Strategy Tester Report
gj_nhtyle_v3.0
EGlobal-Cent3 (Build 765)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2012.01.02 00:00 - 2015.01.09 22:55 (2012.01.01 - 2015.01.12)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыintervall1=10; intervall2=80; intervall3=280; intervall4=470; intervall5=740; intervall6=1370; intervall7=4720; intervall8=6500; fast_ema_macd=12; slow_ema_macd=26; MACD_SMA=9; top_macd=0.001; bottom_macd=-0.001; take_profitt1=135; take_profitt2=130; take_profitt3=85; take_profitt4=65; take_profitt5=15; take_profitt6=2; take_profitt7=4; take_profitt8=5; MAGIC=8653554; fast_ema=9; slow_ema=18; elder_time=15; small_time=5; lot=0.01; lot_expp=2; hour_begin=9; hour_end=20; risk=0.6; use_close_on_risk=false; use_close_on_macd=false; top_macd_close=0.002; bottom_macd_close=-0.002; use_close_on_time=false; close_our=22; use_fix_grid=false; fix_interval=50; fix_take=15; use_macd_defense=false; BU=2;
Баров в истории223218Смоделировано тиков31903234Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит2000.00СпредТекущий (2)
Чистая прибыль5235.71Общая прибыль11746.29Общий убыток-6510.58
Прибыльность1.80Матожидание выигрыша50.83
Абсолютная просадка1874.59Максимальная просадка5551.45 (87.47%)Относительная просадка96.75% (3738.80)
Всего сделок103Короткие позиции (% выигравших)44 (77.27%)Длинные позиции (% выигравших)59 (76.27%)
Прибыльные сделки (% от всех)79 (76.70%)Убыточные сделки (% от всех)24 (23.30%)
Самая большаяприбыльная сделка2430.56убыточная сделка-1678.17
Среднийприбыльная сделка148.69убыточная сделка-271.27
Максимальное количествонепрерывных выигрышей (прибыль)21 (3899.56)непрерывных проигрышей (убыток)7 (-2853.69)
Максимальнаянепрерывная прибыль (число выигрышей)3899.56 (21)непрерывный убыток (число проигрышей)-3238.87 (5)
Среднийнепрерывный выигрыш13непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.06 18:10sell10.011.27090.00001.2574
22012.01.06 18:13sell20.021.27170.00001.2586
32012.01.06 18:13modify10.011.27090.00001.2586
42012.01.09 13:00buy30.011.27700.00001.2905
52012.01.09 13:13buy40.061.27610.00001.2893
62012.01.09 13:13modify30.011.27700.00001.2893
72012.01.10 06:11sell50.121.27950.00001.2677
82012.01.10 06:11modify10.011.27090.00001.2677
92012.01.10 06:11modify20.021.27170.00001.2677
102012.01.11 13:06buy60.161.26830.00001.2818
112012.01.11 13:06modify30.011.27700.00001.2818
122012.01.11 13:06modify40.061.27610.00001.2818
132012.01.11 15:33t/p10.011.26770.00001.26773.142003.14
142012.01.11 15:33t/p20.021.26770.00001.26777.892011.03
152012.01.11 15:33t/p50.121.26770.00001.2677141.382152.41
162012.01.12 15:56t/p30.011.28180.00001.28184.582157.00
172012.01.12 15:56t/p40.061.28180.00001.281832.902189.90
182012.01.12 15:56t/p60.161.28180.00001.2818213.932403.83
192012.01.13 18:15sell70.011.26670.00001.2532
202012.01.13 18:44sell80.021.26750.00001.2544
212012.01.13 18:44modify70.011.26670.00001.2544
222012.01.17 08:12sell90.041.27530.00001.2635
232012.01.17 08:12modify70.011.26670.00001.2635
242012.01.17 08:12modify80.021.26750.00001.2635
252012.01.17 13:20buy100.011.27940.00001.2929
262012.01.17 13:32buy110.081.27850.00001.2917
272012.01.17 13:32modify100.011.27940.00001.2917
282012.01.19 12:40t/p100.011.29170.00001.291712.132415.95
292012.01.19 12:40t/p110.081.29170.00001.2917104.222520.17
302012.01.23 15:45sell120.081.30320.00001.2821
312012.01.23 15:45modify70.011.26670.00001.2821
322012.01.23 15:45modify80.021.26750.00001.2821
332012.01.23 15:45modify90.041.27530.00001.2821
342012.01.27 13:25buy130.011.31460.00001.3281
352012.01.27 14:30buy140.101.31370.00001.3269
362012.01.27 14:30modify130.011.31460.00001.3269
372012.01.31 17:53buy150.201.30580.00001.3201
382012.01.31 17:53modify130.011.31460.00001.3201
392012.01.31 17:53modify140.101.31370.00001.3201
402012.02.01 13:45t/p130.011.32010.00001.32015.372525.54
412012.02.01 13:45t/p140.101.32010.00001.320162.702588.25
422012.02.01 13:45t/p150.201.32010.00001.3201285.142873.38
432012.03.08 16:40buy160.011.32480.00001.3383
442012.03.09 07:02buy170.101.32390.00001.3371
452012.03.09 07:02modify160.011.32480.00001.3371
462012.03.09 14:33buy180.201.31610.00001.3303
472012.03.09 14:33modify160.011.32480.00001.3303
482012.03.09 14:33modify170.101.32390.00001.3303
492012.03.26 14:21t/p160.011.33030.00001.33034.812878.19
502012.03.26 14:21t/p170.101.33030.00001.330357.522935.71
512012.03.26 14:21t/p180.201.33030.00001.3303271.043206.75
522012.05.15 00:14t/p70.011.28210.00001.2821-17.643189.11
532012.05.15 00:14t/p80.021.28210.00001.2821-33.683155.43
542012.05.15 00:14t/p90.041.28210.00001.2821-36.013119.43
552012.05.15 00:14t/p120.081.28210.00001.2821152.083271.50
562012.05.25 16:45sell190.011.25160.00001.2381
572012.05.25 17:08sell200.021.25250.00001.2393
582012.05.25 17:08modify190.011.25160.00001.2393
592012.05.28 07:38sell210.041.26030.00001.2484
602012.05.28 07:38modify190.011.25160.00001.2484
612012.05.28 07:38modify200.021.25250.00001.2484
622012.05.29 17:45t/p190.011.24840.00001.24843.163274.67
632012.05.29 17:45t/p200.021.24840.00001.24848.133282.79
642012.05.29 17:45t/p210.041.24840.00001.248447.533330.32
652012.05.30 19:10sell220.011.23910.00001.2256
662012.05.31 09:07sell230.021.24000.00001.2268
672012.05.31 09:07modify220.011.23910.00001.2268
682012.06.01 17:45buy240.011.23940.00001.2529
692012.06.01 18:45buy250.061.23860.00001.2517
702012.06.01 18:45modify240.011.23940.00001.2517
712012.06.04 15:32sell260.121.24780.00001.2359
722012.06.04 15:32modify220.011.23910.00001.2359
732012.06.04 15:32modify230.021.24000.00001.2359
742012.06.05 01:58t/p240.011.25170.00001.251712.213342.53
752012.06.05 01:58t/p250.061.25170.00001.251778.083420.61
762012.06.29 11:15buy270.011.25770.00001.2712
772012.06.29 12:17buy280.081.25690.00001.2700
782012.06.29 12:17modify270.011.25770.00001.2700
792012.07.05 13:45buy290.161.24910.00001.2630
802012.07.05 13:45modify270.011.25770.00001.2630
812012.07.05 13:45modify280.081.25690.00001.2630
822012.07.06 14:31t/p220.011.23590.00001.23592.483423.09
832012.07.06 14:31t/p230.021.23590.00001.23596.873429.96
842012.07.06 14:31t/p260.121.23590.00001.2359135.253565.21
852012.07.12 09:42buy300.081.22120.00001.2510
862012.07.12 09:42modify270.011.25770.00001.2510
872012.07.12 09:42modify280.081.25690.00001.2510
882012.07.12 09:42modify290.161.24910.00001.2510
892012.07.12 15:40sell310.011.21800.00001.2045
902012.07.12 15:47sell320.101.21880.00001.2057
912012.07.12 15:47modify310.011.21800.00001.2057
922012.07.16 17:30sell330.201.22670.00001.2124
932012.07.16 17:30modify310.011.21800.00001.2124
942012.07.16 17:30modify320.101.21880.00001.2124
952012.07.23 00:00t/p310.011.21240.00001.21245.433570.65
962012.07.23 00:00t/p320.101.21240.00001.212462.343632.98
972012.07.23 00:00t/p330.201.21240.00001.2124283.413916.39
982012.08.08 16:15sell340.011.23400.00001.2205
992012.08.08 16:17sell350.101.23490.00001.2217
1002012.08.08 16:17modify340.011.23400.00001.2217
1012012.08.21 13:59sell360.201.24280.00001.2285
1022012.08.21 13:59modify340.011.23400.00001.2285
1032012.08.21 13:59modify350.101.23490.00001.2285
1042012.08.22 20:04t/p270.011.25100.00001.2510-8.953907.45
1052012.08.22 20:04t/p280.081.25100.00001.2510-65.173842.27
1062012.08.22 20:04t/p290.161.25100.00001.2510-1.403840.88
1072012.08.22 20:04t/p300.081.25100.00001.2510224.924065.80
1082012.08.28 13:35buy370.011.25490.00001.2684
1092012.08.28 14:48buy380.081.25400.00001.2672
1102012.08.28 14:48modify370.011.25490.00001.2672
1112012.09.07 09:27t/p370.011.26720.00001.267211.784077.58
1122012.09.07 09:27t/p380.081.26720.00001.2672101.454179.03
1132012.09.07 13:21sell390.081.27060.00001.2398
1142012.09.07 13:21modify340.011.23400.00001.2398
1152012.09.07 13:21modify350.101.23490.00001.2398
1162012.09.07 13:21modify360.201.24280.00001.2398
1172012.09.07 19:55buy400.011.27910.00001.2926
1182012.09.10 06:42buy410.101.27820.00001.2914
1192012.09.10 06:42modify400.011.27910.00001.2914
1202012.09.12 11:47t/p400.011.29140.00001.291412.174191.21
1212012.09.12 11:47t/p410.101.29140.00001.2914131.144322.34
1222012.09.14 15:10buy420.011.31000.00001.3235
1232012.09.17 14:11buy430.101.30920.00001.3223
1242012.09.17 14:11modify420.011.31000.00001.3223
1252012.09.19 11:44buy440.201.30140.00001.3156
1262012.09.19 11:44modify420.011.31000.00001.3156
1272012.09.19 11:44modify430.101.30920.00001.3156
1282012.11.08 10:30buy450.401.27350.00001.3044
1292012.11.08 10:30modify420.011.31000.00001.3044
1302012.11.08 10:30modify430.101.30920.00001.3044
1312012.11.08 10:30modify440.201.30140.00001.3044
1322012.12.03 02:56t/p420.011.30440.00001.3044-8.974313.37
1332012.12.03 02:56t/p430.101.30440.00001.3044-81.264232.11
1342012.12.03 02:56t/p440.201.30440.00001.3044-4.804227.31
1352012.12.03 02:56t/p450.401.30440.00001.30441196.265423.56
1362012.12.17 00:00sell460.161.31820.00001.2655
1372012.12.17 00:00modify340.011.23400.00001.2655
1382012.12.17 00:00modify350.101.23490.00001.2655
1392012.12.17 00:00modify360.201.24280.00001.2655
1402012.12.17 00:00modify390.081.27060.00001.2655
1412012.12.19 15:40buy470.011.33000.00001.3435
1422012.12.19 15:53buy480.121.32920.00001.3423
1432012.12.19 15:53modify470.011.33000.00001.3423
1442012.12.19 23:15buy490.241.32140.00001.3359
1452012.12.19 23:15modify470.011.33000.00001.3359
1462012.12.19 23:15modify480.121.32920.00001.3359
1472013.01.11 15:16t/p470.011.33590.00001.33594.825428.38
1482013.01.11 15:16t/p480.121.33590.00001.335967.445495.82
1492013.01.11 15:16t/p490.241.33590.00001.3359322.085817.90
1502013.01.25 12:15buy500.011.34600.00001.3595
1512013.01.25 12:16buy510.121.34520.00001.3583
1522013.01.25 12:16modify500.011.34600.00001.3583
1532013.01.30 20:16t/p500.011.35830.00001.358312.175830.07
1542013.01.30 20:16t/p510.121.35830.00001.3583155.645985.72
1552013.02.12 14:20buy520.011.34470.00001.3582
1562013.02.12 14:54buy530.121.34390.00001.3570
1572013.02.12 14:54modify520.011.34470.00001.3570
1582013.02.14 11:00buy540.241.33600.00001.3506
1592013.02.14 11:00modify520.011.34470.00001.3506
1602013.02.14 11:00modify530.121.34390.00001.3506
1612013.02.25 20:06buy550.481.30820.00001.3398
1622013.02.25 20:06modify520.011.34470.00001.3398
1632013.02.25 20:06modify530.121.34390.00001.3398
1642013.02.25 20:06modify540.241.33600.00001.3398
1652013.06.18 11:02t/p520.011.33980.00001.3398-10.345975.38
1662013.06.18 11:02t/p530.121.33980.00001.3398-114.525860.86
1672013.06.18 11:02t/p540.241.33980.00001.3398-35.295825.57
1682013.06.18 11:02t/p550.481.33980.00001.33981282.487108.05
1692013.07.16 14:45buy560.011.31230.00001.3258
1702013.07.16 15:08buy570.121.31150.00001.3246
1712013.07.16 15:08modify560.011.31230.00001.3246
1722013.07.24 09:30t/p560.011.32460.00001.324611.957120.01
1732013.07.24 09:30t/p570.121.32460.00001.3246153.057273.06
1742013.08.02 18:50buy580.011.32840.00001.3419
1752013.08.02 19:32buy590.121.32760.00001.3407
1762013.08.02 19:32modify580.011.32840.00001.3407
1772013.08.20 12:30t/p580.011.34070.00001.340711.617284.67
1782013.08.20 12:30t/p590.121.34070.00001.3407148.917433.57
1792013.08.20 18:25buy600.011.34350.00001.3570
1802013.08.20 18:36buy610.121.34260.00001.3558
1812013.08.20 18:36modify600.011.34350.00001.3558
1822013.08.21 20:00buy620.241.33470.00001.3493
1832013.08.21 20:00modify600.011.34350.00001.3493
1842013.08.21 20:00modify610.121.34260.00001.3493
1852013.09.18 20:49t/p600.011.34930.00001.34934.557438.12
1862013.09.18 20:49t/p610.121.34930.00001.349365.377503.49
1872013.09.18 20:49t/p620.241.34930.00001.3493321.377824.86
1882013.10.17 17:25buy630.011.36770.00001.3812
1892013.10.17 17:30buy640.121.36680.00001.3800
1902013.10.17 17:30modify630.011.36770.00001.3800
1912013.10.24 07:56t/p630.011.38000.00001.380012.007836.85
1922013.10.24 07:56t/p640.121.38000.00001.3800154.777991.62
1932014.01.10 19:10buy650.011.36690.00001.3804
1942014.01.10 19:32buy660.121.36610.00001.3792
1952014.01.10 19:32modify650.011.36690.00001.3792
1962014.01.17 14:15buy670.241.35820.00001.3728
1972014.01.17 14:15modify650.011.36690.00001.3728
1982014.01.17 14:15modify660.121.36610.00001.3728
1992014.01.24 12:29t/p650.011.37280.00001.37285.307996.92
2002014.01.24 12:29t/p660.121.37280.00001.372873.148070.06
2012014.01.24 12:29t/p670.241.37280.00001.3728343.148413.20
2022014.02.13 14:00buy680.011.36700.00001.3805
2032014.02.27 09:00buy690.121.36610.00001.3793
2042014.02.27 09:00modify680.011.36700.00001.3793
2052014.02.28 11:04t/p680.011.37930.00001.379311.658424.86
2062014.02.28 11:04t/p690.121.37930.00001.3793157.888582.74
2072014.02.28 16:55buy700.011.38090.00001.3944
2082014.02.28 22:06buy710.121.38010.00001.3932
2092014.02.28 22:06modify700.011.38090.00001.3932
2102014.03.05 10:35buy720.241.37220.00001.3868
2112014.03.05 10:35modify700.011.38090.00001.3868
2122014.03.05 10:35modify710.121.38010.00001.3868
2132014.03.06 18:14t/p700.011.38680.00001.38685.648588.38
2142014.03.06 18:14t/p710.121.38680.00001.386877.298665.67
2152014.03.06 18:14t/p720.241.38680.00001.3868347.299012.96
2162014.03.13 05:31sell730.321.39210.00001.3130
2172014.03.13 05:31modify340.011.23400.00001.3130
2182014.03.13 05:31modify350.101.23490.00001.3130
2192014.03.13 05:31modify360.201.24280.00001.3130
2202014.03.13 05:31modify390.081.27060.00001.3130
2212014.03.13 05:31modify460.161.31820.00001.3130
2222014.03.14 16:45buy740.011.39250.00001.4060
2232014.03.14 16:53buy750.141.39170.00001.4048
2242014.03.14 16:53modify740.011.39250.00001.4048
2252014.03.19 19:50buy760.281.38390.00001.3986
2262014.03.19 19:50modify740.011.39250.00001.3986
2272014.03.19 19:50modify750.141.39170.00001.3986
2282014.05.08 14:33t/p740.011.39860.00001.39863.729016.68
2292014.05.08 14:33t/p750.141.39860.00001.398663.349080.02
2302014.05.08 14:33t/p760.281.39860.00001.3986348.709428.72
2312014.09.01 01:28t/p340.011.31300.00001.3130-92.959335.77
2322014.09.01 01:28t/p350.101.31300.00001.3130-920.498415.28
2332014.09.01 01:28t/p360.201.31300.00001.3130-1678.176737.11
2342014.09.01 01:28t/p390.081.31300.00001.3130-446.066291.05
2352014.09.01 01:28t/p460.161.31300.00001.3130-101.216189.85
2362014.09.01 01:28t/p730.321.31300.00001.31302430.568620.41
2372014.09.19 17:55sell770.011.28390.00001.2704
2382014.09.22 02:24sell780.021.28480.00001.2716
2392014.09.22 02:24modify770.011.28390.00001.2716
2402014.09.25 10:00t/p770.011.27160.00001.271612.198632.59
2412014.09.25 10:00t/p780.021.27160.00001.271626.228658.81
2422014.09.25 12:30sell790.011.27240.00001.2589
2432014.09.25 15:51sell800.021.27320.00001.2601
2442014.09.25 15:51modify790.011.27240.00001.2601
2452014.09.30 11:37t/p790.011.26010.00001.260112.248671.05
2462014.09.30 11:37t/p800.021.26010.00001.260126.098697.14
2472014.10.09 19:40sell810.011.26830.00001.2548
2482014.10.09 19:44sell820.021.26920.00001.2560
2492014.10.09 19:44modify810.011.26830.00001.2560
2502014.10.15 15:17sell830.041.27710.00001.2651
2512014.10.15 15:17modify810.011.26830.00001.2651
2522014.10.15 15:17modify820.021.26920.00001.2651
2532014.10.15 17:35buy840.011.27750.00001.2910
2542014.10.16 11:58buy850.081.27670.00001.2898
2552014.10.16 11:58modify840.011.27750.00001.2898
2562014.10.22 10:03buy860.161.26890.00001.2828
2572014.10.22 10:03modify840.011.27750.00001.2828
2582014.10.22 10:03modify850.081.27670.00001.2828
2592014.10.22 17:37t/p810.011.26510.00001.26513.008700.14
2602014.10.22 17:37t/p820.021.26510.00001.26517.798707.93
2612014.10.22 17:37t/p830.041.26510.00001.265147.488755.41
2622014.11.06 14:37buy870.081.24110.00001.2708
2632014.11.06 14:37modify840.011.27750.00001.2708
2642014.11.06 14:37modify850.081.27670.00001.2708
2652014.11.06 14:37modify860.161.26890.00001.2708
2662014.11.17 12:55sell880.011.24930.00001.2358
2672014.11.17 13:44sell890.101.25020.00001.2370
2682014.11.17 13:44modify880.011.24930.00001.2370
2692014.11.19 20:00sell900.201.25820.00001.2438
2702014.11.19 20:00modify880.011.24930.00001.2438
2712014.11.19 20:00modify890.101.25020.00001.2438
2722014.11.21 10:59t/p880.011.24380.00001.24385.398760.80
2732014.11.21 10:59t/p890.101.24380.00001.243862.898823.69
2742014.11.21 10:59t/p900.201.24380.00001.2438286.529110.21
2752014.11.21 16:55sell910.011.24160.00001.2281
2762014.11.24 16:50sell920.101.24250.00001.2293
2772014.11.24 16:50modify910.011.24160.00001.2293
2782014.11.26 15:39sell930.201.25030.00001.2361
2792014.11.26 15:39modify910.011.24160.00001.2361
2802014.11.26 15:39modify920.101.24250.00001.2361
2812014.12.03 10:17t/p910.011.23610.00001.23615.319115.53
2822014.12.03 10:17t/p920.101.23610.00001.236162.349177.86
2832014.12.03 10:17t/p930.201.23610.00001.2361281.419459.27
2842014.12.05 19:30sell940.011.22960.00001.2161
2852014.12.08 19:17sell950.101.23050.00001.2173
2862014.12.08 19:17modify940.011.22960.00001.2173
2872014.12.09 15:29sell960.201.23830.00001.2241
2882014.12.09 15:29modify940.011.22960.00001.2241
2892014.12.09 15:29modify950.101.23050.00001.2241
2902014.12.19 18:04t/p940.011.22410.00001.22415.249464.51
2912014.12.19 18:04t/p950.101.22410.00001.224161.599526.11
2922014.12.19 18:04t/p960.201.22410.00001.2241279.569805.67
2932014.12.23 17:55sell970.011.21810.00001.2046
2942014.12.24 09:42sell980.101.21890.00001.2058
2952014.12.24 09:42modify970.011.21810.00001.2058
2962015.01.02 09:00t/p970.011.20580.00001.205812.089817.75
2972015.01.02 09:00t/p980.101.20580.00001.2058128.979946.71
2982015.01.02 12:15sell990.011.20460.00001.1911
2992015.01.02 13:02sell1000.101.20540.00001.1923
3002015.01.02 13:02modify990.011.20460.00001.1923
3012015.01.07 22:43t/p990.011.19230.00001.192312.249958.96
3022015.01.07 22:43t/p1000.101.19230.00001.1923130.4410089.40
3032015.01.07 22:43buy1010.161.18420.00001.2429
3042015.01.07 22:43modify840.011.27750.00001.2429
3052015.01.07 22:43modify850.081.27670.00001.2429
3062015.01.07 22:43modify860.161.26890.00001.2429
3072015.01.07 22:43modify870.081.24110.00001.2429
3082015.01.08 14:20sell1020.011.17630.00001.1628
3092015.01.08 14:25sell1030.121.17710.00001.1640
3102015.01.08 14:25modify1020.011.17630.00001.1640
3112015.01.09 22:59close at stop1030.121.18440.00001.1640-87.8210001.58
3122015.01.09 22:59close at stop1020.011.18440.00001.1640-8.129993.46
3132015.01.09 22:59close at stop1010.161.18420.00001.2429-2.769990.70
3142015.01.09 22:59close at stop870.081.18420.00001.2429-477.329513.38
3152015.01.09 22:59close at stop860.161.18420.00001.2429-1411.198102.19
3162015.01.09 22:59close at stop850.081.18420.00001.2429-769.387332.82
3172015.01.09 22:59close at stop840.011.18420.00001.2429-97.107235.71