Strategy Tester Report
Transient_z&k_1- rva7171
RoboForex-ProCent (Build 910)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2014.01.06 00:00 - 2016.12.29 23:59 (2014.01.07 - 2016.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры_="-- ОБЩИЕ ПАРАМЕТРЫ для 5-ти знака --"; UseStopOrders=true; Lots=0.1; Indent=20; K=30; StopLoss=500; TakeProfit=80; Slippage=10; Magic=8012017; __="-- ПАРАМЕТРЫ ТРАЛА --"; UseTral=false; TralLevel=100; TralingStop=100; TralingStep=50; ___="-- ПАРАМЕТРЫ ИНДИКАТОРА --"; h_left=96; h_right=96; MaxBars=200; PreZone=Red; PostZone=Blue; DevelopingZone=Green; CombineZones=true; DeinitErase=true;
Баров в истории223397Смоделировано тиков85822611Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред20
Чистая прибыль-188.42Общая прибыль320.17Общий убыток-508.59
Прибыльность0.63Матожидание выигрыша-3.69
Абсолютная просадка239.32Максимальная просадка295.32 (27.97%)Относительная просадка27.97% (295.32)
Всего сделок51Короткие позиции (% выигравших)51 (78.43%)Длинные позиции (% выигравших)0 (0.00%)
Прибыльные сделки (% от всех)40 (78.43%)Убыточные сделки (% от всех)11 (21.57%)
Самая большаяприбыльная сделка8.04убыточная сделка-50.00
Средняяприбыльная сделка8.00убыточная сделка-46.24
Максимальное количествонепрерывных выигрышей (прибыль)13 (104.13)непрерывных проигрышей (убыток)2 (-99.87)
Макс.непрерывная прибыль (число выигрышей)104.13 (13)непрерывный убыток (число проигрышей)-99.87 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.07 02:33sell stop10.101.362100.000000.00000
22014.01.07 02:33modify10.101.362101.367101.36130
32014.01.07 02:39sell10.101.362101.367101.36130
42014.01.07 08:26t/p10.101.361301.367101.361308.001008.00
52014.01.07 08:26sell stop20.101.360700.000000.00000
62014.01.07 08:26modify20.101.360701.365701.35990
72014.01.07 16:25expiration20.101.360701.365701.35990
82014.01.07 17:03sell stop30.101.360830.000000.00000
92014.01.07 17:03modify30.101.360831.365831.36003
102014.01.07 17:04sell30.101.360831.365831.36003
112014.01.07 17:08t/p30.101.360031.365831.360038.001016.00
122014.01.07 17:08sell stop40.101.359410.000000.00000
132014.01.07 17:08modify40.101.359411.364411.35861
142014.01.08 01:05expiration40.101.359411.364411.35861
152014.01.08 02:17sell stop50.101.360200.000000.00000
162014.01.08 02:17modify50.101.360201.365201.35940
172014.01.08 10:15expiration50.101.360201.365201.35940
182014.01.08 10:43sell stop60.101.359600.000000.00000
192014.01.08 10:43modify60.101.359601.364601.35880
202014.01.08 12:20sell60.101.359601.364601.35880
212014.01.08 12:37t/p60.101.358801.364601.358808.001024.00
222014.01.08 12:37sell stop70.101.358170.000000.00000
232014.01.08 12:37modify70.101.358171.363171.35737
242014.01.08 12:55sell70.101.358171.363171.35737
252014.01.08 15:18t/p70.101.357371.363171.357378.001032.00
262014.01.08 15:18sell stop80.101.356670.000000.00000
272014.01.08 15:18modify80.101.356671.361671.35587
282014.01.08 19:25sell80.101.356671.361671.35587
292014.01.08 21:04t/p80.101.355871.361671.355878.001040.00
302014.01.08 21:04sell stop90.101.355250.000000.00000
312014.01.08 21:04modify90.101.355251.360251.35445
322014.01.09 05:00expiration90.101.355251.360251.35445
332014.01.09 15:44sell stop100.101.357910.000000.00000
342014.01.09 15:44modify100.101.357911.362911.35711
352014.01.09 15:44sell100.101.357911.362911.35711
362014.01.09 15:46t/p100.101.357111.362911.357118.001048.00
372014.01.09 15:46sell stop110.101.356510.000000.00000
382014.01.09 15:46modify110.101.356511.361511.35571
392014.01.09 15:49sell110.101.356511.361511.35571
402014.01.09 15:49t/p110.101.355711.361511.355718.001056.00
412014.01.09 15:50sell stop120.101.354800.000000.00000
422014.01.09 15:50modify120.101.354801.359801.35400
432014.01.09 15:52sell120.101.354801.359801.35400
442014.01.09 17:37s/l120.101.359801.359801.35400-50.001006.00
452014.01.10 10:53sell stop130.101.359970.000000.00000
462014.01.10 10:53modify130.101.359971.364971.35917
472014.01.10 11:48sell130.101.359971.364971.35917
482014.01.10 12:15t/p130.101.359171.364971.359178.001014.00
492014.01.10 12:15sell stop140.101.358570.000000.00000
502014.01.10 12:15modify140.101.358571.363571.35777
512014.01.10 15:09sell140.101.358571.363571.35777
522014.01.10 15:29t/p140.101.357771.363571.357778.001022.00
532014.01.10 15:29sell stop150.101.357100.000000.00000
542014.01.10 15:29modify150.101.357101.362101.35630
552014.01.10 15:29sell150.101.357101.362101.35630
562014.01.10 15:30s/l150.101.362101.362101.35630-50.00972.00
572014.01.13 10:45sell stop160.101.365750.000000.00000
582014.01.13 10:45modify160.101.365751.370751.36495
592014.01.13 10:49sell160.101.365751.370751.36495
602014.01.13 15:16t/p160.101.364951.370751.364958.00980.00
612014.01.13 15:16sell stop170.101.364320.000000.00000
622014.01.13 15:16modify170.101.364321.369321.36352
632014.01.13 15:19sell170.101.364321.369321.36352
642014.01.14 09:12sell stop180.101.365150.000000.00000
652014.01.14 09:12modify180.101.365151.370151.36435
662014.01.14 09:14sell180.101.365151.370151.36435
672014.01.14 10:25s/l170.101.369321.369321.36352-49.96930.04
682014.01.15 01:23sell stop190.101.366570.000000.00000
692014.01.15 01:23modify190.101.366571.371571.36577
702014.01.15 03:13sell190.101.366571.371571.36577
712014.01.15 03:34t/p190.101.365771.371571.365778.00938.04
722014.01.15 03:43t/p180.101.364351.370151.364358.04946.08
732014.01.15 03:43sell stop200.101.363720.000000.00000
742014.01.15 03:43modify200.101.363721.368721.36292
752014.01.15 03:43sell200.101.363721.368721.36292
762014.01.15 05:25t/p200.101.362921.368721.362928.00954.08
772014.01.15 05:25sell stop210.101.362300.000000.00000
782014.01.15 05:25modify210.101.362301.367301.36150
792014.01.15 10:30sell210.101.362301.367301.36150
802014.01.15 11:02t/p210.101.361501.367301.361508.00962.08
812014.01.15 11:02sell stop220.101.360890.000000.00000
822014.01.15 11:02modify220.101.360891.365891.36009
832014.01.15 11:41sell220.101.360891.365891.36009
842014.01.15 15:30t/p220.101.360091.365891.360098.00970.08
852014.01.15 15:30sell stop230.101.359400.000000.00000
862014.01.15 15:30modify230.101.359401.364401.35860
872014.01.15 15:31sell230.101.359401.364401.35860
882014.01.15 17:00t/p230.101.358601.364401.358608.00978.08
892014.01.15 17:00sell stop240.101.358000.000000.00000
902014.01.15 17:00modify240.101.358001.363001.35720
912014.01.16 01:00expiration240.101.358001.363001.35720
922014.01.16 02:32sell stop250.101.358310.000000.00000
932014.01.16 02:32modify250.101.358311.363311.35751
942014.01.16 10:30expiration250.101.358311.363311.35751
952014.01.16 15:14sell stop260.101.359240.000000.00000
962014.01.16 15:14modify260.101.359241.364241.35844
972014.01.16 19:02sell260.101.359241.364241.35844
982014.01.17 08:43sell stop270.101.360500.000000.00000
992014.01.17 08:43modify270.101.360501.365501.35970
1002014.01.17 09:30sell270.101.360501.365501.35970
1012014.01.17 09:51t/p270.101.359701.365501.359708.00986.08
1022014.01.17 15:15t/p260.101.358441.364241.358448.04994.13
1032014.01.17 15:15sell stop280.101.357840.000000.00000
1042014.01.17 15:15modify280.101.357841.362841.35704
1052014.01.17 15:15sell280.101.357841.362841.35704
1062014.01.17 15:16t/p280.101.357041.362841.357048.001002.13
1072014.01.17 15:30sell stop290.101.356140.000000.00000
1082014.01.17 15:30modify290.101.356141.361141.35534
1092014.01.17 17:46sell290.101.356141.361141.35534
1102014.01.17 18:59t/p290.101.355341.361141.355348.001010.13
1112014.01.17 18:59sell stop300.101.354710.000000.00000
1122014.01.17 18:59modify300.101.354711.359711.35391
1132014.01.17 19:04sell300.101.354711.359711.35391
1142014.01.17 19:05t/p300.101.353911.359711.353918.001018.13
1152014.01.17 19:05sell stop310.101.353280.000000.00000
1162014.01.17 19:05modify310.101.353281.358281.35248
1172014.01.17 19:27sell310.101.353281.358281.35248
1182014.01.17 20:09t/p310.101.352481.358281.352488.001026.13
1192014.01.17 20:09sell stop320.101.351860.000000.00000
1202014.01.17 20:09modify320.101.351861.356861.35106
1212014.01.17 20:21sell320.101.351861.356861.35106
1222014.01.20 02:16sell stop330.101.351280.000000.00000
1232014.01.20 02:16modify330.101.351281.356281.35048
1242014.01.20 02:24sell330.101.351281.356281.35048
1252014.01.20 02:26t/p320.101.351061.356861.351068.041034.17
1262014.01.20 11:46s/l330.101.356281.356281.35048-50.00984.17
1272014.01.20 23:36sell stop340.101.355100.000000.00000
1282014.01.20 23:36modify340.101.355101.360101.35430
1292014.01.21 01:26sell340.101.355101.360101.35430
1302014.01.21 02:26t/p340.101.354301.360101.354308.00992.17
1312014.01.21 02:26sell stop350.101.353670.000000.00000
1322014.01.21 02:26modify350.101.353671.358671.35287
1332014.01.21 10:01sell350.101.353671.358671.35287
1342014.01.21 12:00sell stop360.101.352320.000000.00000
1352014.01.21 12:00modify360.101.352321.357321.35152
1362014.01.21 12:00t/p350.101.352871.358671.352878.001000.17
1372014.01.21 13:49sell360.101.352321.357321.35152
1382014.01.22 02:33s/l360.101.357321.357321.35152-49.96950.21
1392014.01.22 07:39sell stop370.101.355050.000000.00000
1402014.01.22 07:39modify370.101.355051.360051.35425
1412014.01.22 09:54sell370.101.355051.360051.35425
1422014.01.22 10:01t/p370.101.354251.360051.354258.00958.21
1432014.01.22 10:01sell stop380.101.353650.000000.00000
1442014.01.22 10:01modify380.101.353651.358651.35285
1452014.01.22 10:50sell380.101.353651.358651.35285
1462014.01.23 02:22sell stop390.101.353490.000000.00000
1472014.01.23 02:22modify390.101.353491.358491.35269
1482014.01.23 02:30sell390.101.353491.358491.35269
1492014.01.23 09:58s/l380.101.358651.358651.35285-49.87908.34
1502014.01.23 09:58s/l390.101.358491.358491.35269-50.00858.34
1512014.01.24 05:07sell stop400.101.367720.000000.00000
1522014.01.24 05:07modify400.101.367721.372721.36692
1532014.01.24 10:50sell400.101.367721.372721.36692
1542014.01.24 11:03t/p400.101.366921.372721.366928.00866.34
1552014.01.24 11:03sell stop410.101.366320.000000.00000
1562014.01.24 11:03modify410.101.366321.371321.36552
1572014.01.24 11:19sell410.101.366321.371321.36552
1582014.01.24 13:27s/l410.101.371321.371321.36552-50.00816.34
1592014.01.27 10:09sell stop420.101.367240.000000.00000
1602014.01.27 10:09modify420.101.367241.372241.36644
1612014.01.27 13:01sell420.101.367241.372241.36644
1622014.01.27 14:48t/p420.101.366441.372241.366448.00824.34
1632014.01.27 14:48sell stop430.101.365760.000000.00000
1642014.01.27 14:48modify430.101.365761.370761.36496
1652014.01.27 14:48sell430.101.365761.370761.36496
1662014.01.28 09:27sell stop440.101.366210.000000.00000
1672014.01.28 09:27modify440.101.366211.371211.36541
1682014.01.28 10:03sell440.101.366211.371211.36541
1692014.01.28 11:47t/p440.101.365411.371211.365418.00832.34
1702014.01.28 12:04t/p430.101.364961.370761.364968.04840.38
1712014.01.28 12:04sell stop450.101.364340.000000.00000
1722014.01.28 12:04modify450.101.364341.369341.36354
1732014.01.28 12:04sell450.101.364341.369341.36354
1742014.01.28 12:14t/p450.101.363541.369341.363548.00848.38
1752014.01.28 12:14sell stop460.101.362930.000000.00000
1762014.01.28 12:14modify460.101.362931.367931.36213
1772014.01.28 12:15sell460.101.362931.367931.36213
1782014.01.28 16:24s/l460.101.367931.367931.36213-50.00798.38
1792014.01.29 00:24sell stop470.101.364890.000000.00000
1802014.01.29 00:24modify470.101.364891.369891.36409
1812014.01.29 00:55sell470.101.364891.369891.36409
1822014.01.29 14:23sell stop480.101.364670.000000.00000
1832014.01.29 14:23modify480.101.364671.369671.36387
1842014.01.29 14:25sell480.101.364671.369671.36387
1852014.01.29 14:29t/p470.101.364091.369891.364098.00806.38
1862014.01.29 14:29t/p480.101.363871.369671.363878.00814.38
1872014.01.29 14:29sell stop490.101.363260.000000.00000
1882014.01.29 14:29modify490.101.363261.368261.36246
1892014.01.29 14:45sell490.101.363261.368261.36246
1902014.01.29 15:06t/p490.101.362461.368261.362468.00822.38
1912014.01.29 15:06sell stop500.101.361840.000000.00000
1922014.01.29 15:06modify500.101.361841.366841.36104
1932014.01.29 15:06sell500.101.361841.366841.36104
1942014.01.29 15:14t/p500.101.361041.366841.361048.00830.38
1952014.01.29 15:14sell stop510.101.360440.000000.00000
1962014.01.29 15:14modify510.101.360441.365441.35964
1972014.01.29 15:15sell510.101.360441.365441.35964
1982014.01.29 16:07s/l510.101.365441.365441.35964-50.00780.38
1992014.01.30 07:01sell stop520.101.364190.000000.00000
2002014.01.30 07:01modify520.101.364191.369191.36339
2012014.01.30 09:16sell520.101.364191.369191.36339
2022014.01.30 09:29t/p520.101.363391.369191.363398.00788.38
2032014.01.30 09:29sell stop530.101.362780.000000.00000
2042014.01.30 09:29modify530.101.362781.367781.36198
2052014.01.30 09:35sell530.101.362781.367781.36198
2062014.01.30 09:50t/p530.101.361981.367781.361988.00796.38
2072014.01.30 09:50sell stop540.101.361360.000000.00000
2082014.01.30 09:50modify540.101.361361.366361.36056
2092014.01.30 10:00sell540.101.361361.366361.36056
2102014.01.30 11:01t/p540.101.360561.366361.360568.00804.38
2112014.01.30 11:01sell stop550.101.359960.000000.00000
2122014.01.30 11:01modify550.101.359961.364961.35916
2132014.01.30 11:01sell550.101.359961.364961.35916
2142014.01.30 11:59t/p550.101.359161.364961.359168.00812.38
2152014.01.30 11:59sell stop560.101.358550.000000.00000
2162014.01.30 11:59modify560.101.358551.363551.35775
2172014.01.30 14:59sell560.101.358551.363551.35775
2182014.01.30 15:01t/p560.101.357751.363551.357758.00820.38
2192014.01.30 15:01sell stop570.101.357150.000000.00000
2202014.01.30 15:01modify570.101.357151.362151.35635
2212014.01.30 15:09sell570.101.357151.362151.35635
2222014.01.30 16:48close at stop570.101.358031.362151.35635-8.80811.58