Strategy Tester Report
FX_1_GEPARD2.5
EGlobal-Demo (Build 392)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2011.03.28 21:45 - 2011.04.28 23:55 (2011.01.04 - 2011.04.29)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыsSymbols1="AUDCAD: 1; AUDCHF: 1; AUDJPY: 1; AUDNZD: 1; AUDUSD: 1; CADCHF: 1; CADJPY: 1; CHFJPY: 1; EURAUD: 1; EURCAD: 1; EURCHF: 1; EURGBP: 1; EURJPY: 1; EURNZD: 1; EURUSD: 1"; sSymbols2="GBPAUD: 1; GBPCAD: 1; GBPCHF: 1; GBPJPY: 1; GBPNZD: 1; GBPUSD: 1; NZDCAD: 1; NZDCHF: 1; NZDGBP: 1; NZDJPY: 1; NZDUSD: 1; USDCAD: 1; USDCHF: 1; USDJPY: 1;USDNOK: 1;USDZAK: 1;USDSEK: 1;USDDDK: 1;USDSGD: 1;USDHKD: 1"; dRisk=0.005; sRisk=""; dMaxSymbolOrdersCount=5; sMaxSymbolOrdersCount=""; MaxOpenValPosition=7; dStopLoss=0; sStopLoss=""; dMinDistanceRealOrdersB_PR=5; sMinDistanceRealOrdersB_PR=""; dMinDistanceRealOrdersS_PR=5; sMinDistanceRealOrdersS_PR=""; CR_UseCorrection=1; CR_WaitCorrectionAfterMove_PR=1.2; CR_WaitCorrectionAfterFlat_PR=0.2; CR_MaxDistanceFromBottom_PR=0.1; CR_SizeCorrection_PR=0.3; CR_StopLoss_PR=0; CR_AnalizMove_Period=5; CR_AnalizMove_CountBars=6; CR_AnalizFlat_Period=2; CR_AnalizFlat_CountBars=2; dCountHighLowLimits=2; sCountHighLowLimits=""; diHL_LimitDistance1_PR=1; siHL_LimitDistance1_PR=""; diHL_Period1=5; siHL_Period1=""; diHL_CountBars1=6; siHL_CountBars1=""; diHL_LimitDistance2_PR=5; siHL_LimitDistance2_PR=""; diHL_Period2=7; siHL_Period2=""; diHL_CountBars2=2; siHL_CountBars2=""; dUseFlatIndicator=1; sUseFlatIndicator=""; diFL_MinExtremumsCount=1; siFL_MinExtremumsCount=""; diFL_Period=1; siFL_Period=""; diFL_CountBars=12; siFL_CountBars=""; diFL_StopLoss=0; siFL_StopLoss=""; dMinLotSize=0; sMinLotSize=""; dMaxLotSize=10; sMaxLotSize=""; dStepLotSize=0; sStepLotSize=""; MaxSpreadForTradeSymbol=12;
Баров в истории6693Смоделировано тиков203822Качество моделированияn/a
Ошибки рассогласования графиков128
Начальный депозит30.00
Чистая прибыль74.66Общая прибыль168.98Общий убыток-94.31
Прибыльность1.79Матожидание выигрыша0.59
Абсолютная просадка4.58Максимальная просадка45.64 (59.64%)Относительная просадка59.64% (45.64)
Всего сделок127Короткие позиции (% выигравших)43 (55.81%)Длинные позиции (% выигравших)84 (72.62%)
Прибыльные сделки (% от всех)85 (66.93%)Убыточные сделки (% от всех)42 (33.07%)
Самая большаяприбыльная сделка9.60убыточная сделка-14.40
Средняяприбыльная сделка1.99убыточная сделка-2.25
Максимальное количествонепрерывных выигрышей (прибыль)6 (11.95)непрерывных проигрышей (убыток)3 (-5.70)
Максимальнаянепрерывная прибыль (число выигрышей)13.20 (3)непрерывный убыток (число проигрышей)-14.40 (1)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12011.03.28 23:26buy10.011.40810.00001.4093
22011.03.29 06:08t/p10.011.40930.00001.40931.2231.22
32011.03.29 07:22sell20.011.41080.00001.4096
42011.03.29 07:34buy30.021.41120.00001.4124
52011.03.29 08:18t/p30.021.41240.00001.41242.4033.62
62011.03.29 08:18buy40.021.41260.00001.4138
72011.03.29 08:21close40.021.41320.00001.41381.2034.82
82011.03.29 08:21close20.011.41340.00001.4096-2.6032.22
92011.03.29 08:24buy50.011.41230.00001.4135
102011.03.29 09:14t/p50.011.41350.00001.41351.2033.42
112011.03.29 09:20sell60.011.41420.00001.4130
122011.03.29 09:20buy70.021.41460.00001.4158
132011.03.29 09:50t/p60.011.41300.00001.41301.2034.62
142011.03.29 10:37close70.021.41450.00001.4158-0.2034.42
152011.03.29 11:00buy80.011.41360.00001.4148
162011.03.31 02:27sell90.011.41340.00001.4121
172011.03.31 07:23t/p80.011.41480.00001.41481.2935.72
182011.03.31 07:23buy100.021.41500.00001.4163
192011.03.31 07:24close100.021.41600.00001.41632.0037.72
202011.03.31 07:24close90.011.41620.00001.4121-2.8034.92
212011.03.31 08:00buy110.011.41500.00001.4162
222011.03.31 08:20t/p110.011.41620.00001.41621.2036.12
232011.03.31 08:35buy120.011.41580.00001.4170
242011.03.31 08:52t/p120.011.41700.00001.41701.2037.32
252011.03.31 09:14sell130.011.41770.00001.4165
262011.03.31 09:18buy140.021.41810.00001.4193
272011.03.31 10:45t/p140.021.41930.00001.41932.4039.72
282011.03.31 10:45buy150.021.41950.00001.4207
292011.03.31 10:47close150.021.42000.00001.42071.0040.72
302011.03.31 10:47close130.011.42020.00001.4165-2.5038.22
312011.03.31 10:52sell160.011.42090.00001.4197
322011.03.31 10:52buy170.021.42130.00001.4225
332011.03.31 11:07t/p170.021.42250.00001.42252.4040.62
342011.03.31 11:07buy180.021.42270.00001.4239
352011.03.31 11:15close180.021.42320.00001.42391.0041.62
362011.03.31 11:15close160.011.42340.00001.4197-2.5039.12
372011.03.31 11:15sell190.011.42310.00001.4219
382011.03.31 11:31t/p190.011.42190.00001.42191.2040.32
392011.03.31 11:31sell200.011.42170.00001.4205
402011.03.31 11:31buy210.021.42220.00001.4234
412011.03.31 13:00t/p200.011.42050.00001.42051.2041.52
422011.03.31 13:30close210.021.42200.00001.4234-0.4041.12
432011.03.31 14:13buy220.011.42100.00001.4222
442011.04.01 19:05t/p220.011.42220.00001.42221.2242.34
452011.04.01 20:21sell230.011.42270.00001.4215
462011.04.01 20:27buy240.021.42320.00001.4244
472011.04.01 20:29t/p240.021.42440.00001.42442.4044.74
482011.04.01 20:29buy250.021.42460.00001.4258
492011.04.04 01:42sell260.011.42390.00001.4196
502011.04.04 02:18t/p250.021.42580.00001.42582.4547.19
512011.04.04 02:18close230.011.42600.00001.4215-3.3843.81
522011.04.04 02:18buy270.021.42590.00001.4302
532011.04.04 11:03t/p260.011.41960.00001.41964.3048.11
542011.04.06 03:59close270.021.42570.00001.4302-0.3147.81
552011.04.06 07:58sell280.011.42660.00001.4254
562011.04.06 08:12buy290.021.42710.00001.4283
572011.04.06 08:58t/p290.021.42830.00001.42832.4050.21
582011.04.06 08:58buy300.021.42850.00001.4297
592011.04.06 09:05close300.021.42910.00001.42971.2051.41
602011.04.06 09:05close280.011.42930.00001.4254-2.7048.71
612011.04.06 09:35sell310.011.43010.00001.4289
622011.04.06 09:40buy320.021.43060.00001.4318
632011.04.06 10:31t/p310.011.42890.00001.42891.2049.91
642011.04.06 11:52close320.021.43040.00001.4318-0.4049.51
652011.04.06 12:36buy330.011.42980.00001.4310
662011.04.06 13:06t/p330.011.43100.00001.43101.2050.71
672011.04.06 13:23buy340.011.43040.00001.4316
682011.04.06 16:31t/p340.011.43160.00001.43161.2051.91
692011.04.06 16:39sell350.011.43260.00001.4314
702011.04.06 16:41buy360.021.43320.00001.4344
712011.04.06 16:59t/p360.021.43440.00001.43442.4054.31
722011.04.06 16:59buy370.021.43460.00001.4358
732011.04.07 02:42t/p350.011.43140.00001.43140.9755.28
742011.04.08 03:18close370.021.43430.00001.4358-0.4154.87
752011.04.08 03:42sell380.011.43540.00001.4342
762011.04.08 03:42buy390.021.43600.00001.4372
772011.04.08 03:51t/p390.021.43720.00001.43722.4057.27
782011.04.08 03:51buy400.021.43740.00001.4386
792011.04.08 05:37close400.021.43810.00001.43861.4058.67
802011.04.08 05:37close380.011.43830.00001.4342-2.9055.77
812011.04.08 05:39sell410.011.43930.00001.4381
822011.04.08 05:39buy420.021.43990.00001.4411
832011.04.08 08:52sell430.011.44000.00001.4389
842011.04.08 09:27t/p420.021.44110.00001.44112.4058.17
852011.04.08 09:27close410.011.44130.00001.4381-2.0056.17
862011.04.08 09:27buy440.021.44140.00001.4425
872011.04.08 15:01t/p440.021.44250.00001.44252.2058.37
882011.04.08 15:01buy450.021.44270.00001.4438
892011.04.08 15:18t/p450.021.44380.00001.44382.2060.57
902011.04.08 15:18buy460.021.44420.00001.4453
912011.04.08 21:48t/p460.021.44530.00001.44532.2062.77
922011.04.08 21:48buy470.021.44560.00001.4467
932011.04.08 22:13t/p470.021.44670.00001.44672.2064.97
942011.04.08 22:13buy480.021.44700.00001.4481
952011.04.08 22:29t/p480.021.44810.00001.44812.2067.17
962011.04.08 22:29buy490.021.44830.00001.4494
972011.04.12 05:18t/p430.011.43890.00001.43890.9568.12
982011.04.12 12:12close490.021.44800.00001.4494-0.5167.61
992011.04.12 12:18buy500.011.44700.00001.4482
1002011.04.12 13:56sell510.021.44670.00001.4454
1012011.04.12 13:56buy520.041.44700.00001.4483
1022011.04.12 14:21close520.041.44750.00001.44832.0069.61
1032011.04.12 14:21close500.011.44750.00001.44820.5070.11
1042011.04.12 14:21buy530.041.44780.00001.4491
1052011.04.12 14:21close510.011.44770.00001.4454-1.0069.11
1062011.04.12 14:21sell540.011.44670.00001.4454
1072011.04.12 14:21close540.011.44820.00001.4454-1.5067.61
1082011.04.12 14:21close530.041.44800.00001.44910.8068.41
1092011.04.12 14:22sell550.011.44890.00001.4477
1102011.04.12 14:23buy560.021.44960.00001.4508
1112011.04.12 14:44t/p560.021.45080.00001.45082.4070.81
1122011.04.12 14:44buy570.021.45110.00001.4523
1132011.04.12 16:18t/p550.011.44770.00001.44771.2072.01
1142011.04.12 16:32close570.021.45080.00001.4523-0.6071.41
1152011.04.12 16:37buy580.011.44990.00001.4511
1162011.04.13 07:42sell590.021.44920.00001.4480
1172011.04.13 08:05t/p590.021.44800.00001.44802.4073.81
1182011.04.13 08:37close580.011.44920.00001.4511-0.6873.14
1192011.04.13 08:42sell600.011.45020.00001.4490
1202011.04.13 08:44buy610.021.45100.00001.4522
1212011.04.13 10:02t/p600.011.44900.00001.44901.2074.34
1222011.04.13 10:35close610.021.45070.00001.4522-0.6073.74
1232011.04.13 10:49buy620.011.44990.00001.4511
1242011.04.13 12:31t/p620.011.45110.00001.45111.2074.94
1252011.04.13 13:01buy630.011.45040.00001.4516
1262011.04.13 13:27t/p630.011.45160.00001.45161.2076.14
1272011.04.13 13:56buy640.011.45070.00001.4519
1282011.04.13 16:55sell650.021.45020.00001.4484
1292011.04.13 16:55buy660.041.45050.00001.4523
1302011.04.13 17:11t/p650.021.44840.00001.44843.6079.74
1312011.04.14 07:30close660.041.45040.00001.4523-0.1279.62
1322011.04.14 07:30close640.011.45040.00001.4519-0.2379.39
1332011.04.14 08:47buy670.011.45030.00001.4515
1342011.04.15 01:37sell680.021.44970.00001.4486
1352011.04.15 01:37buy690.041.45000.00001.4511
1362011.04.15 03:20t/p680.021.44860.00001.44862.2081.59
1372011.04.15 09:21close690.041.44990.00001.4511-0.4081.19
1382011.04.15 09:21close670.011.44990.00001.4515-0.3880.82
1392011.04.15 09:28buy700.011.44880.00001.4500
1402011.04.20 11:15sell710.021.44800.00001.4437
1412011.04.20 11:15buy720.041.44840.00001.4527
1422011.04.20 11:27close720.041.44920.00001.45273.2084.02
1432011.04.20 11:27close700.011.44920.00001.45000.4784.49
1442011.04.20 11:27buy730.041.44950.00001.4538
1452011.04.20 11:27close710.011.44940.00001.4437-1.4083.09
1462011.04.20 11:27sell740.011.44800.00001.4437
1472011.04.20 11:29close740.011.44980.00001.4437-1.8081.29
1482011.04.20 11:29close730.041.44960.00001.45380.4081.69
1492011.04.20 11:37sell750.011.45060.00001.4494
1502011.04.20 11:40buy760.021.45150.00001.4527
1512011.04.20 12:00t/p750.011.44940.00001.44941.2082.89
1522011.04.20 12:42close760.021.45120.00001.4527-0.6082.29
1532011.04.20 12:42sell770.011.45230.00001.4511
1542011.04.20 12:43buy780.021.45320.00001.4544
1552011.04.20 12:44t/p780.021.45440.00001.45442.4084.69
1562011.04.20 12:44buy790.021.45460.00001.4558
1572011.04.20 13:56t/p770.011.45110.00001.45111.2085.89
1582011.04.21 02:35close790.021.45420.00001.4558-0.6685.23
1592011.04.21 02:36sell800.011.45540.00001.4542
1602011.04.21 02:41buy810.021.45630.00001.4575
1612011.04.21 03:20t/p810.021.45750.00001.45752.4087.63
1622011.04.21 03:20buy820.021.45770.00001.4589
1632011.04.21 06:06sell830.021.45690.00001.4525
1642011.04.21 07:23t/p820.021.45890.00001.45892.4090.03
1652011.04.21 07:23buy840.041.45910.00001.4635
1662011.04.21 07:46close840.041.46120.00001.46358.4098.43
1672011.04.21 07:46buy850.041.46150.00001.4659
1682011.04.21 07:46close800.011.46140.00001.4542-6.0092.43
1692011.04.21 09:32close850.041.46390.00001.46599.60102.03
1702011.04.21 09:32close830.021.46410.00001.4525-14.4087.63
1712011.04.21 10:06buy860.011.46290.00001.4641
1722011.04.21 11:25t/p860.011.46410.00001.46411.2088.83
1732011.04.21 12:33buy870.011.46270.00001.4639
1742011.04.26 11:06sell880.021.46180.00001.4600
1752011.04.26 11:06buy890.041.46220.00001.4640
1762011.04.26 11:12t/p870.011.46390.00001.46391.2790.10
1772011.04.26 11:12t/p890.041.46400.00001.46407.2097.30
1782011.04.26 11:12buy900.041.46420.00001.4660
1792011.04.26 11:12close880.011.46430.00001.4600-2.5094.80
1802011.04.26 11:12sell910.011.46180.00001.4600
1812011.04.26 11:12close910.011.46420.00001.4600-2.4092.40
1822011.04.26 11:12close900.041.46400.00001.4660-0.8091.60
1832011.04.26 11:16sell920.011.46510.00001.4639
1842011.04.26 11:22t/p920.011.46390.00001.46391.2092.80
1852011.04.26 11:32buy930.011.46320.00001.4644
1862011.04.26 14:52t/p930.011.46440.00001.46441.2094.00
1872011.04.26 14:54buy940.011.46350.00001.4647
1882011.04.26 16:30sell950.021.46330.00001.4615
1892011.04.26 16:39buy960.041.46390.00001.4657
1902011.04.26 17:04t/p950.021.46150.00001.46153.6097.60
1912011.04.26 18:11close960.041.46370.00001.4657-0.8096.80
1922011.04.26 18:11close940.011.46370.00001.46470.2097.00
1932011.04.26 18:27sell970.011.46470.00001.4635
1942011.04.26 18:27buy980.021.46570.00001.4669
1952011.04.26 18:49t/p970.011.46350.00001.46351.2098.20
1962011.04.27 00:18close980.011.46520.00001.4669-0.4897.73
1972011.04.27 00:18buy990.011.46570.00001.4669
1982011.04.27 00:21t/p990.011.46690.00001.46691.2298.95
1992011.04.27 00:21sell1000.011.46810.00001.4669
2002011.04.27 00:22buy1010.021.46910.00001.4703
2012011.04.27 00:32t/p1010.021.47030.00001.47032.40101.35
2022011.04.27 00:32buy1020.021.47060.00001.4718
2032011.04.27 03:31sell1030.021.46980.00001.4654
2042011.04.27 04:07close1030.021.46740.00001.46544.80106.15
2052011.04.27 04:07close1020.021.46720.00001.4718-6.8099.35
2062011.04.27 04:07close1000.011.46740.00001.46690.70100.05
2072011.04.27 06:00sell1040.011.46850.00001.4673
2082011.04.27 07:18buy1050.021.46960.00001.4708
2092011.04.27 08:04t/p1040.011.46730.00001.46731.20101.25
2102011.04.27 10:58close1050.011.46910.00001.4708-0.50100.75
2112011.04.27 10:58buy1060.011.46960.00001.4708
2122011.04.27 11:05sell1070.021.46860.00001.4674
2132011.04.27 11:17t/p1070.021.46740.00001.46742.40103.15
2142011.04.27 15:53close1060.011.46860.00001.4708-1.00102.15
2152011.04.27 16:07buy1080.011.46760.00001.4688
2162011.04.27 18:34t/p1080.011.46880.00001.46881.20103.35
2172011.04.27 18:35buy1090.011.46800.00001.4692
2182011.04.27 18:39t/p1090.011.46920.00001.46921.20104.55
2192011.04.27 18:40sell1100.011.46990.00001.4687
2202011.04.27 18:59t/p1100.011.46870.00001.46871.20105.75
2212011.04.27 19:18sell1110.011.46990.00001.4687
2222011.04.27 19:19buy1120.021.47100.00001.4722
2232011.04.27 19:48t/p1120.021.47220.00001.47222.40108.15
2242011.04.27 19:48buy1130.021.47240.00001.4736
2252011.04.27 19:54t/p1130.021.47360.00001.47362.40110.55
2262011.04.27 19:54buy1140.021.47390.00001.4751
2272011.04.27 21:12close1140.021.47490.00001.47512.00112.55
2282011.04.27 21:12close1110.011.47510.00001.4687-5.20107.35
2292011.04.27 21:17buy1150.011.47400.00001.4752
2302011.04.27 21:27t/p1150.011.47520.00001.47521.20108.55
2312011.04.27 21:29sell1160.011.47600.00001.4748
2322011.04.27 21:30buy1170.021.47710.00001.4783
2332011.04.27 21:42t/p1170.021.47830.00001.47832.40110.95
2342011.04.27 21:42buy1180.021.47850.00001.4797
2352011.04.28 01:46sell1190.021.47920.00001.4782
2362011.04.28 01:56t/p1190.021.47820.00001.47822.00112.95
2372011.04.28 01:56close1180.021.47840.00001.4797-0.06112.89
2382011.04.28 01:56close1160.011.47860.00001.4748-2.83110.06
2392011.04.28 02:03sell1200.011.47930.00001.4781
2402011.04.28 02:05buy1210.021.48050.00001.4817
2412011.04.28 02:08t/p1210.021.48170.00001.48172.40112.46
2422011.04.28 02:08buy1220.021.48190.00001.4831
2432011.04.28 02:16t/p1220.021.48310.00001.48312.40114.86
2442011.04.28 02:16buy1230.021.48330.00001.4845
2452011.04.28 03:06close1230.021.48430.00001.48452.00116.86
2462011.04.28 03:06close1200.011.48450.00001.4781-5.20111.66
2472011.04.28 03:52buy1240.011.48330.00001.4845
2482011.04.28 04:24t/p1240.011.48450.00001.48451.20112.86
2492011.04.28 04:49sell1250.011.48550.00001.4843
2502011.04.28 04:55buy1260.021.48680.00001.4880
2512011.04.28 05:15t/p1260.021.48800.00001.48802.40115.26
2522011.04.28 05:15buy1270.021.48820.00001.4894
2532011.04.28 07:46t/p1250.011.48430.00001.48431.20116.46
2542011.04.28 23:59close at stop1270.021.48230.00001.4894-11.80104.66