Strategy Tester Report
SilverWarrior01

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2004.06.17 10:00 - 2006.09.05 18:45
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
ПараметрыLots=1; StopLoss=1000; TakeProfit=20; TrailingStop=0; MagicNumber=76456; mm=3; test=1; pred=100; FrMarg=200; porog=200; per=14; d=3; _Time_Trade="Trade Time : ON/OFF"; UseHourTrade=true; FromHourTrade=0; ToHourTrade=2;
Баров в истории54327Смоделировано тиков3261175Качество моделирования89.83%
Начальный депозит10000.00
Чистая прибыль23099.98Общая прибыль27100.02Общий убыток-4000.04
Прибыльность6.77Матожидание выигрыша202.63
Абсолютная просадка0.00Максимальная просадка1860.02 (5.32%)Относительная просадка5.32% (1860.02)
Всего сделок114Короткие позиции (% выигравших)29 (96.55%)Длинные позиции (% выигравших)85 (88.24%)
Прибыльные сделки (% от всех)103 (90.35%)Убыточные сделки (% от всех)11 (9.65%)
Самая большаяприбыльная сделка600.00убыточная сделка-930.02
Средняяприбыльная сделка263.11убыточная сделка-363.64
Максимальное количествонепрерывных выигрышей (прибыль)24 (6020.01)непрерывных проигрышей (убыток)2 (-1860.02)
Максимальнаянепрерывная прибыль (число выигрышей)6020.01 (24)непрерывный убыток (число проигрышей)-1860.02 (2)
Среднийнепрерывный выигрыш10непрерывный проигрыш1
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12004.07.16 02:15buy11.001.84881.74881.8508
22004.07.16 02:21sell23.001.84821.94821.8462
32004.07.16 03:23t/p11.001.85081.74881.8508200.0010200.00
42004.07.20 02:03buy31.001.86621.76621.8682
52004.07.21 11:48t/p23.001.84621.94821.8462600.0010800.00
62004.11.23 12:01t/p31.001.86821.76621.8682200.0011000.00
72004.11.29 02:16buy41.001.88961.78961.8916
82004.11.29 02:19sell53.001.88891.98891.8869
92004.11.29 05:32t/p41.001.89161.78961.8916200.0011200.00
102004.11.29 09:52t/p53.001.88691.98891.8869600.0011800.00
112004.12.07 00:31buy61.001.93651.83651.9385
122004.12.07 01:01buy73.001.93731.83731.9380
132004.12.07 01:35close61.001.93771.83651.9385120.0011920.00
142004.12.07 01:35close73.001.93751.83731.938059.9811979.98
152004.12.10 01:15buy81.001.92171.82171.9237
162004.12.10 01:17sell93.001.92112.02111.9191
172004.12.10 01:24close81.001.91951.82171.9237-220.0111759.97
182004.12.10 01:24close93.001.91962.02111.9191450.0212209.99
192004.12.10 01:30buy101.001.91901.81901.9210
202004.12.10 01:31buy113.001.91971.81971.9204
212004.12.10 01:38close101.001.92021.81901.9210120.0012329.99
222004.12.10 01:39close113.001.92011.81971.9204120.0312450.02
232004.12.14 00:47buy121.001.92351.82351.9255
242004.12.14 00:58buy133.001.92411.82411.9248
252004.12.14 09:02t/p133.001.92481.82411.9248200.0012650.02
262004.12.14 10:31t/p121.001.92551.82351.9255200.0012850.02
272004.12.24 02:00buy141.001.92021.82021.9222
282004.12.24 02:04buy153.001.92121.82121.9219
292004.12.24 02:43close141.001.92161.82021.9222140.0012990.02
302004.12.24 02:43close153.001.92141.82121.921959.9913050.01
312005.01.14 02:45buy161.001.87881.77881.8808
322005.01.14 02:45sell173.001.87811.97811.8761
332005.01.14 02:49close161.001.87621.77881.8808-260.0012790.01
342005.01.14 02:49close173.001.87631.97811.8761540.0113330.02
352005.01.18 00:00buy181.001.85791.75791.8599
362005.01.18 00:09sell193.001.85741.95741.8554
372005.01.18 01:32t/p181.001.85991.75791.8599200.0013530.02
382005.01.18 02:46close193.001.85661.95741.8554240.0013770.02
392005.01.19 01:00buy201.001.86311.76311.8651
402005.01.19 01:10buy213.001.86361.76361.8643
412005.01.19 01:14t/p213.001.86431.76361.8643200.0013970.02
422005.01.19 01:22close201.001.86511.76311.8651200.0014170.02
432005.01.21 01:15buy221.001.86911.76911.8711
442005.01.21 01:15sell233.001.86831.96831.8663
452005.01.21 06:15t/p221.001.87111.76911.8711200.0014370.02
462005.01.21 10:30t/p233.001.86631.96831.8663600.0014970.02
472005.01.24 02:30buy241.001.87601.77601.8780
482005.01.24 02:33sell253.001.87541.97541.8734
492005.01.24 07:41t/p241.001.87801.77601.8780200.0015170.02
502005.01.25 13:49t/p253.001.87341.97541.8734600.0015770.02
512005.02.18 01:54buy261.001.89261.79261.8946
522005.02.18 02:05sell273.001.89201.99201.8900
532005.02.18 08:47t/p261.001.89461.79261.8946200.0015970.02
542005.02.18 14:35t/p273.001.89001.99201.8900600.0016570.02
552005.03.10 01:16buy281.001.92161.82161.9236
562005.03.10 01:25buy293.001.92221.82221.9229
572005.03.10 01:31close281.001.92261.82161.9236100.0016670.02
582005.03.10 01:31close293.001.92261.82221.9229120.0216790.04
592005.04.19 02:00buy301.001.90041.80041.9024
602005.04.19 02:01sell313.001.89981.99981.8978
612005.04.19 02:07t/p301.001.90241.80041.9024200.0016990.04
622005.04.25 02:23buy321.001.91201.81201.9140
632005.04.25 08:24t/p321.001.91401.81201.9140200.0017190.04
642005.05.02 15:39t/p313.001.89781.99981.8978600.0017790.04
652005.05.10 01:46buy331.001.88111.78111.8831
662005.05.10 01:56buy343.001.88171.78171.8824
672005.05.10 02:42close331.001.88211.78111.8831100.0017890.04
682005.05.10 02:42close343.001.88221.78171.8824150.0018040.04
692005.05.16 01:15buy351.001.84741.74741.8494
702005.05.16 01:29buy363.001.84801.74801.8487
712005.05.16 02:44close351.001.84851.74741.8494110.0018150.04
722005.05.16 02:44close363.001.84821.74801.848760.0018210.04
732005.05.31 02:15buy371.001.82071.72071.8227
742005.05.31 02:26buy383.001.82131.72131.8220
752005.05.31 14:48t/p383.001.82201.72131.8220200.0018410.04
762005.05.31 14:49t/p371.001.82271.72071.8227200.0018610.04
772005.06.14 02:00buy391.001.80301.70301.8050
782005.06.14 02:03buy403.001.80361.70361.8043
792005.06.14 02:06close391.001.80411.70301.8050109.9918720.03
802005.06.14 02:06close403.001.80391.70361.804389.9918810.02
812005.07.04 00:00buy411.001.76011.66011.7621
822005.07.04 00:02sell423.001.75951.85951.7575
832005.07.04 00:03close411.001.75771.66011.7621-240.0018570.02
842005.07.04 00:03close423.001.75781.85951.7575510.0319080.05
852005.07.04 00:15buy431.001.75921.65921.7612
862005.07.04 00:15sell443.001.75841.85841.7564
872005.07.04 00:52t/p431.001.76121.65921.7612200.0019280.05
882005.07.05 08:29t/p443.001.75641.85841.7564600.0019880.05
892005.07.13 01:45buy451.001.77541.67541.7774
902005.07.13 01:49sell463.001.77481.87481.7728
912005.07.13 09:04t/p463.001.77281.87481.7728600.0020480.05
922005.08.03 11:07t/p451.001.77741.67541.7774200.0020680.05
932005.08.24 02:45buy471.001.79821.69821.8002
942005.08.24 02:45buy483.001.79881.69881.7995
952005.08.24 03:14t/p483.001.79951.69881.7995200.0020880.05
962005.08.24 15:13t/p471.001.80021.69821.8002200.0021080.05
972005.09.07 02:16buy491.001.83931.73931.8413
982005.09.07 02:17sell503.001.83871.93871.8367
992005.09.07 05:09t/p503.001.83671.93871.8367600.0021680.05
1002005.09.07 08:51t/p491.001.84131.73931.8413200.0021880.05
1012005.09.26 00:15buy511.001.77211.67211.7741
1022005.09.26 00:36buy523.001.77271.67271.7734
1032005.09.26 01:20close511.001.77311.67211.774199.9921980.04
1042005.09.26 01:20close523.001.77301.67271.773489.9922070.03
1052005.09.30 00:01buy531.001.76091.66091.7629
1062005.09.30 00:15sell543.001.76031.86031.7583
1072005.09.30 00:48close531.001.75841.66091.7629-250.0021820.03
1082005.09.30 00:48close543.001.75881.86031.7583450.0122270.04
1092005.09.30 01:15buy551.001.75761.65761.7596
1102005.09.30 01:16sell563.001.75701.85701.7550
1112005.09.30 02:24t/p551.001.75961.65761.7596200.0022470.04
1122005.10.03 02:45buy571.001.75881.65881.7608
1132005.10.03 03:51t/p563.001.75501.85701.7550600.0023070.04
1142005.10.04 15:24t/p571.001.76081.65881.7608200.0023270.04
1152005.10.17 00:33buy581.001.76521.66521.7672
1162005.10.17 00:40sell593.001.76451.86451.7625
1172005.10.17 02:12t/p581.001.76721.66521.7672200.0023470.04
1182005.10.17 10:56t/p593.001.76251.86451.7625600.0024070.04
1192005.10.25 02:15buy601.001.76431.66431.7663
1202005.10.25 02:20buy613.001.76491.66491.7656
1212005.10.25 02:32close601.001.76531.66431.7663100.0024170.04
1222005.10.25 02:32close613.001.76521.66491.765689.9924260.03
1232005.10.26 00:25buy621.001.78321.68321.7852
1242005.10.26 00:57buy633.001.78391.68391.7846
1252005.10.26 03:44t/p633.001.78461.68391.7846200.0024460.03
1262005.10.26 08:14t/p621.001.78521.68321.7852200.0024660.03
1272005.11.08 02:15buy641.001.73891.63891.7409
1282005.11.08 02:15sell653.001.73831.83831.7363
1292005.11.08 02:31close641.001.73631.63891.7409-260.0024400.03
1302005.11.08 02:31close653.001.73741.83831.7363269.9924670.02
1312005.11.08 02:31buy661.001.73651.63651.7385
1322005.11.08 02:32sell673.001.73591.83591.7339
1332005.11.08 05:01t/p661.001.73851.63651.7385200.0024870.02
1342005.11.08 10:10t/p673.001.73391.83591.7339600.0025470.02
1352005.11.29 02:30buy681.001.72531.62531.7273
1362005.11.29 02:40sell693.001.72431.82431.7223
1372005.11.29 03:58t/p693.001.72231.82431.7223600.0026070.02
1382005.11.30 12:46t/p681.001.72731.62531.7273200.0026270.02
1392005.12.09 01:48buy701.001.74991.64991.7519
1402005.12.09 01:51buy713.001.75081.65081.7515
1412005.12.09 03:56t/p713.001.75151.65081.7515200.0026470.02
1422005.12.09 04:02t/p701.001.75191.64991.7519200.0026670.02
1432006.01.11 02:45buy721.001.76051.66051.7625
1442006.01.11 02:47sell733.001.75991.85991.7579
1452006.01.11 03:27t/p721.001.76251.66051.7625200.0026870.02
1462006.01.11 09:55t/p733.001.75791.85991.7579600.0027470.02
1472006.01.20 02:35buy741.001.75571.65571.7577
1482006.01.20 02:51buy753.001.75631.65631.7570
1492006.01.20 08:06t/p753.001.75701.65631.7570200.0027670.02
1502006.01.20 08:07t/p741.001.75771.65571.7577200.0027870.02
1512006.03.03 02:06buy761.001.75121.65121.7532
1522006.03.03 02:07buy773.001.75191.65191.7526
1532006.03.03 02:28close761.001.75251.65121.7532130.0128000.03
1542006.03.03 02:29t/p773.001.75261.65191.7526200.0028200.03
1552006.03.23 02:00buy781.001.74451.64451.7465
1562006.03.23 02:07sell793.001.74361.84361.7416
1572006.03.23 12:39t/p793.001.74161.84361.7416600.0028800.03
1582006.03.27 05:07t/p781.001.74651.64451.7465200.0029000.03
1592006.05.02 01:46buy801.001.82271.72271.8247
1602006.05.02 01:59buy813.001.82341.72341.8241
1612006.05.02 02:07close801.001.82381.72271.8247110.0029110.03
1622006.05.02 02:07close813.001.82371.72341.824189.9929200.02
1632006.05.03 01:01buy821.001.83841.73841.8404
1642006.05.03 01:03sell833.001.83781.93781.8358
1652006.05.03 01:37close821.001.83621.73841.8404-220.0028980.02
1662006.05.03 01:37close833.001.83641.93781.8358420.0129400.03
1672006.05.03 01:45buy841.001.83591.73591.8379
1682006.05.03 01:47buy853.001.83651.73651.8372
1692006.05.03 01:55close841.001.83691.73591.8379100.0029500.03
1702006.05.03 01:55close853.001.83661.73651.837229.9829530.01
1712006.05.03 01:59buy861.001.83651.73651.8385
1722006.05.03 02:05buy873.001.83721.73721.8379
1732006.05.03 02:16close861.001.83761.73651.8385110.0029640.01
1742006.05.03 02:17close873.001.83771.73721.8379150.0029790.01
1752006.05.11 00:32buy881.001.86271.76271.8647
1762006.05.11 00:32buy893.001.86331.76331.8640
1772006.05.11 00:46close881.001.86371.76271.8647100.0029890.01
1782006.05.11 00:46close893.001.86341.76331.864029.9829919.99
1792006.05.11 01:30buy901.001.86081.76081.8628
1802006.05.11 01:32sell913.001.86021.96021.8582
1812006.05.11 01:49close901.001.85851.76081.8628-230.0029689.99
1822006.05.11 01:49close913.001.85861.96021.8582480.0130170.00
1832006.05.16 01:00buy921.001.87581.77581.8778
1842006.05.16 01:02buy933.001.87641.77641.8771
1852006.05.16 01:16close921.001.87701.77581.8778120.0030290.00
1862006.05.16 01:17t/p933.001.87711.77641.8771200.0030490.00
1872006.06.06 01:02buy941.001.87051.77051.8725
1882006.06.06 01:02sell953.001.86981.96981.8678
1892006.06.06 02:10t/p941.001.87251.77051.8725200.0030690.00
1902006.06.06 12:25t/p953.001.86781.96981.8678600.0031290.00
1912006.06.13 01:30buy961.001.84081.74081.8428
1922006.06.13 01:32sell973.001.84021.94021.8382
1932006.06.13 02:18t/p961.001.84281.74081.8428200.0031490.00
1942006.06.13 14:31t/p973.001.83821.94021.8382600.0032090.00
1952006.06.20 02:45buy981.001.83841.73841.8404
1962006.06.20 02:47buy993.001.83891.73891.8396
1972006.06.20 03:05t/p993.001.83961.73891.8396200.0032290.00
1982006.06.20 04:37t/p981.001.84041.73841.8404200.0032490.00
1992006.07.10 02:30buy1001.001.84761.74761.8496
2002006.07.10 02:38buy1013.001.84821.74821.8489
2012006.07.10 02:40close1001.001.84871.74761.8496110.0032600.00
2022006.07.10 02:41close1013.001.84881.74821.8489179.9732779.97
2032006.07.25 02:45buy1021.001.84551.74551.8475
2042006.07.25 02:55buy1033.001.84611.74611.8468
2052006.07.25 06:15t/p1033.001.84681.74611.8468200.0032979.97
2062006.07.25 06:16t/p1021.001.84751.74551.8475200.0033179.97
2072006.08.09 00:03buy1041.001.90571.80571.9077
2082006.08.09 00:22sell1053.001.90522.00521.9032
2092006.08.09 00:44close1041.001.90351.80571.9077-220.0132959.96
2102006.08.09 00:45close1053.001.90362.00521.9032480.0233439.98
2112006.08.09 00:46buy1061.001.90351.80351.9055
2122006.08.09 00:47sell1073.001.90282.00281.9008
2132006.08.09 00:49close1061.001.90111.80351.9055-240.0033199.98
2142006.08.09 00:49close1073.001.90102.00281.9008540.0033739.98
2152006.08.09 01:00buy1081.001.89801.79801.9000
2162006.08.09 01:09buy1093.001.89861.79861.8993
2172006.08.09 01:12close1081.001.89901.79801.9000100.0033839.98
2182006.08.09 01:12close1093.001.89901.79861.8993120.0233960.00
2192006.08.09 01:12buy1101.001.89881.79881.9008
2202006.08.09 01:14sell1113.001.89811.99811.8961
2212006.08.09 05:49t/p1101.001.90081.79881.9008200.0034160.00
2222006.08.10 16:16t/p1113.001.89611.99811.8961600.0034760.00
2232006.08.22 00:08buy1121.001.89171.79171.8937
2242006.08.22 00:10sell1133.001.89121.99121.8892
2252006.08.31 07:30t/p1121.001.89371.79171.8937200.0034960.00
2262006.09.05 00:45buy1141.001.90341.80341.9054
2272006.09.05 18:59close at stop1141.001.89411.80341.9054-930.0034030.00
2282006.09.05 18:59close at stop1133.001.89431.99121.8892-930.0233099.98