Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 4 Часа (H4) 2008.03.14 00:00 - 2014.02.28 08:00 | ||||
Модель | Контрольные точки (очень грубый метод, результаты нельзя принимать во внимание) | ||||
Параметры | stoplossbars=15; takeprofitbars=24; stoploss_deviation=10; fastema=2; slowema=75; maxur=0.0071; maxur1=0.0066; minur=-0.0096; minur1=-0.0016; maxbarABpoint=1; x="Настройки MA:"; perema1=11; perema2=68; persma3=180; perema4=420; Lots=0.1; | ||||
Баров в истории | 9363 | Смоделировано тиков | 236795 | Качество моделирования | n/a |
Ошибки рассогласования графиков | 1 | ||||
Начальный депозит | 1000.00 | Спред | Текущий (6) | ||
Чистая прибыль | 1736.30 | Общая прибыль | 2844.88 | Общий убыток | -1108.58 |
Прибыльность | 2.57 | Матожидание выигрыша | 34.05 | ||
Абсолютная просадка | 99.76 | Максимальная просадка | 478.01 (27.94%) | Относительная просадка | 27.94% (478.01) |
Всего сделок | 51 | Короткие позиции (% выигравших) | 0 (0.00%) | Длинные позиции (% выигравших) | 51 (72.55%) |
Прибыльные сделки (% от всех) | 37 (72.55%) | Убыточные сделки (% от всех) | 14 (27.45%) | ||
Самая большая | прибыльная сделка | 272.00 | убыточная сделка | -228.92 | |
Средняя | прибыльная сделка | 76.89 | убыточная сделка | -79.18 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 11 (858.88) | непрерывных проигрышей (убыток) | 3 (-269.19) | |
Максимальная | непрерывная прибыль (число выигрышей) | 858.88 (11) | непрерывный убыток (число проигрышей) | -286.84 (2) | |
Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2008.05.09 20:00 | buy | 1 | 0.10 | 1.54646 | 1.52740 | 1.60190 | ||
2 | 2008.05.12 20:00 | close | 1 | 0.03 | 1.55620 | 1.52740 | 1.60190 | 29.17 | 1029.17 |
3 | 2008.05.12 20:00 | buy | 2 | 0.07 | 1.54646 | 1.52740 | 1.60190 | ||
4 | 2008.06.05 16:00 | buy | 3 | 0.10 | 1.55466 | 1.53550 | 1.58180 | ||
5 | 2008.06.05 20:00 | close | 2 | 0.02 | 1.55690 | 1.52740 | 1.60190 | 20.02 | 1049.19 |
6 | 2008.06.05 20:00 | buy | 4 | 0.05 | 1.54646 | 1.52740 | 1.60190 | ||
7 | 2008.06.09 10:00 | t/p | 3 | 0.10 | 1.58180 | 1.53550 | 1.58180 | 271.08 | 1320.27 |
8 | 2008.07.15 10:40 | t/p | 4 | 0.05 | 1.60190 | 1.52740 | 1.60190 | 272.00 | 1592.27 |
9 | 2008.08.01 12:00 | buy | 5 | 0.10 | 1.55686 | 1.55110 | 1.60380 | ||
10 | 2008.08.05 10:00 | s/l | 5 | 0.10 | 1.55110 | 1.55110 | 1.60380 | -57.92 | 1534.35 |
11 | 2008.08.22 08:00 | buy | 6 | 0.10 | 1.48906 | 1.46620 | 1.60380 | ||
12 | 2008.08.26 10:00 | s/l | 6 | 0.10 | 1.46620 | 1.46620 | 1.60380 | -228.92 | 1305.43 |
13 | 2008.09.17 20:00 | buy | 7 | 0.10 | 1.43026 | 1.40610 | 1.44810 | ||
14 | 2008.09.17 21:20 | close | 7 | 0.03 | 1.43311 | 1.40610 | 1.44810 | 8.55 | 1313.98 |
15 | 2008.09.17 21:20 | buy | 8 | 0.07 | 1.43026 | 1.40610 | 1.44810 | ||
16 | 2008.09.18 12:20 | t/p | 8 | 0.07 | 1.44810 | 1.40610 | 1.44810 | 124.54 | 1438.52 |
17 | 2008.11.14 16:00 | buy | 9 | 0.10 | 1.27146 | 1.23790 | 1.32900 | ||
18 | 2008.11.19 16:00 | close | 9 | 0.03 | 1.27740 | 1.23790 | 1.32900 | 17.68 | 1456.20 |
19 | 2008.11.19 16:00 | buy | 10 | 0.07 | 1.27146 | 1.23790 | 1.32900 | ||
20 | 2008.12.03 20:00 | buy | 11 | 0.10 | 1.26566 | 1.25520 | 1.30800 | ||
21 | 2008.12.04 10:40 | s/l | 11 | 0.10 | 1.25520 | 1.25520 | 1.30800 | -105.08 | 1351.12 |
22 | 2008.12.04 20:00 | close | 10 | 0.02 | 1.28210 | 1.23790 | 1.32900 | 20.64 | 1371.76 |
23 | 2008.12.04 20:00 | buy | 12 | 0.05 | 1.27146 | 1.23790 | 1.32900 | ||
24 | 2008.12.10 20:00 | close | 12 | 0.03 | 1.30170 | 1.23790 | 1.32900 | 89.57 | 1461.33 |
25 | 2008.12.10 20:00 | buy | 13 | 0.02 | 1.27146 | 1.23790 | 1.32900 | ||
26 | 2008.12.11 17:20 | t/p | 13 | 0.02 | 1.32900 | 1.23790 | 1.32900 | 114.22 | 1575.54 |
27 | 2009.03.05 20:00 | buy | 14 | 0.10 | 1.25585 | 1.24460 | 1.29911 | ||
28 | 2009.03.06 08:00 | close | 14 | 0.03 | 1.26704 | 1.24460 | 1.29911 | 33.52 | 1609.06 |
29 | 2009.03.06 08:00 | buy | 15 | 0.07 | 1.25585 | 1.24460 | 1.29911 | ||
30 | 2009.03.13 00:00 | close | 15 | 0.04 | 1.28876 | 1.24460 | 1.29911 | 131.13 | 1740.19 |
31 | 2009.03.13 00:00 | buy | 16 | 0.03 | 1.25585 | 1.24460 | 1.29911 | ||
32 | 2009.03.16 10:00 | t/p | 16 | 0.03 | 1.29911 | 1.24460 | 1.29911 | 129.35 | 1869.54 |
33 | 2009.04.23 20:00 | buy | 17 | 0.10 | 1.30921 | 1.28744 | 1.37376 | ||
34 | 2009.04.24 00:00 | close | 17 | 0.03 | 1.31331 | 1.28744 | 1.37376 | 12.25 | 1881.79 |
35 | 2009.04.24 00:00 | buy | 18 | 0.07 | 1.30921 | 1.28744 | 1.37376 | ||
36 | 2009.04.24 12:00 | close | 18 | 0.04 | 1.32258 | 1.28744 | 1.37376 | 53.42 | 1935.21 |
37 | 2009.04.24 12:00 | buy | 19 | 0.03 | 1.30921 | 1.28744 | 1.37376 | ||
38 | 2009.05.20 14:00 | t/p | 19 | 0.03 | 1.37376 | 1.28744 | 1.37376 | 192.45 | 2127.66 |
39 | 2010.03.29 20:00 | buy | 20 | 0.10 | 1.34598 | 1.32567 | 1.38178 | ||
40 | 2010.03.30 08:00 | close | 20 | 0.03 | 1.35042 | 1.32567 | 1.38178 | 13.27 | 2140.93 |
41 | 2010.03.30 08:00 | buy | 21 | 0.07 | 1.34598 | 1.32567 | 1.38178 | ||
42 | 2010.04.12 04:00 | close | 21 | 0.04 | 1.36347 | 1.32567 | 1.38178 | 69.06 | 2209.99 |
43 | 2010.04.12 04:00 | buy | 22 | 0.03 | 1.34598 | 1.32567 | 1.38178 | ||
44 | 2010.04.23 02:00 | s/l | 22 | 0.03 | 1.32567 | 1.32567 | 1.38178 | -62.23 | 2147.77 |
45 | 2010.04.26 20:00 | buy | 23 | 0.10 | 1.33335 | 1.31912 | 1.36916 | ||
46 | 2010.04.27 22:00 | s/l | 23 | 0.10 | 1.31912 | 1.31912 | 1.36916 | -142.46 | 2005.31 |
47 | 2010.05.04 04:00 | buy | 24 | 0.10 | 1.32082 | 1.31437 | 1.36916 | ||
48 | 2010.05.04 10:00 | s/l | 24 | 0.10 | 1.31437 | 1.31437 | 1.36916 | -64.50 | 1940.81 |
49 | 2010.06.11 08:00 | buy | 25 | 0.10 | 1.21136 | 1.19110 | 1.26715 | ||
50 | 2010.06.14 04:00 | close | 25 | 0.03 | 1.21730 | 1.19110 | 1.26715 | 17.77 | 1958.58 |
51 | 2010.06.14 04:00 | buy | 26 | 0.07 | 1.21136 | 1.19110 | 1.26715 | ||
52 | 2010.07.01 20:00 | close | 26 | 0.04 | 1.24805 | 1.19110 | 1.26715 | 145.48 | 2104.06 |
53 | 2010.07.01 20:00 | buy | 27 | 0.03 | 1.21136 | 1.19110 | 1.26715 | ||
54 | 2010.07.08 02:40 | t/p | 27 | 0.03 | 1.26715 | 1.19110 | 1.26715 | 166.07 | 2270.13 |
55 | 2010.12.24 16:00 | buy | 28 | 0.10 | 1.31154 | 1.30450 | 1.34979 | ||
56 | 2010.12.28 04:00 | close | 28 | 0.03 | 1.32300 | 1.30450 | 1.34979 | 34.28 | 2304.42 |
57 | 2010.12.28 04:00 | buy | 29 | 0.07 | 1.31154 | 1.30450 | 1.34979 | ||
58 | 2010.12.30 16:00 | close | 29 | 0.04 | 1.33053 | 1.30450 | 1.34979 | 75.58 | 2379.99 |
59 | 2010.12.30 16:00 | buy | 30 | 0.03 | 1.31154 | 1.30450 | 1.34979 | ||
60 | 2011.01.06 18:00 | s/l | 30 | 0.03 | 1.30450 | 1.30450 | 1.34979 | -21.74 | 2358.25 |
61 | 2012.03.08 08:00 | buy | 31 | 0.10 | 1.31770 | 1.30859 | 1.34857 | ||
62 | 2012.03.08 16:00 | close | 31 | 0.03 | 1.32468 | 1.30859 | 1.34857 | 20.94 | 2379.19 |
63 | 2012.03.08 16:00 | buy | 32 | 0.07 | 1.31770 | 1.30859 | 1.34857 | ||
64 | 2012.03.12 03:33 | s/l | 32 | 0.07 | 1.30859 | 1.30859 | 1.34857 | -63.99 | 2315.20 |
65 | 2012.03.16 08:00 | buy | 33 | 0.10 | 1.30816 | 1.29935 | 1.34857 | ||
66 | 2012.03.16 16:00 | close | 33 | 0.03 | 1.31631 | 1.29935 | 1.34857 | 24.45 | 2339.65 |
67 | 2012.03.16 16:00 | buy | 34 | 0.07 | 1.30816 | 1.29935 | 1.34857 | ||
68 | 2012.03.19 20:00 | close | 34 | 0.04 | 1.32420 | 1.29935 | 1.34857 | 64.10 | 2403.74 |
69 | 2012.03.19 20:00 | buy | 35 | 0.03 | 1.30816 | 1.29935 | 1.34857 | ||
70 | 2012.05.07 01:30 | s/l | 35 | 0.03 | 1.29935 | 1.29935 | 1.34857 | -28.83 | 2374.91 |
71 | 2012.06.05 20:00 | buy | 36 | 0.10 | 1.24389 | 1.22775 | 1.32830 | ||
72 | 2012.06.06 20:00 | close | 36 | 0.03 | 1.25610 | 1.22775 | 1.32830 | 36.58 | 2411.49 |
73 | 2012.06.06 20:00 | buy | 37 | 0.07 | 1.24389 | 1.22775 | 1.32830 | ||
74 | 2012.06.21 00:00 | close | 37 | 0.04 | 1.27068 | 1.22775 | 1.32830 | 106.01 | 2517.50 |
75 | 2012.06.21 00:00 | buy | 38 | 0.03 | 1.24389 | 1.22775 | 1.32830 | ||
76 | 2012.07.06 19:20 | s/l | 38 | 0.03 | 1.22775 | 1.22775 | 1.32830 | -50.00 | 2467.50 |
77 | 2013.03.07 04:00 | buy | 39 | 0.10 | 1.29853 | 1.29549 | 1.37108 | ||
78 | 2013.03.08 16:40 | s/l | 39 | 0.10 | 1.29549 | 1.29549 | 1.37108 | -30.56 | 2436.94 |
79 | 2013.03.21 20:00 | buy | 40 | 0.10 | 1.29128 | 1.28338 | 1.37108 | ||
80 | 2013.03.25 00:00 | close | 40 | 0.03 | 1.29615 | 1.28338 | 1.37108 | 14.51 | 2451.45 |
81 | 2013.03.25 00:00 | buy | 41 | 0.07 | 1.29128 | 1.28338 | 1.37108 | ||
82 | 2013.03.25 19:15 | s/l | 41 | 0.07 | 1.28338 | 1.28338 | 1.37108 | -55.52 | 2395.93 |
83 | 2013.05.21 08:00 | buy | 42 | 0.10 | 1.28881 | 1.27860 | 1.32427 | ||
84 | 2013.05.23 20:00 | close | 42 | 0.03 | 1.29333 | 1.27860 | 1.32427 | 13.37 | 2409.30 |
85 | 2013.05.23 20:00 | buy | 43 | 0.07 | 1.28881 | 1.27860 | 1.32427 | ||
86 | 2013.05.30 20:00 | close | 43 | 0.04 | 1.30455 | 1.27860 | 1.32427 | 62.26 | 2471.55 |
87 | 2013.05.30 20:00 | buy | 44 | 0.03 | 1.28881 | 1.27860 | 1.32427 | ||
88 | 2013.06.06 18:30 | t/p | 44 | 0.03 | 1.32427 | 1.27860 | 1.32427 | 105.52 | 2577.07 |
89 | 2013.06.28 16:00 | buy | 45 | 0.10 | 1.30873 | 1.29748 | 1.34156 | ||
90 | 2013.07.02 21:40 | s/l | 45 | 0.10 | 1.29748 | 1.29748 | 1.34156 | -112.82 | 2464.25 |
91 | 2013.07.04 12:00 | buy | 46 | 0.10 | 1.29970 | 1.29130 | 1.34156 | ||
92 | 2013.07.04 15:40 | s/l | 46 | 0.10 | 1.29130 | 1.29130 | 1.34156 | -84.00 | 2380.25 |
93 | 2013.09.09 12:00 | buy | 47 | 0.10 | 1.31966 | 1.30947 | 1.34518 | ||
94 | 2013.09.09 20:00 | close | 47 | 0.03 | 1.32581 | 1.30947 | 1.34518 | 18.45 | 2398.70 |
95 | 2013.09.09 20:00 | buy | 48 | 0.07 | 1.31966 | 1.30947 | 1.34518 | ||
96 | 2013.09.18 21:20 | t/p | 48 | 0.07 | 1.34518 | 1.30947 | 1.34518 | 177.63 | 2576.33 |
97 | 2013.11.13 16:00 | buy | 49 | 0.10 | 1.34418 | 1.33454 | 1.38320 | ||
98 | 2013.11.18 00:00 | close | 49 | 0.03 | 1.34954 | 1.33454 | 1.38320 | 15.84 | 2592.17 |
99 | 2013.11.18 00:00 | buy | 50 | 0.07 | 1.34418 | 1.33454 | 1.38320 | ||
100 | 2013.11.18 16:00 | close | 50 | 0.04 | 1.35158 | 1.33454 | 1.38320 | 29.28 | 2621.45 |
101 | 2013.11.18 16:00 | buy | 51 | 0.03 | 1.34418 | 1.33454 | 1.38320 | ||
102 | 2013.12.27 13:20 | t/p | 51 | 0.03 | 1.38320 | 1.33454 | 1.38320 | 114.85 | 2736.30 |