Strategy Tester Report
Shabl
FXOpen-Real1 (Build 950)
| 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=false; 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 | -11.72 | Общая прибыль | 4.48 | Общий убыток | -16.20 |
| Прибыльность | 0.28 | Матожидание выигрыша | -0.42 | ||
| Абсолютная просадка | 13.92 | Максимальная просадка | 19.30 (0.19%) | Относительная просадка | 0.19% (19.30) |
| Всего сделок | 28 | Короткие позиции (% выигравших) | 13 (15.38%) | Длинные позиции (% выигравших) | 15 (33.33%) |
| Прибыльные сделки (% от всех) | 7 (25.00%) | Убыточные сделки (% от всех) | 21 (75.00%) | ||
| Самая большая | прибыльная сделка | 3.00 | убыточная сделка | -2.34 | |
| Средняя | прибыльная сделка | 0.64 | убыточная сделка | -0.77 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 4 (1.17) | непрерывных проигрышей (убыток) | 8 (-7.76) | |
| Макс. | непрерывная прибыль (число выигрышей) | 3.25 (2) | непрерывный убыток (число проигрышей) | -7.76 (8) | |
| Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 5 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.01.14 00:30 | buy | 1 | 0.01 | 1.08786 | 0.00000 | 0.00000 | ||
| 2 | 2016.01.14 00:30 | modify | 1 | 0.01 | 1.08786 | 1.08486 | 1.09086 | ||
| 3 | 2016.01.14 01:00 | buy | 2 | 0.01 | 1.08819 | 0.00000 | 0.00000 | ||
| 4 | 2016.01.14 01:00 | modify | 2 | 0.01 | 1.08819 | 1.08519 | 1.09119 | ||
| 5 | 2016.01.14 01:30 | buy | 3 | 0.01 | 1.08852 | 0.00000 | 0.00000 | ||
| 6 | 2016.01.14 01:30 | modify | 3 | 0.01 | 1.08852 | 1.08552 | 1.09152 | ||
| 7 | 2016.01.14 02:00 | buy | 4 | 0.01 | 1.08854 | 0.00000 | 0.00000 | ||
| 8 | 2016.01.14 02:00 | modify | 4 | 0.01 | 1.08854 | 1.08554 | 1.09154 | ||
| 9 | 2016.01.14 02:30 | buy | 5 | 0.01 | 1.08861 | 0.00000 | 0.00000 | ||
| 10 | 2016.01.14 02:30 | modify | 5 | 0.01 | 1.08861 | 1.08561 | 1.09161 | ||
| 11 | 2016.01.14 03:00 | close | 5 | 0.01 | 1.08857 | 1.08561 | 1.09161 | -0.04 | 9999.96 |
| 12 | 2016.01.14 03:00 | close | 4 | 0.01 | 1.08857 | 1.08554 | 1.09154 | 0.03 | 9999.99 |
| 13 | 2016.01.14 03:00 | close | 3 | 0.01 | 1.08857 | 1.08552 | 1.09152 | 0.05 | 10000.04 |
| 14 | 2016.01.14 03:00 | close | 2 | 0.01 | 1.08857 | 1.08519 | 1.09119 | 0.38 | 10000.42 |
| 15 | 2016.01.14 03:00 | close | 1 | 0.01 | 1.08857 | 1.08486 | 1.09086 | 0.71 | 10001.13 |
| 16 | 2016.01.14 03:00 | sell | 6 | 0.01 | 1.08857 | 0.00000 | 0.00000 | ||
| 17 | 2016.01.14 03:00 | modify | 6 | 0.01 | 1.08857 | 1.09157 | 1.08557 | ||
| 18 | 2016.01.14 03:30 | close | 6 | 0.01 | 1.08938 | 1.09157 | 1.08557 | -0.81 | 10000.32 |
| 19 | 2016.01.14 03:30 | buy | 7 | 0.01 | 1.08938 | 0.00000 | 0.00000 | ||
| 20 | 2016.01.14 03:30 | modify | 7 | 0.01 | 1.08938 | 1.08638 | 1.09238 | ||
| 21 | 2016.01.14 04:00 | close | 7 | 0.01 | 1.08805 | 1.08638 | 1.09238 | -1.33 | 9998.99 |
| 22 | 2016.01.14 04:00 | sell | 8 | 0.01 | 1.08805 | 0.00000 | 0.00000 | ||
| 23 | 2016.01.14 04:00 | modify | 8 | 0.01 | 1.08805 | 1.09105 | 1.08505 | ||
| 24 | 2016.01.14 04:30 | close | 8 | 0.01 | 1.08852 | 1.09105 | 1.08505 | -0.47 | 9998.52 |
| 25 | 2016.01.14 04:30 | buy | 9 | 0.01 | 1.08852 | 0.00000 | 0.00000 | ||
| 26 | 2016.01.14 04:30 | modify | 9 | 0.01 | 1.08852 | 1.08552 | 1.09152 | ||
| 27 | 2016.01.14 05:00 | close | 9 | 0.01 | 1.08844 | 1.08552 | 1.09152 | -0.08 | 9998.44 |
| 28 | 2016.01.14 05:00 | sell | 10 | 0.01 | 1.08844 | 0.00000 | 0.00000 | ||
| 29 | 2016.01.14 05:00 | modify | 10 | 0.01 | 1.08844 | 1.09144 | 1.08544 | ||
| 30 | 2016.01.14 05:30 | sell | 11 | 0.01 | 1.08792 | 0.00000 | 0.00000 | ||
| 31 | 2016.01.14 05:30 | modify | 11 | 0.01 | 1.08792 | 1.09092 | 1.08492 | ||
| 32 | 2016.01.14 06:00 | close | 11 | 0.01 | 1.08838 | 1.09092 | 1.08492 | -0.46 | 9997.98 |
| 33 | 2016.01.14 06:00 | close | 10 | 0.01 | 1.08838 | 1.09144 | 1.08544 | 0.06 | 9998.04 |
| 34 | 2016.01.14 06:00 | buy | 12 | 0.01 | 1.08838 | 0.00000 | 0.00000 | ||
| 35 | 2016.01.14 06:00 | modify | 12 | 0.01 | 1.08838 | 1.08538 | 1.09138 | ||
| 36 | 2016.01.14 06:30 | buy | 13 | 0.01 | 1.08896 | 0.00000 | 0.00000 | ||
| 37 | 2016.01.14 06:30 | modify | 13 | 0.01 | 1.08896 | 1.08596 | 1.09196 | ||
| 38 | 2016.01.14 07:00 | buy | 14 | 0.01 | 1.08914 | 0.00000 | 0.00000 | ||
| 39 | 2016.01.14 07:00 | modify | 14 | 0.01 | 1.08914 | 1.08614 | 1.09214 | ||
| 40 | 2016.01.14 07:30 | close | 14 | 0.01 | 1.08822 | 1.08614 | 1.09214 | -0.92 | 9997.12 |
| 41 | 2016.01.14 07:30 | close | 13 | 0.01 | 1.08822 | 1.08596 | 1.09196 | -0.74 | 9996.38 |
| 42 | 2016.01.14 07:30 | close | 12 | 0.01 | 1.08822 | 1.08538 | 1.09138 | -0.16 | 9996.22 |
| 43 | 2016.01.14 07:30 | sell | 15 | 0.01 | 1.08822 | 0.00000 | 0.00000 | ||
| 44 | 2016.01.14 07:30 | modify | 15 | 0.01 | 1.08822 | 1.09122 | 1.08522 | ||
| 45 | 2016.01.14 08:00 | sell | 16 | 0.01 | 1.08784 | 0.00000 | 0.00000 | ||
| 46 | 2016.01.14 08:00 | modify | 16 | 0.01 | 1.08784 | 1.09084 | 1.08484 | ||
| 47 | 2016.01.14 08:30 | sell | 17 | 0.01 | 1.08729 | 0.00000 | 0.00000 | ||
| 48 | 2016.01.14 08:30 | modify | 17 | 0.01 | 1.08729 | 1.09029 | 1.08429 | ||
| 49 | 2016.01.14 09:00 | sell | 18 | 0.01 | 1.08673 | 0.00000 | 0.00000 | ||
| 50 | 2016.01.14 09:00 | modify | 18 | 0.01 | 1.08673 | 1.08973 | 1.08373 | ||
| 51 | 2016.01.14 09:30 | sell | 19 | 0.01 | 1.08613 | 0.00000 | 0.00000 | ||
| 52 | 2016.01.14 09:30 | modify | 19 | 0.01 | 1.08613 | 1.08913 | 1.08313 | ||
| 53 | 2016.01.14 10:00 | sell | 20 | 0.01 | 1.08592 | 0.00000 | 0.00000 | ||
| 54 | 2016.01.14 10:00 | modify | 20 | 0.01 | 1.08592 | 1.08892 | 1.08292 | ||
| 55 | 2016.01.14 10:30 | close | 20 | 0.01 | 1.08797 | 1.08892 | 1.08292 | -2.05 | 9994.17 |
| 56 | 2016.01.14 10:30 | close | 19 | 0.01 | 1.08797 | 1.08913 | 1.08313 | -1.84 | 9992.33 |
| 57 | 2016.01.14 10:30 | close | 18 | 0.01 | 1.08797 | 1.08973 | 1.08373 | -1.24 | 9991.09 |
| 58 | 2016.01.14 10:30 | close | 17 | 0.01 | 1.08797 | 1.09029 | 1.08429 | -0.68 | 9990.41 |
| 59 | 2016.01.14 10:30 | close | 16 | 0.01 | 1.08797 | 1.09084 | 1.08484 | -0.13 | 9990.28 |
| 60 | 2016.01.14 10:30 | close | 15 | 0.01 | 1.08797 | 1.09122 | 1.08522 | 0.25 | 9990.53 |
| 61 | 2016.01.14 10:30 | buy | 21 | 0.01 | 1.08797 | 0.00000 | 0.00000 | ||
| 62 | 2016.01.14 10:30 | modify | 21 | 0.01 | 1.08797 | 1.08497 | 1.09097 | ||
| 63 | 2016.01.14 10:54 | t/p | 21 | 0.01 | 1.09097 | 1.08497 | 1.09097 | 3.00 | 9993.53 |
| 64 | 2016.01.14 11:00 | buy | 22 | 0.01 | 1.09130 | 0.00000 | 0.00000 | ||
| 65 | 2016.01.14 11:00 | modify | 22 | 0.01 | 1.09130 | 1.08830 | 1.09430 | ||
| 66 | 2016.01.14 11:30 | close | 22 | 0.01 | 1.09126 | 1.08830 | 1.09430 | -0.04 | 9993.49 |
| 67 | 2016.01.14 11:30 | sell | 23 | 0.01 | 1.09126 | 0.00000 | 0.00000 | ||
| 68 | 2016.01.14 11:30 | modify | 23 | 0.01 | 1.09126 | 1.09426 | 1.08826 | ||
| 69 | 2016.01.14 12:00 | sell | 24 | 0.01 | 1.09018 | 0.00000 | 0.00000 | ||
| 70 | 2016.01.14 12:00 | modify | 24 | 0.01 | 1.09018 | 1.09318 | 1.08718 | ||
| 71 | 2016.01.14 12:30 | close | 24 | 0.01 | 1.09252 | 1.09318 | 1.08718 | -2.34 | 9991.15 |
| 72 | 2016.01.14 12:30 | close | 23 | 0.01 | 1.09252 | 1.09426 | 1.08826 | -1.26 | 9989.89 |
| 73 | 2016.01.14 12:30 | buy | 25 | 0.01 | 1.09252 | 0.00000 | 0.00000 | ||
| 74 | 2016.01.14 12:30 | modify | 25 | 0.01 | 1.09252 | 1.08952 | 1.09552 | ||
| 75 | 2016.01.14 13:00 | close | 25 | 0.01 | 1.09222 | 1.08952 | 1.09552 | -0.30 | 9989.59 |
| 76 | 2016.01.14 13:00 | sell | 26 | 0.01 | 1.09222 | 0.00000 | 0.00000 | ||
| 77 | 2016.01.14 13:00 | modify | 26 | 0.01 | 1.09222 | 1.09522 | 1.08922 | ||
| 78 | 2016.01.14 13:30 | close | 26 | 0.01 | 1.09291 | 1.09522 | 1.08922 | -0.69 | 9988.90 |
| 79 | 2016.01.14 13:30 | buy | 27 | 0.01 | 1.09291 | 0.00000 | 0.00000 | ||
| 80 | 2016.01.14 13:30 | modify | 27 | 0.01 | 1.09291 | 1.08991 | 1.09591 | ||
| 81 | 2016.01.14 14:00 | buy | 28 | 0.01 | 1.09315 | 0.00000 | 0.00000 | ||
| 82 | 2016.01.14 14:00 | modify | 28 | 0.01 | 1.09315 | 1.09015 | 1.09615 | ||
| 83 | 2016.01.14 14:17 | close at stop | 28 | 0.01 | 1.09272 | 1.09015 | 1.09615 | -0.43 | 9988.47 |
| 84 | 2016.01.14 14:17 | close at stop | 27 | 0.01 | 1.09272 | 1.08991 | 1.09591 | -0.19 | 9988.28 |