Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 1 Час (H1) 2009.01.02 06:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
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 | 7149 | Смоделировано тиков | 12426357 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 1000.00 | ||||
Чистая прибыль | -205.69 | Общая прибыль | 3836.72 | Общий убыток | -4042.41 |
Прибыльность | 0.95 | Матожидание выигрыша | -3.02 | ||
Абсолютная просадка | 813.72 | Максимальная просадка | 831.73 (81.70%) | Относительная просадка | 81.70% (831.73) |
Всего сделок | 68 | Короткие позиции (% выигравших) | 35 (68.57%) | Длинные позиции (% выигравших) | 33 (72.73%) |
Прибыльные сделки (% от всех) | 48 (70.59%) | Убыточные сделки (% от всех) | 20 (29.41%) | ||
Самая большая | прибыльная сделка | 80.65 | убыточная сделка | -202.50 | |
Средняя | прибыльная сделка | 79.93 | убыточная сделка | -202.12 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 10 (799.37) | непрерывных проигрышей (убыток) | 2 (-404.55) | |
Максимальная | непрерывная прибыль (число выигрышей) | 799.37 (10) | непрерывный убыток (число проигрышей) | -404.55 (2) | |
Средний | непрерывный выигрыш | 3 | непрерывный проигрыш | 1 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2009.01.05 16:00 | buy | 1 | 0.10 | 1.3640 | 1.3438 | 1.3720 | ||
2 | 2009.01.06 09:14 | s/l | 1 | 0.10 | 1.3438 | 1.3438 | 1.3720 | -201.99 | 798.01 |
3 | 2009.01.07 08:00 | sell | 2 | 0.10 | 1.3488 | 1.3690 | 1.3408 | ||
4 | 2009.01.07 14:29 | s/l | 2 | 0.10 | 1.3690 | 1.3690 | 1.3408 | -202.00 | 596.01 |
5 | 2009.01.08 13:00 | buy | 3 | 0.10 | 1.3568 | 1.3366 | 1.3648 | ||
6 | 2009.01.08 14:27 | t/p | 3 | 0.10 | 1.3648 | 1.3366 | 1.3648 | 80.00 | 676.01 |
7 | 2009.01.09 00:02 | sell | 4 | 0.10 | 1.3704 | 1.3906 | 1.3624 | ||
8 | 2009.01.09 14:46 | t/p | 4 | 0.10 | 1.3624 | 1.3906 | 1.3624 | 80.00 | 756.01 |
9 | 2009.01.22 20:00 | buy | 5 | 0.10 | 1.2985 | 1.2783 | 1.3065 | ||
10 | 2009.01.23 10:44 | s/l | 5 | 0.10 | 1.2783 | 1.2783 | 1.3065 | -201.99 | 554.02 |
11 | 2009.01.28 12:00 | sell | 6 | 0.10 | 1.3243 | 1.3445 | 1.3163 | ||
12 | 2009.01.28 20:22 | t/p | 6 | 0.10 | 1.3163 | 1.3445 | 1.3163 | 80.00 | 634.02 |
13 | 2009.01.29 07:00 | buy | 7 | 0.10 | 1.3115 | 1.2913 | 1.3195 | ||
14 | 2009.01.30 01:18 | s/l | 7 | 0.10 | 1.2913 | 1.2913 | 1.3195 | -201.99 | 432.03 |
15 | 2009.02.05 03:00 | buy | 8 | 0.10 | 1.2837 | 1.2635 | 1.2917 | ||
16 | 2009.02.06 19:10 | t/p | 8 | 0.10 | 1.2917 | 1.2635 | 1.2917 | 80.01 | 512.04 |
17 | 2009.02.11 07:00 | buy | 9 | 0.10 | 1.2903 | 1.2701 | 1.2983 | ||
18 | 2009.02.11 09:56 | t/p | 9 | 0.10 | 1.2983 | 1.2701 | 1.2983 | 80.00 | 592.04 |
19 | 2009.02.12 17:00 | buy | 10 | 0.10 | 1.2776 | 1.2574 | 1.2856 | ||
20 | 2009.02.12 21:43 | t/p | 10 | 0.10 | 1.2856 | 1.2574 | 1.2856 | 80.00 | 672.04 |
21 | 2009.02.13 10:00 | sell | 11 | 0.10 | 1.2907 | 1.3109 | 1.2827 | ||
22 | 2009.02.13 14:11 | t/p | 11 | 0.10 | 1.2827 | 1.3109 | 1.2827 | 80.00 | 752.04 |
23 | 2009.02.23 01:00 | sell | 12 | 0.10 | 1.2790 | 1.2992 | 1.2710 | ||
24 | 2009.02.23 08:24 | s/l | 12 | 0.10 | 1.2992 | 1.2992 | 1.2710 | -202.00 | 550.04 |
25 | 2009.02.23 10:00 | sell | 13 | 0.10 | 1.2902 | 1.3104 | 1.2822 | ||
26 | 2009.02.23 11:37 | t/p | 13 | 0.10 | 1.2822 | 1.3104 | 1.2822 | 80.00 | 630.04 |
27 | 2009.02.25 03:00 | sell | 14 | 0.10 | 1.2859 | 1.3061 | 1.2779 | ||
28 | 2009.02.25 12:51 | t/p | 14 | 0.10 | 1.2779 | 1.3061 | 1.2779 | 80.00 | 710.04 |
29 | 2009.02.26 02:00 | buy | 15 | 0.10 | 1.2741 | 1.2539 | 1.2821 | ||
30 | 2009.03.03 00:03 | s/l | 15 | 0.10 | 1.2539 | 1.2539 | 1.2821 | -201.97 | 508.07 |
31 | 2009.03.04 04:00 | buy | 16 | 0.10 | 1.2506 | 1.2304 | 1.2586 | ||
32 | 2009.03.04 15:36 | t/p | 16 | 0.10 | 1.2586 | 1.2304 | 1.2586 | 80.00 | 588.07 |
33 | 2009.03.10 17:00 | sell | 17 | 0.10 | 1.2751 | 1.2953 | 1.2671 | ||
34 | 2009.03.10 19:04 | t/p | 17 | 0.10 | 1.2671 | 1.2953 | 1.2671 | 80.00 | 668.07 |
35 | 2009.03.18 02:00 | sell | 18 | 0.10 | 1.3011 | 1.3213 | 1.2931 | ||
36 | 2009.03.18 19:18 | s/l | 18 | 0.10 | 1.3213 | 1.3213 | 1.2931 | -202.00 | 466.07 |
37 | 2009.03.23 00:00 | buy | 19 | 0.10 | 1.36584 | 1.3456 | 1.3738 | ||
38 | 2009.03.24 20:32 | s/l | 19 | 0.10 | 1.3456 | 1.3456 | 1.3738 | -202.39 | 263.68 |
39 | 2009.03.25 00:00 | buy | 20 | 0.10 | 1.34954 | 1.3293 | 1.3575 | ||
40 | 2009.03.25 14:59 | t/p | 20 | 0.10 | 1.3575 | 1.3293 | 1.3575 | 79.60 | 343.28 |
41 | 2009.03.26 04:00 | sell | 21 | 0.10 | 1.35581 | 1.3760 | 1.3478 | ||
42 | 2009.03.27 10:40 | t/p | 21 | 0.10 | 1.3478 | 1.3760 | 1.3478 | 80.07 | 423.35 |
43 | 2009.04.10 05:00 | buy | 22 | 0.10 | 1.31321 | 1.2930 | 1.3212 | ||
44 | 2009.04.13 09:09 | t/p | 22 | 0.10 | 1.3212 | 1.2930 | 1.3212 | 79.91 | 503.26 |
45 | 2009.04.14 17:00 | buy | 23 | 0.10 | 1.32564 | 1.3054 | 1.3336 | ||
46 | 2009.04.17 12:44 | s/l | 23 | 0.10 | 1.3054 | 1.3054 | 1.3336 | -202.35 | 300.91 |
47 | 2009.04.20 15:00 | buy | 24 | 0.10 | 1.29803 | 1.2778 | 1.3060 | ||
48 | 2009.04.23 11:11 | t/p | 24 | 0.10 | 1.3060 | 1.2778 | 1.3060 | 79.75 | 380.66 |
49 | 2009.04.30 21:00 | buy | 25 | 0.10 | 1.32638 | 1.3062 | 1.3344 | ||
50 | 2009.05.04 05:00 | t/p | 25 | 0.10 | 1.3344 | 1.3062 | 1.3344 | 80.22 | 460.88 |
51 | 2009.05.07 11:00 | buy | 26 | 0.10 | 1.32976 | 1.3096 | 1.3378 | ||
52 | 2009.05.07 14:04 | t/p | 26 | 0.10 | 1.3378 | 1.3096 | 1.3378 | 80.40 | 541.28 |
53 | 2009.05.07 19:00 | sell | 27 | 0.10 | 1.33956 | 1.3598 | 1.3316 | ||
54 | 2009.05.08 19:53 | s/l | 27 | 0.10 | 1.3598 | 1.3598 | 1.3316 | -202.43 | 338.85 |
55 | 2009.05.12 15:00 | sell | 28 | 0.10 | 1.36585 | 1.3861 | 1.3579 | ||
56 | 2009.05.13 14:38 | t/p | 28 | 0.10 | 1.3579 | 1.3861 | 1.3579 | 79.47 | 418.32 |
57 | 2009.05.15 00:00 | sell | 29 | 0.10 | 1.36333 | 1.3835 | 1.3553 | ||
58 | 2009.05.15 12:15 | t/p | 29 | 0.10 | 1.3553 | 1.3835 | 1.3553 | 80.30 | 498.62 |
59 | 2009.05.21 07:00 | sell | 30 | 0.10 | 1.37701 | 1.3972 | 1.3690 | ||
60 | 2009.05.22 08:38 | s/l | 30 | 0.10 | 1.3972 | 1.3972 | 1.3690 | -201.93 | 296.69 |
61 | 2009.05.26 02:00 | sell | 31 | 0.10 | 1.40083 | 1.4210 | 1.3928 | ||
62 | 2009.05.26 10:05 | t/p | 31 | 0.10 | 1.3928 | 1.4210 | 1.3928 | 80.30 | 376.99 |
63 | 2009.05.27 04:00 | sell | 32 | 0.10 | 1.39665 | 1.4169 | 1.3887 | ||
64 | 2009.05.27 17:05 | t/p | 32 | 0.10 | 1.3887 | 1.4169 | 1.3887 | 79.50 | 456.49 |
65 | 2009.05.29 00:00 | sell | 33 | 0.10 | 1.39325 | 1.4135 | 1.3853 | ||
66 | 2009.05.29 13:23 | s/l | 33 | 0.10 | 1.4135 | 1.4135 | 1.3853 | -202.50 | 253.99 |
67 | 2009.06.02 07:00 | buy | 34 | 0.10 | 1.41666 | 1.3965 | 1.4247 | ||
68 | 2009.06.02 13:36 | t/p | 34 | 0.10 | 1.4247 | 1.3965 | 1.4247 | 80.40 | 334.39 |
69 | 2009.06.05 08:00 | sell | 35 | 0.10 | 1.4192 | 1.4394 | 1.4112 | ||
70 | 2009.06.05 14:58 | t/p | 35 | 0.10 | 1.4112 | 1.4394 | 1.4112 | 80.00 | 414.39 |
71 | 2009.06.09 23:00 | sell | 36 | 0.10 | 1.40641 | 1.4266 | 1.3984 | ||
72 | 2009.06.10 17:01 | t/p | 36 | 0.10 | 1.3984 | 1.4266 | 1.3984 | 80.07 | 494.46 |
73 | 2009.06.10 22:00 | buy | 37 | 0.10 | 1.39938 | 1.3792 | 1.4074 | ||
74 | 2009.06.11 16:15 | t/p | 37 | 0.10 | 1.4074 | 1.3792 | 1.4074 | 80.23 | 574.69 |
75 | 2009.06.11 23:00 | sell | 38 | 0.10 | 1.41078 | 1.4310 | 1.4028 | ||
76 | 2009.06.12 11:40 | t/p | 38 | 0.10 | 1.4028 | 1.4310 | 1.4028 | 79.77 | 654.46 |
77 | 2009.06.17 04:00 | buy | 39 | 0.10 | 1.38433 | 1.3641 | 1.3923 | ||
78 | 2009.06.17 08:54 | t/p | 39 | 0.10 | 1.3923 | 1.3641 | 1.3923 | 79.70 | 734.16 |
79 | 2009.06.18 07:00 | sell | 40 | 0.10 | 1.39276 | 1.4130 | 1.3848 | ||
80 | 2009.06.22 11:23 | t/p | 40 | 0.10 | 1.3848 | 1.4130 | 1.3848 | 79.54 | 813.70 |
81 | 2009.07.01 02:00 | buy | 41 | 0.10 | 1.4042 | 1.3840 | 1.4122 | ||
82 | 2009.07.01 14:57 | t/p | 41 | 0.10 | 1.4122 | 1.3840 | 1.4122 | 80.00 | 893.70 |
83 | 2009.07.01 21:00 | sell | 42 | 0.10 | 1.4148 | 1.4350 | 1.4068 | ||
84 | 2009.07.02 13:00 | t/p | 42 | 0.10 | 1.4068 | 1.4350 | 1.4068 | 79.91 | 973.61 |
85 | 2009.07.06 03:00 | buy | 43 | 0.10 | 1.39713 | 1.3769 | 1.4051 | ||
86 | 2009.07.09 18:22 | t/p | 43 | 0.10 | 1.4051 | 1.3769 | 1.4051 | 79.75 | 1053.36 |
87 | 2009.07.13 05:00 | sell | 44 | 0.10 | 1.39392 | 1.4141 | 1.3859 | ||
88 | 2009.07.16 13:28 | s/l | 44 | 0.10 | 1.4141 | 1.4141 | 1.3859 | -201.95 | 851.41 |
89 | 2009.07.17 02:00 | sell | 45 | 0.10 | 1.4131 | 1.4333 | 1.4051 | ||
90 | 2009.07.29 17:14 | t/p | 45 | 0.10 | 1.4051 | 1.4333 | 1.4051 | 79.70 | 931.11 |
91 | 2009.08.10 21:00 | buy | 46 | 0.10 | 1.4133 | 1.3931 | 1.4213 | ||
92 | 2009.08.12 16:58 | t/p | 46 | 0.10 | 1.4213 | 1.3931 | 1.4213 | 80.02 | 1011.13 |
93 | 2009.08.12 23:00 | sell | 47 | 0.10 | 1.41855 | 1.4388 | 1.4106 | ||
94 | 2009.08.17 11:23 | t/p | 47 | 0.10 | 1.4106 | 1.4388 | 1.4106 | 79.35 | 1090.48 |
95 | 2009.08.18 13:00 | sell | 48 | 0.10 | 1.41151 | 1.4317 | 1.4035 | ||
96 | 2009.08.21 11:49 | s/l | 48 | 0.10 | 1.4317 | 1.4317 | 1.4035 | -202.05 | 888.43 |
97 | 2009.08.28 01:00 | sell | 49 | 0.10 | 1.43489 | 1.4551 | 1.4269 | ||
98 | 2009.08.31 08:11 | t/p | 49 | 0.10 | 1.4269 | 1.4551 | 1.4269 | 79.87 | 968.30 |
99 | 2009.08.31 11:00 | buy | 50 | 0.10 | 1.4292 | 1.4090 | 1.4372 | ||
100 | 2009.09.01 08:02 | t/p | 50 | 0.10 | 1.4372 | 1.4090 | 1.4372 | 80.01 | 1048.31 |
101 | 2009.09.01 11:00 | sell | 51 | 0.10 | 1.43505 | 1.4553 | 1.4271 | ||
102 | 2009.09.01 17:11 | t/p | 51 | 0.10 | 1.4271 | 1.4553 | 1.4271 | 79.50 | 1127.81 |
103 | 2009.09.02 00:00 | buy | 52 | 0.10 | 1.42211 | 1.4019 | 1.4301 | ||
104 | 2009.09.03 08:52 | t/p | 52 | 0.10 | 1.4301 | 1.4019 | 1.4301 | 79.93 | 1207.74 |
105 | 2009.09.04 01:00 | buy | 53 | 0.10 | 1.42593 | 1.4057 | 1.4339 | ||
106 | 2009.09.07 08:20 | t/p | 53 | 0.10 | 1.4339 | 1.4057 | 1.4339 | 79.71 | 1287.45 |
107 | 2009.09.10 10:00 | sell | 54 | 0.10 | 1.45692 | 1.4771 | 1.4489 | ||
108 | 2009.09.22 09:26 | s/l | 54 | 0.10 | 1.4771 | 1.4771 | 1.4489 | -202.10 | 1085.35 |
109 | 2009.09.23 00:00 | sell | 55 | 0.10 | 1.47889 | 1.4991 | 1.4709 | ||
110 | 2009.09.23 23:49 | t/p | 55 | 0.10 | 1.4709 | 1.4991 | 1.4709 | 79.90 | 1165.25 |
111 | 2009.09.24 02:00 | buy | 56 | 0.10 | 1.47304 | 1.4528 | 1.4810 | ||
112 | 2009.09.29 16:01 | s/l | 56 | 0.10 | 1.4528 | 1.4528 | 1.4810 | -202.37 | 962.88 |
113 | 2009.09.29 19:00 | buy | 57 | 0.10 | 1.45819 | 1.4380 | 1.4662 | ||
114 | 2009.09.30 11:24 | t/p | 57 | 0.10 | 1.4662 | 1.4380 | 1.4662 | 80.11 | 1042.99 |
115 | 2009.10.05 08:00 | sell | 58 | 0.10 | 1.4632 | 1.4834 | 1.4552 | ||
116 | 2009.10.13 12:42 | s/l | 58 | 0.10 | 1.4834 | 1.4834 | 1.4552 | -202.24 | 840.75 |
117 | 2009.10.14 03:00 | sell | 59 | 0.10 | 1.48429 | 1.5045 | 1.4763 | ||
118 | 2009.10.21 19:57 | s/l | 59 | 0.10 | 1.5045 | 1.5045 | 1.4763 | -202.31 | 638.44 |
119 | 2009.10.21 22:00 | sell | 60 | 0.10 | 1.49976 | 1.5200 | 1.4918 | ||
120 | 2009.10.26 17:04 | t/p | 60 | 0.10 | 1.4918 | 1.5200 | 1.4918 | 79.45 | 717.89 |
121 | 2009.11.03 16:00 | buy | 61 | 0.10 | 1.46598 | 1.4458 | 1.4740 | ||
122 | 2009.11.04 07:46 | t/p | 61 | 0.10 | 1.4740 | 1.4458 | 1.4740 | 80.21 | 798.10 |
123 | 2009.11.10 21:00 | buy | 62 | 0.10 | 1.49815 | 1.4780 | 1.5062 | ||
124 | 2009.11.25 12:38 | t/p | 62 | 0.10 | 1.5062 | 1.4780 | 1.5062 | 80.65 | 878.75 |
125 | 2009.12.02 22:00 | buy | 63 | 0.10 | 1.50474 | 1.4845 | 1.5127 | ||
126 | 2009.12.03 08:31 | t/p | 63 | 0.10 | 1.5127 | 1.4845 | 1.5127 | 79.63 | 958.38 |
127 | 2009.12.04 05:00 | buy | 64 | 0.10 | 1.50609 | 1.4859 | 1.5141 | ||
128 | 2009.12.04 19:29 | s/l | 64 | 0.10 | 1.4859 | 1.4859 | 1.5141 | -201.90 | 756.48 |
129 | 2009.12.14 01:00 | buy | 65 | 0.10 | 1.4624 | 1.4422 | 1.4704 | ||
130 | 2009.12.17 03:51 | s/l | 65 | 0.10 | 1.4422 | 1.4422 | 1.4704 | -201.95 | 554.53 |
131 | 2009.12.18 09:00 | sell | 66 | 0.10 | 1.43816 | 1.4584 | 1.4302 | ||
132 | 2009.12.18 16:42 | t/p | 66 | 0.10 | 1.4302 | 1.4584 | 1.4302 | 79.60 | 634.13 |
133 | 2009.12.22 02:00 | buy | 67 | 0.10 | 1.42927 | 1.4091 | 1.4373 | ||
134 | 2009.12.24 10:18 | t/p | 67 | 0.10 | 1.4373 | 1.4091 | 1.4373 | 80.34 | 714.47 |
135 | 2009.12.28 16:00 | sell | 68 | 0.10 | 1.43949 | 1.4597 | 1.4315 | ||
136 | 2009.12.30 02:33 | t/p | 68 | 0.10 | 1.4315 | 1.4597 | 1.4315 | 79.84 | 794.31 |