Strategy Tester Report
Tsm3_1
FxPro.com-Demo04 (Build 1090)
| Символ | EURUSD (Euro vs US Dollar) | ||||
| Период | 5 Минут (M5) 2018.07.12 00:00 - 2018.07.12 23:55 (2018.07.12 - 2018.07.13) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | Lots=1; TP=1000; SL=1000; DecrFactor=80; MaxRisk=0.014; MaxLots=3; font_name="Arial"; font_size=8; ClrHi=Orange; ClrLo=PaleGreen; | ||||
| Баров в истории | 1289 | Смоделировано тиков | 115627 | Качество моделирования | 90.00% |
| Ошибки рассогласования графиков | 1 | ||||
| Начальный депозит | 10000.00 | Спред | 10 | ||
| Чистая прибыль | 1625.00 | Общая прибыль | 1664.00 | Общий убыток | -39.00 |
| Прибыльность | 42.67 | Матожидание выигрыша | 28.51 | ||
| Абсолютная просадка | 17.00 | Максимальная просадка | 376.00 (3.47%) | Относительная просадка | 3.47% (376.00) |
| Всего сделок | 57 | Короткие позиции (% выигравших) | 28 (100.00%) | Длинные позиции (% выигравших) | 29 (96.55%) |
| Прибыльные сделки (% от всех) | 56 (98.25%) | Убыточные сделки (% от всех) | 1 (1.75%) | ||
| Самая большая | прибыльная сделка | 99.00 | убыточная сделка | -39.00 | |
| Средняя | прибыльная сделка | 29.71 | убыточная сделка | -39.00 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 56 (1664.00) | непрерывных проигрышей (убыток) | 1 (-39.00) | |
| Макс. | непрерывная прибыль (число выигрышей) | 1664.00 (56) | непрерывный убыток (число проигрышей) | -39.00 (1) | |
| Средний | непрерывный выигрыш | 56 | непрерывный проигрыш | 1 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2018.07.12 00:05 | buy | 1 | 1.00 | 1.16720 | 1.15720 | 1.17720 | ||
| 2 | 2018.07.12 00:21 | close | 1 | 1.00 | 1.16740 | 1.15720 | 1.17720 | 20.00 | 10020.00 |
| 3 | 2018.07.12 00:21 | sell | 2 | 1.00 | 1.16739 | 1.17739 | 1.15739 | ||
| 4 | 2018.07.12 00:29 | close | 2 | 1.00 | 1.16723 | 1.17739 | 1.15739 | 16.00 | 10036.00 |
| 5 | 2018.07.12 00:29 | buy | 3 | 1.00 | 1.16724 | 1.15724 | 1.17724 | ||
| 6 | 2018.07.12 00:30 | close | 3 | 1.00 | 1.16747 | 1.15724 | 1.17724 | 23.00 | 10059.00 |
| 7 | 2018.07.12 00:30 | sell | 4 | 1.00 | 1.16746 | 1.17746 | 1.15746 | ||
| 8 | 2018.07.12 00:32 | close | 4 | 1.00 | 1.16728 | 1.17746 | 1.15746 | 18.00 | 10077.00 |
| 9 | 2018.07.12 00:32 | buy | 5 | 1.00 | 1.16730 | 1.15730 | 1.17730 | ||
| 10 | 2018.07.12 00:42 | close | 5 | 1.00 | 1.16761 | 1.15730 | 1.17730 | 31.00 | 10108.00 |
| 11 | 2018.07.12 00:42 | sell | 6 | 1.00 | 1.16762 | 1.17762 | 1.15762 | ||
| 12 | 2018.07.12 00:55 | close | 6 | 1.00 | 1.16743 | 1.17762 | 1.15762 | 19.00 | 10127.00 |
| 13 | 2018.07.12 00:55 | buy | 7 | 1.00 | 1.16742 | 1.15742 | 1.17742 | ||
| 14 | 2018.07.12 02:05 | close | 7 | 1.00 | 1.16759 | 1.15742 | 1.17742 | 17.00 | 10144.00 |
| 15 | 2018.07.12 02:05 | sell | 8 | 1.00 | 1.16758 | 1.17758 | 1.15758 | ||
| 16 | 2018.07.12 02:18 | close | 8 | 1.00 | 1.16742 | 1.17758 | 1.15758 | 16.00 | 10160.00 |
| 17 | 2018.07.12 02:18 | buy | 9 | 1.00 | 1.16741 | 1.15741 | 1.17741 | ||
| 18 | 2018.07.12 02:27 | close | 9 | 1.00 | 1.16757 | 1.15741 | 1.17741 | 16.00 | 10176.00 |
| 19 | 2018.07.12 02:27 | sell | 10 | 1.00 | 1.16758 | 1.17758 | 1.15758 | ||
| 20 | 2018.07.12 03:01 | close | 10 | 1.00 | 1.16709 | 1.17758 | 1.15758 | 49.00 | 10225.00 |
| 21 | 2018.07.12 03:01 | buy | 11 | 1.00 | 1.16710 | 1.15710 | 1.17710 | ||
| 22 | 2018.07.12 03:06 | close | 11 | 1.00 | 1.16753 | 1.15710 | 1.17710 | 43.00 | 10268.00 |
| 23 | 2018.07.12 03:07 | sell | 12 | 1.00 | 1.16754 | 1.17754 | 1.15754 | ||
| 24 | 2018.07.12 03:50 | close | 12 | 1.00 | 1.16738 | 1.17754 | 1.15754 | 16.00 | 10284.00 |
| 25 | 2018.07.12 03:50 | buy | 13 | 1.00 | 1.16737 | 1.15737 | 1.17737 | ||
| 26 | 2018.07.12 04:11 | close | 13 | 1.00 | 1.16753 | 1.15737 | 1.17737 | 16.00 | 10300.00 |
| 27 | 2018.07.12 04:11 | sell | 14 | 1.00 | 1.16754 | 1.17754 | 1.15754 | ||
| 28 | 2018.07.12 04:22 | close | 14 | 1.00 | 1.16738 | 1.17754 | 1.15754 | 16.00 | 10316.00 |
| 29 | 2018.07.12 04:22 | buy | 15 | 1.00 | 1.16737 | 1.15737 | 1.17737 | ||
| 30 | 2018.07.12 04:28 | close | 15 | 1.00 | 1.16753 | 1.15737 | 1.17737 | 16.00 | 10332.00 |
| 31 | 2018.07.12 04:28 | sell | 16 | 1.00 | 1.16754 | 1.17754 | 1.15754 | ||
| 32 | 2018.07.12 04:42 | close | 16 | 1.00 | 1.16738 | 1.17754 | 1.15754 | 16.00 | 10348.00 |
| 33 | 2018.07.12 04:42 | buy | 17 | 1.00 | 1.16737 | 1.15737 | 1.17737 | ||
| 34 | 2018.07.12 04:49 | close | 17 | 1.00 | 1.16753 | 1.15737 | 1.17737 | 16.00 | 10364.00 |
| 35 | 2018.07.12 04:49 | sell | 18 | 1.00 | 1.16755 | 1.17755 | 1.15755 | ||
| 36 | 2018.07.12 05:15 | close | 18 | 1.00 | 1.16739 | 1.17755 | 1.15755 | 16.00 | 10380.00 |
| 37 | 2018.07.12 05:15 | buy | 19 | 1.00 | 1.16738 | 1.15738 | 1.17738 | ||
| 38 | 2018.07.12 06:41 | close | 19 | 1.00 | 1.16754 | 1.15738 | 1.17738 | 16.00 | 10396.00 |
| 39 | 2018.07.12 06:42 | sell | 20 | 1.00 | 1.16753 | 1.17753 | 1.15753 | ||
| 40 | 2018.07.12 09:11 | close | 20 | 1.00 | 1.16737 | 1.17753 | 1.15753 | 16.00 | 10412.00 |
| 41 | 2018.07.12 09:11 | buy | 21 | 1.00 | 1.16736 | 1.15736 | 1.17736 | ||
| 42 | 2018.07.12 09:20 | close | 21 | 1.00 | 1.16759 | 1.15736 | 1.17736 | 23.00 | 10435.00 |
| 43 | 2018.07.12 09:20 | sell | 22 | 1.00 | 1.16758 | 1.17758 | 1.15758 | ||
| 44 | 2018.07.12 10:03 | close | 22 | 1.00 | 1.16742 | 1.17758 | 1.15758 | 16.00 | 10451.00 |
| 45 | 2018.07.12 10:03 | buy | 23 | 1.00 | 1.16741 | 1.15741 | 1.17741 | ||
| 46 | 2018.07.12 10:06 | close | 23 | 1.00 | 1.16838 | 1.15741 | 1.17741 | 97.00 | 10548.00 |
| 47 | 2018.07.12 10:06 | sell | 24 | 1.00 | 1.16839 | 1.17839 | 1.15839 | ||
| 48 | 2018.07.12 10:10 | close | 24 | 1.00 | 1.16797 | 1.17839 | 1.15839 | 42.00 | 10590.00 |
| 49 | 2018.07.12 10:10 | buy | 25 | 1.00 | 1.16796 | 1.15796 | 1.17796 | ||
| 50 | 2018.07.12 10:16 | close | 25 | 1.00 | 1.16842 | 1.15796 | 1.17796 | 46.00 | 10636.00 |
| 51 | 2018.07.12 10:16 | sell | 26 | 1.00 | 1.16841 | 1.17841 | 1.15841 | ||
| 52 | 2018.07.12 10:31 | close | 26 | 1.00 | 1.16825 | 1.17841 | 1.15841 | 16.00 | 10652.00 |
| 53 | 2018.07.12 10:31 | buy | 27 | 1.00 | 1.16824 | 1.15824 | 1.17824 | ||
| 54 | 2018.07.12 10:43 | close | 27 | 1.00 | 1.16851 | 1.15824 | 1.17824 | 27.00 | 10679.00 |
| 55 | 2018.07.12 10:43 | sell | 28 | 1.00 | 1.16852 | 1.17852 | 1.15852 | ||
| 56 | 2018.07.12 10:57 | close | 28 | 1.00 | 1.16836 | 1.17852 | 1.15852 | 16.00 | 10695.00 |
| 57 | 2018.07.12 10:57 | buy | 29 | 1.00 | 1.16835 | 1.15835 | 1.17835 | ||
| 58 | 2018.07.12 11:01 | close | 29 | 1.00 | 1.16892 | 1.15835 | 1.17835 | 57.00 | 10752.00 |
| 59 | 2018.07.12 11:01 | sell | 30 | 1.00 | 1.16893 | 1.17893 | 1.15893 | ||
| 60 | 2018.07.12 11:09 | close | 30 | 1.00 | 1.16852 | 1.17893 | 1.15893 | 41.00 | 10793.00 |
| 61 | 2018.07.12 11:09 | buy | 31 | 1.00 | 1.16853 | 1.15853 | 1.17853 | ||
| 62 | 2018.07.12 11:24 | close | 31 | 1.00 | 1.16869 | 1.15853 | 1.17853 | 16.00 | 10809.00 |
| 63 | 2018.07.12 11:24 | sell | 32 | 1.00 | 1.16870 | 1.17870 | 1.15870 | ||
| 64 | 2018.07.12 11:34 | close | 32 | 1.00 | 1.16854 | 1.17870 | 1.15870 | 16.00 | 10825.00 |
| 65 | 2018.07.12 11:34 | buy | 33 | 1.00 | 1.16853 | 1.15853 | 1.17853 | ||
| 66 | 2018.07.12 15:40 | close | 33 | 1.00 | 1.16869 | 1.15853 | 1.17853 | 16.00 | 10841.00 |
| 67 | 2018.07.12 15:40 | sell | 34 | 1.00 | 1.16870 | 1.17870 | 1.15870 | ||
| 68 | 2018.07.12 15:50 | close | 34 | 1.00 | 1.16771 | 1.17870 | 1.15870 | 99.00 | 10940.00 |
| 69 | 2018.07.12 15:50 | buy | 35 | 1.00 | 1.16772 | 1.15772 | 1.17772 | ||
| 70 | 2018.07.12 16:08 | close | 35 | 1.00 | 1.16788 | 1.15772 | 1.17772 | 16.00 | 10956.00 |
| 71 | 2018.07.12 16:08 | sell | 36 | 1.00 | 1.16789 | 1.17789 | 1.15789 | ||
| 72 | 2018.07.12 16:15 | close | 36 | 1.00 | 1.16757 | 1.17789 | 1.15789 | 32.00 | 10988.00 |
| 73 | 2018.07.12 16:15 | buy | 37 | 1.00 | 1.16756 | 1.15756 | 1.17756 | ||
| 74 | 2018.07.12 16:20 | close | 37 | 1.00 | 1.16788 | 1.15756 | 1.17756 | 32.00 | 11020.00 |
| 75 | 2018.07.12 16:20 | sell | 38 | 1.00 | 1.16789 | 1.17789 | 1.15789 | ||
| 76 | 2018.07.12 16:25 | close | 38 | 1.00 | 1.16728 | 1.17789 | 1.15789 | 61.00 | 11081.00 |
| 77 | 2018.07.12 16:25 | buy | 39 | 1.00 | 1.16729 | 1.15729 | 1.17729 | ||
| 78 | 2018.07.12 16:30 | close | 39 | 1.00 | 1.16788 | 1.15729 | 1.17729 | 59.00 | 11140.00 |
| 79 | 2018.07.12 16:30 | sell | 40 | 1.00 | 1.16789 | 1.17789 | 1.15789 | ||
| 80 | 2018.07.12 16:35 | close | 40 | 1.00 | 1.16767 | 1.17789 | 1.15789 | 22.00 | 11162.00 |
| 81 | 2018.07.12 16:35 | buy | 41 | 1.00 | 1.16768 | 1.15768 | 1.17768 | ||
| 82 | 2018.07.12 16:45 | close | 41 | 1.00 | 1.16793 | 1.15768 | 1.17768 | 25.00 | 11187.00 |
| 83 | 2018.07.12 16:45 | sell | 42 | 1.00 | 1.16794 | 1.17794 | 1.15794 | ||
| 84 | 2018.07.12 16:50 | close | 42 | 1.00 | 1.16737 | 1.17794 | 1.15794 | 57.00 | 11244.00 |
| 85 | 2018.07.12 16:50 | buy | 43 | 1.00 | 1.16738 | 1.15738 | 1.17738 | ||
| 86 | 2018.07.12 16:55 | close | 43 | 1.00 | 1.16781 | 1.15738 | 1.17738 | 43.00 | 11287.00 |
| 87 | 2018.07.12 16:55 | sell | 44 | 1.00 | 1.16780 | 1.17780 | 1.15780 | ||
| 88 | 2018.07.12 16:58 | close | 44 | 1.00 | 1.16707 | 1.17780 | 1.15780 | 73.00 | 11360.00 |
| 89 | 2018.07.12 16:58 | buy | 45 | 1.00 | 1.16708 | 1.15708 | 1.17708 | ||
| 90 | 2018.07.12 17:01 | close | 45 | 1.00 | 1.16783 | 1.15708 | 1.17708 | 75.00 | 11435.00 |
| 91 | 2018.07.12 17:01 | sell | 46 | 1.00 | 1.16784 | 1.17784 | 1.15784 | ||
| 92 | 2018.07.12 17:11 | close | 46 | 1.00 | 1.16768 | 1.17784 | 1.15784 | 16.00 | 11451.00 |
| 93 | 2018.07.12 17:11 | buy | 47 | 1.00 | 1.16767 | 1.15767 | 1.17767 | ||
| 94 | 2018.07.12 17:23 | close | 47 | 1.00 | 1.16786 | 1.15767 | 1.17767 | 19.00 | 11470.00 |
| 95 | 2018.07.12 17:23 | sell | 48 | 1.00 | 1.16787 | 1.17787 | 1.15787 | ||
| 96 | 2018.07.12 17:25 | close | 48 | 1.00 | 1.16743 | 1.17787 | 1.15787 | 44.00 | 11514.00 |
| 97 | 2018.07.12 17:25 | buy | 49 | 1.00 | 1.16742 | 1.15742 | 1.17742 | ||
| 98 | 2018.07.12 17:36 | close | 49 | 1.00 | 1.16758 | 1.15742 | 1.17742 | 16.00 | 11530.00 |
| 99 | 2018.07.12 17:36 | sell | 50 | 1.00 | 1.16759 | 1.17759 | 1.15759 | ||
| 100 | 2018.07.12 17:40 | close | 50 | 1.00 | 1.16730 | 1.17759 | 1.15759 | 29.00 | 11559.00 |
| 101 | 2018.07.12 17:40 | buy | 51 | 1.00 | 1.16731 | 1.15731 | 1.17731 | ||
| 102 | 2018.07.12 17:51 | close | 51 | 1.00 | 1.16747 | 1.15731 | 1.17731 | 16.00 | 11575.00 |
| 103 | 2018.07.12 17:51 | sell | 52 | 1.00 | 1.16748 | 1.17748 | 1.15748 | ||
| 104 | 2018.07.12 20:16 | close | 52 | 1.00 | 1.16732 | 1.17748 | 1.15748 | 16.00 | 11591.00 |
| 105 | 2018.07.12 20:16 | buy | 53 | 1.00 | 1.16731 | 1.15731 | 1.17731 | ||
| 106 | 2018.07.12 20:28 | close | 53 | 1.00 | 1.16753 | 1.15731 | 1.17731 | 22.00 | 11613.00 |
| 107 | 2018.07.12 20:28 | sell | 54 | 1.00 | 1.16752 | 1.17752 | 1.15752 | ||
| 108 | 2018.07.12 21:04 | close | 54 | 1.00 | 1.16736 | 1.17752 | 1.15752 | 16.00 | 11629.00 |
| 109 | 2018.07.12 21:04 | buy | 55 | 1.00 | 1.16737 | 1.15737 | 1.17737 | ||
| 110 | 2018.07.12 21:26 | close | 55 | 1.00 | 1.16754 | 1.15737 | 1.17737 | 17.00 | 11646.00 |
| 111 | 2018.07.12 21:26 | sell | 56 | 1.00 | 1.16755 | 1.17755 | 1.15755 | ||
| 112 | 2018.07.12 21:40 | close | 56 | 1.00 | 1.16737 | 1.17755 | 1.15755 | 18.00 | 11664.00 |
| 113 | 2018.07.12 21:40 | buy | 57 | 1.00 | 1.16736 | 1.15736 | 1.17736 | ||
| 114 | 2018.07.12 23:59 | close at stop | 57 | 1.00 | 1.16697 | 1.15736 | 1.17736 | -39.00 | 11625.00 |