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="WTF 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=15; TrailingStop=0; StepTrall=0; NoLoss=0; MinProfitNoLoss=0;
Баров в истории1596Смоделировано тиков755284Качество моделированияn/a
Ошибки рассогласования графиков1268
Начальный депозит10000.00
Чистая прибыль18607.14Общая прибыль18607.14Общий убыток0.00
ПрибыльностьМатожидание выигрыша238.55
Абсолютная просадка1424.50Максимальная просадка12048.60 (58.42%)Относительная просадка58.42% (12048.60)
Всего сделок78Короткие позиции (% выигравших)44 (100.00%)Длинные позиции (% выигравших)34 (100.00%)
Прибыльные сделки (% от всех)78 (100.00%)Убыточные сделки (% от всех)0 (0.00%)
Самая большаяприбыльная сделка420.80убыточная сделка0.00
Средняяприбыльная сделка238.55убыточная сделка0.00
Максимальное количествонепрерывных выигрышей (прибыль)78 (18607.14)непрерывных проигрышей (убыток)0 (0.00)
Максимальнаянепрерывная прибыль (число выигрышей)18607.14 (78)непрерывный убыток (число проигрышей)0.00 (0)
Среднийнепрерывный выигрыш78непрерывный проигрыш0
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.01.03 00:00buy11.001.29350.00000.0000
22012.01.03 00:00modify11.001.29350.00001.2951
32012.01.03 00:15buy20.981.29380.00000.0000
42012.01.03 00:16modify20.981.29380.00001.2953
52012.01.03 00:30buy30.951.29400.00000.0000
62012.01.03 00:31modify30.951.29400.00001.2955
72012.01.03 00:45buy40.921.29390.00000.0000
82012.01.03 00:45modify40.921.29390.00001.2955
92012.01.03 01:29t/p11.001.29510.00001.2951160.0010160.00
102012.01.03 01:34t/p20.981.29530.00001.2953147.0010307.00
112012.01.03 01:34t/p30.951.29550.00001.2955142.5010449.50
122012.01.03 01:34t/p40.921.29550.00001.2955147.2010596.70
132012.01.03 23:00sell51.061.30490.00000.0000
142012.01.03 23:00modify51.061.30490.00001.3035
152012.01.03 23:15sell61.031.30530.00000.0000
162012.01.03 23:15modify61.031.30530.00001.3039
172012.01.03 23:30sell71.001.30500.00000.0000
182012.01.03 23:30modify71.001.30500.00001.3036
192012.01.03 23:45sell80.971.30530.00000.0000
202012.01.03 23:45modify80.971.30530.00001.3038
212012.01.04 03:34t/p61.031.30390.00001.3039142.3010739.00
222012.01.04 03:34t/p80.971.30380.00001.3038143.7210882.72
232012.01.04 03:34t/p71.001.30360.00001.3036138.1611020.88
242012.01.04 03:34t/p51.061.30350.00001.3035146.4511167.33
252012.01.05 22:00buy91.121.27960.00000.0000
262012.01.05 22:00modify91.121.27960.00001.2812
272012.01.05 22:15buy101.081.27870.00000.0000
282012.01.05 22:15modify101.081.27870.00001.2801
292012.01.05 22:30buy111.031.27810.00000.0000
302012.01.05 22:30modify111.031.27810.00001.2797
312012.01.05 22:45buy121.031.27900.00000.0000
322012.01.05 22:45modify121.031.27900.00001.2806
332012.01.06 01:03t/p111.031.27970.00001.2797162.7111330.04
342012.01.06 09:44t/p101.081.28010.00001.2801149.0111479.05
352012.01.06 09:44t/p121.031.28060.00001.2806162.7111641.76
362012.01.06 09:56t/p91.121.28120.00001.2812176.9311818.68
372012.01.06 23:00buy131.181.27210.00000.0000
382012.01.06 23:00modify131.181.27210.00001.2736
392012.01.09 07:00buy141.131.27070.00000.0000
402012.01.09 07:00modify141.131.27070.00001.2721
412012.01.09 07:15buy151.111.27090.00000.0000
422012.01.09 07:15modify151.111.27090.00001.2725
432012.01.09 07:24t/p141.131.27210.00001.2721158.2011976.88
442012.01.09 07:30buy161.141.27180.00000.0000
452012.01.09 07:30modify161.141.27180.00001.2732
462012.01.09 07:41t/p151.111.27250.00001.2725177.6012154.48
472012.01.09 07:45buy171.161.27220.00000.0000
482012.01.09 07:45modify171.161.27220.00001.2738
492012.01.09 08:32t/p161.141.27320.00001.2732159.6012314.08
502012.01.09 08:32t/p131.181.27360.00001.2736174.6012488.69
512012.01.09 08:32t/p171.161.27380.00001.2738185.6012674.29
522012.01.10 19:00sell181.271.277710.00000.0000
532012.01.10 19:00modify181.271.277710.00001.2763
542012.01.10 19:15sell191.241.27690.00000.0000
552012.01.10 19:15modify191.241.27690.00001.2753
562012.01.10 19:30sell201.201.27740.00000.0000
572012.01.10 19:30modify201.201.27740.00001.2758
582012.01.10 19:45sell211.141.27800.00000.0000
592012.01.10 19:45modify211.141.27800.00001.2766
602012.01.10 20:00sell221.111.27790.00000.0000
612012.01.10 20:00modify221.111.27790.00001.2764
622012.01.10 20:15sell231.061.27830.00000.0000
632012.01.10 20:15modify231.061.27830.00001.2767
642012.01.10 20:30sell241.031.27830.00000.0000
652012.01.10 20:31modify241.031.27830.00001.2768
662012.01.10 20:45sell250.991.27850.00000.0000
672012.01.10 20:46modify250.991.27850.00001.2770
682012.01.10 22:12t/p250.991.27700.00001.2770148.5012822.79
692012.01.11 00:52t/p241.031.27680.00001.2768152.6012975.39
702012.01.11 00:53t/p231.061.27670.00001.2767167.6513143.04
712012.01.11 00:53t/p211.141.27660.00001.2766157.5013300.54
722012.01.11 00:54t/p221.111.27640.00001.2764164.4613465.00
732012.01.11 00:54t/p181.271.27630.00001.2763176.7313641.73
742012.01.11 00:55t/p201.201.27580.00001.2758189.7913831.53
752012.01.11 00:57t/p191.241.27530.00001.2753196.1214027.64
762012.01.13 00:00sell261.401.28130.00000.0000
772012.01.13 00:00modify261.401.28130.00001.2799
782012.01.13 00:15sell271.361.28150.00000.0000
792012.01.13 00:15modify271.361.28150.00001.2799
802012.01.13 00:30sell281.321.28180.00000.0000
812012.01.13 00:30modify281.321.28180.00001.2802
822012.01.13 00:45sell291.271.28200.00000.0000
832012.01.13 00:45modify291.271.28200.00001.2804
842012.01.13 11:00sell301.181.28300.00000.0000
852012.01.13 11:00modify301.181.28300.00001.2816
862012.01.13 11:15sell311.161.28290.00000.0000
872012.01.13 11:15modify311.161.28290.00001.2815
882012.01.13 11:21t/p261.401.27990.00001.2799196.0014223.64
892012.01.13 11:21t/p271.361.27990.00001.2799217.6014441.24
902012.01.13 11:21t/p281.321.28020.00001.2802211.2014652.44
912012.01.13 11:21t/p291.271.28040.00001.2804203.2014855.64
922012.01.13 11:21t/p301.181.28160.00001.2816165.2015020.84
932012.01.13 11:21t/p311.161.28150.00001.2815162.4015183.24
942012.01.13 11:21sell321.521.27950.00000.0000
952012.01.13 12:00modify321.521.27950.00001.2779
962012.01.13 13:01t/p321.521.27790.00001.2779243.2015426.44
972012.01.16 08:00buy331.541.26540.00000.0000
982012.01.16 08:00modify331.541.26540.00001.2668
992012.01.16 08:15buy341.481.26420.00000.0000
1002012.01.16 08:15modify341.481.26420.00001.2656
1012012.01.16 08:27t/p341.481.26560.00001.2656207.2015633.64
1022012.01.16 08:27buy351.531.26580.00000.0000
1032012.01.16 08:27modify351.531.26580.00001.2672
1042012.01.16 08:39t/p331.541.26680.00001.2668215.6015849.24
1052012.01.16 08:42buy361.561.26680.00000.0000
1062012.01.16 08:42modify361.561.26680.00001.2682
1072012.01.16 09:36t/p351.531.26720.00001.2672214.2016063.44
1082012.01.16 17:29t/p361.561.26820.00001.2682218.4016281.84
1092012.01.20 06:00sell371.631.29630.00000.0000
1102012.01.20 06:00modify371.631.29630.00001.2949
1112012.01.20 06:15sell381.581.29660.00000.0000
1122012.01.20 06:15modify381.581.29660.00001.2952
1132012.01.20 06:30sell391.541.29630.00000.0000
1142012.01.20 06:30modify391.541.29630.00001.2949
1152012.01.20 06:45sell401.501.29630.00000.0000
1162012.01.20 06:45modify401.501.29630.00001.2947
1172012.01.20 09:14t/p381.581.29520.00001.2952221.2016503.04
1182012.01.20 09:15t/p371.631.29490.00001.2949228.2016731.24
1192012.01.20 09:15t/p391.541.29490.00001.2949215.6016946.84
1202012.01.20 09:16t/p401.501.29470.00001.2947240.0017186.84
1212012.01.23 10:00buy411.721.29250.00000.0000
1222012.01.23 10:00modify411.721.29250.00001.2941
1232012.01.23 10:15buy421.651.29130.00000.0000
1242012.01.23 10:15modify421.651.29130.00001.2929
1252012.01.23 10:25t/p421.651.29290.00001.2929264.0017450.84
1262012.01.23 10:25buy431.711.29310.00000.0000
1272012.01.23 10:25modify431.711.29310.00001.2945
1282012.01.23 10:40buy441.651.29290.00000.0000
1292012.01.23 10:40modify441.651.29290.00001.2945
1302012.01.23 10:55buy451.591.29260.00000.0000
1312012.01.23 10:55modify451.591.29260.00001.2942
1322012.01.23 11:38t/p411.721.29410.00001.2941275.2017726.04
1332012.01.23 11:38t/p451.591.29420.00001.2942254.4017980.44
1342012.01.23 11:38t/p431.711.29450.00001.2945239.4018219.84
1352012.01.23 11:38t/p441.651.29450.00001.2945264.0018483.84
1362012.01.23 20:00sell461.851.30130.00000.0000
1372012.01.23 20:00modify461.851.30130.00001.2997
1382012.01.23 20:15sell471.791.30140.00000.0000
1392012.01.23 20:16modify471.791.30140.00001.3000
1402012.01.23 20:31sell481.731.30180.00000.0000
1412012.01.23 20:31modify481.731.30180.00001.3002
1422012.01.23 20:46sell491.721.30110.00000.0000
1432012.01.23 20:46modify491.721.30110.00001.2997
1442012.01.24 03:43t/p481.731.30020.00001.3002273.6218757.46
1452012.01.24 03:43t/p471.791.30000.00001.3000247.3119004.77
1462012.01.24 03:44t/p461.851.29970.00001.2997292.6019297.36
1472012.01.24 03:44t/p491.721.29970.00001.2997237.6419535.00
1482012.01.26 03:00sell501.951.30970.00000.0000
1492012.01.26 03:00modify501.951.30970.00001.3083
1502012.01.26 03:15sell511.881.31040.00000.0000
1512012.01.26 03:15modify511.881.31040.00001.3088
1522012.01.26 03:30sell521.821.31060.00000.0000
1532012.01.26 03:32modify521.821.31060.00001.3090
1542012.01.26 03:46sell531.781.31050.00000.0000
1552012.01.26 03:46modify531.781.31050.00001.3089
1562012.01.26 09:00sell541.741.31040.00000.0000
1572012.01.26 09:00modify541.741.31040.00001.3088
1582012.01.26 09:15sell551.611.31120.00000.0000
1592012.01.26 09:15modify551.611.31120.00001.3096
1602012.01.26 09:30sell561.441.31240.00000.0000
1612012.01.26 09:30modify561.441.31240.00001.3108
1622012.01.26 09:35t/p561.441.31080.00001.3108230.4019765.40
1632012.01.26 09:35sell571.661.31060.00000.0000
1642012.01.26 09:35modify571.661.31060.00001.3090
1652012.01.26 09:50sell581.571.31090.00000.0000
1662012.01.26 09:50modify581.571.31090.00001.3093
1672012.01.27 00:57t/p551.611.30960.00001.3096254.6420020.04
1682012.01.27 00:58t/p581.571.30930.00001.3093248.3120268.35
1692012.01.27 00:59t/p521.821.30900.00001.3090287.8520556.20
1702012.01.27 00:59t/p571.661.30900.00001.3090262.5520818.74
1712012.01.27 01:00t/p531.781.30890.00001.3089281.5221100.27
1722012.01.27 01:00t/p511.881.30880.00001.3088297.3421397.61
1732012.01.27 01:00t/p541.741.30880.00001.3088275.2021672.81
1742012.01.27 01:26t/p501.951.30830.00001.3083269.4121942.22
1752012.01.30 03:00sell592.191.31850.00000.0000
1762012.01.30 03:00modify592.191.31850.00001.3169
1772012.01.30 03:15sell602.151.31760.00000.0000
1782012.01.30 03:15modify602.151.31760.00001.3162
1792012.01.30 03:30sell612.071.31800.00000.0000
1802012.01.30 03:30modify612.071.31800.00001.3166
1812012.01.30 03:47sell622.001.31820.00000.0000
1822012.01.30 03:47modify622.001.31820.00001.3168
1832012.01.30 07:00t/p592.191.31690.00001.3169350.4022292.62
1842012.01.30 07:01t/p622.001.31680.00001.3168280.0022572.62
1852012.01.30 07:35t/p612.071.31660.00001.3166289.8022862.42
1862012.01.30 07:50t/p602.151.31620.00001.3162301.0023163.42
1872012.01.30 20:00buy632.321.31250.00000.0000
1882012.01.30 20:00modify632.321.31250.00001.3139
1892012.01.30 20:15buy642.241.31220.00000.0000
1902012.01.30 20:15modify642.241.31220.00001.3138
1912012.01.30 20:30buy652.191.31250.00000.0000
1922012.01.30 20:30modify652.191.31250.00001.3139
1932012.01.30 20:46buy662.161.31290.00000.0000
1942012.01.30 20:46modify662.161.31290.00001.3145
1952012.01.30 22:52t/p642.241.31380.00001.3138358.4023521.82
1962012.01.30 22:52t/p632.321.31390.00001.3139324.8023846.62
1972012.01.30 22:52t/p652.191.31390.00001.3139306.6024153.22
1982012.01.30 22:53t/p662.161.31450.00001.3145345.6024498.82
1992012.02.01 00:00buy672.451.30920.00000.0000
2002012.02.01 00:00modify672.451.30920.00001.3106
2012012.02.01 00:15buy682.381.30900.00000.0000
2022012.02.01 00:15modify682.381.30900.00001.3104
2032012.02.01 00:30buy692.301.30890.00000.0000
2042012.02.01 00:31modify692.301.30890.00001.3103
2052012.02.01 00:46buy702.241.30890.00000.0000
2062012.02.01 00:46modify702.241.30890.00001.3103
2072012.02.01 10:02t/p692.301.31030.00001.3103322.0024820.82
2082012.02.01 10:02t/p702.241.31030.00001.3103313.6025134.42
2092012.02.01 10:06t/p682.381.31040.00001.3104333.2025467.62
2102012.02.01 10:12t/p672.451.31060.00001.3106343.0025810.62
2112012.02.01 21:00sell712.581.31570.00000.0000
2122012.02.01 21:00modify712.581.31570.00001.3143
2132012.02.01 21:15sell722.501.31600.00000.0000
2142012.02.01 21:15modify722.501.31600.00001.3143
2152012.02.01 21:31sell732.441.31570.00000.0000
2162012.02.01 21:31modify732.441.31570.00001.3143
2172012.02.01 21:46sell742.351.31600.00000.0000
2182012.02.01 21:46modify742.351.31600.00001.3143
2192012.02.02 09:15t/p712.581.31430.00001.3143346.9626157.58
2202012.02.02 09:15t/p722.501.31430.00001.3143411.2026568.78
2212012.02.02 09:15t/p732.441.31430.00001.3143328.1326896.91
2222012.02.02 09:15t/p742.351.31430.00001.3143386.5327283.44
2232012.02.03 21:00buy752.731.31520.00000.0000
2242012.02.03 21:00modify752.731.31520.00001.3166
2252012.02.03 21:15buy762.631.31440.00000.0000
2262012.02.03 21:15modify762.631.31440.00001.3160
2272012.02.03 21:30buy772.581.31480.00000.0000
2282012.02.03 21:30modify772.581.31480.00001.3164
2292012.02.03 21:45buy782.511.31490.00000.0000
2302012.02.03 21:45modify782.511.31490.00001.3162
2312012.02.03 22:54t/p762.631.31600.00001.3160420.8027704.24
2322012.02.03 22:54t/p782.511.31620.00001.3162326.3028030.54
2332012.02.03 22:55t/p772.581.31640.00001.3164412.8028443.34
2342012.02.03 22:59close at stop752.731.31580.00001.3166163.8028607.14