Символ | FDAXZ1 (DAX (eurex) (08:00-22:00) Exp 16/12/2011) | ||||
Период | 15 Минут (M15) 2011.11.14 08:00 - 2011.12.08 21:59 (2011.11.14 - 2011.12.09) | ||||
Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
Параметры | Magic=7777; Comment_=true; Symbol_1="FDAXZ1"; Symbol_2="FTSEZ1"; Delta_Deviation=0.005; Lots_1=0.02; Lots_2=0.07; NBars=21; StopLoss=0; TakeProfit=0; _________="=== Ф-я закрытия по заданному профиту ==="; Close_Profit=true; CloseProfit=46; CloseLoss=200; ___="- Параметры исполнения откр/закрытия позиций "; UseSound=true; NameFileSound="expert.wav"; clOpenBuy=Blue; clOpenSell=Red; clModifyBuy=Aqua; clModifySell=Tomato; clCloseBuy=Yellow; clCloseSell=Green; NumberOfTry=15; Slippage=15; | ||||
Баров в истории | 2065 | Смоделировано тиков | 3129 | Качество моделирования | n/a |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 10000.00 | ||||
Чистая прибыль | 63.08 | Общая прибыль | 375.10 | Общий убыток | -312.02 |
Прибыльность | 1.20 | Матожидание выигрыша | 1.15 | ||
Абсолютная просадка | 41.38 | Максимальная просадка | 221.09 (2.17%) | Относительная просадка | 2.17% (221.09) |
Всего сделок | 55 | Короткие позиции (% выигравших) | 27 (51.85%) | Длинные позиции (% выигравших) | 28 (57.14%) |
Прибыльные сделки (% от всех) | 30 (54.55%) | Убыточные сделки (% от всех) | 25 (45.45%) | ||
Самая большая | прибыльная сделка | 37.34 | убыточная сделка | -83.93 | |
Средняя | прибыльная сделка | 12.50 | убыточная сделка | -12.48 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 4 (64.98) | непрерывных проигрышей (убыток) | 4 (-95.16) | |
Максимальная | непрерывная прибыль (число выигрышей) | 64.98 (4) | непрерывный убыток (число проигрышей) | -112.24 (3) | |
Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2011.11.14 13:30 | buy | 1 | 0.02 | 5981.5 | 0.0 | 0.0 | ||
2 | 2011.11.14 14:15 | close | 1 | 0.02 | 6001.0 | 0.0 | 0.0 | 12.76 | 10012.76 |
3 | 2011.11.14 16:00 | buy | 2 | 0.02 | 5961.0 | 0.0 | 0.0 | ||
4 | 2011.11.14 16:15 | close | 2 | 0.02 | 5984.0 | 0.0 | 0.0 | 15.08 | 10027.84 |
5 | 2011.11.15 10:15 | buy | 3 | 0.02 | 5878.5 | 0.0 | 0.0 | ||
6 | 2011.11.15 10:45 | close | 3 | 0.02 | 5895.5 | 0.0 | 0.0 | 11.10 | 10038.94 |
7 | 2011.11.16 08:00 | sell | 4 | 0.02 | 5849.0 | 0.0 | 0.0 | ||
8 | 2011.11.16 08:00 | close | 4 | 0.02 | 5849.0 | 0.0 | 0.0 | -0.20 | 10038.74 |
9 | 2011.11.16 08:15 | buy | 5 | 0.02 | 5858.0 | 0.0 | 0.0 | ||
10 | 2011.11.16 08:30 | close | 5 | 0.02 | 5873.5 | 0.0 | 0.0 | 10.10 | 10048.84 |
11 | 2011.11.16 08:45 | buy | 6 | 0.02 | 5888.0 | 0.0 | 0.0 | ||
12 | 2011.11.16 09:00 | close | 6 | 0.02 | 5898.5 | 0.0 | 0.0 | 6.78 | 10055.62 |
13 | 2011.11.16 10:00 | sell | 7 | 0.02 | 5996.5 | 0.0 | 0.0 | ||
14 | 2011.11.16 10:15 | close | 7 | 0.02 | 5980.0 | 0.0 | 0.0 | 10.76 | 10066.38 |
15 | 2011.11.16 10:30 | sell | 8 | 0.02 | 5970.0 | 0.0 | 0.0 | ||
16 | 2011.11.16 11:45 | close | 8 | 0.02 | 5913.5 | 0.0 | 0.0 | 37.34 | 10103.72 |
17 | 2011.11.17 08:00 | buy | 9 | 0.02 | 5870.0 | 0.0 | 0.0 | ||
18 | 2011.11.17 08:00 | close | 9 | 0.02 | 5870.0 | 0.0 | 0.0 | -0.20 | 10103.52 |
19 | 2011.11.17 11:45 | sell | 10 | 0.02 | 5872.5 | 0.0 | 0.0 | ||
20 | 2011.11.17 12:00 | close | 10 | 0.02 | 5873.0 | 0.0 | 0.0 | -0.53 | 10102.99 |
21 | 2011.11.17 13:00 | sell | 11 | 0.02 | 5833.0 | 0.0 | 0.0 | ||
22 | 2011.11.17 13:15 | close | 11 | 0.02 | 5799.5 | 0.0 | 0.0 | 22.06 | 10125.05 |
23 | 2011.11.18 13:30 | sell | 12 | 0.02 | 5880.0 | 0.0 | 0.0 | ||
24 | 2011.11.18 14:00 | close | 12 | 0.02 | 5867.5 | 0.0 | 0.0 | 8.11 | 10133.16 |
25 | 2011.11.21 08:00 | sell | 13 | 0.02 | 5750.0 | 0.0 | 0.0 | ||
26 | 2011.11.21 08:00 | close | 13 | 0.02 | 5750.0 | 0.0 | 0.0 | -0.20 | 10132.96 |
27 | 2011.11.21 09:45 | buy | 14 | 0.02 | 5664.5 | 0.0 | 0.0 | ||
28 | 2011.11.21 10:45 | close | 14 | 0.02 | 5664.5 | 0.0 | 0.0 | -0.20 | 10132.76 |
29 | 2011.11.22 08:00 | buy | 15 | 0.02 | 5656.5 | 0.0 | 0.0 | ||
30 | 2011.11.22 08:00 | close | 15 | 0.02 | 5656.5 | 0.0 | 0.0 | -0.20 | 10132.56 |
31 | 2011.11.22 11:45 | sell | 16 | 0.02 | 5668.5 | 0.0 | 0.0 | ||
32 | 2011.11.22 12:00 | close | 16 | 0.02 | 5662.0 | 0.0 | 0.0 | 4.12 | 10136.68 |
33 | 2011.11.22 14:45 | buy | 17 | 0.02 | 5563.5 | 0.0 | 0.0 | ||
34 | 2011.11.22 15:30 | close | 17 | 0.02 | 5589.0 | 0.0 | 0.0 | 16.74 | 10153.42 |
35 | 2011.11.22 16:00 | buy | 18 | 0.02 | 5601.5 | 0.0 | 0.0 | ||
36 | 2011.11.22 18:15 | close | 18 | 0.02 | 5591.5 | 0.0 | 0.0 | -6.85 | 10146.57 |
37 | 2011.11.23 08:00 | sell | 19 | 0.02 | 5483.5 | 0.0 | 0.0 | ||
38 | 2011.11.23 08:00 | close | 19 | 0.02 | 5483.5 | 0.0 | 0.0 | -0.20 | 10146.37 |
39 | 2011.11.23 12:45 | sell | 20 | 0.02 | 5579.5 | 0.0 | 0.0 | ||
40 | 2011.11.23 13:45 | close | 20 | 0.02 | 5550.5 | 0.0 | 0.0 | 19.07 | 10165.44 |
41 | 2011.11.23 17:15 | buy | 21 | 0.02 | 5486.5 | 0.0 | 0.0 | ||
42 | 2011.11.23 18:15 | close | 21 | 0.02 | 5492.0 | 0.0 | 0.0 | 3.45 | 10168.89 |
43 | 2011.11.24 09:30 | sell | 22 | 0.02 | 5521.0 | 0.0 | 0.0 | ||
44 | 2011.11.24 09:45 | close | 22 | 0.02 | 5523.5 | 0.0 | 0.0 | -1.86 | 10167.03 |
45 | 2011.11.24 10:15 | sell | 23 | 0.02 | 5557.5 | 0.0 | 0.0 | ||
46 | 2011.11.24 10:30 | close | 23 | 0.02 | 5541.5 | 0.0 | 0.0 | 10.43 | 10177.46 |
47 | 2011.11.24 15:30 | buy | 24 | 0.02 | 5475.5 | 0.0 | 0.0 | ||
48 | 2011.11.24 15:45 | close | 24 | 0.02 | 5427.5 | 0.0 | 0.0 | -32.10 | 10145.36 |
49 | 2011.11.24 16:00 | buy | 25 | 0.02 | 5438.0 | 0.0 | 0.0 | ||
50 | 2011.11.24 16:30 | close | 25 | 0.02 | 5435.0 | 0.0 | 0.0 | -2.19 | 10143.17 |
51 | 2011.11.24 16:45 | buy | 26 | 0.02 | 5431.0 | 0.0 | 0.0 | ||
52 | 2011.11.24 18:30 | close | 26 | 0.02 | 5432.0 | 0.0 | 0.0 | 0.46 | 10143.63 |
53 | 2011.11.25 15:45 | sell | 27 | 0.02 | 5518.5 | 0.0 | 0.0 | ||
54 | 2011.11.25 16:00 | close | 27 | 0.02 | 5494.0 | 0.0 | 0.0 | 16.08 | 10159.71 |
55 | 2011.11.28 08:00 | buy | 28 | 0.02 | 5595.5 | 0.0 | 0.0 | ||
56 | 2011.11.28 08:00 | close | 28 | 0.02 | 5595.5 | 0.0 | 0.0 | -0.20 | 10159.51 |
57 | 2011.11.28 08:15 | sell | 29 | 0.02 | 5610.0 | 0.0 | 0.0 | ||
58 | 2011.11.28 08:30 | close | 29 | 0.02 | 5592.5 | 0.0 | 0.0 | 11.43 | 10170.94 |
59 | 2011.11.28 08:45 | sell | 30 | 0.02 | 5598.5 | 0.0 | 0.0 | ||
60 | 2011.11.28 09:00 | close | 30 | 0.02 | 5585.0 | 0.0 | 0.0 | 8.77 | 10179.71 |
61 | 2011.11.28 09:15 | sell | 31 | 0.02 | 5590.0 | 0.0 | 0.0 | ||
62 | 2011.11.28 10:00 | close | 31 | 0.02 | 5666.5 | 0.0 | 0.0 | -51.03 | 10128.68 |
63 | 2011.11.28 10:15 | sell | 32 | 0.02 | 5647.5 | 0.0 | 0.0 | ||
64 | 2011.11.28 10:45 | close | 32 | 0.02 | 5663.0 | 0.0 | 0.0 | -10.50 | 10118.18 |
65 | 2011.11.29 08:00 | buy | 33 | 0.02 | 5757.0 | 0.0 | 0.0 | ||
66 | 2011.11.29 08:00 | close | 33 | 0.02 | 5757.0 | 0.0 | 0.0 | -0.20 | 10117.98 |
67 | 2011.11.29 10:30 | sell | 34 | 0.02 | 5757.5 | 0.0 | 0.0 | ||
68 | 2011.11.29 11:15 | close | 34 | 0.02 | 5807.5 | 0.0 | 0.0 | -33.43 | 10084.55 |
69 | 2011.11.29 11:30 | sell | 35 | 0.02 | 5803.5 | 0.0 | 0.0 | ||
70 | 2011.11.29 12:00 | close | 35 | 0.02 | 5800.0 | 0.0 | 0.0 | 2.13 | 10086.68 |
71 | 2011.11.30 08:00 | sell | 36 | 0.02 | 5739.0 | 0.0 | 0.0 | ||
72 | 2011.11.30 08:00 | close | 36 | 0.02 | 5739.0 | 0.0 | 0.0 | -0.20 | 10086.48 |
73 | 2011.11.30 12:30 | sell | 37 | 0.02 | 5869.0 | 0.0 | 0.0 | ||
74 | 2011.11.30 13:45 | close | 37 | 0.02 | 5911.0 | 0.0 | 0.0 | -28.11 | 10058.37 |
75 | 2011.11.30 14:00 | sell | 38 | 0.02 | 5903.5 | 0.0 | 0.0 | ||
76 | 2011.11.30 14:15 | close | 38 | 0.02 | 6029.5 | 0.0 | 0.0 | -83.93 | 9974.44 |
77 | 2011.11.30 14:30 | sell | 39 | 0.02 | 6052.5 | 0.0 | 0.0 | ||
78 | 2011.11.30 15:45 | close | 39 | 0.02 | 6046.5 | 0.0 | 0.0 | 3.79 | 9978.23 |
79 | 2011.11.30 16:00 | sell | 40 | 0.02 | 6079.0 | 0.0 | 0.0 | ||
80 | 2011.11.30 16:30 | close | 40 | 0.02 | 6089.5 | 0.0 | 0.0 | -7.18 | 9971.05 |
81 | 2011.11.30 16:45 | sell | 41 | 0.02 | 6122.0 | 0.0 | 0.0 | ||
82 | 2011.11.30 17:15 | close | 41 | 0.02 | 6087.0 | 0.0 | 0.0 | 23.06 | 9994.11 |
83 | 2011.11.30 17:30 | sell | 42 | 0.02 | 6087.5 | 0.0 | 0.0 | ||
84 | 2011.11.30 18:00 | close | 42 | 0.02 | 6098.0 | 0.0 | 0.0 | -7.18 | 9986.93 |
85 | 2011.12.01 09:15 | buy | 43 | 0.02 | 6059.5 | 0.0 | 0.0 | ||
86 | 2011.12.01 10:45 | close | 43 | 0.02 | 6074.5 | 0.0 | 0.0 | 9.77 | 9996.70 |
87 | 2011.12.01 11:30 | buy | 44 | 0.02 | 6066.5 | 0.0 | 0.0 | ||
88 | 2011.12.01 12:00 | close | 44 | 0.02 | 6081.5 | 0.0 | 0.0 | 9.77 | 10006.47 |
89 | 2011.12.01 12:15 | buy | 45 | 0.02 | 6040.0 | 0.0 | 0.0 | ||
90 | 2011.12.01 13:00 | close | 45 | 0.02 | 6056.0 | 0.0 | 0.0 | 10.43 | 10016.90 |
91 | 2011.12.02 09:00 | sell | 46 | 0.02 | 6133.0 | 0.0 | 0.0 | ||
92 | 2011.12.02 09:15 | close | 46 | 0.02 | 6120.5 | 0.0 | 0.0 | 8.11 | 10025.01 |
93 | 2011.12.05 08:00 | buy | 47 | 0.02 | 6115.5 | 0.0 | 0.0 | ||
94 | 2011.12.05 08:00 | close | 47 | 0.02 | 6115.5 | 0.0 | 0.0 | -0.20 | 10024.81 |
95 | 2011.12.06 09:15 | buy | 48 | 0.02 | 6028.5 | 0.0 | 0.0 | ||
96 | 2011.12.06 09:30 | close | 48 | 0.02 | 6066.0 | 0.0 | 0.0 | 24.72 | 10049.53 |
97 | 2011.12.06 09:45 | buy | 49 | 0.02 | 6052.5 | 0.0 | 0.0 | ||
98 | 2011.12.06 11:45 | close | 49 | 0.02 | 6077.0 | 0.0 | 0.0 | 16.08 | 10065.61 |
99 | 2011.12.07 14:30 | buy | 50 | 0.02 | 5953.5 | 0.0 | 0.0 | ||
100 | 2011.12.07 14:45 | close | 50 | 0.02 | 5986.0 | 0.0 | 0.0 | 21.40 | 10087.01 |
101 | 2011.12.07 15:00 | buy | 51 | 0.02 | 5975.0 | 0.0 | 0.0 | ||
102 | 2011.12.07 15:15 | close | 51 | 0.02 | 5979.0 | 0.0 | 0.0 | 2.46 | 10089.47 |
103 | 2011.12.07 15:30 | buy | 52 | 0.02 | 5969.0 | 0.0 | 0.0 | ||
104 | 2011.12.07 16:15 | close | 52 | 0.02 | 5965.0 | 0.0 | 0.0 | -2.86 | 10086.61 |
105 | 2011.12.08 14:15 | buy | 53 | 0.02 | 5979.0 | 0.0 | 0.0 | ||
106 | 2011.12.08 14:30 | close | 53 | 0.02 | 6007.5 | 0.0 | 0.0 | 18.74 | 10105.35 |
107 | 2011.12.08 15:00 | buy | 54 | 0.02 | 5956.5 | 0.0 | 0.0 | ||
108 | 2011.12.08 16:00 | close | 54 | 0.02 | 5906.0 | 0.0 | 0.0 | -33.76 | 10071.59 |
109 | 2011.12.08 16:15 | buy | 55 | 0.02 | 5892.5 | 0.0 | 0.0 | ||
110 | 2011.12.08 17:30 | close | 55 | 0.02 | 5880.0 | 0.0 | 0.0 | -8.51 | 10063.08 |