| Символ | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
| Период | День (D1) 2012.01.02 00:00 - 2012.12.31 23:59 (2012.01.01 - 2013.01.01) | ||||
| Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
| Параметры | Settings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=413; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=12; TrendMAPer=220; RSILev=30; WPRLev=2; UseForce=true; UseMom=false; UseRSI=true; UseWPR=true; UseDem=false; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=40; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=60; ExitProfitMinutesClass=16; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=8; EADXLevel=40; ExitProfitMinutesADX=8; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=34; EBBDev=1; ExitProfitMinutesBB=6; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=8; EDEMLevel=0.1; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=22; EWPRLevel=14; ExitProfitMinutesWPR=18; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=40; ESTODPer=14; ESTOSPer=8; ESTOLevel=50; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=24; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=4; iMAPeriod=6; Settings51="====БУ===="; UseBE=true; BEPerc=40; BEPlusPips=2; FiltersString29="-Фильтр корреляции"; BalancePairFilter=false; OnlyCurrPair=false; FiltersString28="-МаксРиск фильтр"; UseMaxRiskFilter=false; MaxRisk=15; Settings53="====Прочие торговые настройки===="; UseComments=true; | ||||
| Баров в истории | 1261 | Смоделировано тиков | 1521 | Качество моделирования | n/a |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (12) | ||
| Чистая прибыль | -246.69 | Общая прибыль | 706.24 | Общий убыток | -952.94 |
| Прибыльность | 0.74 | Матожидание выигрыша | -6.85 | ||
| Абсолютная просадка | 456.57 | Максимальная просадка | 659.73 (6.47%) | Относительная просадка | 6.47% (659.73) |
| Всего сделок | 36 | Короткие позиции (% выигравших) | 6 (33.33%) | Длинные позиции (% выигравших) | 30 (53.33%) |
| Прибыльные сделки (% от всех) | 18 (50.00%) | Убыточные сделки (% от всех) | 18 (50.00%) | ||
| Самая большая | прибыльная сделка | 108.01 | убыточная сделка | -125.93 | |
| Средняя | прибыльная сделка | 39.24 | убыточная сделка | -52.94 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 8 (351.96) | непрерывных проигрышей (убыток) | 6 (-318.80) | |
| Макс. | непрерывная прибыль (число выигрышей) | 351.96 (8) | непрерывный убыток (число проигрышей) | -361.64 (4) | |
| Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 4 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2012.01.13 00:00 | buy | 1 | 0.05 | 0.79382 | 0.00000 | 0.00000 | ||
| 2 | 2012.01.13 00:00 | modify | 1 | 0.05 | 0.79382 | 0.76847 | 0.80396 | ||
| 3 | 2012.01.13 00:00 | buy | 2 | 0.05 | 0.79382 | 0.00000 | 0.00000 | ||
| 4 | 2012.01.13 00:00 | modify | 2 | 0.05 | 0.79382 | 0.76847 | 0.00000 | ||
| 5 | 2012.01.19 00:00 | t/p | 1 | 0.05 | 0.80396 | 0.76847 | 0.80396 | 51.06 | 10051.06 |
| 6 | 2012.01.19 00:00 | modify | 2 | 0.05 | 0.79382 | 0.79402 | 0.00000 | ||
| 7 | 2012.01.19 00:00 | modify | 2 | 0.05 | 0.79382 | 0.79881 | 0.00000 | ||
| 8 | 2012.01.20 00:00 | modify | 2 | 0.05 | 0.79382 | 0.79961 | 0.00000 | ||
| 9 | 2012.01.23 00:00 | s/l | 2 | 0.05 | 0.79961 | 0.79961 | 0.00000 | 29.43 | 10080.49 |
| 10 | 2012.01.31 00:00 | buy | 3 | 0.05 | 0.81931 | 0.00000 | 0.00000 | ||
| 11 | 2012.01.31 00:00 | modify | 3 | 0.05 | 0.81931 | 0.79471 | 0.82915 | ||
| 12 | 2012.01.31 00:00 | buy | 4 | 0.05 | 0.81931 | 0.00000 | 0.00000 | ||
| 13 | 2012.01.31 00:00 | modify | 4 | 0.05 | 0.81931 | 0.79471 | 0.00000 | ||
| 14 | 2012.02.01 00:00 | t/p | 3 | 0.05 | 0.82915 | 0.79471 | 0.82915 | 49.26 | 10129.75 |
| 15 | 2012.02.01 00:00 | modify | 4 | 0.05 | 0.81931 | 0.81951 | 0.00000 | ||
| 16 | 2012.02.01 00:00 | modify | 4 | 0.05 | 0.81931 | 0.82092 | 0.00000 | ||
| 17 | 2012.02.02 00:00 | modify | 4 | 0.05 | 0.81931 | 0.82536 | 0.00000 | ||
| 18 | 2012.02.03 00:00 | modify | 4 | 0.05 | 0.81931 | 0.82761 | 0.00000 | ||
| 19 | 2012.02.06 00:00 | modify | 4 | 0.05 | 0.81931 | 0.82974 | 0.00000 | ||
| 20 | 2012.02.07 00:00 | s/l | 4 | 0.05 | 0.82974 | 0.82974 | 0.00000 | 52.57 | 10182.32 |
| 21 | 2012.02.07 00:00 | buy | 5 | 0.05 | 0.83390 | 0.00000 | 0.00000 | ||
| 22 | 2012.02.07 00:00 | modify | 5 | 0.05 | 0.83390 | 0.80889 | 0.84390 | ||
| 23 | 2012.02.07 00:00 | buy | 6 | 0.05 | 0.83390 | 0.00000 | 0.00000 | ||
| 24 | 2012.02.07 00:00 | modify | 6 | 0.05 | 0.83390 | 0.80889 | 0.00000 | ||
| 25 | 2012.02.13 00:00 | close | 6 | 0.05 | 0.82888 | 0.80889 | 0.00000 | -24.74 | 10157.58 |
| 26 | 2012.02.13 00:00 | close | 5 | 0.05 | 0.82888 | 0.80889 | 0.84390 | -24.74 | 10132.84 |
| 27 | 2012.02.16 00:00 | buy | 7 | 0.05 | 0.83289 | 0.00000 | 0.00000 | ||
| 28 | 2012.02.16 00:00 | modify | 7 | 0.05 | 0.83289 | 0.80740 | 0.84309 | ||
| 29 | 2012.02.16 00:00 | buy | 8 | 0.05 | 0.83289 | 0.00000 | 0.00000 | ||
| 30 | 2012.02.16 00:00 | modify | 8 | 0.05 | 0.83289 | 0.80740 | 0.00000 | ||
| 31 | 2012.02.22 00:00 | modify | 8 | 0.05 | 0.83289 | 0.83309 | 0.00000 | ||
| 32 | 2012.02.22 00:00 | modify | 7 | 0.05 | 0.83289 | 0.83309 | 0.84309 | ||
| 33 | 2012.02.23 00:00 | s/l | 7 | 0.05 | 0.83309 | 0.83309 | 0.84309 | 1.42 | 10134.26 |
| 34 | 2012.02.23 00:00 | s/l | 8 | 0.05 | 0.83309 | 0.83309 | 0.00000 | 1.42 | 10135.68 |
| 35 | 2012.02.29 00:00 | buy | 9 | 0.05 | 0.83784 | 0.00000 | 0.00000 | ||
| 36 | 2012.02.29 00:00 | modify | 9 | 0.05 | 0.83784 | 0.81257 | 0.84795 | ||
| 37 | 2012.02.29 00:00 | buy | 10 | 0.05 | 0.83784 | 0.00000 | 0.00000 | ||
| 38 | 2012.02.29 00:00 | modify | 10 | 0.05 | 0.83784 | 0.81257 | 0.00000 | ||
| 39 | 2012.03.07 00:00 | s/l | 9 | 0.05 | 0.81257 | 0.81257 | 0.84795 | -125.93 | 10009.75 |
| 40 | 2012.03.07 00:00 | s/l | 10 | 0.05 | 0.81257 | 0.81257 | 0.00000 | -125.93 | 9883.82 |
| 41 | 2012.04.16 00:00 | buy | 11 | 0.05 | 0.82440 | 0.00000 | 0.00000 | ||
| 42 | 2012.04.16 00:00 | modify | 11 | 0.05 | 0.82440 | 0.79858 | 0.83473 | ||
| 43 | 2012.04.16 00:00 | buy | 12 | 0.05 | 0.82440 | 0.00000 | 0.00000 | ||
| 44 | 2012.04.16 00:00 | modify | 12 | 0.05 | 0.82440 | 0.79858 | 0.00000 | ||
| 45 | 2012.04.20 00:00 | close | 12 | 0.05 | 0.81335 | 0.79858 | 0.00000 | -54.89 | 9828.93 |
| 46 | 2012.04.20 00:00 | close | 11 | 0.05 | 0.81335 | 0.79858 | 0.83473 | -54.89 | 9774.04 |
| 47 | 2012.05.22 00:00 | sell | 13 | 0.05 | 0.76498 | 0.00000 | 0.00000 | ||
| 48 | 2012.05.22 00:00 | modify | 13 | 0.05 | 0.76498 | 0.78985 | 0.75503 | ||
| 49 | 2012.05.22 00:00 | sell | 14 | 0.05 | 0.76498 | 0.00000 | 0.00000 | ||
| 50 | 2012.05.22 00:00 | modify | 14 | 0.05 | 0.76498 | 0.78985 | 0.00000 | ||
| 51 | 2012.05.23 00:00 | t/p | 13 | 0.05 | 0.75503 | 0.78985 | 0.75503 | 49.62 | 9823.66 |
| 52 | 2012.05.23 00:00 | modify | 14 | 0.05 | 0.76498 | 0.76478 | 0.00000 | ||
| 53 | 2012.05.23 00:00 | modify | 14 | 0.05 | 0.76498 | 0.76114 | 0.00000 | ||
| 54 | 2012.05.24 00:00 | modify | 14 | 0.05 | 0.76498 | 0.75714 | 0.00000 | ||
| 55 | 2012.05.25 00:00 | s/l | 14 | 0.05 | 0.75714 | 0.75714 | 0.00000 | 38.56 | 9862.22 |
| 56 | 2012.05.25 00:00 | sell | 15 | 0.05 | 0.75321 | 0.00000 | 0.00000 | ||
| 57 | 2012.05.25 00:00 | modify | 15 | 0.05 | 0.75321 | 0.78053 | 0.74228 | ||
| 58 | 2012.05.25 00:00 | sell | 16 | 0.05 | 0.75321 | 0.00000 | 0.00000 | ||
| 59 | 2012.05.25 00:00 | modify | 16 | 0.05 | 0.75321 | 0.78053 | 0.00000 | ||
| 60 | 2012.06.05 00:00 | close | 16 | 0.05 | 0.75650 | 0.78053 | 0.00000 | -17.60 | 9844.62 |
| 61 | 2012.06.05 00:00 | close | 15 | 0.05 | 0.75650 | 0.78053 | 0.74228 | -17.60 | 9827.02 |
| 62 | 2012.07.06 00:00 | buy | 17 | 0.05 | 0.80310 | 0.00000 | 0.00000 | ||
| 63 | 2012.07.06 00:00 | modify | 17 | 0.05 | 0.80310 | 0.77706 | 0.81352 | ||
| 64 | 2012.07.06 00:00 | buy | 18 | 0.05 | 0.80310 | 0.00000 | 0.00000 | ||
| 65 | 2012.07.06 00:00 | modify | 18 | 0.05 | 0.80310 | 0.77706 | 0.00000 | ||
| 66 | 2012.07.12 00:00 | close | 18 | 0.05 | 0.79586 | 0.77706 | 0.00000 | -35.84 | 9791.18 |
| 67 | 2012.07.12 00:00 | close | 17 | 0.05 | 0.79586 | 0.77706 | 0.81352 | -35.84 | 9755.34 |
| 68 | 2012.07.26 00:00 | sell | 19 | 0.05 | 0.78868 | 0.00000 | 0.00000 | ||
| 69 | 2012.07.26 00:00 | modify | 19 | 0.05 | 0.78868 | 0.81311 | 0.77891 | ||
| 70 | 2012.07.26 00:00 | sell | 20 | 0.05 | 0.78868 | 0.00000 | 0.00000 | ||
| 71 | 2012.07.26 00:00 | modify | 20 | 0.05 | 0.78868 | 0.81311 | 0.00000 | ||
| 72 | 2012.07.30 00:00 | close | 20 | 0.05 | 0.80982 | 0.81311 | 0.00000 | -105.96 | 9649.38 |
| 73 | 2012.07.30 00:00 | close | 19 | 0.05 | 0.80982 | 0.81311 | 0.77891 | -105.96 | 9543.43 |
| 74 | 2012.08.02 00:00 | buy | 21 | 0.05 | 0.80769 | 0.00000 | 0.00000 | ||
| 75 | 2012.08.02 00:00 | modify | 21 | 0.05 | 0.80769 | 0.78387 | 0.81722 | ||
| 76 | 2012.08.02 00:00 | buy | 22 | 0.05 | 0.80769 | 0.00000 | 0.00000 | ||
| 77 | 2012.08.02 00:00 | modify | 22 | 0.05 | 0.80769 | 0.78387 | 0.00000 | ||
| 78 | 2012.08.06 00:00 | t/p | 21 | 0.05 | 0.81722 | 0.78387 | 0.81722 | 47.77 | 9591.20 |
| 79 | 2012.08.06 00:00 | modify | 22 | 0.05 | 0.80769 | 0.80789 | 0.00000 | ||
| 80 | 2012.08.06 00:00 | modify | 22 | 0.05 | 0.80769 | 0.81178 | 0.00000 | ||
| 81 | 2012.08.07 00:00 | modify | 22 | 0.05 | 0.80769 | 0.81424 | 0.00000 | ||
| 82 | 2012.08.09 00:00 | s/l | 22 | 0.05 | 0.81424 | 0.81424 | 0.00000 | 33.17 | 9624.37 |
| 83 | 2012.08.10 00:00 | buy | 23 | 0.05 | 0.81143 | 0.00000 | 0.00000 | ||
| 84 | 2012.08.10 00:00 | modify | 23 | 0.05 | 0.81143 | 0.78759 | 0.82097 | ||
| 85 | 2012.08.10 00:00 | buy | 24 | 0.05 | 0.81143 | 0.00000 | 0.00000 | ||
| 86 | 2012.08.10 00:00 | modify | 24 | 0.05 | 0.81143 | 0.78759 | 0.00000 | ||
| 87 | 2012.08.14 00:00 | close | 24 | 0.05 | 0.80867 | 0.78759 | 0.00000 | -13.68 | 9610.69 |
| 88 | 2012.08.14 00:00 | close | 23 | 0.05 | 0.80867 | 0.78759 | 0.82097 | -13.68 | 9597.01 |
| 89 | 2012.09.18 00:00 | buy | 25 | 0.05 | 0.82619 | 0.00000 | 0.00000 | ||
| 90 | 2012.09.18 00:00 | modify | 25 | 0.05 | 0.82619 | 0.80494 | 0.83469 | ||
| 91 | 2012.09.18 00:00 | buy | 26 | 0.05 | 0.82619 | 0.00000 | 0.00000 | ||
| 92 | 2012.09.18 00:00 | modify | 26 | 0.05 | 0.82619 | 0.80494 | 0.00000 | ||
| 93 | 2012.09.25 00:00 | close | 26 | 0.05 | 0.82273 | 0.80494 | 0.00000 | -16.88 | 9580.13 |
| 94 | 2012.09.25 00:00 | close | 25 | 0.05 | 0.82273 | 0.80494 | 0.83469 | -16.88 | 9563.25 |
| 95 | 2012.09.26 00:00 | buy | 27 | 0.05 | 0.82153 | 0.00000 | 0.00000 | ||
| 96 | 2012.09.26 00:00 | modify | 27 | 0.05 | 0.82153 | 0.79879 | 0.83063 | ||
| 97 | 2012.09.26 00:00 | buy | 28 | 0.05 | 0.82153 | 0.00000 | 0.00000 | ||
| 98 | 2012.09.26 00:00 | modify | 28 | 0.05 | 0.82153 | 0.79879 | 0.00000 | ||
| 99 | 2012.09.28 00:00 | t/p | 27 | 0.05 | 0.83063 | 0.79879 | 0.83063 | 45.74 | 9608.99 |
| 100 | 2012.09.28 00:00 | modify | 28 | 0.05 | 0.82153 | 0.82173 | 0.00000 | ||
| 101 | 2012.09.28 00:00 | modify | 28 | 0.05 | 0.82153 | 0.82712 | 0.00000 | ||
| 102 | 2012.10.01 00:00 | modify | 28 | 0.05 | 0.82153 | 0.82726 | 0.00000 | ||
| 103 | 2012.10.02 00:00 | s/l | 28 | 0.05 | 0.82726 | 0.82726 | 0.00000 | 29.01 | 9638.00 |
| 104 | 2012.10.26 00:00 | buy | 29 | 0.05 | 0.81797 | 0.00000 | 0.00000 | ||
| 105 | 2012.10.26 00:00 | modify | 29 | 0.05 | 0.81797 | 0.79612 | 0.82671 | ||
| 106 | 2012.10.26 00:00 | buy | 30 | 0.05 | 0.81797 | 0.00000 | 0.00000 | ||
| 107 | 2012.10.26 00:00 | modify | 30 | 0.05 | 0.81797 | 0.79612 | 0.00000 | ||
| 108 | 2012.10.30 00:00 | modify | 30 | 0.05 | 0.81797 | 0.81817 | 0.00000 | ||
| 109 | 2012.10.30 00:00 | modify | 29 | 0.05 | 0.81797 | 0.81817 | 0.82671 | ||
| 110 | 2012.11.02 00:00 | t/p | 29 | 0.05 | 0.82671 | 0.81817 | 0.82671 | 44.12 | 9682.12 |
| 111 | 2012.11.02 00:00 | modify | 30 | 0.05 | 0.81797 | 0.82285 | 0.00000 | ||
| 112 | 2012.11.06 00:00 | modify | 30 | 0.05 | 0.81797 | 0.82356 | 0.00000 | ||
| 113 | 2012.11.07 00:00 | modify | 30 | 0.05 | 0.81797 | 0.82476 | 0.00000 | ||
| 114 | 2012.11.08 00:00 | s/l | 30 | 0.05 | 0.82476 | 0.82476 | 0.00000 | 34.73 | 9716.85 |
| 115 | 2012.11.08 00:00 | buy | 31 | 0.05 | 0.81840 | 0.00000 | 0.00000 | ||
| 116 | 2012.11.08 00:00 | modify | 31 | 0.05 | 0.81840 | 0.79946 | 0.82598 | ||
| 117 | 2012.11.08 00:00 | buy | 32 | 0.05 | 0.81840 | 0.00000 | 0.00000 | ||
| 118 | 2012.11.08 00:00 | modify | 32 | 0.05 | 0.81840 | 0.79946 | 0.00000 | ||
| 119 | 2012.11.30 00:00 | t/p | 31 | 0.05 | 0.82598 | 0.79946 | 0.82598 | 39.22 | 9756.07 |
| 120 | 2012.11.30 00:00 | modify | 32 | 0.05 | 0.81840 | 0.81860 | 0.00000 | ||
| 121 | 2012.11.30 00:00 | modify | 32 | 0.05 | 0.81840 | 0.82109 | 0.00000 | ||
| 122 | 2012.12.03 00:00 | s/l | 32 | 0.05 | 0.82109 | 0.82109 | 0.00000 | 14.83 | 9770.90 |
| 123 | 2012.12.03 00:00 | buy | 33 | 0.05 | 0.82066 | 0.00000 | 0.00000 | ||
| 124 | 2012.12.03 00:00 | modify | 33 | 0.05 | 0.82066 | 0.80265 | 0.82786 | ||
| 125 | 2012.12.03 00:00 | buy | 34 | 0.05 | 0.82066 | 0.00000 | 0.00000 | ||
| 126 | 2012.12.03 00:00 | modify | 34 | 0.05 | 0.82066 | 0.80265 | 0.00000 | ||
| 127 | 2012.12.06 00:00 | t/p | 33 | 0.05 | 0.82786 | 0.80265 | 0.82786 | 36.30 | 9807.20 |
| 128 | 2012.12.06 00:00 | modify | 34 | 0.05 | 0.82066 | 0.82086 | 0.00000 | ||
| 129 | 2012.12.06 00:00 | modify | 34 | 0.05 | 0.82066 | 0.82467 | 0.00000 | ||
| 130 | 2012.12.07 00:00 | modify | 34 | 0.05 | 0.82066 | 0.82765 | 0.00000 | ||
| 131 | 2012.12.10 00:00 | modify | 34 | 0.05 | 0.82066 | 0.82877 | 0.00000 | ||
| 132 | 2012.12.11 00:00 | modify | 34 | 0.05 | 0.82066 | 0.83083 | 0.00000 | ||
| 133 | 2012.12.12 00:00 | modify | 34 | 0.05 | 0.82066 | 0.83403 | 0.00000 | ||
| 134 | 2012.12.13 00:00 | modify | 34 | 0.05 | 0.82066 | 0.83753 | 0.00000 | ||
| 135 | 2012.12.14 00:00 | modify | 34 | 0.05 | 0.82066 | 0.83889 | 0.00000 | ||
| 136 | 2012.12.17 00:00 | modify | 34 | 0.05 | 0.82066 | 0.84149 | 0.00000 | ||
| 137 | 2012.12.18 00:00 | modify | 34 | 0.05 | 0.82066 | 0.84207 | 0.00000 | ||
| 138 | 2012.12.19 00:00 | s/l | 34 | 0.05 | 0.84207 | 0.84207 | 0.00000 | 108.01 | 9915.21 |
| 139 | 2012.12.19 00:00 | buy | 35 | 0.05 | 0.84149 | 0.00000 | 0.00000 | ||
| 140 | 2012.12.19 00:00 | modify | 35 | 0.05 | 0.84149 | 0.82524 | 0.84799 | ||
| 141 | 2012.12.19 00:00 | buy | 36 | 0.05 | 0.84149 | 0.00000 | 0.00000 | ||
| 142 | 2012.12.19 00:00 | modify | 36 | 0.05 | 0.84149 | 0.82524 | 0.00000 | ||
| 143 | 2012.12.24 00:00 | s/l | 35 | 0.05 | 0.82524 | 0.82524 | 0.84799 | -80.95 | 9834.26 |
| 144 | 2012.12.24 00:00 | s/l | 36 | 0.05 | 0.82524 | 0.82524 | 0.00000 | -80.95 | 9753.31 |