Strategy Tester Report
CovertFx_fix
FXOpen-ECN Live Server (Build 971)

СимволGBPAUD (Great Britan Pound vs Australian Dollar)
Период5 Минут (M5) 2014.01.01 22:00 - 2016.07.08 20:59 (2014.01.01 - 2016.07.09)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыRiskSet="--------Risk Settings--------"; MoneyManagement=true; PercentRisk=2; Fixed_Lot=0.01; EASet="--------Expert Advisor Settings--------"; comment="CovertFX"; MagicNumber=785; Slip=3; NumOpenOrdersPerPair=3;
Баров в истории188224Смоделировано тиков66402644Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит500.00Спред50
Чистая прибыль944.16Общая прибыль969.20Общий убыток-25.03
Прибыльность38.72Матожидание выигрыша13.30
Абсолютная просадка32.13Максимальная просадка151.65 (16.09%)Относительная просадка16.09% (151.65)
Всего сделок71Короткие позиции (% выигравших)31 (87.10%)Длинные позиции (% выигравших)40 (90.00%)
Прибыльные сделки (% от всех)63 (88.73%)Убыточные сделки (% от всех)8 (11.27%)
Самая большаяприбыльная сделка71.42убыточная сделка-8.07
Средняяприбыльная сделка15.38убыточная сделка-3.13
Максимальное количествонепрерывных выигрышей (прибыль)54 (904.17)непрерывных проигрышей (убыток)6 (-16.38)
Макс.непрерывная прибыль (число выигрышей)904.17 (54)непрерывный убыток (число проигрышей)-16.38 (6)
Среднийнепрерывный выигрыш21непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.02 00:05buy10.011.864130.000000.00000
22014.01.02 00:05modify10.011.864131.861031.86623
32014.01.02 00:10sell20.011.862830.000000.00000
42014.01.02 00:10modify20.011.862831.865931.86073
52014.01.02 00:14s/l10.011.861031.861031.86623-2.36497.64
62014.01.02 00:15sell30.011.861830.000000.00000
72014.01.02 00:15modify30.011.861831.865801.85886
82014.01.02 00:20sell40.011.862230.000000.00000
92014.01.02 00:20modify40.011.862231.866201.85926
102014.01.02 01:00close40.011.865331.866201.85926-2.37495.27
112014.01.02 01:00close30.011.865331.865801.85886-2.67492.60
122014.01.02 01:00close20.011.865331.865931.86073-1.91490.69
132014.01.02 01:05buy50.011.865480.000000.00000
142014.01.02 01:05modify50.011.865481.860541.86942
152014.01.02 01:10sell60.011.864280.000000.00000
162014.01.02 01:10modify60.011.864281.869561.86000
172014.01.02 01:15buy70.011.865130.000000.00000
182014.01.02 01:15modify70.011.865131.859851.86941
192014.01.02 03:01close50.011.861481.860541.86942-3.05487.64
202014.01.02 04:50s/l70.011.859851.859851.86941-4.02483.62
212014.01.02 04:53t/p60.011.860001.869561.860003.27486.89
222014.01.16 02:35buy80.011.854410.000000.00000
232014.01.16 02:35modify80.011.854411.832191.87563
242014.01.16 02:50buy90.011.855750.000000.00000
252014.01.16 02:50modify90.011.855751.832511.87799
262014.01.16 02:55buy100.011.855730.000000.00000
272014.01.16 02:55modify100.011.855731.832791.87767
282014.01.16 14:35close80.011.859341.832191.875633.76490.65
292014.01.16 14:50close90.011.859311.832511.877992.72493.37
302014.01.16 14:55close100.011.858501.832791.877672.11495.48
312014.01.17 11:55buy110.011.873410.000000.00000
322014.01.17 11:55modify110.011.873411.852301.89353
332014.01.20 02:14close110.011.873611.852301.893530.04495.52
342014.02.13 03:55buy120.011.860910.000000.00000
352014.02.13 03:55modify120.011.860911.837101.88373
362014.02.20 03:45close120.011.861171.837101.88373-0.58494.94
372014.03.06 03:40sell130.011.852770.000000.00000
382014.03.06 03:40modify130.011.852771.865611.84094
392014.03.06 18:11t/p130.011.840941.865611.840949.02503.96
402014.03.13 02:35sell140.011.833860.000000.00000
412014.03.13 02:35modify140.011.833861.854031.81469
422014.03.13 02:40sell150.011.833630.000000.00000
432014.03.13 02:40modify150.011.833631.853801.81446
442014.03.13 02:45sell160.011.833330.000000.00000
452014.03.13 02:45modify160.011.833331.853501.81416
462014.03.18 17:00t/p140.011.814691.854031.8146914.70518.66
472014.03.18 17:00t/p150.011.814461.853801.8144614.71533.37
482014.03.18 17:01t/p160.011.814161.853501.8141614.70548.07
492014.04.10 04:40sell170.011.781380.000000.00000
502014.04.10 04:40modify170.011.781381.793121.77064
512014.04.16 03:29close170.011.792131.793121.77064-8.07539.99
522014.04.23 04:35buy180.011.805060.000000.00000
532014.04.23 04:35modify180.011.805061.794511.81461
542014.04.23 04:40buy190.011.805070.000000.00000
552014.04.23 04:40modify190.011.805071.793671.81547
562014.04.23 04:45buy200.011.806080.000000.00000
572014.04.23 04:45modify200.011.806081.794611.81655
582014.04.23 16:35close180.011.810671.794511.814614.28544.27
592014.04.23 16:40close190.011.810511.793671.815474.15548.42
602014.04.23 16:45close200.011.810541.794611.816553.40551.82
612014.07.03 04:05buy210.011.829050.000000.00000
622014.07.03 04:05modify210.011.829051.816971.84013
632014.07.03 04:35buy220.011.828620.000000.00000
642014.07.03 04:35modify220.011.828621.815711.84053
652014.07.03 04:40buy230.011.827820.000000.00000
662014.07.03 04:40modify230.011.827821.814911.83973
672014.07.03 16:05close210.011.834281.816971.840133.99555.81
682014.07.03 16:35close220.011.836771.815711.840536.21562.02
692014.07.03 16:40close230.011.836361.814911.839736.51568.53
702014.08.07 04:35buy240.011.812160.000000.00000
712014.08.07 04:35modify240.011.812161.801481.82184
722014.08.07 04:40buy250.011.812620.000000.00000
732014.08.07 04:40modify250.011.812621.801441.82280
742014.08.07 04:45buy260.011.812330.000000.00000
752014.08.07 04:45modify260.011.812331.800711.82295
762014.08.07 16:35close240.011.815311.801481.821842.40570.93
772014.08.07 16:40close250.011.815771.801441.822802.40573.33
782014.08.07 16:45close260.011.815571.800711.822952.47575.80
792014.09.04 15:30sell270.011.751990.000000.00000
802014.09.04 15:30modify270.011.751991.763211.74177
812014.09.04 15:35sell280.011.749720.000000.00000
822014.09.04 15:35modify280.011.749721.763261.73718
832014.09.04 15:40sell290.011.749820.000000.00000
842014.09.04 15:40modify290.011.749821.763891.73675
852014.09.05 13:31t/p270.011.741771.763211.741777.82583.62
862014.09.05 15:30t/p280.011.737181.763261.737189.58593.20
872014.09.05 15:30t/p290.011.736751.763891.736759.99603.19
882015.01.15 03:10sell300.011.855110.000000.00000
892015.01.15 03:10modify300.011.855111.873771.83745
902015.01.15 03:15sell310.011.856220.000000.00000
912015.01.15 03:15modify310.011.856221.874881.83856
922015.01.15 03:20sell320.011.855070.000000.00000
932015.01.15 03:20modify320.011.855071.873731.83741
942015.01.16 23:55t/p310.011.838561.874881.8385613.50616.69
952015.01.19 03:10t/p300.011.837451.873771.8374513.53630.22
962015.01.19 03:10t/p320.011.837411.873731.8374113.53643.75
972015.02.03 05:35buy330.011.957140.000000.00000
982015.02.03 05:35modify330.011.957141.922181.99110
992015.02.03 05:40buy340.011.957660.000000.00000
1002015.02.03 05:40modify340.011.957661.920111.99421
1012015.02.03 05:45buy350.011.958120.000000.00000
1022015.02.03 05:45modify350.011.958121.920571.99467
1032015.02.03 17:35close330.011.960991.922181.991102.93646.68
1042015.02.03 17:40close340.011.960941.920111.994212.50649.18
1052015.02.03 17:45close350.011.962721.920571.994673.51652.69
1062015.02.12 03:20buy360.011.990660.000000.00000
1072015.02.12 03:20modify360.011.990661.972292.00803
1082015.02.12 03:25buy370.011.990680.000000.00000
1092015.02.12 03:25modify370.011.990681.972312.00805
1102015.02.12 03:40buy380.011.992360.000000.00000
1112015.02.12 03:40modify380.011.992361.973522.01020
1122015.02.12 15:20close360.012.000621.972292.008037.59660.28
1132015.02.12 15:25close370.012.000871.972312.008057.77668.05
1142015.02.12 15:40close380.011.998711.973522.010204.84672.89
1152015.04.07 08:00sell390.011.937580.000000.00000
1162015.04.07 08:00modify390.011.937581.965361.91081
1172015.04.07 08:05sell400.011.935880.000000.00000
1182015.04.07 08:05modify400.011.935881.963661.90911
1192015.04.07 08:10sell410.011.936340.000000.00000
1202015.04.07 08:10modify410.011.936341.964111.90957
1212015.04.09 22:15t/p390.011.910811.965361.9108120.53693.42
1222015.04.10 03:09t/p410.011.909571.964111.9095720.56713.97
1232015.04.10 03:15t/p400.011.909111.963661.9091120.56734.53
1242015.05.08 00:20buy420.011.946150.000000.00000
1252015.05.08 00:20modify420.011.946151.909291.98202
1262015.05.08 00:25buy430.011.945400.000000.00000
1272015.05.08 00:25modify430.011.945401.908541.98127
1282015.05.08 00:30buy440.011.947350.000000.00000
1292015.05.08 00:30modify440.011.947351.910491.98322
1302015.05.08 12:20close420.011.951951.909291.982024.43738.96
1312015.05.08 12:25close430.011.952481.908541.981275.40744.36
1322015.05.08 12:30close440.011.950641.910491.983222.51746.87
1332015.05.28 04:55buy450.011.997520.000000.00000
1342015.05.28 04:55modify450.011.997521.979252.01479
1352015.05.28 05:00buy460.011.997100.000000.00000
1362015.05.28 05:00modify460.011.997101.978832.01437
1372015.05.28 16:55close450.012.004071.979252.014794.99751.86
1382015.05.28 17:00close460.012.003991.978832.014375.25757.11
1392015.06.02 07:55sell470.021.981250.000000.00000
1402015.06.02 07:55modify470.021.981252.000401.96310
1412015.06.02 08:05sell480.011.980150.000000.00000
1422015.06.02 08:05modify480.011.980151.999301.96200
1432015.06.02 08:10sell490.011.981200.000000.00000
1442015.06.02 08:10modify490.011.981202.000351.96305
1452015.06.03 11:30t/p470.021.963102.000401.9631027.74784.85
1462015.06.03 11:30t/p490.011.963052.000351.9630513.87798.72
1472015.06.03 11:30t/p480.011.962001.999301.9620013.87812.59
1482015.07.03 04:50buy500.022.053060.000000.00000
1492015.07.03 04:50modify500.022.053062.040522.06460
1502015.07.03 04:55buy510.022.053260.000000.00000
1512015.07.03 04:55modify510.022.053262.040722.06480
1522015.07.03 05:00buy520.022.055150.000000.00000
1532015.07.03 05:00modify520.022.055152.041722.06758
1542015.07.03 10:50t/p500.022.064602.040522.0646017.60830.19
1552015.07.03 10:51t/p510.022.064802.040722.0648017.60847.79
1562015.07.03 11:30t/p520.022.067582.041722.0675818.96866.75
1572015.08.04 08:45sell530.022.118870.000000.00000
1582015.08.04 08:45modify530.022.118872.143762.09497
1592015.08.04 08:50sell540.022.118150.000000.00000
1602015.08.04 08:50modify540.022.118152.144852.09245
1612015.08.04 08:55sell550.022.117020.000000.00000
1622015.08.04 08:55modify550.022.117022.143852.09119
1632015.08.07 17:10t/p530.022.094972.143762.0949736.73903.48
1642015.08.07 17:33t/p540.022.092452.144852.0924539.49942.98
1652015.08.07 17:37t/p550.022.091192.143852.0911939.68982.66
1662015.11.05 15:20sell560.022.135480.000000.00000
1672015.11.05 15:20modify560.022.135482.158282.11368
1682015.11.05 15:25sell570.022.135730.000000.00000
1692015.11.05 15:25modify570.022.135732.158562.11390
1702015.11.06 14:07t/p570.022.113902.158562.1139033.341016.00
1712015.11.06 14:07t/p560.022.113682.158282.1136833.301049.30
1722015.11.12 02:35sell580.022.135970.000000.00000
1732015.11.12 02:35modify580.022.135972.156552.11639
1742015.11.12 02:40sell590.022.136200.000000.00000
1752015.11.12 02:40modify590.022.136202.157592.11581
1762015.11.12 02:45sell600.022.134210.000000.00000
1772015.11.12 02:45modify600.022.134212.156102.11332
1782015.11.20 14:20t/p580.022.116392.156552.1163930.321079.62
1792015.11.20 14:35t/p590.022.115812.157592.1158131.571111.19
1802015.11.20 15:04t/p600.022.113322.156102.1133232.321143.51
1812016.04.27 04:35buy610.021.896000.000000.00000
1822016.04.27 04:35modify610.021.896001.879671.91133
1832016.04.27 04:40buy620.021.899430.000000.00000
1842016.04.27 04:40modify620.021.899431.878601.91926
1852016.04.27 04:45buy630.021.901400.000000.00000
1862016.04.27 04:45modify630.021.901401.880001.92180
1872016.04.27 07:30t/p610.021.911331.879671.9113323.381166.89
1882016.04.27 10:06t/p620.021.919261.878601.9192630.241197.13
1892016.04.27 13:19t/p630.021.921801.880001.9218031.111228.24
1902016.05.03 07:55buy640.021.939710.000000.00000
1912016.05.03 07:55modify640.021.939711.902581.97584
1922016.05.03 08:00buy650.021.941250.000000.00000
1932016.05.03 08:00modify650.021.941251.904121.97738
1942016.05.03 08:05buy660.021.939480.000000.00000
1952016.05.03 08:05modify660.021.939481.902351.97561
1962016.05.03 19:55close640.021.941651.902581.975842.961231.20
1972016.05.03 20:00close650.021.942421.904121.977381.781232.98
1982016.05.03 20:05close660.021.941551.902351.975613.161236.14
1992016.05.06 04:35buy670.021.952140.000000.00000
2002016.05.06 04:35modify670.021.952141.937871.96541
2012016.05.06 04:40buy680.021.952010.000000.00000
2022016.05.06 04:40modify680.021.952011.936611.96641
2032016.05.06 04:45buy690.021.953940.000000.00000
2042016.05.06 04:45modify690.021.953941.937861.96902
2052016.05.06 09:52t/p670.021.965411.937871.9654120.241256.38
2062016.05.06 11:07t/p680.021.966411.936611.9664121.951278.33
2072016.05.06 12:54t/p690.021.969021.937861.9690222.991301.32
2082016.06.07 08:40sell700.031.953780.000000.00000
2092016.06.07 08:40modify700.031.953781.985771.92279
2102016.06.07 08:45sell710.031.952930.000000.00000
2112016.06.07 08:45modify710.031.952931.984921.92194
2122016.06.13 02:48t/p700.031.922791.985771.9227971.421372.74
2132016.06.13 05:36t/p710.031.921941.984921.9219471.421444.16