Strategy Tester Report
WTF EUR-USD
EGlobal-Demo (Build 409)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2012.01.02 00:00 - 2012.02.03 22:00 (2012.01.02 - 2012.02.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыName="UT Stochastic EUR-USD H1"; Copyright="Scam Laboratory 2012"; Commentari=true; MoneyManagement="ММ от FreeMargin + DecreaseFactor"; MaximumRisk=0.1; DecreaseFactor=3; balans=1000; Lots=0.1; TradeManagement="Управление торговлей"; BUY=true; SELL=true; NoLossOnly=false; StartTime=300; MaxTrades=2; Slippage="Допустимое проскальзование цены"; slip=3; Smooth="Сглаживание шума"; iSmooth=0; Tr_Stop="TrailingStop"; Stoploss=0; Takeprofit=10; TrailingStop=0; StepTrall=0; NoLoss=0; MinProfitNoLoss=0;
Баров в истории1596Смоделировано тиков755284Качество моделированияn/a
Ошибки рассогласования графиков1268
Начальный депозит10000.00
Чистая прибыль10724.48Общая прибыль10724.48Общий убыток0.00
ПрибыльностьМатожидание выигрыша134.06
Абсолютная просадка798.84Максимальная просадка7576.60 (45.16%)Относительная просадка45.16% (7576.60)
Всего сделок80Короткие позиции (% выигравших)44 (100.00%)Длинные позиции (% выигравших)36 (100.00%)
Прибыльные сделки (% от всех)80 (100.00%)Убыточные сделки (% от всех)0 (0.00%)
Самая большаяприбыльная сделка212.93убыточная сделка0.00
Средняяприбыльная сделка134.06убыточная сделка0.00
Максимальное количествонепрерывных выигрышей (прибыль)80 (10724.48)непрерывных проигрышей (убыток)0 (0.00)
Максимальнаянепрерывная прибыль (число выигрышей)10724.48 (80)непрерывный убыток (число проигрышей)0.00 (0)
Среднийнепрерывный выигрыш80непрерывный проигрыш0
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.01.03 00:00buy11.001.29350.00000.0000
22012.01.03 00:00modify11.001.29350.00001.2946
32012.01.03 00:15buy20.981.29380.00000.0000
42012.01.03 00:16modify20.981.29380.00001.2948
52012.01.03 00:30buy30.951.29400.00000.0000
62012.01.03 00:31modify30.951.29400.00001.2950
72012.01.03 00:45buy40.921.29390.00000.0000
82012.01.03 00:45modify40.921.29390.00001.2950
92012.01.03 01:22t/p11.001.29460.00001.2946110.0010110.00
102012.01.03 01:23t/p20.981.29480.00001.294898.0010208.00
112012.01.03 01:23t/p30.951.29500.00001.295095.0010303.00
122012.01.03 01:23t/p40.921.29500.00001.2950101.2010404.20
132012.01.03 23:00sell51.041.30490.00000.0000
142012.01.03 23:00modify51.041.30490.00001.3040
152012.01.03 23:15sell61.011.30530.00000.0000
162012.01.03 23:15modify61.011.30530.00001.3044
172012.01.03 23:30sell70.981.30500.00000.0000
182012.01.03 23:30modify70.981.30500.00001.3041
192012.01.03 23:45sell80.951.30530.00000.0000
202012.01.03 23:45modify80.951.30530.00001.3043
212012.01.04 03:34t/p61.011.30440.00001.304489.0410493.24
222012.01.04 03:34t/p80.951.30430.00001.304393.2510586.49
232012.01.04 03:34t/p70.981.30410.00001.304186.4010672.89
242012.01.04 03:34t/p51.041.30400.00001.304091.6910764.58
252012.01.05 22:00buy91.081.27960.00000.0000
262012.01.05 22:00modify91.081.27960.00001.2807
272012.01.05 22:15buy101.041.27870.00000.0000
282012.01.05 22:15modify101.041.27870.00001.2796
292012.01.05 22:30buy111.001.27810.00000.0000
302012.01.05 22:30modify111.001.27810.00001.2792
312012.01.05 22:45buy121.001.27900.00000.0000
322012.01.05 22:45modify121.001.27900.00001.2801
332012.01.05 23:24t/p111.001.27920.00001.2792110.0010874.58
342012.01.06 01:02t/p101.041.27960.00001.279691.4910966.07
352012.01.06 09:44t/p121.001.28010.00001.2801107.9711074.04
362012.01.06 09:44t/p91.081.28070.00001.2807116.6111190.64
372012.01.06 23:00buy131.121.27210.00000.0000
382012.01.06 23:00modify131.121.27210.00001.2731
392012.01.09 07:00buy141.071.27070.00000.0000
402012.01.09 07:00modify141.071.27070.00001.2716
412012.01.09 07:15buy151.051.27090.00000.0000
422012.01.09 07:15modify151.051.27090.00001.2720
432012.01.09 07:23t/p141.071.27160.00001.271696.3011286.94
442012.01.09 07:24t/p151.051.27200.00001.2720115.5011402.44
452012.01.09 07:24buy161.111.27220.00000.0000
462012.01.09 07:24modify161.111.27220.00001.2731
472012.01.09 07:39buy171.081.27230.00000.0000
482012.01.09 07:39modify171.081.27230.00001.2734
492012.01.09 07:54buy181.041.27190.00000.0000
502012.01.09 07:54modify181.041.27190.00001.2730
512012.01.09 08:32t/p181.041.27300.00001.2730114.4011516.84
522012.01.09 08:32t/p131.121.27310.00001.2731109.7311626.57
532012.01.09 08:32t/p161.111.27310.00001.273199.9011726.47
542012.01.09 08:32t/p171.081.27340.00001.2734118.8011845.27
552012.01.10 19:00sell191.181.277710.00000.0000
562012.01.10 19:00modify191.181.277710.00001.2768
572012.01.10 19:15sell201.161.27690.00000.0000
582012.01.10 19:15modify201.161.27690.00001.2758
592012.01.10 19:30sell211.121.27740.00000.0000
602012.01.10 19:30modify211.121.27740.00001.2763
612012.01.10 19:45sell221.071.27800.00000.0000
622012.01.10 19:45modify221.071.27800.00001.2771
632012.01.10 20:00sell231.041.27790.00000.0000
642012.01.10 20:00modify231.041.27790.00001.2769
652012.01.10 20:15sell240.991.27830.00000.0000
662012.01.10 20:15modify240.991.27830.00001.2772
672012.01.10 20:30sell250.961.27830.00000.0000
682012.01.10 20:31modify250.961.27830.00001.2773
692012.01.10 20:45sell260.921.27850.00000.0000
702012.01.10 20:46modify260.921.27850.00001.2775
712012.01.10 21:39t/p260.921.27750.00001.277592.0011937.27
722012.01.10 22:00t/p250.961.27730.00001.277396.0012033.27
732012.01.10 22:00t/p240.991.27720.00001.2772108.9012142.17
742012.01.10 22:00t/p221.071.27710.00001.277196.3012238.47
752012.01.11 00:52t/p231.041.27690.00001.2769102.0912340.56
762012.01.11 00:52t/p191.181.27680.00001.2768105.2112445.76
772012.01.11 00:54t/p211.121.27630.00001.2763121.1412566.90
782012.01.11 00:55t/p201.161.27580.00001.2758125.4712692.37
792012.01.13 00:00sell271.271.28130.00000.0000
802012.01.13 00:00modify271.271.28130.00001.2804
812012.01.13 00:15sell281.231.28150.00000.0000
822012.01.13 00:15modify281.231.28150.00001.2804
832012.01.13 00:30sell291.191.28180.00000.0000
842012.01.13 00:30modify291.191.28180.00001.2807
852012.01.13 00:45sell301.151.28200.00000.0000
862012.01.13 00:45modify301.151.28200.00001.2809
872012.01.13 11:00sell311.071.28300.00000.0000
882012.01.13 11:00modify311.071.28300.00001.2821
892012.01.13 11:15sell321.051.28290.00000.0000
902012.01.13 11:15modify321.051.28290.00001.2820
912012.01.13 11:21t/p271.271.28040.00001.2804114.3012806.67
922012.01.13 11:21t/p281.231.28040.00001.2804135.3012941.97
932012.01.13 11:21t/p291.191.28070.00001.2807130.9013072.87
942012.01.13 11:21t/p301.151.28090.00001.2809126.5013199.37
952012.01.13 11:21t/p311.071.28210.00001.282196.3013295.67
962012.01.13 11:21t/p321.051.28200.00001.282094.5013390.17
972012.01.13 11:21sell331.341.27950.00000.0000
982012.01.13 12:00modify331.341.27950.00001.2784
992012.01.13 12:05t/p331.341.27840.00001.2784147.4013537.57
1002012.01.16 08:00buy341.351.26540.00000.0000
1012012.01.16 08:00modify341.351.26540.00001.2663
1022012.01.16 08:15buy351.301.26420.00000.0000
1032012.01.16 08:15modify351.301.26420.00001.2651
1042012.01.16 08:19t/p351.301.26510.00001.2651117.0013654.57
1052012.01.16 08:19buy361.331.26530.00000.0000
1062012.01.16 08:19modify361.331.26530.00001.2662
1072012.01.16 08:34buy371.311.26600.00000.0000
1082012.01.16 08:34modify371.311.26600.00001.2669
1092012.01.16 08:36t/p361.331.26620.00001.2662119.7013774.27
1102012.01.16 08:37t/p341.351.26630.00001.2663121.5013895.77
1112012.01.16 08:49buy381.361.26670.00000.0000
1122012.01.16 08:49modify381.361.26670.00001.2676
1132012.01.16 09:27t/p371.311.26690.00001.2669117.9014013.67
1142012.01.16 09:37t/p381.361.26760.00001.2676122.4014136.07
1152012.01.20 06:00sell391.411.29630.00000.0000
1162012.01.20 06:00modify391.411.29630.00001.2954
1172012.01.20 06:15sell401.371.29660.00000.0000
1182012.01.20 06:15modify401.371.29660.00001.2957
1192012.01.20 06:30sell411.341.29630.00000.0000
1202012.01.20 06:30modify411.341.29630.00001.2954
1212012.01.20 06:45sell421.301.29630.00000.0000
1222012.01.20 06:45modify421.301.29630.00001.2952
1232012.01.20 09:04t/p401.371.29570.00001.2957123.3014259.37
1242012.01.20 09:05t/p391.411.29540.00001.2954126.9014386.27
1252012.01.20 09:05t/p411.341.29540.00001.2954120.6014506.87
1262012.01.20 09:14t/p421.301.29520.00001.2952143.0014649.87
1272012.01.23 10:00buy431.461.29250.00000.0000
1282012.01.23 10:00modify431.461.29250.00001.2936
1292012.01.23 10:15buy441.411.29130.00000.0000
1302012.01.23 10:15modify441.411.29130.00001.2924
1312012.01.23 10:24t/p441.411.29240.00001.2924155.1014804.97
1322012.01.23 10:24buy451.441.29260.00000.0000
1332012.01.23 10:24modify451.441.29260.00001.2937
1342012.01.23 10:32t/p431.461.29360.00001.2936160.6014965.57
1352012.01.23 10:32t/p451.441.29370.00001.2937158.4015123.97
1362012.01.23 10:32buy461.511.29390.00000.0000
1372012.01.23 10:32modify461.511.29390.00001.2948
1382012.01.23 10:47buy471.461.29320.00000.0000
1392012.01.23 10:47modify471.461.29320.00001.2941
1402012.01.23 11:38t/p471.461.29410.00001.2941131.4015255.37
1412012.01.23 11:38t/p461.511.29480.00001.2948135.9015391.27
1422012.01.23 20:00sell481.541.30130.00000.0000
1432012.01.23 20:00modify481.541.30130.00001.3002
1442012.01.23 20:15sell491.491.30140.00000.0000
1452012.01.23 20:16modify491.491.30140.00001.3005
1462012.01.23 20:31sell501.441.30180.00000.0000
1472012.01.23 20:31modify501.441.30180.00001.3007
1482012.01.23 20:46sell511.431.30110.00000.0000
1492012.01.23 20:46modify511.431.30110.00001.3002
1502012.01.23 20:52t/p501.441.30070.00001.3007158.4015549.67
1512012.01.24 03:34t/p491.491.30050.00001.3005131.3615681.03
1522012.01.24 03:43t/p481.541.30020.00001.3002166.5715847.59
1532012.01.24 03:43t/p511.431.30020.00001.3002126.0715973.66
1542012.01.26 03:00sell521.601.30970.00000.0000
1552012.01.26 03:00modify521.601.30970.00001.3088
1562012.01.26 03:15sell531.541.31040.00000.0000
1572012.01.26 03:15modify531.541.31040.00001.3093
1582012.01.26 03:30sell541.491.31060.00000.0000
1592012.01.26 03:32modify541.491.31060.00001.3095
1602012.01.26 03:46sell551.451.31050.00000.0000
1612012.01.26 03:46modify551.451.31050.00001.3094
1622012.01.26 09:00sell561.421.31040.00000.0000
1632012.01.26 09:00modify561.421.31040.00001.3093
1642012.01.26 09:15sell571.321.31120.00000.0000
1652012.01.26 09:15modify571.321.31120.00001.3101
1662012.01.26 09:30sell581.181.31240.00000.0000
1672012.01.26 09:30modify581.181.31240.00001.3113
1682012.01.26 09:32t/p581.181.31130.00001.3113129.8016103.46
1692012.01.26 09:32sell591.301.31110.00000.0000
1702012.01.26 09:32modify591.301.31110.00001.3102
1712012.01.26 09:48sell601.311.31070.00000.0000
1722012.01.26 09:48modify601.311.31070.00001.3096
1732012.01.26 09:59t/p591.301.31020.00001.3102117.0016220.46
1742012.01.26 09:59t/p571.321.31010.00001.3101145.2016365.66
1752012.01.27 00:57t/p601.311.30960.00001.3096141.6916507.35
1762012.01.27 00:58t/p541.491.30950.00001.3095161.1616668.51
1772012.01.27 00:58t/p531.541.30930.00001.3093166.5716835.08
1782012.01.27 00:58t/p551.451.30940.00001.3094156.8316991.91
1792012.01.27 00:58t/p561.421.30930.00001.3093153.5917145.50
1802012.01.27 01:00t/p521.601.30880.00001.3088141.0617286.55
1812012.01.30 03:00sell611.731.31850.00000.0000
1822012.01.30 03:00modify611.731.31850.00001.3174
1832012.01.30 03:15sell621.701.31760.00000.0000
1842012.01.30 03:15modify621.701.31760.00001.3167
1852012.01.30 03:30sell631.631.31800.00000.0000
1862012.01.30 03:30modify631.631.31800.00001.3171
1872012.01.30 03:47sell641.581.31820.00000.0000
1882012.01.30 03:47modify641.581.31820.00001.3173
1892012.01.30 05:25t/p611.731.31740.00001.3174190.3017476.85
1902012.01.30 05:36t/p641.581.31730.00001.3173142.2017619.05
1912012.01.30 06:59t/p631.631.31710.00001.3171146.7017765.75
1922012.01.30 07:35t/p621.701.31670.00001.3167153.0017918.75
1932012.01.30 20:00buy651.791.31250.00000.0000
1942012.01.30 20:00modify651.791.31250.00001.3134
1952012.01.30 20:15buy661.741.31220.00000.0000
1962012.01.30 20:15modify661.741.31220.00001.3133
1972012.01.30 20:30buy671.701.31250.00000.0000
1982012.01.30 20:30modify671.701.31250.00001.3134
1992012.01.30 20:46buy681.671.31290.00000.0000
2002012.01.30 20:46modify681.671.31290.00001.3140
2012012.01.30 21:52t/p661.741.31330.00001.3133191.4018110.15
2022012.01.30 21:52t/p651.791.31340.00001.3134161.1018271.25
2032012.01.30 21:52t/p671.701.31340.00001.3134153.0018424.25
2042012.01.30 22:52t/p681.671.31400.00001.3140183.7018607.95
2052012.02.01 00:00buy691.861.30920.00000.0000
2062012.02.01 00:00modify691.861.30920.00001.3101
2072012.02.01 00:15buy701.801.30900.00000.0000
2082012.02.01 00:15modify701.801.30900.00001.3099
2092012.02.01 00:30buy711.751.30890.00000.0000
2102012.02.01 00:31modify711.751.30890.00001.3098
2112012.02.01 00:46buy721.701.30890.00000.0000
2122012.02.01 00:46modify721.701.30890.00001.3098
2132012.02.01 10:02t/p711.751.30980.00001.3098157.5018765.45
2142012.02.01 10:02t/p721.701.30980.00001.3098153.0018918.45
2152012.02.01 10:02t/p701.801.30990.00001.3099162.0019080.45
2162012.02.01 10:02t/p691.861.31010.00001.3101167.4019247.85
2172012.02.01 21:00sell731.921.31570.00000.0000
2182012.02.01 21:00modify731.921.31570.00001.3148
2192012.02.01 21:15sell741.861.31600.00000.0000
2202012.02.01 21:15modify741.861.31600.00001.3148
2212012.02.01 21:31sell751.821.31570.00000.0000
2222012.02.01 21:31modify751.821.31570.00001.3148
2232012.02.01 21:46sell761.751.31600.00000.0000
2242012.02.01 21:46modify761.751.31600.00001.3148
2252012.02.02 09:13t/p731.921.31480.00001.3148162.2019410.05
2262012.02.02 09:13t/p741.861.31480.00001.3148212.9319622.99
2272012.02.02 09:13t/p751.821.31480.00001.3148153.7519776.74
2282012.02.02 09:13t/p761.751.31480.00001.3148200.3419977.08
2292012.02.03 21:00buy772.001.31520.00000.0000
2302012.02.03 21:00modify772.001.31520.00001.3161
2312012.02.03 21:15buy781.931.31440.00000.0000
2322012.02.03 21:15modify781.931.31440.00001.3155
2332012.02.03 21:30buy791.891.31480.00000.0000
2342012.02.03 21:30modify791.891.31480.00001.3159
2352012.02.03 21:45buy801.841.31490.00000.0000
2362012.02.03 21:45modify801.841.31490.00001.3157
2372012.02.03 22:53t/p781.931.31550.00001.3155212.3020189.38
2382012.02.03 22:54t/p801.841.31570.00001.3157147.2020336.58
2392012.02.03 22:54t/p791.891.31590.00001.3159207.9020544.48
2402012.02.03 22:54t/p772.001.31610.00001.3161180.0020724.48