Strategy Tester Report
SilverWarrior01
| Символ | EURUSD (Euro vs US Dollar) | ||||
| Период | 5 Минут (M5) 2004.06.16 19:15 - 2006.09.05 21:00 | ||||
| Модель | Все тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика) | ||||
| Параметры | Lots=1; StopLoss=1000; TakeProfit=60; TrailingStop=0; MagicNumber=76456; mm=3; test=1; pred=100; FrMarg=200; porog=500; per=21; d=3; _Time_Trade="Trade Time : ON/OFF"; UseHourTrade=true; FromHourTrade=11; ToHourTrade=12; | ||||
| Баров в истории | 162190 | Смоделировано тиков | 2955434 | Качество моделирования | 89.94% |
| Начальный депозит | 10000.00 | ||||
| Чистая прибыль | 32809.98 | Общая прибыль | 44529.99 | Общий убыток | -11720.01 |
| Прибыльность | 3.80 | Матожидание выигрыша | 575.61 | ||
| Абсолютная просадка | 370.01 | Максимальная просадка | 10369.99 (35.96%) | Относительная просадка | 35.96% (10369.99) |
| Всего сделок | 57 | Короткие позиции (% выигравших) | 18 (100.00%) | Длинные позиции (% выигравших) | 39 (87.18%) |
| Прибыльные сделки (% от всех) | 52 (91.23%) | Убыточные сделки (% от всех) | 5 (8.77%) | ||
| Самая большая | прибыльная сделка | 1800.00 | убыточная сделка | -10000.00 | |
| Средняя | прибыльная сделка | 856.35 | убыточная сделка | -2344.00 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 25 (20819.99) | непрерывных проигрышей (убыток) | 2 (-10369.99) | |
| Максимальная | непрерывная прибыль (число выигрышей) | 20819.99 (25) | непрерывный убыток (число проигрышей) | -10369.99 (2) | |
| Средний | непрерывный выигрыш | 17 | непрерывный проигрыш | 1 | |
| № | Время | Тип | Ордер | Лоты | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2004.06.23 11:01 | buy | 1 | 1.00 | 1.2132 | 1.1132 | 1.2192 | ||
| 2 | 2004.06.23 11:01 | sell | 2 | 3.00 | 1.2127 | 1.3127 | 1.2067 | ||
| 3 | 2004.06.23 12:53 | close | 1 | 1.00 | 1.2095 | 1.1132 | 1.2192 | -370.01 | 9629.99 |
| 4 | 2004.06.23 12:53 | close | 2 | 3.00 | 1.2095 | 1.3127 | 1.2067 | 960.00 | 10589.99 |
| 5 | 2004.07.19 11:50 | buy | 3 | 1.00 | 1.2415 | 1.1415 | 1.2475 | ||
| 6 | 2004.07.19 11:50 | sell | 4 | 3.00 | 1.2409 | 1.3409 | 1.2349 | ||
| 7 | 2004.07.20 20:40 | t/p | 4 | 3.00 | 1.2349 | 1.3409 | 1.2349 | 1800.00 | 12389.99 |
| 8 | 2004.10.15 14:41 | t/p | 3 | 1.00 | 1.2475 | 1.1415 | 1.2475 | 600.00 | 12989.99 |
| 9 | 2004.11.05 11:20 | buy | 5 | 1.00 | 1.2845 | 1.1845 | 1.2905 | ||
| 10 | 2004.11.05 11:20 | buy | 6 | 3.00 | 1.2850 | 1.1850 | 1.2870 | ||
| 11 | 2004.11.05 11:39 | close | 5 | 1.00 | 1.2862 | 1.1845 | 1.2905 | 170.00 | 13159.99 |
| 12 | 2004.11.05 11:39 | close | 6 | 3.00 | 1.2861 | 1.1850 | 1.2870 | 329.98 | 13489.97 |
| 13 | 2004.11.09 11:05 | buy | 7 | 1.00 | 1.2900 | 1.1900 | 1.2960 | ||
| 14 | 2004.11.09 11:05 | sell | 8 | 3.00 | 1.2894 | 1.3894 | 1.2834 | ||
| 15 | 2004.11.10 11:57 | t/p | 7 | 1.00 | 1.2960 | 1.1900 | 1.2960 | 600.00 | 14089.97 |
| 16 | 2004.11.11 11:53 | close | 8 | 3.00 | 1.2877 | 1.3894 | 1.2834 | 510.00 | 14599.97 |
| 17 | 2004.11.15 11:50 | buy | 9 | 1.00 | 1.2940 | 1.1940 | 1.3000 | ||
| 18 | 2004.11.15 11:54 | buy | 10 | 3.00 | 1.2946 | 1.1946 | 1.2966 | ||
| 19 | 2004.11.15 14:46 | t/p | 10 | 3.00 | 1.2966 | 1.1946 | 1.2966 | 600.00 | 15199.97 |
| 20 | 2004.11.17 10:43 | t/p | 9 | 1.00 | 1.3000 | 1.1940 | 1.3000 | 600.00 | 15799.97 |
| 21 | 2004.11.18 12:50 | buy | 11 | 1.00 | 1.3034 | 1.2034 | 1.3094 | ||
| 22 | 2004.11.18 12:54 | sell | 12 | 3.00 | 1.3028 | 1.4028 | 1.2968 | ||
| 23 | 2004.11.18 18:03 | t/p | 12 | 3.00 | 1.2968 | 1.4028 | 1.2968 | 1800.00 | 17599.97 |
| 24 | 2004.11.23 16:51 | t/p | 11 | 1.00 | 1.3094 | 1.2034 | 1.3094 | 600.00 | 18199.97 |
| 25 | 2004.12.02 11:30 | buy | 13 | 1.00 | 1.3325 | 1.2325 | 1.3385 | ||
| 26 | 2004.12.02 11:34 | sell | 14 | 3.00 | 1.3319 | 1.4319 | 1.3259 | ||
| 27 | 2004.12.02 17:00 | t/p | 14 | 3.00 | 1.3259 | 1.4319 | 1.3259 | 1800.00 | 19999.97 |
| 28 | 2004.12.03 17:06 | t/p | 13 | 1.00 | 1.3385 | 1.2325 | 1.3385 | 600.00 | 20599.97 |
| 29 | 2004.12.08 12:45 | buy | 15 | 1.00 | 1.3293 | 1.2293 | 1.3353 | ||
| 30 | 2004.12.08 12:47 | buy | 16 | 3.00 | 1.3300 | 1.2300 | 1.3320 | ||
| 31 | 2004.12.08 12:53 | close | 15 | 1.00 | 1.3311 | 1.2293 | 1.3353 | 180.00 | 20779.97 |
| 32 | 2004.12.08 12:53 | close | 16 | 3.00 | 1.3312 | 1.2300 | 1.3320 | 360.00 | 21139.97 |
| 33 | 2004.12.09 12:15 | buy | 17 | 1.00 | 1.3289 | 1.2289 | 1.3349 | ||
| 34 | 2004.12.09 12:15 | sell | 18 | 3.00 | 1.3283 | 1.4283 | 1.3223 | ||
| 35 | 2004.12.10 10:31 | t/p | 18 | 3.00 | 1.3223 | 1.4283 | 1.3223 | 1800.00 | 22939.97 |
| 36 | 2004.12.15 11:08 | close | 17 | 1.00 | 1.3339 | 1.2289 | 1.3349 | 500.01 | 23439.98 |
| 37 | 2004.12.17 12:55 | buy | 19 | 1.00 | 1.3267 | 1.2267 | 1.3327 | ||
| 38 | 2004.12.20 00:00 | t/p | 19 | 1.00 | 1.3327 | 1.2267 | 1.3327 | 600.00 | 24039.98 |
| 39 | 2004.12.22 12:50 | buy | 20 | 1.00 | 1.3357 | 1.2357 | 1.3417 | ||
| 40 | 2004.12.22 12:56 | sell | 21 | 3.00 | 1.3351 | 1.4351 | 1.3291 | ||
| 41 | 2004.12.23 04:38 | t/p | 20 | 1.00 | 1.3417 | 1.2357 | 1.3417 | 600.00 | 24639.98 |
| 42 | 2005.01.04 11:00 | buy | 22 | 1.00 | 1.3372 | 1.2372 | 1.3432 | ||
| 43 | 2005.01.04 17:00 | t/p | 21 | 3.00 | 1.3291 | 1.4351 | 1.3291 | 1800.00 | 26439.98 |
| 44 | 2005.03.10 03:10 | t/p | 22 | 1.00 | 1.3432 | 1.2372 | 1.3432 | 600.00 | 27039.98 |
| 45 | 2005.03.17 11:20 | buy | 23 | 1.00 | 1.3384 | 1.2384 | 1.3444 | ||
| 46 | 2005.03.17 11:29 | sell | 24 | 3.00 | 1.3379 | 1.4379 | 1.3319 | ||
| 47 | 2005.03.18 09:54 | t/p | 24 | 3.00 | 1.3319 | 1.4379 | 1.3319 | 1800.00 | 28839.98 |
| 48 | 2005.05.31 03:21 | s/l | 23 | 1.00 | 1.2384 | 1.2384 | 1.3444 | -10000.00 | 18839.98 |
| 49 | 2005.05.31 11:58 | buy | 25 | 1.00 | 1.2354 | 1.1354 | 1.2414 | ||
| 50 | 2005.05.31 11:58 | sell | 26 | 3.00 | 1.2348 | 1.3348 | 1.2288 | ||
| 51 | 2005.05.31 12:21 | close | 25 | 1.00 | 1.2317 | 1.1354 | 1.2414 | -369.99 | 18469.99 |
| 52 | 2005.05.31 12:21 | close | 26 | 3.00 | 1.2315 | 1.3348 | 1.2288 | 989.99 | 19459.98 |
| 53 | 2005.06.01 11:42 | buy | 27 | 1.00 | 1.2252 | 1.1252 | 1.2312 | ||
| 54 | 2005.06.01 11:43 | buy | 28 | 3.00 | 1.2257 | 1.1257 | 1.2277 | ||
| 55 | 2005.06.02 10:33 | t/p | 28 | 3.00 | 1.2277 | 1.1257 | 1.2277 | 600.00 | 20059.98 |
| 56 | 2005.06.03 14:30 | t/p | 27 | 1.00 | 1.2312 | 1.1252 | 1.2312 | 600.00 | 20659.98 |
| 57 | 2005.06.13 11:30 | buy | 29 | 1.00 | 1.2039 | 1.1039 | 1.2099 | ||
| 58 | 2005.06.13 11:34 | buy | 30 | 3.00 | 1.2045 | 1.1045 | 1.2065 | ||
| 59 | 2005.06.13 12:04 | close | 29 | 1.00 | 1.2058 | 1.1039 | 1.2099 | 190.01 | 20849.99 |
| 60 | 2005.06.13 12:04 | close | 30 | 3.00 | 1.2057 | 1.1045 | 1.2065 | 360.00 | 21209.99 |
| 61 | 2005.06.22 11:15 | buy | 31 | 1.00 | 1.2149 | 1.1149 | 1.2209 | ||
| 62 | 2005.06.22 11:15 | sell | 32 | 3.00 | 1.2143 | 1.3143 | 1.2083 | ||
| 63 | 2005.06.23 09:38 | t/p | 32 | 3.00 | 1.2083 | 1.3143 | 1.2083 | 1800.00 | 23009.99 |
| 64 | 2005.07.12 12:34 | close | 31 | 1.00 | 1.2199 | 1.1149 | 1.2209 | 500.00 | 23509.99 |
| 65 | 2005.07.15 12:10 | buy | 33 | 1.00 | 1.2087 | 1.1087 | 1.2147 | ||
| 66 | 2005.07.15 12:21 | sell | 34 | 3.00 | 1.2081 | 1.3081 | 1.2021 | ||
| 67 | 2005.07.19 07:24 | t/p | 34 | 3.00 | 1.2021 | 1.3081 | 1.2021 | 1800.00 | 25309.99 |
| 68 | 2005.07.20 20:14 | t/p | 33 | 1.00 | 1.2147 | 1.1087 | 1.2147 | 600.00 | 25909.99 |
| 69 | 2005.07.29 11:40 | buy | 35 | 1.00 | 1.2075 | 1.1075 | 1.2135 | ||
| 70 | 2005.07.29 11:41 | buy | 36 | 3.00 | 1.2081 | 1.1081 | 1.2101 | ||
| 71 | 2005.07.29 12:42 | close | 35 | 1.00 | 1.2093 | 1.1075 | 1.2135 | 180.01 | 26090.00 |
| 72 | 2005.07.29 12:42 | close | 36 | 3.00 | 1.2092 | 1.1081 | 1.2101 | 330.00 | 26420.00 |
| 73 | 2005.08.18 11:30 | buy | 37 | 1.00 | 1.2240 | 1.1240 | 1.2300 | ||
| 74 | 2005.08.18 11:43 | sell | 38 | 3.00 | 1.2234 | 1.3234 | 1.2174 | ||
| 75 | 2005.08.18 15:59 | t/p | 38 | 3.00 | 1.2174 | 1.3234 | 1.2174 | 1800.00 | 28220.00 |
| 76 | 2005.08.25 04:35 | t/p | 37 | 1.00 | 1.2300 | 1.1240 | 1.2300 | 600.00 | 28820.00 |
| 77 | 2005.09.13 12:00 | buy | 39 | 1.00 | 1.2261 | 1.1261 | 1.2321 | ||
| 78 | 2005.09.13 12:00 | sell | 40 | 3.00 | 1.2255 | 1.3255 | 1.2195 | ||
| 79 | 2005.09.14 14:19 | t/p | 39 | 1.00 | 1.2321 | 1.1261 | 1.2321 | 600.00 | 29420.00 |
| 80 | 2005.09.15 11:00 | close | 40 | 3.00 | 1.2224 | 1.3255 | 1.2195 | 929.99 | 30349.99 |
| 81 | 2005.10.17 11:50 | buy | 41 | 1.00 | 1.2039 | 1.1039 | 1.2099 | ||
| 82 | 2005.10.17 11:51 | sell | 42 | 3.00 | 1.2033 | 1.3033 | 1.1973 | ||
| 83 | 2005.10.18 09:51 | t/p | 42 | 3.00 | 1.1973 | 1.3033 | 1.1973 | 1800.00 | 32149.99 |
| 84 | 2005.10.25 16:12 | t/p | 41 | 1.00 | 1.2099 | 1.1039 | 1.2099 | 600.00 | 32749.99 |
| 85 | 2005.10.31 12:05 | buy | 43 | 1.00 | 1.2043 | 1.1043 | 1.2103 | ||
| 86 | 2005.10.31 12:05 | sell | 44 | 3.00 | 1.2037 | 1.3037 | 1.1977 | ||
| 87 | 2005.10.31 16:40 | t/p | 44 | 3.00 | 1.1977 | 1.3037 | 1.1977 | 1800.00 | 34549.99 |
| 88 | 2006.01.04 13:37 | t/p | 43 | 1.00 | 1.2103 | 1.1043 | 1.2103 | 600.00 | 35149.99 |
| 89 | 2006.01.17 12:49 | buy | 45 | 1.00 | 1.2069 | 1.1069 | 1.2129 | ||
| 90 | 2006.01.17 12:49 | sell | 46 | 3.00 | 1.2063 | 1.3063 | 1.2003 | ||
| 91 | 2006.01.18 09:02 | t/p | 45 | 1.00 | 1.2129 | 1.1069 | 1.2129 | 600.00 | 35749.99 |
| 92 | 2006.01.27 12:10 | buy | 47 | 1.00 | 1.2170 | 1.1170 | 1.2230 | ||
| 93 | 2006.01.27 14:41 | t/p | 47 | 1.00 | 1.2230 | 1.1170 | 1.2230 | 600.00 | 36349.99 |
| 94 | 2006.02.01 11:50 | buy | 48 | 1.00 | 1.2107 | 1.1107 | 1.2167 | ||
| 95 | 2006.02.03 14:59 | t/p | 46 | 3.00 | 1.2003 | 1.3063 | 1.2003 | 1800.00 | 38149.99 |
| 96 | 2006.03.16 18:15 | t/p | 48 | 1.00 | 1.2167 | 1.1107 | 1.2167 | 600.00 | 38749.99 |
| 97 | 2006.03.31 12:05 | buy | 49 | 1.00 | 1.2088 | 1.1088 | 1.2148 | ||
| 98 | 2006.03.31 12:17 | buy | 50 | 3.00 | 1.2094 | 1.1094 | 1.2114 | ||
| 99 | 2006.03.31 12:43 | close | 49 | 1.00 | 1.2106 | 1.1088 | 1.2148 | 180.00 | 38929.99 |
| 100 | 2006.03.31 12:43 | close | 50 | 3.00 | 1.2106 | 1.1094 | 1.2114 | 359.99 | 39289.98 |
| 101 | 2006.05.15 12:55 | buy | 51 | 1.00 | 1.2808 | 1.1808 | 1.2868 | ||
| 102 | 2006.05.15 12:56 | sell | 52 | 3.00 | 1.2802 | 1.3802 | 1.2742 | ||
| 103 | 2006.05.16 11:20 | close | 51 | 1.00 | 1.2771 | 1.1808 | 1.2868 | -370.00 | 38919.98 |
| 104 | 2006.05.16 11:20 | close | 52 | 3.00 | 1.2772 | 1.3802 | 1.2742 | 900.01 | 39819.99 |
| 105 | 2006.05.19 11:51 | buy | 53 | 1.00 | 1.2749 | 1.1749 | 1.2809 | ||
| 106 | 2006.05.19 11:53 | buy | 54 | 3.00 | 1.2756 | 1.1756 | 1.2776 | ||
| 107 | 2006.05.19 20:42 | t/p | 54 | 3.00 | 1.2776 | 1.1756 | 1.2776 | 600.00 | 40419.99 |
| 108 | 2006.05.22 16:21 | t/p | 53 | 1.00 | 1.2809 | 1.1749 | 1.2809 | 600.00 | 41019.99 |
| 109 | 2006.06.01 12:10 | buy | 55 | 1.00 | 1.2770 | 1.1770 | 1.2830 | ||
| 110 | 2006.06.01 12:26 | sell | 56 | 3.00 | 1.2764 | 1.3764 | 1.2704 | ||
| 111 | 2006.06.02 14:29 | t/p | 55 | 1.00 | 1.2830 | 1.1770 | 1.2830 | 600.00 | 41619.99 |
| 112 | 2006.06.06 12:15 | buy | 57 | 1.00 | 1.2879 | 1.1879 | 1.2939 | ||
| 113 | 2006.06.08 14:32 | t/p | 56 | 3.00 | 1.2704 | 1.3764 | 1.2704 | 1800.00 | 43419.99 |
| 114 | 2006.09.05 21:04 | close at stop | 57 | 1.00 | 1.2818 | 1.1879 | 1.2939 | -610.01 | 42809.98 |