Strategy Tester Report
proba
SIG-Lite.com (Build 208)

СимволGBPUSD (Great Britan vs US Dollar)
ПериодДень (D1) 2000.01.03 00:00 - 2007.08.31 00:00 (2000.01.01 - 2007.09.02)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
Баров в истории3278Смоделировано тиков12160385Качество моделирования90.00%
Начальный депозит10000.00
Чистая прибыль36070.00Общая прибыль77049.60Общий убыток-40979.60
Прибыльность1.88Матожидание выигрыша166.99
Абсолютная просадка2133.60Максимальная просадка4198.80 (34.80%)Относительная просадка34.80% (4198.80)
Всего сделок216Короткие позиции (% выигравших)0 (0.00%)Длинные позиции (% выигравших)216 (62.04%)
Прибыльные сделки (% от всех)134 (62.04%)Убыточные сделки (% от всех)82 (37.96%)
Самая большаяприбыльная сделка2180.40убыточная сделка-500.00
Средняяприбыльная сделка575.00убыточная сделка-499.75
Максимальное количествонепрерывных выигрышей (прибыль)9 (5348.40)непрерывных проигрышей (убыток)7 (-3499.20)
Максимальнаянепрерывная прибыль (число выигрышей)5348.40 (9)непрерывный убыток (число проигрышей)-3499.20 (7)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12000.01.11 11:15buy11.001.64331.63830.0000
22000.01.12 00:00close11.001.64681.63830.0000350.4010350.40
32000.01.19 18:53buy21.001.64501.64000.0000
42000.01.20 00:02close21.001.64511.64000.000011.2010361.60
52000.02.08 15:53buy31.001.60631.60130.0000
62000.02.09 00:00close31.001.61021.60130.0000390.4010752.00
72000.02.22 05:44buy41.001.60691.60190.0000
82000.02.23 00:00close41.001.61321.60190.0000630.4011382.40
92000.03.01 19:31buy51.001.58951.58450.0000
102000.03.01 23:59s/l51.001.58451.58450.0000-500.0010882.40
112000.03.07 23:59buy61.001.58191.57690.0000
122000.03.09 00:06close61.001.58201.57690.000011.6010894.00
132000.03.21 17:15buy71.001.57451.56950.0000
142000.03.21 23:59s/l71.001.56951.56950.0000-500.0010394.00
152000.03.22 19:27buy81.001.57361.56860.0000
162000.03.24 00:00close81.001.58651.56860.00001291.6011685.60
172000.04.05 10:38buy91.001.59751.59250.0000
182000.04.05 13:55s/l91.001.59251.59250.0000-500.0011185.60
192000.04.11 18:02buy101.001.58981.58480.0000
202000.04.11 20:32s/l101.001.58481.58480.0000-500.0010685.60
212000.04.18 13:00buy111.001.58491.57990.0000
222000.04.18 16:17s/l111.001.57991.57990.0000-500.0010185.60
232000.04.19 12:50buy121.001.58251.57750.0000
242000.04.19 18:09s/l121.001.57751.57750.0000-500.009685.60
252000.04.25 22:35buy131.001.58231.57730.0000
262000.04.26 11:33s/l131.001.57731.57730.0000-499.609186.00
272000.05.02 13:33buy141.001.56381.55880.0000
282000.05.02 18:43s/l141.001.55881.55880.0000-500.008686.00
292000.06.20 21:21buy151.001.51941.51440.0000
302000.06.21 04:05s/l151.001.51441.51440.0000-499.608186.40
312000.06.27 19:26buy161.001.50531.50030.0000
322000.06.28 00:00close161.001.50631.50030.0000100.408286.80
332000.10.10 23:59buy171.001.45561.45060.0000
342000.10.11 00:10close171.001.45571.45060.000010.408297.20
352000.12.06 23:59buy181.001.44491.43990.0000
362000.12.11 00:00close181.001.44611.43990.0000122.008419.20
372000.12.13 23:59buy191.001.45731.45230.0000
382000.12.15 00:00close191.001.47221.45230.00001491.609910.80
392000.12.20 23:59buy201.001.47651.47150.0000
402000.12.25 00:00s/l201.001.47151.47150.0000-498.009412.80
412000.12.26 23:59buy211.001.48391.47890.0000
422000.12.27 00:02close211.001.48431.47890.000040.409453.20
432001.01.02 23:59buy221.001.50321.49820.0000
442001.01.03 00:00close221.001.50331.49820.000010.409463.60
452001.03.20 23:59buy231.001.43861.43360.0000
462001.03.21 00:20close231.001.43901.43360.000040.409504.00
472001.04.03 16:11buy241.001.42751.42250.0000
482001.04.04 00:00close241.001.43221.42250.0000470.409974.40
492001.04.17 08:30buy251.001.43981.43480.0000
502001.04.17 13:12s/l251.001.43481.43480.0000-500.009474.40
512001.04.25 15:42buy261.001.43971.43470.0000
522001.04.27 16:14s/l261.001.43471.43470.0000-498.408976.00
532001.05.15 18:11buy271.001.42371.41870.0000
542001.05.16 00:00close271.001.42401.41870.000030.409006.40
552001.06.12 18:18buy281.001.38051.37550.0000
562001.06.12 21:36s/l281.001.37551.37550.0000-500.008506.40
572001.06.13 15:44buy291.001.38131.37630.0000
582001.06.14 00:00close291.001.39091.37630.0000961.209467.60
592001.06.27 10:07buy301.001.42111.41610.0000
602001.06.27 13:57s/l301.001.41611.41610.0000-500.008967.60
612001.07.11 11:06buy311.001.41751.41250.0000
622001.07.11 18:07s/l311.001.41251.41250.0000-500.008467.60
632001.07.17 18:26buy321.001.40341.39840.0000
642001.07.19 00:00close321.001.42151.39840.00001811.6010279.20
652001.07.25 14:32buy331.001.42751.42250.0000
662001.07.26 00:00close331.001.42831.42250.000081.2010360.40
672001.07.31 09:39buy341.001.43001.42500.0000
682001.07.31 10:27s/l341.001.42501.42500.0000-500.009860.40
692001.08.01 06:53buy351.001.42871.42370.0000
702001.08.02 00:00close351.001.43381.42370.0000511.2010371.60
712001.08.14 18:15buy361.001.42541.42040.0000
722001.08.15 00:00close361.001.42901.42040.0000360.4010732.00
732001.08.21 11:05buy371.001.44861.44360.0000
742001.08.22 00:00close371.001.45431.44360.0000570.4011302.40
752001.08.28 17:50buy381.001.44711.44210.0000
762001.08.29 00:00close381.001.45331.44210.0000620.4011922.80
772001.09.05 16:40buy391.001.45181.44680.0000
782001.09.06 00:00close391.001.45731.44680.0000551.2012474.00
792001.09.11 16:06buy401.001.46351.45850.0000
802001.09.12 00:00close401.001.47531.45850.00001180.4013654.40
812001.09.18 21:52buy411.001.47081.46580.0000
822001.09.19 04:55s/l411.001.46581.46580.0000-499.6013154.80
832001.09.25 17:34buy421.001.46951.46450.0000
842001.09.26 00:00close421.001.47011.46450.000060.4013215.20
852001.10.03 15:16buy431.001.47481.46980.0000
862001.10.04 11:03s/l431.001.46981.46980.0000-498.8012716.40
872001.11.07 07:54buy441.001.46271.45770.0000
882001.11.08 00:00close441.001.46361.45770.000091.2012807.60
892001.11.28 16:26buy451.001.42051.41550.0000
902001.11.29 00:00close451.001.42571.41550.0000521.2013328.80
912001.12.26 17:21buy461.001.45021.44520.0000
922001.12.27 00:00close461.001.45261.44520.0000241.2013570.00
932002.01.09 16:00buy471.001.44381.43880.0000
942002.01.09 16:57s/l471.001.43881.43880.0000-500.0013070.00
952002.01.23 09:10buy481.001.43421.42920.0000
962002.01.23 11:58s/l481.001.42921.42920.0000-500.0012570.00
972002.02.19 18:18buy491.001.43211.42710.0000
982002.02.20 17:56s/l491.001.42711.42710.0000-499.6012070.40
992002.03.20 17:15buy501.001.42691.42190.0000
1002002.03.21 00:00close501.001.43131.42190.0000441.2012511.60
1012002.03.27 10:28buy511.001.42821.42320.0000
1022002.03.27 14:37s/l511.001.42321.42320.0000-500.0012011.60
1032002.04.09 18:50buy521.001.43491.42990.0000
1042002.04.10 00:00close521.001.43671.42990.0000180.4012192.00
1052002.04.16 17:09buy531.001.43981.43480.0000
1062002.04.17 00:00close531.001.44001.43480.000020.4012212.40
1072002.04.24 16:21buy541.001.44991.44490.0000
1082002.04.26 00:00close541.001.45511.44490.0000521.6012734.00
1092002.05.01 17:53buy551.001.46231.45730.0000
1102002.05.02 00:00close551.001.46511.45730.0000281.2013015.20
1112002.05.15 17:12buy561.001.45641.45140.0000
1122002.05.16 00:00close561.001.46031.45140.0000391.2013406.40
1132002.05.22 07:21buy571.001.46311.45810.0000
1142002.05.22 08:52s/l571.001.45811.45810.0000-500.0012906.40
1152002.05.28 11:56buy581.001.46031.45530.0000
1162002.05.31 00:00close581.001.46421.45530.0000392.0013298.40
1172002.06.11 09:52buy591.001.46351.45850.0000
1182002.06.12 00:00close591.001.47191.45850.0000840.4014138.80
1192002.06.18 13:51buy601.001.48381.47880.0000
1202002.06.19 00:00close601.001.49151.47880.0000770.4014909.20
1212002.06.25 23:07buy611.001.50761.50260.0000
1222002.06.27 00:00close611.001.52551.50260.00001791.6016700.80
1232002.07.24 15:50buy621.001.57221.56720.0000
1242002.07.26 00:00close621.001.58361.56720.00001141.6017842.40
1252002.07.30 17:02buy631.001.57411.56910.0000
1262002.07.30 20:14s/l631.001.56911.56910.0000-500.0017342.40
1272002.08.13 23:58buy641.001.53831.53330.0000
1282002.08.14 00:00close641.001.53861.53330.000030.4017372.80
1292002.08.27 05:09buy651.001.52641.52140.0000
1302002.08.28 00:00close651.001.53361.52140.0000720.4018093.20
1312002.09.03 11:09buy661.001.55621.55120.0000
1322002.09.04 00:00close661.001.56511.55120.0000890.4018983.60
1332002.09.18 18:59buy671.001.55351.54850.0000
1342002.09.18 22:12s/l671.001.54851.54850.0000-500.0018483.60
1352002.09.24 14:34buy681.001.55551.55050.0000
1362002.09.25 00:00close681.001.56291.55050.0000740.4019224.00
1372002.10.08 06:27buy691.001.56951.56450.0000
1382002.10.08 10:35s/l691.001.56451.56450.0000-500.0018724.00
1392002.10.09 23:59buy701.001.56601.56100.0000
1402002.10.11 13:38s/l701.001.56101.56100.0000-498.4018225.60
1412002.10.23 11:12buy711.001.54931.54430.0000
1422002.10.25 00:00close711.001.55421.54430.0000491.6018717.20
1432002.11.05 10:13buy721.001.56301.55800.0000
1442002.11.06 09:22s/l721.001.55801.55800.0000-499.6018217.60
1452002.11.19 10:51buy731.001.58671.58170.0000
1462002.11.19 23:59s/l731.001.58171.58170.0000-500.0017717.60
1472002.12.03 12:36buy741.001.56401.55900.0000
1482002.12.04 00:00close741.001.56941.55900.0000540.4018258.00
1492002.12.11 23:59buy751.001.57661.57160.0000
1502002.12.13 00:00close751.001.58141.57160.0000481.6018739.60
1512002.12.17 10:01buy761.001.59781.59280.0000
1522002.12.18 00:00close761.001.59831.59280.000050.4018790.00
1532002.12.31 10:32buy771.001.60751.60250.0000
1542003.01.02 00:00close771.001.61011.60250.0000261.6019051.60
1552003.01.08 23:59buy781.001.61321.60820.0000
1562003.01.09 00:00close781.001.61331.60820.000011.2019062.80
1572003.01.14 12:19buy791.001.60611.60110.0000
1582003.01.15 10:14s/l791.001.60111.60110.0000-499.6018563.20
1592003.01.21 23:59buy801.001.61781.61280.0000
1602003.01.22 00:00close801.001.61801.61280.000020.4018583.60
1612003.01.29 03:40buy811.001.64651.64150.0000
1622003.01.30 00:00close811.001.64791.64150.0000141.2018724.80
1632003.02.26 23:59buy821.001.58401.57900.0000
1642003.02.27 10:14s/l821.001.57901.57900.0000-498.8018226.00
1652003.03.04 10:07buy831.001.58461.57960.0000
1662003.03.04 13:02s/l831.001.57961.57960.0000-500.0017726.00
1672003.03.11 23:59buy841.001.60711.60210.0000
1682003.03.12 00:00close841.001.60771.60210.000060.4017786.40
1692003.04.09 23:59buy851.001.56501.56000.0000
1702003.04.10 00:47close851.001.56531.56000.000031.2017817.60
1712003.04.16 09:54buy861.001.57451.56950.0000
1722003.04.17 00:00close861.001.58121.56950.0000671.2018488.80
1732003.04.22 10:43buy871.001.56921.56420.0000
1742003.04.23 00:00close871.001.57741.56420.0000820.4019309.20
1752003.04.29 11:50buy881.001.59351.58850.0000
1762003.04.29 16:43s/l881.001.58851.58850.0000-500.0018809.20
1772003.04.30 09:49buy891.001.59881.59380.0000
1782003.04.30 10:22s/l891.001.59381.59380.0000-500.0018309.20
1792003.05.06 10:59buy901.001.61101.60600.0000
1802003.05.07 00:00close901.001.61531.60600.0000430.4018739.60
1812003.05.14 13:16buy911.001.61471.60970.0000
1822003.05.15 00:00close911.001.61661.60970.0000191.2018930.80
1832003.05.27 12:25buy921.001.64341.63840.0000
1842003.05.28 00:00s/l921.001.63841.63840.0000-499.6018431.20
1852003.06.11 10:38buy931.001.66131.65630.0000
1862003.06.12 00:00close931.001.66621.65630.0000491.2018922.40
1872003.06.25 14:01buy941.001.67231.66730.0000
1882003.06.26 00:00close941.001.67241.66730.000011.2018933.60
1892003.07.23 15:30buy951.001.60561.60060.0000
1902003.07.24 00:00close951.001.60821.60060.0000261.2019194.80
1912003.08.20 13:22buy961.001.59541.59040.0000
1922003.08.20 13:55s/l961.001.59041.59040.0000-500.0018694.80
1932003.09.09 23:59buy971.001.59201.58700.0000
1942003.09.10 01:37close971.001.59201.58700.00000.4018695.20
1952003.09.17 12:26buy981.001.59521.59020.0000
1962003.09.18 00:00close981.001.60941.59020.00001421.2020116.40
1972003.10.07 09:36buy991.001.67681.67180.0000
1982003.10.07 14:11s/l991.001.67181.67180.0000-500.0019616.40
1992003.10.14 18:49buy1001.001.67241.66740.0000
2002003.10.15 00:00close1001.001.67381.66740.0000140.4019756.80
2012003.10.21 17:38buy1011.001.67601.67100.0000
2022003.10.23 00:00close1011.001.69281.67100.00001681.6021438.40
2032003.10.28 21:20buy1021.001.69851.69350.0000
2042003.10.31 09:42s/l1021.001.69351.69350.0000-498.0020940.40
2052003.11.12 04:56buy1031.001.67191.66690.0000
2062003.11.13 00:00close1031.001.67381.66690.0000191.2021131.60
2072003.11.25 10:26buy1041.001.70231.69730.0000
2082003.11.25 11:26s/l1041.001.69731.69730.0000-500.0020631.60
2092003.11.26 17:09buy1051.001.70401.69900.0000
2102003.11.27 00:00close1051.001.71261.69900.0000861.2021492.80
2112003.12.02 23:59buy1061.001.73021.72520.0000
2122003.12.03 00:43close1061.001.73041.72520.000020.4021513.20
2132003.12.16 23:59buy1071.001.75561.75060.0000
2142003.12.17 00:05close1071.001.75581.75060.000020.4021533.60
2152003.12.24 23:59buy1081.001.77551.77050.0000
2162003.12.25 00:00close1081.001.77561.77050.000011.2021544.80
2172003.12.30 10:11buy1091.001.77641.77140.0000
2182004.01.01 00:00close1091.001.78581.77140.0000941.6022486.40
2192004.01.20 11:31buy1101.001.80001.79500.0000
2202004.01.21 00:00close1101.001.82061.79500.00002060.4024546.80
2212004.01.27 18:27buy1111.001.82811.82310.0000
2222004.01.28 08:51s/l1111.001.82311.82310.0000-499.6024047.20
2232004.02.03 08:56buy1121.001.82641.82140.0000
2242004.02.04 00:00close1121.001.83931.82140.00001290.4025337.60
2252004.02.17 10:02buy1131.001.89711.89210.0000
2262004.02.18 00:00close1131.001.90511.89210.0000800.4026138.00
2272004.02.24 17:02buy1141.001.88471.87970.0000
2282004.02.25 00:00close1141.001.89131.87970.0000660.4026798.40
2292004.03.16 12:17buy1151.001.81361.80860.0000
2302004.03.16 18:59s/l1151.001.80861.80860.0000-500.0026298.40
2312004.03.30 12:54buy1161.001.82791.82290.0000
2322004.03.30 15:52s/l1161.001.82291.82290.0000-500.0025798.40
2332004.04.06 12:46buy1171.001.83661.83160.0000
2342004.04.06 17:37s/l1171.001.83161.83160.0000-500.0025298.40
2352004.05.04 10:58buy1181.001.78031.77530.0000
2362004.05.05 00:00close1181.001.79681.77530.00001650.4026948.80
2372004.05.12 12:35buy1191.001.77221.76720.0000
2382004.05.13 08:29s/l1191.001.76721.76720.0000-498.8026450.00
2392004.05.19 09:59buy1201.001.77621.77120.0000
2402004.05.20 00:00close1201.001.78341.77120.0000721.2027171.20
2412004.05.25 09:13buy1211.001.79981.79480.0000
2422004.05.26 00:00close1211.001.81341.79480.00001360.4028531.60
2432004.06.09 02:29buy1221.001.84151.83650.0000
2442004.06.09 04:19s/l1221.001.83651.83650.0000-500.0028031.60
2452004.06.15 17:04buy1231.001.82451.81950.0000
2462004.06.15 17:29s/l1231.001.81951.81950.0000-500.0027531.60
2472004.06.23 09:15buy1241.001.82831.82330.0000
2482004.06.23 10:29s/l1241.001.82331.82330.0000-500.0027031.60
2492004.06.30 17:01buy1251.001.81711.81210.0000
2502004.06.30 18:14s/l1251.001.81211.81210.0000-500.0026531.60
2512004.07.06 13:49buy1261.001.83761.83260.0000
2522004.07.07 00:00close1261.001.84171.83260.0000410.4026942.00
2532004.08.31 17:43buy1271.001.80111.79610.0000
2542004.09.01 00:00close1271.001.80241.79610.0000130.4027072.40
2552004.09.08 17:45buy1281.001.78071.77570.0000
2562004.09.09 00:00close1281.001.78591.77570.0000521.2027593.60
2572004.09.14 18:24buy1291.001.80401.79900.0000
2582004.09.14 19:08s/l1291.001.79901.79900.0000-500.0027093.60
2592004.09.21 13:08buy1301.001.79341.78840.0000
2602004.09.22 00:00close1301.001.79651.78840.0000310.4027404.00
2612004.09.28 12:47buy1311.001.81461.80960.0000
2622004.09.28 18:46s/l1311.001.80961.80960.0000-500.0026904.00
2632004.10.19 14:19buy1321.001.80321.79820.0000
2642004.10.21 00:00close1321.001.81801.79820.00001481.6028385.60
2652004.10.27 14:50buy1331.001.84231.83730.0000
2662004.10.27 17:58s/l1331.001.83731.83730.0000-500.0027885.60
2672004.11.03 14:29buy1341.001.84441.83940.0000
2682004.11.04 00:00close1341.001.84851.83940.0000411.2028296.80
2692004.11.16 12:29buy1351.001.85481.84980.0000
2702004.11.16 16:37s/l1351.001.84981.84980.0000-500.0027796.80
2712004.11.17 11:49buy1361.001.85901.85400.0000
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