Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 1 Час (H1) 2008.01.02 09:00 - 2008.07.18 22:00 (2008.01.01 - 2008.07.22) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | Lots=0.1; StopLoss=500; TakeProfit=250; MaxOrd=10; per=100; bw=0.7; mBar=150; step=4; del=5; stop=8000; crat=5000; Magic=101; | ||||
Баров в истории | 4394 | Смоделировано тиков | 1353018 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 6 | ||||
Начальный депозит | 10000.00 | ||||
Чистая прибыль | 17461.13 | Общая прибыль | 32769.80 | Общий убыток | -15308.67 |
Прибыльность | 2.14 | Матожидание выигрыша | 226.77 | ||
Абсолютная просадка | 42.00 | Максимальная просадка | 5872.32 (21.13%) | Относительная просадка | 21.13% (5872.32) |
Всего сделок | 77 | Короткие позиции (% выигравших) | 33 (54.55%) | Длинные позиции (% выигравших) | 44 (84.09%) |
Прибыльные сделки (% от всех) | 55 (71.43%) | Убыточные сделки (% от всех) | 22 (28.57%) | ||
Самая большая | прибыльная сделка | 983.36 | убыточная сделка | -1515.60 | |
Средняя | прибыльная сделка | 595.81 | убыточная сделка | -695.85 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 10 (7412.58) | непрерывных проигрышей (убыток) | 4 (-3638.80) | |
Максимальная | непрерывная прибыль (число выигрышей) | 7412.58 (10) | непрерывный убыток (число проигрышей) | -3638.80 (4) | |
Средний | непрерывный выигрыш | 6 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2008.01.02 09:57 | buy | 1 | 0.20 | 1.4664 | 1.4164 | 1.4914 | ||
2 | 2008.01.07 22:56 | sell | 2 | 0.20 | 1.4693 | 1.5193 | 1.4443 | ||
3 | 2008.01.15 15:15 | t/p | 1 | 0.20 | 1.4914 | 1.4164 | 1.4914 | 508.58 | 10508.58 |
4 | 2008.01.16 00:56 | buy | 3 | 0.20 | 1.4809 | 1.4309 | 1.5059 | ||
5 | 2008.01.16 12:56 | buy | 4 | 0.20 | 1.4774 | 1.4274 | 1.5024 | ||
6 | 2008.01.16 16:56 | sell | 5 | 0.20 | 1.4691 | 1.5191 | 1.4441 | ||
7 | 2008.01.17 19:56 | sell | 6 | 0.20 | 1.4687 | 1.5187 | 1.4437 | ||
8 | 2008.01.21 17:22 | t/p | 2 | 0.20 | 1.4443 | 1.5193 | 1.4443 | 470.88 | 10979.46 |
9 | 2008.01.21 17:22 | t/p | 5 | 0.20 | 1.4441 | 1.5191 | 1.4441 | 489.60 | 11469.06 |
10 | 2008.01.21 17:23 | t/p | 6 | 0.20 | 1.4437 | 1.5187 | 1.4437 | 495.84 | 11964.90 |
11 | 2008.01.22 13:56 | sell | 7 | 0.20 | 1.4490 | 1.4990 | 1.4240 | ||
12 | 2008.01.25 07:56 | buy | 8 | 0.20 | 1.4758 | 1.4258 | 1.5008 | ||
13 | 2008.01.25 13:56 | buy | 9 | 0.20 | 1.4724 | 1.4224 | 1.4974 | ||
14 | 2008.01.25 20:56 | buy | 10 | 0.20 | 1.4672 | 1.4172 | 1.4922 | ||
15 | 2008.01.30 21:06 | close | 7 | 0.20 | 1.4908 | 1.4990 | 1.4240 | -852.64 | 11112.26 |
16 | 2008.01.30 21:06 | close | 10 | 0.20 | 1.4905 | 1.4172 | 1.4922 | 467.98 | 11580.24 |
17 | 2008.01.30 21:06 | close | 9 | 0.20 | 1.4906 | 1.4224 | 1.4974 | 365.98 | 11946.22 |
18 | 2008.01.30 21:06 | close | 8 | 0.20 | 1.4905 | 1.4258 | 1.5008 | 295.98 | 12242.20 |
19 | 2008.01.30 21:06 | close | 4 | 0.20 | 1.4906 | 1.4274 | 1.5024 | 273.24 | 12515.44 |
20 | 2008.01.30 21:06 | close | 3 | 0.20 | 1.4905 | 1.4309 | 1.5059 | 201.24 | 12716.68 |
21 | 2008.01.31 01:56 | buy | 11 | 0.30 | 1.4831 | 1.4331 | 1.5081 | ||
22 | 2008.02.04 15:56 | sell | 12 | 0.20 | 1.4817 | 1.5317 | 1.4567 | ||
23 | 2008.02.05 01:56 | sell | 13 | 0.20 | 1.4818 | 1.5318 | 1.4568 | ||
24 | 2008.02.07 13:48 | t/p | 12 | 0.20 | 1.4567 | 1.5317 | 1.4567 | 489.60 | 13206.28 |
25 | 2008.02.07 13:48 | t/p | 13 | 0.20 | 1.4568 | 1.5318 | 1.4568 | 491.68 | 13697.96 |
26 | 2008.02.08 20:56 | sell | 14 | 0.20 | 1.4509 | 1.5009 | 1.4259 | ||
27 | 2008.02.11 09:56 | sell | 15 | 0.20 | 1.4566 | 1.5066 | 1.4316 | ||
28 | 2008.02.12 16:58 | sell | 16 | 0.20 | 1.4583 | 1.5083 | 1.4333 | ||
29 | 2008.02.13 16:56 | buy | 17 | 0.20 | 1.4556 | 1.4056 | 1.4806 | ||
30 | 2008.02.20 09:56 | buy | 18 | 0.20 | 1.4718 | 1.4218 | 1.4968 | ||
31 | 2008.02.20 15:56 | buy | 19 | 0.20 | 1.4655 | 1.4155 | 1.4905 | ||
32 | 2008.02.21 17:43 | t/p | 17 | 0.20 | 1.4806 | 1.4056 | 1.4806 | 506.60 | 14204.56 |
33 | 2008.02.26 18:20 | t/p | 19 | 0.20 | 1.4905 | 1.4155 | 1.4905 | 503.96 | 14708.52 |
34 | 2008.02.26 20:48 | t/p | 18 | 0.20 | 1.4968 | 1.4218 | 1.4968 | 503.96 | 15212.48 |
35 | 2008.02.26 23:19 | s/l | 14 | 0.20 | 1.5009 | 1.5009 | 1.4259 | -1033.28 | 14179.20 |
36 | 2008.02.27 09:46 | s/l | 15 | 0.20 | 1.5066 | 1.5066 | 1.4316 | -1033.28 | 13145.92 |
37 | 2008.02.27 10:05 | t/p | 11 | 0.30 | 1.5081 | 1.4331 | 1.5081 | 774.75 | 13920.67 |
38 | 2008.02.27 10:05 | s/l | 16 | 0.20 | 1.5083 | 1.5083 | 1.4333 | -1031.20 | 12889.47 |
39 | 2008.02.28 23:56 | buy | 20 | 0.30 | 1.5193 | 1.4693 | 1.5443 | ||
40 | 2008.02.29 00:59 | buy | 21 | 0.20 | 1.5193 | 1.4693 | 1.5443 | ||
41 | 2008.03.03 12:56 | buy | 22 | 0.20 | 1.5187 | 1.4687 | 1.5437 | ||
42 | 2008.03.07 14:30 | t/p | 22 | 0.20 | 1.5437 | 1.4687 | 1.5437 | 503.96 | 13393.43 |
43 | 2008.03.07 14:30 | t/p | 20 | 0.30 | 1.5443 | 1.4693 | 1.5443 | 757.92 | 14151.35 |
44 | 2008.03.07 14:30 | t/p | 21 | 0.20 | 1.5443 | 1.4693 | 1.5443 | 504.62 | 14655.97 |
45 | 2008.03.10 15:56 | buy | 23 | 0.30 | 1.5358 | 1.4858 | 1.5608 | ||
46 | 2008.03.12 06:56 | sell | 24 | 0.30 | 1.5365 | 1.5865 | 1.5115 | ||
47 | 2008.03.13 10:11 | t/p | 23 | 0.30 | 1.5608 | 1.4858 | 1.5608 | 754.95 | 15410.92 |
48 | 2008.03.14 10:56 | buy | 25 | 0.30 | 1.5581 | 1.5081 | 1.5831 | ||
49 | 2008.03.17 02:28 | t/p | 25 | 0.30 | 1.5831 | 1.5081 | 1.5831 | 750.99 | 16161.91 |
50 | 2008.03.17 03:23 | s/l | 24 | 0.30 | 1.5865 | 1.5865 | 1.5115 | -1515.60 | 14646.31 |
51 | 2008.03.18 16:56 | buy | 26 | 0.30 | 1.5779 | 1.5279 | 1.6029 | ||
52 | 2008.03.18 23:56 | buy | 27 | 0.30 | 1.5644 | 1.5144 | 1.5894 | ||
53 | 2008.03.21 10:56 | sell | 28 | 0.20 | 1.5444 | 1.5944 | 1.5194 | ||
54 | 2008.03.25 05:56 | sell | 29 | 0.30 | 1.5549 | 1.6049 | 1.5299 | ||
55 | 2008.03.26 08:56 | buy | 30 | 0.30 | 1.5603 | 1.5103 | 1.5853 | ||
56 | 2008.03.26 21:29 | t/p | 30 | 0.30 | 1.5853 | 1.5103 | 1.5853 | 750.00 | 15396.31 |
57 | 2008.03.31 16:30 | t/p | 27 | 0.30 | 1.5894 | 1.5144 | 1.5894 | 762.87 | 16159.18 |
58 | 2008.04.02 14:56 | sell | 31 | 0.30 | 1.5584 | 1.6084 | 1.5334 | ||
59 | 2008.04.03 18:56 | sell | 32 | 0.30 | 1.5657 | 1.6157 | 1.5407 | ||
60 | 2008.04.07 07:56 | buy | 33 | 0.30 | 1.5671 | 1.5171 | 1.5921 | ||
61 | 2008.04.07 08:56 | buy | 34 | 0.30 | 1.5677 | 1.5177 | 1.5927 | ||
62 | 2008.04.10 11:06 | close | 32 | 0.30 | 1.5885 | 1.6157 | 1.5407 | -705.84 | 15453.34 |
63 | 2008.04.10 11:06 | close | 31 | 0.30 | 1.5886 | 1.6084 | 1.5334 | -937.20 | 14516.14 |
64 | 2008.04.10 11:06 | close | 29 | 0.30 | 1.5887 | 1.6049 | 1.5299 | -1070.16 | 13445.98 |
65 | 2008.04.10 11:06 | close | 28 | 0.20 | 1.5886 | 1.5944 | 1.5194 | -925.60 | 12520.38 |
66 | 2008.04.16 11:34 | t/p | 33 | 0.30 | 1.5921 | 1.5171 | 1.5921 | 758.91 | 13279.29 |
67 | 2008.04.16 11:36 | t/p | 34 | 0.30 | 1.5927 | 1.5177 | 1.5927 | 758.91 | 14038.20 |
68 | 2008.04.18 15:56 | buy | 35 | 0.30 | 1.5743 | 1.5243 | 1.5993 | ||
69 | 2008.04.18 16:56 | buy | 36 | 0.30 | 1.5734 | 1.5234 | 1.5984 | ||
70 | 2008.04.21 00:56 | sell | 37 | 0.30 | 1.5800 | 1.6300 | 1.5550 | ||
71 | 2008.04.21 07:56 | sell | 38 | 0.30 | 1.5826 | 1.6326 | 1.5576 | ||
72 | 2008.04.21 15:56 | sell | 39 | 0.30 | 1.5912 | 1.6412 | 1.5662 | ||
73 | 2008.04.21 22:56 | sell | 40 | 0.30 | 1.5908 | 1.6408 | 1.5658 | ||
74 | 2008.04.22 16:25 | t/p | 36 | 0.30 | 1.5984 | 1.5234 | 1.5984 | 751.98 | 14790.18 |
75 | 2008.04.22 16:32 | t/p | 35 | 0.30 | 1.5993 | 1.5243 | 1.5993 | 751.98 | 15542.16 |
76 | 2008.04.24 17:05 | t/p | 39 | 0.30 | 1.5662 | 1.6412 | 1.5662 | 734.40 | 16276.56 |
77 | 2008.04.24 17:05 | t/p | 40 | 0.30 | 1.5658 | 1.6408 | 1.5658 | 734.40 | 17010.96 |
78 | 2008.04.25 10:02 | t/p | 38 | 0.30 | 1.5576 | 1.6326 | 1.5576 | 731.28 | 17742.24 |
79 | 2008.04.29 10:04 | t/p | 37 | 0.30 | 1.5550 | 1.6300 | 1.5550 | 725.04 | 18467.28 |
80 | 2008.04.30 09:56 | sell | 41 | 0.30 | 1.5573 | 1.6073 | 1.5323 | ||
81 | 2008.05.01 04:56 | sell | 42 | 0.30 | 1.5639 | 1.6139 | 1.5389 | ||
82 | 2008.05.02 14:31 | t/p | 42 | 0.30 | 1.5389 | 1.6139 | 1.5389 | 746.88 | 19214.16 |
83 | 2008.05.06 22:56 | buy | 43 | 0.40 | 1.5537 | 1.5037 | 1.5787 | ||
84 | 2008.05.07 05:56 | buy | 44 | 0.30 | 1.5508 | 1.5008 | 1.5758 | ||
85 | 2008.05.07 18:57 | buy | 45 | 0.30 | 1.5386 | 1.4886 | 1.5636 | ||
86 | 2008.05.08 03:51 | t/p | 41 | 0.30 | 1.5323 | 1.6073 | 1.5323 | 718.80 | 19932.96 |
87 | 2008.05.08 14:56 | sell | 46 | 0.30 | 1.5359 | 1.5859 | 1.5109 | ||
88 | 2008.05.08 17:56 | sell | 47 | 0.30 | 1.5409 | 1.5909 | 1.5159 | ||
89 | 2008.05.09 11:56 | sell | 48 | 0.30 | 1.5467 | 1.5967 | 1.5217 | ||
90 | 2008.05.12 08:56 | buy | 49 | 0.30 | 1.5399 | 1.4899 | 1.5649 | ||
91 | 2008.05.12 09:56 | buy | 50 | 0.30 | 1.5400 | 1.4900 | 1.5650 | ||
92 | 2008.05.19 10:30 | close | 48 | 0.30 | 1.5626 | 1.5967 | 1.5217 | -501.96 | 19431.00 |
93 | 2008.05.19 10:30 | close | 47 | 0.30 | 1.5628 | 1.5909 | 1.5159 | -685.08 | 18745.92 |
94 | 2008.05.19 10:30 | close | 46 | 0.30 | 1.5627 | 1.5859 | 1.5109 | -832.08 | 17913.84 |
95 | 2008.05.19 10:30 | close | 50 | 0.30 | 1.5627 | 1.4900 | 1.5650 | 687.93 | 18601.77 |
96 | 2008.05.19 10:30 | close | 49 | 0.30 | 1.5628 | 1.4899 | 1.5649 | 693.93 | 19295.70 |
97 | 2008.05.19 10:30 | close | 45 | 0.30 | 1.5627 | 1.4886 | 1.5636 | 734.88 | 20030.58 |
98 | 2008.05.19 10:30 | close | 44 | 0.30 | 1.5628 | 1.5008 | 1.5758 | 371.88 | 20402.46 |
99 | 2008.05.19 10:31 | close | 43 | 0.40 | 1.5630 | 1.5037 | 1.5787 | 389.16 | 20791.62 |
100 | 2008.05.19 10:31 | close | 26 | 0.30 | 1.5632 | 1.5279 | 1.6029 | -379.62 | 20412.00 |
101 | 2008.05.26 07:56 | buy | 51 | 0.40 | 1.5768 | 1.5268 | 1.6018 | ||
102 | 2008.05.27 17:56 | buy | 52 | 0.40 | 1.5729 | 1.5229 | 1.5979 | ||
103 | 2008.05.28 10:56 | sell | 53 | 0.40 | 1.5722 | 1.6222 | 1.5472 | ||
104 | 2008.05.30 09:40 | t/p | 53 | 0.40 | 1.5472 | 1.6222 | 1.5472 | 983.36 | 21395.36 |
105 | 2008.05.30 14:56 | sell | 54 | 0.40 | 1.5501 | 1.6001 | 1.5251 | ||
106 | 2008.06.02 19:56 | sell | 55 | 0.40 | 1.5551 | 1.6051 | 1.5301 | ||
107 | 2008.06.03 11:56 | sell | 56 | 0.40 | 1.5592 | 1.6092 | 1.5342 | ||
108 | 2008.06.05 22:56 | sell | 57 | 0.40 | 1.5592 | 1.6092 | 1.5342 | ||
109 | 2008.06.09 22:56 | buy | 58 | 0.30 | 1.5646 | 1.5146 | 1.5896 | ||
110 | 2008.06.10 13:56 | buy | 59 | 0.30 | 1.5520 | 1.5020 | 1.5770 | ||
111 | 2008.06.12 09:04 | close | 57 | 0.40 | 1.5397 | 1.6092 | 1.5342 | 750.88 | 22146.24 |
112 | 2008.06.12 09:04 | close | 56 | 0.40 | 1.5398 | 1.6092 | 1.5342 | 730.24 | 22876.48 |
113 | 2008.06.12 09:04 | close | 55 | 0.40 | 1.5399 | 1.6051 | 1.5301 | 558.08 | 23434.56 |
114 | 2008.06.12 09:04 | close | 54 | 0.40 | 1.5398 | 1.6001 | 1.5251 | 357.92 | 23792.48 |
115 | 2008.06.13 01:56 | sell | 60 | 0.40 | 1.5446 | 1.5946 | 1.5196 | ||
116 | 2008.06.18 05:56 | buy | 61 | 0.40 | 1.5507 | 1.5007 | 1.5757 | ||
117 | 2008.06.19 14:56 | buy | 62 | 0.40 | 1.5489 | 1.4989 | 1.5739 | ||
118 | 2008.06.23 11:57 | buy | 63 | 0.40 | 1.5527 | 1.5027 | 1.5777 | ||
119 | 2008.06.24 10:56 | sell | 64 | 0.40 | 1.5567 | 1.6067 | 1.5317 | ||
120 | 2008.06.26 11:54 | close | 64 | 0.40 | 1.5719 | 1.6067 | 1.5317 | -624.64 | 23167.84 |
121 | 2008.06.26 11:54 | close | 60 | 0.40 | 1.5718 | 1.5946 | 1.5196 | -1142.08 | 22025.76 |
122 | 2008.06.26 11:54 | close | 63 | 0.40 | 1.5717 | 1.5027 | 1.5777 | 766.60 | 22792.36 |
123 | 2008.06.26 11:54 | close | 62 | 0.40 | 1.5718 | 1.4989 | 1.5739 | 925.24 | 23717.60 |
124 | 2008.06.26 11:54 | close | 61 | 0.40 | 1.5717 | 1.5007 | 1.5757 | 853.20 | 24570.80 |
125 | 2008.06.26 11:54 | close | 59 | 0.30 | 1.5718 | 1.5020 | 1.5770 | 611.82 | 25182.62 |
126 | 2008.06.26 11:54 | close | 58 | 0.30 | 1.5717 | 1.5146 | 1.5896 | 231.81 | 25414.43 |
127 | 2008.06.26 11:54 | close | 52 | 0.40 | 1.5718 | 1.5229 | 1.5979 | -1.76 | 25412.67 |
128 | 2008.06.26 11:54 | close | 51 | 0.40 | 1.5717 | 1.5268 | 1.6018 | -160.44 | 25252.23 |
129 | 2008.06.30 06:56 | buy | 65 | 0.50 | 1.5789 | 1.5289 | 1.6039 | ||
130 | 2008.06.30 07:56 | buy | 66 | 0.50 | 1.5791 | 1.5291 | 1.6041 | ||
131 | 2008.06.30 15:56 | buy | 67 | 0.50 | 1.5774 | 1.5274 | 1.6024 | ||
132 | 2008.07.01 17:56 | buy | 68 | 0.50 | 1.5776 | 1.5276 | 1.6026 | ||
133 | 2008.07.03 20:56 | buy | 69 | 0.40 | 1.5698 | 1.5198 | 1.5948 | ||
134 | 2008.07.04 07:56 | sell | 70 | 0.40 | 1.5714 | 1.6214 | 1.5464 | ||
135 | 2008.07.11 15:35 | close | 70 | 0.40 | 1.5935 | 1.6214 | 1.5464 | -913.12 | 24339.11 |
136 | 2008.07.11 15:35 | close | 69 | 0.40 | 1.5934 | 1.5198 | 1.5948 | 954.56 | 25293.67 |
137 | 2008.07.11 15:35 | close | 68 | 0.50 | 1.5933 | 1.5276 | 1.6026 | 804.80 | 26098.47 |
138 | 2008.07.11 15:35 | close | 67 | 0.50 | 1.5934 | 1.5274 | 1.6024 | 821.45 | 26919.92 |
139 | 2008.07.11 15:35 | close | 66 | 0.50 | 1.5933 | 1.5291 | 1.6041 | 731.45 | 27651.37 |
140 | 2008.07.11 15:35 | close | 65 | 0.50 | 1.5935 | 1.5289 | 1.6039 | 751.45 | 28402.82 |
141 | 2008.07.11 21:56 | buy | 71 | 0.60 | 1.5927 | 1.5427 | 1.6177 | ||
142 | 2008.07.14 09:56 | buy | 72 | 0.50 | 1.5886 | 1.5386 | 1.6136 | ||
143 | 2008.07.14 14:56 | buy | 73 | 0.50 | 1.5867 | 1.5367 | 1.6117 | ||
144 | 2008.07.15 01:56 | buy | 74 | 0.50 | 1.5893 | 1.5393 | 1.6143 | ||
145 | 2008.07.16 17:56 | buy | 75 | 0.50 | 1.5846 | 1.5346 | 1.6096 | ||
146 | 2008.07.17 05:56 | sell | 76 | 0.50 | 1.5852 | 1.6352 | 1.5602 | ||
147 | 2008.07.18 18:57 | sell | 77 | 0.60 | 1.5849 | 1.6349 | 1.5599 | ||
148 | 2008.07.18 22:59 | close at stop | 77 | 0.60 | 1.5849 | 1.6349 | 1.5599 | 0.00 | 28402.82 |
149 | 2008.07.18 22:59 | close at stop | 76 | 0.50 | 1.5849 | 1.6352 | 1.5602 | 9.80 | 28412.62 |
150 | 2008.07.18 22:59 | close at stop | 75 | 0.50 | 1.5847 | 1.5346 | 1.6096 | 11.60 | 28424.22 |
151 | 2008.07.18 22:59 | close at stop | 74 | 0.50 | 1.5847 | 1.5393 | 1.6143 | -221.75 | 28202.47 |
152 | 2008.07.18 22:59 | close at stop | 73 | 0.50 | 1.5847 | 1.5367 | 1.6117 | -90.10 | 28112.37 |
153 | 2008.07.18 22:59 | close at stop | 72 | 0.50 | 1.5847 | 1.5386 | 1.6136 | -185.10 | 27927.27 |
154 | 2008.07.18 22:59 | close at stop | 71 | 0.60 | 1.5847 | 1.5427 | 1.6177 | -466.14 | 27461.13 |