Strategy Tester Report
@ Fractal Breakout v5.5
FXOpen-ECN Live Server (Build 1090)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2008.01.01 00:00 - 2017.08.15 23:59 (2008.01.01 - 2018.02.17)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыRisk=1; Lot=0.05; MagicNumber=11111; StopLoss=2500; Range=100; ProfitBuyPips=300; ProfitSellPips=300; Indicators="------ Настройки индикаторов ----- "; nBar=44; Frequency=17; Arrows=4;
Баров в истории60128Смоделировано тиков218444646Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит500.00Спред10
Чистая прибыль-485.63Общая прибыль928.02Общий убыток-1413.65
Прибыльность0.66Матожидание выигрыша-5.17
Абсолютная просадка485.63Максимальная просадка964.89 (98.53%)Относительная просадка98.53% (964.89)
Всего сделок94Короткие позиции (% выигравших)46 (71.74%)Длинные позиции (% выигравших)48 (83.33%)
Прибыльные сделки (% от всех)73 (77.66%)Убыточные сделки (% от всех)21 (22.34%)
Самая большаяприбыльная сделка79.86убыточная сделка-393.32
Средняяприбыльная сделка12.71убыточная сделка-67.32
Максимальное количествонепрерывных выигрышей (прибыль)12 (93.26)непрерывных проигрышей (убыток)4 (-322.24)
Макс.непрерывная прибыль (число выигрышей)135.97 (9)непрерывный убыток (число проигрышей)-832.18 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12008.01.01 20:00buy10.051.460950.000000.00000
22008.01.01 20:00modify10.051.460951.435850.00000
32008.01.02 08:00modify10.051.460951.460450.00000
42008.01.02 08:00close10.031.465511.460450.0000013.62513.62
52008.01.02 08:00buy20.021.460951.460450.00000
62008.01.02 09:00modify20.021.460951.461050.00000
72008.01.02 09:00close20.011.465851.461050.000004.88518.50
82008.01.02 09:00buy30.011.460951.461050.00000
92008.01.02 18:00buy40.051.472440.000000.00000
102008.01.02 18:00modify40.051.472441.447340.00000
112008.01.03 13:00modify40.051.472441.471940.00000
122008.01.03 13:00close40.031.476241.471940.0000011.22529.72
132008.01.03 13:00buy50.021.472441.471940.00000
142008.01.03 13:00modify30.011.460951.468570.00000
152008.01.03 13:00close30.011.476241.468570.0000015.21544.93
162008.01.03 13:00sell60.051.476240.000000.00000
172008.01.03 13:00modify60.051.476241.501340.00000
182008.01.03 15:22s/l50.021.471941.471940.00000-1.12543.81
192008.01.03 16:00modify60.051.476241.476740.00000
202008.01.03 16:00close60.031.470961.476740.0000015.84559.65
212008.01.03 16:00sell70.021.476241.476740.00000
222008.01.03 18:00modify70.021.476241.476140.00000
232008.01.03 18:00close70.011.472111.476140.000004.13563.78
242008.01.03 18:00sell80.011.476241.476140.00000
252008.01.03 20:42s/l80.011.476141.476140.000000.10563.88
262008.01.07 10:00sell90.051.466390.000000.00000
272008.01.07 10:00modify90.051.466391.491490.00000
282008.01.09 08:00buy100.051.472270.000000.00000
292008.01.09 08:00modify100.051.472271.447170.00000
302008.01.09 08:00modify90.051.466391.497270.00000
312008.01.09 15:00sell110.051.469070.000000.00000
322008.01.09 15:00modify110.051.469071.494170.00000
332008.01.09 15:00modify100.051.472271.444070.00000
342008.01.10 15:00modify110.051.469071.469570.00000
352008.01.10 15:00close110.031.464171.469570.0000014.73578.60
362008.01.10 15:00sell120.021.469071.469570.00000
372008.01.10 15:00modify90.051.466391.466890.00000
382008.01.10 15:00close90.031.464171.466890.000006.70585.31
392008.01.10 15:00sell130.021.466391.466890.00000
402008.01.10 15:08s/l130.021.466891.466890.00000-0.97584.33
412008.01.10 16:24s/l120.021.469571.469570.00000-0.98583.35
422008.01.10 20:00modify100.051.472271.471770.00000
432008.01.10 20:00close100.031.480441.471770.0000024.33607.68
442008.01.10 20:00buy140.021.472271.471770.00000
452008.01.10 23:00modify140.021.472271.472370.00000
462008.01.10 23:00close140.011.479741.472370.000007.41615.09
472008.01.10 23:00buy150.011.472271.472370.00000
482008.01.11 07:00buy160.051.480900.000000.00000
492008.01.11 07:00modify160.051.480901.455800.00000
502008.01.14 09:00modify160.051.480901.480400.00000
512008.01.14 09:00close160.031.487331.480400.0000019.23634.32
522008.01.14 09:00buy170.021.480901.480400.00000
532008.01.14 09:00modify150.011.472271.479780.00000
542008.01.14 09:00close150.011.487331.479780.0000014.96649.28
552008.01.14 09:00sell180.051.487330.000000.00000
562008.01.14 09:00modify180.051.487331.512430.00000
572008.01.14 10:00modify170.021.480901.481000.00000
582008.01.14 10:00close170.011.487581.481000.000006.66655.94
592008.01.14 10:00buy190.011.480901.481000.00000
602008.01.15 17:00buy200.051.490730.000000.00000
612008.01.15 17:00modify200.051.490731.465630.00000
622008.01.15 17:00modify180.051.487331.515730.00000
632008.01.15 19:00modify180.051.487331.487830.00000
642008.01.15 19:00close180.031.484061.487830.000009.82665.76
652008.01.15 19:00sell210.021.487331.487830.00000
662008.01.15 21:00modify210.021.487331.487230.00000
672008.01.15 21:00close210.011.484171.487230.000003.16668.92
682008.01.15 21:00sell220.011.487331.487230.00000
692008.01.15 23:03s/l190.011.481001.481000.000000.06668.98
702008.01.16 00:00sell230.051.479950.000000.00000
712008.01.16 00:00modify230.051.479951.505050.00000
722008.01.16 00:00modify200.051.490731.454950.00000
732008.01.16 13:00modify230.051.479951.480450.00000
742008.01.16 13:00close230.031.477041.480450.000008.73677.71
752008.01.16 13:00sell240.021.479951.480450.00000
762008.01.16 13:00modify220.011.487331.482210.00000
772008.01.16 13:00close220.011.477041.482210.0000010.30688.00
782008.01.16 13:00buy250.051.477040.000000.00000
792008.01.16 13:00modify250.051.477041.451940.00000
802008.01.16 13:00modify200.051.490731.451940.00000
812008.01.16 15:22s/l240.021.480451.480450.00000-1.00687.00
822008.01.16 18:00sell260.051.468250.000000.00000
832008.01.16 18:00modify260.051.468251.493350.00000
842008.01.16 18:00modify250.051.477041.443250.00000
852008.01.16 18:00modify200.051.490731.443250.00000
862008.01.16 19:00modify260.051.468251.468750.00000
872008.01.16 19:00close260.031.464161.468750.0000012.27699.27
882008.01.16 19:00sell270.021.468251.468750.00000
892008.01.16 20:43s/l270.021.468751.468750.00000-1.00698.27
902008.01.17 11:00sell280.051.461430.000000.00000
912008.01.17 11:00modify280.051.461431.486530.00000
922008.01.17 11:00modify250.051.477041.436430.00000
932008.01.17 11:00modify200.051.490731.436430.00000
942008.01.21 03:00modify280.051.461431.461930.00000
952008.01.21 03:00close280.031.455141.461930.0000018.89717.16
962008.01.21 03:00sell290.021.461431.461930.00000
972008.01.21 06:00modify290.021.461431.461330.00000
982008.01.21 06:00close290.011.453271.461330.000008.17725.33
992008.01.21 06:00sell300.011.461431.461330.00000
1002008.01.21 11:00modify300.011.461431.455570.00000
1012008.01.21 11:00close300.011.449671.455570.0000011.77737.09
1022008.01.21 11:00buy310.051.449670.000000.00000
1032008.01.21 11:00modify310.051.449671.424570.00000
1042008.01.21 11:00modify250.051.477041.424570.00000
1052008.01.21 11:00modify200.051.490731.424570.00000
1062008.01.24 21:00modify310.051.449671.449170.00000
1072008.01.24 21:00close310.031.476391.449170.0000079.86816.95
1082008.01.24 21:00buy320.021.449671.449170.00000
1092008.01.24 21:00close250.051.476391.424570.00000-4.26812.69
1102008.01.24 21:00close200.051.476391.424570.00000-72.81739.88
1112008.01.24 23:00modify320.021.449671.449770.00000
1122008.01.24 23:00close320.011.477011.449770.0000027.24767.12
1132008.01.24 23:00buy330.011.449671.449770.00000
1142008.01.25 01:00modify330.011.449671.462500.00000
1152008.01.25 01:00close330.011.475381.462500.0000025.59792.71
1162008.01.25 01:00sell340.051.475380.000000.00000
1172008.01.25 01:00modify340.051.475381.500480.00000
1182008.01.25 13:00modify340.051.475381.475880.00000
1192008.01.25 13:00close340.031.470641.475880.0000014.22806.93
1202008.01.25 13:00sell350.021.475381.475880.00000
1212008.01.25 14:00modify350.021.475381.475280.00000
1222008.01.25 14:00close350.011.470341.475280.000005.04811.97
1232008.01.25 14:00sell360.011.475381.475280.00000
1242008.01.28 15:12s/l360.011.475281.475280.000000.10812.07
1252008.02.05 10:00sell370.051.480180.000000.00000
1262008.02.05 10:00modify370.051.480181.505280.00000
1272008.02.05 11:00modify370.051.480181.480680.00000
1282008.02.05 11:00close370.031.476541.480680.0000010.92822.99
1292008.02.05 11:00sell380.021.480181.480680.00000
1302008.02.05 12:00modify380.021.480181.480080.00000
1312008.02.05 12:00close380.011.472301.480080.000007.88830.87
1322008.02.05 12:00sell390.011.480181.480080.00000
1332008.02.05 13:00modify390.011.480181.474180.00000
1342008.02.05 13:00close390.011.468141.474180.0000012.04842.91
1352008.02.05 13:00buy400.051.468140.000000.00000
1362008.02.05 13:00modify400.051.468141.443040.00000
1372008.02.08 21:00buy410.051.452170.000000.00000
1382008.02.08 21:00modify410.051.452171.427070.00000
1392008.02.08 21:00modify400.051.468141.427070.00000
1402008.02.14 19:00modify410.051.452171.451670.00000
1412008.02.14 19:00close410.031.463271.451670.0000032.94875.85
1422008.02.14 19:00buy420.021.452171.451670.00000
1432008.02.14 19:00close400.051.463271.427070.00000-25.46850.39
1442008.02.14 21:00modify420.021.452171.452270.00000
1452008.02.14 21:00close420.011.463751.452270.0000011.46861.84
1462008.02.14 21:00buy430.011.452171.452270.00000
1472008.02.14 23:00modify430.011.452171.457800.00000
1482008.02.14 23:00close430.011.463471.457800.0000011.18873.02
1492008.02.14 23:00sell440.051.463470.000000.00000
1502008.02.14 23:00modify440.051.463471.488570.00000
1512008.02.19 08:00buy450.051.469680.000000.00000
1522008.02.19 08:00modify450.051.469681.444580.00000
1532008.02.19 08:00modify440.051.463471.494680.00000
1542008.02.19 10:00modify450.051.469681.469180.00000
1552008.02.19 10:00close450.031.473131.469180.0000010.35883.37
1562008.02.19 10:00buy460.021.469681.469180.00000
1572008.02.19 13:00modify460.021.469681.469780.00000
1582008.02.19 13:00close460.011.473871.469780.000004.19887.56
1592008.02.19 13:00buy470.011.469681.469780.00000
1602008.02.19 14:00buy480.051.474360.000000.00000
1612008.02.19 14:00modify480.051.474361.449260.00000
1622008.02.19 14:00modify440.051.463471.499360.00000
1632008.02.20 08:35s/l470.011.469781.469780.000000.08887.64
1642008.02.20 09:00sell490.051.470070.000000.00000
1652008.02.20 09:00modify490.051.470071.495170.00000
1662008.02.20 09:00modify480.051.474361.445070.00000
1672008.02.20 16:00modify490.051.470071.470570.00000
1682008.02.20 16:00close490.031.462281.470570.0000023.37911.01
1692008.02.20 16:00sell500.021.470071.470570.00000
1702008.02.20 16:00modify440.051.463471.463970.00000
1712008.02.20 16:00close440.031.462281.463970.000003.60914.62
1722008.02.20 16:00sell510.021.463471.463970.00000
1732008.02.20 16:12s/l510.021.463971.463970.00000-0.98913.64
1742008.02.20 18:00modify500.021.470071.469970.00000
1752008.02.20 18:00close500.011.464751.469970.000005.32918.96
1762008.02.20 18:00sell520.011.470071.469970.00000
1772008.02.20 19:22s/l520.011.469971.469970.000000.10919.06
1782008.02.21 18:00modify480.051.474361.473860.00000
1792008.02.21 18:00close480.031.478751.473860.0000012.93931.99
1802008.02.21 18:00buy530.021.474361.473860.00000
1812008.02.21 19:00modify530.021.474361.474460.00000
1822008.02.21 19:00close530.011.481161.474460.000006.72938.71
1832008.02.21 19:00buy540.011.474361.474460.00000
1842008.02.22 17:00modify540.011.474361.479230.00000
1852008.02.22 17:00close540.011.484141.479230.000009.68948.39
1862008.02.22 17:00sell550.051.484140.000000.00000
1872008.02.22 17:00modify550.051.484141.509240.00000
1882008.02.22 18:00modify550.051.484141.484640.00000
1892008.02.22 18:00close550.031.480791.484640.0000010.05958.44
1902008.02.22 18:00sell560.021.484141.484640.00000
1912008.02.25 07:00modify560.021.484141.484040.00000
1922008.02.25 07:00close560.011.480991.484040.000003.15961.59
1932008.02.25 07:00sell570.011.484141.484040.00000
1942008.02.25 10:00sell580.051.481150.000000.00000
1952008.02.25 10:00modify580.051.481151.506250.00000
1962008.02.25 16:22s/l570.011.484041.484040.000000.10961.69
1972008.02.27 09:00buy590.051.501780.000000.00000
1982008.02.27 09:00modify590.051.501781.476680.00000
1992008.02.27 09:00modify580.051.481151.526780.00000
2002008.02.27 11:00modify590.051.501781.501280.00000
2012008.02.27 11:00close590.031.506431.501280.0000013.95975.64
2022008.02.27 11:00buy600.021.501781.501280.00000
2032008.02.27 17:00modify600.021.501781.501880.00000
2042008.02.27 17:00close600.011.508341.501880.000006.56982.20
2052008.02.27 17:00buy610.011.501781.501880.00000
2062008.02.27 19:00modify610.011.501781.507320.00000
2072008.02.27 19:00close610.011.512921.507320.0000011.14993.34
2082008.02.27 19:00sell620.051.512920.000000.00000
2092008.02.27 19:00modify620.051.512921.538020.00000
2102008.02.27 19:00modify580.051.481151.538020.00000
2112008.03.05 06:00sell630.051.518970.000000.00000
2122008.03.05 06:00modify630.051.518971.544070.00000
2132008.03.05 06:00modify620.051.512921.544070.00000
2142008.03.05 06:00modify580.051.481151.544070.00000
2152008.03.06 08:00buy640.051.529550.000000.00000
2162008.03.06 08:00modify640.051.529551.504450.00000
2172008.03.06 08:00modify630.051.518971.554550.00000
2182008.03.06 08:00modify620.051.512921.554550.00000
2192008.03.06 08:00modify580.051.481151.554550.00000
2202008.03.06 11:00modify640.051.529551.529050.00000
2212008.03.06 11:00close640.031.534071.529050.0000013.561006.90
2222008.03.06 11:00buy650.021.529551.529050.00000
2232008.03.06 15:34s/l650.021.529051.529050.00000-1.001005.90
2242008.03.06 16:00buy660.051.534870.000000.00000
2252008.03.06 16:00modify660.051.534871.509770.00000
2262008.03.06 16:00modify630.051.518971.559870.00000
2272008.03.06 16:00modify620.051.512921.559870.00000
2282008.03.06 16:00modify580.051.481151.559870.00000
2292008.03.07 00:00modify660.051.534871.534370.00000
2302008.03.07 00:00close660.031.537961.534370.000009.211015.11
2312008.03.07 00:00buy670.021.534871.534370.00000
2322008.03.07 01:00modify670.021.534871.534970.00000
2332008.03.07 01:00close670.011.538611.534970.000003.721018.83
2342008.03.07 01:00buy680.011.534871.534970.00000
2352008.03.07 16:40s/l680.011.534971.534970.000000.081018.91
2362008.03.13 11:05s/l580.051.559871.559870.00000-393.32625.59
2372008.03.13 11:05s/l620.051.559871.559870.00000-234.50391.08
2382008.03.13 11:05s/l630.051.559871.559870.00000-204.35186.73
2392008.03.20 04:00sell690.051.557090.000000.00000
2402008.03.20 04:00modify690.051.557091.582190.00000
2412008.03.20 12:00modify690.051.557091.557590.00000
2422008.03.20 12:00close690.031.546581.557590.0000031.53218.26
2432008.03.20 12:00sell700.021.557091.557590.00000
2442008.03.20 13:00modify700.021.557091.556990.00000
2452008.03.20 13:00close700.011.546311.556990.0000010.78229.04
2462008.03.20 13:00sell710.011.557091.556990.00000
2472008.03.20 14:00modify710.011.557091.550800.00000
2482008.03.20 14:00close710.011.544451.550800.0000012.64241.68
2492008.03.20 14:00buy720.051.544450.000000.00000
2502008.03.20 14:00modify720.051.544451.519350.00000
2512008.03.25 05:00modify720.051.544451.543950.00000
2522008.03.25 05:00close720.031.554341.543950.0000029.49271.17
2532008.03.25 05:00buy730.021.544451.543950.00000
2542008.03.25 06:00modify730.021.544451.544550.00000
2552008.03.25 06:00close730.011.555651.544550.0000011.14282.31
2562008.03.25 06:00buy740.011.544451.544550.00000
2572008.03.25 09:00modify740.011.544451.549680.00000
2582008.03.25 09:00close740.011.554961.549680.0000010.45292.76
2592008.03.25 09:00sell750.051.554960.000000.00000
2602008.03.25 09:00modify750.051.554961.580060.00000
2612008.03.26 19:37s/l750.051.580061.580060.00000-125.49167.27
2622008.03.28 11:00sell760.051.575480.000000.00000
2632008.03.28 11:00modify760.051.575481.600580.00000
2642008.03.31 12:00buy770.051.581590.000000.00000
2652008.03.31 12:00modify770.051.581591.556490.00000
2662008.03.31 12:00modify760.051.575481.606590.00000
2672008.04.01 10:00modify760.051.575481.575980.00000
2682008.04.01 10:00close760.031.566001.575980.0000028.46195.73
2692008.04.01 10:00sell780.021.575481.575980.00000
2702008.04.01 12:00modify780.021.575481.575380.00000
2712008.04.01 12:00close780.011.567681.575380.000007.81203.53
2722008.04.01 12:00sell790.011.575481.575380.00000
2732008.04.01 13:00modify790.011.575481.569490.00000
2742008.04.01 13:00close790.011.563451.569490.0000012.04215.57
2752008.04.01 13:00buy800.051.563450.000000.00000
2762008.04.01 13:00modify800.051.563451.538350.00000
2772008.04.01 13:00modify770.051.581591.538350.00000
2782008.04.02 08:00sell810.051.558580.000000.00000
2792008.04.02 08:00modify810.051.558581.583680.00000
2802008.04.02 08:00modify800.051.563451.533580.00000
2812008.04.02 08:00modify770.051.581591.533580.00000
2822008.04.02 09:00modify810.051.558581.559080.00000
2832008.04.02 09:00close810.031.555151.559080.0000010.29225.86
2842008.04.02 09:00sell820.021.558581.559080.00000
2852008.04.02 10:24s/l820.021.559081.559080.00000-1.00224.86
2862008.04.03 13:00sell830.051.555140.000000.00000
2872008.04.03 13:00modify830.051.555141.580240.00000
2882008.04.03 13:00modify800.051.563451.530140.00000
2892008.04.03 13:00modify770.051.581591.530140.00000
2902008.04.08 04:00modify800.051.563451.562950.00000
2912008.04.08 04:00close800.031.577121.562950.0000040.59265.44
2922008.04.08 04:00buy840.021.563451.562950.00000
2932008.04.08 04:00close770.051.577121.530140.00000-23.16242.29
2942008.04.08 05:00modify840.021.563451.563550.00000
2952008.04.08 05:00close840.011.577531.563550.0000013.94256.23
2962008.04.08 05:00buy850.011.563451.563550.00000
2972008.04.08 06:00modify850.011.563451.571450.00000
2982008.04.08 06:00close850.011.579501.571450.0000015.91272.13
2992008.04.08 06:00sell860.051.579500.000000.00000
3002008.04.08 06:00modify860.051.579501.604600.00000
3012008.04.08 06:00modify830.051.555141.604600.00000
3022008.04.14 15:00buy870.051.587270.000000.00000
3032008.04.14 15:00modify870.051.587271.562170.00000
3042008.04.14 15:00modify860.051.579501.612270.00000
3052008.04.14 15:00modify830.051.555141.612270.00000
3062008.04.15 11:00buy880.051.585820.000000.00000
3072008.04.15 11:00modify880.051.585821.560720.00000
3082008.04.15 11:00modify870.051.587271.560720.00000
3092008.04.16 13:00modify880.051.585821.585320.00000
3102008.04.16 13:00close880.031.594301.585320.0000025.38297.51
3112008.04.16 13:00buy890.021.585821.585320.00000
3122008.04.16 13:00modify870.051.587271.586770.00000
3132008.04.16 13:00close870.031.594301.586770.0000020.97318.48
3142008.04.16 13:00buy900.021.587271.586770.00000
3152008.04.16 16:00modify900.021.587271.587370.00000
3162008.04.16 16:00close900.011.595631.587370.000008.32326.80
3172008.04.16 16:00buy910.011.587271.587370.00000
3182008.04.16 16:00modify890.021.585821.585920.00000
3192008.04.16 16:00close890.011.595631.585920.000009.79336.59
3202008.04.16 16:00buy920.011.585821.585920.00000
3212008.04.16 19:00buy930.051.597630.000000.00000
3222008.04.16 19:00modify930.051.597631.572530.00000
3232008.04.16 19:00modify860.051.579501.622630.00000
3242008.04.16 19:00modify830.051.555141.622630.00000
3252008.04.17 14:46s/l910.011.587371.587370.00000-0.00336.59
3262008.04.17 14:52s/l920.011.585921.585920.000000.02336.61
3272008.04.17 15:00sell940.051.585270.000000.00000
3282008.04.17 15:00modify940.051.585271.610370.00000
3292008.04.17 15:00modify930.051.597631.560270.00000
3302008.04.17 16:02close at stop940.051.593321.610370.00000-40.25296.36
3312008.04.17 16:02close at stop930.051.593221.560270.00000-22.35274.01
3322008.04.17 16:02close at stop860.051.593321.622630.00000-68.94205.07
3332008.04.17 16:02close at stop830.051.593321.622630.00000-190.7014.37