Символ | AUDUSD (Australian Dollar vs US Dollar) | ||||
Период | 1 Час (H1) 2014.08.01 08:00 - 2014.11.25 23:00 (2014.01.01 - 2014.11.26) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | GENERAL_SETTING="===GENERAL SETTINGS==="; EnableAlert=true; EnableNotification=false; EnableEmail=false; TradeMagic=4668; ECNMode=true; Order2Distance=10; Order3Distance=20; SL=150; MM_SETTING="===MONEY MANAGEMENT SETTINGS==="; Money_Management=true; Percent_Risk=3; Lots=0.01; Slippage=1; HIGHLOW_SETTING="===HIGH LOW INDICATOR SETTINGS==="; HighLowIndicatorFilename="HighLow"; SignalGap=12; MinChannelDistance=50; STOCH_SETTING="===STOCHASTIC INDICATOR SETTINGS==="; UseStochFilter=true; Kperiod=12; Dperiod=26; slowing=9; StochOverBoughtLevel=80; StochOverSoldLevel=20; MA_SETTING="===MA INDICATOR SETTINGS==="; UseMAFilter=true; FastMAPeriod=24; FastMAShift=0; SlowMAPeriod=72; SlowMAShift=0; TRAIL_SETTING="===TRAILING SETTINGS==="; TrailingStopStartPips=30; TrailingStopPips=5; TrailingStopStep=11; | ||||
Баров в истории | 2029 | Смоделировано тиков | 3292239 | Качество моделирования | n/a |
Ошибки рассогласования графиков | 541539 | ||||
Начальный депозит | 250.00 | Спред | Текущий (2) | ||
Чистая прибыль | 81.60 | Общая прибыль | 92.76 | Общий убыток | -11.17 |
Прибыльность | 8.31 | Матожидание выигрыша | 2.04 | ||
Абсолютная просадка | 0.07 | Максимальная просадка | 34.67 (11.58%) | Относительная просадка | 11.58% (34.67) |
Всего сделок | 40 | Короткие позиции (% выигравших) | 36 (75.00%) | Длинные позиции (% выигравших) | 4 (100.00%) |
Прибыльные сделки (% от всех) | 31 (77.50%) | Убыточные сделки (% от всех) | 9 (22.50%) | ||
Самая большая | прибыльная сделка | 6.76 | убыточная сделка | -2.96 | |
Средний | прибыльная сделка | 2.99 | убыточная сделка | -1.24 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 9 (23.80) | непрерывных проигрышей (убыток) | 3 (-5.56) | |
Максимальная | непрерывная прибыль (число выигрышей) | 23.80 (9) | непрерывный убыток (число проигрышей) | -5.56 (3) | |
Средний | непрерывный выигрыш | 6 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2014.08.06 02:00 | buy | 1 | 0.01 | 0.92934 | 0.00000 | 0.00000 | ||
2 | 2014.08.06 02:00 | modify | 1 | 0.01 | 0.92934 | 0.91434 | 0.93449 | ||
3 | 2014.08.06 15:00 | modify | 1 | 0.01 | 0.92934 | 0.93185 | 0.93449 | ||
4 | 2014.08.06 17:49 | modify | 1 | 0.01 | 0.92934 | 0.93384 | 0.93449 | ||
5 | 2014.08.06 18:00 | close | 1 | 0.01 | 0.93435 | 0.93384 | 0.93449 | 4.96 | 254.96 |
6 | 2014.08.07 09:00 | buy | 2 | 0.01 | 0.92673 | 0.00000 | 0.00000 | ||
7 | 2014.08.07 09:00 | modify | 2 | 0.01 | 0.92673 | 0.91173 | 0.93829 | ||
8 | 2014.08.08 02:59 | buy | 3 | 0.01 | 0.92474 | 0.00000 | 0.00000 | ||
9 | 2014.08.08 02:59 | modify | 3 | 0.01 | 0.92474 | 0.90974 | 0.93052 | ||
10 | 2014.08.08 04:00 | buy | 4 | 0.01 | 0.92470 | 0.00000 | 0.00000 | ||
11 | 2014.08.08 04:00 | modify | 4 | 0.01 | 0.92470 | 0.90970 | 0.92990 | ||
12 | 2014.08.08 12:33 | modify | 4 | 0.01 | 0.92470 | 0.92733 | 0.92990 | ||
13 | 2014.08.08 12:33 | modify | 3 | 0.01 | 0.92474 | 0.92733 | 0.93052 | ||
14 | 2014.08.08 13:04 | s/l | 3 | 0.01 | 0.92733 | 0.92733 | 0.93052 | 2.54 | 257.50 |
15 | 2014.08.08 13:04 | s/l | 4 | 0.01 | 0.92733 | 0.92733 | 0.92990 | 2.58 | 260.08 |
16 | 2014.08.13 13:38 | modify | 2 | 0.01 | 0.92673 | 0.93115 | 0.93829 | ||
17 | 2014.08.13 14:00 | close | 2 | 0.01 | 0.93166 | 0.93115 | 0.93829 | 5.00 | 265.08 |
18 | 2014.08.22 07:00 | sell | 5 | 0.01 | 0.93255 | 0.00000 | 0.00000 | ||
19 | 2014.08.22 07:00 | modify | 5 | 0.01 | 0.93255 | 0.94755 | 0.92586 | ||
20 | 2014.08.24 22:37 | modify | 5 | 0.01 | 0.93255 | 0.93005 | 0.92586 | ||
21 | 2014.08.24 23:00 | s/l | 5 | 0.01 | 0.93005 | 0.93005 | 0.92586 | 2.45 | 267.53 |
22 | 2014.08.26 14:00 | sell | 6 | 0.01 | 0.93257 | 0.00000 | 0.00000 | ||
23 | 2014.08.26 14:00 | modify | 6 | 0.01 | 0.93257 | 0.94757 | 0.92670 | ||
24 | 2014.08.27 10:16 | sell | 7 | 0.01 | 0.93357 | 0.00000 | 0.00000 | ||
25 | 2014.08.27 10:16 | modify | 7 | 0.01 | 0.93357 | 0.94857 | 0.92991 | ||
26 | 2014.08.27 12:21 | sell | 8 | 0.01 | 0.93471 | 0.00000 | 0.00000 | ||
27 | 2014.08.27 12:21 | modify | 8 | 0.01 | 0.93471 | 0.94971 | 0.92988 | ||
28 | 2014.09.02 02:59 | modify | 8 | 0.01 | 0.93471 | 0.93189 | 0.92988 | ||
29 | 2014.09.02 03:00 | s/l | 8 | 0.01 | 0.93189 | 0.93189 | 0.92988 | 2.12 | 269.65 |
30 | 2014.09.02 03:22 | modify | 7 | 0.01 | 0.93357 | 0.93093 | 0.92991 | ||
31 | 2014.09.02 04:00 | s/l | 7 | 0.01 | 0.93093 | 0.93093 | 0.92991 | 1.94 | 271.59 |
32 | 2014.09.02 05:00 | close | 6 | 0.01 | 0.92987 | 0.94757 | 0.92670 | 1.89 | 273.48 |
33 | 2014.09.03 14:00 | sell | 9 | 0.01 | 0.93375 | 0.00000 | 0.00000 | ||
34 | 2014.09.03 14:00 | modify | 9 | 0.01 | 0.93375 | 0.94875 | 0.92522 | ||
35 | 2014.09.03 20:26 | sell | 10 | 0.01 | 0.93477 | 0.00000 | 0.00000 | ||
36 | 2014.09.03 20:26 | modify | 10 | 0.01 | 0.93477 | 0.94977 | 0.92595 | ||
37 | 2014.09.04 13:46 | sell | 11 | 0.01 | 0.93575 | 0.00000 | 0.00000 | ||
38 | 2014.09.04 13:46 | modify | 11 | 0.01 | 0.93575 | 0.95075 | 0.93228 | ||
39 | 2014.09.08 10:00 | close | 11 | 0.01 | 0.93516 | 0.95075 | 0.93228 | 0.32 | 273.80 |
40 | 2014.09.08 10:00 | close | 10 | 0.01 | 0.93516 | 0.94977 | 0.92595 | -0.98 | 272.82 |
41 | 2014.09.08 10:00 | close | 9 | 0.01 | 0.93516 | 0.94875 | 0.92522 | -2.00 | 270.81 |
42 | 2014.09.23 07:00 | sell | 12 | 0.01 | 0.89161 | 0.00000 | 0.00000 | ||
43 | 2014.09.23 07:00 | modify | 12 | 0.01 | 0.89161 | 0.90661 | 0.88461 | ||
44 | 2014.09.23 08:31 | modify | 12 | 0.01 | 0.89161 | 0.88904 | 0.88461 | ||
45 | 2014.09.23 09:00 | s/l | 12 | 0.01 | 0.88904 | 0.88904 | 0.88461 | 2.52 | 273.33 |
46 | 2014.10.02 04:00 | sell | 13 | 0.01 | 0.87994 | 0.00000 | 0.00000 | ||
47 | 2014.10.02 04:00 | modify | 13 | 0.01 | 0.87994 | 0.89494 | 0.86598 | ||
48 | 2014.10.02 04:20 | sell | 14 | 0.01 | 0.88096 | 0.00000 | 0.00000 | ||
49 | 2014.10.02 04:20 | modify | 14 | 0.01 | 0.88096 | 0.89596 | 0.86570 | ||
50 | 2014.10.02 10:21 | modify | 14 | 0.01 | 0.88096 | 0.87789 | 0.86570 | ||
51 | 2014.10.02 11:00 | s/l | 14 | 0.01 | 0.87789 | 0.87789 | 0.86570 | 3.02 | 276.35 |
52 | 2014.10.03 10:24 | modify | 13 | 0.01 | 0.87994 | 0.87687 | 0.86598 | ||
53 | 2014.10.03 11:00 | close | 13 | 0.01 | 0.87637 | 0.87687 | 0.86598 | 3.41 | 279.76 |
54 | 2014.10.06 13:00 | sell | 15 | 0.01 | 0.87380 | 0.00000 | 0.00000 | ||
55 | 2014.10.06 13:00 | modify | 15 | 0.01 | 0.87380 | 0.88880 | 0.86403 | ||
56 | 2014.10.06 19:18 | sell | 16 | 0.01 | 0.87511 | 0.00000 | 0.00000 | ||
57 | 2014.10.06 19:18 | modify | 16 | 0.01 | 0.87511 | 0.89011 | 0.86451 | ||
58 | 2014.10.06 21:29 | sell | 17 | 0.01 | 0.87580 | 0.00000 | 0.00000 | ||
59 | 2014.10.06 21:29 | modify | 17 | 0.01 | 0.87580 | 0.89080 | 0.86266 | ||
60 | 2014.10.08 07:00 | close | 17 | 0.01 | 0.87649 | 0.89080 | 0.86266 | -0.96 | 278.81 |
61 | 2014.10.08 07:00 | close | 16 | 0.01 | 0.87649 | 0.89011 | 0.86451 | -1.65 | 277.16 |
62 | 2014.10.08 07:00 | close | 15 | 0.01 | 0.87649 | 0.88880 | 0.86403 | -2.96 | 274.20 |
63 | 2014.10.09 03:00 | sell | 18 | 0.01 | 0.88501 | 0.00000 | 0.00000 | ||
64 | 2014.10.09 03:00 | modify | 18 | 0.01 | 0.88501 | 0.90001 | 0.87285 | ||
65 | 2014.10.09 04:06 | sell | 19 | 0.01 | 0.88601 | 0.00000 | 0.00000 | ||
66 | 2014.10.09 04:06 | modify | 19 | 0.01 | 0.88601 | 0.90101 | 0.87336 | ||
67 | 2014.10.09 04:27 | sell | 20 | 0.01 | 0.88711 | 0.00000 | 0.00000 | ||
68 | 2014.10.09 04:27 | modify | 20 | 0.01 | 0.88711 | 0.90211 | 0.87226 | ||
69 | 2014.10.09 15:00 | modify | 20 | 0.01 | 0.88711 | 0.88456 | 0.87226 | ||
70 | 2014.10.09 15:13 | modify | 20 | 0.01 | 0.88711 | 0.88293 | 0.87226 | ||
71 | 2014.10.09 15:13 | modify | 19 | 0.01 | 0.88601 | 0.88293 | 0.87336 | ||
72 | 2014.10.09 16:00 | s/l | 19 | 0.01 | 0.88293 | 0.88293 | 0.87336 | 3.03 | 277.23 |
73 | 2014.10.09 16:00 | s/l | 20 | 0.01 | 0.88293 | 0.88293 | 0.87226 | 4.13 | 281.36 |
74 | 2014.10.09 16:29 | modify | 18 | 0.01 | 0.88501 | 0.87820 | 0.87285 | ||
75 | 2014.10.09 17:00 | s/l | 18 | 0.01 | 0.87820 | 0.87820 | 0.87285 | 6.76 | 288.12 |
76 | 2014.10.13 12:00 | sell | 21 | 0.01 | 0.87558 | 0.00000 | 0.00000 | ||
77 | 2014.10.13 12:00 | modify | 21 | 0.01 | 0.87558 | 0.89058 | 0.86431 | ||
78 | 2014.10.13 13:19 | sell | 22 | 0.01 | 0.87658 | 0.00000 | 0.00000 | ||
79 | 2014.10.13 13:19 | modify | 22 | 0.01 | 0.87658 | 0.89158 | 0.86490 | ||
80 | 2014.10.13 14:37 | sell | 23 | 0.01 | 0.87786 | 0.00000 | 0.00000 | ||
81 | 2014.10.13 14:37 | modify | 23 | 0.01 | 0.87786 | 0.89286 | 0.86436 | ||
82 | 2014.10.14 01:40 | modify | 23 | 0.01 | 0.87786 | 0.87536 | 0.86436 | ||
83 | 2014.10.14 01:46 | s/l | 23 | 0.01 | 0.87536 | 0.87536 | 0.86436 | 2.34 | 290.46 |
84 | 2014.10.14 10:14 | modify | 22 | 0.01 | 0.87658 | 0.87338 | 0.86490 | ||
85 | 2014.10.14 11:00 | close | 22 | 0.01 | 0.87291 | 0.87338 | 0.86490 | 3.51 | 293.97 |
86 | 2014.10.14 11:00 | close | 21 | 0.01 | 0.87291 | 0.89058 | 0.86431 | 2.51 | 296.48 |
87 | 2014.10.24 13:00 | sell | 24 | 0.01 | 0.87856 | 0.00000 | 0.00000 | ||
88 | 2014.10.24 13:00 | modify | 24 | 0.01 | 0.87856 | 0.89356 | 0.87170 | ||
89 | 2014.10.24 13:57 | sell | 25 | 0.01 | 0.88080 | 0.00000 | 0.00000 | ||
90 | 2014.10.24 13:57 | modify | 25 | 0.01 | 0.88080 | 0.89580 | 0.87135 | ||
91 | 2014.10.24 14:00 | sell | 26 | 0.01 | 0.88075 | 0.00000 | 0.00000 | ||
92 | 2014.10.24 14:00 | modify | 26 | 0.01 | 0.88075 | 0.89575 | 0.87130 | ||
93 | 2014.10.29 19:00 | close | 26 | 0.01 | 0.88047 | 0.89575 | 0.87130 | -0.10 | 296.39 |
94 | 2014.10.29 19:00 | close | 25 | 0.01 | 0.88047 | 0.89580 | 0.87135 | -0.05 | 296.34 |
95 | 2014.10.29 19:00 | close | 24 | 0.01 | 0.88047 | 0.89356 | 0.87170 | -2.29 | 294.06 |
96 | 2014.10.30 22:00 | sell | 27 | 0.01 | 0.88388 | 0.00000 | 0.00000 | ||
97 | 2014.10.30 22:00 | modify | 27 | 0.01 | 0.88388 | 0.89888 | 0.87408 | ||
98 | 2014.10.31 04:45 | modify | 27 | 0.01 | 0.88388 | 0.88094 | 0.87408 | ||
99 | 2014.10.31 05:11 | modify | 27 | 0.01 | 0.88388 | 0.87983 | 0.87408 | ||
100 | 2014.10.31 06:24 | s/l | 27 | 0.01 | 0.87983 | 0.87983 | 0.87408 | 3.89 | 297.95 |
101 | 2014.11.04 10:00 | sell | 28 | 0.01 | 0.87382 | 0.00000 | 0.00000 | ||
102 | 2014.11.04 10:00 | modify | 28 | 0.01 | 0.87382 | 0.88882 | 0.86435 | ||
103 | 2014.11.04 22:51 | sell | 29 | 0.01 | 0.87482 | 0.00000 | 0.00000 | ||
104 | 2014.11.04 22:51 | modify | 29 | 0.01 | 0.87482 | 0.88982 | 0.86479 | ||
105 | 2014.11.04 23:04 | sell | 30 | 0.01 | 0.87582 | 0.00000 | 0.00000 | ||
106 | 2014.11.04 23:04 | modify | 30 | 0.01 | 0.87582 | 0.89082 | 0.86472 | ||
107 | 2014.11.05 05:36 | modify | 30 | 0.01 | 0.87582 | 0.87332 | 0.86472 | ||
108 | 2014.11.05 06:05 | modify | 29 | 0.01 | 0.87482 | 0.87231 | 0.86479 | ||
109 | 2014.11.05 06:05 | modify | 30 | 0.01 | 0.87582 | 0.87221 | 0.86472 | ||
110 | 2014.11.05 06:15 | modify | 28 | 0.01 | 0.87382 | 0.87132 | 0.86435 | ||
111 | 2014.11.05 06:15 | modify | 29 | 0.01 | 0.87482 | 0.87120 | 0.86479 | ||
112 | 2014.11.05 06:16 | modify | 30 | 0.01 | 0.87582 | 0.87110 | 0.86472 | ||
113 | 2014.11.05 06:17 | s/l | 30 | 0.01 | 0.87110 | 0.87110 | 0.86472 | 4.56 | 302.51 |
114 | 2014.11.05 06:17 | s/l | 29 | 0.01 | 0.87120 | 0.87120 | 0.86479 | 3.46 | 305.97 |
115 | 2014.11.05 06:29 | modify | 28 | 0.01 | 0.87382 | 0.86992 | 0.86435 | ||
116 | 2014.11.05 07:00 | close | 28 | 0.01 | 0.86941 | 0.86992 | 0.86435 | 4.25 | 310.22 |
117 | 2014.11.07 15:00 | sell | 31 | 0.01 | 0.86267 | 0.00000 | 0.00000 | ||
118 | 2014.11.07 15:00 | modify | 31 | 0.01 | 0.86267 | 0.87767 | 0.85309 | ||
119 | 2014.11.07 18:24 | sell | 32 | 0.01 | 0.86417 | 0.00000 | 0.00000 | ||
120 | 2014.11.07 18:24 | modify | 32 | 0.01 | 0.86417 | 0.87917 | 0.85251 | ||
121 | 2014.11.07 20:17 | sell | 33 | 0.01 | 0.86467 | 0.00000 | 0.00000 | ||
122 | 2014.11.07 20:17 | modify | 33 | 0.01 | 0.86467 | 0.87967 | 0.85301 | ||
123 | 2014.11.10 18:00 | close | 33 | 0.01 | 0.86270 | 0.87967 | 0.85301 | 1.81 | 312.03 |
124 | 2014.11.10 18:00 | close | 32 | 0.01 | 0.86270 | 0.87917 | 0.85251 | 1.31 | 313.34 |
125 | 2014.11.10 18:00 | close | 31 | 0.01 | 0.86270 | 0.87767 | 0.85309 | -0.19 | 313.16 |
126 | 2014.11.11 19:00 | sell | 34 | 0.01 | 0.86896 | 0.00000 | 0.00000 | ||
127 | 2014.11.11 19:00 | modify | 34 | 0.01 | 0.86896 | 0.88396 | 0.85809 | ||
128 | 2014.11.11 19:02 | sell | 35 | 0.01 | 0.86996 | 0.00000 | 0.00000 | ||
129 | 2014.11.11 19:02 | modify | 35 | 0.01 | 0.86996 | 0.88496 | 0.85908 | ||
130 | 2014.11.11 19:06 | sell | 36 | 0.01 | 0.87096 | 0.00000 | 0.00000 | ||
131 | 2014.11.11 19:06 | modify | 36 | 0.01 | 0.87096 | 0.88596 | 0.85908 | ||
132 | 2014.11.14 05:32 | modify | 36 | 0.01 | 0.87096 | 0.86846 | 0.85908 | ||
133 | 2014.11.14 06:09 | s/l | 36 | 0.01 | 0.86846 | 0.86846 | 0.85908 | 1.91 | 315.06 |
134 | 2014.11.14 13:28 | modify | 35 | 0.01 | 0.86996 | 0.86682 | 0.85908 | ||
135 | 2014.11.14 14:06 | modify | 34 | 0.01 | 0.86896 | 0.86646 | 0.85809 | ||
136 | 2014.11.14 14:13 | s/l | 34 | 0.01 | 0.86646 | 0.86646 | 0.85809 | 1.91 | 316.97 |
137 | 2014.11.14 14:28 | s/l | 35 | 0.01 | 0.86682 | 0.86682 | 0.85908 | 2.55 | 319.52 |
138 | 2014.11.17 02:00 | sell | 37 | 0.01 | 0.87762 | 0.00000 | 0.00000 | ||
139 | 2014.11.17 02:00 | modify | 37 | 0.01 | 0.87762 | 0.89262 | 0.86391 | ||
140 | 2014.11.17 02:25 | sell | 38 | 0.01 | 0.87895 | 0.00000 | 0.00000 | ||
141 | 2014.11.17 02:25 | modify | 38 | 0.01 | 0.87895 | 0.89395 | 0.86424 | ||
142 | 2014.11.17 08:22 | modify | 38 | 0.01 | 0.87895 | 0.87627 | 0.86424 | ||
143 | 2014.11.17 09:11 | modify | 38 | 0.01 | 0.87895 | 0.87516 | 0.86424 | ||
144 | 2014.11.17 09:12 | modify | 37 | 0.01 | 0.87762 | 0.87512 | 0.86391 | ||
145 | 2014.11.17 09:14 | s/l | 37 | 0.01 | 0.87512 | 0.87512 | 0.86391 | 2.45 | 321.97 |
146 | 2014.11.17 09:14 | s/l | 38 | 0.01 | 0.87516 | 0.87516 | 0.86424 | 3.74 | 325.71 |
147 | 2014.11.20 19:00 | sell | 39 | 0.01 | 0.86377 | 0.00000 | 0.00000 | ||
148 | 2014.11.20 19:00 | modify | 39 | 0.01 | 0.86377 | 0.87877 | 0.85637 | ||
149 | 2014.11.21 02:02 | sell | 40 | 0.01 | 0.86477 | 0.00000 | 0.00000 | ||
150 | 2014.11.21 02:02 | modify | 40 | 0.01 | 0.86477 | 0.87977 | 0.85664 | ||
151 | 2014.11.21 08:18 | modify | 40 | 0.01 | 0.86477 | 0.86122 | 0.85664 | ||
152 | 2014.11.21 08:18 | modify | 39 | 0.01 | 0.86377 | 0.86122 | 0.85637 | ||
153 | 2014.11.21 09:03 | s/l | 39 | 0.01 | 0.86122 | 0.86122 | 0.85637 | 2.39 | 328.10 |
154 | 2014.11.21 09:03 | s/l | 40 | 0.01 | 0.86122 | 0.86122 | 0.85664 | 3.50 | 331.60 |