Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 1 Час (H1) 2008.01.02 09:00 - 2008.12.31 19:00 (2008.01.01 - 2009.01.01) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | ADXperiod=15; ADXLevel=30; Kperiod=16; Dperiod=3; Slowing=3; SellLevel=80; BuyLevel=20; TakeStochastic=80; StopStochastic=200; MMSet="Управление капиталом"; MM=false; MMRisk=0.1; Lots=0.1; | ||||
Баров в истории | 7163 | Смоделировано тиков | 3335087 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 1000.00 | ||||
Чистая прибыль | 965.02 | Общая прибыль | 4399.50 | Общий убыток | -3434.48 |
Прибыльность | 1.28 | Матожидание выигрыша | 13.40 | ||
Абсолютная просадка | 22.03 | Максимальная просадка | 757.67 (43.65%) | Относительная просадка | 43.65% (757.67) |
Всего сделок | 72 | Короткие позиции (% выигравших) | 34 (85.29%) | Длинные позиции (% выигравших) | 38 (68.42%) |
Прибыльные сделки (% от всех) | 55 (76.39%) | Убыточные сделки (% от всех) | 17 (23.61%) | ||
Самая большая | прибыльная сделка | 80.06 | убыточная сделка | -202.33 | |
Средняя | прибыльная сделка | 79.99 | убыточная сделка | -202.03 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 8 (640.03) | непрерывных проигрышей (убыток) | 2 (-404.00) | |
Максимальная | непрерывная прибыль (число выигрышей) | 640.03 (8) | непрерывный убыток (число проигрышей) | -404.00 (2) | |
Средний | непрерывный выигрыш | 3 | непрерывный проигрыш | 1 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2008.01.02 10:00 | buy | 1 | 0.10 | 1.4664 | 1.4462 | 1.4744 | ||
2 | 2008.01.02 17:22 | t/p | 1 | 0.10 | 1.4744 | 1.4462 | 1.4744 | 80.00 | 1080.00 |
3 | 2008.01.03 00:01 | sell | 2 | 0.10 | 1.4723 | 1.4925 | 1.4643 | ||
4 | 2008.01.09 20:11 | t/p | 2 | 0.10 | 1.4643 | 1.4925 | 1.4643 | 79.88 | 1159.88 |
5 | 2008.01.11 02:00 | sell | 3 | 0.10 | 1.4789 | 1.4991 | 1.4709 | ||
6 | 2008.01.16 16:52 | t/p | 3 | 0.10 | 1.4709 | 1.4991 | 1.4709 | 79.91 | 1239.79 |
7 | 2008.01.17 02:00 | buy | 4 | 0.10 | 1.4676 | 1.4474 | 1.4756 | ||
8 | 2008.01.21 11:50 | s/l | 4 | 0.10 | 1.4474 | 1.4474 | 1.4756 | -201.98 | 1037.81 |
9 | 2008.01.23 16:00 | buy | 5 | 0.10 | 1.4572 | 1.4370 | 1.4652 | ||
10 | 2008.01.24 12:11 | t/p | 5 | 0.10 | 1.4652 | 1.4370 | 1.4652 | 80.03 | 1117.84 |
11 | 2008.01.28 05:00 | buy | 6 | 0.10 | 1.4678 | 1.4476 | 1.4758 | ||
12 | 2008.01.28 15:20 | t/p | 6 | 0.10 | 1.4758 | 1.4476 | 1.4758 | 80.00 | 1197.84 |
13 | 2008.02.01 14:00 | sell | 7 | 0.10 | 1.4883 | 1.5085 | 1.4803 | ||
14 | 2008.02.01 16:07 | t/p | 7 | 0.10 | 1.4803 | 1.5085 | 1.4803 | 80.00 | 1277.84 |
15 | 2008.02.04 05:00 | buy | 8 | 0.10 | 1.4809 | 1.4607 | 1.4889 | ||
16 | 2008.02.06 09:14 | s/l | 8 | 0.10 | 1.4607 | 1.4607 | 1.4889 | -201.98 | 1075.86 |
17 | 2008.02.18 15:00 | buy | 9 | 0.10 | 1.4640 | 1.4438 | 1.4720 | ||
18 | 2008.02.19 08:37 | t/p | 9 | 0.10 | 1.4720 | 1.4438 | 1.4720 | 80.01 | 1155.87 |
19 | 2008.02.28 14:00 | buy | 10 | 0.10 | 1.5113 | 1.4911 | 1.5193 | ||
20 | 2008.02.28 17:03 | t/p | 10 | 0.10 | 1.5193 | 1.4911 | 1.5193 | 80.00 | 1235.87 |
21 | 2008.03.04 10:00 | buy | 11 | 0.10 | 1.5190 | 1.4988 | 1.5270 | ||
22 | 2008.03.05 16:50 | t/p | 11 | 0.10 | 1.5270 | 1.4988 | 1.5270 | 80.01 | 1315.88 |
23 | 2008.03.10 00:00 | buy | 12 | 0.10 | 1.5401 | 1.5199 | 1.5481 | ||
24 | 2008.03.11 11:35 | t/p | 12 | 0.10 | 1.5481 | 1.5199 | 1.5481 | 80.01 | 1395.89 |
25 | 2008.03.14 01:00 | sell | 13 | 0.10 | 1.5621 | 1.5823 | 1.5541 | ||
26 | 2008.03.14 11:25 | t/p | 13 | 0.10 | 1.5541 | 1.5823 | 1.5541 | 80.00 | 1475.89 |
27 | 2008.03.18 01:00 | buy | 14 | 0.10 | 1.5745 | 1.5543 | 1.5825 | ||
28 | 2008.03.18 11:27 | t/p | 14 | 0.10 | 1.5825 | 1.5543 | 1.5825 | 80.00 | 1555.89 |
29 | 2008.03.18 15:00 | sell | 15 | 0.10 | 1.5781 | 1.5983 | 1.5701 | ||
30 | 2008.03.18 20:01 | t/p | 15 | 0.10 | 1.5701 | 1.5983 | 1.5701 | 80.00 | 1635.89 |
31 | 2008.03.19 02:00 | buy | 16 | 0.10 | 1.5662 | 1.5460 | 1.5742 | ||
32 | 2008.03.19 09:46 | t/p | 16 | 0.10 | 1.5742 | 1.5460 | 1.5742 | 80.00 | 1715.89 |
33 | 2008.03.20 00:00 | buy | 17 | 0.10 | 1.5644 | 1.5442 | 1.5724 | ||
34 | 2008.03.20 11:36 | s/l | 17 | 0.10 | 1.5442 | 1.5442 | 1.5724 | -202.00 | 1513.89 |
35 | 2008.03.21 05:00 | buy | 18 | 0.10 | 1.5419 | 1.5217 | 1.5499 | ||
36 | 2008.03.25 03:24 | t/p | 18 | 0.10 | 1.5499 | 1.5217 | 1.5499 | 80.02 | 1593.91 |
37 | 2008.04.01 04:00 | buy | 19 | 0.10 | 1.5773 | 1.5571 | 1.5853 | ||
38 | 2008.04.01 16:25 | s/l | 19 | 0.10 | 1.5571 | 1.5571 | 1.5853 | -202.00 | 1391.91 |
39 | 2008.04.03 02:00 | sell | 20 | 0.10 | 1.5675 | 1.5877 | 1.5595 | ||
40 | 2008.04.03 10:56 | t/p | 20 | 0.10 | 1.5595 | 1.5877 | 1.5595 | 80.00 | 1471.91 |
41 | 2008.04.04 02:00 | sell | 21 | 0.10 | 1.5660 | 1.5862 | 1.5580 | ||
42 | 2008.04.09 19:00 | s/l | 21 | 0.10 | 1.5862 | 1.5862 | 1.5580 | -202.09 | 1269.82 |
43 | 2008.04.10 09:00 | sell | 22 | 0.10 | 1.5813 | 1.6015 | 1.5733 | ||
44 | 2008.04.10 17:52 | t/p | 22 | 0.10 | 1.5733 | 1.6015 | 1.5733 | 80.00 | 1349.82 |
45 | 2008.04.11 02:00 | buy | 23 | 0.10 | 1.5758 | 1.5556 | 1.5838 | ||
46 | 2008.04.11 09:32 | t/p | 23 | 0.10 | 1.5838 | 1.5556 | 1.5838 | 80.00 | 1429.82 |
47 | 2008.04.14 07:00 | buy | 24 | 0.10 | 1.5707 | 1.5505 | 1.5787 | ||
48 | 2008.04.14 09:54 | t/p | 24 | 0.10 | 1.5787 | 1.5505 | 1.5787 | 80.00 | 1509.82 |
49 | 2008.04.18 20:01 | buy | 25 | 0.10 | 1.5773 | 1.5571 | 1.5853 | ||
50 | 2008.04.21 09:50 | t/p | 25 | 0.10 | 1.5853 | 1.5571 | 1.5853 | 80.01 | 1589.83 |
51 | 2008.04.22 21:00 | sell | 26 | 0.10 | 1.5996 | 1.6198 | 1.5916 | ||
52 | 2008.04.23 15:02 | t/p | 26 | 0.10 | 1.5916 | 1.6198 | 1.5916 | 79.97 | 1669.80 |
53 | 2008.04.30 02:00 | buy | 27 | 0.10 | 1.5577 | 1.5375 | 1.5657 | ||
54 | 2008.05.02 14:32 | s/l | 27 | 0.10 | 1.5375 | 1.5375 | 1.5657 | -201.96 | 1467.84 |
55 | 2008.05.05 21:00 | sell | 28 | 0.10 | 1.5496 | 1.5698 | 1.5416 | ||
56 | 2008.05.07 12:10 | t/p | 28 | 0.10 | 1.5416 | 1.5698 | 1.5416 | 79.94 | 1547.78 |
57 | 2008.05.08 22:00 | sell | 29 | 0.10 | 1.5396 | 1.5598 | 1.5316 | ||
58 | 2008.05.16 17:20 | s/l | 29 | 0.10 | 1.5598 | 1.5598 | 1.5316 | -202.24 | 1345.54 |
59 | 2008.05.22 02:00 | sell | 30 | 0.10 | 1.5781 | 1.5983 | 1.5701 | ||
60 | 2008.05.22 16:24 | t/p | 30 | 0.10 | 1.5701 | 1.5983 | 1.5701 | 80.00 | 1425.54 |
61 | 2008.05.28 22:00 | buy | 31 | 0.10 | 1.5647 | 1.5445 | 1.5727 | ||
62 | 2008.06.03 15:27 | s/l | 31 | 0.10 | 1.5445 | 1.5445 | 1.5727 | -201.94 | 1223.60 |
63 | 2008.06.03 22:00 | buy | 32 | 0.10 | 1.5462 | 1.5260 | 1.5542 | ||
64 | 2008.06.05 15:37 | t/p | 32 | 0.10 | 1.5542 | 1.5260 | 1.5542 | 80.04 | 1303.64 |
65 | 2008.06.17 10:00 | sell | 33 | 0.10 | 1.5517 | 1.5719 | 1.5437 | ||
66 | 2008.06.26 11:54 | s/l | 33 | 0.10 | 1.5719 | 1.5719 | 1.5437 | -202.33 | 1101.31 |
67 | 2008.06.30 05:00 | sell | 34 | 0.10 | 1.5787 | 1.5989 | 1.5707 | ||
68 | 2008.07.03 16:37 | t/p | 34 | 0.10 | 1.5707 | 1.5989 | 1.5707 | 79.85 | 1181.16 |
69 | 2008.07.04 00:00 | buy | 35 | 0.10 | 1.5697 | 1.5495 | 1.5777 | ||
70 | 2008.07.10 16:22 | t/p | 35 | 0.10 | 1.5777 | 1.5495 | 1.5777 | 80.06 | 1261.22 |
71 | 2008.07.14 15:00 | buy | 36 | 0.10 | 1.5880 | 1.5678 | 1.5960 | ||
72 | 2008.07.15 08:50 | t/p | 36 | 0.10 | 1.5960 | 1.5678 | 1.5960 | 80.01 | 1341.23 |
73 | 2008.07.21 09:00 | sell | 37 | 0.10 | 1.5857 | 1.6059 | 1.5777 | ||
74 | 2008.07.22 18:25 | t/p | 37 | 0.10 | 1.5777 | 1.6059 | 1.5777 | 79.97 | 1421.20 |
75 | 2008.07.31 12:00 | sell | 38 | 0.10 | 1.5617 | 1.5819 | 1.5537 | ||
76 | 2008.08.01 14:33 | t/p | 38 | 0.10 | 1.5537 | 1.5819 | 1.5537 | 79.97 | 1501.17 |
77 | 2008.08.04 09:00 | sell | 39 | 0.10 | 1.5579 | 1.5781 | 1.5499 | ||
78 | 2008.08.05 09:59 | t/p | 39 | 0.10 | 1.5499 | 1.5781 | 1.5499 | 79.97 | 1581.14 |
79 | 2008.08.13 11:00 | sell | 40 | 0.10 | 1.4917 | 1.5119 | 1.4837 | ||
80 | 2008.08.14 18:06 | t/p | 40 | 0.10 | 1.4837 | 1.5119 | 1.4837 | 79.91 | 1661.05 |
81 | 2008.08.15 05:00 | buy | 41 | 0.10 | 1.4783 | 1.4581 | 1.4863 | ||
82 | 2008.08.21 16:11 | t/p | 41 | 0.10 | 1.4863 | 1.4581 | 1.4863 | 80.06 | 1741.11 |
83 | 2008.08.22 17:00 | buy | 42 | 0.10 | 1.4816 | 1.4614 | 1.4896 | ||
84 | 2008.08.26 10:06 | s/l | 42 | 0.10 | 1.4614 | 1.4614 | 1.4896 | -201.98 | 1539.13 |
85 | 2008.08.27 08:00 | sell | 43 | 0.10 | 1.4695 | 1.4897 | 1.4615 | ||
86 | 2008.09.01 13:00 | t/p | 43 | 0.10 | 1.4615 | 1.4897 | 1.4615 | 79.85 | 1618.98 |
87 | 2008.09.01 18:00 | buy | 44 | 0.10 | 1.4603 | 1.4401 | 1.4683 | ||
88 | 2008.09.03 10:11 | s/l | 44 | 0.10 | 1.4401 | 1.4401 | 1.4683 | -201.98 | 1417.00 |
89 | 2008.09.08 09:00 | sell | 45 | 0.10 | 1.4321 | 1.4523 | 1.4241 | ||
90 | 2008.09.08 10:57 | t/p | 45 | 0.10 | 1.4241 | 1.4523 | 1.4241 | 80.00 | 1497.00 |
91 | 2008.09.10 21:00 | buy | 46 | 0.10 | 1.4033 | 1.3831 | 1.4113 | ||
92 | 2008.09.12 10:30 | t/p | 46 | 0.10 | 1.4113 | 1.3831 | 1.4113 | 80.04 | 1577.04 |
93 | 2008.09.17 13:00 | sell | 47 | 0.10 | 1.4190 | 1.4392 | 1.4110 | ||
94 | 2008.09.17 18:02 | t/p | 47 | 0.10 | 1.4110 | 1.4392 | 1.4110 | 80.00 | 1657.04 |
95 | 2008.09.18 10:00 | sell | 48 | 0.10 | 1.4333 | 1.4535 | 1.4253 | ||
96 | 2008.09.18 12:09 | s/l | 48 | 0.10 | 1.4535 | 1.4535 | 1.4253 | -202.00 | 1455.04 |
97 | 2008.09.18 15:00 | sell | 49 | 0.10 | 1.4444 | 1.4646 | 1.4364 | ||
98 | 2008.09.18 15:52 | t/p | 49 | 0.10 | 1.4364 | 1.4646 | 1.4364 | 80.00 | 1535.04 |
99 | 2008.09.25 02:00 | buy | 50 | 0.10 | 1.4654 | 1.4452 | 1.4734 | ||
100 | 2008.09.25 07:19 | t/p | 50 | 0.10 | 1.4734 | 1.4452 | 1.4734 | 80.00 | 1615.04 |
101 | 2008.09.30 09:00 | buy | 51 | 0.10 | 1.4383 | 1.4181 | 1.4463 | ||
102 | 2008.09.30 15:41 | s/l | 51 | 0.10 | 1.4181 | 1.4181 | 1.4463 | -202.00 | 1413.04 |
103 | 2008.10.02 06:00 | buy | 52 | 0.10 | 1.3980 | 1.3778 | 1.4060 | ||
104 | 2008.10.02 14:50 | s/l | 52 | 0.10 | 1.3778 | 1.3778 | 1.4060 | -202.00 | 1211.04 |
105 | 2008.10.07 17:00 | sell | 53 | 0.10 | 1.3636 | 1.3838 | 1.3556 | ||
106 | 2008.10.08 01:28 | t/p | 53 | 0.10 | 1.3556 | 1.3838 | 1.3556 | 79.97 | 1291.01 |
107 | 2008.10.13 13:00 | sell | 54 | 0.10 | 1.3584 | 1.3786 | 1.3504 | ||
108 | 2008.10.13 18:19 | t/p | 54 | 0.10 | 1.3504 | 1.3786 | 1.3504 | 80.00 | 1371.01 |
109 | 2008.10.14 09:00 | sell | 55 | 0.10 | 1.3630 | 1.3832 | 1.3550 | ||
110 | 2008.10.15 02:02 | t/p | 55 | 0.10 | 1.3550 | 1.3832 | 1.3550 | 79.97 | 1450.98 |
111 | 2008.10.15 07:00 | buy | 56 | 0.10 | 1.3578 | 1.3376 | 1.3658 | ||
112 | 2008.10.15 12:32 | t/p | 56 | 0.10 | 1.3658 | 1.3376 | 1.3658 | 80.00 | 1530.98 |
113 | 2008.10.24 02:00 | sell | 57 | 0.10 | 1.2900 | 1.3102 | 1.2820 | ||
114 | 2008.10.24 03:54 | t/p | 57 | 0.10 | 1.2820 | 1.3102 | 1.2820 | 80.00 | 1610.98 |
115 | 2008.10.27 07:00 | buy | 58 | 0.10 | 1.2549 | 1.2347 | 1.2629 | ||
116 | 2008.10.27 10:10 | s/l | 58 | 0.10 | 1.2347 | 1.2347 | 1.2629 | -202.00 | 1408.98 |
117 | 2008.10.31 18:00 | buy | 59 | 0.10 | 1.2736 | 1.2534 | 1.2816 | ||
118 | 2008.11.03 02:28 | t/p | 59 | 0.10 | 1.2816 | 1.2534 | 1.2816 | 80.01 | 1488.99 |
119 | 2008.11.03 14:00 | sell | 60 | 0.10 | 1.2825 | 1.3027 | 1.2745 | ||
120 | 2008.11.03 15:08 | t/p | 60 | 0.10 | 1.2745 | 1.3027 | 1.2745 | 80.00 | 1568.99 |
121 | 2008.11.10 08:00 | sell | 61 | 0.10 | 1.2831 | 1.3033 | 1.2751 | ||
122 | 2008.11.10 17:49 | t/p | 61 | 0.10 | 1.2751 | 1.3033 | 1.2751 | 80.00 | 1648.99 |
123 | 2008.11.13 05:00 | buy | 62 | 0.10 | 1.2487 | 1.2285 | 1.2567 | ||
124 | 2008.11.13 13:26 | t/p | 62 | 0.10 | 1.2567 | 1.2285 | 1.2567 | 80.00 | 1728.99 |
125 | 2008.11.14 01:00 | sell | 63 | 0.10 | 1.2787 | 1.2989 | 1.2707 | ||
126 | 2008.11.14 07:16 | t/p | 63 | 0.10 | 1.2707 | 1.2989 | 1.2707 | 80.00 | 1808.99 |
127 | 2008.11.17 05:00 | buy | 64 | 0.10 | 1.2579 | 1.2377 | 1.2659 | ||
128 | 2008.11.17 09:55 | t/p | 64 | 0.10 | 1.2659 | 1.2377 | 1.2659 | 80.00 | 1888.99 |
129 | 2008.11.20 02:00 | buy | 65 | 0.10 | 1.2518 | 1.2316 | 1.2598 | ||
130 | 2008.11.21 10:53 | t/p | 65 | 0.10 | 1.2598 | 1.2316 | 1.2598 | 80.01 | 1969.00 |
131 | 2008.11.24 09:00 | sell | 66 | 0.10 | 1.2602 | 1.2804 | 1.2522 | ||
132 | 2008.11.24 15:12 | s/l | 66 | 0.10 | 1.2804 | 1.2804 | 1.2522 | -202.00 | 1767.00 |
133 | 2008.11.26 02:01 | sell | 67 | 0.10 | 1.3018 | 1.3220 | 1.2938 | ||
134 | 2008.11.26 09:11 | t/p | 67 | 0.10 | 1.2938 | 1.3220 | 1.2938 | 80.00 | 1847.00 |
135 | 2008.12.02 21:00 | sell | 68 | 0.10 | 1.2703 | 1.2905 | 1.2623 | ||
136 | 2008.12.03 10:15 | t/p | 68 | 0.10 | 1.2623 | 1.2905 | 1.2623 | 79.97 | 1926.97 |
137 | 2008.12.04 06:00 | sell | 69 | 0.10 | 1.2671 | 1.2873 | 1.2591 | ||
138 | 2008.12.04 10:00 | t/p | 69 | 0.10 | 1.2591 | 1.2873 | 1.2591 | 80.00 | 2006.97 |
139 | 2008.12.04 14:00 | buy | 70 | 0.10 | 1.2632 | 1.2430 | 1.2712 | ||
140 | 2008.12.04 16:40 | t/p | 70 | 0.10 | 1.2712 | 1.2430 | 1.2712 | 80.00 | 2086.97 |
141 | 2008.12.19 01:00 | buy | 71 | 0.10 | 1.4295 | 1.4093 | 1.4375 | ||
142 | 2008.12.19 09:59 | s/l | 71 | 0.10 | 1.4093 | 1.4093 | 1.4375 | -202.00 | 1884.97 |
143 | 2008.12.23 02:01 | buy | 72 | 0.10 | 1.3974 | 1.3772 | 1.4054 | ||
144 | 2008.12.26 08:09 | t/p | 72 | 0.10 | 1.4054 | 1.3772 | 1.4054 | 80.05 | 1965.02 |