Strategy Tester Report
DX_PREMIUM
MIG-Demo (Build 211)

СимволCHFJPY (Swiss Franc vs Japanese Yen)
Период15 Минут (M15) 2008.01.02 10:00 - 2008.06.20 22:45 (2008.01.01 - 2008.06.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыRisk=70; Shift=6; Limit=18; TP=23;
Баров в истории12079Смоделировано тиков1899173Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль196387.42Общая прибыль562318.19Общий убыток-365930.77
Прибыльность1.54Матожидание выигрыша905.01
Абсолютная просадка1752.34Максимальная просадка122772.13 (42.33%)Относительная просадка64.15% (28925.02)
Всего сделок217Короткие позиции (% выигравших)105 (73.33%)Длинные позиции (% выигравших)112 (74.11%)
Прибыльные сделки (% от всех)160 (73.73%)Убыточные сделки (% от всех)57 (26.27%)
Самая большаяприбыльная сделка20864.19убыточная сделка-40056.96
Средняяприбыльная сделка3514.49убыточная сделка-6419.84
Максимальное количествонепрерывных выигрышей (прибыль)17 (31273.12)непрерывных проигрышей (убыток)5 (-18446.88)
Максимальнаянепрерывная прибыль (число выигрышей)99979.76 (10)непрерывный убыток (число проигрышей)-71200.44 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12008.01.03 01:49buy17.1097.610.000.00
22008.01.03 02:14close17.1097.700.000.00598.8710598.87
32008.01.04 02:11buy27.5098.350.000.00
42008.01.04 03:49close27.5098.120.000.00-1616.688982.19
52008.01.04 10:23buy36.4098.240.000.00
62008.01.04 11:35close36.4098.330.000.00539.839522.02
72008.01.10 02:12sell46.8098.500.000.00
82008.01.10 03:56close46.8098.410.000.00573.4710095.49
92008.01.11 20:21buy57.2098.880.000.00
102008.01.11 20:35close57.2098.960.000.00539.8310635.32
112008.01.17 01:44sell67.6097.640.000.00
122008.01.17 01:45buy72.5097.590.000.00
132008.01.17 01:45sell84.0097.610.000.00
142008.01.17 01:46buy91.5097.590.000.00
152008.01.17 02:17close72.5097.740.000.00351.4510986.77
162008.01.17 02:18close91.5097.730.000.00196.8211183.59
172008.01.17 02:36close84.0097.820.000.00-787.1110396.48
182008.01.17 02:49close67.6097.560.000.00569.7110966.19
192008.01.17 02:58buy107.8097.370.000.00
202008.01.17 03:05close107.8097.460.000.00657.9211624.11
212008.01.21 20:27sell118.3095.640.000.00
222008.01.21 20:35close118.3095.540.000.00777.7412401.85
232008.01.21 23:11sell128.8095.580.000.00
242008.01.21 23:30close128.8095.470.000.00907.0513308.90
252008.01.22 00:00sell139.5095.670.000.00
262008.01.22 00:12close139.5095.580.000.00801.1614110.06
272008.01.22 10:27buy1410.0095.790.000.00
282008.01.22 10:27close1410.0095.880.000.00843.4914953.55
292008.01.22 11:09sell1510.6096.370.000.00
302008.01.22 11:09close1510.6096.280.000.00893.9315847.48
312008.01.23 00:02buy1611.3097.240.000.00
322008.01.23 00:16close1611.3097.330.000.00953.1416800.62
332008.01.23 00:26sell1712.0097.410.000.00
342008.01.23 00:41close1712.0097.630.000.00-2473.7714326.85
352008.01.23 05:38sell1810.2097.330.000.00
362008.01.23 06:09close1810.2097.240.000.00860.2015187.05
372008.01.24 04:47sell1910.8097.690.000.00
382008.01.24 05:04close1910.8097.600.000.00910.7916097.84
392008.01.25 08:14sell2011.5098.480.000.00
402008.01.25 10:05close2011.5098.700.000.00-2370.6913727.15
412008.01.28 02:42buy219.8097.390.000.00
422008.01.28 03:36close219.8097.480.000.00826.6114553.76
432008.01.28 06:41sell2210.4097.150.000.00
442008.01.28 06:50close2210.4097.050.000.00974.5115528.27
452008.01.28 07:27sell2311.1097.160.000.00
462008.01.28 07:30close2311.1097.070.000.00936.1016464.37
472008.01.28 07:40sell2411.7097.080.000.00
482008.01.28 08:30close2411.7096.990.000.00986.6917451.06
492008.01.29 01:30buy2512.4098.060.000.00
502008.01.29 01:38close2512.4098.150.000.001045.9218496.98
512008.01.30 01:05buy2613.2097.740.000.00
522008.01.30 01:33close2613.2097.830.000.001113.4019610.38
532008.01.30 21:15sell2714.0098.370.000.00
542008.01.30 21:15close2714.0098.610.000.00-3148.4316461.95
552008.01.30 21:16sell2811.7098.580.000.00
562008.01.30 21:17close2811.7098.490.000.00986.7017448.65
572008.01.31 00:02buy2912.4098.060.000.00
582008.01.31 00:20close2912.4098.150.000.001045.9218494.57
592008.01.31 22:54sell3013.2098.300.000.00
602008.01.31 23:27close3013.2098.510.000.00-2597.4515897.12
612008.02.07 11:38sell3111.3097.260.000.00
622008.02.07 12:00close3111.3097.290.000.00-317.6515579.47
632008.02.08 00:01buy3211.1097.360.000.00
642008.02.08 00:02sell333.6097.390.000.00
652008.02.08 00:24sell345.9097.360.000.00
662008.02.08 02:07close3211.1097.140.000.00-2288.6613290.81
672008.02.08 02:07close345.9097.180.000.00995.1214285.93
682008.02.08 12:00close333.6097.350.000.00134.9414420.87
692008.02.12 00:22sell3510.3097.020.000.00
702008.02.12 00:34sell362.9097.020.000.00
712008.02.12 01:20close3510.3096.990.000.00289.5414710.41
722008.02.12 09:04close362.9097.240.000.00-597.8314112.58
732008.02.18 22:44buy3710.0098.140.000.00
742008.02.18 23:42close3710.0098.230.000.00843.4914956.07
752008.02.18 23:50buy3810.6098.200.000.00
762008.02.19 07:34close3810.6097.990.000.00-2040.5312915.54
772008.02.22 00:02buy399.2098.500.000.00
782008.02.22 00:26close399.2098.590.000.00776.0113691.55
792008.02.25 06:44buy409.7098.610.000.00
802008.02.25 08:11close409.7098.700.000.00818.1814509.73
812008.02.27 01:11buy4110.3099.880.000.00
822008.02.27 02:53close4110.3099.660.000.00-2123.7112386.02
832008.02.27 05:56sell428.8099.720.000.00
842008.02.27 06:13close428.8099.630.000.00742.1313128.15
852008.02.27 10:45buy439.3099.480.000.00
862008.02.27 10:46close439.3099.570.000.00784.4413912.59
872008.02.29 02:04buy449.9099.740.000.00
882008.02.29 02:05close449.9099.830.000.00835.0514747.64
892008.02.29 02:11buy4510.5099.770.000.00
902008.02.29 02:33close4510.5099.550.000.00-2164.9412582.70
912008.03.03 06:50sell468.9099.870.000.00
922008.03.03 07:35close468.9099.760.000.00917.3613500.06
932008.03.05 21:06buy479.60100.300.000.00
942008.03.05 23:06close479.60100.390.000.00809.7514309.81
952008.03.10 23:44sell4810.2099.860.000.00
962008.03.10 23:44buy493.3099.830.000.00
972008.03.11 01:45close4810.2099.720.000.001269.2715579.07
982008.03.11 01:48close493.3099.610.000.00-666.2014912.88
992008.03.11 03:22sell5010.6099.830.000.00
1002008.03.11 03:23sell512.7099.880.000.00
1012008.03.11 03:31buy521.7099.800.000.00
1022008.03.11 03:37close5010.6099.760.000.00695.2715608.15
1032008.03.11 03:51sell5310.4099.890.000.00
1042008.03.11 03:56close5310.4099.790.000.00974.5116582.66
1052008.03.11 04:25sell5411.2099.860.000.00
1062008.03.11 05:52close5411.2099.760.000.001049.4817632.14
1072008.03.11 07:49sell5511.8099.970.000.00
1082008.03.11 07:54sell562.70100.050.000.00
1092008.03.11 07:54close521.70100.050.000.00398.3118030.45
1102008.03.11 07:55close512.70100.100.000.00-556.6017473.85
1112008.03.11 08:23close5511.8099.900.000.00773.9918247.84
1122008.03.11 08:26buy5711.4099.890.000.00
1132008.03.11 09:02close5711.40100.060.000.001816.3120064.15
1142008.03.11 11:20close562.70100.260.000.00-531.3019532.85
1152008.03.12 02:54sell5813.90100.070.000.00
1162008.03.12 02:58close5813.9099.980.000.001172.2220705.07
1172008.03.12 23:43sell5914.8099.830.000.00
1182008.03.12 23:45close5914.8099.740.000.001248.1321953.20
1192008.03.13 02:12sell6015.60100.070.000.00
1202008.03.13 02:44close6015.6099.980.000.001315.5923268.79
1212008.03.13 04:02sell6116.6099.660.000.00
1222008.03.13 04:47buy625.1099.650.000.00
1232008.03.13 05:18close6116.6099.510.000.002333.2125602.00
1242008.03.13 05:18close625.1099.440.000.00-1003.7524598.25
1252008.03.13 05:26buy6317.5099.380.000.00
1262008.03.13 05:26buy644.4099.330.000.00
1272008.03.13 05:28close6317.5099.160.000.00-3608.2520990.00
1282008.03.13 05:29close644.4099.110.000.00-907.2220082.78
1292008.03.13 05:44buy6514.3099.310.000.00
1302008.03.13 05:45close6514.3099.400.000.001206.1921288.97
1312008.03.13 05:59sell6615.2099.500.000.00
1322008.03.13 05:59buy675.1099.450.000.00
1332008.03.13 06:00sell688.1099.490.000.00
1342008.03.13 06:12close6615.2099.440.000.00854.5822143.55
1352008.03.13 06:57close675.1099.230.000.00-1051.5521092.00
1362008.03.13 07:01close688.1099.160.000.002504.6923596.69
1372008.03.13 10:35sell6916.8099.050.000.00
1382008.03.13 10:39close6916.8099.260.000.00-3305.8520290.84
1392008.03.13 20:05sell7014.5099.580.000.00
1402008.03.13 20:47close7014.5099.490.000.001222.8321513.67
1412008.03.13 22:09sell7115.3099.570.000.00
1422008.03.13 23:55close7115.3099.480.000.001290.2922803.96
1432008.03.14 20:37buy7216.3099.070.000.00
1442008.03.14 20:40close7216.3099.170.000.001527.6424331.60
1452008.03.14 22:39sell7317.3099.230.000.00
1462008.03.14 23:36close7317.3099.140.000.001458.9625790.56
1472008.03.17 02:07buy7418.4099.160.000.00
1482008.03.17 02:11close7418.4099.250.000.001552.0227342.58
1492008.03.17 02:53sell7519.5099.050.000.00
1502008.03.17 02:56close7519.5098.950.000.001827.2229169.80
1512008.03.17 03:24buy7620.8098.970.000.00
1522008.03.17 03:26close7620.8099.060.000.001754.4530924.25
1532008.03.17 03:47sell7722.1099.300.000.00
1542008.03.17 04:01close7722.1099.210.000.001863.7532788.00
1552008.03.17 04:25buy7823.4099.110.000.00
1562008.03.17 04:27close7823.4099.200.000.001973.7634761.76
1572008.03.17 04:27sell7924.8099.420.000.00
1582008.03.17 04:29buy808.4099.370.000.00
1592008.03.17 04:30close7924.8099.280.000.003253.3738015.13
1602008.03.17 04:31close808.4099.160.000.00-1653.2336361.90
1612008.03.17 04:39buy8125.9099.350.000.00
1622008.03.17 04:41close8125.9099.120.000.00-5582.9530778.95
1632008.03.17 05:01buy8222.0099.150.000.00
1642008.03.17 05:09close8222.0099.240.000.001855.6732634.62
1652008.03.17 05:46buy8323.3099.250.000.00
1662008.03.17 06:05buy844.1099.090.000.00
1672008.03.17 06:11close8323.3099.310.000.001310.2233944.84
1682008.03.17 06:26sell8522.3099.420.000.00
1692008.03.17 07:18close8522.3099.260.000.003343.3237288.16
1702008.03.17 09:09close844.1098.880.000.00-806.9336481.23
1712008.03.17 11:25sell8626.0098.830.000.00
1722008.03.17 11:37close8626.0098.740.000.002192.6538673.88
1732008.03.18 00:47sell8727.6098.920.000.00
1742008.03.18 00:50close8727.6098.830.000.002327.5841001.46
1752008.03.18 03:08sell8829.3098.700.000.00
1762008.03.18 03:23close8829.3098.610.000.002470.9543472.41
1772008.03.18 20:14buy8931.0099.220.000.00
1782008.03.18 20:14buy906.5099.110.000.00
1792008.03.18 20:14sell914.1099.170.000.00
1802008.03.18 20:15close8931.0098.990.000.00-6682.2836790.13
1812008.03.18 20:15buy9224.4098.980.000.00
1822008.03.18 20:16close906.5098.890.000.00-1340.2135449.92
1832008.03.18 20:17close9224.4098.760.000.00-5030.9330418.99
1842008.03.18 20:21close914.1099.390.000.00-845.2029573.79
1852008.03.18 20:21buy9321.1099.360.000.00
1862008.03.18 20:22close9321.1099.130.000.00-4548.2625025.53
1872008.03.18 20:30sell9417.8099.030.000.00
1882008.03.18 20:31sell954.8099.050.000.00
1892008.03.18 20:35buy960.7099.130.000.00
1902008.03.18 20:36close960.7099.170.000.0026.2425051.77
1912008.03.18 20:39close954.8099.260.000.00-944.5324107.24
1922008.03.18 20:39close9417.8099.260.000.00-3836.2020271.04
1932008.03.18 20:43buy9714.4099.130.000.00
1942008.03.18 20:47close9714.4099.220.000.001214.6221485.66
1952008.03.18 22:07buy9815.3099.600.000.00
1962008.03.18 23:27close9815.3099.690.000.001290.5322776.19
1972008.03.19 00:25buy9916.2099.930.000.00
1982008.03.19 00:26close9916.20100.020.000.001366.4424142.63
1992008.03.19 03:08buy10017.2099.850.000.00
2002008.03.19 03:20close10017.2099.940.000.001450.7925593.42
2012008.03.19 05:20sell10118.2099.630.000.00
2022008.03.19 05:25close10118.2099.840.000.00-3581.3422012.08
2032008.03.19 05:26buy10215.7099.710.000.00
2042008.03.19 05:30close10215.7099.810.000.001471.4123483.49
2052008.03.19 07:13buy10316.7099.310.000.00
2062008.03.19 07:16close10316.7099.410.000.001565.1325048.62
2072008.03.19 08:07buy10417.9099.620.000.00
2082008.03.19 08:54close10417.9099.410.000.00-3522.9621525.66
2092008.03.19 10:48sell10515.3099.100.000.00
2102008.03.19 10:51close10515.3099.010.000.001290.2922815.95
2112008.03.19 10:56buy10616.3099.040.000.00
2122008.03.19 11:02close10616.3099.130.000.001374.8924190.84
2132008.03.19 19:21sell10717.2099.250.000.00
2142008.03.19 19:26close10717.2099.160.000.001450.5325641.37
2152008.03.19 20:18buy10818.3099.230.000.00
2162008.03.19 20:40close10818.3099.020.000.00-3601.6922039.68
2172008.03.19 23:01buy10915.7099.110.000.00
2182008.03.19 23:11sell1103.7099.010.000.00
2192008.03.19 23:11buy1115.9099.000.000.00
2202008.03.19 23:20buy1122.3099.050.000.00
2212008.03.19 23:26close1103.7099.000.000.0034.6722074.35
2222008.03.19 23:27close1115.9099.010.000.0055.3022129.65
2232008.03.19 23:31close10915.7098.890.000.00-3237.1218892.53
2242008.03.19 23:47buy11311.6098.900.000.00
2252008.03.19 23:54close11311.6099.010.000.001195.8820088.41
2262008.03.19 23:58sell11412.6099.010.000.00
2272008.03.20 01:27sell1155.9099.120.000.00
2282008.03.20 01:33close1122.3099.180.000.00309.9720398.38
2292008.03.20 01:44buy1160.9099.090.000.00
2302008.03.20 01:55close1155.9099.030.000.00497.5720895.95
2312008.03.20 02:03sell1176.2099.020.000.00
2322008.03.20 02:12close1160.9099.150.000.0050.6120946.56
2332008.03.20 02:52close11412.6098.960.000.00335.3221281.87
2342008.03.20 03:10buy11810.9099.010.000.00
2352008.03.20 03:54sell11911.8099.010.000.00
2362008.03.20 06:00buy1209.9099.050.000.00
2372008.03.20 06:26sell12112.9099.150.000.00
2382008.03.20 06:27close11810.9099.170.000.001634.4922916.36
2392008.03.20 06:28close1209.9099.160.000.001020.6223936.98
2402008.03.20 06:28close11911.8099.230.000.00-2432.5321504.45
2412008.03.20 06:28close1176.2099.230.000.00-1220.0120284.44
2422008.03.20 08:45close12112.9099.030.000.001450.5221734.96
2432008.03.20 11:10sell12215.5099.080.000.00
2442008.03.20 11:15close12215.5098.980.000.001452.4023187.36
2452008.03.20 22:01sell12316.5098.060.000.00
2462008.03.20 22:31close12316.5098.290.000.00-3556.0419631.32
2472008.03.20 22:51sell12414.0098.420.000.00
2482008.03.20 22:59sell1252.6098.560.000.00
2492008.03.20 23:05sell1260.6098.580.000.00
2502008.03.20 23:07close12414.0098.640.000.00-2886.0616745.26
2512008.03.20 23:11buy1279.9098.490.000.00
2522008.03.20 23:15buy1287.2098.480.000.00
2532008.03.20 23:23close1279.9098.560.000.00649.4917394.75
2542008.03.20 23:44sell12910.1098.640.000.00
2552008.03.20 23:44buy1308.7098.610.000.00
2562008.03.20 23:45sell13111.2098.690.000.00
2572008.03.20 23:45buy1327.4098.620.000.00
2582008.03.21 00:05close1327.4098.400.000.00-1493.8715900.88
2592008.03.21 00:05close13111.2098.430.000.002653.0818553.96
2602008.03.21 00:10close1308.7098.390.000.00-1756.3116797.65
2612008.03.21 00:10close12910.1098.420.000.002013.9418811.59
2622008.03.21 00:15buy13310.6098.450.000.00
2632008.03.21 00:48close1252.6098.360.000.00469.7219281.31
2642008.03.21 00:48close1260.6098.380.000.00108.4019389.71
2652008.03.21 01:14close13310.6098.510.000.00596.0619985.77
2662008.03.21 01:56buy13410.4098.740.000.00
2672008.03.21 01:56close1287.2098.710.000.001583.0521568.83
2682008.03.21 02:11buy1357.3098.650.000.00
2692008.03.21 02:18close1357.3098.780.000.00889.4122458.24
2702008.03.21 03:00close13410.4098.520.000.00-2144.3320313.91
2712008.03.21 05:29buy13614.5098.620.000.00
2722008.03.21 05:41close13614.5098.710.000.001223.0621536.97
2732008.03.21 05:57buy13715.3098.500.000.00
2742008.03.21 06:11close13715.3098.600.000.001433.9322970.90
2752008.03.21 08:01buy13816.4098.710.000.00
2762008.03.21 09:49close13816.4098.810.000.001537.0224507.92
2772008.03.21 19:15buy13917.5098.590.000.00
2782008.03.21 19:18close13917.5098.680.000.001476.1025984.02
2792008.03.21 21:38sell14018.5098.590.000.00
2802008.03.21 22:31sell1414.8098.630.000.00
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