Strategy Tester Report
Excalibur 1.2_EURUSD
Tripleafx-FX-Demo (Build 600)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2013.01.01 00:00 - 2014.01.31 21:59 (2013.01.01 - 2014.02.02)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagic=4698523; EA_Comment=78326816; MaxSpread=4; Slippage=2; MM=25948688; FixedLots=0.1; AutoMM=0; AutoMM_Max=20; MaxAccountTrades=0;
Баров в истории23768Смоделировано тиков11380483Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред2
Чистая прибыль124.17Общая прибыль633.24Общий убыток-509.07
Прибыльность1.24Матожидание выигрыша1.63
Абсолютная просадка267.72Максимальная просадка271.02 (2.71%)Относительная просадка2.71% (271.02)
Всего сделок76Короткие позиции (% выигравших)43 (95.35%)Длинные позиции (% выигравших)33 (87.88%)
Прибыльные сделки (% от всех)70 (92.11%)Убыточные сделки (% от всех)6 (7.89%)
Самая большаяприбыльная сделка30.20убыточная сделка-85.07
Средняяприбыльная сделка9.05убыточная сделка-84.84
Максимальное количествонепрерывных выигрышей (прибыль)36 (302.92)непрерывных проигрышей (убыток)2 (-169.79)
Максимальнаянепрерывная прибыль (число выигрышей)302.92 (36)непрерывный убыток (число проигрышей)-169.79 (2)
Среднийнепрерывный выигрыш12непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.02 09:45buy10.101.326400.000000.00000
22013.01.02 09:45modify10.101.326401.317921.32942
32013.01.02 12:22close10.101.326551.317921.329421.5010001.50
42013.01.02 16:15buy20.101.321360.000000.00000
52013.01.02 16:15modify20.101.321361.312851.32435
62013.01.02 20:15sell30.101.317690.000000.00000
72013.01.02 20:15modify30.101.317691.326171.31467
82013.01.03 01:23close30.101.317301.326171.314673.8010005.30
92013.01.03 02:55s/l20.101.312851.312851.32435-85.079920.24
102013.01.03 08:45sell40.101.315510.000000.00000
112013.01.03 08:45modify40.101.315511.323991.31249
122013.01.03 10:05modify40.101.315511.315311.31249
132013.01.03 10:07t/p40.101.312491.315311.3124930.209950.44
142013.01.04 13:45sell50.101.302380.000000.00000
152013.01.04 13:45modify50.101.302381.310831.29933
162013.01.07 16:13s/l50.101.310831.310831.29933-84.539865.90
172013.01.11 02:00buy60.101.325500.000000.00000
182013.01.11 02:00modify60.101.325501.317041.32854
192013.01.11 05:21close60.101.326231.317041.328547.309873.20
202013.01.11 12:00buy70.101.325570.000000.00000
212013.01.11 12:00modify70.101.325571.317051.32855
222013.01.11 12:39modify70.101.325571.325771.32855
232013.01.11 12:40close70.101.327291.325771.3285517.209890.40
242013.01.11 20:15buy80.101.333840.000000.00000
252013.01.11 20:15modify80.101.333841.325331.33683
262013.01.13 22:00modify80.101.333841.334041.33683
272013.01.13 22:03close80.101.335481.334041.3368316.409906.80
282013.01.25 18:00buy90.101.345530.000000.00000
292013.01.25 18:00modify90.101.345531.337061.34856
302013.01.25 19:11modify90.101.345531.345731.34856
312013.01.25 19:12close90.101.346871.345731.3485613.409920.20
322013.01.31 19:15buy100.101.357680.000000.00000
332013.01.31 19:15modify100.101.357681.349161.36066
342013.01.31 22:48close100.101.358241.349161.360665.609925.80
352013.02.01 12:00buy110.101.364220.000000.00000
362013.02.01 12:00modify110.101.364221.355711.36721
372013.02.01 12:50modify110.101.364221.364421.36721
382013.02.01 12:58close110.101.365671.364421.3672114.509940.30
392013.02.01 20:45buy120.101.365800.000000.00000
402013.02.01 20:45modify120.101.365801.357311.36881
412013.02.04 10:04s/l120.101.357311.357311.36881-84.899855.41
422013.02.05 08:45sell130.101.350640.000000.00000
432013.02.05 08:45modify130.101.350641.359131.34763
442013.02.05 16:27s/l130.101.359131.359131.34763-84.909770.51
452013.02.08 02:00sell140.101.340460.000000.00000
462013.02.08 02:00modify140.101.340461.348971.33747
472013.02.08 07:06modify140.101.340461.340261.33747
482013.02.08 07:15close140.101.339051.340261.3374714.109784.61
492013.02.14 15:00sell150.101.334250.000000.00000
502013.02.14 15:00modify150.101.334251.342771.33127
512013.02.14 15:08modify150.101.334251.334051.33127
522013.02.14 15:25s/l150.101.334051.334051.331272.009786.61
532013.02.14 19:15sell160.101.334210.000000.00000
542013.02.14 19:15modify160.101.334211.342691.33119
552013.02.15 08:16close160.101.333921.342691.331192.879789.48
562013.02.21 07:45sell170.101.326540.000000.00000
572013.02.21 07:45modify170.101.326541.335031.32353
582013.02.21 08:29modify170.101.326541.326341.32353
592013.02.21 08:30t/p170.101.323531.326341.3235330.109819.58
602013.02.21 14:15sell180.101.320420.000000.00000
612013.02.21 14:15modify180.101.320421.328911.31741
622013.02.21 18:11modify180.101.320421.320221.31741
632013.02.21 18:14close180.101.319081.320221.3174113.409832.98
642013.02.21 22:45sell190.101.319100.000000.00000
652013.02.21 22:45modify190.101.319101.327591.31609
662013.02.22 11:05close190.101.318991.327591.316091.079834.05
672013.02.26 00:15sell200.101.308740.000000.00000
682013.02.26 00:15modify200.101.308741.317221.30572
692013.02.26 03:53modify200.101.308741.308541.30572
702013.02.26 04:00close200.101.306601.308541.3057221.409855.45
712013.02.26 08:30sell210.101.308390.000000.00000
722013.02.26 08:30modify210.101.308391.316881.30538
732013.02.26 09:15modify210.101.308391.308191.30538
742013.02.26 09:24s/l210.101.308191.308191.305382.009857.45
752013.02.26 10:15sell220.101.309700.000000.00000
762013.02.26 10:15modify220.101.309701.318151.30665
772013.02.26 10:56modify220.101.309701.309501.30665
782013.02.26 11:02s/l220.101.309501.309501.306652.009859.45
792013.03.01 17:45sell230.101.301100.000000.00000
802013.03.01 17:45modify230.101.301101.309621.29812
812013.03.04 00:47close230.101.300701.309621.298123.979863.42
822013.03.08 19:15sell240.101.300470.000000.00000
832013.03.08 19:15modify240.101.300471.308961.29746
842013.03.10 21:00close240.101.298921.308961.2974615.509878.92
852013.03.13 17:00sell250.101.295760.000000.00000
862013.03.13 17:00modify250.101.295761.304251.29275
872013.03.13 20:12close250.101.295711.304251.292750.509879.42
882013.03.14 07:30sell260.101.296680.000000.00000
892013.03.14 07:30modify260.101.296681.305191.29369
902013.03.14 08:04modify260.101.296681.296481.29369
912013.03.14 08:15s/l260.101.296481.296481.293692.009881.42
922013.03.19 19:15sell270.101.289040.000000.00000
932013.03.19 19:15modify270.101.289041.297561.28606
942013.03.19 19:28modify270.101.289041.288841.28606
952013.03.19 19:34s/l270.101.288841.288841.286062.009883.42
962013.03.22 18:00buy280.101.297710.000000.00000
972013.03.22 18:00modify280.101.297711.289201.30070
982013.03.22 20:10modify280.101.297711.297911.30070
992013.03.22 20:12close280.101.299251.297911.3007015.409898.82
1002013.03.25 23:00sell290.101.285960.000000.00000
1012013.03.25 23:00modify290.101.285961.294451.28295
1022013.03.26 08:08close290.101.285321.294451.282956.379905.18
1032013.03.27 16:15sell300.101.278460.000000.00000
1042013.03.27 16:15modify300.101.278461.286951.27545
1052013.03.27 17:04modify300.101.278461.278261.27545
1062013.03.27 17:06close300.101.277041.278261.2754514.209919.38
1072013.03.27 20:30sell310.101.277900.000000.00000
1082013.03.27 20:30modify310.101.277901.286371.27487
1092013.03.28 08:58modify310.101.277901.277701.27487
1102013.03.28 09:00close310.101.276361.277701.2748715.309934.69
1112013.04.05 20:30buy320.101.300470.000000.00000
1122013.04.05 20:30modify320.101.300471.291961.30346
1132013.04.08 08:19close320.101.300811.291961.303463.419938.10
1142013.04.09 03:00buy330.101.305770.000000.00000
1152013.04.09 03:00modify330.101.305771.297241.30874
1162013.04.09 12:31close330.101.306101.297241.308743.309941.40
1172013.04.09 19:45buy340.101.308630.000000.00000
1182013.04.09 19:45modify340.101.308631.300141.31164
1192013.04.10 02:15close340.101.308721.300141.311640.919942.31
1202013.04.11 13:00buy350.101.311160.000000.00000
1212013.04.11 13:00modify350.101.311161.302631.31413
1222013.04.11 14:54modify350.101.311161.311361.31413
1232013.04.11 14:59close350.101.312851.311361.3141316.909959.21
1242013.04.11 18:45buy360.101.311120.000000.00000
1252013.04.11 18:45modify360.101.311121.302651.31415
1262013.04.11 23:03close360.101.311181.302651.314150.609959.81
1272013.04.16 20:15buy370.101.318260.000000.00000
1282013.04.16 20:15modify370.101.318261.309771.32127
1292013.04.17 08:45close370.101.318331.309771.321270.719960.52
1302013.04.17 22:00sell380.101.303550.000000.00000
1312013.04.17 22:00modify380.101.303551.312061.30056
1322013.04.18 01:01close380.101.303081.312061.300564.609965.12
1332013.04.18 02:15sell390.101.304470.000000.00000
1342013.04.18 02:15modify390.101.304471.312941.30144
1352013.04.18 07:15close390.101.303391.312941.3014410.809975.92
1362013.04.18 09:45sell400.101.305930.000000.00000
1372013.04.18 09:45modify400.101.305931.314421.30292
1382013.04.18 11:47modify400.101.305931.305731.30292
1392013.04.18 12:00close400.101.304521.305731.3029214.109990.02
1402013.04.25 04:15buy410.101.304660.000000.00000
1412013.04.25 04:15modify410.101.304661.296171.30767
1422013.04.25 08:59modify410.101.304661.304861.30767
1432013.04.25 09:01close410.101.307121.304861.3076724.6010014.62
1442013.05.01 14:15buy420.101.319590.000000.00000
1452013.05.01 14:15modify420.101.319591.311081.32258
1462013.05.01 18:14modify420.101.319591.319791.32258
1472013.05.01 18:24close420.101.321811.319791.3225822.2010036.82
1482013.05.08 17:45buy430.101.316740.000000.00000
1492013.05.08 17:45modify430.101.316741.308261.31976
1502013.05.09 08:00close430.101.316771.308261.319760.3310037.15
1512013.05.09 22:00sell440.101.304450.000000.00000
1522013.05.09 22:00modify440.101.304451.312971.30147
1532013.05.10 00:02close440.101.303491.312971.301479.5710046.72
1542013.05.10 02:30sell450.101.304460.000000.00000
1552013.05.10 02:30modify450.101.304461.312951.30145
1562013.05.10 05:00close450.101.304241.312951.301452.2010048.92
1572013.05.10 13:00sell460.101.301500.000000.00000
1582013.05.10 13:00modify460.101.301501.309981.29848
1592013.05.10 13:16modify460.101.301501.301301.29848
1602013.05.10 13:24close460.101.300131.301301.2984813.7010062.62
1612013.05.15 19:45sell470.101.288000.000000.00000
1622013.05.15 19:45modify470.101.288001.296491.28499
1632013.05.15 23:00close470.101.287671.296491.284993.3010065.92
1642013.05.23 19:00buy480.101.293520.000000.00000
1652013.05.23 19:00modify480.101.293521.284991.29649
1662013.05.24 06:15close480.101.294071.284991.296495.5110071.43
1672013.05.24 12:15buy490.101.293970.000000.00000
1682013.05.24 12:15modify490.101.293971.285491.29699
1692013.05.24 13:59modify490.101.293971.294171.29699
1702013.05.24 14:13s/l490.101.294171.294171.296992.0010073.43
1712013.05.30 23:45buy500.101.304380.000000.00000
1722013.05.30 23:45modify500.101.304381.295901.30740
1732013.05.31 14:57s/l500.101.295901.295901.30740-84.799988.64
1742013.06.07 06:45buy510.101.324850.000000.00000
1752013.06.07 06:45modify510.101.324851.316321.32782
1762013.06.07 06:54modify510.101.324851.325051.32782
1772013.06.07 07:03s/l510.101.325051.325051.327822.009990.64
1782013.06.07 07:45buy520.101.324580.000000.00000
1792013.06.07 07:45modify520.101.324581.316131.32763
1802013.06.07 10:50modify520.101.324581.324781.32763
1812013.06.07 11:16close520.101.325501.324781.327639.209999.84
1822013.06.11 12:30buy530.101.327040.000000.00000
1832013.06.11 12:30modify530.101.327041.318551.33005
1842013.06.11 14:09modify530.101.327041.327241.33005
1852013.06.11 14:12close530.101.328761.327241.3300517.2010017.04
1862013.06.13 23:15buy540.101.336460.000000.00000
1872013.06.13 23:15modify540.101.336461.328001.33950
1882013.06.17 19:45close540.101.337441.328001.339509.8210026.86
1892013.06.20 16:30sell550.101.323020.000000.00000
1902013.06.20 16:30modify550.101.323021.331541.32004
1912013.06.20 18:17modify550.101.323021.322821.32004
1922013.06.20 18:20s/l550.101.322821.322821.320042.0010028.86
1932013.07.24 12:45buy560.101.322550.000000.00000
1942013.07.24 12:45modify560.101.322551.314021.32552
1952013.07.24 14:30modify560.101.322551.322751.32552
1962013.07.24 14:44close560.101.323871.322751.3255213.2010042.06
1972013.08.13 17:15sell570.101.325660.000000.00000
1982013.08.13 17:15modify570.101.325661.334131.32263
1992013.08.14 09:19close570.101.325251.334131.322634.0710046.13
2002013.08.20 17:15buy580.101.342130.000000.00000
2012013.08.20 17:15modify580.101.342131.333641.34514
2022013.08.21 18:05s/l580.101.333641.333641.34514-84.899961.24
2032013.08.28 19:00sell590.101.333900.000000.00000
2042013.08.28 19:00modify590.101.333901.342371.33087
2052013.08.29 00:07close590.101.333801.342371.330870.909962.15
2062013.08.30 17:30sell600.101.321630.000000.00000
2072013.08.30 17:30modify600.101.321631.330151.31865
2082013.09.01 22:44modify600.101.321631.321431.31865
2092013.09.01 22:51close600.101.320391.321431.3186512.409974.55
2102013.09.19 11:45buy610.101.354940.000000.00000
2112013.09.19 11:45modify610.101.354941.346431.35793
2122013.09.19 13:31close610.101.355331.346431.357933.909978.45
2132013.09.19 15:15buy620.101.353860.000000.00000
2142013.09.19 15:15modify620.101.353861.345371.35687
2152013.09.20 03:54close620.101.353931.345371.356870.719979.16
2162013.10.15 15:00sell630.101.350260.000000.00000
2172013.10.15 15:00modify630.101.350261.358741.34724
2182013.10.15 15:27modify630.101.350261.350061.34724
2192013.10.15 15:32close630.101.348841.350061.3472414.209993.36
2202013.11.01 18:00sell640.101.349520.000000.00000
2212013.11.01 18:00modify640.101.349521.358031.34653
2222013.11.04 03:02modify640.101.349521.349321.34653
2232013.11.04 03:02t/p640.101.346531.349321.3465329.8710023.22
2242013.11.07 16:00sell650.101.338230.000000.00000
2252013.11.07 16:00modify650.101.338231.346741.33524
2262013.11.08 13:32modify650.101.338231.338031.33524
2272013.11.08 13:34s/l650.101.338031.338031.335241.9710025.19
2282013.11.08 17:15sell660.101.336840.000000.00000
2292013.11.08 17:15modify660.101.336841.345291.33379
2302013.11.08 19:15modify660.101.336841.336641.33379
2312013.11.08 20:10s/l660.101.336641.336641.333792.0010027.19
2322013.11.08 21:15sell670.101.337070.000000.00000
2332013.11.08 21:15modify670.101.337071.345561.33406
2342013.11.10 22:51modify670.101.337071.336871.33406
2352013.11.10 23:47close670.101.335171.336871.3340619.0010046.19
2362013.11.27 14:45buy680.101.359130.000000.00000
2372013.11.27 14:45modify680.101.359131.350651.36215
2382013.11.28 08:03modify680.101.359131.359331.36215
2392013.11.28 08:12close680.101.360471.359331.3621513.4310059.62
2402013.12.10 17:00buy690.101.376750.000000.00000
2412013.12.10 17:00modify690.101.376751.368301.37980
2422013.12.10 18:53close690.101.377441.368301.379806.9010066.52
2432013.12.19 05:30sell700.101.366300.000000.00000
2442013.12.19 05:30modify700.101.366301.374791.36329
2452013.12.19 13:10close700.101.366251.374791.363290.5010067.02
2462013.12.27 14:30buy710.101.380550.000000.00000
2472013.12.27 14:30modify710.101.380551.372041.38354
2482013.12.30 15:15close710.101.381151.372041.383546.0110073.03
2492014.01.02 17:00sell720.101.366970.000000.00000
2502014.01.02 17:00modify720.101.366971.375461.36396
2512014.01.02 19:30close720.101.366531.375461.363964.4010077.43
2522014.01.02 22:00sell730.101.367180.000000.00000
2532014.01.02 22:00modify730.101.367181.375651.36415
2542014.01.03 01:01close730.101.366211.375651.364159.6710087.10
2552014.01.03 03:45sell740.101.366470.000000.00000
2562014.01.03 03:45modify740.101.366471.374951.36345
2572014.01.03 05:51close740.101.365431.374951.3634510.4010097.50
2582014.01.05 23:00sell750.101.360040.000000.00000
2592014.01.05 23:00modify750.101.360041.368551.35705
2602014.01.06 01:41modify750.101.360041.359841.35705
2612014.01.06 01:45close750.101.358781.359841.3570512.5710110.07
2622014.01.31 08:30sell760.101.355680.000000.00000
2632014.01.31 08:30modify760.101.355681.364191.35269
2642014.01.31 09:50modify760.101.355681.355481.35269
2652014.01.31 09:52close760.101.354271.355481.3526914.1010124.17