Символ | EURGBP (Euro vs Great Britan) | ||||
Период | 1 Минута (M1) 2007.09.27 22:30 - 2007.11.01 23:59 (2007.07.01 - 2007.11.02) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | LotsPercent=65; AI=2; ForcastDeep=5; | ||||
Баров в истории | 33516 | Смоделировано тиков | 191666 | Качество моделирования | 24.93% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 10000.00 | ||||
Чистая прибыль | 50368.55 | Общая прибыль | 50368.55 | Общий убыток | 0.00 |
Прибыльность | Матожидание выигрыша | 719.55 | |||
Абсолютная просадка | 2757.09 | Максимальная просадка | 19012.63 (32.22%) | Относительная просадка | 38.89% (6563.01) |
Всего сделок | 70 | Короткие позиции (% выигравших) | 34 (100.00%) | Длинные позиции (% выигравших) | 36 (100.00%) |
Прибыльные сделки (% от всех) | 70 (100.00%) | Убыточные сделки (% от всех) | 0 (0.00%) | ||
Самая большая | прибыльная сделка | 2609.71 | убыточная сделка | 0.00 | |
Средняя | прибыльная сделка | 719.55 | убыточная сделка | 0.00 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 70 (50368.55) | непрерывных проигрышей (убыток) | 0 (0.00) | |
Максимальная | непрерывная прибыль (число выигрышей) | 50368.55 (70) | непрерывный убыток (число проигрышей) | 0.00 (0) | |
Средний | непрерывный выигрыш | 70 | непрерывный проигрыш | 0 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2007.09.28 03:03 | buy | 1 | 11.00 | 0.6987 | 0.6969 | 0.7017 | ||
2 | 2007.09.28 04:31 | close | 1 | 11.00 | 0.6989 | 0.6969 | 0.7017 | 459.51 | 10459.51 |
3 | 2007.09.28 05:46 | buy | 2 | 11.60 | 0.6993 | 0.6975 | 0.7023 | ||
4 | 2007.09.28 05:56 | close | 2 | 11.60 | 0.6995 | 0.6975 | 0.7023 | 484.57 | 10944.08 |
5 | 2007.09.28 07:13 | buy | 3 | 12.10 | 0.6999 | 0.6981 | 0.7029 | ||
6 | 2007.09.28 07:28 | close | 3 | 12.10 | 0.7001 | 0.6981 | 0.7029 | 505.46 | 11449.54 |
7 | 2007.10.01 03:19 | buy | 4 | 12.60 | 0.6977 | 0.6959 | 0.7007 | ||
8 | 2007.10.01 04:23 | close | 4 | 12.60 | 0.6979 | 0.6959 | 0.7007 | 526.35 | 11975.89 |
9 | 2007.10.01 05:15 | sell | 5 | 13.20 | 0.6978 | 0.6996 | 0.6948 | ||
10 | 2007.10.01 05:49 | close | 5 | 13.20 | 0.6976 | 0.6996 | 0.6948 | 551.52 | 12527.41 |
11 | 2007.10.01 06:11 | sell | 6 | 13.80 | 0.6977 | 0.6995 | 0.6947 | ||
12 | 2007.10.01 06:58 | close | 6 | 13.80 | 0.6975 | 0.6995 | 0.6947 | 576.59 | 13104.00 |
13 | 2007.10.01 18:14 | buy | 7 | 14.50 | 0.6967 | 0.6949 | 0.6997 | ||
14 | 2007.10.01 20:39 | close | 7 | 14.50 | 0.6968 | 0.6949 | 0.6997 | 302.86 | 13406.86 |
15 | 2007.10.01 21:29 | buy | 8 | 14.80 | 0.6965 | 0.6947 | 0.6995 | ||
16 | 2007.10.01 21:31 | close | 8 | 14.80 | 0.6966 | 0.6947 | 0.6995 | 309.13 | 13715.99 |
17 | 2007.10.01 21:52 | sell | 9 | 15.10 | 0.6964 | 0.6982 | 0.6934 | ||
18 | 2007.10.02 10:04 | close | 9 | 15.10 | 0.6963 | 0.6982 | 0.6934 | 350.13 | 14066.12 |
19 | 2007.10.02 18:09 | sell | 10 | 15.50 | 0.6936 | 0.6954 | 0.6906 | ||
20 | 2007.10.02 19:10 | close | 10 | 15.50 | 0.6935 | 0.6954 | 0.6906 | 323.81 | 14389.93 |
21 | 2007.10.03 03:11 | buy | 11 | 15.90 | 0.6938 | 0.6920 | 0.6968 | ||
22 | 2007.10.03 04:28 | close | 11 | 15.90 | 0.6939 | 0.6920 | 0.6968 | 332.10 | 14722.03 |
23 | 2007.10.03 05:17 | buy | 12 | 16.20 | 0.6938 | 0.6920 | 0.6968 | ||
24 | 2007.10.03 05:25 | close | 12 | 16.20 | 0.6939 | 0.6920 | 0.6968 | 338.37 | 15060.40 |
25 | 2007.10.03 06:25 | buy | 13 | 16.60 | 0.6938 | 0.6920 | 0.6968 | ||
26 | 2007.10.03 06:26 | close | 13 | 16.60 | 0.6939 | 0.6920 | 0.6968 | 346.72 | 15407.12 |
27 | 2007.10.03 07:07 | buy | 14 | 17.00 | 0.6940 | 0.6922 | 0.6970 | ||
28 | 2007.10.03 07:26 | close | 14 | 17.00 | 0.6941 | 0.6922 | 0.6970 | 355.08 | 15762.20 |
29 | 2007.10.03 18:37 | sell | 15 | 17.40 | 0.6947 | 0.6965 | 0.6917 | ||
30 | 2007.10.03 18:38 | close | 15 | 17.40 | 0.6946 | 0.6965 | 0.6917 | 363.50 | 16125.70 |
31 | 2007.10.04 05:16 | buy | 16 | 17.80 | 0.6940 | 0.6922 | 0.6970 | ||
32 | 2007.10.04 07:27 | close | 16 | 17.80 | 0.6941 | 0.6922 | 0.6970 | 371.79 | 16497.49 |
33 | 2007.10.04 18:42 | buy | 17 | 18.20 | 0.6928 | 0.6910 | 0.6958 | ||
34 | 2007.10.04 18:45 | close | 17 | 18.20 | 0.6929 | 0.6910 | 0.6958 | 380.14 | 16877.63 |
35 | 2007.10.04 21:58 | sell | 18 | 18.60 | 0.6929 | 0.6947 | 0.6899 | ||
36 | 2007.10.05 11:50 | close | 18 | 18.60 | 0.6928 | 0.6947 | 0.6899 | 431.30 | 17308.93 |
37 | 2007.10.08 03:38 | sell | 19 | 19.10 | 0.6927 | 0.6945 | 0.6897 | ||
38 | 2007.10.08 04:06 | close | 19 | 19.10 | 0.6926 | 0.6945 | 0.6897 | 399.02 | 17707.95 |
39 | 2007.10.08 06:17 | sell | 20 | 19.50 | 0.6923 | 0.6941 | 0.6893 | ||
40 | 2007.10.08 07:04 | close | 20 | 19.50 | 0.6922 | 0.6941 | 0.6893 | 407.37 | 18115.32 |
41 | 2007.10.08 07:27 | sell | 21 | 20.00 | 0.6922 | 0.6940 | 0.6892 | ||
42 | 2007.10.08 09:15 | close | 21 | 20.00 | 0.6921 | 0.6940 | 0.6892 | 417.82 | 18533.14 |
43 | 2007.10.08 18:28 | sell | 22 | 20.40 | 0.6905 | 0.6923 | 0.6875 | ||
44 | 2007.10.08 18:42 | close | 22 | 20.40 | 0.6904 | 0.6923 | 0.6875 | 426.17 | 18959.31 |
45 | 2007.10.08 21:49 | sell | 23 | 20.90 | 0.6903 | 0.6921 | 0.6873 | ||
46 | 2007.10.08 22:32 | close | 23 | 20.90 | 0.6902 | 0.6921 | 0.6873 | 436.63 | 19395.94 |
47 | 2007.10.09 05:11 | buy | 24 | 21.40 | 0.6901 | 0.6883 | 0.6931 | ||
48 | 2007.10.09 09:35 | close | 24 | 21.40 | 0.6902 | 0.6883 | 0.6931 | 446.98 | 19842.92 |
49 | 2007.10.09 18:10 | buy | 25 | 21.90 | 0.6929 | 0.6911 | 0.6959 | ||
50 | 2007.10.09 18:14 | close | 25 | 21.90 | 0.6930 | 0.6911 | 0.6959 | 457.43 | 20300.35 |
51 | 2007.10.09 18:52 | buy | 26 | 22.40 | 0.6932 | 0.6914 | 0.6962 | ||
52 | 2007.10.09 21:48 | close | 26 | 22.40 | 0.6933 | 0.6914 | 0.6962 | 467.87 | 20768.22 |
53 | 2007.10.10 03:25 | sell | 27 | 22.90 | 0.6920 | 0.6938 | 0.6890 | ||
54 | 2007.10.10 03:50 | close | 27 | 22.90 | 0.6919 | 0.6938 | 0.6890 | 478.41 | 21246.63 |
55 | 2007.10.10 04:17 | sell | 28 | 23.40 | 0.6920 | 0.6938 | 0.6890 | ||
56 | 2007.10.10 04:24 | close | 28 | 23.40 | 0.6919 | 0.6938 | 0.6890 | 488.85 | 21735.48 |
57 | 2007.10.10 06:13 | sell | 29 | 24.00 | 0.6917 | 0.6935 | 0.6887 | ||
58 | 2007.10.10 10:09 | close | 29 | 24.00 | 0.6916 | 0.6935 | 0.6887 | 501.39 | 22236.87 |
59 | 2007.10.10 18:45 | sell | 30 | 24.50 | 0.6928 | 0.6946 | 0.6898 | ||
60 | 2007.10.10 19:15 | close | 30 | 24.50 | 0.6927 | 0.6946 | 0.6898 | 511.83 | 22748.70 |
61 | 2007.10.10 21:06 | sell | 31 | 25.10 | 0.6922 | 0.6940 | 0.6892 | ||
62 | 2007.10.10 22:04 | close | 31 | 25.10 | 0.6921 | 0.6940 | 0.6892 | 524.36 | 23273.06 |
63 | 2007.10.11 03:29 | buy | 32 | 25.70 | 0.6936 | 0.6918 | 0.6966 | ||
64 | 2007.10.11 03:51 | close | 32 | 25.70 | 0.6937 | 0.6918 | 0.6966 | 536.80 | 23809.86 |
65 | 2007.10.11 04:31 | buy | 33 | 26.20 | 0.6939 | 0.6921 | 0.6969 | ||
66 | 2007.10.11 04:36 | close | 33 | 26.20 | 0.6940 | 0.6921 | 0.6969 | 547.24 | 24357.10 |
67 | 2007.10.11 05:27 | buy | 34 | 26.80 | 0.6940 | 0.6922 | 0.6970 | ||
68 | 2007.10.11 08:34 | close | 34 | 26.80 | 0.6941 | 0.6922 | 0.6970 | 559.78 | 24916.88 |
69 | 2007.10.11 21:09 | buy | 35 | 27.50 | 0.6992 | 0.6974 | 0.7022 | ||
70 | 2007.10.11 22:02 | close | 35 | 27.50 | 0.6993 | 0.6974 | 0.7022 | 574.39 | 25491.27 |
71 | 2007.10.12 04:26 | buy | 36 | 28.10 | 0.6987 | 0.6969 | 0.7017 | ||
72 | 2007.10.12 04:31 | close | 36 | 28.10 | 0.6988 | 0.6969 | 0.7017 | 586.92 | 26078.19 |
73 | 2007.10.12 05:47 | sell | 37 | 28.70 | 0.6985 | 0.7003 | 0.6955 | ||
74 | 2007.10.12 06:08 | close | 37 | 28.70 | 0.6984 | 0.7003 | 0.6955 | 599.57 | 26677.76 |
75 | 2007.10.12 06:41 | sell | 38 | 29.40 | 0.6984 | 0.7002 | 0.6954 | ||
76 | 2007.10.12 07:07 | close | 38 | 29.40 | 0.6983 | 0.7002 | 0.6954 | 614.19 | 27291.95 |
77 | 2007.10.12 07:20 | sell | 39 | 30.10 | 0.6984 | 0.7002 | 0.6954 | ||
78 | 2007.10.12 07:55 | close | 39 | 30.10 | 0.6983 | 0.7002 | 0.6954 | 628.81 | 27920.76 |
79 | 2007.10.12 07:56 | buy | 40 | 30.80 | 0.6984 | 0.6966 | 0.7014 | ||
80 | 2007.10.12 08:11 | close | 40 | 30.80 | 0.6985 | 0.6966 | 0.7014 | 643.32 | 28564.08 |
81 | 2007.10.15 04:13 | buy | 41 | 31.50 | 0.6969 | 0.6951 | 0.6999 | ||
82 | 2007.10.15 10:37 | close | 41 | 31.50 | 0.6970 | 0.6951 | 0.6999 | 657.94 | 29222.02 |
83 | 2007.10.15 21:02 | sell | 42 | 32.20 | 0.6954 | 0.6972 | 0.6924 | ||
84 | 2007.10.15 21:23 | close | 42 | 32.20 | 0.6953 | 0.6972 | 0.6924 | 672.69 | 29894.71 |
85 | 2007.10.16 21:16 | buy | 43 | 32.90 | 0.6973 | 0.6955 | 0.7003 | ||
86 | 2007.10.16 23:34 | close | 43 | 32.90 | 0.6974 | 0.6955 | 0.7003 | 687.25 | 30581.96 |
87 | 2007.10.17 03:17 | buy | 44 | 33.70 | 0.6979 | 0.6961 | 0.7009 | ||
88 | 2007.10.17 09:08 | close | 44 | 33.70 | 0.6980 | 0.6961 | 0.7009 | 703.96 | 31285.92 |
89 | 2007.10.17 18:52 | sell | 45 | 34.50 | 0.6969 | 0.6987 | 0.6939 | ||
90 | 2007.10.17 19:05 | close | 45 | 34.50 | 0.6968 | 0.6987 | 0.6939 | 720.81 | 32006.73 |
91 | 2007.10.18 03:08 | buy | 46 | 35.30 | 0.6969 | 0.6951 | 0.6999 | ||
92 | 2007.10.18 04:45 | close | 46 | 35.30 | 0.6970 | 0.6951 | 0.6999 | 737.38 | 32744.11 |
93 | 2007.10.18 21:29 | sell | 47 | 36.10 | 0.6984 | 0.7002 | 0.6954 | ||
94 | 2007.10.19 06:27 | close | 47 | 36.10 | 0.6983 | 0.7002 | 0.6954 | 837.14 | 33581.26 |
95 | 2007.10.19 06:52 | sell | 48 | 37.00 | 0.6984 | 0.7002 | 0.6954 | ||
96 | 2007.10.19 07:43 | close | 48 | 37.00 | 0.6983 | 0.7002 | 0.6954 | 773.04 | 34354.30 |
97 | 2007.10.19 07:43 | buy | 49 | 37.80 | 0.6984 | 0.6966 | 0.7014 | ||
98 | 2007.10.19 08:16 | close | 49 | 37.80 | 0.6985 | 0.6966 | 0.7014 | 789.61 | 35143.91 |
99 | 2007.10.22 03:08 | buy | 50 | 38.70 | 0.6992 | 0.6974 | 0.7022 | ||
100 | 2007.10.22 04:02 | close | 50 | 38.70 | 0.6993 | 0.6974 | 0.7022 | 808.40 | 35952.31 |
101 | 2007.10.22 06:05 | sell | 51 | 39.60 | 0.6982 | 0.7000 | 0.6952 | ||
102 | 2007.10.22 08:42 | close | 51 | 39.60 | 0.6981 | 0.7000 | 0.6952 | 827.36 | 36779.67 |
103 | 2007.10.22 21:43 | sell | 52 | 40.50 | 0.6973 | 0.6991 | 0.6943 | ||
104 | 2007.10.23 03:15 | close | 52 | 40.50 | 0.6972 | 0.6991 | 0.6943 | 939.18 | 37718.85 |
105 | 2007.10.23 03:51 | sell | 53 | 41.50 | 0.6974 | 0.6992 | 0.6944 | ||
106 | 2007.10.23 03:56 | close | 53 | 41.50 | 0.6973 | 0.6992 | 0.6944 | 867.06 | 38585.91 |
107 | 2007.10.23 04:56 | buy | 54 | 42.50 | 0.6973 | 0.6955 | 0.7003 | ||
108 | 2007.10.23 05:05 | close | 54 | 42.50 | 0.6974 | 0.6955 | 0.7003 | 887.79 | 39473.70 |
109 | 2007.10.24 03:16 | buy | 55 | 43.50 | 0.6955 | 0.6937 | 0.6985 | ||
110 | 2007.10.24 04:26 | close | 55 | 43.50 | 0.6956 | 0.6937 | 0.6985 | 908.67 | 40382.37 |
111 | 2007.10.24 04:47 | buy | 56 | 44.50 | 0.6955 | 0.6937 | 0.6985 | ||
112 | 2007.10.24 04:51 | close | 56 | 44.50 | 0.6956 | 0.6937 | 0.6985 | 929.56 | 41311.93 |
113 | 2007.10.24 05:46 | buy | 57 | 45.50 | 0.6957 | 0.6939 | 0.6987 | ||
114 | 2007.10.24 06:38 | close | 57 | 45.50 | 0.6958 | 0.6939 | 0.6987 | 950.45 | 42262.38 |
115 | 2007.10.24 06:38 | sell | 58 | 46.50 | 0.6955 | 0.6973 | 0.6925 | ||
116 | 2007.10.24 10:02 | close | 58 | 46.50 | 0.6954 | 0.6973 | 0.6925 | 971.53 | 43233.91 |
117 | 2007.10.25 03:40 | buy | 59 | 47.60 | 0.6961 | 0.6943 | 0.6991 | ||
118 | 2007.10.25 03:53 | close | 59 | 47.60 | 0.6962 | 0.6943 | 0.6991 | 994.32 | 44228.23 |
119 | 2007.10.25 06:40 | buy | 60 | 48.70 | 0.6969 | 0.6951 | 0.6999 | ||
120 | 2007.10.25 08:15 | close | 60 | 48.70 | 0.6970 | 0.6951 | 0.6999 | 1017.29 | 45245.52 |
121 | 2007.10.25 18:38 | sell | 61 | 49.80 | 0.6979 | 0.6997 | 0.6949 | ||
122 | 2007.10.25 18:41 | close | 61 | 49.80 | 0.6978 | 0.6997 | 0.6949 | 1040.47 | 46285.99 |
123 | 2007.10.25 18:53 | sell | 62 | 51.00 | 0.6980 | 0.6998 | 0.6950 | ||
124 | 2007.10.25 19:31 | close | 62 | 51.00 | 0.6979 | 0.6998 | 0.6950 | 1065.54 | 47351.53 |
125 | 2007.10.25 21:45 | buy | 63 | 52.10 | 0.6983 | 0.6965 | 0.7013 | ||
126 | 2007.10.26 00:29 | close | 63 | 52.10 | 0.6984 | 0.6965 | 0.7013 | 696.69 | 48048.22 |
127 | 2007.10.26 03:14 | sell | 64 | 52.90 | 0.6983 | 0.7001 | 0.6953 | ||
128 | 2007.10.26 03:54 | close | 64 | 52.90 | 0.6982 | 0.7001 | 0.6953 | 1105.24 | 49153.46 |
129 | 2007.10.26 03:54 | buy | 65 | 54.10 | 0.6984 | 0.6966 | 0.7014 | ||
130 | 2007.10.26 04:08 | close | 65 | 54.10 | 0.6985 | 0.6966 | 0.7014 | 1130.10 | 50283.56 |
131 | 2007.10.26 07:09 | buy | 66 | 55.40 | 0.6985 | 0.6967 | 0.7015 | ||
132 | 2007.10.26 08:37 | close | 66 | 55.40 | 0.6986 | 0.6967 | 0.7015 | 1157.25 | 51440.81 |
133 | 2007.10.26 21:10 | sell | 67 | 56.60 | 0.7014 | 0.7032 | 0.6984 | ||
134 | 2007.10.26 21:10 | close | 67 | 56.60 | 0.7012 | 0.7032 | 0.6984 | 2365.08 | 53805.89 |
135 | 2007.10.26 21:59 | sell | 68 | 59.20 | 0.7010 | 0.7028 | 0.6980 | ||
136 | 2007.10.29 09:00 | close | 68 | 59.20 | 0.7008 | 0.7028 | 0.6980 | 2609.71 | 56415.60 |
137 | 2007.11.01 04:19 | sell | 69 | 62.10 | 0.6958 | 0.6976 | 0.6928 | ||
138 | 2007.11.01 08:04 | close | 69 | 62.10 | 0.6956 | 0.6976 | 0.6928 | 2594.91 | 59010.51 |
139 | 2007.11.01 18:45 | sell | 70 | 65.00 | 0.6936 | 0.6954 | 0.6906 | ||
140 | 2007.11.01 23:22 | close | 70 | 65.00 | 0.6935 | 0.6954 | 0.6906 | 1358.04 | 60368.55 |