Strategy Tester Report
TIO CAPITAL v 6.0
RoboForex-Prime (Build 1320)

СимволEURNZD (Euro vs New Zealand Dollar)
Период30 Минут (M30) 2015.07.31 20:00 - 2021.09.24 23:30 (2011.01.01 - 2021.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыs_1="#============ Money Management ==========#"; entry_pairs_list="EURNZD"; lots="0.01"; depo_per_lot=0; s_2="#============ Basket Management ============#"; max_trade_pairs=0; stop_equal_trade=false; dd_filter=0; s_3="#============ Select Include Sets Variant ===========#"; Sets_variant=1; s21="#============ Recovery Settings ===========#"; Recovery_all=false; use_arithmetic_multiplier=false; bar_to_reduce=0; take_reduce=0; take_reduce_limit=0;
Баров в истории77056Смоделировано тиков194539325Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спре䏥६Ґ­­лҐ
Чистая прибыль826.16Общая прибыль1343.24Общий убыток-517.08
Прибыльность2.60Матожидание выигрыша2.50
Абсолютная просадка50.46Максимальная просадка198.45 (11.35%)Относительная просадка11.35% (198.45)
Всего сделок331Короткие позиции (% выигравших)175 (70.29%)Длинные позиции (% выигравших)156 (69.23%)
Прибыльные сделки (% от всех)231 (69.79%)Убыточные сделки (% от всех)100 (30.21%)
Самая большаяприбыльная сделка27.11убыточная сделка-30.41
Средняяприбыльная сделка5.81убыточная сделка-5.17
Максимальное количествонепрерывных выигрышей (прибыль)20 (128.96)непрерывных проигрышей (убыток)5 (-44.15)
Макс.непрерывная прибыль (число выигрышей)128.96 (20)непрерывный убыток (число проигрышей)-44.15 (5)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.08.11 05:00sell10.011.674030.000000.00000
22015.08.11 09:00close10.011.674860.000000.00000-0.62999.38
32015.08.11 12:00sell20.011.683290.000000.00000
42015.08.11 14:00sell30.011.685400.000000.00000
52015.08.11 18:00sell40.011.690840.000000.00000
62015.08.11 18:00sell50.011.690850.000000.00000
72015.08.11 20:00close20.011.687890.000000.00000-3.24996.14
82015.08.12 05:00sell60.011.701930.000000.00000
92015.08.12 08:00sell70.011.706610.000000.00000
102015.08.12 09:00close60.011.700750.000000.000000.79996.93
112015.08.17 10:00close30.011.694080.000000.00000-5.90991.03
122015.08.18 19:00close40.011.676050.000000.0000010.481001.51
132015.08.18 20:00close50.011.675590.000000.0000010.811012.32
142015.08.19 00:00close70.011.670750.000000.0000025.161037.49
152015.08.25 22:00sell80.011.761980.000000.00000
162015.08.26 04:00close80.011.778570.000000.00000-11.571025.92
172015.08.26 18:00sell90.011.774170.000000.00000
182015.08.26 21:00close90.011.769120.000000.000003.481029.40
192015.08.31 16:00sell100.011.758180.000000.00000
202015.08.31 20:00close100.011.761470.000000.00000-2.331027.07
212015.09.01 11:00sell110.011.776510.000000.00000
222015.09.01 14:00close110.011.774430.000000.000001.411028.48
232015.09.01 22:00sell120.011.783730.000000.00000
242015.09.02 02:00close120.011.783910.000000.00000-0.131028.35
252015.09.02 10:00sell130.011.777050.000000.00000
262015.09.02 11:00close130.011.773430.000000.000002.481030.83
272015.09.08 08:00sell140.011.785350.000000.00000
282015.09.08 10:00close140.011.779950.000000.000003.721034.55
292015.09.11 12:00sell150.011.796120.000000.00000
302015.09.11 15:00close150.011.791850.000000.000002.941037.49
312015.09.22 10:00buy160.011.765850.000000.00000
322015.09.22 12:00close160.011.770930.000000.000003.501040.99
332015.09.30 18:00buy170.011.745530.000000.00000
342015.09.30 20:00close170.011.750070.000000.000003.121044.11
352015.10.01 14:00buy180.011.731820.000000.00000
362015.10.01 16:00close180.011.739530.000000.000005.331049.44
372015.10.02 23:00buy190.011.739870.000000.00000
382015.10.05 02:00close190.011.740480.000000.000000.261049.70
392015.10.05 12:00buy200.011.730360.000000.00000
402015.10.05 18:00close200.011.725740.000000.00000-3.251046.45
412015.10.05 22:00buy210.011.718900.000000.00000
422015.10.06 00:00close210.011.723460.000000.000003.021049.47
432015.10.06 07:00buy220.011.719960.000000.00000
442015.10.07 07:00buy230.011.712460.000000.00000
452015.10.07 19:00close230.011.698430.000000.00000-9.821039.65
462015.10.08 22:00buy240.011.691440.000000.00000
472015.10.09 02:00close240.011.695470.000000.000002.651042.29
482015.10.12 02:00close220.011.700730.000000.00000-14.171028.12
492015.10.14 17:00buy250.011.687240.000000.00000
502015.10.14 18:00close250.011.690950.000000.000002.541030.66
512015.10.15 11:00buy260.011.663940.000000.00000
522015.10.15 12:00buy270.011.666490.000000.00000
532015.10.15 15:00close260.011.666040.000000.000001.421032.08
542015.10.19 14:00buy280.011.661270.000000.00000
552015.10.19 16:00close280.011.665750.000000.000003.081035.16
562015.10.20 16:00close270.011.667480.000000.000000.281035.44
572015.10.22 16:00buy290.011.655580.000000.00000
582015.10.22 17:00buy300.011.642790.000000.00000
592015.10.22 21:00close290.011.642270.000000.00000-9.311026.13
602015.10.23 04:00buy310.011.624510.000000.00000
612015.10.23 09:00close310.011.626580.000000.000001.411027.54
622015.10.28 00:00close300.011.632790.000000.00000-7.501020.05
632015.11.04 08:00sell320.011.647460.000000.00000
642015.11.04 16:00sell330.011.655390.000000.00000
652015.11.04 18:00close330.011.648290.000000.000004.911024.96
662015.11.05 17:00close320.011.638150.000000.000006.541031.49
672015.11.06 19:00sell340.011.651220.000000.00000
682015.11.06 20:00close340.011.647990.000000.000002.211033.70
692015.11.20 05:00buy350.011.627050.000000.00000
702015.11.20 05:00buy360.011.627050.000000.00000
712015.11.20 09:00close350.011.627650.000000.000000.381034.08
722015.11.24 13:00close360.011.634510.000000.000004.921039.00
732015.11.25 13:00buy370.011.614480.000000.00000
742015.11.25 18:00close370.011.618000.000000.000002.411041.41
752015.11.26 01:00buy380.011.614280.000000.00000
762015.11.27 18:00close380.011.623360.000000.000006.161047.57
772015.11.30 18:00buy390.011.603530.000000.00000
782015.11.30 22:00close390.011.605330.000000.000001.211048.78
792015.12.01 04:00buy400.011.596190.000000.00000
802015.12.01 07:00buy410.011.596700.000000.00000
812015.12.01 13:00close400.011.593640.000000.00000-1.821046.96
822015.12.01 19:00buy420.011.590220.000000.00000
832015.12.03 15:00close420.011.600350.000000.000006.531053.49
842015.12.03 16:00close410.011.624540.000000.0000018.871072.36
852015.12.08 16:00sell430.011.644930.000000.00000
862015.12.08 17:00close430.011.639990.000000.000003.401075.76
872015.12.09 05:00sell440.011.646550.000000.00000
882015.12.09 09:00close440.011.645750.000000.000000.521076.28
892015.12.09 11:00sell450.011.649790.000000.00000
902015.12.09 12:00sell460.011.653840.000000.00000
912015.12.09 14:00close460.011.650550.000000.000002.251078.53
922015.12.10 01:00close450.011.635570.000000.000009.961088.48
932015.12.18 18:00buy470.011.608710.000000.00000
942015.12.18 21:00close470.011.608850.000000.000000.051088.53
952016.01.12 10:00sell480.011.668930.000000.00000
962016.01.12 12:00close480.011.657870.000000.000007.671096.20
972016.01.14 02:00sell490.011.678690.000000.00000
982016.01.14 06:00close490.011.678300.000000.000000.241096.44
992016.01.14 13:00sell500.011.696830.000000.00000
1002016.01.15 04:00sell510.011.681960.000000.00000
1012016.01.15 10:00close510.011.689190.000000.00000-5.081091.36
1022016.01.15 11:00sell520.011.702260.000000.00000
1032016.01.15 18:00close520.011.701080.000000.000000.791092.15
1042016.01.18 03:00sell530.011.694130.000000.00000
1052016.01.18 04:00close530.011.686410.000000.000005.341097.49
1062016.01.19 03:00close500.011.687440.000000.000006.601104.09
1072016.01.19 05:00sell540.011.695320.000000.00000
1082016.01.19 07:00close540.011.690740.000000.000003.151107.24
1092016.01.20 07:00sell550.011.716620.000000.00000
1102016.01.20 11:00sell560.011.725870.000000.00000
1112016.01.20 12:00close560.011.714030.000000.000008.211115.45
1122016.01.21 01:00close550.011.692630.000000.0000016.771132.21
1132016.01.27 19:00buy570.011.665490.000000.00000
1142016.01.27 23:00close570.011.691130.000000.0000017.821150.03
1152016.02.11 11:00sell580.011.710990.000000.00000
1162016.02.11 15:00close580.011.700810.000000.000007.051157.08
1172016.02.16 17:00sell590.011.698500.000000.00000
1182016.02.16 20:00close590.011.695700.000000.000001.911158.99
1192016.02.22 04:00buy600.011.670790.000000.00000
1202016.02.22 20:00buy610.011.640510.000000.00000
1212016.02.22 21:00close600.011.641150.000000.00000-20.691138.30
1222016.02.23 13:00buy620.011.641120.000000.00000
1232016.02.23 15:00close620.011.643870.000000.000001.871140.17
1242016.02.24 05:00close610.011.665200.000000.0000016.921157.09
1252016.02.25 22:00buy630.011.642180.000000.00000
1262016.02.26 05:00close630.011.635530.000000.00000-4.791152.30
1272016.03.01 10:00buy640.011.641140.000000.00000
1282016.03.01 12:00close640.011.646140.000000.000003.441155.74
1292016.03.01 19:00buy650.011.638990.000000.00000
1302016.03.02 03:00close650.011.639300.000000.000000.061155.80
1312016.03.02 18:00buy660.011.631620.000000.00000
1322016.03.03 01:00close660.011.629870.000000.00000-1.631154.17
1332016.03.04 21:00buy670.011.614320.000000.00000
1342016.03.07 01:00close670.011.615770.000000.000000.851155.02
1352016.03.15 05:00sell680.011.670230.000000.00000
1362016.03.15 07:00close680.011.666140.000000.000002.811157.83
1372016.03.15 09:00sell690.011.667920.000000.00000
1382016.03.15 18:00sell700.011.680260.000000.00000
1392016.03.15 23:00close700.011.681520.000000.00000-0.921156.91
1402016.03.17 01:00close690.011.658610.000000.000006.581163.48
1412016.04.07 19:00sell710.011.680690.000000.00000
1422016.04.07 23:00close710.011.677520.000000.000002.171165.65
1432016.04.13 12:00buy720.011.637110.000000.00000
1442016.04.13 16:00close720.011.635120.000000.00000-1.431164.22
1452016.04.13 20:00buy730.011.631500.000000.00000
1462016.04.15 06:00buy740.011.635920.000000.00000
1472016.04.15 14:00close740.011.630340.000000.00000-3.921160.30
1482016.04.18 07:00buy750.011.631250.000000.00000
1492016.04.18 10:00close750.011.636510.000000.000003.621163.92
1502016.04.19 04:00buy760.011.620920.000000.00000
1512016.04.19 06:00buy770.011.620910.000000.00000
1522016.04.19 12:00close760.011.617070.000000.00000-2.721161.20
1532016.04.21 13:00close770.011.623980.000000.000001.611162.82
1542016.04.25 21:00close730.011.646320.000000.000008.821171.64
1552016.05.02 18:00sell780.011.645110.000000.00000
1562016.05.02 20:00close780.011.641570.000000.000002.431174.07
1572016.05.04 06:00sell790.011.668170.000000.00000
1582016.05.04 09:00close790.011.666380.000000.000001.211175.28
1592016.05.04 20:00sell800.011.672760.000000.00000
1602016.05.04 23:00close800.011.669630.000000.000002.141177.42
1612016.05.09 16:00sell810.011.684450.000000.00000
1622016.05.09 18:00sell820.011.680680.000000.00000
1632016.05.09 20:00close810.011.681920.000000.000001.731179.15
1642016.05.10 05:00sell830.011.686910.000000.00000
1652016.05.10 07:00close830.011.685880.000000.000000.681179.83
1662016.05.10 11:00sell840.011.689090.000000.00000
1672016.05.11 01:00close840.011.673310.000000.0000010.981190.81
1682016.05.11 04:00close820.011.671660.000000.000006.301197.11
1692016.05.18 21:00buy850.011.660940.000000.00000
1702016.05.18 22:00close850.011.665350.000000.000003.031200.14
1712016.05.23 08:00buy860.011.652770.000000.00000
1722016.05.23 08:00buy870.011.652720.000000.00000
1732016.05.24 07:00close860.011.668020.000000.0000010.461210.60
1742016.05.24 08:00close870.011.668270.000000.0000010.671221.27
1752016.06.09 01:00buy880.011.608030.000000.00000
1762016.06.09 06:00buy890.011.603010.000000.00000
1772016.06.09 11:00close880.011.598790.000000.00000-6.471214.80
1782016.06.09 17:00buy900.011.586500.000000.00000
1792016.06.09 21:00close900.011.588830.000000.000001.581216.38
1802016.06.13 20:00close890.011.597470.000000.00000-4.141212.24
1812016.06.16 02:00buy910.011.591040.000000.00000
1822016.06.16 06:00close910.011.593240.000000.000001.491213.73
1832016.06.21 12:00buy920.011.585600.000000.00000
1842016.06.21 18:00close920.011.580840.000000.00000-3.351210.38
1852016.06.30 19:00buy930.011.550150.000000.00000
1862016.06.30 23:00close930.011.553390.000000.000002.221212.60
1872016.07.01 09:00buy940.011.550230.000000.00000
1882016.07.05 17:00close940.011.554220.000000.000002.501215.09
1892016.07.08 05:00buy950.011.523290.000000.00000
1902016.07.08 06:00buy960.011.524770.000000.00000
1912016.07.08 08:00close950.011.527660.000000.000003.011218.10
1922016.07.08 16:00buy970.011.515320.000000.00000
1932016.07.08 22:00close970.011.514400.000000.00000-0.681217.42
1942016.07.11 21:00close960.011.531140.000000.000004.281221.70
1952016.07.12 21:00buy980.011.513310.000000.00000
1962016.07.12 23:00close980.011.515230.000000.000001.301223.00
1972016.07.21 01:00sell990.011.579940.000000.00000
1982016.07.21 06:00close990.011.580100.000000.00000-0.161222.84
1992016.08.01 22:00buy1000.011.552940.000000.00000
2002016.08.02 17:00buy1010.011.546140.000000.00000
2012016.08.02 18:00close1010.011.552350.000000.000004.281227.12
2022016.08.03 03:00close1000.011.556140.000000.000001.951229.07
2032016.08.17 14:00sell1020.011.558460.000000.00000
2042016.08.17 18:00close1020.011.559180.000000.00000-0.541228.53
2052016.09.02 16:00buy1030.011.529070.000000.00000
2062016.09.02 16:00buy1040.011.529110.000000.00000
2072016.09.06 10:00buy1050.011.520370.000000.00000
2082016.09.07 13:00buy1060.011.505210.000000.00000
2092016.09.07 17:00close1060.011.505650.000000.000000.271228.80
2102016.09.12 01:00close1030.011.533390.000000.000001.991230.79
2112016.09.12 02:00close1040.011.535290.000000.000003.281234.07
2122016.09.12 05:00close1050.011.535630.000000.000009.861243.93
2132016.10.07 19:00sell1070.011.567150.000000.00000
2142016.10.07 22:00close1070.011.563120.000000.000002.771246.70
2152016.10.11 07:00sell1080.011.575000.000000.00000
2162016.10.11 10:00close1080.011.572040.000000.000002.031248.73
2172016.10.18 01:00buy1090.011.533890.000000.00000
2182016.10.18 06:00close1090.011.534190.000000.000000.171248.90
2192016.10.19 20:00buy1100.011.516980.000000.00000
2202016.10.21 16:00close1100.011.520960.000000.000002.241251.14
2212016.11.01 20:00sell1110.011.543320.000000.00000
2222016.11.01 23:00close1110.011.539770.000000.000002.431253.57
2232016.11.08 16:00buy1120.011.505710.000000.00000
2242016.11.08 16:00buy1130.011.505730.000000.00000
2252016.11.08 20:00buy1140.011.497560.000000.00000
2262016.11.08 21:00buy1150.011.495040.000000.00000
2272016.11.09 01:00close1140.011.495590.000000.00000-1.541252.03
2282016.11.09 06:00close1150.011.529210.000000.0000023.641275.67
2292016.11.09 07:00close1120.011.544860.000000.0000027.111302.77
2302016.11.09 08:00close1130.011.542720.000000.0000025.601328.37
2312016.11.09 23:00buy1160.011.487290.000000.00000
2322016.11.10 01:00close1160.011.498410.000000.000007.341335.72
2332016.11.10 11:00buy1170.011.499840.000000.00000
2342016.11.10 14:00close1170.011.503810.000000.000002.731338.45
2352016.11.25 16:00buy1180.011.503620.000000.00000
2362016.11.29 06:00buy1190.011.497630.000000.00000
2372016.12.01 19:00close1190.011.503790.000000.000003.771342.22
2382016.12.01 20:00close1180.011.504580.000000.00000-0.101342.11
2392016.12.05 07:00buy1200.011.485350.000000.00000
2402016.12.05 10:00close1200.011.493630.000000.000005.731347.84
2412017.01.12 08:00buy1210.011.498670.000000.00000
2422017.01.12 19:00buy1220.011.494550.000000.00000
2432017.01.19 01:00close1220.011.490980.000000.00000-3.371344.47
2442017.01.26 01:00buy1230.011.473750.000000.00000
2452017.01.26 03:00close1230.011.475160.000000.000000.941345.41
2462017.01.30 16:00buy1240.011.466810.000000.00000
2472017.01.30 22:00close1240.011.467580.000000.000000.501345.91
2482017.02.01 05:00close1210.011.485120.000000.00000-11.671334.24
2492017.02.07 05:00buy1250.011.455420.000000.00000
2502017.02.07 08:00buy1260.011.455080.000000.00000
2512017.02.07 10:00close1250.011.458760.000000.000002.281336.52
2522017.02.07 21:00buy1270.011.461940.000000.00000
2532017.02.07 21:00buy1280.011.461910.000000.00000
2542017.02.08 23:00close1260.011.472130.000000.0000011.721348.24
2552017.02.09 01:00close1270.011.475730.000000.000009.071357.31
2562017.02.09 02:00close1280.011.477770.000000.0000010.521367.83
2572017.02.22 23:00buy1290.011.468830.000000.00000
2582017.02.24 16:00close1290.011.472860.000000.000002.281370.11
2592017.03.10 20:00sell1300.011.541570.000000.00000
2602017.03.10 23:00close1300.011.542290.000000.00000-0.541369.57
2612017.04.17 04:00buy1310.011.510840.000000.00000
2622017.04.18 05:00close1310.011.520410.000000.000006.501376.07
2632017.04.25 11:00sell1320.011.565190.000000.00000
2642017.04.25 11:00sell1330.011.565200.000000.00000
2652017.04.25 14:00close1320.011.563090.000000.000001.421377.49
2662017.04.25 18:00sell1340.011.570310.000000.00000
2672017.04.25 19:00sell1350.011.574510.000000.00000
2682017.04.25 23:00close1350.011.574350.000000.000000.071377.56
2692017.04.28 12:00sell1360.011.587330.000000.00000
2702017.04.28 16:00close1360.011.590650.000000.00000-2.351375.21
2712017.05.01 15:00close1330.011.582840.000000.00000-12.141363.07
2722017.05.03 23:00sell1370.011.584980.000000.00000
2732017.05.04 01:00close1370.011.580990.000000.000002.841365.91
2742017.05.04 17:00sell1380.011.596560.000000.00000
2752017.05.04 18:00sell1390.011.597840.000000.00000
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