Strategy Tester Report
GLOBAL_GEPARD2.5
EGlobal-Demo (Build 225)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2010.01.04 00:00 - 2011.04.29 22:55 (2010.01.04 - 2011.05.02)
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 истории78110Смоделировано тиков12955314Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль186.04Общая прибыль575.93Общий убыток-389.89
Прибыльность1.48Матожидание выигрыша1.30
Абсолютная просадка51.29Максимальная просадка113.34 (30.55%)Относительная просадка62.72% (81.96)
Всего сделок143Короткие позиции (% выигравших)78 (76.92%)Длинные позиции (% выигравших)65 (69.23%)
Прибыльные сделки (% от всех)105 (73.43%)Убыточные сделки (% от всех)38 (26.57%)
Самая большаяприбыльная сделка88.28убыточная сделка-102.08
Средняяприбыльная сделка5.49убыточная сделка-10.26
Максимальное количествонепрерывных выигрышей (прибыль)11 (70.41)непрерывных проигрышей (убыток)3 (-137.57)
Максимальнаянепрерывная прибыль (число выигрышей)96.84 (4)непрерывный убыток (число проигрышей)-137.57 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.01.04 00:59buy10.011.43170.00001.4329
22010.01.04 03:56sell20.021.42910.00001.4280
32010.01.04 04:41t/p20.021.42800.00001.42802.20102.20
42010.01.04 06:41close10.011.43060.00001.4329-1.10101.10
52010.01.04 07:24buy30.011.42970.00001.4309
62010.01.04 09:00t/p30.011.43090.00001.43091.20102.30
72010.01.04 09:03sell40.011.43200.00001.4308
82010.01.04 09:20t/p40.011.43080.00001.43081.20103.50
92010.01.04 09:39sell50.011.43200.00001.4308
102010.01.04 14:44buy60.031.44210.00001.4532
112010.01.04 14:44sell70.011.44190.00001.4306
122010.01.04 14:44buy80.031.44200.00001.4530
132010.01.04 14:44sell90.011.44180.00001.4306
142010.01.05 00:40sell100.021.44160.00001.4410
152010.01.05 03:10t/p100.021.44100.00001.44101.20104.70
162010.01.05 05:38sell110.021.44400.00001.4397
172010.01.05 08:51buy120.031.44570.00001.4474
182010.01.05 08:51close80.031.44560.00001.453010.85115.55
192010.01.05 08:51close60.031.44560.00001.453210.55126.09
202010.01.05 09:03close50.011.44320.00001.4308-11.27114.83
212010.01.05 09:03close120.011.44300.00001.4474-2.70112.13
222010.01.05 09:03buy130.021.44570.00001.4474
232010.01.05 15:39t/p110.021.43970.00001.43978.60120.73
242010.01.05 16:00close130.011.44150.00001.4474-4.20116.53
252010.01.05 16:00buy140.011.44570.00001.4474
262010.01.06 07:47t/p70.011.43060.00001.430611.16127.69
272010.01.06 07:47t/p90.011.43060.00001.430611.06138.75
282010.01.06 07:47buy150.011.43060.00001.4474
292010.01.06 07:47sell160.031.43040.00001.4134
302010.01.06 09:07buy170.091.43430.00001.4550
312010.01.06 09:07sell180.011.43410.00001.4132
322010.01.06 09:07close160.031.43430.00001.4134-11.70127.05
332010.01.06 09:07close170.031.43410.00001.4550-0.60126.45
342010.01.06 09:07buy190.061.43430.00001.4550
352010.01.06 10:01close190.061.43560.00001.45507.80134.25
362010.01.06 10:01close150.011.43560.00001.44745.00139.25
372010.01.06 10:01buy200.031.43570.00001.4474
382010.01.06 10:01sell210.011.43550.00001.4236
392010.01.06 10:46close200.031.43750.00001.44745.40144.65
402010.01.06 10:46buy220.031.43780.00001.4474
412010.01.06 10:46sell230.011.43760.00001.4278
422010.01.06 10:46close140.011.43760.00001.4474-8.08136.57
432010.01.06 10:46close230.011.43780.00001.4278-0.20136.37
442010.01.06 13:10buy240.011.43430.00001.4474
452010.01.06 13:10sell250.091.43410.00001.4208
462010.01.07 11:10buy260.011.43540.00001.4371
472010.01.07 15:05sell270.011.43290.00001.4311
482010.01.07 15:56close270.011.43240.00001.43110.50136.87
492010.01.07 15:56close250.091.43240.00001.420813.46150.33
502010.01.07 15:56close210.011.43240.00001.42362.90153.23
512010.01.07 15:56close180.011.43240.00001.41321.50154.72
522010.01.07 15:56close220.021.43230.00001.4474-10.91143.82
532010.01.07 15:56buy280.011.43780.00001.4474
542010.01.07 20:10sell290.011.43150.00001.4309
552010.01.07 20:10buy300.031.43160.00001.4474
562010.01.07 20:10sell310.011.43140.00001.4154
572010.01.07 21:03t/p290.011.43090.00001.43090.60144.42
582010.01.07 21:03buy320.031.43090.00001.4474
592010.01.07 21:03sell330.011.43070.00001.4140
602010.01.07 21:08close320.031.43230.00001.44744.20148.62
612010.01.07 21:08close300.031.43230.00001.44742.10150.72
622010.01.08 08:43sell340.021.43280.00001.4313
632010.01.08 11:41t/p340.021.43130.00001.43133.00153.72
642010.01.08 14:30close280.011.43300.00001.4474-4.74148.98
652010.01.08 14:30close330.011.43320.00001.4140-2.57146.41
662010.01.08 14:45t/p260.011.43710.00001.43711.72148.13
672010.01.08 17:17sell350.021.43390.00001.4323
682010.01.08 18:02buy360.061.43740.00001.4423
692010.01.08 18:02sell370.011.43720.00001.4321
702010.01.08 19:13t/p360.061.44230.00001.442329.40177.53
712010.01.08 19:13close350.011.44250.00001.4323-8.60168.93
722010.01.08 19:13sell380.011.43390.00001.4323
732010.01.08 19:13buy390.031.44260.00001.4696
742010.01.08 19:13sell400.011.44240.00001.4152
752010.01.11 00:49t/p240.011.44740.00001.447413.18182.11
762010.01.11 00:49buy410.031.44760.00001.4796
772010.01.11 00:49sell420.011.44740.00001.4152
782010.01.11 01:37close390.011.44840.00001.46965.82187.92
792010.01.11 01:37buy430.021.44260.00001.4696
802010.01.11 01:37close410.011.44840.00001.47960.80188.72
812010.01.11 01:37buy440.021.44760.00001.4796
822010.01.11 15:21buy450.021.45110.00001.4526
832010.01.11 16:42t/p450.021.45260.00001.45263.00191.72
842010.01.11 18:36buy460.021.45350.00001.4545
852010.01.12 16:50t/p460.021.45450.00001.45452.03193.75
862010.01.12 18:21buy470.021.45210.00001.4535
872010.01.13 12:14t/p470.021.45350.00001.45352.83196.59
882010.01.13 17:07buy480.021.45030.00001.4521
892010.01.13 18:51t/p480.021.45210.00001.45213.60200.19
902010.01.13 19:25buy490.021.44900.00001.4508
912010.01.13 19:56t/p490.021.45080.00001.45083.60203.79
922010.01.14 02:10buy500.021.45240.00001.4532
932010.01.14 02:27t/p500.021.45320.00001.45321.60205.39
942010.01.14 02:38close440.021.45350.00001.479611.96217.34
952010.01.14 02:38close430.021.45350.00001.469621.99239.33
962010.01.14 02:38close310.011.45360.00001.4154-22.68216.66
972010.01.14 02:38close420.011.45360.00001.4152-6.54210.12
982010.01.14 07:33buy510.011.45370.00001.4548
992010.01.14 07:33buy520.011.45380.00001.4751
1002010.01.14 07:33sell530.031.45360.00001.4321
1012010.01.14 08:17t/p510.011.45480.00001.45481.10211.22
1022010.01.14 09:08buy540.011.45260.00001.4544
1032010.01.19 11:11t/p380.011.43230.00001.43230.99212.20
1042010.01.19 11:54t/p370.011.43210.00001.43214.49216.69
1052010.01.19 11:54t/p530.031.43210.00001.432163.89280.58
1062010.01.19 11:54buy550.011.43210.00001.4751
1072010.01.19 11:54sell560.031.43190.00001.3887
1082010.01.19 11:54close520.011.43190.00001.4751-21.85258.73
1092010.01.19 11:54close560.011.43210.00001.3887-0.20258.53
1102010.01.19 11:54sell570.021.43190.00001.3887
1112010.01.20 12:56t/p400.011.41520.00001.415226.52285.04
1122010.01.20 16:35buy580.061.41100.00001.4331
1132010.01.20 16:35sell590.011.41080.00001.3885
1142010.01.22 02:44sell600.021.41270.00001.4109
1152010.01.22 08:54close580.061.41490.00001.433123.78308.82
1162010.01.22 08:54close570.021.41510.00001.388732.92341.74
1172010.01.22 08:54close540.011.41480.00001.4544-37.67304.07
1182010.01.22 08:54close600.011.41500.00001.4109-2.30301.77
1192010.01.22 08:54sell610.011.41270.00001.4109
1202010.01.22 08:54buy620.031.41510.00001.4751
1212010.01.22 08:54sell630.011.41490.00001.3547
1222010.01.22 12:06buy640.021.41430.00001.4156
1232010.01.22 12:51t/p610.011.41090.00001.41091.80303.57
1242010.01.22 15:42sell650.021.41280.00001.4112
1252010.01.22 16:04t/p650.021.41120.00001.41123.20306.77
1262010.01.22 17:06t/p640.021.41560.00001.41562.60309.37
1272010.01.22 17:33sell660.021.41520.00001.4134
1282010.01.22 21:00t/p660.021.41340.00001.41343.60312.97
1292010.01.22 21:19buy670.011.41310.00001.4144
1302010.01.22 22:05t/p670.011.41440.00001.41441.30314.27
1312010.01.25 00:09sell680.021.41560.00001.4140
1322010.01.25 02:05t/p680.021.41400.00001.41403.20317.47
1332010.01.25 02:11buy690.011.41390.00001.4153
1342010.01.25 02:36t/p690.011.41530.00001.41531.40318.87
1352010.01.25 02:47sell700.021.41520.00001.4141
1362010.01.25 08:42t/p700.021.41410.00001.41412.20321.07
1372010.01.25 08:47buy710.011.41400.00001.4155
1382010.01.25 09:02t/p710.011.41550.00001.41551.50322.57
1392010.01.25 10:59sell720.021.41510.00001.4140
1402010.01.25 11:39close620.031.41840.00001.47519.95332.52
1412010.01.25 11:39close550.011.41840.00001.4751-13.61318.91
1422010.01.25 11:39close720.011.41860.00001.4140-3.50315.41
1432010.01.25 11:39sell730.011.41510.00001.4140
1442010.01.25 14:46t/p730.011.41400.00001.41401.10316.51
1452010.01.25 14:49buy740.021.41390.00001.4157
1462010.01.25 15:50t/p740.021.41570.00001.41573.60320.11
1472010.01.25 16:06close630.011.41330.00001.35471.53321.64
1482010.01.25 16:06close590.011.41320.00001.3885-2.74318.90
1492010.01.25 16:09sell750.011.41400.00001.4128
1502010.01.25 18:18sell760.021.41490.00001.4140
1512010.01.26 03:54t/p760.021.41400.00001.41401.66320.57
1522010.01.26 03:55close750.011.41450.00001.4128-0.57320.00
1532010.01.26 04:09buy770.011.41320.00001.4144
1542010.01.26 09:07sell780.021.40990.00001.4085
1552010.01.26 09:32t/p780.021.40850.00001.40852.80322.80
1562010.01.26 10:28buy790.021.40870.00001.4102
1572010.01.26 11:01t/p790.021.41020.00001.41023.00325.80
1582010.01.26 11:02close770.011.41030.00001.4144-2.90322.90
1592010.01.26 11:08buy800.011.40920.00001.4104
1602010.01.26 11:30t/p800.011.41040.00001.41041.20324.10
1612010.01.26 12:12buy810.011.40910.00001.4103
1622010.01.26 16:18sell820.021.40700.00001.4059
1632010.01.26 16:27t/p820.021.40590.00001.40592.20326.30
1642010.01.26 16:41buy830.021.40470.00001.4063
1652010.01.26 16:50t/p830.021.40630.00001.40633.20329.50
1662010.01.26 17:04close810.011.40650.00001.4103-2.60326.90
1672010.01.26 17:11sell840.011.40750.00001.4063
1682010.01.26 21:17buy850.021.40810.00001.4090
1692010.01.27 02:30t/p850.021.40900.00001.40901.83328.73
1702010.01.27 02:40close840.011.40830.00001.4063-0.87327.86
1712010.01.27 02:56sell860.011.40920.00001.4080
1722010.01.27 03:22t/p860.011.40800.00001.40801.20329.06
1732010.01.27 03:31buy870.011.40730.00001.4085
1742010.01.27 04:20t/p870.011.40850.00001.40851.20330.26
1752010.01.27 04:43buy880.011.40770.00001.4089
1762010.01.27 07:35sell890.021.40650.00001.4057
1772010.01.27 08:06t/p890.021.40570.00001.40571.60331.86
1782010.01.27 08:12buy900.021.40560.00001.4064
1792010.01.27 11:03t/p900.021.40640.00001.40641.60333.46
1802010.01.27 11:03close880.011.40640.00001.4089-1.30332.16
1812010.01.27 11:12sell910.011.40740.00001.4062
1822010.01.27 11:59t/p910.011.40620.00001.40621.20333.36
1832010.01.27 12:01buy920.011.40550.00001.4067
1842010.01.27 12:05t/p920.011.40670.00001.40671.20334.56
1852010.01.27 12:45sell930.011.40780.00001.4066
1862010.01.27 14:30t/p930.011.40660.00001.40661.20335.76
1872010.01.27 14:55buy940.011.40560.00001.4068
1882010.01.27 17:58sell950.021.40510.00001.4039
1892010.01.27 18:36t/p950.021.40390.00001.40392.40338.16
1902010.01.27 20:02sell960.021.40400.00001.4031
1912010.01.27 20:06close940.011.40450.00001.4068-1.10337.06
1922010.01.27 20:06close960.011.40470.00001.4031-0.70336.36
1932010.01.27 20:06sell970.011.40400.00001.4031
1942010.01.27 20:17t/p970.011.40310.00001.40310.90337.26
1952010.01.27 20:18sell980.011.40310.00001.4019
1962010.01.27 20:23t/p980.011.40190.00001.40191.20338.46
1972010.01.27 20:25buy990.011.40120.00001.4024
1982010.01.27 20:36t/p990.011.40240.00001.40241.20339.66
1992010.01.27 20:40sell1000.011.40310.00001.4019
2002010.01.27 21:10t/p1000.011.40190.00001.40191.20340.86
2012010.01.27 21:11buy1010.011.40120.00001.4024
2022010.01.27 21:32t/p1010.011.40240.00001.40241.20342.06
2032010.01.28 00:38sell1020.011.40380.00001.4026
2042010.01.28 00:52t/p1020.011.40260.00001.40261.20343.26
2052010.01.28 01:10sell1030.011.40380.00001.4026
2062010.01.28 01:33t/p1030.011.40260.00001.40261.20344.46
2072010.01.28 01:43buy1040.011.40160.00001.4028
2082010.01.28 08:31t/p1040.011.40280.00001.40281.20345.66
2092010.01.28 08:59sell1050.011.40390.00001.4027
2102010.01.28 09:40t/p1050.011.40270.00001.40271.20346.86
2112010.01.28 09:48sell1060.011.40360.00001.4024
2122010.01.28 11:18t/p1060.011.40240.00001.40241.20348.06
2132010.01.28 11:33buy1070.011.40130.00001.4025
2142010.01.28 13:22sell1080.021.40110.00001.4000
2152010.01.28 13:40t/p1070.011.40250.00001.40251.20349.26
2162010.01.28 13:53close1080.011.40160.00001.4000-0.50348.76
2172010.01.28 13:53sell1090.011.40110.00001.4000
2182010.01.28 14:12t/p1090.011.40000.00001.40001.10349.86
2192010.01.28 14:31buy1100.011.39890.00001.4001
2202010.01.28 15:16t/p1100.011.40010.00001.40011.20351.06
2212010.01.28 15:26buy1110.011.39920.00001.4004
2222010.01.28 17:47sell1120.021.39800.00001.3965
2232010.01.28 18:33t/p1120.021.39650.00001.39653.00354.06
2242010.01.28 18:47buy1130.021.39610.00001.3976
2252010.01.28 18:56close1130.021.39710.00001.39762.00356.06
2262010.01.28 18:56close1110.011.39720.00001.4004-2.00354.06
2272010.01.28 19:28sell1140.011.39820.00001.3970
2282010.01.28 20:17t/p1140.011.39700.00001.39701.20355.26
2292010.01.28 20:47sell1150.011.39790.00001.3967
2302010.01.28 21:49t/p1150.011.39670.00001.39671.20356.46
2312010.01.28 23:33buy1160.011.39630.00001.3975
2322010.01.29 03:07sell1170.021.39370.00001.3922
2332010.01.29 09:53t/p1160.011.39750.00001.39751.22357.68
2342010.01.29 10:04buy1180.061.39880.00001.4052
2352010.01.29 10:04sell1190.011.39860.00001.3920
2362010.01.29 13:27buy1200.021.39620.00001.3972
2372010.01.29 15:53t/p1170.021.39220.00001.39223.00360.68
2382010.01.29 15:53t/p1190.011.39200.00001.39206.60367.28
2392010.02.01 00:42sell1210.021.38700.00001.3865
2402010.02.01 02:44t/p1210.021.38650.00001.38651.00368.28
2412010.02.01 07:39close1180.011.38880.00001.4052-9.98358.29
2422010.02.01 07:39buy1220.051.39880.00001.4052
2432010.02.01 07:43sell1230.021.38900.00001.3880
2442010.02.01 09:00t/p1230.021.38800.00001.38802.00360.29
2452010.02.01 10:35sell1240.021.39060.00001.3889
2462010.02.02 04:43t/p1240.021.38890.00001.38893.26363.56
2472010.02.02 06:48sell1250.021.39250.00001.3907
2482010.02.02 16:33close1220.011.39620.00001.4052-2.57360.99
2492010.02.02 16:33buy1260.041.39880.00001.4052
2502010.02.02 16:33buy1270.011.39630.00001.4052
2512010.02.02 16:33sell1280.121.39610.00001.3870
2522010.02.02 19:29t/p1200.021.39720.00001.39722.06363.05
2532010.02.02 19:36close1280.011.39710.00001.3870-1.00362.05
2542010.02.02 19:36sell1290.111.39610.00001.3870
2552010.02.03 03:15buy1300.031.39560.00001.3962
2562010.02.03 04:30t/p1300.031.39620.00001.39621.80363.85
2572010.02.03 06:58close1290.011.39690.00001.3870-0.87362.98
2582010.02.03 06:58sell1310.101.39610.00001.3870
2592010.02.03 11:08buy1320.031.40130.00001.4021
2602010.02.03 16:46t/p1250.021.39070.00001.39073.46366.45
2612010.02.03 18:23sell1330.031.39170.00001.3907
2622010.02.03 18:43t/p1330.031.39070.00001.39073.00369.45
2632010.02.04 00:45sell1340.031.38930.00001.3886
2642010.02.04 01:30t/p1340.031.38860.00001.38862.10371.55
2652010.02.04 02:08t/p1310.101.38700.00001.387088.28459.82
2662010.02.04 02:08close1260.041.38680.00001.4052-47.62412.20
2672010.02.04 08:14sell1350.011.38810.00001.3870
2682010.02.04 08:36t/p1350.011.38700.00001.38701.10413.30
2692010.02.04 10:57sell1360.011.38440.00001.3832
2702010.02.04 11:07t/p1360.011.38320.00001.38321.20414.50
2712010.02.04 18:15sell1370.011.37610.00001.3743
2722010.02.04 21:09t/p1370.011.37430.00001.37431.80416.30
2732010.02.05 00:25sell1380.011.37350.00001.3728
2742010.02.05 01:57t/p1380.011.37280.00001.37280.70417.00
2752010.02.05 03:28sell1390.011.37090.00001.3691
2762010.02.05 08:41t/p1390.011.36910.00001.36911.80418.80
2772010.02.05 10:01sell1400.011.36900.00001.3672
2782010.02.05 11:01t/p1400.011.36720.00001.36721.80420.60
2792010.02.05 12:11sell1410.011.37010.00001.3683
2802010.02.05 14:30t/p1410.011.36830.00001.36831.80422.40
2812010.02.05 19:08sell1420.011.36260.00001.3614
2822010.02.05 19:30t/p1420.011.36140.00001.36141.20423.60
2832010.02.05 20:21sell1430.011.36130.00001.3595
2842010.02.12 07:00close at stop1430.011.36730.00001.3595-6.48417.13
2852010.02.12 07:00close at stop1320.031.36710.00001.4021-102.08315.05
2862010.02.12 07:00close at stop1270.011.36710.00001.4052-29.01286.04