Символ | EURUSD (Euro vs US Dollar) | ||||
Период | 30 Минут (M30) 2016.01.14 00:00 - 2016.03.18 23:30 (2016.01.14 - 2016.10.29) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | emp0="/////////////////////Lots and Stops settings//////////////////////////"; Lot=0.01; use_percent_of_deposit=false; percent_of_deposit=1; StopLoss=30; TakeProfit=30; emp1="/////////////////////////////////////////////////////////"; use_Virtual_Stops=false; v_StopLoss=42; v_TakeProfit=28; emp2="/////////////////////////////////////////////////////////"; point_koef=10; use_revers=true; use_oposite_exit=true; use_custom_exit=false; Slippage=2; Magic=4335; comment="Shabl"; use_data_from_closed_candle=true; emp3="/////////////////////////////////////////////////////////"; use_work_time=false; start1="08:00"; stop1="13:00"; start2="15:00"; stop2="16:00"; start3="23:00"; stop3="3:00"; emp4="/////////////////////////////////////////////////////////"; use_martini=false; CloseProfit=22; CloseLose=47; Lot_koef=1.6; step=40; emp5="//////////////////////////////////////////////////////////"; use_martini_on_lose_order=false; Lose_to_on_martini=0; use_martini_on_SL=false; Lot_koef_closed=2.2; emp6="/////////////////////////////////////////////////////////"; use_breakEven=false; breakEven_level=8; breakEven_Size=1; emp7="/////////////////////////////////////////////////////////"; use_traling_stop=false; TrailingStart=0; TrailingStop=20; TrailingStep=10; emp8="/////////////////////////////////////////////////////////"; ind1_name=""; | ||||
Баров в истории | 3256 | Смоделировано тиков | 6154611 | Качество моделирования | n/a |
Ошибки рассогласования графиков | 643 | ||||
Начальный депозит | 10000.00 | Спред | 2 | ||
Чистая прибыль | 10.14 | Общая прибыль | 14.96 | Общий убыток | -4.82 |
Прибыльность | 3.10 | Матожидание выигрыша | 0.36 | ||
Абсолютная просадка | 6.14 | Максимальная просадка | 9.54 (0.10%) | Относительная просадка | 0.10% (9.54) |
Всего сделок | 28 | Короткие позиции (% выигравших) | 15 (60.00%) | Длинные позиции (% выигравших) | 13 (84.62%) |
Прибыльные сделки (% от всех) | 20 (71.43%) | Убыточные сделки (% от всех) | 8 (28.57%) | ||
Самая большая | прибыльная сделка | 2.30 | убыточная сделка | -3.00 | |
Средняя | прибыльная сделка | 0.75 | убыточная сделка | -0.60 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 8 (7.44) | непрерывных проигрышей (убыток) | 4 (-1.33) | |
Макс. | непрерывная прибыль (число выигрышей) | 7.44 (8) | непрерывный убыток (число проигрышей) | -3.29 (2) | |
Средний | непрерывный выигрыш | 5 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2016.01.14 00:30 | sell | 1 | 0.01 | 1.08784 | 0.00000 | 0.00000 | ||
2 | 2016.01.14 00:30 | modify | 1 | 0.01 | 1.08784 | 1.09084 | 1.08484 | ||
3 | 2016.01.14 01:00 | sell | 2 | 0.01 | 1.08817 | 0.00000 | 0.00000 | ||
4 | 2016.01.14 01:00 | modify | 2 | 0.01 | 1.08817 | 1.09117 | 1.08517 | ||
5 | 2016.01.14 01:30 | sell | 3 | 0.01 | 1.08850 | 0.00000 | 0.00000 | ||
6 | 2016.01.14 01:30 | modify | 3 | 0.01 | 1.08850 | 1.09150 | 1.08550 | ||
7 | 2016.01.14 02:00 | sell | 4 | 0.01 | 1.08852 | 0.00000 | 0.00000 | ||
8 | 2016.01.14 02:00 | modify | 4 | 0.01 | 1.08852 | 1.09152 | 1.08552 | ||
9 | 2016.01.14 02:30 | sell | 5 | 0.01 | 1.08859 | 0.00000 | 0.00000 | ||
10 | 2016.01.14 02:30 | modify | 5 | 0.01 | 1.08859 | 1.09159 | 1.08559 | ||
11 | 2016.01.14 03:00 | close | 5 | 0.01 | 1.08859 | 1.09159 | 1.08559 | 0.00 | 10000.00 |
12 | 2016.01.14 03:00 | close | 4 | 0.01 | 1.08859 | 1.09152 | 1.08552 | -0.07 | 9999.93 |
13 | 2016.01.14 03:00 | close | 3 | 0.01 | 1.08859 | 1.09150 | 1.08550 | -0.09 | 9999.84 |
14 | 2016.01.14 03:00 | close | 2 | 0.01 | 1.08859 | 1.09117 | 1.08517 | -0.42 | 9999.42 |
15 | 2016.01.14 03:00 | close | 1 | 0.01 | 1.08859 | 1.09084 | 1.08484 | -0.75 | 9998.67 |
16 | 2016.01.14 03:00 | buy | 6 | 0.01 | 1.08859 | 0.00000 | 0.00000 | ||
17 | 2016.01.14 03:00 | modify | 6 | 0.01 | 1.08859 | 1.08559 | 1.09159 | ||
18 | 2016.01.14 03:30 | close | 6 | 0.01 | 1.08936 | 1.08559 | 1.09159 | 0.77 | 9999.44 |
19 | 2016.01.14 03:30 | sell | 7 | 0.01 | 1.08936 | 0.00000 | 0.00000 | ||
20 | 2016.01.14 03:30 | modify | 7 | 0.01 | 1.08936 | 1.09236 | 1.08636 | ||
21 | 2016.01.14 04:00 | close | 7 | 0.01 | 1.08807 | 1.09236 | 1.08636 | 1.29 | 10000.73 |
22 | 2016.01.14 04:00 | buy | 8 | 0.01 | 1.08807 | 0.00000 | 0.00000 | ||
23 | 2016.01.14 04:00 | modify | 8 | 0.01 | 1.08807 | 1.08507 | 1.09107 | ||
24 | 2016.01.14 04:30 | close | 8 | 0.01 | 1.08850 | 1.08507 | 1.09107 | 0.43 | 10001.16 |
25 | 2016.01.14 04:30 | sell | 9 | 0.01 | 1.08850 | 0.00000 | 0.00000 | ||
26 | 2016.01.14 04:30 | modify | 9 | 0.01 | 1.08850 | 1.09150 | 1.08550 | ||
27 | 2016.01.14 05:00 | close | 9 | 0.01 | 1.08846 | 1.09150 | 1.08550 | 0.04 | 10001.20 |
28 | 2016.01.14 05:00 | buy | 10 | 0.01 | 1.08846 | 0.00000 | 0.00000 | ||
29 | 2016.01.14 05:00 | modify | 10 | 0.01 | 1.08846 | 1.08546 | 1.09146 | ||
30 | 2016.01.14 05:30 | buy | 11 | 0.01 | 1.08794 | 0.00000 | 0.00000 | ||
31 | 2016.01.14 05:30 | modify | 11 | 0.01 | 1.08794 | 1.08494 | 1.09094 | ||
32 | 2016.01.14 06:00 | close | 11 | 0.01 | 1.08836 | 1.08494 | 1.09094 | 0.42 | 10001.62 |
33 | 2016.01.14 06:00 | close | 10 | 0.01 | 1.08836 | 1.08546 | 1.09146 | -0.10 | 10001.52 |
34 | 2016.01.14 06:00 | sell | 12 | 0.01 | 1.08836 | 0.00000 | 0.00000 | ||
35 | 2016.01.14 06:00 | modify | 12 | 0.01 | 1.08836 | 1.09136 | 1.08536 | ||
36 | 2016.01.14 06:30 | sell | 13 | 0.01 | 1.08894 | 0.00000 | 0.00000 | ||
37 | 2016.01.14 06:30 | modify | 13 | 0.01 | 1.08894 | 1.09194 | 1.08594 | ||
38 | 2016.01.14 07:00 | sell | 14 | 0.01 | 1.08912 | 0.00000 | 0.00000 | ||
39 | 2016.01.14 07:00 | modify | 14 | 0.01 | 1.08912 | 1.09212 | 1.08612 | ||
40 | 2016.01.14 07:30 | close | 14 | 0.01 | 1.08824 | 1.09212 | 1.08612 | 0.88 | 10002.40 |
41 | 2016.01.14 07:30 | close | 13 | 0.01 | 1.08824 | 1.09194 | 1.08594 | 0.70 | 10003.10 |
42 | 2016.01.14 07:30 | close | 12 | 0.01 | 1.08824 | 1.09136 | 1.08536 | 0.12 | 10003.22 |
43 | 2016.01.14 07:30 | buy | 15 | 0.01 | 1.08824 | 0.00000 | 0.00000 | ||
44 | 2016.01.14 07:30 | modify | 15 | 0.01 | 1.08824 | 1.08524 | 1.09124 | ||
45 | 2016.01.14 08:00 | buy | 16 | 0.01 | 1.08786 | 0.00000 | 0.00000 | ||
46 | 2016.01.14 08:00 | modify | 16 | 0.01 | 1.08786 | 1.08486 | 1.09086 | ||
47 | 2016.01.14 08:30 | buy | 17 | 0.01 | 1.08731 | 0.00000 | 0.00000 | ||
48 | 2016.01.14 08:30 | modify | 17 | 0.01 | 1.08731 | 1.08431 | 1.09031 | ||
49 | 2016.01.14 09:00 | buy | 18 | 0.01 | 1.08675 | 0.00000 | 0.00000 | ||
50 | 2016.01.14 09:00 | modify | 18 | 0.01 | 1.08675 | 1.08375 | 1.08975 | ||
51 | 2016.01.14 09:30 | buy | 19 | 0.01 | 1.08615 | 0.00000 | 0.00000 | ||
52 | 2016.01.14 09:30 | modify | 19 | 0.01 | 1.08615 | 1.08315 | 1.08915 | ||
53 | 2016.01.14 10:00 | buy | 20 | 0.01 | 1.08594 | 0.00000 | 0.00000 | ||
54 | 2016.01.14 10:00 | modify | 20 | 0.01 | 1.08594 | 1.08294 | 1.08894 | ||
55 | 2016.01.14 10:30 | close | 20 | 0.01 | 1.08795 | 1.08294 | 1.08894 | 2.01 | 10005.23 |
56 | 2016.01.14 10:30 | close | 19 | 0.01 | 1.08795 | 1.08315 | 1.08915 | 1.80 | 10007.03 |
57 | 2016.01.14 10:30 | close | 18 | 0.01 | 1.08795 | 1.08375 | 1.08975 | 1.20 | 10008.23 |
58 | 2016.01.14 10:30 | close | 17 | 0.01 | 1.08795 | 1.08431 | 1.09031 | 0.64 | 10008.87 |
59 | 2016.01.14 10:30 | close | 16 | 0.01 | 1.08795 | 1.08486 | 1.09086 | 0.09 | 10008.96 |
60 | 2016.01.14 10:30 | close | 15 | 0.01 | 1.08795 | 1.08524 | 1.09124 | -0.29 | 10008.67 |
61 | 2016.01.14 10:30 | sell | 21 | 0.01 | 1.08795 | 0.00000 | 0.00000 | ||
62 | 2016.01.14 10:30 | modify | 21 | 0.01 | 1.08795 | 1.09095 | 1.08495 | ||
63 | 2016.01.14 10:54 | s/l | 21 | 0.01 | 1.09095 | 1.09095 | 1.08495 | -3.00 | 10005.67 |
64 | 2016.01.14 11:00 | sell | 22 | 0.01 | 1.09128 | 0.00000 | 0.00000 | ||
65 | 2016.01.14 11:00 | modify | 22 | 0.01 | 1.09128 | 1.09428 | 1.08828 | ||
66 | 2016.01.14 11:30 | close | 22 | 0.01 | 1.09128 | 1.09428 | 1.08828 | 0.00 | 10005.67 |
67 | 2016.01.14 11:30 | buy | 23 | 0.01 | 1.09128 | 0.00000 | 0.00000 | ||
68 | 2016.01.14 11:30 | modify | 23 | 0.01 | 1.09128 | 1.08828 | 1.09428 | ||
69 | 2016.01.14 12:00 | buy | 24 | 0.01 | 1.09020 | 0.00000 | 0.00000 | ||
70 | 2016.01.14 12:00 | modify | 24 | 0.01 | 1.09020 | 1.08720 | 1.09320 | ||
71 | 2016.01.14 12:30 | close | 24 | 0.01 | 1.09250 | 1.08720 | 1.09320 | 2.30 | 10007.97 |
72 | 2016.01.14 12:30 | close | 23 | 0.01 | 1.09250 | 1.08828 | 1.09428 | 1.22 | 10009.19 |
73 | 2016.01.14 12:30 | sell | 25 | 0.01 | 1.09250 | 0.00000 | 0.00000 | ||
74 | 2016.01.14 12:30 | modify | 25 | 0.01 | 1.09250 | 1.09550 | 1.08950 | ||
75 | 2016.01.14 13:00 | close | 25 | 0.01 | 1.09224 | 1.09550 | 1.08950 | 0.26 | 10009.45 |
76 | 2016.01.14 13:00 | buy | 26 | 0.01 | 1.09224 | 0.00000 | 0.00000 | ||
77 | 2016.01.14 13:00 | modify | 26 | 0.01 | 1.09224 | 1.08924 | 1.09524 | ||
78 | 2016.01.14 13:30 | close | 26 | 0.01 | 1.09289 | 1.08924 | 1.09524 | 0.65 | 10010.10 |
79 | 2016.01.14 13:30 | sell | 27 | 0.01 | 1.09289 | 0.00000 | 0.00000 | ||
80 | 2016.01.14 13:30 | modify | 27 | 0.01 | 1.09289 | 1.09589 | 1.08989 | ||
81 | 2016.01.14 14:00 | sell | 28 | 0.01 | 1.09313 | 0.00000 | 0.00000 | ||
82 | 2016.01.14 14:00 | modify | 28 | 0.01 | 1.09313 | 1.09613 | 1.09013 | ||
83 | 2016.01.14 14:00 | close at stop | 28 | 0.01 | 1.09299 | 1.09613 | 1.09013 | 0.14 | 10010.24 |
84 | 2016.01.14 14:00 | close at stop | 27 | 0.01 | 1.09299 | 1.09589 | 1.08989 | -0.10 | 10010.14 |