Strategy Tester Report
MACD_Sample_mod
DigitalDealing-Server (Build 218)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2007.01.02 01:00 - 2008.09.28 23:50 (2007.01.02 - 2008.09.29)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыfast_ema_period=12; slow_ema_period=26; signal_period=9; AfterStopLoss_Koeff=6; TakeProfit=30; sl=100; Lots=0.6; TrailingStop=50; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;
Баров в истории43890Смоделировано тиков3280915Качество моделирования90.00%
Ошибки рассогласования графиков3
Начальный депозит109586.00
Чистая прибыль102307.26Общая прибыль158257.02Общий убыток-55949.76
Прибыльность2.83Матожидание выигрыша651.64
Абсолютная просадка22103.09Максимальная просадка79678.76 (47.67%)Относительная просадка47.67% (79678.76)
Всего сделок157Короткие позиции (% выигравших)84 (60.71%)Длинные позиции (% выигравших)73 (73.97%)
Прибыльные сделки (% от всех)105 (66.88%)Убыточные сделки (% от всех)52 (33.12%)
Самая большаяприбыльная сделка39245.91убыточная сделка-13793.76
Средняяприбыльная сделка1507.21убыточная сделка-1075.96
Максимальное количествонепрерывных выигрышей (прибыль)13 (1611.24)непрерывных проигрышей (убыток)3 (-14539.80)
Максимальнаянепрерывная прибыль (число выигрышей)39245.91 (1)непрерывный убыток (число проигрышей)-14539.80 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12007.01.08 03:15buy10.601.30071.29071.3037
22007.01.08 12:04close10.601.30041.29071.3037-18.00109568.00
32007.01.08 21:05sell23.601.30141.31141.2984
42007.01.09 15:30close23.601.30261.31141.2984-462.96109105.04
52007.01.10 13:28sell321.601.29861.30861.2956
62007.01.10 17:09t/p321.601.29561.30861.29566480.00115585.04
72007.01.11 13:10sell40.601.29601.30601.2930
82007.01.11 15:51t/p40.601.29301.30601.2930180.00115765.04
92007.01.15 12:38sell50.601.29361.30361.2906
102007.01.16 20:46close50.601.29191.30361.290696.84115861.88
112007.01.18 16:21buy60.601.29361.28361.2966
122007.01.18 20:30close60.601.29431.28361.296642.00115903.88
132007.01.19 18:25buy70.601.29511.28511.2981
142007.01.19 22:02close70.601.29601.28511.298154.00115957.88
152007.01.24 12:00buy80.601.30111.29111.3041
162007.01.25 11:30close80.601.29731.29111.3041-222.96115734.92
172007.01.25 11:30sell93.601.29721.30721.2942
182007.01.25 21:12t/p93.601.29421.30721.29421080.00116814.92
192007.01.26 17:25buy100.601.29101.28101.2940
202007.01.29 13:13close100.601.29101.28101.29401.68116816.60
212007.01.29 14:29sell113.601.29131.30131.2883
222007.01.31 12:45close113.601.29391.30131.2883-997.92115818.68
232007.02.12 10:10sell1221.601.30171.31171.2987
242007.02.12 11:47t/p1221.601.29871.31171.29876480.00122298.68
252007.02.15 18:00sell130.601.31401.32401.3110
262007.02.16 04:01close130.601.31351.32401.311024.84122323.52
272007.02.16 14:21buy140.601.31271.30271.3157
282007.02.16 21:16close140.601.31331.30271.315736.00122359.52
292007.02.26 14:53buy150.601.31671.30671.3197
302007.02.27 01:02close150.601.31851.30671.3197109.68122469.20
312007.02.27 02:44sell160.601.31821.32821.3152
322007.02.27 10:10close160.601.31901.32821.3152-48.00122421.20
332007.02.27 17:10sell173.601.32181.33181.3188
342007.02.28 05:33close173.601.32171.33181.31885.04122426.24
352007.02.28 09:31buy180.601.32191.31191.3249
362007.02.28 17:29close180.601.32031.31191.3249-96.00122330.24
372007.03.05 20:55buy193.601.30991.29991.3129
382007.03.06 07:15close193.601.31021.29991.3129118.08122448.32
392007.03.06 17:00buy200.601.31071.30071.3137
402007.03.07 00:30close200.601.31251.30071.3137109.68122558.00
412007.03.13 12:00buy210.601.31731.30731.3203
422007.03.13 14:31t/p210.601.32031.30731.3203180.00122738.00
432007.03.15 18:57sell220.601.32271.33271.3197
442007.03.16 11:20s/l220.601.33271.33271.3197-605.16122132.84
452007.03.19 10:00buy233.601.33051.32051.3335
462007.03.20 02:45close233.601.33071.32051.333582.08122214.92
472007.03.20 13:15buy240.601.32911.31911.3321
482007.03.20 22:34t/p240.601.33211.31911.3321180.00122394.92
492007.03.22 15:32buy250.601.33651.32651.3395
502007.03.26 01:47s/l250.601.32651.32651.3395-596.64121798.28
512007.03.28 12:46buy263.601.33451.32451.3375
522007.03.28 18:20close263.601.33461.32451.337536.00121834.28
532007.03.28 18:20sell270.601.33441.34441.3314
542007.03.28 22:30t/p270.601.33141.34441.3314180.00122014.28
552007.03.30 14:50buy280.601.33231.32231.3353
562007.03.30 18:21t/p280.601.33531.32231.3353180.00122194.28
572007.04.02 17:33sell290.601.33621.34621.3332
582007.04.03 14:02close290.601.33621.34621.3332-5.16122189.12
592007.04.04 14:00sell303.601.33491.34491.3319
602007.04.05 10:00close303.601.33671.34491.3319-740.88121448.24
612007.04.12 10:50sell3121.601.34591.35591.3429
622007.04.13 20:30close3121.601.35221.35591.3429-13793.76107654.48
632007.04.13 20:38buy32129.611.35251.34251.3555
642007.04.16 01:00t/p32129.611.35551.34251.355539245.91146900.39
652007.04.18 06:13sell330.601.35771.36771.3547
662007.04.18 17:11close330.601.35921.36771.3547-90.00146810.39
672007.04.18 17:11buy343.601.35921.34921.3622
682007.04.19 02:38close343.601.36121.34921.3622750.24147560.63
692007.04.19 10:50buy350.601.35891.34891.3619
702007.04.19 19:31close350.601.35981.34891.361954.00147614.63
712007.04.23 14:28buy360.601.35721.34721.3602
722007.04.23 21:10close360.601.35741.34721.360212.00147626.63
732007.04.25 14:03sell370.601.36431.37431.3613
742007.04.26 00:25close370.601.36421.37431.3613-9.48147617.15
752007.05.02 11:07buy380.601.35831.34831.3613
762007.05.02 19:34close380.601.35991.34831.361396.00147713.15
772007.05.03 10:58sell390.601.36021.37021.3572
782007.05.03 17:00t/p390.601.35721.37021.3572180.00147893.15
792007.05.04 06:10buy400.601.35531.34531.3583
802007.05.04 10:45close400.601.35491.34531.3583-24.00147869.15
812007.05.10 11:14sell413.601.35421.36421.3512
822007.05.10 15:30close413.601.35361.36421.3512216.00148085.15
832007.05.11 04:56buy420.601.34801.33801.3510
842007.05.11 16:36t/p420.601.35101.33801.3510180.00148265.15
852007.05.18 16:03buy430.601.34861.33861.3516
862007.05.18 18:24t/p430.601.35161.33861.3516180.00148445.15
872007.05.22 15:10buy440.601.34551.33551.3485
882007.05.23 14:49t/p440.601.34851.33551.3485181.68148626.83
892007.05.24 12:51buy450.601.34471.33471.3477
902007.05.25 12:04close450.601.34281.33471.3477-112.32148514.51
912007.05.30 04:34buy463.601.34521.33521.3482
922007.05.31 11:53close463.601.34371.33521.3482-509.76148004.75
932007.05.31 17:00sell4721.601.34491.35491.3419
942007.06.01 14:17close4721.601.34371.35491.34192406.24150410.99
952007.06.01 18:05buy480.601.34421.33421.3472
962007.06.01 21:34close480.601.34361.33421.3472-36.00150374.99
972007.06.05 17:00sell493.601.35191.36191.3489
982007.06.06 17:30close493.601.35101.36191.3489293.04150668.03
992007.06.12 15:07buy500.601.33501.32501.3380
1002007.06.13 19:00close500.601.32941.32501.3380-334.32150333.71
1012007.06.19 04:48sell513.601.34171.35171.3387
1022007.06.19 12:03t/p513.601.33871.35171.33871080.00151413.71
1032007.06.22 11:00sell520.601.33991.34991.3369
1042007.06.25 11:45close520.601.34531.34991.3369-329.16151084.55
1052007.06.26 11:55buy533.601.34561.33561.3486
1062007.06.26 17:15close533.601.34621.33561.3486216.00151300.55
1072007.06.27 08:37buy540.601.34471.33471.3477
1082007.06.28 02:15close540.601.34531.33471.347741.04151341.59
1092007.07.03 02:08sell550.601.36231.37231.3593
1102007.07.03 13:37t/p550.601.35931.37231.3593180.00151521.59
1112007.07.10 09:50buy560.601.36161.35161.3646
1122007.07.10 11:25t/p560.601.36461.35161.3646180.00151701.59
1132007.07.11 18:12sell570.601.37591.38591.3729
1142007.07.12 01:17close570.601.37491.38591.372944.52151746.11
1152007.07.13 17:40sell580.601.37801.38801.3750
1162007.07.16 03:39close580.601.37821.38801.3750-17.16151728.95
1172007.07.19 16:35sell593.601.38131.39131.3783
1182007.07.19 23:40close593.601.38111.39131.378372.00151800.95
1192007.07.19 23:40buy600.601.38101.37101.3840
1202007.07.20 17:37t/p600.601.38401.37101.3840181.68151982.63
1212007.07.23 15:10buy610.601.38191.37191.3849
1222007.07.24 06:07close610.601.38201.37191.38497.68151990.31
1232007.07.24 06:14sell620.601.38151.39151.3785
1242007.07.25 05:40close620.601.38141.39151.37850.84151991.15
1252007.07.30 02:17buy630.601.36421.35421.3672
1262007.07.30 12:14t/p630.601.36721.35421.3672180.00152171.15
1272007.08.01 09:11buy640.601.36631.35631.3693
1282007.08.01 15:42t/p640.601.36931.35631.3693180.00152351.15
1292007.08.01 18:00sell650.601.36731.37731.3643
1302007.08.01 22:45close650.601.36631.37731.364360.00152411.15
1312007.08.01 22:53buy660.601.36711.35711.3701
1322007.08.02 19:07t/p660.601.37011.35711.3701185.04152596.19
1332007.08.06 10:45sell670.601.38151.39151.3785
1342007.08.06 19:16t/p670.601.37851.39151.3785180.00152776.19
1352007.08.07 04:32sell680.601.38011.39011.3771
1362007.08.07 13:30close680.601.37971.39011.377124.00152800.19
1372007.08.08 11:00buy690.601.37461.36461.3776
1382007.08.08 14:12t/p690.601.37761.36461.3776180.00152980.19
1392007.08.10 13:22sell700.601.36801.37801.3650
1402007.08.10 14:14t/p700.601.36501.37801.3650180.00153160.19
1412007.08.10 15:46buy710.601.36731.35731.3703
1422007.08.10 19:19t/p710.601.37031.35731.3703180.00153340.19
1432007.08.15 16:55buy720.601.34841.33841.3514
1442007.08.16 06:22s/l720.601.33841.33841.3514-594.96152745.23
1452007.08.16 07:14buy733.601.34191.33191.3449
1462007.08.17 02:00close733.601.34241.33191.3449190.08152935.31
1472007.08.17 02:11sell740.601.34151.35151.3385
1482007.08.17 10:07t/p740.601.33851.35151.3385180.00153115.31
1492007.08.22 15:21sell750.601.34861.35861.3456
1502007.08.23 13:18s/l750.601.35861.35861.3456-615.48152499.83
1512007.08.31 16:37sell763.601.36781.37781.3648
1522007.08.31 17:01t/p763.601.36481.37781.36481080.00153579.83
1532007.09.03 19:59buy770.601.36261.35261.3656
1542007.09.04 22:18close770.601.36111.35261.3656-88.32153491.51
1552007.09.06 15:46sell783.601.36541.37541.3624
1562007.09.07 08:06close783.601.36711.37541.3624-642.96152848.55
1572007.09.13 13:00sell7921.601.39001.40001.3870
1582007.09.13 15:45t/p7921.601.38701.40001.38706480.00159328.55
1592007.09.13 16:31buy800.601.38971.37971.3927
1602007.09.14 10:45close800.601.38771.37971.3927-118.32159210.23
1612007.09.14 19:26buy813.601.38641.37641.3894
1622007.09.17 01:00close813.601.38721.37641.3894298.08159508.31
1632007.09.18 10:35buy820.601.38611.37611.3891
1642007.09.18 16:03t/p820.601.38911.37611.3891180.00159688.31
1652007.09.18 17:40sell830.601.38681.39681.3838
1662007.09.18 21:35s/l830.601.39681.39681.3838-600.00159088.31
1672007.09.19 20:00buy843.601.39601.38601.3990
1682007.09.20 04:45close843.601.39731.38601.3990498.24159586.55
1692007.09.21 10:09sell850.601.40771.41771.4047
1702007.09.21 15:09t/p850.601.40471.41771.4047180.00159766.55
1712007.09.24 06:02sell860.601.40971.41971.4067
1722007.09.24 19:45close860.601.40901.41971.406742.00159808.55
1732007.09.27 08:44sell870.601.41351.42351.4105
1742007.09.27 20:15close870.601.41571.42351.4105-132.00159676.55
1752007.09.28 15:12sell883.601.41761.42761.4146
1762007.09.28 21:26s/l883.601.42761.42761.4146-3600.00156076.55
1772007.10.03 16:21sell8921.601.41801.42801.4150
1782007.10.03 17:41t/p8921.601.41501.42801.41506480.00162556.55
1792007.10.04 14:07sell900.601.41081.42081.4078
1802007.10.04 15:45t/p900.601.40781.42081.4078180.00162736.55
1812007.10.05 13:11buy910.601.41231.40231.4153
1822007.10.05 16:48t/p910.601.41531.40231.4153180.00162916.55
1832007.10.05 16:48buy920.601.41551.40551.4185
1842007.10.05 20:00close920.601.41351.40551.4185-120.00162796.55
1852007.10.12 10:23buy933.601.41891.40891.4219
1862007.10.15 10:55t/p933.601.42191.40891.42191090.08163886.63
1872007.10.17 17:59sell940.601.41951.42951.4165
1882007.10.17 22:45close940.601.41911.42951.416524.00163910.63
1892007.10.19 09:20sell950.601.42951.43951.4265
1902007.10.19 13:15close950.601.42811.43951.426584.00163994.63
1912007.10.23 09:54sell960.601.41921.42921.4162
1922007.10.24 12:00close960.601.42241.42921.4162-197.16163797.47
1932007.10.24 17:45sell973.601.42351.43351.4205
1942007.10.24 18:20t/p973.601.42051.43351.42051080.00164877.47
1952007.10.25 23:00sell980.601.43091.44091.4279
1962007.10.29 01:00s/l980.601.44091.44091.4279-610.32164267.15
1972007.10.29 09:04sell993.601.44111.45111.4381
1982007.10.29 16:06t/p993.601.43811.45111.43811080.00165347.15
1992007.10.29 16:30buy1000.601.44041.43041.4434
2002007.10.29 21:45close1000.601.44221.43041.4434108.00165455.15
2012007.10.30 09:46buy1010.601.44001.43001.4430
2022007.10.30 16:37t/p1010.601.44301.43001.4430180.00165635.15
2032007.10.31 20:14sell1020.601.44521.45521.4422
2042007.11.01 05:30close1020.601.44651.45521.4422-93.48165541.67
2052007.11.02 01:12buy1033.601.44351.43351.4465
2062007.11.02 07:27close1033.601.44321.43351.4465-108.00165433.67
2072007.11.02 07:27sell10421.601.44311.45311.4401
2082007.11.05 07:45close10421.601.44911.45311.4401-13145.76152287.91
2092007.11.05 09:42buy105129.611.44921.43921.4522
2102007.11.06 09:53t/p105129.611.45221.43921.452239245.91191533.82
2112007.11.08 19:08sell1060.601.46701.47701.4640
2122007.11.09 16:15close1060.601.46851.47701.4640-95.16191438.66
2132007.11.09 16:17buy1073.601.46951.45951.4725
2142007.11.12 11:02s/l1073.601.45951.45951.4725-3589.92187848.74
2152007.11.13 02:24buy10821.601.45381.44381.4568
2162007.11.13 03:32t/p10821.601.45681.44381.45686480.00194328.74
2172007.11.13 18:00sell1090.601.46001.47001.4570
2182007.11.14 12:24s/l1090.601.47001.47001.4570-605.16193723.58
2192007.11.15 09:33sell1103.601.46751.47751.4645
2202007.11.15 11:08t/p1103.601.46451.47751.46451080.00194803.58
2212007.11.16 17:30sell1110.601.46291.47291.4599
2222007.11.19 12:32close1110.601.46351.47291.4599-41.16194762.42
2232007.11.19 17:40sell1123.601.46501.47501.4620
2242007.11.20 05:42close1123.601.46521.47501.4620-102.96194659.46
2252007.11.20 05:43buy11321.601.46541.45541.4684
2262007.11.20 09:19t/p11321.601.46841.45541.46846480.00201139.46
2272007.11.21 08:51sell1140.601.48321.49321.4802
2282007.11.21 10:02t/p1140.601.48021.49321.4802180.00201319.46
2292007.11.22 06:06sell1150.601.48561.49561.4826
2302007.11.22 10:21t/p1150.601.48261.49561.4826180.00201499.46
2312007.11.22 20:35sell1160.601.48431.49431.4813
2322007.11.23 04:31s/l1160.601.49431.49431.4813-605.16200894.30
2332007.11.26 13:42sell1173.601.48511.49511.4821
2342007.11.27 09:15close1173.601.48651.49511.4821-534.96200359.34
2352007.11.27 17:26sell11821.601.48611.49611.4831
2362007.11.27 18:19t/p11821.601.48311.49611.48316480.00206839.34
2372007.11.29 05:57sell1190.601.48251.49251.4795
2382007.11.29 10:07t/p1190.601.47951.49251.4795180.00207019.34
2392007.11.30 00:30buy1200.601.47531.46531.4783
2402007.11.30 12:24t/p1200.601.47831.46531.4783180.00207199.34
2412007.11.30 14:05sell1210.601.47551.48551.4725
2422007.11.30 17:19t/p1210.601.47251.48551.4725180.00207379.34
2432007.12.03 10:20sell1220.601.46651.47651.4635
2442007.12.03 11:02t/p1220.601.46351.47651.4635180.00207559.34
2452007.12.03 13:18buy1230.601.46601.45601.4690
2462007.12.03 22:40close1230.601.46641.45601.469024.00207583.34
2472007.12.05 11:45buy1240.601.47381.46381.4768
2482007.12.05 21:13s/l1240.601.46381.46381.4768-600.00206983.34
2492007.12.07 15:22sell1253.601.46291.47291.4599
2502007.12.10 05:54close1253.601.46471.47291.4599-678.96206304.38
2512007.12.11 10:00sell12621.601.47211.48211.4691
2522007.12.11 12:24t/p12621.601.46911.48211.46916480.00212784.38
2532007.12.12 10:33sell1270.601.46781.47781.4648
2542007.12.13 15:09close1270.601.46891.47781.4648-81.48212702.90
2552007.12.17 19:54buy1283.601.43821.42821.4412
2562007.12.18 00:25t/p1283.601.44121.42821.44121090.08213792.98
2572007.12.18 17:15sell1290.601.44041.45041.4374
2582007.12.19 11:01t/p1290.601.43741.45041.4374174.84213967.82
2592007.12.19 11:39buy1300.601.44021.43021.4432
2602007.12.21 06:45close1300.601.43541.43021.4432-281.28213686.54
2612007.12.21 17:58sell1313.601.43751.44751.4345
2622007.12.21 21:51close1313.601.43601.44751.4345540.00214226.54
2632008.01.02 10:26buy1320.601.46641.45641.4694
2642008.01.02 14:05t/p1320.601.46941.45641.4694180.00214406.54
2652008.01.02 15:38sell1330.601.46721.47721.4642
2662008.01.03 06:00close1330.601.47121.47721.4642-255.48214151.06
2672008.01.03 21:57sell1343.601.47381.48381.4708
2682008.01.04 09:51t/p1343.601.47081.48381.47081049.04215200.10
2692008.01.07 20:52buy1350.601.46971.45971.4727
2702008.01.08 07:01close1350.601.46941.45971.4727-16.32215183.78
2712008.01.09 10:01sell1363.601.47171.48171.4687
2722008.01.09 14:30t/p1363.601.46871.48171.46871080.00216263.78
2732008.01.10 08:52sell1370.601.46791.47791.4649
2742008.01.10 14:55t/p1370.601.46491.47791.4649180.00216443.78
2752008.01.10 16:05buy1380.601.46811.45811.4711
2762008.01.10 16:37t/p1380.601.47111.45811.4711180.00216623.78
2772008.01.15 12:26buy1390.601.48671.47671.4897
2782008.01.15 15:30t/p1390.601.48971.47671.4897180.00216803.78
2792008.01.15 17:33sell1400.601.48801.49801.4850
2802008.01.15 17:51t/p1400.601.48501.49801.4850180.00216983.78
2812008.01.17 08:17buy1410.601.46611.45611.4691
2822008.01.17 14:31t/p1410.601.46911.45611.4691180.00217163.78
2832008.01.18 13:35buy1420.601.46331.45331.4663
2842008.01.18 14:40t/p1420.601.46631.45331.4663180.00217343.78
2852008.01.18 16:30sell1430.601.46481.47481.4618
2862008.01.18 17:45t/p1430.601.46181.47481.4618180.00217523.78
2872008.01.22 03:44buy1440.601.44351.43351.4465
2882008.01.22 11:07t/p1440.601.44651.43351.4465180.00217703.78
2892008.01.23 11:04buy1450.601.46351.45351.4665
2902008.01.23 15:43s/l1450.601.45351.45351.4665-600.00217103.78
2912008.01.23 16:55buy1463.601.45731.44731.4603
2922008.01.23 22:03t/p1463.601.46031.44731.46031080.00218183.78
2932008.01.29 01:10sell1470.601.47791.48791.4749
2942008.01.29 06:00close1470.601.47691.48791.474960.00218243.78
2952008.01.31 09:30sell1480.601.48601.49601.4830
2962008.01.31 10:47t/p1480.601.48301.49601.4830180.00218423.78
2972008.01.31 15:45sell1490.601.48611.49611.4831
2982008.01.31 16:19t/p1490.601.48311.49611.4831180.00218603.78
2992008.01.31 19:19buy1500.601.48461.47461.4876
3002008.01.31 21:59t/p1500.601.48761.47461.4876180.00218783.78
3012008.01.31 23:38sell1510.601.48561.49561.4826
3022008.02.01 16:39t/p1510.601.48261.49561.4826174.84218958.62
3032008.02.04 10:56sell1520.601.48151.49151.4785
3042008.02.05 05:15close1520.601.48171.49151.4785-17.16218941.46
3052008.02.06 13:15buy1533.601.46251.45251.4655
3062008.02.06 17:17t/p1533.601.46551.45251.46551080.00220021.46
3072008.02.06 18:45sell1540.601.46311.47311.4601
3082008.02.07 00:00close1540.601.46331.47311.4601-27.48219993.98
3092008.02.08 21:43sell1553.601.45001.46001.4470
3102008.02.11 18:30close1553.601.45091.46001.4470-354.96219639.02
3112008.02.12 10:24sell15621.601.45231.46231.4493
3122008.02.13 11:16close15621.601.45581.46231.4493-7745.76211893.26
3132008.02.13 18:08buy157129.611.45751.44751.4605
3142008.02.13 22:00close157129.611.45751.44751.46050.00211893.26