Strategy Tester Report
ExpParMA_v1

СимволEURUSD (Euro vs US Dollar)
ПериодДень (D1) 2006.02.01 00:00 - 2007.03.25 00:00 (2006.02.01 - 2007.03.25)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
ПараметрыBUY=false; SELL=false; TF1=1440; TF2=60; PropotinalLots=false; FixedLots=0.1; PercentLots=20; MaxOrder=1; ts=138; TP=371; SL=200; pips=29; pr=0.0195; pr1=4; ParMA_Period=53;
Баров в истории2080Смоделировано тиков1678091Качество моделирования55.05%
Начальный депозит1000.00
Чистая прибыль3970.40Общая прибыль3996.35Общий убыток-25.95
Прибыльность154.00Матожидание выигрыша82.72
Абсолютная просадка0.00Максимальная просадка25.95 (0.52%)Относительная просадка0.52% (25.95)
Всего сделок48Короткие позиции (% выигравших)19 (100.00%)Длинные позиции (% выигравших)29 (96.55%)
Прибыльные сделки (% от всех)47 (97.92%)Убыточные сделки (% от всех)1 (2.08%)
Самая большаяприбыльная сделка374.76убыточная сделка-25.95
Средняяприбыльная сделка85.03убыточная сделка-25.95
Максимальное количествонепрерывных выигрышей (прибыль)47 (3996.35)непрерывных проигрышей (убыток)1 (-25.95)
Максимальнаянепрерывная прибыль (число выигрышей)3996.35 (47)непрерывный убыток (число проигрышей)-25.95 (1)
Среднийнепрерывный выигрыш47непрерывный проигрыш1
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12006.02.01 00:00sell10.101.21561.23561.1785
22006.02.03 16:00modify10.101.21561.21471.1785
32006.02.03 17:00modify10.101.21561.21231.1785
42006.02.06 14:00modify10.101.21561.21171.1785
52006.02.06 16:00modify10.101.21561.21091.1785
62006.02.06 20:00modify10.101.21561.21021.1785
72006.02.06 21:00modify10.101.21561.20941.1785
82006.02.07 18:00modify10.101.21561.20931.1785
92006.02.08 15:00modify10.101.21561.20921.1785
102006.02.08 18:00modify10.101.21561.20911.1785
112006.02.08 19:00modify10.101.21561.20741.1785
122006.02.10 18:00modify10.101.21561.20521.1785
132006.02.10 22:00modify10.101.21561.20461.1785
142006.02.10 23:00modify10.101.21561.20341.1785
152006.02.13 06:00modify10.101.21561.20321.1785
162006.02.13 12:00modify10.101.21561.20271.1785
172006.02.13 14:00modify10.101.21561.20261.1785
182006.02.14 16:00modify10.101.21561.20141.1785
192006.02.14 18:00modify10.101.21561.20121.1785
202006.02.16 12:00modify10.101.21561.20101.1785
212006.02.16 13:00modify10.101.21561.20081.1785
222006.02.16 14:00modify10.101.21561.20021.1785
232006.02.20 01:29close10.101.19351.20021.1785229.931229.93
242006.02.20 01:29sell20.101.19321.21321.1561
252006.02.21 18:00close20.101.19021.21321.156130.471260.40
262006.02.21 18:00sell30.101.18991.20991.1528
272006.02.27 01:29close30.101.18411.20991.152860.821321.22
282006.03.01 00:00sell40.101.19211.21211.1550
292006.03.07 18:00close40.101.18861.21211.155037.821359.04
302006.03.07 18:00buy50.101.18861.16861.2257
312006.03.14 19:00modify50.101.18861.18871.2257
322006.03.15 09:00modify50.101.18861.18901.2257
332006.03.15 15:00modify50.101.18861.18951.2257
342006.03.15 17:00modify50.101.18861.19021.2257
352006.03.15 19:00modify50.101.18861.19041.2257
362006.03.15 20:00modify50.101.18861.19091.2257
372006.03.15 21:00modify50.101.18861.19121.2257
382006.03.15 22:00modify50.101.18861.19351.2257
392006.03.16 13:00modify50.101.18861.19391.2257
402006.03.16 15:00modify50.101.18861.19401.2257
412006.03.16 16:00modify50.101.18861.19901.2257
422006.03.16 17:00modify50.101.18861.20001.2257
432006.03.16 18:00modify50.101.18861.20151.2257
442006.03.16 20:00modify50.101.18861.20361.2257
452006.03.16 22:00modify50.101.18861.20411.2257
462006.03.17 00:00modify50.101.18861.20431.2257
472006.03.17 12:00modify50.101.18861.20461.2257
482006.03.17 15:00modify50.101.18861.20481.2257
492006.03.17 19:00modify50.101.18861.20571.2257
502006.03.23 02:49s/l50.101.20571.20571.2257156.781515.82
512006.03.23 03:00buy60.101.20611.18611.2432
522006.03.28 17:00close60.101.20981.18611.243234.631550.45
532006.03.28 17:00buy70.101.21011.19011.2472
542006.03.30 18:00close70.101.21401.19011.247235.841586.29
552006.04.03 01:29buy80.101.21231.19231.2494
562006.04.04 08:00close80.101.21581.19231.249434.211620.50
572006.04.07 00:00buy90.101.22321.20321.2603
582006.04.17 18:00close90.101.22771.20321.260338.681659.18
592006.04.21 00:00buy100.101.23191.21191.2690
602006.04.26 19:00modify100.101.23191.23251.2690
612006.04.27 18:00modify100.101.23191.24001.2690
622006.04.27 20:00modify100.101.23191.24051.2690
632006.04.28 12:00modify100.101.23191.24221.2690
642006.04.28 17:00modify100.101.23191.24311.2690
652006.04.28 18:00modify100.101.23191.24561.2690
662006.04.28 19:00modify100.101.23191.24851.2690
672006.04.28 20:00modify100.101.23191.24881.2690
682006.04.28 21:00modify100.101.23191.24891.2690
692006.05.01 09:00modify100.101.23191.24951.2690
702006.05.01 16:00modify100.101.23191.25281.2690
712006.05.01 16:19t/p100.101.26901.25281.2690364.682023.86
722006.05.02 00:00buy110.101.25901.23901.2961
732006.05.05 16:00modify110.101.25901.26021.2961
742006.05.05 17:00modify110.101.25901.26091.2961
752006.05.08 12:00modify110.101.25901.26311.2961
762006.05.08 13:00modify110.101.25901.26411.2961
772006.05.10 10:00modify110.101.25901.26431.2961
782006.05.10 11:00modify110.101.25901.26511.2961
792006.05.10 18:00modify110.101.25901.26581.2961
802006.05.10 19:00modify110.101.25901.26591.2961
812006.05.10 22:00modify110.101.25901.26701.2961
822006.05.11 18:00modify110.101.25901.26811.2961
832006.05.11 19:00modify110.101.25901.27101.2961
842006.05.11 20:00modify110.101.25901.27251.2961
852006.05.12 09:00modify110.101.25901.27311.2961
862006.05.12 10:00modify110.101.25901.27341.2961
872006.05.12 11:00modify110.101.25901.27441.2961
882006.05.12 12:00modify110.101.25901.27581.2961
892006.05.12 13:00modify110.101.25901.27801.2961
902006.05.12 14:00modify110.101.25901.27831.2961
912006.05.15 01:29modify110.101.25901.28161.2961
922006.05.15 01:39t/p110.101.29611.28161.2961360.732384.59
932006.05.16 00:00buy120.101.28001.26001.3171
942006.05.16 07:00close120.101.28361.26001.317136.002420.59
952006.05.16 07:00buy130.101.28391.26391.3210
962006.05.17 07:00close130.101.28751.26391.321035.212455.80
972006.05.18 00:00buy140.101.27461.25461.3117
982006.05.18 12:00close140.101.27911.25461.311745.002500.80
992006.05.18 12:00buy150.101.27941.25941.3165
1002006.05.18 20:00close150.101.28251.25941.316531.002531.80
1012006.05.18 20:00buy160.101.28281.26281.3199
1022006.05.19 03:00close160.101.28611.26281.319932.212564.01
1032006.05.22 01:29buy170.101.27671.25671.3138
1042006.05.22 18:00close170.101.28141.25671.313847.002611.01
1052006.05.22 18:00buy180.101.28171.26171.3188
1062006.05.22 22:00close180.101.28661.26171.318849.002660.01
1072006.05.22 22:00buy190.101.28691.26691.3240
1082006.06.02 16:00close190.101.29191.26691.324039.732699.74
1092006.06.05 01:29sell200.101.29221.31221.2551
1102006.06.07 15:00modify200.101.29221.29161.2551
1112006.06.07 17:00modify200.101.29221.29121.2551
1122006.06.08 11:00modify200.101.29221.28961.2551
1132006.06.08 15:00modify200.101.29221.28781.2551
1142006.06.08 16:00modify200.101.29221.28251.2551
1152006.06.08 17:00modify200.101.29221.27831.2551
1162006.06.08 18:00modify200.101.29221.27771.2551
1172006.06.09 16:00modify200.101.29221.27451.2551
1182006.06.12 14:00modify200.101.29221.27431.2551
1192006.06.12 15:00modify200.101.29221.27221.2551
1202006.06.13 03:00modify200.101.29221.27201.2551
1212006.06.13 05:00modify200.101.29221.27181.2551
1222006.06.13 08:00modify200.101.29221.27141.2551
1232006.06.13 10:00modify200.101.29221.27041.2551
1242006.06.13 15:49t/p200.101.25511.27041.2551374.763074.50
1252006.06.15 00:00sell210.101.25961.27961.2225
1262006.06.19 18:00close210.101.25581.27961.222538.943113.44
1272006.06.19 18:00sell220.101.25551.27551.2184
1282006.06.23 15:00close220.101.25091.27551.218448.823162.26
1292006.06.27 00:00sell230.101.25791.27791.2208
1302006.06.28 18:00close230.101.25291.27791.220850.473212.73
1312006.06.30 00:00sell240.101.26641.28641.2293
1322006.07.14 17:00close240.101.26341.28641.229336.583249.31
1332006.07.14 17:00buy250.101.26341.24341.3005
1342006.07.21 12:00close250.101.26711.24341.300531.473280.78
1352006.07.21 12:00sell260.101.26711.28711.2300
1362006.07.24 10:00close260.101.26361.28711.230035.473316.25
1372006.07.25 00:00buy270.101.26381.24381.3009
1382006.07.26 22:00close270.101.26961.24381.300957.213373.46
1392006.07.28 00:00buy280.101.27001.25001.3071
1402006.08.04 16:00modify280.101.27001.27381.3071
1412006.08.04 17:00modify280.101.27001.27631.3071
1422006.08.09 00:00close280.101.28331.27631.3071125.103498.56
1432006.08.09 00:00buy290.101.28361.26361.3207
1442006.08.09 13:00close290.101.28751.26361.320739.003537.56
1452006.08.09 13:00buy300.101.28781.26781.3249
1462006.08.21 17:00close300.101.29261.26781.324938.523576.08
1472006.08.29 00:00sell310.101.27781.29781.2407
1482006.09.18 01:00modify310.101.27781.27741.2407
1492006.09.21 00:00close310.101.26881.27741.2407101.753677.83
1502006.09.21 00:00sell320.101.26851.28851.2314
1512006.09.29 16:00close320.101.26531.28851.231435.763713.59
1522006.09.29 16:00sell330.101.26501.28501.2279
1532006.10.06 16:00close330.101.26031.28501.227950.293763.88
1542006.10.06 16:00buy340.101.26031.24031.2974
1552006.10.30 00:00modify340.101.26031.26031.2974
1562006.10.31 18:00modify340.101.26031.26261.2974
1572006.10.31 19:00modify340.101.26031.26311.2974
1582006.11.01 18:00modify340.101.26031.26351.2974
1592006.11.01 22:00modify340.101.26031.26371.2974
1602006.11.02 19:00modify340.101.26031.26391.2974
1612006.11.02 21:01modify340.101.26031.26431.2974
1622006.11.07 16:00modify340.101.26031.26461.2974
1632006.11.07 17:00modify340.101.26031.26701.2974
1642006.11.09 19:00modify340.101.26031.26951.2974
1652006.11.09 21:00modify340.101.26031.26971.2974
1662006.11.10 03:00modify340.101.26031.26981.2974
1672006.11.10 04:00modify340.101.26031.27081.2974
1682006.11.10 05:00modify340.101.26031.27241.2974
1692006.11.10 11:00modify340.101.26031.27471.2974
1702006.11.10 12:00modify340.101.26031.27481.2974
1712006.11.14 00:00close340.101.28031.27481.2974170.773934.65
1722006.11.14 00:00buy350.101.28061.26061.3177
1732006.11.14 16:00close350.101.28591.26061.317753.003987.65
1742006.11.14 16:00buy360.101.28621.26621.3233
1752006.11.22 16:00close360.101.29191.26621.323350.684038.33
1762006.11.28 00:00buy370.101.31361.29361.3507
1772006.12.01 17:00modify370.101.31361.31381.3507
1782006.12.01 18:00modify370.101.31361.31951.3507
1792006.12.01 22:01modify370.101.31361.31961.3507
1802006.12.04 01:14modify370.101.31361.32181.3507
1812006.12.06 00:00close370.101.33161.32181.3507173.684212.01
1822006.12.06 00:00sell380.101.33161.35161.2945
1832006.12.11 03:00modify380.101.33161.33081.2945
1842006.12.11 04:00modify380.101.33161.32841.2945
1852006.12.11 05:01modify380.101.33161.32831.2945
1862006.12.12 21:37s/l380.101.32831.32831.294535.824247.83
1872006.12.12 22:00sell390.101.32741.34741.2903
1882006.12.15 12:00modify390.101.32741.32421.2903
1892006.12.15 18:00modify390.101.32741.32311.2903
1902006.12.15 20:00modify390.101.32741.32181.2903
1912006.12.15 21:00modify390.101.32741.32171.2903
1922006.12.18 17:00modify390.101.32741.32141.2903
1932006.12.18 18:00modify390.101.32741.32061.2903
1942006.12.19 20:31s/l390.101.32061.32061.290371.294319.12
1952006.12.19 21:00sell400.101.32141.34141.2843
1962007.01.03 19:00close400.101.31711.34141.284350.054369.17
1972007.01.03 19:00sell410.101.31681.33681.2797
1982007.01.05 16:00modify410.101.31681.31451.2797
1992007.01.05 18:00modify410.101.31681.31301.2797
2002007.01.08 16:00modify410.101.31681.31181.2797
2012007.01.10 03:00modify410.101.31681.31101.2797
2022007.01.10 04:00modify410.101.31681.31071.2797
2032007.01.10 05:00modify410.101.31681.31011.2797
2042007.01.10 18:00modify410.101.31681.30841.2797
2052007.01.10 19:00modify410.101.31681.30791.2797
2062007.01.10 20:00modify410.101.31681.30751.2797
2072007.01.10 22:01modify410.101.31681.30741.2797
2082007.01.11 17:00modify410.101.31681.30661.2797
2092007.01.11 18:00modify410.101.31681.30281.2797
2102007.01.12 03:00modify410.101.31681.30251.2797
2112007.01.16 00:00close410.101.29371.30251.2797237.114606.28
2122007.01.16 00:00sell420.101.29341.31341.2563
2132007.01.26 14:00close420.101.28981.31341.256341.644647.92
2142007.01.30 00:00sell430.101.29551.31551.2584
2152007.02.05 17:00close430.101.29241.31551.258433.824681.74
2162007.02.05 17:00buy440.101.29241.27241.3295
2172007.02.14 10:00modify440.101.29241.29381.3295
2182007.02.14 11:00modify440.101.29241.29581.3295
2192007.02.14 16:00modify440.101.29241.29611.3295
2202007.02.14 18:00modify440.101.29241.29871.3295
2212007.02.14 19:00modify440.101.29241.29881.3295
2222007.02.14 20:00modify440.101.29241.29891.3295
2232007.02.15 00:00modify440.101.29241.29931.3295
2242007.02.15 01:00modify440.101.29241.29951.3295
2252007.02.15 02:00modify440.101.29241.30001.3295
2262007.02.15 09:00modify440.101.29241.30091.3295
2272007.02.15 17:00modify440.101.29241.30151.3295
2282007.02.19 01:00modify440.101.29241.30161.3295
2292007.02.19 05:00modify440.101.29241.30171.3295
2302007.02.19 22:00modify440.101.29241.30201.3295
2312007.02.20 04:00modify440.101.29241.30281.3295
2322007.02.20 05:00modify440.101.29241.30411.3295
2332007.02.20 08:00modify440.101.29241.30481.3295
2342007.02.23 00:00close440.101.31261.30481.3295186.204867.94
2352007.02.23 00:00buy450.101.31291.29291.3500
2362007.02.23 17:00close450.101.31621.29291.350033.004900.94
2372007.02.23 17:00buy460.101.31651.29651.3536
2382007.03.01 00:00close460.101.32271.29651.353657.264958.20
2392007.03.01 00:00buy470.101.32301.30301.3601
2402007.03.16 02:00close470.101.32801.30301.360138.154996.35
2412007.03.20 00:00buy480.101.33031.31031.3674
2422007.03.23 23:59close at stop480.101.32811.31031.3674-25.954970.40