Strategy Tester Report
7cvetik
(Build 482)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2013.01.01 22:00 - 2013.06.26 14:59
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLot=0.1; GMToffset=3; MagicNumber=12345; ZZZ=" -------- optimization parameters -------- "; X1=4; X2=30; X3=56; X4=10;
Баров в истории12168Смоделировано тиков10224933Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль976.20Общая прибыль2159.90Общий убыток-1183.70
Прибыльность1.82Матожидание выигрыша3.22
Абсолютная просадка518.60Максимальная просадка701.70 (6.71%)Относительная просадка6.71% (701.70)
Всего сделок303Короткие позиции (% выигравших)156 (69.87%)Длинные позиции (% выигравших)147 (78.23%)
Прибыльные сделки (% от всех)224 (73.93%)Убыточные сделки (% от всех)79 (26.07%)
Самая большаяприбыльная сделка41.20убыточная сделка-77.90
Средняяприбыльная сделка9.64убыточная сделка-14.98
Максимальное количествонепрерывных выигрышей (прибыль)14 (128.40)непрерывных проигрышей (убыток)4 (-189.60)
Максимальнаянепрерывная прибыль (число выигрышей)194.20 (10)непрерывный убыток (число проигрышей)-189.60 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.02 00:01buy10.101.319480.00000.0000
22013.01.02 00:06sell20.101.320020.00000.0000
32013.01.02 00:54sell30.101.321030.00000.0000
42013.01.02 01:31close10.101.322020.00000.000025.4010025.40
52013.01.02 01:31sell40.101.322060.00000.0000
62013.01.02 01:39sell50.101.323070.00000.0000
72013.01.02 01:39sell60.101.324080.00000.0000
82013.01.02 01:44sell70.101.325110.00000.0000
92013.01.02 01:45sell80.101.326210.00000.0000
102013.01.02 01:52sell90.101.327250.00000.0000
112013.01.02 02:00sell100.101.328330.00000.0000
122013.01.02 02:40sell110.101.329340.00000.0000
132013.01.02 04:44close20.101.325920.00000.0000-59.009966.40
142013.01.02 04:44close40.101.325920.00000.0000-38.609927.80
152013.01.02 04:44close60.101.325920.00000.0000-18.409909.40
162013.01.02 04:44close80.101.325920.00000.00002.909912.30
172013.01.02 04:44close100.101.325920.00000.000024.109936.40
182013.01.02 04:44close30.101.325940.00000.0000-49.109887.30
192013.01.02 04:44close70.101.325940.00000.0000-8.309879.00
202013.01.02 04:44close110.101.325940.00000.000034.009913.00
212013.01.02 04:44close50.101.325880.00000.0000-28.109884.90
222013.01.02 04:44close90.101.325890.00000.000013.609898.50
232013.01.03 00:00sell120.101.318380.00000.0000
242013.01.03 00:57buy130.101.31850.00000.0000
252013.01.03 01:03close120.101.317810.00000.00005.709904.20
262013.01.03 01:06buy140.101.317480.00000.0000
272013.01.03 01:27buy150.101.316440.00000.0000
282013.01.03 02:52buy160.101.315370.00000.0000
292013.01.03 02:53buy170.101.314340.00000.0000
302013.01.03 02:55buy180.101.313280.00000.0000
312013.01.03 06:31close130.101.314690.00000.0000-38.109866.10
322013.01.03 06:31close150.101.314690.00000.0000-17.509848.60
332013.01.03 06:31close170.101.314690.00000.00003.509852.10
342013.01.03 06:31close140.101.31470.00000.0000-27.809824.30
352013.01.03 06:31close180.101.31470.00000.000014.209838.50
362013.01.03 06:31close160.101.31470.00000.0000-6.709831.80
372013.01.04 00:33sell190.101.303990.00000.0000
382013.01.04 00:50buy200.101.303490.00000.0000
392013.01.04 00:54buy210.101.302460.00000.0000
402013.01.04 00:58close190.101.302380.00000.000016.109847.90
412013.01.04 04:37close200.101.30370.00000.00002.109850.00
422013.01.04 04:37close210.101.303720.00000.000012.609862.60
432013.01.08 00:13buy220.101.311980.00000.0000
442013.01.08 00:17sell230.101.312630.00000.0000
452013.01.08 00:50close230.101.311810.00000.00008.209870.80
462013.01.08 01:22buy240.101.310980.00000.0000
472013.01.08 02:28close220.101.312770.00000.00007.909878.70
482013.01.08 02:28close240.101.312770.00000.000017.909896.60
492013.01.09 00:11sell250.101.308610.00000.0000
502013.01.09 00:32buy260.101.308220.00000.0000
512013.01.09 00:34close250.101.307780.00000.00008.309904.90
522013.01.09 00:40buy270.101.307180.00000.0000
532013.01.09 05:45close260.101.308370.00000.00001.509906.40
542013.01.09 05:45close270.101.308370.00000.000011.909918.30
552013.01.10 00:02buy280.101.305410.00000.0000
562013.01.10 00:15sell290.101.305560.00000.0000
572013.01.10 00:31close290.101.305280.00000.00002.809921.10
582013.01.10 01:54buy300.101.30440.00000.0000
592013.01.10 06:34close280.101.305320.00000.0000-0.909920.20
602013.01.10 06:34close300.101.305320.00000.00009.209929.40
612013.01.11 00:15sell310.101.327570.00000.0000
622013.01.11 00:32buy320.101.326710.00000.0000
632013.01.11 01:08close310.101.326240.00000.000013.309942.70
642013.01.11 01:58buy330.101.325650.00000.0000
652013.01.11 05:33close320.101.326350.00000.0000-3.609939.10
662013.01.11 05:33close330.101.326340.00000.00006.909946.00
672013.01.15 00:03sell340.101.338210.00000.0000
682013.01.15 00:38buy350.101.337730.00000.0000
692013.01.15 01:48close350.101.338650.00000.00009.209955.20
702013.01.15 01:51sell360.101.339220.00000.0000
712013.01.15 02:41close340.101.337690.00000.00005.209960.40
722013.01.15 02:41close360.101.337690.00000.000015.309975.70
732013.01.16 00:02sell370.101.330960.00000.0000
742013.01.16 00:36buy380.101.330830.00000.0000
752013.01.16 01:11buy390.101.32980.00000.0000
762013.01.16 01:12close370.101.329480.00000.000014.809990.50
772013.01.16 01:15buy400.101.32880.00000.0000
782013.01.16 06:05buy410.101.327780.00000.0000
792013.01.16 08:28buy420.101.326730.00000.0000
802013.01.16 10:17close380.101.329570.00000.0000-12.609977.90
812013.01.16 10:17close400.101.329570.00000.00007.709985.60
822013.01.16 10:17close420.101.329570.00000.000028.4010014.00
832013.01.16 10:17close390.101.329570.00000.0000-2.3010011.70
842013.01.16 10:17close410.101.329580.00000.000018.0010029.70
852013.01.17 00:00buy430.101.328620.00000.0000
862013.01.17 00:31sell440.101.328930.00000.0000
872013.01.17 00:37close430.101.329410.00000.00007.9010037.60
882013.01.17 00:44sell450.101.329960.00000.0000
892013.01.17 01:03sell460.101.330990.00000.0000
902013.01.17 03:16close440.101.328810.00000.00001.2010038.80
912013.01.17 03:16close460.101.328810.00000.000021.8010060.60
922013.01.17 03:16close450.101.328810.00000.000011.5010072.10
932013.01.18 00:07sell470.101.337760.00000.0000
942013.01.18 00:40buy480.101.337320.00000.0000
952013.01.18 00:51close470.101.337030.00000.00007.3010079.40
962013.01.18 03:37close480.101.337850.00000.00005.3010084.70
972013.01.22 00:00buy490.101.331110.00000.0000
982013.01.22 00:37sell500.101.330980.00000.0000
992013.01.22 03:28close490.101.331690.00000.00005.8010090.50
1002013.01.22 03:35sell510.101.331990.00000.0000
1012013.01.22 04:00sell520.101.333010.00000.0000
1022013.01.22 04:00sell530.101.334020.00000.0000
1032013.01.22 04:01sell540.101.335060.00000.0000
1042013.01.22 06:56sell550.101.336070.00000.0000
1052013.01.22 07:08sell560.101.337080.00000.0000
1062013.01.22 08:33close500.101.334350.00000.0000-33.7010056.80
1072013.01.22 08:33close520.101.334350.00000.0000-13.4010043.40
1082013.01.22 08:33close540.101.334350.00000.00007.1010050.50
1092013.01.22 08:33close560.101.334350.00000.000027.3010077.80
1102013.01.22 08:33close510.101.334470.00000.0000-24.8010053.00
1112013.01.22 08:33close550.101.334470.00000.000016.0010069.00
1122013.01.22 08:33close530.101.334490.00000.0000-4.7010064.30
1132013.01.23 00:01buy570.101.331380.00000.0000
1142013.01.23 00:59sell580.101.33180.00000.0000
1152013.01.23 01:01close570.101.332780.00000.000014.0010078.30
1162013.01.23 01:02sell590.101.332810.00000.0000
1172013.01.23 04:31close580.101.331250.00000.00005.5010083.80
1182013.01.23 04:31close590.101.331270.00000.000015.4010099.20
1192013.01.24 00:03buy600.101.330710.00000.0000
1202013.01.24 00:37sell610.101.33070.00000.0000
1212013.01.24 01:21close610.101.329960.00000.00007.4010106.60
1222013.01.24 02:24close600.101.331650.00000.00009.4010116.00
1232013.01.25 00:22sell620.101.337390.00000.0000
1242013.01.25 00:43buy630.101.336910.00000.0000
1252013.01.25 00:50close620.101.336850.00000.00005.4010121.40
1262013.01.25 02:14buy640.101.335880.00000.0000
1272013.01.25 05:36close630.101.336650.00000.0000-2.6010118.80
1282013.01.25 05:36close640.101.336650.00000.00007.7010126.50
1292013.01.29 00:01sell650.101.345070.00000.0000
1302013.01.29 00:54buy660.101.344660.00000.0000
1312013.01.29 01:52close650.101.344510.00000.00005.6010132.10
1322013.01.29 02:14close660.101.345250.00000.00005.9010138.00
1332013.01.30 00:00buy670.101.348910.00000.0000
1342013.01.30 00:46sell680.101.348940.00000.0000
1352013.01.30 02:41close670.101.349360.00000.00004.5010142.50
1362013.01.30 03:49close680.101.348740.00000.00002.0010144.50
1372013.01.31 00:00buy690.101.356930.00000.0000
1382013.01.31 00:11sell700.101.357130.00000.0000
1392013.01.31 01:25close700.101.356780.00000.00003.5010148.00
1402013.01.31 04:05close690.101.357310.00000.00003.8010151.80
1412013.02.01 00:36sell710.101.361250.00000.0000
1422013.02.01 01:23sell720.101.362260.00000.0000
1432013.02.01 07:10sell730.101.363270.00000.0000
1442013.02.01 08:29close710.101.361820.00000.0000-5.7010146.10
1452013.02.01 08:29close730.101.361820.00000.000014.5010160.60
1462013.02.01 08:29close720.101.361790.00000.00004.7010165.30
1472013.02.05 00:05sell740.101.351440.00000.0000
1482013.02.05 00:15buy750.101.350970.00000.0000
1492013.02.05 00:47close740.101.350010.00000.000014.3010179.60
1502013.02.05 00:47buy760.101.349960.00000.0000
1512013.02.05 03:16buy770.101.348930.00000.0000
1522013.02.05 06:35buy780.101.347910.00000.0000
1532013.02.05 06:54buy790.101.346880.00000.0000
1542013.02.05 08:13close750.101.34920.00000.0000-17.7010161.90
1552013.02.05 08:13close770.101.34920.00000.00002.7010164.60
1562013.02.05 08:13close790.101.34920.00000.000023.2010187.80
1572013.02.05 08:13close760.101.349150.00000.0000-8.1010179.70
1582013.02.05 08:13close780.101.349160.00000.000012.5010192.20
1592013.02.06 00:05buy800.101.357770.00000.0000
1602013.02.06 00:35sell810.101.358260.00000.0000
1612013.02.06 01:42close800.101.359030.00000.000012.6010204.80
1622013.02.06 01:43sell820.101.359320.00000.0000
1632013.02.06 03:17close810.101.357830.00000.00004.3010209.10
1642013.02.06 03:17close820.101.357820.00000.000015.0010224.10
1652013.02.07 00:04buy830.101.351980.00000.0000
1662013.02.07 01:26buy840.101.350920.00000.0000
1672013.02.07 05:45close830.101.351720.00000.0000-2.6010221.50
1682013.02.07 05:45close840.101.351720.00000.00008.0010229.50
1692013.02.08 00:31sell850.101.339610.00000.0000
1702013.02.08 02:03sell860.101.340620.00000.0000
1712013.02.08 02:07sell870.101.341620.00000.0000
1722013.02.08 05:17close850.101.340710.00000.0000-11.0010218.50
1732013.02.08 05:17close870.101.340710.00000.00009.1010227.60
1742013.02.08 05:17close860.101.34070.00000.0000-0.8010226.80
1752013.02.12 00:25buy880.101.340140.00000.0000
1762013.02.12 00:47sell890.101.340550.00000.0000
1772013.02.12 03:05close890.101.339850.00000.00007.0010233.80
1782013.02.12 03:45buy900.101.339080.00000.0000
1792013.02.12 05:29buy910.101.338060.00000.0000
1802013.02.12 07:39buy920.101.337030.00000.0000
1812013.02.12 09:01close880.101.339360.00000.0000-7.8010226.00
1822013.02.12 09:01close910.101.339360.00000.000013.0010239.00
1832013.02.12 09:01close900.101.339350.00000.00002.7010241.70
1842013.02.12 09:01close920.101.339350.00000.000023.2010264.90
1852013.02.13 00:01buy930.101.344910.00000.0000
1862013.02.13 00:47sell940.101.34510.00000.0000
1872013.02.13 03:17close940.101.344760.00000.00003.4010268.30
1882013.02.13 07:42close930.101.345180.00000.00002.7010271.00
1892013.02.14 00:46sell950.101.344750.00000.0000
1902013.02.14 01:01close950.101.344330.00000.00004.2010275.20
1912013.02.15 00:10sell960.101.335920.00000.0000
1922013.02.15 00:40buy970.101.335130.00000.0000
1932013.02.15 01:17close960.101.334950.00000.00009.7010284.90
1942013.02.15 02:39close970.101.336080.00000.00009.5010294.40
1952013.02.19 00:08buy980.101.334680.00000.0000
1962013.02.19 04:10close980.101.33490.00000.00002.2010296.60
1972013.02.20 00:06sell990.101.339590.00000.0000
1982013.02.20 00:13sell1000.101.340610.00000.0000
1992013.02.20 00:26sell1010.101.341630.00000.0000
2002013.02.20 01:06sell1020.101.342660.00000.0000
2012013.02.20 03:18close990.101.341290.00000.0000-17.0010279.60
2022013.02.20 03:18close1010.101.341290.00000.00003.4010283.00
2032013.02.20 03:18close1000.101.341290.00000.0000-6.8010276.20
2042013.02.20 03:19close1020.101.341280.00000.000013.8010290.00
2052013.02.21 00:15sell1030.101.327930.00000.0000
2062013.02.21 02:45close1030.101.327650.00000.00002.8010292.80
2072013.02.22 00:01sell1040.101.319360.00000.0000
2082013.02.22 00:38buy1050.101.319170.00000.0000
2092013.02.22 00:54close1040.101.318560.00000.00008.0010300.80
2102013.02.22 02:13close1050.101.319490.00000.00003.2010304.00
2112013.02.26 00:04sell1060.101.307590.00000.0000
2122013.02.26 00:13sell1070.101.308610.00000.0000
2132013.02.26 03:45close1060.101.307870.00000.0000-2.8010301.20
2142013.02.26 03:45close1070.101.307850.00000.00007.6010308.80
2152013.02.27 00:16buy1080.101.306410.00000.0000
2162013.02.27 01:16buy1090.101.30540.00000.0000
2172013.02.27 01:22buy1100.101.304390.00000.0000
2182013.02.27 03:30close1080.101.306970.00000.00005.6010314.40
2192013.02.27 03:30close1100.101.306970.00000.000025.8010340.20
2202013.02.27 03:30close1090.101.30700.00000.000016.0010356.20
2212013.02.28 00:32buy1110.101.314620.00000.0000
2222013.02.28 05:32close1110.101.315440.00000.00008.2010364.40
2232013.03.01 00:10sell1120.101.306590.00000.0000
2242013.03.01 02:21sell1130.101.30760.00000.0000
2252013.03.01 06:49close1120.101.307580.00000.0000-9.9010354.50
2262013.03.01 06:49close1130.101.30760.00000.00000.0010354.50
2272013.03.05 00:20buy1140.101.303350.00000.0000
2282013.03.05 05:27close1140.101.303740.00000.00003.9010358.40
2292013.03.06 00:10sell1150.101.304910.00000.0000
2302013.03.06 00:39sell1160.101.305920.00000.0000
2312013.03.06 04:58close1150.101.30600.00000.0000-10.9010347.50
2322013.03.06 04:58close1160.101.306030.00000.0000-1.1010346.40
2332013.03.08 00:14buy1170.101.310370.00000.0000
2342013.03.08 02:34buy1180.101.309350.00000.0000
2352013.03.08 06:45buy1190.101.308280.00000.0000
2362013.03.08 08:20close1170.101.309870.00000.0000-5.0010341.40
2372013.03.08 08:20close1190.101.309870.00000.000015.9010357.30
2382013.03.08 08:20close1180.101.309880.00000.00005.3010362.60
2392013.03.12 00:46sell1200.101.303150.00000.0000
2402013.03.12 03:52close1200.101.30280.00000.00003.5010366.10
2412013.03.13 00:18buy1210.101.302820.00000.0000
2422013.03.13 00:58sell1220.101.302960.00000.0000
2432013.03.13 01:31close1210.101.303250.00000.00004.3010370.40
2442013.03.13 03:43sell1230.101.303970.00000.0000
2452013.03.13 07:37sell1240.101.304990.00000.0000
2462013.03.13 07:52sell1250.101.306010.00000.0000
2472013.03.13 08:39close1220.101.303680.00000.0000-7.2010363.20
2482013.03.13 08:39close1240.101.303680.00000.000013.1010376.30
2492013.03.13 08:39close1230.101.303710.00000.00002.6010378.90
2502013.03.13 08:39close1250.101.303710.00000.000023.0010401.90
2512013.03.14 00:01sell1260.101.296150.00000.0000
2522013.03.14 00:57sell1270.101.297150.00000.0000
2532013.03.14 03:36close1260.101.296080.00000.00000.7010402.60
2542013.03.14 03:36close1270.101.296080.00000.000010.7010413.30
2552013.03.15 00:02buy1280.101.301250.00000.0000
2562013.03.15 01:27close1280.101.301510.00000.00002.6010415.90
2572013.03.19 00:07buy1290.101.294390.00000.0000
2582013.03.19 00:20sell1300.101.294530.00000.0000
2592013.03.19 00:31sell1310.101.295530.00000.0000
2602013.03.19 01:31close1290.101.296310.00000.000019.2010435.10
2612013.03.19 01:33sell1320.101.296550.00000.0000
2622013.03.19 03:16close1300.101.295660.00000.0000-11.3010423.80
2632013.03.19 03:16close1320.101.295660.00000.00008.9010432.70
2642013.03.19 03:16close1310.101.295640.00000.0000-1.1010431.60
2652013.03.20 00:00sell1330.101.286410.00000.0000
2662013.03.20 01:19sell1340.101.287420.00000.0000
2672013.03.20 04:49close1330.101.287250.00000.0000-8.4010423.20
2682013.03.20 04:49close1340.101.287250.00000.00001.7010424.90
2692013.03.21 00:15buy1350.101.293680.00000.0000
2702013.03.21 00:55sell1360.101.293840.00000.0000
2712013.03.21 01:45close1350.101.294450.00000.00007.7010432.60
2722013.03.21 01:56sell1370.101.294860.00000.0000
2732013.03.21 04:41close1360.101.294540.00000.0000-7.0010425.60
2742013.03.21 04:41close1370.101.294530.00000.00003.3010428.90
2752013.03.22 00:33sell1380.101.290690.00000.0000
2762013.03.22 04:36sell1390.101.291690.00000.0000
2772013.03.22 05:27close1380.101.290930.00000.0000-2.4010426.50
2782013.03.22 05:27close1390.101.290990.00000.00007.0010433.50
2792013.03.26 00:04sell1400.101.286090.00000.0000
2802013.03.26 00:39buy1410.101.285780.00000.0000
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5752013.06.18 07:49close2850.101.335830.00000.0000-2.3010746.80
5762013.06.18 07:49close2880.101.335830.00000.000019.0010765.80
5772013.06.18 07:49close2870.101.335880.00000.00008.4010774.20
5782013.06.18 07:49close2890.101.335870.00000.000030.5010804.70
5792013.06.19 00:02sell2900.101.33940.00000.0000
5802013.06.19 02:30close2900.101.339080.00000.00003.2010807.90
5812013.06.20 00:07sell2910.101.328590.00000.0000
5822013.06.20 00:39sell2920.101.329610.00000.0000
5832013.06.20 01:13close2910.101.32780.00000.00007.9010815.80
5842013.06.20 01:13close2920.101.32780.00000.000018.1010833.90
5852013.06.21 00:05sell2930.101.323610.00000.0000
5862013.06.21 00:08buy2940.101.322610.00000.0000
5872013.06.21 00:15close2930.101.322120.00000.000014.9010848.80
5882013.06.21 00:16buy2950.101.321520.00000.0000
5892013.06.21 00:16buy2960.101.320490.00000.0000
5902013.06.21 02:13close2940.101.324610.00000.000020.0010868.80
5912013.06.21 02:13close2960.101.324610.00000.000041.2010910.00
5922013.06.21 02:13close2950.101.324620.00000.000031.0010941.00
5932013.06.25 00:13buy2970.101.312780.00000.0000
5942013.06.25 03:25buy2980.101.311770.00000.0000
5952013.06.25 06:08close2970.101.31240.00000.0000-3.8010937.20
5962013.06.25 06:08close2980.101.312420.00000.00006.5010943.70
5972013.06.26 00:01sell2990.101.307680.00000.0000
5982013.06.26 00:40sell3000.101.308690.00000.0000
5992013.06.26 00:55buy3010.101.308170.00000.0000
6002013.06.26 02:54close2990.101.307620.00000.00000.6010944.30
6012013.06.26 02:54close3000.101.307620.00000.000010.7010955.00
6022013.06.26 02:57buy3020.101.307160.00000.0000
6032013.06.26 03:00buy3030.101.306130.00000.0000
6042013.06.26 06:10close3010.101.307860.00000.0000-3.1010951.90
6052013.06.26 06:10close3030.101.307860.00000.000017.3010969.20
6062013.06.26 06:10close3020.101.307860.00000.00007.0010976.20