Strategy Tester Report
QFX4

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2007.02.01 00:00 - 2007.04.06 00:00 (2007.02.01 - 2007.04.06)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
Параметрыmm=0; risk=5; Lots=1; Magic=2225896;
Баров в истории7302Смоделировано тиков250426Качество моделирования90.00%
Начальный депозит10000.00
Чистая прибыль5158.51Общая прибыль14341.04Общий убыток-9182.53
Прибыльность1.56Матожидание выигрыша88.94
Абсолютная просадка3161.55Максимальная просадка4380.11 (39.04%)Относительная просадка39.04% (4380.11)
Всего сделок58Короткие позиции (% выигравших)27 (37.04%)Длинные позиции (% выигравших)31 (58.06%)
Прибыльные сделки (% от всех)28 (48.28%)Убыточные сделки (% от всех)30 (51.72%)
Самая большаяприбыльная сделка2121.28убыточная сделка-785.96
Средняяприбыльная сделка512.18убыточная сделка-306.08
Максимальное количествонепрерывных выигрышей (прибыль)12 (1251.04)непрерывных проигрышей (убыток)7 (-2681.49)
Максимальнаянепрерывная прибыль (число выигрышей)6571.60 (7)непрерывный убыток (число проигрышей)-2681.49 (7)
Среднийнепрерывный выигрыш5непрерывный проигрыш5
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12007.02.05 00:30sell11.001.96531.98531.7653
22007.02.05 00:30sell stop21.001.96501.98491.7649
32007.02.05 00:30sell stop31.001.96491.98481.7648
42007.02.05 02:30sell21.001.96501.98491.7649
52007.02.05 02:30expiration31.001.96491.98481.7648
62007.02.06 11:00close11.001.96531.98531.7653-2.249997.76
72007.02.06 11:00close21.001.96541.98491.7649-30.249967.52
82007.02.06 11:00buy41.001.96531.94532.1653
92007.02.06 11:00buy stop51.001.96561.94562.1656
102007.02.06 11:00buy stop61.001.96571.94572.1657
112007.02.06 11:00buy stop71.001.96581.94582.1658
122007.02.06 11:00buy51.001.96561.94562.1656
132007.02.06 11:00buy61.001.96571.94572.1657
142007.02.06 11:11buy71.001.96581.94582.1658
152007.02.08 10:15close41.001.96611.94532.165348.4410015.96
162007.02.08 10:15close51.001.96601.94562.165620.4410036.40
172007.02.08 10:16close61.001.96611.94572.165720.4410056.84
182007.02.08 10:16close71.001.96631.94582.165827.4410084.28
192007.02.08 10:16sell81.001.96621.98621.7662
202007.02.08 10:16sell stop91.001.96591.98581.7658
212007.02.08 10:16sell stop101.001.96581.98571.7657
222007.02.08 12:16expiration91.001.96591.98581.7658
232007.02.08 12:16expiration101.001.96581.98571.7657
242007.02.12 08:30close81.001.95411.98621.7662842.5210926.80
252007.02.12 08:30buy111.001.95421.93422.1542
262007.02.12 08:30buy stop121.001.95451.93452.1545
272007.02.12 08:30buy stop131.001.95461.93462.1546
282007.02.12 08:30buy stop141.001.95471.93472.1547
292007.02.12 08:37buy121.001.95451.93452.1545
302007.02.12 08:37buy131.001.95461.93462.1546
312007.02.12 08:41buy141.001.95471.93472.1547
322007.02.15 16:17close111.001.95511.93422.154253.5510980.35
332007.02.15 16:17close121.001.95481.93452.154511.5510991.90
342007.02.15 16:17close131.001.95501.93462.154618.5511010.45
352007.02.15 16:17close141.001.95491.93472.15474.5511015.00
362007.02.15 16:17sell151.001.95481.97481.7548
372007.02.15 16:17sell stop161.001.95451.97441.7544
382007.02.15 16:17sell stop171.001.95441.97431.7543
392007.02.15 16:46sell161.001.95451.97441.7544
402007.02.15 16:46sell171.001.95441.97431.7543
412007.02.19 03:30close151.001.95351.97481.754886.5211101.52
422007.02.19 03:30close161.001.95361.97441.754458.5211160.04
432007.02.19 03:30close171.001.95351.97431.754358.5211218.56
442007.02.19 03:30buy181.001.95381.93382.1538
452007.02.19 03:30buy stop191.001.95411.93412.1541
462007.02.19 03:30buy stop201.001.95421.93422.1542
472007.02.19 03:30buy stop211.001.95431.93432.1543
482007.02.19 03:30buy191.001.95411.93412.1541
492007.02.19 03:30buy201.001.95421.93422.1542
502007.02.19 03:41buy211.001.95431.93432.1543
512007.02.20 12:15close181.001.94841.93382.1538-379.8910838.67
522007.02.20 12:15close191.001.94841.93412.1541-400.8910437.78
532007.02.20 12:15close201.001.94831.93422.1542-414.8910022.89
542007.02.20 12:16close211.001.94821.93432.1543-428.899594.00
552007.02.20 12:16sell221.001.94801.96801.7480
562007.02.20 12:16sell stop231.001.94771.96761.7476
572007.02.20 12:16sell stop241.001.94761.96751.7475
582007.02.20 14:16expiration231.001.94771.96761.7476
592007.02.20 14:16expiration241.001.94761.96751.7475
602007.02.22 18:30close221.001.95911.96801.7480-785.968808.04
612007.02.22 18:30buy251.001.95931.93932.1593
622007.02.22 18:30buy stop261.001.95961.93962.1596
632007.02.22 18:30buy stop271.001.95971.93972.1597
642007.02.22 18:30buy stop281.001.95981.93982.1598
652007.02.22 20:30expiration261.001.95961.93962.1596
662007.02.22 20:30expiration271.001.95971.93972.1597
672007.02.22 20:30expiration281.001.95981.93982.1598
682007.02.27 23:15close251.001.96181.93932.1593169.338977.37
692007.02.27 23:15sell291.001.96191.98191.7619
702007.02.27 23:15sell stop301.001.96161.98151.7615
712007.02.27 23:15sell stop311.001.96151.98141.7614
722007.02.28 00:48sell301.001.96161.98151.7615
732007.02.28 01:15expiration311.001.96151.98141.7614
742007.02.28 21:45close291.001.96351.98191.7619-114.248863.13
752007.02.28 21:46close301.001.96361.98151.7615-140.008723.13
762007.02.28 21:47buy321.001.96371.94372.1637
772007.02.28 21:47buy stop331.001.96401.94402.1640
782007.02.28 21:47buy stop341.001.96411.94412.1641
792007.02.28 21:47buy stop351.001.96421.94422.1642
802007.02.28 21:49buy331.001.96401.94402.1640
812007.02.28 21:52buy341.001.96411.94412.1641
822007.02.28 21:54buy351.001.96421.94422.1642
832007.03.01 17:00close321.001.95741.94372.1637-446.678276.46
842007.03.01 17:00close331.001.95731.94402.1640-474.677801.79
852007.03.01 17:00close341.001.95741.94412.1641-474.677327.12
862007.03.01 17:00close351.001.95731.94422.1642-488.676838.45
872007.03.01 17:00sell361.001.95741.97741.7574
882007.03.01 17:00sell stop371.001.95711.97701.7570
892007.03.01 17:00sell stop381.001.95701.97691.7569
902007.03.01 17:03sell371.001.95711.97701.7570
912007.03.01 17:03sell381.001.95701.97691.7569
922007.03.06 12:00close361.001.92701.97741.75742121.288959.73
932007.03.06 12:00close371.001.92711.97701.75702093.2811053.01
942007.03.06 12:00close381.001.92701.97691.75692093.2813146.29
952007.03.06 12:00buy391.001.92711.90712.1271
962007.03.06 12:00buy stop401.001.92741.90742.1274
972007.03.06 12:00buy stop411.001.92751.90752.1275
982007.03.06 12:00buy stop421.001.92761.90762.1276
992007.03.06 12:24buy401.001.92741.90742.1274
1002007.03.06 12:24buy411.001.92751.90752.1275
1012007.03.06 12:24buy421.001.92761.90762.1276
1022007.03.08 16:30close391.001.92831.90712.127176.4413222.73
1032007.03.08 16:30close401.001.92841.90742.127462.4413285.17
1042007.03.08 16:30close411.001.92851.90752.127562.4413347.61
1052007.03.08 16:31close421.001.92861.90762.127662.4413410.05
1062007.03.08 16:31sell431.001.92871.94871.7287
1072007.03.08 16:31sell stop441.001.92841.94831.7283
1082007.03.08 16:31sell stop451.001.92831.94821.7282
1092007.03.08 16:32sell441.001.92841.94831.7283
1102007.03.08 16:34sell451.001.92831.94821.7282
1112007.03.09 06:45close431.001.93301.94871.7287-303.2413106.81
1122007.03.09 06:45close441.001.93301.94831.7283-324.2412782.57
1132007.03.09 06:46close451.001.93281.94821.7282-317.2412465.33
1142007.03.09 06:47buy461.001.93291.91292.1329
1152007.03.09 06:47buy stop471.001.93321.91322.1332
1162007.03.09 06:47buy stop481.001.93331.91332.1333
1172007.03.09 06:47buy stop491.001.93341.91342.1334
1182007.03.09 07:04buy471.001.93321.91322.1332
1192007.03.09 08:47expiration481.001.93331.91332.1333
1202007.03.09 08:47expiration491.001.93341.91342.1334
1212007.03.23 04:32close461.001.96311.91292.13292087.5414552.87
1222007.03.23 04:32close471.001.96331.91322.13322080.5416633.41
1232007.03.23 04:36sell501.001.96321.98321.7632
1242007.03.23 04:36sell stop511.001.96291.98281.7628
1252007.03.23 04:36sell stop521.001.96281.98271.7627
1262007.03.23 04:46sell511.001.96291.98281.7628
1272007.03.23 04:46sell521.001.96281.98271.7627
1282007.03.26 16:30close501.001.97211.98321.7632-625.2416008.17
1292007.03.26 16:30close511.001.97201.98281.7628-639.2415368.93
1302007.03.26 16:30close521.001.97211.98271.7627-653.2414715.69
1312007.03.26 16:30buy531.001.97191.95192.1719
1322007.03.26 16:30buy stop541.001.97221.95222.1722
1332007.03.26 16:30buy stop551.001.97231.95232.1723
1342007.03.26 16:30buy stop561.001.97241.95242.1724
1352007.03.26 18:30expiration541.001.97221.95222.1722
1362007.03.26 18:30expiration551.001.97231.95232.1723
1372007.03.26 18:30expiration561.001.97241.95242.1724
1382007.03.27 13:30close531.001.96441.95192.1719-526.8914188.80
1392007.03.27 13:30sell571.001.96441.98441.7644
1402007.03.27 13:30sell stop581.001.96411.98401.7640
1412007.03.27 13:30sell stop591.001.96401.98391.7639
1422007.03.27 14:41sell581.001.96411.98401.7640
1432007.03.27 15:26sell591.001.96401.98391.7639
1442007.03.29 09:30close571.001.96511.98441.7644-57.9614130.84
1452007.03.29 09:30close581.001.96511.98401.7640-78.9614051.88
1462007.03.29 09:30close591.001.96531.98391.7639-99.9613951.92
1472007.03.29 09:31buy601.001.96541.94542.1654
1482007.03.29 09:31buy stop611.001.96571.94572.1657
1492007.03.29 09:31buy stop621.001.96581.94582.1658
1502007.03.29 09:31buy stop631.001.96591.94592.1659
1512007.03.29 09:31buy611.001.96571.94572.1657
1522007.03.29 10:54buy621.001.96581.94582.1658
1532007.03.29 11:31expiration631.001.96591.94592.1659
1542007.04.03 20:45close601.001.97431.94542.1654617.3314569.25
1552007.04.03 20:45close611.001.97431.94572.1657596.3315165.58
1562007.04.03 20:46close621.001.97441.94582.1658596.3315761.91
1572007.04.03 20:47sell641.001.97451.99451.7745
1582007.04.03 20:47sell stop651.001.97421.99411.7741
1592007.04.03 20:47sell stop661.001.97411.99401.7740
1602007.04.03 20:54sell651.001.97421.99411.7741
1612007.04.03 20:55sell661.001.97411.99401.7740
1622007.04.04 19:30close641.001.97571.99451.7745-86.2415675.67
1632007.04.04 19:30close651.001.97561.99411.7741-100.2415575.43
1642007.04.04 19:33close661.001.97571.99401.7740-114.2415461.19
1652007.04.04 19:34buy671.001.97561.95562.1756
1662007.04.04 19:34buy stop681.001.97591.95592.1759
1672007.04.04 19:34buy stop691.001.97601.95602.1760
1682007.04.04 19:34buy stop701.001.97611.95612.1761
1692007.04.04 19:48buy681.001.97591.95592.1759
1702007.04.04 19:50buy691.001.97601.95602.1760
1712007.04.04 19:50buy701.001.97611.95612.1761
1722007.04.05 11:45close671.001.97371.95562.1756-138.6715322.52
1732007.04.05 11:45close681.001.97351.95592.1759-173.6715148.85
1742007.04.05 11:45close691.001.97361.95602.1760-173.6714975.18
1752007.04.05 11:45close701.001.97351.95612.1761-187.6714787.51
1762007.04.05 11:45sell711.001.97361.99361.7736
1772007.04.05 11:45sell stop721.001.97331.99321.7732
1782007.04.05 11:45sell stop731.001.97321.99311.7731
1792007.04.05 12:04sell721.001.97331.99321.7732
1802007.04.05 12:08sell731.001.97321.99311.7731
1812007.04.05 23:59close at stop731.001.97161.99311.7731112.0014899.51
1822007.04.05 23:59close at stop721.001.97161.99321.7732119.0015018.51
1832007.04.05 23:59close at stop711.001.97161.99361.7736140.0015158.51