Strategy Tester Report
CM_EURUSD
EGlobal-Demo (Build 1090)

СимволEURUSD (Euro vs US Dollar)
Период1 Минута (M1) 2017.01.02 00:02 - 2017.08.17 23:59 (2017.01.01 - 2017.08.18)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagicNumber=27; LotSize=0.5; inpOpenBuy=true; inpOpenSell=true; Use_Money_Management=false; Start_Hour=0; Finish_Hour=23; inpDist=50; inpDistFactor=1.55; inpMaxLevel=3; tma_daily_filter=0.25;
Баров в истории234994Смоделировано тиков14206930Качество моделирования25.00%
Ошибки рассогласования графиков0
Начальный депозит3000.00СпредТекущий (2)
Чистая прибыль16325.15Общая прибыль19236.55Общий убыток-2911.41
Прибыльность6.61Матожидание выигрыша206.65
Абсолютная просадка1957.16Максимальная просадка6412.08 (67.96%)Относительная просадка67.96% (6412.08)
Всего сделок79Короткие позиции (% выигравших)33 (60.61%)Длинные позиции (% выигравших)46 (73.91%)
Прибыльные сделки (% от всех)54 (68.35%)Убыточные сделки (% от всех)25 (31.65%)
Самая большаяприбыльная сделка2475.78убыточная сделка-359.37
Средняяприбыльная сделка356.23убыточная сделка-116.46
Максимальное количествонепрерывных выигрышей (прибыль)10 (2573.82)непрерывных проигрышей (убыток)2 (-578.74)
Макс.непрерывная прибыль (число выигрышей)3858.63 (4)непрерывный убыток (число проигрышей)-578.74 (2)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.04 10:17sell10.501.04300.00000.0000
22017.01.04 10:17sell limit21.001.04800.00000.0000
32017.01.04 17:34sell21.001.04800.00000.0000
42017.01.04 17:34sell limit31.501.05580.00000.0000
52017.01.05 07:28sell31.501.05580.00000.0000
62017.01.05 12:40close31.501.05020.00000.0000840.003840.00
72017.01.05 12:40close21.001.05020.00000.0000-218.113621.89
82017.01.05 12:40close10.501.05020.00000.0000-359.063262.84
92017.01.05 18:22sell40.501.05960.00000.0000
102017.01.05 18:22sell limit51.001.06460.00000.0000
112017.01.06 15:54delete51.001.06460.00000.0000
122017.01.06 15:54close40.501.05460.00000.0000250.313513.15
132017.01.09 19:22sell60.501.05680.00000.0000
142017.01.09 19:22sell limit71.001.06180.00000.0000
152017.01.10 05:31sell71.001.06180.00000.0000
162017.01.10 05:31sell limit81.501.06960.00000.0000
172017.01.10 12:22close71.001.05840.00000.0000340.003853.15
182017.01.10 12:22close60.501.05840.00000.0000-79.693773.47
192017.01.10 12:22delete81.501.06960.00000.0000
202017.01.17 05:15sell90.501.06150.00000.0000
212017.01.17 05:15sell limit101.001.06650.00000.0000
222017.01.17 08:09sell101.001.06650.00000.0000
232017.01.17 08:09sell limit111.501.07430.00000.0000
242017.01.18 23:48close101.001.06310.00000.0000340.634114.10
252017.01.18 23:48close90.501.06310.00000.0000-79.694034.41
262017.01.18 23:48delete111.501.07430.00000.0000
272017.01.24 00:00sell120.501.07640.00000.0000
282017.01.24 00:00sell limit131.001.08140.00000.0000
292017.01.25 09:13delete131.001.08140.00000.0000
302017.01.25 09:13close120.501.07140.00000.0000250.314284.73
312017.01.25 12:15sell140.501.07430.00000.0000
322017.01.25 12:15sell limit151.001.07930.00000.0000
332017.01.26 15:25delete151.001.07930.00000.0000
342017.01.26 15:25close140.501.06930.00000.0000250.944535.67
352017.01.26 15:31buy160.501.07010.00000.0000
362017.01.26 15:31buy limit171.001.06510.00000.0000
372017.01.30 14:08buy171.001.06510.00000.0000
382017.01.30 14:08buy limit181.501.05740.00000.0000
392017.01.30 17:44close171.001.06850.00000.0000340.004875.67
402017.01.30 17:44close160.501.06850.00000.0000-84.764790.91
412017.01.30 17:44delete181.501.05740.00000.0000
422017.01.31 10:42sell190.501.07100.00000.0000
432017.01.31 10:42sell limit201.001.07600.00000.0000
442017.01.31 14:02sell201.001.07600.00000.0000
452017.01.31 14:02sell limit211.501.08380.00000.0000
462017.02.03 15:30close201.001.07260.00000.0000343.155134.06
472017.02.03 15:30close190.501.07260.00000.0000-78.425055.63
482017.02.03 15:30delete211.501.08380.00000.0000
492017.02.03 18:04sell220.501.07850.00000.0000
502017.02.03 18:04sell limit231.001.08350.00000.0000
512017.02.06 13:37delete231.001.08350.00000.0000
522017.02.06 13:37close220.501.07350.00000.0000250.315305.95
532017.02.07 10:30buy240.501.06720.00000.0000
542017.02.07 10:30buy limit251.001.06220.00000.0000
552017.02.10 15:34buy251.001.06220.00000.0000
562017.02.10 15:34buy limit261.501.05450.00000.0000
572017.02.13 10:10close251.001.06560.00000.0000335.245641.19
582017.02.13 10:10close240.501.06560.00000.0000-94.285546.91
592017.02.13 10:10delete261.501.05450.00000.0000
602017.02.14 08:03sell270.501.06170.00000.0000
612017.02.14 08:03sell limit281.001.06670.00000.0000
622017.02.14 17:45delete281.001.06670.00000.0000
632017.02.14 17:45close270.501.05670.00000.0000250.005796.91
642017.02.14 18:15buy290.501.05780.00000.0000
652017.02.14 18:15buy limit301.001.05280.00000.0000
662017.02.15 15:34buy301.001.05280.00000.0000
672017.02.15 15:34buy limit311.501.04510.00000.0000
682017.02.15 16:45close301.001.05620.00000.0000340.006136.91
692017.02.15 16:45close290.501.05620.00000.0000-82.386054.53
702017.02.15 16:45delete311.501.04510.00000.0000
712017.02.16 18:15sell320.501.06740.00000.0000
722017.02.16 18:15sell limit331.001.07240.00000.0000
732017.02.17 18:09delete331.001.07240.00000.0000
742017.02.17 18:09close320.501.06230.00000.0000255.316309.84
752017.02.21 05:00buy340.501.05840.00000.0000
762017.02.21 05:00buy limit351.001.05340.00000.0000
772017.02.21 13:21buy351.001.05340.00000.0000
782017.02.21 13:21buy limit361.501.04570.00000.0000
792017.02.22 21:06close351.001.05680.00000.0000335.246645.08
802017.02.22 21:06close340.501.05680.00000.0000-82.386562.70
812017.02.22 21:06delete361.501.04570.00000.0000
822017.02.23 16:00sell370.501.05770.00000.0000
832017.02.23 16:00sell limit381.001.06270.00000.0000
842017.02.27 18:49sell381.001.06270.00000.0000
852017.02.27 18:49sell limit391.501.07050.00000.0000
862017.02.27 20:43close381.001.05930.00000.0000340.006902.70
872017.02.27 20:43close370.501.05930.00000.0000-79.376823.33
882017.02.27 20:43delete391.501.07050.00000.0000
892017.02.28 13:15sell400.501.06000.00000.0000
902017.02.28 13:15sell limit411.001.06500.00000.0000
912017.03.01 09:03delete411.001.06500.00000.0000
922017.03.01 09:03close400.501.05500.00000.0000250.317073.65
932017.03.02 14:32buy420.501.05160.00000.0000
942017.03.02 14:32buy limit431.001.04660.00000.0000
952017.03.03 15:10delete431.001.04660.00000.0000
962017.03.03 15:10close420.501.05660.00000.0000247.627321.27
972017.03.03 16:02sell440.501.05640.00000.0000
982017.03.03 16:02sell limit451.001.06140.00000.0000
992017.03.03 22:47sell451.001.06140.00000.0000
1002017.03.03 22:47sell limit461.501.06920.00000.0000
1012017.03.06 14:08close451.001.05800.00000.0000340.637661.90
1022017.03.06 14:08close440.501.05800.00000.0000-79.697582.21
1032017.03.06 14:08delete461.501.06920.00000.0000
1042017.03.07 09:45sell470.501.05950.00000.0000
1052017.03.07 09:45sell limit481.001.06450.00000.0000
1062017.03.08 15:15delete481.001.06450.00000.0000
1072017.03.08 15:15close470.501.05450.00000.0000250.317832.53
1082017.03.08 15:33buy490.501.05490.00000.0000
1092017.03.08 15:33buy limit501.001.04990.00000.0000
1102017.03.09 16:05delete501.001.04990.00000.0000
1112017.03.09 16:05close490.501.05990.00000.0000242.868075.39
1122017.03.09 16:39sell510.501.05850.00000.0000
1132017.03.09 16:39sell limit521.001.06350.00000.0000
1142017.03.10 15:43sell521.001.06350.00000.0000
1152017.03.10 15:43sell limit531.501.07130.00000.0000
1162017.03.13 08:58sell531.501.07130.00000.0000
1172017.03.13 16:32close531.501.06570.00000.0000840.008915.39
1182017.03.13 16:32close521.001.06570.00000.0000-219.378696.02
1192017.03.13 16:32close510.501.06570.00000.0000-359.378336.65
1202017.03.14 10:20buy540.501.06440.00000.0000
1212017.03.14 10:20buy limit551.001.05940.00000.0000
1222017.03.15 20:06delete551.001.05940.00000.0000
1232017.03.15 20:06close540.501.06950.00000.0000252.628589.27
1242017.03.16 22:58sell560.501.07630.00000.0000
1252017.03.16 22:58sell limit571.001.08130.00000.0000
1262017.03.21 15:40sell571.001.08130.00000.0000
1272017.03.21 15:40sell limit581.501.08910.00000.0000
1282017.03.22 11:26close571.001.07790.00000.0000340.638929.90
1292017.03.22 11:26close560.501.07790.00000.0000-78.748851.16
1302017.03.22 11:26delete581.501.08910.00000.0000
1312017.03.22 11:37buy590.501.07840.00000.0000
1322017.03.22 11:37buy limit601.001.07340.00000.0000
1332017.03.27 00:11delete601.001.07340.00000.0000
1342017.03.27 00:11close590.501.08350.00000.0000243.109094.26
1352017.03.27 01:17sell610.501.08330.00000.0000
1362017.03.27 01:17sell limit621.001.08830.00000.0000
1372017.03.27 15:07sell621.001.08830.00000.0000
1382017.03.27 15:07sell limit631.501.09610.00000.0000
1392017.03.28 11:19close621.001.08490.00000.0000340.639434.89
1402017.03.28 11:19close610.501.08490.00000.0000-79.699355.20
1412017.03.28 11:19delete631.501.09610.00000.0000
1422017.03.28 11:43buy640.501.08560.00000.0000
1432017.03.28 11:43buy limit651.001.08060.00000.0000
1442017.03.28 21:06buy651.001.08060.00000.0000
1452017.03.28 21:06buy limit661.501.07290.00000.0000
1462017.03.30 15:41buy661.501.07290.00000.0000
1472017.04.24 00:02close661.501.09050.00000.00002475.7811830.98
1482017.04.24 00:02close651.001.09050.00000.0000861.4812692.46
1492017.04.24 00:02close640.501.09050.00000.0000180.7412873.20
1502017.04.24 02:15sell670.501.08730.00000.0000
1512017.04.24 02:15sell limit681.001.09230.00000.0000
1522017.04.25 17:20sell681.001.09230.00000.0000
1532017.04.25 17:20sell limit691.501.10010.00000.0000
1542017.04.26 13:19close681.001.08890.00000.0000340.6313213.83
1552017.04.26 13:19close670.501.08890.00000.0000-79.3713134.46
1562017.04.26 13:19delete691.501.10010.00000.0000
1572017.04.26 13:54buy700.501.08930.00000.0000
1582017.04.26 13:54buy limit711.001.08430.00000.0000
1592017.04.28 12:06delete711.001.08430.00000.0000
1602017.04.28 12:06close700.501.09430.00000.0000240.4813374.94
1612017.04.28 14:00sell720.501.09380.00000.0000
1622017.04.28 14:00sell limit731.001.09880.00000.0000
1632017.04.28 17:57delete731.001.09880.00000.0000
1642017.04.28 17:57close720.501.08880.00000.0000250.0013624.94
1652017.05.01 16:03sell740.501.09130.00000.0000
1662017.05.01 16:03sell limit751.001.09630.00000.0000
1672017.05.04 18:46sell751.001.09630.00000.0000
1682017.05.04 18:46sell limit761.501.10410.00000.0000
1692017.05.08 18:00close751.001.09290.00000.0000341.2613966.20
1702017.05.08 18:00close740.501.09290.00000.0000-77.8013888.41
1712017.05.08 18:00delete761.501.10410.00000.0000
1722017.05.09 10:15buy770.501.09150.00000.0000
1732017.05.09 10:15buy limit781.001.08650.00000.0000
1742017.05.09 21:39buy781.001.08650.00000.0000
1752017.05.09 21:39buy limit791.501.07880.00000.0000
1762017.05.12 15:42close781.001.08990.00000.0000316.2014204.61
1772017.05.12 15:42close770.501.08990.00000.0000-91.9014112.71
1782017.05.12 15:42delete791.501.07880.00000.0000
1792017.05.18 12:56buy800.501.11210.00000.0000
1802017.05.18 12:56buy limit811.001.10710.00000.0000
1812017.05.19 14:31delete811.001.10710.00000.0000
1822017.05.19 14:31close800.501.11720.00000.0000252.6214365.33
1832017.05.22 11:45buy820.501.11690.00000.0000
1842017.05.22 11:45buy limit831.001.11190.00000.0000
1852017.05.22 13:04delete831.001.11190.00000.0000
1862017.05.22 13:04close820.501.12200.00000.0000255.0014620.33
1872017.05.23 15:21buy840.501.12240.00000.0000
1882017.05.23 15:21buy limit851.001.11740.00000.0000
1892017.05.24 09:07buy851.001.11740.00000.0000
1902017.05.24 09:07buy limit861.501.10970.00000.0000
1912017.05.24 21:03close851.001.12080.00000.0000340.0014960.33
1922017.05.24 21:03close840.501.12080.00000.0000-82.3814877.95
1932017.05.24 21:03delete861.501.10970.00000.0000
1942017.05.26 05:30buy870.501.11970.00000.0000
1952017.05.26 05:30buy limit881.001.11470.00000.0000
1962017.05.30 01:01buy881.001.11470.00000.0000
1972017.05.30 01:01buy limit891.501.10700.00000.0000
1982017.05.30 14:44close881.001.11810.00000.0000340.0015217.95
1992017.05.30 14:44close870.501.11810.00000.0000-84.7615133.19
2002017.05.30 14:44delete891.501.10700.00000.0000
2012017.06.01 15:45buy900.501.12140.00000.0000
2022017.06.01 15:45buy limit911.001.11640.00000.0000
2032017.06.02 15:34delete911.001.11640.00000.0000
2042017.06.02 15:34close900.501.12640.00000.0000247.6215380.81
2052017.06.05 14:30buy920.501.12490.00000.0000
2062017.06.05 14:30buy limit931.001.11990.00000.0000
2072017.06.08 15:46buy931.001.11990.00000.0000
2082017.06.08 15:46buy limit941.501.11220.00000.0000
2092017.06.08 15:51close931.001.12330.00000.0000340.0015720.81
2102017.06.08 15:51close920.501.12330.00000.0000-91.9015628.91
2112017.06.08 15:51delete941.501.11220.00000.0000
2122017.06.08 15:51buy950.501.12340.00000.0000
2132017.06.08 15:51buy limit961.001.11840.00000.0000
2142017.06.09 02:43buy961.001.11840.00000.0000
2152017.06.09 02:43buy limit971.501.11070.00000.0000
2162017.06.12 10:42close961.001.12180.00000.0000335.2415964.15
2172017.06.12 10:42close950.501.12180.00000.0000-84.7615879.39
2182017.06.12 10:42delete971.501.11070.00000.0000
2192017.06.15 13:30buy980.501.11650.00000.0000
2202017.06.15 13:30buy limit991.001.11150.00000.0000
2212017.06.26 15:42delete991.001.11150.00000.0000
2222017.06.26 15:42close980.501.12160.00000.0000233.5816112.97
2232017.06.30 12:45buy1000.501.14040.00000.0000
2242017.06.30 12:45buy limit1011.001.13540.00000.0000
2252017.07.04 08:30buy1011.001.13540.00000.0000
2262017.07.04 08:30buy limit1021.501.12770.00000.0000
2272017.07.06 15:15close1011.001.13880.00000.0000320.9616433.93
2282017.07.06 15:15close1000.501.13880.00000.0000-94.2816339.65
2292017.07.06 15:15delete1021.501.12770.00000.0000
2302017.07.07 17:04buy1030.501.14020.00000.0000
2312017.07.07 17:04buy limit1041.001.13520.00000.0000
2322017.07.11 20:35delete1041.001.13520.00000.0000
2332017.07.11 20:35close1030.501.14520.00000.0000245.2416584.89
2342017.07.12 17:45buy1050.501.14140.00000.0000
2352017.07.12 17:45buy limit1061.001.13640.00000.0000
2362017.07.14 15:55delete1061.001.13640.00000.0000
2372017.07.14 15:55close1050.501.14640.00000.0000240.4816825.37
2382017.07.17 11:03buy1070.501.14470.00000.0000
2392017.07.17 11:03buy limit1081.001.13970.00000.0000
2402017.07.18 04:05delete1081.001.13970.00000.0000
2412017.07.18 04:05close1070.501.14980.00000.0000252.6217077.99
2422017.07.20 11:15buy1090.501.15030.00000.0000
2432017.07.20 11:15buy limit1101.001.14530.00000.0000
2442017.07.20 15:50delete1101.001.14530.00000.0000
2452017.07.20 15:50close1090.501.15530.00000.0000250.0017327.99
2462017.07.24 10:06buy1110.501.16540.00000.0000
2472017.07.24 10:06buy limit1121.001.16040.00000.0000
2482017.07.25 16:06delete1121.001.16040.00000.0000
2492017.07.25 16:06close1110.501.17040.00000.0000247.6217575.61
2502017.07.26 09:45buy1130.501.16320.00000.0000
2512017.07.26 09:45buy limit1141.001.15820.00000.0000
2522017.07.26 21:04delete1141.001.15820.00000.0000
2532017.07.26 21:04close1130.501.16830.00000.0000255.0017830.61
2542017.07.27 15:00buy1150.501.16960.00000.0000
2552017.07.27 15:00buy limit1161.001.16460.00000.0000
2562017.07.28 15:31delete1161.001.16460.00000.0000
2572017.07.28 15:31close1150.501.17460.00000.0000247.6218078.23
2582017.08.01 18:51buy1170.501.17990.00000.0000
2592017.08.01 18:51buy limit1181.001.17490.00000.0000
2602017.08.02 11:29delete1181.001.17490.00000.0000
2612017.08.02 11:29close1170.501.18490.00000.0000247.6218325.85
2622017.08.04 19:00buy1190.501.17550.00000.0000
2632017.08.04 19:00buy limit1201.001.17050.00000.0000
2642017.08.07 10:47delete1201.001.17050.00000.0000
2652017.08.07 10:47close1190.501.18050.00000.0000247.6218573.47
2662017.08.08 19:30buy1210.501.17430.00000.0000
2672017.08.08 19:30buy limit1221.001.16930.00000.0000
2682017.08.09 16:17buy1221.001.16930.00000.0000
2692017.08.09 16:17buy limit1231.501.16160.00000.0000
2702017.08.09 17:17close1221.001.17270.00000.0000340.0018913.47
2712017.08.09 17:17close1210.501.17270.00000.0000-82.3818831.09
2722017.08.09 17:17delete1231.501.16160.00000.0000
2732017.08.14 12:30buy1240.501.17960.00000.0000
2742017.08.14 12:30buy limit1251.001.17460.00000.0000
2752017.08.15 08:47buy1251.001.17460.00000.0000
2762017.08.15 08:47buy limit1261.501.16690.00000.0000
2772017.08.17 03:28close1251.001.17810.00000.0000330.9619162.05
2782017.08.17 03:28close1240.501.17810.00000.0000-86.9019075.15
2792017.08.17 03:28delete1261.501.16690.00000.0000
2802017.08.17 13:15buy1270.501.17000.00000.0000
2812017.08.17 13:15buy limit1281.001.16500.00000.0000
2822017.08.17 18:45delete1281.001.16500.00000.0000
2832017.08.17 18:45close1270.501.17500.00000.0000250.0019325.15