Символ | EURUSD (Euro vs US Dollar) | ||||
Период | День (D1) 2008.01.02 00:00 - 2008.09.26 00:00 (2008.01.01 - 2008.09.28) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | x1=74; x2=63; x3=61; x4=39; porog=0.65; nBar=10; StopLoss=1000; TakeProfit=280; stop=2600; risk=0.2; mdel=60; cdel=15; Magic=2008; kmb=4; info=1; | ||||
Баров в истории | 1194 | Смоделировано тиков | 1971516 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 10000.00 | ||||
Чистая прибыль | 73795.67 | Общая прибыль | 127439.62 | Общий убыток | -53643.95 |
Прибыльность | 2.38 | Матожидание выигрыша | 1085.23 | ||
Абсолютная просадка | 600.00 | Максимальная просадка | 21507.00 (30.65%) | Относительная просадка | 30.88% (7309.95) |
Всего сделок | 68 | Короткие позиции (% выигравших) | 26 (73.08%) | Длинные позиции (% выигравших) | 42 (83.33%) |
Прибыльные сделки (% от всех) | 54 (79.41%) | Убыточные сделки (% от всех) | 14 (20.59%) | ||
Самая большая | прибыльная сделка | 2750.00 | убыточная сделка | -13667.50 | |
Средняя | прибыльная сделка | 2359.99 | убыточная сделка | -3831.71 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 13 (29304.50) | непрерывных проигрышей (убыток) | 3 (-6232.95) | |
Максимальная | непрерывная прибыль (число выигрышей) | 29304.50 (13) | непрерывный убыток (число проигрышей) | -13667.50 (1) | |
Средний | непрерывный выигрыш | 6 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2008.01.02 11:56 | buy | 1 | 2.00 | 1.4673 | 1.3673 | 1.4953 | ||
2 | 2008.01.04 14:33 | close | 1 | 2.00 | 1.4802 | 1.3673 | 1.4953 | 2606.40 | 12606.40 |
3 | 2008.01.09 13:57 | sell | 2 | 2.50 | 1.4692 | 1.5692 | 1.4412 | ||
4 | 2008.01.10 03:56 | buy | 3 | 1.80 | 1.4684 | 1.3684 | 1.4964 | ||
5 | 2008.01.10 03:56 | close | 3 | 1.80 | 1.4684 | 1.3684 | 1.4964 | 0.00 | 12606.40 |
6 | 2008.01.10 03:56 | close | 2 | 2.50 | 1.4684 | 1.5692 | 1.4412 | 122.00 | 12728.40 |
7 | 2008.01.14 07:56 | buy | 4 | 2.50 | 1.4866 | 1.3866 | 1.5146 | ||
8 | 2008.01.16 00:56 | buy | 5 | 1.80 | 1.4809 | 1.3809 | 1.5089 | ||
9 | 2008.01.16 11:42 | close | 5 | 1.80 | 1.4782 | 1.3809 | 1.5089 | -486.00 | 12242.40 |
10 | 2008.01.16 11:42 | close | 4 | 2.50 | 1.4783 | 1.3866 | 1.5146 | -2058.50 | 10183.90 |
11 | 2008.01.23 00:56 | sell | 6 | 2.00 | 1.4646 | 1.5646 | 1.4366 | ||
12 | 2008.01.23 14:57 | close | 6 | 2.00 | 1.4514 | 1.5646 | 1.4366 | 2640.00 | 12823.90 |
13 | 2008.01.24 12:56 | buy | 7 | 2.60 | 1.4672 | 1.3672 | 1.4952 | ||
14 | 2008.01.24 20:07 | close | 7 | 2.60 | 1.4773 | 1.3672 | 1.4952 | 2626.00 | 15449.90 |
15 | 2008.01.28 09:56 | buy | 8 | 3.10 | 1.4709 | 1.3709 | 1.4989 | ||
16 | 2008.01.28 15:56 | close | 8 | 3.10 | 1.4793 | 1.3709 | 1.4989 | 2604.00 | 18053.90 |
17 | 2008.01.30 11:56 | buy | 9 | 3.60 | 1.4806 | 1.3806 | 1.5086 | ||
18 | 2008.01.30 20:25 | close | 9 | 3.60 | 1.4880 | 1.3806 | 1.5086 | 2664.00 | 20717.90 |
19 | 2008.02.05 08:56 | sell | 10 | 4.10 | 1.4803 | 1.5803 | 1.4523 | ||
20 | 2008.02.05 10:19 | close | 10 | 4.10 | 1.4739 | 1.5803 | 1.4523 | 2624.00 | 23341.90 |
21 | 2008.02.06 16:58 | buy | 11 | 4.70 | 1.4663 | 1.3663 | 1.4943 | ||
22 | 2008.02.07 13:49 | close | 11 | 4.70 | 1.4561 | 1.3663 | 1.4943 | -4747.47 | 18594.43 |
23 | 2008.02.11 14:56 | sell | 12 | 3.70 | 1.4507 | 1.5507 | 1.4227 | ||
24 | 2008.02.12 07:57 | buy | 13 | 2.60 | 1.4544 | 1.3544 | 1.4824 | ||
25 | 2008.02.12 07:57 | close | 13 | 2.60 | 1.4541 | 1.3544 | 1.4824 | -78.00 | 18516.43 |
26 | 2008.02.12 07:57 | close | 12 | 3.70 | 1.4544 | 1.5507 | 1.4227 | -1407.48 | 17108.95 |
27 | 2008.02.14 08:56 | buy | 14 | 3.40 | 1.4595 | 1.3595 | 1.4875 | ||
28 | 2008.02.15 10:47 | close | 14 | 3.40 | 1.4672 | 1.3595 | 1.4875 | 2629.22 | 19738.17 |
29 | 2008.02.19 06:56 | buy | 15 | 3.90 | 1.4686 | 1.3686 | 1.4966 | ||
30 | 2008.02.19 12:47 | close | 15 | 3.90 | 1.4753 | 1.3686 | 1.4966 | 2613.00 | 22351.17 |
31 | 2008.02.21 07:56 | buy | 16 | 4.50 | 1.4731 | 1.3731 | 1.5011 | ||
32 | 2008.02.21 16:57 | close | 16 | 4.50 | 1.4789 | 1.3731 | 1.5011 | 2610.00 | 24961.17 |
33 | 2008.02.26 10:56 | buy | 17 | 5.00 | 1.4849 | 1.3849 | 1.5129 | ||
34 | 2008.02.26 18:10 | close | 17 | 5.00 | 1.4902 | 1.3849 | 1.5129 | 2650.00 | 27611.17 |
35 | 2008.03.03 07:56 | buy | 18 | 5.00 | 1.5231 | 1.4231 | 1.5511 | ||
36 | 2008.03.05 08:56 | sell | 19 | 4.00 | 1.5181 | 1.6181 | 1.4901 | ||
37 | 2008.03.05 08:56 | close | 19 | 4.00 | 1.5184 | 1.6181 | 1.4901 | -120.00 | 27491.17 |
38 | 2008.03.05 08:56 | close | 18 | 5.00 | 1.5183 | 1.4231 | 1.5511 | -2367.00 | 25124.17 |
39 | 2008.03.11 10:56 | buy | 20 | 5.00 | 1.5398 | 1.4398 | 1.5678 | ||
40 | 2008.03.11 11:11 | close | 20 | 5.00 | 1.5451 | 1.4398 | 1.5678 | 2650.00 | 27774.17 |
41 | 2008.03.12 02:56 | buy | 21 | 5.00 | 1.5358 | 1.4358 | 1.5638 | ||
42 | 2008.03.12 11:01 | close | 21 | 5.00 | 1.5411 | 1.4358 | 1.5638 | 2650.00 | 30424.17 |
43 | 2008.03.19 00:56 | buy | 22 | 5.00 | 1.5659 | 1.4659 | 1.5939 | ||
44 | 2008.03.19 05:51 | close | 22 | 5.00 | 1.5712 | 1.4659 | 1.5939 | 2650.00 | 33074.17 |
45 | 2008.03.26 00:56 | sell | 23 | 5.00 | 1.5612 | 1.6612 | 1.5332 | ||
46 | 2008.03.26 11:58 | close | 23 | 5.00 | 1.5745 | 1.6612 | 1.5332 | -6650.00 | 26424.17 |
47 | 2008.03.27 02:56 | sell | 24 | 5.00 | 1.5817 | 1.6817 | 1.5537 | ||
48 | 2008.03.27 09:00 | close | 24 | 5.00 | 1.5764 | 1.6817 | 1.5537 | 2650.00 | 29074.17 |
49 | 2008.04.03 00:57 | sell | 25 | 5.00 | 1.5670 | 1.6670 | 1.5390 | ||
50 | 2008.04.03 09:38 | close | 25 | 5.00 | 1.5617 | 1.6670 | 1.5390 | 2650.00 | 31724.17 |
51 | 2008.04.08 02:56 | buy | 26 | 5.00 | 1.5773 | 1.4773 | 1.6053 | ||
52 | 2008.04.09 18:45 | close | 26 | 5.00 | 1.5826 | 1.4773 | 1.6053 | 2666.50 | 34390.67 |
53 | 2008.04.10 00:57 | sell | 27 | 5.00 | 1.5822 | 1.6822 | 1.5542 | ||
54 | 2008.04.10 17:11 | close | 27 | 5.00 | 1.5769 | 1.6822 | 1.5542 | 2650.00 | 37040.67 |
55 | 2008.04.16 03:56 | buy | 28 | 5.00 | 1.5806 | 1.4806 | 1.6086 | ||
56 | 2008.04.16 10:58 | close | 28 | 5.00 | 1.5859 | 1.4806 | 1.6086 | 2650.00 | 39690.67 |
57 | 2008.04.22 07:56 | sell | 29 | 5.00 | 1.5858 | 1.6858 | 1.5578 | ||
58 | 2008.04.22 17:58 | close | 29 | 5.00 | 1.6017 | 1.6858 | 1.5578 | -7950.00 | 31740.67 |
59 | 2008.04.23 01:56 | sell | 30 | 5.00 | 1.5975 | 1.6975 | 1.5695 | ||
60 | 2008.04.23 14:53 | close | 30 | 5.00 | 1.5922 | 1.6975 | 1.5695 | 2650.00 | 34390.67 |
61 | 2008.04.28 03:56 | buy | 31 | 5.00 | 1.5636 | 1.4636 | 1.5916 | ||
62 | 2008.04.28 11:50 | close | 31 | 5.00 | 1.5689 | 1.4636 | 1.5916 | 2650.00 | 37040.67 |
63 | 2008.04.29 03:56 | sell | 32 | 5.00 | 1.5636 | 1.6636 | 1.5356 | ||
64 | 2008.04.29 09:03 | close | 32 | 5.00 | 1.5582 | 1.6636 | 1.5356 | 2700.00 | 39740.67 |
65 | 2008.04.30 06:56 | buy | 33 | 5.00 | 1.5584 | 1.4584 | 1.5864 | ||
66 | 2008.04.30 20:47 | close | 33 | 5.00 | 1.5637 | 1.4584 | 1.5864 | 2650.00 | 42390.67 |
67 | 2008.05.06 09:56 | sell | 34 | 5.00 | 1.5466 | 1.6466 | 1.5186 | ||
68 | 2008.05.07 01:57 | sell | 35 | 5.00 | 1.5516 | 1.6516 | 1.5236 | ||
69 | 2008.05.07 11:07 | close | 35 | 5.00 | 1.5464 | 1.6516 | 1.5236 | 2600.00 | 44990.67 |
70 | 2008.05.07 11:07 | close | 34 | 5.00 | 1.5463 | 1.6466 | 1.5186 | 98.00 | 45088.67 |
71 | 2008.05.08 16:56 | buy | 36 | 5.00 | 1.5426 | 1.4426 | 1.5706 | ||
72 | 2008.05.09 09:43 | close | 36 | 5.00 | 1.5478 | 1.4426 | 1.5706 | 2616.50 | 47705.17 |
73 | 2008.05.14 23:57 | buy | 37 | 5.00 | 1.5482 | 1.4482 | 1.5762 | ||
74 | 2008.05.15 08:21 | close | 37 | 5.00 | 1.5534 | 1.4482 | 1.5762 | 2649.50 | 50354.67 |
75 | 2008.05.20 04:56 | buy | 38 | 5.00 | 1.5537 | 1.4537 | 1.5817 | ||
76 | 2008.05.20 09:04 | close | 38 | 5.00 | 1.5590 | 1.4537 | 1.5817 | 2650.00 | 53004.67 |
77 | 2008.05.28 03:57 | buy | 39 | 5.00 | 1.5697 | 1.4697 | 1.5977 | ||
78 | 2008.05.28 09:19 | close | 39 | 5.00 | 1.5750 | 1.4697 | 1.5977 | 2650.00 | 55654.67 |
79 | 2008.06.02 03:56 | sell | 40 | 5.00 | 1.5534 | 1.6534 | 1.5254 | ||
80 | 2008.06.03 08:56 | buy | 41 | 5.00 | 1.5565 | 1.4565 | 1.5845 | ||
81 | 2008.06.03 08:56 | close | 41 | 5.00 | 1.5564 | 1.4565 | 1.5845 | -50.00 | 55604.67 |
82 | 2008.06.03 08:56 | close | 40 | 5.00 | 1.5567 | 1.6534 | 1.5254 | -1702.00 | 53902.67 |
83 | 2008.06.09 02:56 | sell | 42 | 5.00 | 1.5766 | 1.6766 | 1.5486 | ||
84 | 2008.06.09 15:31 | close | 42 | 5.00 | 1.5713 | 1.6766 | 1.5486 | 2650.00 | 56552.67 |
85 | 2008.06.11 03:58 | buy | 43 | 5.00 | 1.5482 | 1.4482 | 1.5762 | ||
86 | 2008.06.11 16:11 | close | 43 | 5.00 | 1.5535 | 1.4482 | 1.5762 | 2650.00 | 59202.67 |
87 | 2008.06.12 02:56 | sell | 44 | 5.00 | 1.5534 | 1.6534 | 1.5254 | ||
88 | 2008.06.12 04:41 | close | 44 | 5.00 | 1.5480 | 1.6534 | 1.5254 | 2700.00 | 61902.67 |
89 | 2008.06.18 10:56 | sell | 45 | 5.00 | 1.5481 | 1.6481 | 1.5201 | ||
90 | 2008.06.19 17:57 | sell | 46 | 5.00 | 1.5504 | 1.6504 | 1.5224 | ||
91 | 2008.06.20 12:05 | close | 46 | 5.00 | 1.5614 | 1.6504 | 1.5224 | -5552.00 | 56350.67 |
92 | 2008.06.20 12:05 | close | 45 | 5.00 | 1.5613 | 1.6481 | 1.5201 | -6808.00 | 49542.67 |
93 | 2008.06.24 08:56 | buy | 47 | 5.00 | 1.5548 | 1.4548 | 1.5828 | ||
94 | 2008.06.24 16:02 | close | 47 | 5.00 | 1.5602 | 1.4548 | 1.5828 | 2700.00 | 52242.67 |
95 | 2008.07.01 11:56 | buy | 48 | 5.00 | 1.5778 | 1.4778 | 1.6058 | ||
96 | 2008.07.02 08:21 | close | 48 | 5.00 | 1.5830 | 1.4778 | 1.6058 | 2616.50 | 54859.17 |
97 | 2008.07.09 06:56 | buy | 49 | 5.00 | 1.5693 | 1.4693 | 1.5973 | ||
98 | 2008.07.09 16:51 | close | 49 | 5.00 | 1.5746 | 1.4693 | 1.5973 | 2650.00 | 57509.17 |
99 | 2008.07.15 03:56 | buy | 50 | 5.00 | 1.5925 | 1.4925 | 1.6205 | ||
100 | 2008.07.15 09:55 | close | 50 | 5.00 | 1.5978 | 1.4925 | 1.6205 | 2650.00 | 60159.17 |
101 | 2008.07.17 02:57 | buy | 51 | 5.00 | 1.5836 | 1.4836 | 1.6116 | ||
102 | 2008.07.17 11:37 | close | 51 | 5.00 | 1.5889 | 1.4836 | 1.6116 | 2650.00 | 62809.17 |
103 | 2008.07.21 02:58 | buy | 52 | 5.00 | 1.5860 | 1.4860 | 1.6140 | ||
104 | 2008.07.21 22:21 | close | 52 | 5.00 | 1.5913 | 1.4860 | 1.6140 | 2650.00 | 65459.17 |
105 | 2008.07.30 09:56 | buy | 53 | 5.00 | 1.5608 | 1.4608 | 1.5888 | ||
106 | 2008.07.31 05:56 | buy | 54 | 5.00 | 1.5592 | 1.4592 | 1.5872 | ||
107 | 2008.07.31 08:45 | close | 54 | 5.00 | 1.5626 | 1.4592 | 1.5872 | 1700.00 | 67159.17 |
108 | 2008.07.31 08:45 | close | 53 | 5.00 | 1.5627 | 1.4608 | 1.5888 | 999.50 | 68158.67 |
109 | 2008.08.04 05:56 | buy | 55 | 5.00 | 1.5591 | 1.4591 | 1.5871 | ||
110 | 2008.08.07 18:52 | close | 55 | 5.00 | 1.5316 | 1.4591 | 1.5871 | -13667.50 | 54491.17 |
111 | 2008.08.13 01:56 | sell | 56 | 5.00 | 1.4894 | 1.5894 | 1.4614 | ||
112 | 2008.08.14 01:56 | sell | 57 | 5.00 | 1.4900 | 1.5900 | 1.4620 | ||
113 | 2008.08.14 03:40 | close | 57 | 5.00 | 1.4868 | 1.5900 | 1.4620 | 1600.00 | 56091.17 |
114 | 2008.08.14 03:40 | close | 56 | 5.00 | 1.4869 | 1.5894 | 1.4614 | 1094.00 | 57185.17 |
115 | 2008.08.18 02:56 | buy | 58 | 5.00 | 1.4732 | 1.3732 | 1.5012 | ||
116 | 2008.08.19 01:56 | buy | 59 | 5.00 | 1.4699 | 1.3699 | 1.4979 | ||
117 | 2008.08.19 17:43 | close | 59 | 5.00 | 1.4742 | 1.3699 | 1.4979 | 2150.00 | 59335.17 |
118 | 2008.08.19 17:43 | close | 58 | 5.00 | 1.4741 | 1.3732 | 1.5012 | 466.50 | 59801.67 |
119 | 2008.08.20 03:57 | sell | 60 | 5.00 | 1.4768 | 1.5768 | 1.4488 | ||
120 | 2008.08.20 11:24 | close | 60 | 5.00 | 1.4713 | 1.5768 | 1.4488 | 2750.00 | 62551.67 |
121 | 2008.08.21 02:56 | buy | 61 | 5.00 | 1.4785 | 1.3785 | 1.5065 | ||
122 | 2008.08.21 14:54 | close | 61 | 5.00 | 1.4838 | 1.3785 | 1.5065 | 2650.00 | 65201.67 |
123 | 2008.08.28 17:56 | sell | 62 | 5.00 | 1.4683 | 1.5683 | 1.4403 | ||
124 | 2008.09.01 03:22 | close | 62 | 5.00 | 1.4628 | 1.5683 | 1.4403 | 2646.00 | 67847.67 |
125 | 2008.09.08 00:56 | sell | 63 | 5.00 | 1.4347 | 1.5347 | 1.4067 | ||
126 | 2008.09.08 10:01 | close | 63 | 5.00 | 1.4293 | 1.5347 | 1.4067 | 2700.00 | 70547.67 |
127 | 2008.09.09 00:56 | buy | 64 | 5.00 | 1.4138 | 1.3138 | 1.4418 | ||
128 | 2008.09.09 11:33 | close | 64 | 5.00 | 1.4191 | 1.3138 | 1.4418 | 2650.00 | 73197.67 |
129 | 2008.09.15 10:58 | sell | 65 | 5.00 | 1.4265 | 1.5265 | 1.3985 | ||
130 | 2008.09.15 12:30 | close | 65 | 5.00 | 1.4212 | 1.5265 | 1.3985 | 2650.00 | 75847.67 |
131 | 2008.09.18 01:56 | sell | 66 | 5.00 | 1.4318 | 1.5318 | 1.4038 | ||
132 | 2008.09.19 02:23 | close | 66 | 5.00 | 1.4264 | 1.5318 | 1.4038 | 2648.00 | 78495.67 |
133 | 2008.09.24 00:58 | buy | 67 | 5.00 | 1.4688 | 1.3688 | 1.4968 | ||
134 | 2008.09.24 14:41 | close | 67 | 5.00 | 1.4741 | 1.3688 | 1.4968 | 2650.00 | 81145.67 |
135 | 2008.09.25 00:56 | buy | 68 | 5.00 | 1.4632 | 1.3632 | 1.4912 | ||
136 | 2008.09.25 03:17 | close | 68 | 5.00 | 1.4685 | 1.3632 | 1.4912 | 2650.00 | 83795.67 |