18 20:03s/l300.100.723810.723810.728909.2310465.67
1352015.03.24 03:30buy310.100.731690.000000.00000
1362015.03.24 03:30modify310.100.731690.726890.73769
1372015.03.24 08:05modify310.100.731690.730200.73769
1382015.03.24 08:45close310.100.732090.730200.737696.1610471.83
1392015.03.31 22:30sell320.100.723950.000000.00000
1402015.03.31 22:30modify320.100.723950.728740.71794
1412015.04.01 11:31close320.100.723930.728740.717940.1810472.01
1422015.05.01 03:00buy330.100.730430.000000.00000
1432015.05.01 03:00modify330.100.730430.725630.73643
1442015.05.01 05:03modify330.100.730430.728730.73643
1452015.05.01 09:18modify330.100.730430.728880.73643
1462015.05.01 09:22modify330.100.730430.728990.73643
1472015.05.01 09:25modify330.100.730430.729200.73643
1482015.05.01 09:42modify330.100.730430.729490.73643
1492015.05.01 09:44modify330.100.730430.729730.73643
1502015.05.01 09:45modify330.100.730430.729890.73643
1512015.05.01 09:45close330.100.731890.729890.7364322.4810494.49
1522015.05.01 10:45buy340.100.731360.000000.00000
1532015.05.01 10:45modify340.100.731360.726550.73735
1542015.05.01 10:55modify340.100.731360.729810.73735
1552015.05.01 11:30modify340.100.731360.729990.73735
1562015.05.01 11:31modify340.100.731360.731530.73735
1572015.05.01 11:31modify340.100.731360.731960.73735
1582015.05.01 11:33close340.100.733550.731960.7373533.7210528.21
1592015.05.08 11:15sell350.100.726680.000000.00000
1602015.05.08 11:15modify350.100.726680.731470.72067
1612015.05.08 19:45close350.100.726250.731470.720676.6210534.83
1622015.05.12 05:00sell360.100.715810.000000.00000
1632015.05.12 05:00modify360.100.715810.720610.70981
1642015.05.12 10:18s/l360.100.720610.720610.70981-73.9210460.91
1652015.06.02 23:15buy370.100.726720.000000.00000
1662015.06.02 23:15modify370.100.726720.721930.73273
1672015.06.03 02:37modify370.100.726720.725040.73273
1682015.06.03 04:38modify370.100.726720.725150.73273
1692015.06.03 04:39modify370.100.726720.725470.73273
1702015.06.03 04:56modify370.100.726720.725570.73273
1712015.06.03 07:30close370.100.727510.725570.7327311.7610472.67
1722015.06.04 02:30buy380.100.734720.000000.00000
1732015.06.04 02:30modify380.100.734720.729920.74072
1742015.06.04 03:04modify380.100.734720.732990.74072
1752015.06.04 06:12modify380.100.734720.733210.74072
1762015.06.04 06:30close380.100.735190.733210.740727.2410479.91
1772015.06.04 10:00buy390.100.733990.000000.00000
1782015.06.04 10:00modify390.100.733990.729160.73996
1792015.06.04 10:42modify390.100.733990.732350.73996
1802015.06.04 10:43modify390.100.733990.732550.73996
1812015.06.04 10:46modify390.100.733990.732660.73996
1822015.06.04 10:48modify390.100.733990.732810.73996
1832015.06.04 11:10modify390.100.733990.733390.73996
1842015.06.04 11:11modify390.100.733990.733540.73996
1852015.06.04 11:13modify390.100.733990.734210.73996
1862015.06.04 11:13modify390.100.733990.734590.73996
1872015.06.04 11:15close390.100.736270.734590.7399635.1110515.02
1882015.07.09 00:45buy400.100.720760.000000.00000
1892015.07.09 00:45modify400.100.720760.715960.72676
1902015.07.09 08:19modify400.100.720760.719810.72676
1912015.07.09 10:10s/l400.100.719810.719810.72676-14.6310500.39