Символ | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Период | 1 Час (H1) 2008.01.02 10:00 - 2008.04.30 23:00 (2008.01.01 - 2008.05.01) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | Stoch_long=30; MA_long=19; Deviation_long=2; Stoch_short=25; MA_short=27; Deviation_short=21; TP=254; SL=52; Lot=0.2; | ||||
Баров в истории | 3037 | Смоделировано тиков | 935925 | Качество моделирования | 65.86% |
Ошибки рассогласования графиков | 6 | ||||
Начальный депозит | 1000.00 | ||||
Чистая прибыль | 5868.26 | Общая прибыль | 10139.90 | Общий убыток | -4271.64 |
Прибыльность | 2.37 | Матожидание выигрыша | 97.80 | ||
Абсолютная просадка | 382.86 | Максимальная просадка | 674.48 (17.14%) | Относительная просадка | 41.47% (437.20) |
Всего сделок | 60 | Короткие позиции (% выигравших) | 21 (38.10%) | Длинные позиции (% выигравших) | 39 (30.77%) |
Прибыльные сделки (% от всех) | 20 (33.33%) | Убыточные сделки (% от всех) | 40 (66.67%) | ||
Самая большая | прибыльная сделка | 519.90 | убыточная сделка | -111.32 | |
Средняя | прибыльная сделка | 507.00 | убыточная сделка | -106.79 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 3 (1496.92) | непрерывных проигрышей (убыток) | 5 (-544.22) | |
Максимальная | непрерывная прибыль (число выигрышей) | 1496.92 (3) | непрерывный убыток (число проигрышей) | -544.22 (5) | |
Средний | непрерывный выигрыш | 1 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2008.01.03 02:00 | buy | 1 | 0.20 | 1.9823 | 1.9768 | 2.0077 | ||
2 | 2008.01.03 09:48 | s/l | 1 | 0.20 | 1.9768 | 1.9768 | 2.0077 | -110.00 | 890.00 |
3 | 2008.01.03 16:00 | sell | 2 | 0.20 | 1.9743 | 1.9795 | 1.9489 | ||
4 | 2008.01.04 10:00 | buy | 3 | 0.20 | 1.9713 | 1.9658 | 1.9967 | ||
5 | 2008.01.04 11:14 | s/l | 2 | 0.20 | 1.9795 | 1.9795 | 1.9489 | -107.66 | 782.34 |
6 | 2008.01.04 17:00 | sell | 4 | 0.20 | 1.9744 | 1.9796 | 1.9490 | ||
7 | 2008.01.07 08:49 | s/l | 3 | 0.20 | 1.9658 | 1.9658 | 1.9967 | -107.62 | 674.72 |
8 | 2008.01.08 02:00 | buy | 5 | 0.20 | 1.9694 | 1.9639 | 1.9948 | ||
9 | 2008.01.08 08:49 | s/l | 4 | 0.20 | 1.9796 | 1.9796 | 1.9490 | -111.32 | 563.40 |
10 | 2008.01.08 12:00 | sell | 6 | 0.20 | 1.9760 | 1.9812 | 1.9506 | ||
11 | 2008.01.09 09:44 | s/l | 5 | 0.20 | 1.9639 | 1.9639 | 1.9948 | -107.62 | 455.78 |
12 | 2008.01.11 07:50 | t/p | 6 | 0.20 | 1.9506 | 1.9812 | 1.9506 | 489.70 | 945.48 |
13 | 2008.01.11 13:00 | buy | 7 | 0.20 | 1.9563 | 1.9508 | 1.9817 | ||
14 | 2008.01.11 20:00 | sell | 8 | 0.20 | 1.9575 | 1.9627 | 1.9321 | ||
15 | 2008.01.14 07:19 | s/l | 8 | 0.20 | 1.9627 | 1.9627 | 1.9321 | -107.66 | 837.82 |
16 | 2008.01.17 18:00 | sell | 9 | 0.20 | 1.9741 | 1.9793 | 1.9487 | ||
17 | 2008.01.21 02:55 | s/l | 7 | 0.20 | 1.9508 | 1.9508 | 1.9817 | -90.96 | 746.86 |
18 | 2008.01.21 09:25 | t/p | 9 | 0.20 | 1.9487 | 1.9793 | 1.9487 | 500.68 | 1247.54 |
19 | 2008.01.21 19:00 | buy | 10 | 0.20 | 1.9440 | 1.9385 | 1.9694 | ||
20 | 2008.01.22 01:49 | s/l | 10 | 0.20 | 1.9385 | 1.9385 | 1.9694 | -107.62 | 1139.92 |
21 | 2008.01.22 02:00 | buy | 11 | 0.20 | 1.9391 | 1.9336 | 1.9645 | ||
22 | 2008.01.22 23:49 | t/p | 11 | 0.20 | 1.9645 | 1.9336 | 1.9645 | 508.00 | 1647.92 |
23 | 2008.01.23 10:00 | buy | 12 | 0.20 | 1.9602 | 1.9547 | 1.9856 | ||
24 | 2008.01.23 11:49 | s/l | 12 | 0.20 | 1.9547 | 1.9547 | 1.9856 | -110.00 | 1537.92 |
25 | 2008.01.24 06:00 | buy | 13 | 0.20 | 1.9551 | 1.9496 | 1.9805 | ||
26 | 2008.01.25 00:00 | sell | 14 | 0.20 | 1.9755 | 1.9807 | 1.9501 | ||
27 | 2008.01.25 08:09 | s/l | 14 | 0.20 | 1.9807 | 1.9807 | 1.9501 | -104.00 | 1433.92 |
28 | 2008.01.25 08:09 | t/p | 13 | 0.20 | 1.9805 | 1.9496 | 1.9805 | 510.38 | 1944.30 |
29 | 2008.01.25 15:00 | buy | 15 | 0.20 | 1.9839 | 1.9784 | 2.0093 | ||
30 | 2008.01.25 17:33 | s/l | 15 | 0.20 | 1.9784 | 1.9784 | 2.0093 | -110.00 | 1834.30 |
31 | 2008.01.28 12:00 | buy | 16 | 0.20 | 1.9827 | 1.9772 | 2.0081 | ||
32 | 2008.01.31 14:00 | sell | 17 | 0.20 | 1.9890 | 1.9942 | 1.9636 | ||
33 | 2008.02.01 15:18 | s/l | 16 | 0.20 | 1.9772 | 1.9772 | 2.0081 | -95.72 | 1738.58 |
34 | 2008.02.04 00:05 | t/p | 17 | 0.20 | 1.9636 | 1.9942 | 1.9636 | 500.68 | 2239.26 |
35 | 2008.02.05 03:00 | sell | 18 | 0.20 | 1.9734 | 1.9786 | 1.9480 | ||
36 | 2008.02.06 15:00 | buy | 19 | 0.20 | 1.9598 | 1.9543 | 1.9852 | ||
37 | 2008.02.07 10:37 | s/l | 19 | 0.20 | 1.9543 | 1.9543 | 1.9852 | -102.86 | 2136.40 |
38 | 2008.02.07 13:23 | t/p | 18 | 0.20 | 1.9480 | 1.9786 | 1.9480 | 493.36 | 2629.76 |
39 | 2008.02.08 21:00 | sell | 20 | 0.20 | 1.9453 | 1.9505 | 1.9199 | ||
40 | 2008.02.11 11:00 | buy | 21 | 0.20 | 1.9477 | 1.9422 | 1.9731 | ||
41 | 2008.02.11 11:34 | s/l | 20 | 0.20 | 1.9505 | 1.9505 | 1.9199 | -107.66 | 2522.10 |
42 | 2008.02.14 17:00 | t/p | 21 | 0.20 | 1.9731 | 1.9422 | 1.9731 | 519.90 | 3042.00 |
43 | 2008.02.18 15:00 | buy | 22 | 0.20 | 1.9527 | 1.9472 | 1.9781 | ||
44 | 2008.02.19 10:36 | s/l | 22 | 0.20 | 1.9472 | 1.9472 | 1.9781 | -107.62 | 2934.38 |
45 | 2008.02.20 04:00 | buy | 23 | 0.20 | 1.9497 | 1.9442 | 1.9751 | ||
46 | 2008.02.20 11:06 | s/l | 23 | 0.20 | 1.9442 | 1.9442 | 1.9751 | -110.00 | 2824.38 |
47 | 2008.02.20 18:00 | buy | 24 | 0.20 | 1.9406 | 1.9351 | 1.9660 | ||
48 | 2008.02.22 02:51 | t/p | 24 | 0.20 | 1.9660 | 1.9351 | 1.9660 | 517.52 | 3341.90 |
49 | 2008.02.25 15:00 | buy | 25 | 0.20 | 1.9686 | 1.9631 | 1.9940 | ||
50 | 2008.02.27 01:00 | sell | 26 | 0.20 | 1.9870 | 1.9922 | 1.9616 | ||
51 | 2008.02.27 08:15 | s/l | 26 | 0.20 | 1.9922 | 1.9922 | 1.9616 | -104.00 | 3237.90 |
52 | 2008.02.27 09:17 | t/p | 25 | 0.20 | 1.9940 | 1.9631 | 1.9940 | 512.76 | 3750.66 |
53 | 2008.02.28 14:00 | buy | 27 | 0.20 | 1.9854 | 1.9799 | 2.0108 | ||
54 | 2008.02.29 02:00 | sell | 28 | 0.20 | 1.9871 | 1.9923 | 1.9617 | ||
55 | 2008.02.29 08:58 | s/l | 28 | 0.20 | 1.9923 | 1.9923 | 1.9617 | -104.00 | 3646.66 |
56 | 2008.02.29 12:04 | s/l | 27 | 0.20 | 1.9799 | 1.9799 | 2.0108 | -107.62 | 3539.04 |
57 | 2008.02.29 17:00 | buy | 29 | 0.20 | 1.9898 | 1.9843 | 2.0152 | ||
58 | 2008.03.03 00:21 | s/l | 29 | 0.20 | 1.9843 | 1.9843 | 2.0152 | -107.62 | 3431.42 |
59 | 2008.03.03 11:00 | buy | 30 | 0.20 | 1.9861 | 1.9806 | 2.0115 | ||
60 | 2008.03.05 08:17 | s/l | 30 | 0.20 | 1.9806 | 1.9806 | 2.0115 | -105.24 | 3326.18 |
61 | 2008.03.05 12:00 | buy | 31 | 0.20 | 1.9798 | 1.9743 | 2.0052 | ||
62 | 2008.03.06 14:07 | t/p | 31 | 0.20 | 2.0052 | 1.9743 | 2.0052 | 515.14 | 3841.32 |
63 | 2008.03.07 07:00 | buy | 32 | 0.20 | 2.0124 | 2.0069 | 2.0378 | ||
64 | 2008.03.10 22:52 | s/l | 32 | 0.20 | 2.0069 | 2.0069 | 2.0378 | -107.62 | 3733.70 |
65 | 2008.03.11 14:00 | sell | 33 | 0.20 | 2.0095 | 2.0147 | 1.9841 | ||
66 | 2008.03.11 18:00 | buy | 34 | 0.20 | 2.0058 | 2.0003 | 2.0312 | ||
67 | 2008.03.12 05:47 | s/l | 33 | 0.20 | 2.0147 | 2.0147 | 1.9841 | -107.66 | 3626.04 |
68 | 2008.03.13 04:28 | t/p | 34 | 0.20 | 2.0312 | 2.0003 | 2.0312 | 517.52 | 4143.56 |
69 | 2008.03.13 10:00 | buy | 35 | 0.20 | 2.0334 | 2.0279 | 2.0588 | ||
70 | 2008.03.14 09:48 | s/l | 35 | 0.20 | 2.0279 | 2.0279 | 2.0588 | -107.62 | 4035.94 |
71 | 2008.03.14 17:00 | sell | 36 | 0.20 | 2.0290 | 2.0342 | 2.0036 | ||
72 | 2008.03.17 10:00 | buy | 37 | 0.20 | 2.0207 | 2.0152 | 2.0461 | ||
73 | 2008.03.17 10:27 | s/l | 37 | 0.20 | 2.0152 | 2.0152 | 2.0461 | -110.00 | 3925.94 |
74 | 2008.03.17 12:09 | t/p | 36 | 0.20 | 2.0036 | 2.0342 | 2.0036 | 504.34 | 4430.28 |
75 | 2008.03.17 14:00 | buy | 38 | 0.20 | 2.0056 | 2.0001 | 2.0310 | ||
76 | 2008.03.17 17:01 | s/l | 38 | 0.20 | 2.0001 | 2.0001 | 2.0310 | -110.00 | 4320.28 |
77 | 2008.03.17 23:00 | buy | 39 | 0.20 | 1.9996 | 1.9941 | 2.0250 | ||
78 | 2008.03.18 18:23 | t/p | 39 | 0.20 | 2.0250 | 1.9941 | 2.0250 | 510.38 | 4830.66 |
79 | 2008.03.18 21:00 | sell | 40 | 0.20 | 2.0080 | 2.0132 | 1.9826 | ||
80 | 2008.03.19 08:37 | s/l | 40 | 0.20 | 2.0132 | 2.0132 | 1.9826 | -107.66 | 4723.00 |
81 | 2008.03.24 08:00 | buy | 41 | 0.20 | 1.9805 | 1.9750 | 2.0059 | ||
82 | 2008.03.25 06:00 | sell | 42 | 0.20 | 1.9902 | 1.9954 | 1.9648 | ||
83 | 2008.03.25 13:51 | s/l | 42 | 0.20 | 1.9954 | 1.9954 | 1.9648 | -104.00 | 4619.00 |
84 | 2008.03.25 21:41 | t/p | 41 | 0.20 | 2.0059 | 1.9750 | 2.0059 | 510.38 | 5129.38 |
85 | 2008.03.26 03:01 | buy | 43 | 0.20 | 2.0054 | 1.9999 | 2.0308 | ||
86 | 2008.03.26 11:02 | s/l | 43 | 0.20 | 1.9999 | 1.9999 | 2.0308 | -110.00 | 5019.38 |
87 | 2008.03.26 19:00 | buy | 44 | 0.20 | 2.0059 | 2.0004 | 2.0313 | ||
88 | 2008.03.27 14:00 | sell | 45 | 0.20 | 2.0145 | 2.0197 | 1.9891 | ||
89 | 2008.03.28 07:54 | s/l | 44 | 0.20 | 2.0004 | 2.0004 | 2.0313 | -100.48 | 4918.90 |
90 | 2008.03.28 16:57 | t/p | 45 | 0.20 | 1.9891 | 2.0197 | 1.9891 | 504.34 | 5423.24 |
91 | 2008.03.28 21:00 | buy | 46 | 0.20 | 1.9940 | 1.9885 | 2.0194 | ||
92 | 2008.03.31 08:38 | s/l | 46 | 0.20 | 1.9885 | 1.9885 | 2.0194 | -107.62 | 5315.62 |
93 | 2008.03.31 13:00 | buy | 47 | 0.20 | 1.9887 | 1.9832 | 2.0141 | ||
94 | 2008.03.31 13:27 | s/l | 47 | 0.20 | 1.9832 | 1.9832 | 2.0141 | -110.00 | 5205.62 |
95 | 2008.04.01 11:00 | buy | 48 | 0.20 | 1.9780 | 1.9725 | 2.0034 | ||
96 | 2008.04.01 16:00 | sell | 49 | 0.20 | 1.9808 | 1.9860 | 1.9554 | ||
97 | 2008.04.02 19:01 | s/l | 49 | 0.20 | 1.9860 | 1.9860 | 1.9554 | -107.66 | 5097.96 |
98 | 2008.04.03 03:00 | sell | 50 | 0.20 | 1.9866 | 1.9918 | 1.9612 | ||
99 | 2008.04.03 16:38 | s/l | 50 | 0.20 | 1.9918 | 1.9918 | 1.9612 | -104.00 | 4993.96 |
100 | 2008.04.04 09:52 | t/p | 48 | 0.20 | 2.0034 | 1.9725 | 2.0034 | 519.90 | 5513.86 |
101 | 2008.04.07 21:00 | buy | 51 | 0.20 | 1.9860 | 1.9805 | 2.0114 | ||
102 | 2008.04.08 07:00 | sell | 52 | 0.20 | 1.9869 | 1.9921 | 1.9615 | ||
103 | 2008.04.08 09:01 | s/l | 51 | 0.20 | 1.9805 | 1.9805 | 2.0114 | -107.62 | 5406.24 |
104 | 2008.04.10 16:00 | buy | 53 | 0.20 | 1.9804 | 1.9749 | 2.0058 | ||
105 | 2008.04.10 17:51 | s/l | 53 | 0.20 | 1.9749 | 1.9749 | 2.0058 | -110.00 | 5296.24 |
106 | 2008.04.11 10:00 | buy | 54 | 0.20 | 1.9747 | 1.9692 | 2.0001 | ||
107 | 2008.04.11 15:06 | s/l | 54 | 0.20 | 1.9692 | 1.9692 | 2.0001 | -110.00 | 5186.24 |
108 | 2008.04.11 21:00 | buy | 55 | 0.20 | 1.9722 | 1.9667 | 1.9976 | ||
109 | 2008.04.14 00:01 | s/l | 55 | 0.20 | 1.9667 | 1.9667 | 1.9976 | -107.62 | 5078.62 |
110 | 2008.04.14 04:00 | buy | 56 | 0.20 | 1.9693 | 1.9638 | 1.9947 | ||
111 | 2008.04.15 14:32 | s/l | 56 | 0.20 | 1.9638 | 1.9638 | 1.9947 | -107.62 | 4971.00 |
112 | 2008.04.15 19:27 | t/p | 52 | 0.20 | 1.9615 | 1.9921 | 1.9615 | 482.38 | 5453.38 |
113 | 2008.04.16 23:00 | buy | 57 | 0.20 | 1.9726 | 1.9671 | 1.9980 | ||
114 | 2008.04.18 09:16 | t/p | 57 | 0.20 | 1.9980 | 1.9671 | 1.9980 | 517.52 | 5970.90 |
115 | 2008.04.23 06:00 | sell | 58 | 0.20 | 1.9946 | 1.9998 | 1.9692 | ||
116 | 2008.04.24 15:28 | t/p | 58 | 0.20 | 1.9692 | 1.9998 | 1.9692 | 497.02 | 6467.92 |
117 | 2008.04.25 19:00 | sell | 59 | 0.20 | 1.9814 | 1.9866 | 1.9560 | ||
118 | 2008.04.28 11:15 | s/l | 59 | 0.20 | 1.9866 | 1.9866 | 1.9560 | -107.66 | 6360.26 |
119 | 2008.04.30 10:00 | buy | 60 | 0.20 | 1.9639 | 1.9584 | 1.9893 | ||
120 | 2008.04.30 20:58 | t/p | 60 | 0.20 | 1.9893 | 1.9584 | 1.9893 | 508.00 | 6868.26 |