Strategy Tester Report
Универсал_1.69
DigitalDealing-Server (Build 216)

СимволEURCHF (Euro vs Swiss Franc)
Период30 Минут (M30) 2008.05.01 00:00 - 2008.08.07 23:30 (2008.05.01 - 2008.08.08)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыt1="------ У открытых вручную MAGIC = 0 ------"; MAGIC=0; Lot=1; t2="--- Выключатели отложенных ---"; WaitClose=false; Ustan_BuyStop=false; Ustan_SellLimit=false; Ustan_SellStop=false; Ustan_BuyLimit=false; t3="--- Параметры рыночных ---"; ryn_MaxOrderov=2; ryn_TakeProfit=200; ryn_StopLoss=200; ryn_TrStop=100; ryn_TrStep=10; WaitProfit=true; t4="--- Параметры стоповых ---"; st_Step=50; st_TakeProfit=200; st_StopLoss=100; st_TrStop=0; st_TrStep=3; t5="--- Параметры лимитных ---"; lim_Step=50; lim_TakeProfit=200; lim_StopLoss=100; lim_TrStop=0; lim_TrStep=3; t6="--- Только для работы по времени ---"; UseTime=true; Hhour=22; Mminute=59; TIME_Buy=true; TIME_Sell=true; TIME_BuyStop=false; TIME_SellLimit=false; TIME_SellStop=false; TIME_BuyLimit=false; t7="--- Пипсовка ---"; PipsProfit=4; PipsLoss=0; t8="--- Глобальные уровни ---"; UseGlobalLevels=true; Global_TakeProfit=2; Global_StopLoss=2; UseAlert=false; ryn_CloseAll_Profit=false; ryn_CloseAll_Loss=false; DeleteOtlozh=false; t9="--- Прочие параметры ---"; Proskalz=3; UseOrderSound=false; UseTrailingSound=false;
Баров в истории4156Смоделировано тиков573759Качество моделирования72.04%
Ошибки рассогласования графиков2
Начальный депозит3000.00
Чистая прибыль4064.31Общая прибыль4079.74Общий убыток-15.43
Прибыльность264.35Матожидание выигрыша37.63
Абсолютная просадка863.34Максимальная просадка1529.22 (22.79%)Относительная просадка35.90% (1196.56)
Всего сделок108Короткие позиции (% выигравших)54 (98.15%)Длинные позиции (% выигравших)54 (100.00%)
Прибыльные сделки (% от всех)107 (99.07%)Убыточные сделки (% от всех)1 (0.93%)
Самая большаяприбыльная сделка127.29убыточная сделка-15.43
Средняяприбыльная сделка38.13убыточная сделка-15.43
Максимальное количествонепрерывных выигрышей (прибыль)75 (2843.67)непрерывных проигрышей (убыток)1 (-15.43)
Максимальнаянепрерывная прибыль (число выигрышей)2843.67 (75)непрерывный убыток (число проигрышей)-15.43 (1)
Среднийнепрерывный выигрыш54непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12008.05.01 22:59buy11.001.62271.60271.6427
22008.05.01 22:59sell21.001.62241.64241.6024
32008.05.01 23:04close21.001.62201.64241.602436.373036.37
42008.05.02 11:43close11.001.62311.60271.642740.383076.75
52008.05.02 22:59buy31.001.62831.60831.6483
62008.05.02 22:59sell41.001.62801.64801.6080
72008.05.02 23:06close31.001.62871.60831.648336.383113.13
82008.05.05 22:59buy51.001.63221.61221.6522
92008.05.05 22:59sell61.001.63191.65191.6119
102008.05.05 23:41close51.001.63261.61221.652236.383149.51
112008.05.06 04:45close61.001.63151.65191.611927.733177.24
122008.05.06 11:55close41.001.62761.64801.608019.103196.34
132008.05.06 22:59buy71.001.63311.61311.6531
142008.05.06 22:59sell81.001.63281.65281.6128
152008.05.06 23:04close71.001.63351.61311.653136.383232.72
162008.05.07 03:55close81.001.63241.65281.612827.733260.46
172008.05.07 22:59buy91.001.62451.60451.6445
182008.05.07 22:59sell101.001.62421.64421.6042
192008.05.07 23:02close91.001.62491.60451.644536.383296.84
202008.05.07 23:20close101.001.62381.64421.604236.383333.22
212008.05.08 22:59buy111.001.62021.60021.6402
222008.05.08 22:59sell121.001.61991.63991.5999
232008.05.08 23:08close121.001.61951.63991.599936.373369.59
242008.05.09 22:59buy131.001.61191.59191.6319
252008.05.09 22:59sell141.001.61161.63161.5916
262008.05.09 23:07close131.001.61231.59191.631936.383405.97
272008.05.11 23:10close141.001.61111.63161.591645.463451.43
282008.05.12 12:53close111.001.62061.60021.640244.383495.81
292008.05.13 22:59buy151.001.62971.60971.6497
302008.05.13 22:59sell161.001.62941.64941.6094
312008.05.14 01:06close161.001.62901.64941.609427.733523.54
322008.05.14 07:57close151.001.63011.60971.649740.383563.92
332008.05.14 22:59buy171.001.63141.61141.6514
342008.05.14 22:59sell181.001.63111.65111.6111
352008.05.14 23:46close171.001.63181.61141.651436.383600.30
362008.05.15 04:40close181.001.63071.65111.611110.463610.76
372008.05.15 22:59buy191.001.63251.61251.6525
382008.05.15 22:59sell201.001.63221.65221.6122
392008.05.15 23:53close191.001.63291.61251.652536.373647.13
402008.05.16 00:07close201.001.63181.65221.612227.733674.87
412008.05.16 22:59buy211.001.63291.61291.6529
422008.05.16 22:59sell221.001.63261.65261.6126
432008.05.16 23:48close221.001.63211.65261.612645.463720.33
442008.05.19 03:11close211.001.63331.61291.652940.383760.71
452008.05.19 22:59buy231.001.63371.61371.6537
462008.05.19 22:59sell241.001.63341.65341.6134
472008.05.19 23:15close241.001.63301.65341.613436.373797.08
482008.05.19 23:52close231.001.63411.61371.653736.383833.46
492008.05.20 22:59buy251.001.62331.60331.6433
502008.05.20 22:59sell261.001.62301.64301.6030
512008.05.20 23:21close251.001.62371.60331.643336.383869.84
522008.05.21 03:10close261.001.62261.64301.603027.733897.57
532008.05.21 22:59buy271.001.61891.59891.6389
542008.05.21 22:59sell281.001.61861.63861.5986
552008.05.21 23:06close271.001.61931.59891.638936.383933.95
562008.05.22 00:18close281.001.61811.63861.598619.553953.51
572008.05.22 22:59buy291.001.62261.60261.6426
582008.05.22 22:59sell301.001.62231.64231.6023
592008.05.22 23:08close301.001.62191.64231.602336.373989.88
602008.05.23 22:59buy311.001.61551.59551.6355
612008.05.23 22:59sell321.001.61521.63521.5952
622008.05.23 23:16close321.001.61481.63521.595236.374026.25
632008.05.26 01:36close311.001.61591.59551.635540.384066.63
642008.05.26 22:59buy331.001.61601.59601.6360
652008.05.26 22:59sell341.001.61571.63571.5957
662008.05.27 02:01close331.001.61641.59601.636040.384107.01
672008.05.27 14:56close341.001.61531.63571.595727.734134.74
682008.05.27 22:31close291.001.62301.60261.642648.384183.12
692008.05.27 22:59buy351.001.62311.60311.6431
702008.05.27 22:59sell361.001.62281.64281.6028
712008.05.27 23:05close361.001.62231.64281.602845.464228.58
722008.05.28 12:58close351.001.62351.60311.643140.384268.96
732008.05.28 22:59buy371.001.62341.60341.6434
742008.05.28 22:59sell381.001.62311.64311.6031
752008.05.29 00:22close381.001.62271.64311.603110.464279.42
762008.05.29 03:15close371.001.62381.60341.643448.384327.80
772008.05.29 22:59buy391.001.62781.60781.6478
782008.05.29 22:59sell401.001.62751.64751.6075
792008.05.29 23:56close391.001.62821.60781.647836.384364.18
802008.05.30 08:49close401.001.62711.64751.607527.734391.92
812008.05.30 22:59buy411.001.62161.60161.6416
822008.05.30 22:59sell421.001.62131.64131.6013
832008.06.01 23:14close421.001.61991.64131.6013127.294519.21
842008.06.02 02:36close411.001.62201.60161.641640.384559.59
852008.06.02 22:59buy431.001.61251.59251.6325
862008.06.02 22:59sell441.001.61221.63221.5922
872008.06.03 02:20close441.001.61181.63221.592227.734587.32
882008.06.03 16:11close431.001.61291.59251.632540.384627.70
892008.06.03 22:59buy451.001.61091.59091.6309
902008.06.03 22:59sell461.001.61061.63061.5906
912008.06.03 23:06close461.001.61021.63061.590636.374664.07
922008.06.04 09:47close451.001.61131.59091.630940.384704.45
932008.06.04 22:59buy471.001.60931.58931.6293
942008.06.04 22:59sell481.001.60901.62901.5890
952008.06.04 23:33close481.001.60861.62901.589036.374740.82
962008.06.05 06:05close471.001.60981.58931.629357.484798.30
972008.06.05 22:59buy491.001.61961.59961.6396
982008.06.05 22:59sell501.001.61931.63931.5993
992008.06.05 23:06close501.001.61891.63931.599336.374834.67
1002008.06.06 08:10close491.001.62011.59961.639649.474884.14
1012008.06.06 22:59buy511.001.60771.58771.6277
1022008.06.06 22:59sell521.001.60741.62741.5874
1032008.06.06 23:07close511.001.60811.58771.627736.384920.52
1042008.06.09 00:38close521.001.60691.62741.587436.834957.35
1052008.06.09 22:59buy531.001.60731.58731.6273
1062008.06.09 22:59sell541.001.60701.62701.5870
1072008.06.09 23:43close531.001.60771.58731.627336.384993.73
1082008.06.10 05:33close541.001.60661.62701.587027.735021.47
1092008.06.10 22:59buy551.001.61151.59151.6315
1102008.06.10 22:59sell561.001.61121.63121.5912
1112008.06.10 23:20close561.001.61081.63121.591236.375057.84
1122008.06.11 02:17close551.001.61191.59151.631540.385098.22
1132008.06.11 22:59buy571.001.60561.58561.6256
1142008.06.11 22:59sell581.001.60531.62531.5853
1152008.06.11 23:45close581.001.60491.62531.585336.375134.59
1162008.06.12 09:35close571.001.60601.58561.625648.385182.96
1172008.06.12 22:59buy591.001.60881.58881.6288
1182008.06.12 22:59sell601.001.60851.62851.5885
1192008.06.12 23:30close591.001.60921.58881.628836.385219.34
1202008.06.12 23:53close601.001.60811.62851.588536.375255.71
1212008.06.13 22:59buy611.001.61221.59221.6322
1222008.06.13 22:59sell621.001.61191.63191.5919
1232008.06.13 23:23close621.001.61141.63191.591945.475301.18
1242008.06.16 07:06close611.001.61261.59221.632240.385341.56
1252008.06.16 22:59buy631.001.61671.59671.6367
1262008.06.16 22:59sell641.001.61641.63641.5964
1272008.06.16 23:50close631.001.61711.59671.636736.385377.94
1282008.06.17 02:37close641.001.61601.63641.596427.735405.68
1292008.06.17 22:59buy651.001.61611.59611.6361
1302008.06.17 22:59sell661.001.61581.63581.5958
1312008.06.17 23:32close661.001.61541.63581.595836.375442.05
1322008.06.17 23:42close651.001.61651.59611.636136.385478.43
1332008.06.18 22:59buy671.001.60971.58971.6297
1342008.06.18 22:59sell681.001.60941.62941.5894
1352008.06.19 01:08close671.001.61011.58971.629748.385526.81
1362008.06.19 03:08close681.001.60901.62941.589410.465537.27
1372008.06.19 22:59buy691.001.62151.60151.6415
1382008.06.19 22:59sell701.001.62121.64121.6012
1392008.06.19 23:06close701.001.62081.64121.601236.375573.64
1402008.06.20 22:59buy711.001.61631.59631.6363
1412008.06.20 22:59sell721.001.61601.63601.5960
1422008.06.20 23:40close711.001.61701.59631.636363.685637.32
1432008.06.23 15:05close691.001.62191.60151.641544.385681.70
1442008.06.24 22:59buy731.001.62161.60161.6416
1452008.06.24 22:59sell741.001.62131.64131.6013
1462008.06.25 02:16close741.001.62091.64131.601327.745709.44
1472008.06.25 10:41close731.001.62201.60161.641640.385749.82
1482008.06.25 22:59buy751.001.62281.60281.6428
1492008.06.25 22:59sell761.001.62251.64251.6025
1502008.06.25 23:43close761.001.62201.64251.602545.475795.29
1512008.06.26 04:29close751.001.62321.60281.642848.385843.67
1522008.06.26 19:13close721.001.61561.63601.5960-15.435828.24
1532008.06.26 22:59buy771.001.61231.59231.6323
1542008.06.26 22:59sell781.001.61201.63201.5920
1552008.06.26 23:10close781.001.61151.63201.592045.465873.70
1562008.06.26 23:41close771.001.61271.59231.632336.385910.08
1572008.06.27 22:59buy791.001.60771.58771.6277
1582008.06.27 22:59sell801.001.60741.62741.5874
1592008.06.27 23:44close791.001.60811.58771.627736.385946.46
1602008.06.30 07:31close801.001.60701.62741.587427.745974.20
1612008.06.30 22:59buy811.001.60841.58841.6284
1622008.06.30 22:59sell821.001.60811.62811.5881
1632008.07.01 05:59close821.001.60771.62811.588127.736001.94
1642008.07.01 11:12close811.001.60881.58841.628440.386042.32
1652008.07.01 22:59buy831.001.61081.59081.6308
1662008.07.01 22:59sell841.001.61051.63051.5905
1672008.07.01 23:08close831.001.61121.59081.630836.396078.71
1682008.07.02 06:21close841.001.61011.63051.590527.736106.44
1692008.07.02 22:59buy851.001.61051.59051.6305
1702008.07.02 22:59sell861.001.61021.63021.5902
1712008.07.02 23:58close851.001.61091.59051.630536.396142.83
1722008.07.03 09:56close861.001.60961.63021.590228.656171.49
1732008.07.03 22:59buy871.001.61191.59191.6319
1742008.07.03 22:59sell881.001.61161.63161.5916
1752008.07.04 02:04close881.001.61121.63161.591627.736199.22
1762008.07.04 22:59buy891.001.61031.59031.6303
1772008.07.04 22:59sell901.001.61001.63001.5900
1782008.07.04 23:20close901.001.60921.63001.590072.746271.96
1792008.07.04 23:28close891.001.61081.59031.630345.486317.44
1802008.07.07 08:08close871.001.61231.59191.631944.386361.82
1812008.07.08 22:59buy911.001.61951.59951.6395
1822008.07.08 22:59sell921.001.61921.63921.5992
1832008.07.09 00:01close911.001.61991.59951.639540.396402.21
1842008.07.09 04:07close921.001.61881.63921.599227.746429.95
1852008.07.09 22:59buy931.001.61931.59931.6393
1862008.07.09 22:59sell941.001.61901.63901.5990
1872008.07.09 23:14close941.001.61861.63901.599036.376466.32
1882008.07.10 09:14close931.001.61971.59931.639348.386514.70
1892008.07.10 22:59buy951.001.62211.60211.6421
1902008.07.10 22:59sell961.001.62181.64181.6018
1912008.07.10 23:40close951.001.62251.60211.642136.396551.09
1922008.07.11 13:12close961.001.62121.64181.601845.926597.02
1932008.07.11 22:59buy971.001.61901.59901.6390
1942008.07.11 22:59sell981.001.61871.63871.5987
1952008.07.11 23:20close981.001.61831.63871.598736.376633.39
1962008.07.11 23:44close971.001.61951.59901.639045.486678.87
1972008.07.14 22:59buy991.001.61691.59691.6369
1982008.07.14 22:59sell1001.001.61661.63661.5966
1992008.07.15 03:04close1001.001.61621.63661.596627.746706.61
2002008.07.15 22:59buy1011.001.60731.58731.6273
2012008.07.15 22:59sell1021.001.60701.62701.5870
2022008.07.15 23:13close1021.001.60651.62701.587045.466752.07
2032008.07.16 03:55close1011.001.60781.58731.627349.486801.55
2042008.07.16 22:59buy1031.001.60991.58991.6299
2052008.07.16 22:59sell1041.001.60961.62961.5896
2062008.07.16 23:07close1031.001.61041.58991.629945.486847.03
2072008.07.17 03:38close1041.001.60921.62961.589610.466857.50
2082008.07.17 18:59close991.001.61731.59691.636956.386913.87
2092008.07.17 22:59buy1051.001.61921.59921.6392
2102008.07.17 22:59sell1061.001.61891.63891.5989
2112008.07.17 23:02close1061.001.61841.63891.598945.476959.34
2122008.07.18 13:31close1051.001.61971.59921.639249.487008.82
2132008.07.18 22:59buy1071.001.62001.60001.6400
2142008.07.18 22:59sell1081.001.61971.63971.5997
2152008.07.18 23:35close1071.001.62041.60001.640036.397045.21
2162008.07.22 03:35close1081.001.61931.63971.599719.107064.31