Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 1 Час (H1) 2011.07.19 09:00 - 2014.01.31 11:59 | ||||
Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
Параметры | stoplossbars=20; takeprofitbars=60; stoploss_deviation=10; lowema=5; fastema=13; maxur=0.003; minur=-0.003; maxbarABpoint=1; x="Настройки MA:"; perema1=7; perema2=21; persma3=98; perema4=365; Lots=0.1; p="Additional Options:"; MinimalTakeProfit=300; maxur2=0.0045; minur2=-0.0045; | ||||
Баров в истории | 15856 | Смоделировано тиков | 31610 | Качество моделирования | n/a |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 1000.00 | ||||
Чистая прибыль | 1248.50 | Общая прибыль | 2934.74 | Общий убыток | -1686.24 |
Прибыльность | 1.74 | Матожидание выигрыша | 19.82 | ||
Абсолютная просадка | 362.06 | Максимальная просадка | 515.54 (27.10%) | Относительная просадка | 38.82% (404.84) |
Всего сделок | 63 | Короткие позиции (% выигравших) | 36 (77.78%) | Длинные позиции (% выигравших) | 27 (62.96%) |
Прибыльные сделки (% от всех) | 45 (71.43%) | Убыточные сделки (% от всех) | 18 (28.57%) | ||
Самая большая | прибыльная сделка | 246.19 | убыточная сделка | -138.09 | |
Средняя | прибыльная сделка | 65.22 | убыточная сделка | -93.68 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 11 (836.77) | непрерывных проигрышей (убыток) | 2 (-272.42) | |
Максимальная | непрерывная прибыль (число выигрышей) | 836.77 (11) | непрерывный убыток (число проигрышей) | -272.42 (2) | |
Средний | непрерывный выигрыш | 3 | непрерывный проигрыш | 1 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2011.07.26 18:00 | buy | 1 | 0.10 | 1.44861 | 1.43472 | 1.47861 | ||
2 | 2011.07.26 19:00 | close | 1 | 0.03 | 1.44942 | 1.43472 | 1.47861 | 2.43 | 1002.43 |
3 | 2011.07.26 19:00 | buy | 2 | 0.07 | 1.44861 | 1.43472 | 1.47861 | ||
4 | 2011.07.27 20:00 | s/l | 2 | 0.07 | 1.43472 | 1.43472 | 1.47861 | -97.36 | 905.07 |
5 | 2011.07.28 05:00 | sell | 3 | 0.10 | 1.43508 | 1.45397 | 0.00000 | ||
6 | 2011.07.28 13:00 | close | 3 | 0.03 | 1.42980 | 1.45397 | 0.00000 | 15.84 | 920.91 |
7 | 2011.07.28 13:00 | sell | 4 | 0.07 | 1.43508 | 1.45397 | 0.00000 | ||
8 | 2011.08.03 21:00 | buy | 5 | 0.10 | 1.43297 | 1.41330 | 1.46297 | ||
9 | 2011.08.04 01:00 | close | 5 | 0.03 | 1.43635 | 1.41330 | 1.46297 | 9.97 | 930.88 |
10 | 2011.08.04 01:00 | buy | 6 | 0.07 | 1.43297 | 1.41330 | 1.46297 | ||
11 | 2011.08.04 17:00 | s/l | 6 | 0.07 | 1.41330 | 1.41330 | 1.46297 | -138.09 | 792.79 |
12 | 2011.08.29 09:00 | s/l | 4 | 0.07 | 1.45397 | 1.45397 | 0.00000 | -134.33 | 658.46 |
13 | 2011.08.31 02:00 | sell | 7 | 0.10 | 1.44313 | 1.45428 | 1.41313 | ||
14 | 2011.08.31 04:00 | close | 7 | 0.03 | 1.44248 | 1.45428 | 1.41313 | 1.95 | 660.41 |
15 | 2011.08.31 04:00 | sell | 8 | 0.07 | 1.44313 | 1.45428 | 1.41313 | ||
16 | 2011.09.05 10:00 | t/p | 8 | 0.07 | 1.41313 | 1.45428 | 1.41313 | 209.65 | 870.06 |
17 | 2011.09.16 07:00 | buy | 9 | 0.10 | 1.38633 | 1.37433 | 1.41633 | ||
18 | 2011.09.19 00:00 | s/l | 9 | 0.10 | 1.37433 | 1.37433 | 1.41633 | -120.19 | 749.87 |
19 | 2011.09.19 12:00 | sell | 10 | 0.10 | 1.36585 | 1.38548 | 1.33585 | ||
20 | 2011.09.19 16:00 | close | 10 | 0.03 | 1.36341 | 1.38548 | 1.33585 | 7.32 | 757.19 |
21 | 2011.09.19 16:00 | sell | 11 | 0.07 | 1.36585 | 1.38548 | 1.33585 | ||
22 | 2011.10.03 00:00 | t/p | 11 | 0.07 | 1.33585 | 1.38548 | 1.33585 | 209.02 | 966.21 |
23 | 2011.10.05 08:00 | buy | 12 | 0.10 | 1.33126 | 1.31598 | 1.36899 | ||
24 | 2011.10.05 10:00 | close | 12 | 0.03 | 1.33263 | 1.31598 | 1.36899 | 4.11 | 970.32 |
25 | 2011.10.05 10:00 | buy | 13 | 0.07 | 1.33126 | 1.31598 | 1.36899 | ||
26 | 2011.10.06 18:00 | close | 13 | 0.04 | 1.34040 | 1.31598 | 1.36899 | 36.33 | 1006.65 |
27 | 2011.10.06 18:00 | buy | 14 | 0.03 | 1.33126 | 1.31598 | 1.36899 | ||
28 | 2011.10.10 19:00 | t/p | 14 | 0.03 | 1.36899 | 1.31598 | 1.36899 | 112.91 | 1119.55 |
29 | 2011.10.21 22:00 | buy | 15 | 0.10 | 1.38683 | 1.36938 | 1.41683 | ||
30 | 2011.10.21 23:00 | close | 15 | 0.03 | 1.38951 | 1.36938 | 1.41683 | 8.04 | 1127.59 |
31 | 2011.10.21 23:00 | buy | 16 | 0.07 | 1.38683 | 1.36938 | 1.41683 | ||
32 | 2011.10.27 19:00 | t/p | 16 | 0.07 | 1.41683 | 1.36938 | 1.41683 | 209.20 | 1336.80 |
33 | 2011.11.15 07:00 | sell | 17 | 0.10 | 1.35996 | 1.37387 | 1.32996 | ||
34 | 2011.11.15 09:00 | close | 17 | 0.03 | 1.35895 | 1.37387 | 1.32996 | 3.03 | 1339.83 |
35 | 2011.11.15 09:00 | sell | 18 | 0.07 | 1.35996 | 1.37387 | 1.32996 | ||
36 | 2011.11.25 09:00 | t/p | 18 | 0.07 | 1.32996 | 1.37387 | 1.32996 | 209.16 | 1548.99 |
37 | 2011.12.13 11:00 | sell | 19 | 0.10 | 1.31863 | 1.32866 | 1.28863 | ||
38 | 2011.12.13 18:00 | close | 19 | 0.03 | 1.30869 | 1.32866 | 1.28863 | 29.82 | 1578.81 |
39 | 2011.12.13 18:00 | sell | 20 | 0.07 | 1.31863 | 1.32866 | 1.28863 | ||
40 | 2011.12.21 02:00 | buy | 21 | 0.10 | 1.30872 | 1.29925 | 1.33872 | ||
41 | 2011.12.21 03:00 | close | 21 | 0.03 | 1.31133 | 1.29925 | 1.33872 | 7.83 | 1586.64 |
42 | 2011.12.21 03:00 | buy | 22 | 0.07 | 1.30872 | 1.29925 | 1.33872 | ||
43 | 2011.12.28 17:00 | s/l | 22 | 0.07 | 1.29925 | 1.29925 | 1.33872 | -67.22 | 1519.42 |
44 | 2011.12.29 14:00 | t/p | 20 | 0.07 | 1.28863 | 1.32866 | 1.28863 | 208.74 | 1728.16 |
45 | 2012.01.05 04:00 | sell | 23 | 0.10 | 1.29229 | 1.30826 | 1.26229 | ||
46 | 2012.01.05 08:00 | close | 23 | 0.03 | 1.29167 | 1.30826 | 1.26229 | 1.86 | 1730.02 |
47 | 2012.01.05 08:00 | sell | 24 | 0.07 | 1.29229 | 1.30826 | 1.26229 | ||
48 | 2012.01.13 07:00 | buy | 25 | 0.10 | 1.28306 | 1.26980 | 1.31306 | ||
49 | 2012.01.13 08:00 | close | 25 | 0.03 | 1.28400 | 1.26980 | 1.31306 | 2.82 | 1732.84 |
50 | 2012.01.13 08:00 | buy | 26 | 0.07 | 1.28306 | 1.26980 | 1.31306 | ||
51 | 2012.01.13 17:00 | s/l | 26 | 0.07 | 1.26980 | 1.26980 | 1.31306 | -92.82 | 1640.02 |
52 | 2012.01.23 23:00 | buy | 27 | 0.10 | 1.30348 | 1.28728 | 1.33348 | ||
53 | 2012.01.25 20:00 | close | 27 | 0.03 | 1.30468 | 1.28728 | 1.33348 | 3.49 | 1643.50 |
54 | 2012.01.25 20:00 | buy | 28 | 0.07 | 1.30348 | 1.28728 | 1.33348 | ||
55 | 2012.01.25 21:00 | s/l | 24 | 0.07 | 1.30826 | 1.30826 | 1.26229 | -113.05 | 1530.45 |
56 | 2012.02.01 05:00 | sell | 29 | 0.10 | 1.30626 | 1.32231 | 1.26237 | ||
57 | 2012.02.01 09:00 | close | 29 | 0.03 | 1.30366 | 1.32231 | 1.26237 | 7.80 | 1538.25 |
58 | 2012.02.01 09:00 | sell | 30 | 0.07 | 1.30626 | 1.32231 | 1.26237 | ||
59 | 2012.02.07 18:00 | s/l | 30 | 0.07 | 1.32231 | 1.32231 | 1.26237 | -112.77 | 1425.48 |
60 | 2012.02.23 12:00 | t/p | 28 | 0.07 | 1.33348 | 1.28728 | 1.33348 | 205.61 | 1631.09 |
61 | 2012.03.01 09:00 | sell | 31 | 0.10 | 1.33325 | 1.34787 | 1.29743 | ||
62 | 2012.03.01 10:00 | close | 31 | 0.03 | 1.33175 | 1.34787 | 1.29743 | 4.50 | 1635.59 |
63 | 2012.03.01 10:00 | sell | 32 | 0.07 | 1.33325 | 1.34787 | 1.29743 | ||
64 | 2012.04.17 11:00 | buy | 33 | 0.10 | 1.31436 | 1.30055 | 1.34436 | ||
65 | 2012.04.20 09:00 | close | 33 | 0.03 | 1.31577 | 1.30055 | 1.34436 | 3.95 | 1639.54 |
66 | 2012.04.20 09:00 | buy | 34 | 0.07 | 1.31436 | 1.30055 | 1.34436 | ||
67 | 2012.05.07 02:00 | t/p | 32 | 0.07 | 1.29743 | 1.34787 | 1.29743 | 246.19 | 1885.73 |
68 | 2012.05.07 02:00 | s/l | 34 | 0.07 | 1.30055 | 1.30055 | 1.34436 | -99.33 | 1786.40 |
69 | 2012.05.16 08:00 | sell | 35 | 0.10 | 1.27134 | 1.28719 | 1.24134 | ||
70 | 2012.05.16 10:00 | close | 35 | 0.03 | 1.26959 | 1.28719 | 1.24134 | 5.25 | 1791.65 |
71 | 2012.05.16 10:00 | sell | 36 | 0.07 | 1.27134 | 1.28719 | 1.24134 | ||
72 | 2012.05.30 17:00 | t/p | 36 | 0.07 | 1.24134 | 1.28719 | 1.24134 | 209.02 | 2000.67 |
73 | 2012.06.20 09:00 | buy | 37 | 0.10 | 1.26787 | 1.25966 | 1.29787 | ||
74 | 2012.06.20 10:00 | close | 37 | 0.03 | 1.26909 | 1.25966 | 1.29787 | 3.66 | 2004.33 |
75 | 2012.06.20 10:00 | buy | 38 | 0.07 | 1.26787 | 1.25966 | 1.29787 | ||
76 | 2012.06.21 18:00 | s/l | 38 | 0.07 | 1.25966 | 1.25966 | 1.29787 | -57.87 | 1946.46 |
77 | 2012.06.22 10:00 | sell | 39 | 0.10 | 1.25347 | 1.27085 | 1.22347 | ||
78 | 2012.06.25 09:00 | close | 39 | 0.03 | 1.25242 | 1.27085 | 1.22347 | 3.12 | 1949.58 |
79 | 2012.06.25 09:00 | sell | 40 | 0.07 | 1.25347 | 1.27085 | 1.22347 | ||
80 | 2012.07.11 19:00 | t/p | 40 | 0.07 | 1.22347 | 1.27085 | 1.22347 | 208.81 | 2158.39 |
81 | 2012.08.22 12:00 | buy | 41 | 0.10 | 1.24755 | 1.24370 | 1.27755 | ||
82 | 2012.08.22 16:00 | s/l | 41 | 0.10 | 1.24370 | 1.24370 | 1.27755 | -38.50 | 2119.89 |
83 | 2012.09.17 05:00 | buy | 42 | 0.10 | 1.31287 | 1.30110 | 1.34287 | ||
84 | 2012.09.17 17:00 | close | 42 | 0.03 | 1.31482 | 1.30110 | 1.34287 | 5.85 | 2125.74 |
85 | 2012.09.17 17:00 | buy | 43 | 0.07 | 1.31287 | 1.30110 | 1.34287 | ||
86 | 2012.09.19 13:00 | s/l | 43 | 0.07 | 1.30110 | 1.30110 | 1.34287 | -82.66 | 2043.08 |
87 | 2012.12.07 08:00 | sell | 44 | 0.10 | 1.29575 | 1.30963 | 1.26575 | ||
88 | 2012.12.07 10:00 | close | 44 | 0.03 | 1.29373 | 1.30963 | 1.26575 | 6.06 | 2049.14 |
89 | 2012.12.07 10:00 | sell | 45 | 0.07 | 1.29575 | 1.30963 | 1.26575 | ||
90 | 2012.12.12 20:00 | s/l | 45 | 0.07 | 1.30963 | 1.30963 | 1.26575 | -97.37 | 1951.77 |
91 | 2013.02.15 02:00 | sell | 46 | 0.10 | 1.33499 | 1.34556 | 1.30499 | ||
92 | 2013.02.15 11:00 | close | 46 | 0.03 | 1.33347 | 1.34556 | 1.30499 | 4.56 | 1956.33 |
93 | 2013.02.15 11:00 | sell | 47 | 0.07 | 1.33499 | 1.34556 | 1.30499 | ||
94 | 2013.02.25 23:00 | t/p | 47 | 0.07 | 1.30499 | 1.34556 | 1.30499 | 209.44 | 2165.77 |
95 | 2013.03.11 11:00 | sell | 48 | 0.10 | 1.29950 | 1.31077 | 1.26950 | ||
96 | 2013.03.11 16:00 | close | 48 | 0.03 | 1.29891 | 1.31077 | 1.26950 | 1.77 | 2167.54 |
97 | 2013.03.11 16:00 | sell | 49 | 0.07 | 1.29950 | 1.31077 | 1.26950 | ||
98 | 2013.03.15 15:00 | s/l | 49 | 0.07 | 1.31077 | 1.31077 | 1.26950 | -79.31 | 2088.23 |
99 | 2013.04.05 12:00 | buy | 50 | 0.10 | 1.29256 | 1.27563 | 1.32256 | ||
100 | 2013.04.05 15:00 | close | 50 | 0.03 | 1.29322 | 1.27563 | 1.32256 | 1.98 | 2090.21 |
101 | 2013.04.05 15:00 | buy | 51 | 0.07 | 1.29256 | 1.27563 | 1.32256 | ||
102 | 2013.04.18 12:00 | sell | 52 | 0.10 | 1.30476 | 1.31565 | 1.27476 | ||
103 | 2013.04.22 11:00 | close | 52 | 0.03 | 1.30385 | 1.31565 | 1.27476 | 2.67 | 2092.88 |
104 | 2013.04.22 11:00 | sell | 53 | 0.07 | 1.30476 | 1.31565 | 1.27476 | ||
105 | 2013.04.30 18:00 | s/l | 53 | 0.07 | 1.31565 | 1.31565 | 1.27476 | -76.93 | 2015.95 |
106 | 2013.05.01 15:00 | t/p | 51 | 0.07 | 1.32256 | 1.27563 | 1.32256 | 206.81 | 2222.76 |
107 | 2013.05.10 12:00 | sell | 54 | 0.10 | 1.30013 | 1.31526 | 1.27013 | ||
108 | 2013.05.10 15:00 | close | 54 | 0.03 | 1.29852 | 1.31526 | 1.27013 | 4.83 | 2227.59 |
109 | 2013.05.10 15:00 | sell | 55 | 0.07 | 1.30013 | 1.31526 | 1.27013 | ||
110 | 2013.06.06 16:00 | s/l | 55 | 0.07 | 1.31526 | 1.31526 | 1.27013 | -107.80 | 2119.79 |
111 | 2013.06.20 07:00 | sell | 56 | 0.10 | 1.32559 | 1.34249 | 1.29559 | ||
112 | 2013.06.20 10:00 | close | 56 | 0.03 | 1.32473 | 1.34249 | 1.29559 | 2.58 | 2122.37 |
113 | 2013.06.20 10:00 | sell | 57 | 0.07 | 1.32559 | 1.34249 | 1.29559 | ||
114 | 2013.07.03 11:00 | t/p | 57 | 0.07 | 1.29559 | 1.34249 | 1.29559 | 209.23 | 2331.60 |
115 | 2013.10.18 10:00 | buy | 58 | 0.10 | 1.36891 | 1.36141 | 1.39891 | ||
116 | 2013.10.18 14:00 | close | 58 | 0.03 | 1.36973 | 1.36141 | 1.39891 | 2.46 | 2334.06 |
117 | 2013.10.18 14:00 | buy | 59 | 0.07 | 1.36891 | 1.36141 | 1.39891 | ||
118 | 2013.10.31 16:00 | s/l | 59 | 0.07 | 1.36141 | 1.36141 | 1.39891 | -54.23 | 2279.83 |
119 | 2013.11.01 03:00 | sell | 60 | 0.10 | 1.35624 | 1.37251 | 1.32624 | ||
120 | 2013.11.01 04:00 | close | 60 | 0.03 | 1.35461 | 1.37251 | 1.32624 | 4.89 | 2284.72 |
121 | 2013.11.01 04:00 | sell | 61 | 0.07 | 1.35624 | 1.37251 | 1.32624 | ||
122 | 2013.12.09 12:00 | s/l | 61 | 0.07 | 1.37251 | 1.37251 | 1.32624 | -116.41 | 2168.31 |
123 | 2014.01.02 22:00 | sell | 62 | 0.10 | 1.36518 | 1.38042 | 1.33518 | ||
124 | 2014.01.03 11:00 | close | 62 | 0.03 | 1.36399 | 1.38042 | 1.33518 | 3.54 | 2171.85 |
125 | 2014.01.03 11:00 | sell | 63 | 0.07 | 1.36518 | 1.38042 | 1.33518 | ||
126 | 2014.01.31 11:59 | close at stop | 63 | 0.07 | 1.35394 | 1.38042 | 1.33518 | 76.65 | 2248.50 |