Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 1 Час (H1) 2000.01.03 00:00 - 2000.12.29 23:00 (2000.01.01 - 2001.01.01) | ||||
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=110; StopStochastic=110; MMSet="Управление капиталом"; MM=false; MMRisk=0.1; Lots=0.1; | ||||
Баров в истории | 7234 | Смоделировано тиков | 1397601 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 5000.00 | ||||
Чистая прибыль | -502.57 | Общая прибыль | 2969.30 | Общий убыток | -3471.87 |
Прибыльность | 0.86 | Матожидание выигрыша | -8.67 | ||
Абсолютная просадка | 628.56 | Максимальная просадка | 963.39 (18.06%) | Относительная просадка | 18.06% (963.39) |
Всего сделок | 58 | Короткие позиции (% выигравших) | 26 (50.00%) | Длинные позиции (% выигравших) | 32 (43.75%) |
Прибыльные сделки (% от всех) | 27 (46.55%) | Убыточные сделки (% от всех) | 31 (53.45%) | ||
Самая большая | прибыльная сделка | 110.12 | убыточная сделка | -112.15 | |
Средняя | прибыльная сделка | 109.97 | убыточная сделка | -112.00 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 4 (439.94) | непрерывных проигрышей (убыток) | 4 (-448.03) | |
Максимальная | непрерывная прибыль (число выигрышей) | 439.94 (4) | непрерывный убыток (число проигрышей) | -448.03 (4) | |
Средний | непрерывный выигрыш | 1 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2000.01.04 01:00 | sell | 1 | 0.10 | 1.0237 | 1.0349 | 1.0127 | ||
2 | 2000.01.05 08:23 | s/l | 1 | 0.10 | 1.0349 | 1.0349 | 1.0127 | -112.03 | 4887.97 |
3 | 2000.01.07 18:00 | buy | 2 | 0.10 | 1.0301 | 1.0189 | 1.0411 | ||
4 | 2000.01.14 14:34 | s/l | 2 | 0.10 | 1.0189 | 1.0189 | 1.0411 | -111.93 | 4776.04 |
5 | 2000.01.19 03:00 | sell | 3 | 0.10 | 1.0144 | 1.0256 | 1.0034 | ||
6 | 2000.01.24 00:01 | t/p | 3 | 0.10 | 1.0034 | 1.0256 | 1.0034 | 109.85 | 4885.89 |
7 | 2000.01.24 04:00 | buy | 4 | 0.10 | 1.0050 | 0.9938 | 1.0160 | ||
8 | 2000.01.27 14:45 | s/l | 4 | 0.10 | 0.9938 | 0.9938 | 1.0160 | -111.95 | 4773.94 |
9 | 2000.01.31 14:00 | sell | 5 | 0.10 | 0.9791 | 0.9903 | 0.9681 | ||
10 | 2000.01.31 19:50 | t/p | 5 | 0.10 | 0.9681 | 0.9903 | 0.9681 | 110.00 | 4883.94 |
11 | 2000.02.01 08:00 | buy | 6 | 0.10 | 0.9707 | 0.9595 | 0.9817 | ||
12 | 2000.02.03 16:12 | t/p | 6 | 0.10 | 0.9817 | 0.9595 | 0.9817 | 110.04 | 4993.98 |
13 | 2000.02.09 11:00 | sell | 7 | 0.10 | 0.9897 | 1.0009 | 0.9787 | ||
14 | 2000.02.14 17:30 | t/p | 7 | 0.10 | 0.9787 | 1.0009 | 0.9787 | 109.85 | 5103.83 |
15 | 2000.02.14 21:01 | buy | 8 | 0.10 | 0.9814 | 0.9702 | 0.9924 | ||
16 | 2000.02.17 10:48 | t/p | 8 | 0.10 | 0.9924 | 0.9702 | 0.9924 | 110.05 | 5213.88 |
17 | 2000.02.23 22:00 | buy | 9 | 0.10 | 1.0032 | 0.9920 | 1.0142 | ||
18 | 2000.02.24 13:15 | s/l | 9 | 0.10 | 0.9920 | 0.9920 | 1.0142 | -111.97 | 5101.91 |
19 | 2000.02.29 01:00 | sell | 10 | 0.10 | 0.9675 | 0.9787 | 0.9565 | ||
20 | 2000.02.29 09:39 | s/l | 10 | 0.10 | 0.9787 | 0.9787 | 0.9565 | -112.00 | 4989.91 |
21 | 2000.03.01 03:00 | buy | 11 | 0.10 | 0.9669 | 0.9557 | 0.9779 | ||
22 | 2000.03.02 08:39 | t/p | 11 | 0.10 | 0.9779 | 0.9557 | 0.9779 | 110.03 | 5099.94 |
23 | 2000.03.03 03:00 | buy | 12 | 0.10 | 0.9648 | 0.9536 | 0.9758 | ||
24 | 2000.03.07 18:24 | s/l | 12 | 0.10 | 0.9536 | 0.9536 | 0.9758 | -111.98 | 4987.96 |
25 | 2000.03.08 11:00 | sell | 13 | 0.10 | 0.9595 | 0.9707 | 0.9485 | ||
26 | 2000.03.13 09:56 | s/l | 13 | 0.10 | 0.9707 | 0.9707 | 0.9485 | -112.15 | 4875.81 |
27 | 2000.03.14 04:00 | buy | 14 | 0.10 | 0.9647 | 0.9535 | 0.9757 | ||
28 | 2000.03.24 02:20 | t/p | 14 | 0.10 | 0.9757 | 0.9535 | 0.9757 | 110.12 | 4985.93 |
29 | 2000.03.27 10:00 | sell | 15 | 0.10 | 0.9774 | 0.9886 | 0.9664 | ||
30 | 2000.03.27 18:18 | t/p | 15 | 0.10 | 0.9664 | 0.9886 | 0.9664 | 110.00 | 5095.93 |
31 | 2000.03.30 14:00 | sell | 16 | 0.10 | 0.9554 | 0.9666 | 0.9444 | ||
32 | 2000.04.04 18:59 | s/l | 16 | 0.10 | 0.9666 | 0.9666 | 0.9444 | -112.09 | 4983.84 |
33 | 2000.04.05 17:00 | sell | 17 | 0.10 | 0.9660 | 0.9772 | 0.9550 | ||
34 | 2000.04.07 14:33 | t/p | 17 | 0.10 | 0.9550 | 0.9772 | 0.9550 | 109.88 | 5093.72 |
35 | 2000.04.10 03:00 | buy | 18 | 0.10 | 0.9560 | 0.9448 | 0.9670 | ||
36 | 2000.04.17 03:58 | t/p | 18 | 0.10 | 0.9670 | 0.9448 | 0.9670 | 110.07 | 5203.79 |
37 | 2000.04.25 02:01 | buy | 19 | 0.10 | 0.9390 | 0.9278 | 0.9500 | ||
38 | 2000.04.25 14:42 | s/l | 19 | 0.10 | 0.9278 | 0.9278 | 0.9500 | -112.00 | 5091.79 |
39 | 2000.05.02 07:01 | sell | 20 | 0.10 | 0.9165 | 0.9277 | 0.9055 | ||
40 | 2000.05.02 17:09 | t/p | 20 | 0.10 | 0.9055 | 0.9277 | 0.9055 | 110.00 | 5201.79 |
41 | 2000.05.22 01:02 | sell | 21 | 0.10 | 0.8977 | 0.9089 | 0.8867 | ||
42 | 2000.05.23 09:27 | s/l | 21 | 0.10 | 0.9089 | 0.9089 | 0.8867 | -112.03 | 5089.76 |
43 | 2000.05.25 04:00 | buy | 22 | 0.10 | 0.9045 | 0.8933 | 0.9155 | ||
44 | 2000.05.26 07:49 | t/p | 22 | 0.10 | 0.9155 | 0.8933 | 0.9155 | 110.01 | 5199.77 |
45 | 2000.05.31 04:00 | buy | 23 | 0.10 | 0.9320 | 0.9208 | 0.9430 | ||
46 | 2000.06.02 14:42 | t/p | 23 | 0.10 | 0.9430 | 0.9208 | 0.9430 | 110.04 | 5309.81 |
47 | 2000.06.02 18:00 | sell | 24 | 0.10 | 0.9426 | 0.9538 | 0.9316 | ||
48 | 2000.06.06 14:44 | s/l | 24 | 0.10 | 0.9538 | 0.9538 | 0.9316 | -112.06 | 5197.75 |
49 | 2000.06.09 04:01 | buy | 25 | 0.10 | 0.9557 | 0.9445 | 0.9667 | ||
50 | 2000.06.19 07:07 | t/p | 25 | 0.10 | 0.9667 | 0.9445 | 0.9667 | 110.08 | 5307.83 |
51 | 2000.06.20 16:00 | buy | 26 | 0.10 | 0.9563 | 0.9451 | 0.9673 | ||
52 | 2000.06.21 14:36 | s/l | 26 | 0.10 | 0.9451 | 0.9451 | 0.9673 | -111.99 | 5195.84 |
53 | 2000.06.22 15:00 | buy | 27 | 0.10 | 0.9430 | 0.9318 | 0.9540 | ||
54 | 2000.06.26 09:19 | s/l | 27 | 0.10 | 0.9318 | 0.9318 | 0.9540 | -111.98 | 5083.86 |
55 | 2000.06.26 12:00 | buy | 28 | 0.10 | 0.9335 | 0.9223 | 0.9445 | ||
56 | 2000.06.27 16:43 | t/p | 28 | 0.10 | 0.9445 | 0.9223 | 0.9445 | 110.01 | 5193.87 |
57 | 2000.06.28 01:00 | sell | 29 | 0.10 | 0.9457 | 0.9569 | 0.9347 | ||
58 | 2000.06.30 09:58 | s/l | 29 | 0.10 | 0.9569 | 0.9569 | 0.9347 | -112.12 | 5081.75 |
59 | 2000.07.03 04:01 | buy | 30 | 0.10 | 0.9545 | 0.9433 | 0.9655 | ||
60 | 2000.07.12 17:02 | s/l | 30 | 0.10 | 0.9433 | 0.9433 | 0.9655 | -111.91 | 4969.84 |
61 | 2000.07.13 07:00 | buy | 31 | 0.10 | 0.9415 | 0.9303 | 0.9525 | ||
62 | 2000.07.18 19:20 | s/l | 31 | 0.10 | 0.9303 | 0.9303 | 0.9525 | -111.97 | 4857.87 |
63 | 2000.07.20 05:01 | sell | 32 | 0.10 | 0.9247 | 0.9359 | 0.9137 | ||
64 | 2000.07.21 09:15 | s/l | 32 | 0.10 | 0.9359 | 0.9359 | 0.9137 | -112.03 | 4745.84 |
65 | 2000.07.21 11:00 | sell | 33 | 0.10 | 0.9346 | 0.9458 | 0.9236 | ||
66 | 2000.07.28 14:39 | t/p | 33 | 0.10 | 0.9236 | 0.9458 | 0.9236 | 109.79 | 4855.63 |
67 | 2000.08.02 03:00 | buy | 34 | 0.10 | 0.9156 | 0.9044 | 0.9266 | ||
68 | 2000.08.03 12:41 | s/l | 34 | 0.10 | 0.9044 | 0.9044 | 0.9266 | -111.97 | 4743.66 |
69 | 2000.08.07 08:00 | sell | 35 | 0.10 | 0.9086 | 0.9198 | 0.8976 | ||
70 | 2000.08.09 09:58 | t/p | 35 | 0.10 | 0.8976 | 0.9198 | 0.8976 | 109.94 | 4853.60 |
71 | 2000.08.15 05:01 | sell | 36 | 0.10 | 0.9061 | 0.9173 | 0.8951 | ||
72 | 2000.08.16 08:21 | s/l | 36 | 0.10 | 0.9173 | 0.9173 | 0.8951 | -112.03 | 4741.57 |
73 | 2000.08.17 08:00 | sell | 37 | 0.10 | 0.9147 | 0.9259 | 0.9037 | ||
74 | 2000.08.21 09:01 | t/p | 37 | 0.10 | 0.9037 | 0.9259 | 0.9037 | 109.94 | 4851.51 |
75 | 2000.08.23 02:00 | buy | 38 | 0.10 | 0.8972 | 0.8860 | 0.9082 | ||
76 | 2000.08.31 17:34 | s/l | 38 | 0.10 | 0.8860 | 0.8860 | 0.9082 | -111.90 | 4739.61 |
77 | 2000.08.31 22:00 | buy | 39 | 0.10 | 0.8882 | 0.8770 | 0.8992 | ||
78 | 2000.09.01 16:05 | t/p | 39 | 0.10 | 0.8992 | 0.8770 | 0.8992 | 110.01 | 4849.62 |
79 | 2000.09.05 02:00 | buy | 40 | 0.10 | 0.8981 | 0.8869 | 0.9091 | ||
80 | 2000.09.05 12:55 | s/l | 40 | 0.10 | 0.8869 | 0.8869 | 0.9091 | -112.00 | 4737.62 |
81 | 2000.09.07 23:00 | sell | 41 | 0.10 | 0.8713 | 0.8825 | 0.8603 | ||
82 | 2000.09.11 11:34 | t/p | 41 | 0.10 | 0.8603 | 0.8825 | 0.8603 | 109.94 | 4847.56 |
83 | 2000.09.11 16:00 | buy | 42 | 0.10 | 0.8628 | 0.8516 | 0.8738 | ||
84 | 2000.09.18 04:21 | s/l | 42 | 0.10 | 0.8516 | 0.8516 | 0.8738 | -111.93 | 4735.63 |
85 | 2000.09.27 03:00 | sell | 43 | 0.10 | 0.8815 | 0.8927 | 0.8705 | ||
86 | 2000.10.05 16:00 | t/p | 43 | 0.10 | 0.8705 | 0.8927 | 0.8705 | 109.70 | 4845.33 |
87 | 2000.10.09 03:01 | buy | 44 | 0.10 | 0.8693 | 0.8581 | 0.8803 | ||
88 | 2000.10.13 17:07 | s/l | 44 | 0.10 | 0.8581 | 0.8581 | 0.8803 | -111.94 | 4733.39 |
89 | 2000.10.16 05:00 | buy | 45 | 0.10 | 0.8551 | 0.8439 | 0.8661 | ||
90 | 2000.10.18 17:06 | s/l | 45 | 0.10 | 0.8439 | 0.8439 | 0.8661 | -111.98 | 4621.41 |
91 | 2000.10.20 08:00 | sell | 46 | 0.10 | 0.8460 | 0.8572 | 0.8350 | ||
92 | 2000.10.23 17:11 | t/p | 46 | 0.10 | 0.8350 | 0.8572 | 0.8350 | 109.97 | 4731.38 |
93 | 2000.10.24 05:00 | buy | 47 | 0.10 | 0.8362 | 0.8250 | 0.8472 | ||
94 | 2000.10.25 18:42 | s/l | 47 | 0.10 | 0.8250 | 0.8250 | 0.8472 | -111.99 | 4619.39 |
95 | 2000.10.27 19:00 | sell | 48 | 0.10 | 0.8401 | 0.8513 | 0.8291 | ||
96 | 2000.10.30 13:16 | s/l | 48 | 0.10 | 0.8513 | 0.8513 | 0.8291 | -112.03 | 4507.36 |
97 | 2000.10.31 04:00 | buy | 49 | 0.10 | 0.8415 | 0.8303 | 0.8525 | ||
98 | 2000.11.01 08:37 | t/p | 49 | 0.10 | 0.8525 | 0.8303 | 0.8525 | 110.01 | 4617.37 |
99 | 2000.11.03 03:00 | buy | 50 | 0.10 | 0.8597 | 0.8485 | 0.8707 | ||
100 | 2000.11.03 11:02 | t/p | 50 | 0.10 | 0.8707 | 0.8485 | 0.8707 | 110.00 | 4727.37 |
101 | 2000.11.06 21:00 | buy | 51 | 0.10 | 0.8610 | 0.8498 | 0.8720 | ||
102 | 2000.11.17 16:09 | s/l | 51 | 0.10 | 0.8498 | 0.8498 | 0.8720 | -111.87 | 4615.50 |
103 | 2000.11.20 02:00 | buy | 52 | 0.10 | 0.8491 | 0.8379 | 0.8601 | ||
104 | 2000.11.23 17:29 | s/l | 52 | 0.10 | 0.8379 | 0.8379 | 0.8601 | -111.95 | 4503.55 |
105 | 2000.11.24 08:00 | buy | 53 | 0.10 | 0.8392 | 0.8280 | 0.8502 | ||
106 | 2000.11.27 17:53 | t/p | 53 | 0.10 | 0.8502 | 0.8280 | 0.8502 | 110.01 | 4613.56 |
107 | 2000.11.29 01:01 | sell | 54 | 0.10 | 0.8563 | 0.8675 | 0.8453 | ||
108 | 2000.11.30 10:14 | s/l | 54 | 0.10 | 0.8675 | 0.8675 | 0.8453 | -112.09 | 4501.47 |
109 | 2000.12.04 02:00 | sell | 55 | 0.10 | 0.8774 | 0.8886 | 0.8664 | ||
110 | 2000.12.04 11:53 | s/l | 55 | 0.10 | 0.8886 | 0.8886 | 0.8664 | -112.00 | 4389.47 |
111 | 2000.12.04 17:00 | sell | 56 | 0.10 | 0.8892 | 0.9004 | 0.8782 | ||
112 | 2000.12.06 08:25 | t/p | 56 | 0.10 | 0.8782 | 0.9004 | 0.8782 | 109.94 | 4499.41 |
113 | 2000.12.18 23:00 | buy | 57 | 0.10 | 0.8953 | 0.8841 | 0.9063 | ||
114 | 2000.12.20 13:09 | t/p | 57 | 0.10 | 0.9063 | 0.8841 | 0.9063 | 110.02 | 4609.43 |
115 | 2000.12.22 02:00 | sell | 58 | 0.10 | 0.9150 | 0.9262 | 0.9040 | ||
116 | 2000.12.22 11:25 | s/l | 58 | 0.10 | 0.9262 | 0.9262 | 0.9040 | -112.00 | 4497.43 |