Символ | AUDUSD (Australian Dollar vs US Dollar) | ||||
Период | День (D1) 1998.09.11 00:00 - 2011.04.13 23:59 | ||||
Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
Баров в истории | 3375 | Смоделировано тиков | 6650 | Качество моделирования | n/a |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 3000.00 | ||||
Чистая прибыль | 14945.67 | Общая прибыль | 16555.66 | Общий убыток | -1609.99 |
Прибыльность | 10.28 | Матожидание выигрыша | 324.91 | ||
Абсолютная просадка | 33.34 | Максимальная просадка | 1132.86 (6.76%) | Относительная просадка | 11.29% (880.31) |
Всего сделок | 46 | Короткие позиции (% выигравших) | 23 (65.22%) | Длинные позиции (% выигравших) | 23 (95.65%) |
Прибыльные сделки (% от всех) | 37 (80.43%) | Убыточные сделки (% от всех) | 9 (19.57%) | ||
Самая большая | прибыльная сделка | 1600.33 | убыточная сделка | -538.91 | |
Средняя | прибыльная сделка | 447.45 | убыточная сделка | -178.89 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 15 (6020.23) | непрерывных проигрышей (убыток) | 1 (-538.91) | |
Максимальная | непрерывная прибыль (число выигрышей) | 6020.23 (15) | непрерывный убыток (число проигрышей) | -538.91 (1) | |
Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 1 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2001.01.15 00:00 | sell | 1 | 0.10 | 0.55660 | 0.60690 | 0.40690 | ||
2 | 2001.04.16 00:00 | close | 1 | 0.10 | 0.50770 | 0.60690 | 0.40690 | 317.01 | 3317.01 |
3 | 2001.04.16 00:00 | buy | 2 | 0.10 | 0.50770 | 0.45770 | 0.65770 | ||
4 | 2001.08.27 00:00 | close | 2 | 0.10 | 0.53400 | 0.45770 | 0.65770 | 368.07 | 3685.08 |
5 | 2001.08.27 00:00 | sell | 3 | 0.10 | 0.53400 | 0.58430 | 0.38430 | ||
6 | 2001.10.15 00:00 | close | 3 | 0.10 | 0.51180 | 0.58430 | 0.38430 | 129.39 | 3814.47 |
7 | 2001.10.15 00:00 | buy | 4 | 0.10 | 0.51180 | 0.46180 | 0.66180 | ||
8 | 2001.11.26 00:00 | close | 4 | 0.10 | 0.51770 | 0.46180 | 0.66180 | 92.18 | 3906.65 |
9 | 2001.11.26 00:00 | sell | 5 | 0.10 | 0.51770 | 0.56800 | 0.36800 | ||
10 | 2001.12.10 00:00 | close | 5 | 0.10 | 0.51510 | 0.56800 | 0.36800 | -0.46 | 3906.19 |
11 | 2001.12.10 00:00 | buy | 6 | 0.10 | 0.51510 | 0.46510 | 0.66510 | ||
12 | 2002.06.17 00:00 | close | 6 | 0.10 | 0.56080 | 0.46510 | 0.66510 | 606.31 | 4512.50 |
13 | 2002.06.17 00:00 | sell | 7 | 0.10 | 0.56080 | 0.61110 | 0.41110 | ||
14 | 2002.09.02 00:00 | close | 7 | 0.10 | 0.55040 | 0.61110 | 0.41110 | -41.53 | 4470.97 |
15 | 2002.09.02 00:00 | buy | 8 | 0.10 | 0.55040 | 0.50040 | 0.70040 | ||
16 | 2003.02.10 00:00 | close | 8 | 0.10 | 0.59030 | 0.50040 | 0.70040 | 526.19 | 4997.16 |
17 | 2003.02.10 00:00 | sell | 9 | 0.10 | 0.59030 | 0.64060 | 0.44060 | ||
18 | 2003.04.07 00:00 | close | 9 | 0.10 | 0.60000 | 0.64060 | 0.44060 | -202.84 | 4794.32 |
19 | 2003.04.07 00:00 | buy | 10 | 0.10 | 0.60000 | 0.55000 | 0.75000 | ||
20 | 2003.07.07 00:00 | close | 10 | 0.10 | 0.67910 | 0.55000 | 0.75000 | 862.89 | 5657.21 |
21 | 2003.07.07 00:00 | sell | 11 | 0.10 | 0.67910 | 0.72940 | 0.52940 | ||
22 | 2003.08.11 00:00 | close | 11 | 0.10 | 0.65320 | 0.72940 | 0.52940 | 192.85 | 5850.06 |
23 | 2003.08.11 00:00 | buy | 12 | 0.10 | 0.65320 | 0.60320 | 0.80320 | ||
24 | 2004.01.26 00:00 | close | 12 | 0.10 | 0.77150 | 0.60320 | 0.80320 | 1315.72 | 7165.78 |
25 | 2004.01.26 00:00 | sell | 13 | 0.10 | 0.77150 | 0.82180 | 0.62180 | ||
26 | 2004.08.23 00:00 | close | 13 | 0.10 | 0.72350 | 0.82180 | 0.62180 | 83.10 | 7248.88 |
27 | 2004.08.23 00:00 | buy | 14 | 0.10 | 0.72350 | 0.67350 | 0.87350 | ||
28 | 2005.02.21 00:00 | close | 14 | 0.10 | 0.78940 | 0.67350 | 0.87350 | 802.78 | 8051.66 |
29 | 2005.02.21 00:00 | sell | 15 | 0.10 | 0.78940 | 0.83970 | 0.63970 | ||
30 | 2005.05.23 00:00 | close | 15 | 0.10 | 0.75490 | 0.83970 | 0.63970 | 173.01 | 8224.67 |
31 | 2005.05.23 00:00 | buy | 16 | 0.10 | 0.75490 | 0.70490 | 0.90490 | ||
32 | 2005.09.19 00:00 | close | 16 | 0.10 | 0.76580 | 0.70490 | 0.90490 | 203.01 | 8427.68 |
33 | 2005.09.19 00:00 | sell | 17 | 0.10 | 0.76580 | 0.81610 | 0.61610 | ||
34 | 2005.11.07 00:00 | close | 17 | 0.10 | 0.73210 | 0.81610 | 0.61610 | 244.39 | 8672.07 |
35 | 2005.11.07 00:00 | buy | 18 | 0.10 | 0.73210 | 0.68210 | 0.88210 | ||
36 | 2006.01.16 00:00 | close | 18 | 0.10 | 0.75590 | 0.68210 | 0.88210 | 293.30 | 8965.37 |
37 | 2006.01.16 00:00 | sell | 19 | 0.10 | 0.75590 | 0.80620 | 0.60620 | ||
38 | 2006.03.13 00:00 | close | 19 | 0.10 | 0.73140 | 0.80620 | 0.60620 | 139.16 | 9104.53 |
39 | 2006.03.13 00:00 | buy | 20 | 0.10 | 0.73140 | 0.68140 | 0.88140 | ||
40 | 2006.05.15 00:00 | close | 20 | 0.10 | 0.77400 | 0.68140 | 0.88140 | 475.77 | 9580.30 |
41 | 2006.05.15 00:00 | sell | 21 | 0.10 | 0.77400 | 0.82430 | 0.62430 | ||
42 | 2006.06.26 00:00 | close | 21 | 0.10 | 0.73150 | 0.82430 | 0.62430 | 345.62 | 9925.92 |
43 | 2006.06.26 00:00 | buy | 22 | 0.10 | 0.73150 | 0.68150 | 0.88150 | ||
44 | 2006.08.07 00:00 | close | 22 | 0.10 | 0.76650 | 0.68150 | 0.88150 | 383.18 | 10309.10 |
45 | 2006.08.07 00:00 | sell | 23 | 0.10 | 0.76650 | 0.81680 | 0.61680 | ||
46 | 2006.09.18 00:00 | close | 23 | 0.10 | 0.75220 | 0.81680 | 0.61680 | 63.62 | 10372.72 |
47 | 2006.09.18 00:00 | buy | 24 | 0.10 | 0.75220 | 0.70220 | 0.90220 | ||
48 | 2006.12.04 00:00 | close | 24 | 0.10 | 0.79030 | 0.70220 | 0.90220 | 441.83 | 10814.55 |
49 | 2006.12.04 00:00 | sell | 25 | 0.10 | 0.79030 | 0.84060 | 0.64060 | ||
50 | 2007.03.12 00:00 | close | 25 | 0.10 | 0.78110 | 0.84060 | 0.64060 | -93.22 | 10721.33 |
51 | 2007.03.12 00:00 | buy | 26 | 0.10 | 0.78110 | 0.73110 | 0.93110 | ||
52 | 2007.04.16 00:00 | close | 26 | 0.10 | 0.83420 | 0.73110 | 0.93110 | 558.65 | 11279.98 |
53 | 2007.04.16 00:00 | sell | 27 | 0.10 | 0.83420 | 0.88450 | 0.68450 | ||
54 | 2007.06.04 00:00 | close | 27 | 0.10 | 0.83280 | 0.88450 | 0.68450 | -78.61 | 11201.37 |
55 | 2007.06.04 00:00 | buy | 28 | 0.10 | 0.83280 | 0.78280 | 0.98280 | ||
56 | 2007.06.25 00:00 | close | 28 | 0.10 | 0.84820 | 0.78280 | 0.98280 | 170.59 | 11371.96 |
57 | 2007.06.25 00:00 | sell | 29 | 0.10 | 0.84820 | 0.89850 | 0.69850 | ||
58 | 2007.08.20 00:00 | close | 29 | 0.10 | 0.79870 | 0.89850 | 0.69850 | 389.16 | 11761.12 |
59 | 2007.08.20 00:00 | buy | 30 | 0.10 | 0.79870 | 0.74870 | 0.94870 | ||
60 | 2007.10.22 00:00 | close | 30 | 0.10 | 0.88860 | 0.74870 | 0.94870 | 948.77 | 12709.89 |
61 | 2007.10.22 00:00 | sell | 31 | 0.10 | 0.88860 | 0.93890 | 0.73890 | ||
62 | 2007.11.08 00:00 | s/l | 31 | 0.10 | 0.93890 | 0.93890 | 0.73890 | -538.91 | 12170.98 |
63 | 2007.11.12 00:00 | sell | 32 | 0.10 | 0.90510 | 0.95540 | 0.75540 | ||
64 | 2007.12.31 00:00 | close | 32 | 0.10 | 0.87690 | 0.95540 | 0.75540 | 189.39 | 12360.37 |
65 | 2007.12.31 00:00 | buy | 33 | 0.10 | 0.87690 | 0.82690 | 1.02690 | ||
66 | 2008.05.12 00:00 | close | 33 | 0.10 | 0.94120 | 0.82690 | 1.02690 | 748.07 | 13108.44 |
67 | 2008.05.12 00:00 | sell | 34 | 0.10 | 0.94120 | 0.99150 | 0.79150 | ||
68 | 2008.09.12 00:00 | t/p | 34 | 0.10 | 0.79150 | 0.99150 | 0.79150 | 1260.75 | 14369.19 |
69 | 2009.01.05 00:00 | buy | 35 | 0.10 | 0.71430 | 0.66430 | 0.86430 | ||
70 | 2009.01.14 00:00 | s/l | 35 | 0.10 | 0.66430 | 0.66430 | 0.86430 | -492.89 | 13876.30 |
71 | 2009.01.26 00:00 | buy | 36 | 0.10 | 0.65350 | 0.60350 | 0.80350 | ||
72 | 2009.06.02 00:00 | t/p | 36 | 0.10 | 0.80350 | 0.60350 | 0.80350 | 1600.33 | 15476.63 |
73 | 2009.11.09 00:00 | sell | 37 | 0.10 | 0.92083 | 0.97113 | 0.77113 | ||
74 | 2010.02.01 00:00 | close | 37 | 0.10 | 0.88328 | 0.97113 | 0.77113 | 216.74 | 15693.37 |
75 | 2010.02.01 00:00 | buy | 38 | 0.10 | 0.88328 | 0.83328 | 1.03328 | ||
76 | 2010.03.29 00:00 | close | 38 | 0.10 | 0.90406 | 0.83328 | 1.03328 | 252.04 | 15945.41 |
77 | 2010.03.29 00:00 | sell | 39 | 0.10 | 0.90406 | 0.95436 | 0.75436 | ||
78 | 2010.06.21 00:00 | close | 39 | 0.10 | 0.88077 | 0.95436 | 0.75436 | 74.14 | 16019.55 |
79 | 2010.06.21 00:00 | buy | 40 | 0.10 | 0.88077 | 0.83077 | 1.03077 | ||
80 | 2010.10.18 00:00 | close | 40 | 0.10 | 0.98957 | 0.83077 | 1.03077 | 1182.01 | 17201.56 |
81 | 2010.10.18 00:00 | sell | 41 | 0.10 | 0.98957 | 1.03987 | 0.83987 | ||
82 | 2010.11.22 00:00 | close | 41 | 0.10 | 0.98896 | 1.03987 | 0.83987 | -60.05 | 17141.51 |
83 | 2010.11.22 00:00 | buy | 42 | 0.10 | 0.98896 | 0.93896 | 1.13896 | ||
84 | 2010.12.20 00:00 | close | 42 | 0.10 | 0.98717 | 0.93896 | 1.13896 | 4.22 | 17145.73 |
85 | 2010.12.20 00:00 | sell | 43 | 0.10 | 0.98717 | 1.03747 | 0.83747 | ||
86 | 2011.01.31 00:00 | close | 43 | 0.10 | 0.98938 | 1.03747 | 0.83747 | -101.48 | 17044.25 |
87 | 2011.01.31 00:00 | buy | 44 | 0.10 | 0.98938 | 0.93938 | 1.13938 | ||
88 | 2011.02.07 00:00 | close | 44 | 0.10 | 1.01335 | 0.93938 | 1.13938 | 245.23 | 17289.48 |
89 | 2011.02.07 00:00 | sell | 45 | 0.10 | 1.01335 | 1.06365 | 0.86365 | ||
90 | 2011.03.21 00:00 | close | 45 | 0.10 | 0.99578 | 1.06365 | 0.86365 | 96.32 | 17385.80 |
91 | 2011.03.21 00:00 | buy | 46 | 0.10 | 0.99578 | 0.94578 | 1.14578 | ||
92 | 2011.04.13 23:59 | close at stop | 46 | 0.10 | 1.04995 | 0.94578 | 1.14578 | 559.87 | 17945.67 |