Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 1 Час (H1) 2013.01.02 09:00 - 2013.12.24 18:59 (2013.01.01 - 2014.06.01) | ||||
Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
Параметры | stoplossbars=18; takeprofitbars=3; stoploss_deviation=10; lowema=5; fastema=41; maxur=0.0021; minur=-0.0076; maxbarABpoint=1; x="Настройки MA:"; perema1=13; perema2=20; persma3=30; perema4=180; Lots=0.1; | ||||
Баров в истории | 7106 | Смоделировано тиков | 13210 | Качество моделирования | n/a |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 1000.00 | ||||
Чистая прибыль | 586.87 | Общая прибыль | 724.68 | Общий убыток | -137.81 |
Прибыльность | 5.26 | Матожидание выигрыша | 8.27 | ||
Абсолютная просадка | 9.40 | Максимальная просадка | 65.72 (4.47%) | Относительная просадка | 4.47% (65.72) |
Всего сделок | 71 | Короткие позиции (% выигравших) | 53 (92.45%) | Длинные позиции (% выигравших) | 18 (100.00%) |
Прибыльные сделки (% от всех) | 67 (94.37%) | Убыточные сделки (% от всех) | 4 (5.63%) | ||
Самая большая | прибыльная сделка | 54.45 | убыточная сделка | -40.73 | |
Средняя | прибыльная сделка | 10.82 | убыточная сделка | -34.45 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 41 (464.35) | непрерывных проигрышей (убыток) | 1 (-40.73) | |
Максимальная | непрерывная прибыль (число выигрышей) | 464.35 (41) | непрерывный убыток (число проигрышей) | -40.73 (1) | |
Средний | непрерывный выигрыш | 13 | непрерывный проигрыш | 1 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2013.01.04 12:00 | buy | 1 | 0.10 | 1.30119 | 1.29925 | 1.30503 | ||
2 | 2013.01.04 16:00 | close | 1 | 0.03 | 1.30402 | 1.29925 | 1.30503 | 8.49 | 1008.49 |
3 | 2013.01.04 16:00 | buy | 2 | 0.07 | 1.30119 | 1.29925 | 1.30503 | ||
4 | 2013.01.04 17:00 | t/p | 2 | 0.07 | 1.30503 | 1.29925 | 1.30503 | 26.88 | 1035.37 |
5 | 2013.01.15 13:00 | sell | 3 | 0.10 | 1.33496 | 1.34041 | 1.33337 | ||
6 | 2013.01.15 15:00 | t/p | 3 | 0.10 | 1.33337 | 1.34041 | 1.33337 | 15.90 | 1051.27 |
7 | 2013.01.22 15:00 | sell | 4 | 0.10 | 1.33251 | 1.33812 | 1.32668 | ||
8 | 2013.01.22 16:00 | close | 4 | 0.03 | 1.33146 | 1.33812 | 1.32668 | 3.15 | 1054.42 |
9 | 2013.01.22 16:00 | sell | 5 | 0.07 | 1.33251 | 1.33812 | 1.32668 | ||
10 | 2013.01.23 18:00 | t/p | 5 | 0.07 | 1.32668 | 1.33812 | 1.32668 | 40.75 | 1095.17 |
11 | 2013.01.29 08:00 | sell | 6 | 0.10 | 1.34475 | 1.34869 | 1.34427 | ||
12 | 2013.01.29 09:00 | t/p | 6 | 0.10 | 1.34427 | 1.34869 | 1.34427 | 4.80 | 1099.97 |
13 | 2013.02.08 22:00 | buy | 7 | 0.10 | 1.33633 | 1.33431 | 1.34288 | ||
14 | 2013.02.11 09:00 | close | 7 | 0.03 | 1.33848 | 1.33431 | 1.34288 | 6.42 | 1106.39 |
15 | 2013.02.11 09:00 | buy | 8 | 0.07 | 1.33633 | 1.33431 | 1.34288 | ||
16 | 2013.02.11 19:00 | close | 8 | 0.04 | 1.34129 | 1.33431 | 1.34288 | 19.80 | 1126.19 |
17 | 2013.02.11 19:00 | buy | 9 | 0.03 | 1.33633 | 1.33431 | 1.34288 | ||
18 | 2013.02.12 13:00 | t/p | 9 | 0.03 | 1.34288 | 1.33431 | 1.34288 | 19.58 | 1145.77 |
19 | 2013.02.14 01:00 | sell | 10 | 0.10 | 1.34482 | 1.35297 | 1.34255 | ||
20 | 2013.02.14 07:00 | close | 10 | 0.03 | 1.34394 | 1.35297 | 1.34255 | 2.64 | 1148.41 |
21 | 2013.02.14 07:00 | sell | 11 | 0.07 | 1.34482 | 1.35297 | 1.34255 | ||
22 | 2013.02.14 09:00 | t/p | 11 | 0.07 | 1.34255 | 1.35297 | 1.34255 | 15.89 | 1164.30 |
23 | 2013.02.22 19:00 | buy | 12 | 0.10 | 1.31664 | 1.31350 | 1.32443 | ||
24 | 2013.02.25 00:00 | close | 12 | 0.03 | 1.32168 | 1.31350 | 1.32443 | 15.09 | 1179.39 |
25 | 2013.02.25 00:00 | buy | 13 | 0.07 | 1.31664 | 1.31350 | 1.32443 | ||
26 | 2013.02.25 12:00 | t/p | 13 | 0.07 | 1.32443 | 1.31350 | 1.32443 | 54.45 | 1233.84 |
27 | 2013.02.26 17:00 | buy | 14 | 0.10 | 1.31077 | 1.30080 | 1.31187 | ||
28 | 2013.02.26 18:00 | t/p | 14 | 0.10 | 1.31187 | 1.30080 | 1.31187 | 11.00 | 1244.84 |
29 | 2013.02.28 16:00 | sell | 15 | 0.10 | 1.31184 | 1.31715 | 1.30957 | ||
30 | 2013.02.28 17:00 | t/p | 15 | 0.10 | 1.30957 | 1.31715 | 1.30957 | 22.70 | 1267.54 |
31 | 2013.03.05 18:00 | sell | 16 | 0.10 | 1.30254 | 1.30850 | 1.30099 | ||
32 | 2013.03.05 19:00 | close | 16 | 0.03 | 1.30193 | 1.30850 | 1.30099 | 1.83 | 1269.37 |
33 | 2013.03.05 19:00 | sell | 17 | 0.07 | 1.30254 | 1.30850 | 1.30099 | ||
34 | 2013.03.06 17:00 | t/p | 17 | 0.07 | 1.30099 | 1.30850 | 1.30099 | 10.79 | 1280.17 |
35 | 2013.03.18 17:00 | buy | 18 | 0.10 | 1.29528 | 1.28717 | 1.29730 | ||
36 | 2013.03.18 18:00 | close | 18 | 0.03 | 1.29581 | 1.28717 | 1.29730 | 1.59 | 1281.76 |
37 | 2013.03.18 18:00 | buy | 19 | 0.07 | 1.29528 | 1.28717 | 1.29730 | ||
38 | 2013.03.18 19:00 | t/p | 19 | 0.07 | 1.29730 | 1.28717 | 1.29730 | 14.14 | 1295.90 |
39 | 2013.03.21 01:00 | sell | 20 | 0.10 | 1.29331 | 1.29877 | 1.29308 | ||
40 | 2013.03.21 02:00 | t/p | 20 | 0.10 | 1.29308 | 1.29877 | 1.29308 | 2.30 | 1298.20 |
41 | 2013.03.26 11:00 | buy | 21 | 0.10 | 1.28755 | 1.28196 | 1.28847 | ||
42 | 2013.03.26 18:00 | t/p | 21 | 0.10 | 1.28847 | 1.28196 | 1.28847 | 9.20 | 1307.40 |
43 | 2013.05.21 08:00 | sell | 22 | 0.10 | 1.28875 | 1.29135 | 1.28618 | ||
44 | 2013.05.21 11:00 | close | 22 | 0.03 | 1.28788 | 1.29135 | 1.28618 | 2.61 | 1310.01 |
45 | 2013.05.21 11:00 | sell | 23 | 0.07 | 1.28875 | 1.29135 | 1.28618 | ||
46 | 2013.05.21 12:00 | t/p | 23 | 0.07 | 1.28618 | 1.29135 | 1.28618 | 17.99 | 1328.00 |
47 | 2013.05.27 00:00 | sell | 24 | 0.10 | 1.29324 | 1.30033 | 1.29106 | ||
48 | 2013.05.27 04:00 | close | 24 | 0.03 | 1.29231 | 1.30033 | 1.29106 | 2.79 | 1330.79 |
49 | 2013.05.27 04:00 | sell | 25 | 0.07 | 1.29324 | 1.30033 | 1.29106 | ||
50 | 2013.05.28 04:00 | t/p | 25 | 0.07 | 1.29106 | 1.30033 | 1.29106 | 15.20 | 1345.99 |
51 | 2013.06.05 09:00 | sell | 26 | 0.10 | 1.30874 | 1.31112 | 1.30651 | ||
52 | 2013.06.05 10:00 | close | 26 | 0.03 | 1.30766 | 1.31112 | 1.30651 | 3.24 | 1349.23 |
53 | 2013.06.05 10:00 | sell | 27 | 0.07 | 1.30874 | 1.31112 | 1.30651 | ||
54 | 2013.06.05 12:00 | t/p | 27 | 0.07 | 1.30651 | 1.31112 | 1.30651 | 15.61 | 1364.84 |
55 | 2013.06.10 06:00 | sell | 28 | 0.10 | 1.32047 | 1.32953 | 1.31862 | ||
56 | 2013.06.10 08:00 | close | 28 | 0.03 | 1.31977 | 1.32953 | 1.31862 | 2.10 | 1366.94 |
57 | 2013.06.10 08:00 | sell | 29 | 0.07 | 1.32047 | 1.32953 | 1.31862 | ||
58 | 2013.06.10 11:00 | t/p | 29 | 0.07 | 1.31862 | 1.32953 | 1.31862 | 12.95 | 1379.89 |
59 | 2013.06.19 11:00 | sell | 30 | 0.10 | 1.33915 | 1.34256 | 1.33869 | ||
60 | 2013.06.19 13:00 | t/p | 30 | 0.10 | 1.33869 | 1.34256 | 1.33869 | 4.60 | 1384.49 |
61 | 2013.06.20 23:00 | buy | 31 | 0.10 | 1.32160 | 1.31512 | 1.32393 | ||
62 | 2013.06.21 02:00 | close | 31 | 0.03 | 1.32331 | 1.31512 | 1.32393 | 5.10 | 1389.59 |
63 | 2013.06.21 02:00 | buy | 32 | 0.07 | 1.32160 | 1.31512 | 1.32393 | ||
64 | 2013.06.21 03:00 | t/p | 32 | 0.07 | 1.32393 | 1.31512 | 1.32393 | 16.23 | 1405.82 |
65 | 2013.06.24 16:00 | buy | 33 | 0.10 | 1.31009 | 1.30492 | 1.31238 | ||
66 | 2013.06.24 21:00 | close | 33 | 0.03 | 1.31227 | 1.30492 | 1.31238 | 6.54 | 1412.36 |
67 | 2013.06.24 21:00 | buy | 34 | 0.07 | 1.31009 | 1.30492 | 1.31238 | ||
68 | 2013.06.24 22:00 | t/p | 34 | 0.07 | 1.31238 | 1.30492 | 1.31238 | 16.03 | 1428.39 |
69 | 2013.07.15 10:00 | sell | 35 | 0.10 | 1.30486 | 1.31004 | 1.30453 | ||
70 | 2013.07.15 11:00 | t/p | 35 | 0.10 | 1.30453 | 1.31004 | 1.30453 | 3.30 | 1431.69 |
71 | 2013.07.23 12:00 | sell | 36 | 0.10 | 1.31848 | 1.32173 | 1.31791 | ||
72 | 2013.07.23 13:00 | t/p | 36 | 0.10 | 1.31791 | 1.32173 | 1.31791 | 5.70 | 1437.39 |
73 | 2013.07.26 22:00 | sell | 37 | 0.10 | 1.32757 | 1.33068 | 1.32526 | ||
74 | 2013.07.29 10:00 | close | 37 | 0.03 | 1.32656 | 1.33068 | 1.32526 | 3.01 | 1440.40 |
75 | 2013.07.29 10:00 | sell | 38 | 0.07 | 1.32757 | 1.33068 | 1.32526 | ||
76 | 2013.07.29 16:00 | t/p | 38 | 0.07 | 1.32526 | 1.33068 | 1.32526 | 16.11 | 1456.51 |
77 | 2013.08.05 10:00 | sell | 39 | 0.10 | 1.32700 | 1.33037 | 1.32700 | ||
78 | 2013.08.05 11:00 | t/p | 39 | 0.10 | 1.32700 | 1.33037 | 1.32700 | 0.00 | 1456.51 |
79 | 2013.08.07 11:00 | sell | 40 | 0.10 | 1.32807 | 1.33329 | 1.32752 | ||
80 | 2013.08.07 12:00 | t/p | 40 | 0.10 | 1.32752 | 1.33329 | 1.32752 | 5.50 | 1462.01 |
81 | 2013.08.19 00:00 | sell | 41 | 0.10 | 1.33317 | 1.33898 | 1.33109 | ||
82 | 2013.08.19 02:00 | close | 41 | 0.03 | 1.33239 | 1.33898 | 1.33109 | 2.34 | 1464.35 |
83 | 2013.08.19 02:00 | sell | 42 | 0.07 | 1.33317 | 1.33898 | 1.33109 | ||
84 | 2013.08.20 13:00 | s/l | 42 | 0.07 | 1.33898 | 1.33898 | 1.33109 | -40.73 | 1423.62 |
85 | 2013.08.21 14:00 | sell | 43 | 0.10 | 1.33882 | 1.34369 | 1.33807 | ||
86 | 2013.08.21 17:00 | t/p | 43 | 0.10 | 1.33807 | 1.34369 | 1.33807 | 7.50 | 1431.12 |
87 | 2013.08.26 00:00 | sell | 44 | 0.10 | 1.33834 | 1.34197 | 1.33762 | ||
88 | 2013.08.26 10:00 | t/p | 44 | 0.10 | 1.33762 | 1.34197 | 1.33762 | 7.20 | 1438.32 |
89 | 2013.09.11 13:00 | sell | 45 | 0.10 | 1.32611 | 1.32918 | 1.32438 | ||
90 | 2013.09.11 17:00 | s/l | 45 | 0.10 | 1.32918 | 1.32918 | 1.32438 | -30.70 | 1407.62 |
91 | 2013.09.12 21:00 | sell | 46 | 0.10 | 1.33030 | 1.33345 | 1.32596 | ||
92 | 2013.09.13 02:00 | close | 46 | 0.03 | 1.32979 | 1.33345 | 1.32596 | 1.51 | 1409.13 |
93 | 2013.09.13 02:00 | sell | 47 | 0.07 | 1.33030 | 1.33345 | 1.32596 | ||
94 | 2013.09.13 05:00 | close | 47 | 0.04 | 1.32808 | 1.33345 | 1.32596 | 8.85 | 1417.98 |
95 | 2013.09.13 05:00 | sell | 48 | 0.03 | 1.33030 | 1.33345 | 1.32596 | ||
96 | 2013.09.13 18:00 | t/p | 48 | 0.03 | 1.32596 | 1.33345 | 1.32596 | 13.00 | 1430.97 |
97 | 2013.09.20 22:00 | sell | 49 | 0.10 | 1.35203 | 1.35585 | 1.34978 | ||
98 | 2013.09.23 11:00 | close | 49 | 0.03 | 1.35100 | 1.35585 | 1.34978 | 3.07 | 1434.04 |
99 | 2013.09.23 11:00 | sell | 50 | 0.07 | 1.35203 | 1.35585 | 1.34978 | ||
100 | 2013.09.23 17:00 | t/p | 50 | 0.07 | 1.34978 | 1.35585 | 1.34978 | 15.69 | 1449.73 |
101 | 2013.09.26 09:00 | sell | 51 | 0.10 | 1.35230 | 1.35471 | 1.35114 | ||
102 | 2013.09.26 12:00 | t/p | 51 | 0.10 | 1.35114 | 1.35471 | 1.35114 | 11.60 | 1461.33 |
103 | 2013.10.02 00:00 | sell | 52 | 0.10 | 1.35252 | 1.35977 | 1.35168 | ||
104 | 2013.10.02 04:00 | t/p | 52 | 0.10 | 1.35168 | 1.35977 | 1.35168 | 8.40 | 1469.73 |
105 | 2013.10.11 23:00 | sell | 53 | 0.10 | 1.35507 | 1.35913 | 1.35231 | ||
106 | 2013.10.14 16:00 | s/l | 53 | 0.10 | 1.35913 | 1.35913 | 1.35231 | -40.68 | 1429.05 |
107 | 2013.10.21 10:00 | sell | 54 | 0.10 | 1.36803 | 1.37093 | 1.36703 | ||
108 | 2013.10.21 11:00 | t/p | 54 | 0.10 | 1.36703 | 1.37093 | 1.36703 | 10.00 | 1439.05 |
109 | 2013.10.25 10:00 | sell | 55 | 0.10 | 1.38110 | 1.38420 | 1.37848 | ||
110 | 2013.10.25 13:00 | close | 55 | 0.03 | 1.38004 | 1.38420 | 1.37848 | 3.18 | 1442.23 |
111 | 2013.10.25 13:00 | sell | 56 | 0.07 | 1.38110 | 1.38420 | 1.37848 | ||
112 | 2013.10.25 15:00 | t/p | 56 | 0.07 | 1.37848 | 1.38420 | 1.37848 | 18.34 | 1460.57 |
113 | 2013.11.04 07:00 | buy | 57 | 0.10 | 1.34811 | 1.34322 | 1.35020 | ||
114 | 2013.11.04 11:00 | t/p | 57 | 0.10 | 1.35020 | 1.34322 | 1.35020 | 20.90 | 1481.47 |
115 | 2013.11.08 20:00 | buy | 58 | 0.10 | 1.33674 | 1.33077 | 1.34376 | ||
116 | 2013.11.11 10:00 | close | 58 | 0.03 | 1.33744 | 1.33077 | 1.34376 | 2.07 | 1483.54 |
117 | 2013.11.11 10:00 | buy | 59 | 0.07 | 1.33674 | 1.33077 | 1.34376 | ||
118 | 2013.11.12 16:00 | t/p | 59 | 0.07 | 1.34376 | 1.33077 | 1.34376 | 48.99 | 1532.53 |
119 | 2013.11.18 07:00 | sell | 60 | 0.10 | 1.34894 | 1.35151 | 1.34743 | ||
120 | 2013.11.18 12:00 | s/l | 60 | 0.10 | 1.35151 | 1.35151 | 1.34743 | -25.70 | 1506.83 |
121 | 2013.11.19 06:00 | sell | 61 | 0.10 | 1.35083 | 1.35517 | 1.34956 | ||
122 | 2013.11.19 13:00 | t/p | 61 | 0.10 | 1.34956 | 1.35517 | 1.34956 | 12.70 | 1519.53 |
123 | 2013.11.25 16:00 | sell | 62 | 0.10 | 1.35127 | 1.35699 | 1.35044 | ||
124 | 2013.11.25 17:00 | t/p | 62 | 0.10 | 1.35044 | 1.35699 | 1.35044 | 8.30 | 1527.83 |
125 | 2013.11.28 02:00 | sell | 63 | 0.10 | 1.35731 | 1.36227 | 1.35588 | ||
126 | 2013.11.28 03:00 | close | 63 | 0.03 | 1.35672 | 1.36227 | 1.35588 | 1.77 | 1529.60 |
127 | 2013.11.28 03:00 | sell | 64 | 0.07 | 1.35731 | 1.36227 | 1.35588 | ||
128 | 2013.12.02 12:00 | t/p | 64 | 0.07 | 1.35588 | 1.36227 | 1.35588 | 9.90 | 1539.49 |
129 | 2013.12.04 05:00 | sell | 65 | 0.10 | 1.35897 | 1.36234 | 1.35820 | ||
130 | 2013.12.04 09:00 | t/p | 65 | 0.10 | 1.35820 | 1.36234 | 1.35820 | 7.70 | 1547.19 |
131 | 2013.12.11 08:00 | sell | 66 | 0.10 | 1.37575 | 1.38047 | 1.37465 | ||
132 | 2013.12.11 11:00 | t/p | 66 | 0.10 | 1.37465 | 1.38047 | 1.37465 | 11.00 | 1558.19 |
133 | 2013.12.12 08:00 | sell | 67 | 0.10 | 1.37921 | 1.38205 | 1.37728 | ||
134 | 2013.12.12 09:00 | close | 67 | 0.03 | 1.37820 | 1.38205 | 1.37728 | 3.03 | 1561.22 |
135 | 2013.12.12 09:00 | sell | 68 | 0.07 | 1.37921 | 1.38205 | 1.37728 | ||
136 | 2013.12.12 12:00 | t/p | 68 | 0.07 | 1.37728 | 1.38205 | 1.37728 | 13.51 | 1574.73 |
137 | 2013.12.17 00:00 | sell | 69 | 0.10 | 1.37609 | 1.38084 | 1.37426 | ||
138 | 2013.12.17 03:00 | close | 69 | 0.03 | 1.37538 | 1.38084 | 1.37426 | 2.13 | 1576.86 |
139 | 2013.12.17 03:00 | sell | 70 | 0.07 | 1.37609 | 1.38084 | 1.37426 | ||
140 | 2013.12.17 15:00 | close | 70 | 0.04 | 1.37496 | 1.38084 | 1.37426 | 4.52 | 1581.38 |
141 | 2013.12.17 15:00 | sell | 71 | 0.03 | 1.37609 | 1.38084 | 1.37426 | ||
142 | 2013.12.17 17:00 | t/p | 71 | 0.03 | 1.37426 | 1.38084 | 1.37426 | 5.49 | 1586.87 |