Strategy Tester Report
piram_cas_multi_04_11_13
EGlobal-Cent1 (Build 509)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период30 Минут (M30) 2013.01.02 08:00 - 2013.11.01 21:30 (2013.01.01 - 2013.11.04)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыrisk=0.1; s_prin=1; dir=1; shou=true;
Баров в истории11351Смоделировано тиков706398Качество моделирования57.77%
Ошибки рассогласования графиков33
Начальный депозит1000.00
Чистая прибыль-141.74Общая прибыль228.40Общий убыток-370.14
Прибыльность0.62Матожидание выигрыша-0.85
Абсолютная просадка160.58Максимальная просадка203.60 (19.52%)Относительная просадка19.52% (203.60)
Всего сделок166Короткие позиции (% выигравших)91 (71.43%)Длинные позиции (% выигравших)75 (76.00%)
Прибыльные сделки (% от всех)122 (73.49%)Убыточные сделки (% от всех)44 (26.51%)
Самая большаяприбыльная сделка22.15убыточная сделка-50.43
Средняяприбыльная сделка1.87убыточная сделка-8.41
Максимальное количествонепрерывных выигрышей (прибыль)18 (20.82)непрерывных проигрышей (убыток)7 (-193.94)
Максимальнаянепрерывная прибыль (число выигрышей)25.30 (6)непрерывный убыток (число проигрышей)-193.94 (7)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.03 03:00sell10.010.98570.00000.0000
22013.01.03 14:55close10.010.98470.00000.00001.021001.02
32013.01.07 00:00sell20.010.98610.00000.0000
42013.01.08 11:46close20.010.98510.00000.00001.031002.05
52013.01.14 02:00sell30.010.98430.00000.0000
62013.01.18 15:05sell40.010.99030.00000.0000
72013.01.22 02:00buy50.010.99320.00000.0000
82013.01.22 02:01close40.010.99340.00000.0000-3.11998.94
92013.01.22 02:01close30.010.99340.00000.0000-9.10989.84
102013.01.22 14:05close50.010.99430.00000.00001.11990.95
112013.01.22 14:05buy60.010.99450.00000.0000
122013.01.23 16:04close60.010.99550.00000.00000.95991.90
132013.01.23 16:04buy70.010.99590.00000.0000
142013.01.23 16:08close70.010.99780.00000.00001.90993.80
152013.01.23 16:08buy80.010.99820.00000.0000
162013.01.23 16:25close80.010.99930.00000.00001.10994.90
172013.01.23 16:25buy90.010.99950.00000.0000
182013.01.24 05:00sell100.010.99980.00000.0000
192013.01.24 09:01close90.011.00050.00000.00000.85995.75
202013.01.25 03:00sell110.011.00270.00000.0000
212013.01.28 05:04sell120.051.00810.00000.0000
222013.01.28 23:16close120.051.00600.00000.000010.441006.19
232013.01.28 23:16close110.011.00600.00000.0000-3.271002.92
242013.01.28 23:16close100.011.00600.00000.0000-6.15996.77
252013.01.29 00:00sell130.011.00610.00000.0000
262013.01.29 09:16close130.011.00500.00000.00001.09997.86
272013.01.29 17:00buy140.011.00440.00000.0000
282013.01.30 08:25buy150.011.00150.00000.0000
292013.01.30 14:30close150.011.00370.00000.00002.191000.05
302013.01.30 14:30close140.011.00370.00000.0000-0.75999.31
312013.01.30 14:30buy160.011.00390.00000.0000
322013.01.30 15:56close160.011.00490.00000.00001.001000.31
332013.01.30 15:56buy170.011.00510.00000.0000
342013.02.06 00:00buy180.020.99580.00000.0000
352013.02.07 17:55close180.020.99930.00000.00006.701007.01
362013.02.07 17:55close170.010.99930.00000.0000-6.301000.71
372013.02.11 10:00sell190.011.00590.00000.0000
382013.02.11 21:16close190.011.00480.00000.00001.091001.80
392013.02.12 00:00sell200.011.00510.00000.0000
402013.02.12 09:55sell210.011.00770.00000.0000
412013.02.12 14:08close210.011.00560.00000.00002.091003.89
422013.02.12 14:08close200.011.00560.00000.0000-0.501003.39
432013.02.14 01:00buy220.011.00160.00000.0000
442013.02.15 13:30close220.011.00260.00000.00000.951004.34
452013.02.18 01:00sell230.011.00740.00000.0000
462013.02.18 13:31close230.011.00630.00000.00001.091005.43
472013.02.18 17:00sell240.011.00960.00000.0000
482013.02.21 06:00sell250.011.01830.00000.0000
492013.02.26 04:00sell260.051.02480.00000.0000
502013.02.27 19:00buy270.011.02520.00000.0000
512013.02.27 19:01close260.051.02540.00000.0000-2.891002.54
522013.02.27 19:01close250.011.02540.00000.0000-6.89995.65
532013.02.27 19:01close240.011.02540.00000.0000-15.34980.30
542013.02.28 14:24close270.011.02630.00000.00000.92981.23
552013.02.28 14:24buy280.011.02640.00000.0000
562013.02.28 15:17close280.011.02750.00000.00001.07982.30
572013.02.28 15:17buy290.011.02770.00000.0000
582013.02.28 16:35close290.011.02880.00000.00001.07983.37
592013.02.28 16:35buy300.011.02900.00000.0000
602013.02.28 16:47close300.011.03040.00000.00001.36984.73
612013.02.28 16:47buy310.011.03080.00000.0000
622013.02.28 23:00sell320.011.03040.00000.0000
632013.03.01 01:50close310.011.02970.00000.0000-1.12983.61
642013.03.01 16:31close320.011.02900.00000.00001.37984.97
652013.03.04 00:00sell330.011.02720.00000.0000
662013.03.05 01:38close330.011.02600.00000.00001.18986.15
672013.03.07 00:00sell340.011.03230.00000.0000
682013.03.07 08:01close340.011.03120.00000.00001.07987.22
692013.03.08 00:00sell350.011.02950.00000.0000
702013.03.08 14:35close350.011.02770.00000.00001.75988.97
712013.03.11 07:00sell360.011.02760.00000.0000
722013.03.11 17:16close360.011.02650.00000.00001.07990.04
732013.03.13 02:00sell370.011.02610.00000.0000
742013.03.13 13:55close370.011.02490.00000.00001.17991.21
752013.03.14 01:00sell380.011.02780.00000.0000
762013.03.14 07:39close380.011.02670.00000.00001.07992.28
772013.03.15 14:00buy390.011.01950.00000.0000
782013.03.15 14:19close390.011.02060.00000.00001.08993.36
792013.03.15 14:19buy400.011.02070.00000.0000
802013.03.15 15:05close400.011.02180.00000.00001.08994.44
812013.03.18 16:00buy410.011.02200.00000.0000
822013.03.19 10:09close410.011.02310.00000.00001.03995.47
832013.03.19 19:00sell420.011.02790.00000.0000
842013.03.19 21:05close420.011.02670.00000.00001.17996.64
852013.03.20 00:00sell430.011.02700.00000.0000
862013.03.20 10:23close430.011.02580.00000.00001.17997.81
872013.03.21 18:00buy440.011.02480.00000.0000
882013.03.22 08:30close440.011.02600.00000.00001.12998.93
892013.03.22 11:00sell450.011.02490.00000.0000
902013.03.22 14:52close450.011.02380.00000.00001.071000.00
912013.03.22 19:00sell460.011.02220.00000.0000
922013.03.25 10:28close460.011.02100.00000.00001.191001.19
932013.03.27 18:00sell470.011.01690.00000.0000
942013.03.28 02:10close470.011.01580.00000.00001.101002.29
952013.03.28 02:10sell480.011.01560.00000.0000
962013.04.02 11:01close480.011.01440.00000.00001.201003.49
972013.04.03 00:00buy490.011.01450.00000.0000
982013.04.04 09:10close490.011.01560.00000.00000.931004.42
992013.04.08 04:00sell500.011.01680.00000.0000
1002013.04.09 00:00buy510.011.01690.00000.0000
1012013.04.09 11:10close510.011.01580.00000.0000-1.081003.34
1022013.04.09 13:37close500.011.01570.00000.00001.091004.43
1032013.04.10 00:00buy520.011.01660.00000.0000
1042013.04.15 00:00sell530.011.01420.00000.0000
1052013.04.15 00:02close520.011.01410.00000.0000-2.721001.71
1062013.04.16 00:00sell540.011.02420.00000.0000
1072013.04.22 14:00buy550.011.02610.00000.0000
1082013.04.22 14:01close540.011.02580.00000.0000-1.521000.20
1092013.04.22 14:01close530.011.02580.00000.0000-11.26988.94
1102013.04.22 15:10close550.011.02720.00000.00001.07990.01
1112013.04.22 18:00buy560.011.02640.00000.0000
1122013.04.23 04:00sell570.011.02670.00000.0000
1132013.04.23 05:54close560.011.02750.00000.00001.02991.03
1142013.04.23 15:46close570.011.02550.00000.00001.17992.20
1152013.04.23 15:46sell580.011.02510.00000.0000
1162013.04.25 03:24close580.011.02400.00000.00001.10993.30
1172013.04.25 04:00buy590.011.02400.00000.0000
1182013.04.29 21:00buy600.021.01120.00000.0000
1192013.05.01 01:00buy610.051.00710.00000.0000
1202013.05.02 22:08close610.051.01040.00000.000015.591008.89
1212013.05.02 22:08close600.021.01040.00000.0000-2.081006.81
1222013.05.02 22:08close590.011.01040.00000.0000-13.81993.00
1232013.05.03 00:00sell620.011.01060.00000.0000
1242013.05.03 15:25close620.011.00950.00000.00001.09994.09
1252013.05.07 00:00buy630.011.00710.00000.0000
1262013.05.09 06:00buy640.011.00220.00000.0000
1272013.05.09 20:29close640.011.00540.00000.00003.18997.27
1282013.05.09 20:29close630.011.00540.00000.0000-1.89995.38
1292013.05.13 05:00sell650.011.01190.00000.0000
1302013.05.13 13:11close650.011.01070.00000.00001.19996.57
1312013.05.14 00:00sell660.011.01050.00000.0000
1322013.05.14 02:33close660.011.00940.00000.00001.09997.66
1332013.05.15 00:00sell670.011.01830.00000.0000
1342013.05.15 18:06close670.011.01720.00000.00001.08998.74
1352013.05.16 00:00sell680.011.01640.00000.0000
1362013.05.16 17:12close680.011.01530.00000.00001.08999.82
1372013.05.17 02:00buy690.011.01880.00000.0000
1382013.05.17 03:13close690.011.02010.00000.00001.271001.09
1392013.05.20 00:00sell700.011.02740.00000.0000
1402013.05.20 18:27close700.011.02630.00000.00001.071002.16
1412013.05.21 11:00sell710.011.02700.00000.0000
1422013.05.21 18:43close710.011.02590.00000.00001.071003.23
1432013.05.21 18:43sell720.011.02570.00000.0000
1442013.05.23 00:00sell730.011.03720.00000.0000
1452013.05.23 18:01close730.011.03050.00000.00006.501009.73
1462013.05.23 18:01close720.011.03050.00000.0000-4.631005.10
1472013.05.23 18:01sell740.011.03030.00000.0000
1482013.05.23 20:16close740.011.02900.00000.00001.261006.36
1492013.05.24 03:00sell750.011.03260.00000.0000
1502013.05.24 18:19close750.011.03150.00000.00001.071007.43
1512013.05.28 00:00sell760.011.03350.00000.0000
1522013.05.30 01:00buy770.011.03580.00000.0000
1532013.05.30 01:04close760.011.03570.00000.0000-2.091005.34
1542013.05.30 13:33close770.011.03690.00000.00001.061006.40
1552013.05.30 23:00buy780.011.03000.00000.0000
1562013.05.31 05:14close780.011.03110.00000.00001.021007.42
1572013.05.31 05:15buy790.011.03150.00000.0000
1582013.05.31 09:31close790.011.03260.00000.00001.071008.49
1592013.05.31 09:31buy800.011.03300.00000.0000
1602013.05.31 09:41close800.011.03410.00000.00001.061009.55
1612013.05.31 09:41buy810.011.03450.00000.0000
1622013.05.31 11:13close810.011.03560.00000.00001.061010.61
1632013.05.31 11:13buy820.011.03600.00000.0000
1642013.05.31 16:02close820.011.03720.00000.00001.161011.77
1652013.05.31 16:02buy830.011.03760.00000.0000
1662013.06.05 00:00sell840.011.03400.00000.0000
1672013.06.05 00:01close830.011.03410.00000.0000-3.531008.24
1682013.06.06 10:48close840.011.03270.00000.00001.281009.53
1692013.06.10 03:00buy850.011.01860.00000.0000
1702013.06.10 04:28close850.011.01970.00000.00001.081010.61
1712013.06.11 00:00buy860.011.01950.00000.0000
1722013.06.11 01:41close860.011.02060.00000.00001.081011.69
1732013.06.11 01:41buy870.011.02100.00000.0000
1742013.06.11 09:34close870.011.02220.00000.00001.171012.86
1752013.06.12 01:00sell880.011.01840.00000.0000
1762013.06.12 11:16close880.011.01730.00000.00001.081013.94
1772013.06.12 11:16sell890.011.01690.00000.0000
1782013.06.12 14:51close890.011.01580.00000.00001.081015.02
1792013.06.13 00:00sell900.011.02060.00000.0000
1802013.06.13 09:41close900.011.01950.00000.00001.081016.10
1812013.06.14 02:00buy910.011.01700.00000.0000
1822013.06.14 07:14close910.011.01810.00000.00001.081017.18
1832013.06.17 11:00sell920.011.01510.00000.0000
1842013.06.18 03:15sell930.011.01930.00000.0000
1852013.06.19 18:00buy940.011.01880.00000.0000
1862013.06.19 18:01close930.011.01900.00000.00000.301017.47
1872013.06.19 18:01close920.011.01900.00000.0000-3.821013.66
1882013.06.19 20:03close940.011.02120.00000.00002.351016.01
1892013.06.20 00:00buy950.011.02730.00000.0000
1902013.06.20 03:11close950.011.02840.00000.00001.071017.08
1912013.06.20 03:11buy960.011.02860.00000.0000
1922013.06.20 07:31close960.011.02970.00000.00001.071018.15
1932013.06.25 04:00buy970.011.05050.00000.0000
1942013.06.25 05:21close970.011.05160.00000.00001.051019.20
1952013.06.25 10:00buy980.011.04790.00000.0000
1962013.06.25 14:24close980.011.04910.00000.00001.141020.34
1972013.06.25 14:24buy990.011.04950.00000.0000
1982013.06.25 14:38close990.011.05070.00000.00001.141021.48
1992013.06.25 14:38buy1000.011.05110.00000.0000
2002013.06.25 16:02close1000.011.05270.00000.00001.521023.00
2012013.06.25 16:02buy1010.011.05290.00000.0000
2022013.06.25 16:18close1010.011.05430.00000.00001.331024.33
2032013.06.25 16:18buy1020.011.05470.00000.0000
2042013.06.27 06:00buy1030.011.04350.00000.0000
2052013.06.27 17:03close1030.011.04970.00000.00005.911030.24
2062013.06.27 17:03close1020.011.04970.00000.0000-4.961025.28
2072013.07.02 00:00sell1040.011.04960.00000.0000
2082013.07.04 15:43close1040.011.04850.00000.00001.081026.36
2092013.07.05 00:00sell1050.011.05170.00000.0000
2102013.07.08 00:00sell1060.011.05800.00000.0000
2112013.07.09 00:00buy1070.011.05630.00000.0000
2122013.07.09 00:01close1060.011.05640.00000.00001.521027.88
2132013.07.09 00:01close1050.011.05640.00000.0000-4.441023.44
2142013.07.10 07:12buy1080.011.05130.00000.0000
2152013.07.11 06:33buy1090.031.03520.00000.0000
2162013.07.11 14:43close1090.031.04290.00000.000022.151045.59
2172013.07.11 14:43close1080.011.04290.00000.0000-8.201037.39
2182013.07.11 14:43close1070.011.04290.00000.0000-13.051024.34
2192013.07.12 01:00buy1100.011.03760.00000.0000
2202013.07.12 13:56close1100.011.03870.00000.00001.061025.40
2212013.07.15 00:00sell1110.011.03910.00000.0000
2222013.07.16 18:40close1110.011.03800.00000.00001.071026.47
2232013.07.17 01:00sell1120.011.03780.00000.0000
2242013.07.17 14:44close1120.011.03660.00000.00001.161027.63
2252013.07.19 00:00sell1130.011.03760.00000.0000
2262013.07.19 05:31close1130.011.03640.00000.00001.161028.79
2272013.07.23 00:00buy1140.011.03400.00000.0000
2282013.07.25 08:07buy1150.011.03010.00000.0000
2292013.07.30 22:00sell1160.011.03020.00000.0000
2302013.07.30 22:01close1150.011.03030.00000.00000.041028.83
2312013.07.30 22:01close1140.011.03030.00000.0000-3.941024.89
2322013.07.31 11:15close1160.011.02910.00000.00001.081025.97
2332013.07.31 16:00sell1170.011.03140.00000.0000
2342013.07.31 16:12close1170.011.03010.00000.00001.261027.23
2352013.07.31 16:12sell1180.011.02990.00000.0000
2362013.07.31 16:58close1180.011.02850.00000.00001.361028.59
2372013.07.31 16:58sell1190.011.02810.00000.0000
2382013.07.31 20:04close1190.011.02630.00000.00001.751030.34
2392013.07.31 20:04sell1200.011.02610.00000.0000
2402013.07.31 20:58close1200.011.02500.00000.00001.071031.41
2412013.07.31 20:58sell1210.011.02460.00000.0000
2422013.08.02 00:00sell1220.011.03480.00000.0000
2432013.08.08 02:00sell1230.051.04220.00000.0000
2442013.08.08 16:10close1230.051.03830.00000.000018.781050.19
2452013.08.08 16:10close1220.011.03830.00000.0000-3.331046.87
2462013.08.08 16:10close1210.011.03830.00000.0000-13.121033.75
2472013.08.09 09:00buy1240.011.03190.00000.0000
2482013.08.09 14:30close1240.011.03330.00000.00001.351035.10
2492013.08.12 00:00buy1250.011.02980.00000.0000
2502013.08.12 09:48close1250.011.03090.00000.00001.071036.17
2512013.08.12 09:48buy1260.011.03130.00000.0000
2522013.08.13 09:51close1260.011.03240.00000.00001.021037.19
2532013.08.13 12:00sell1270.011.03240.00000.0000
2542013.08.14 03:26sell1280.011.03560.00000.0000
2552013.08.14 14:28close1280.011.03340.00000.00002.131039.32
2562013.08.14 14:28close1270.011.03340.00000.0000-0.961038.36
2572013.08.15 09:00buy1290.011.03150.00000.0000
2582013.08.15 12:51close1290.011.03280.00000.00001.261039.62
2592013.08.15 12:51buy1300.011.03300.00000.0000
2602013.08.15 14:32close1300.011.03430.00000.00001.261040.88
2612013.08.16 01:00buy1310.011.03070.00000.0000
2622013.08.16 10:47close1310.011.03180.00000.00001.071041.95
2632013.08.19 09:00sell1320.011.03350.00000.0000
2642013.08.19 09:53close1320.011.03240.00000.00001.071043.02
2652013.08.19 09:53sell1330.011.03190.00000.0000
2662013.08.20 08:00sell1340.011.03700.00000.0000
2672013.08.21 04:34sell1350.041.04160.00000.0000
2682013.08.23 01:04sell1360.051.05120.00000.0000
2692013.09.03 00:00buy1370.011.05510.00000.0000
2702013.09.03 00:01close1360.051.05500.00000.0000-17.681025.34
2712013.09.03 00:01close1350.041.05500.00000.0000-50.43974.92
2722013.09.03 00:01close1340.011.05500.00000.0000-16.96957.96
2732013.09.03 00:01close1330.011.05500.00000.0000-21.79936.17
2742013.09.09 07:02buy1380.051.04020.00000.0000
2752013.09.11 00:00buy1390.051.03530.00000.0000
2762013.09.16 00:00sell1400.011.03170.00000.0000
2772013.09.16 00:01close1390.051.03150.00000.0000-19.66916.51
2782013.09.16 00:01close1380.051.03150.00000.0000-43.91872.60
2792013.09.16 00:01close1370.011.03150.00000.0000-23.53849.08
2802013.09.16 02:44close1400.011.03060.00000.00001.07850.15
2812013.09.16 02:44sell1410.011.03040.00000.0000
2822013.09.16 08:21close1410.011.02930.00000.00001.07851.22
2832013.09.16 08:21sell1420.011.02890.00000.0000
2842013.09.17 00:00sell1430.011.03240.00000.0000
2852013.09.17 16:27close1430.011.03010.00000.00002.23853.45
2862013.09.17 16:27close1420.011.03010.00000.0000-1.15852.29
2872013.09.18 05:05sell1440.011.03000.00000.0000
2882013.09.18 20:01close1440.011.02540.00000.00004.49856.78
2892013.09.19 00:00sell1450.011.02280.00000.0000
2902013.09.19 04:07close1450.011.02160.00000.00001.17857.95
2912013.09.20 20:01sell1460.011.02870.00000.0000
2922013.10.07 00:00buy1470.011.03020.00000.0000
2932013.10.07 00:01close1460.011.03030.00000.0000-1.44856.51
2942013.10.07 08:51close1470.011.03130.00000.00001.07857.58
2952013.10.09 00:00sell1480.011.03690.00000.0000
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2972013.10.09 01:09sell1490.011.03520.00000.0000
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3002013.10.11 19:44close1490.011.03640.00000.0000-1.13860.33
3012013.10.14 05:01buy1510.011.03600.00000.0000
3022013.10.15 17:30close1510.011.03710.00000.00001.01861.34
3032013.10.16 04:00sell1520.011.03810.00000.0000
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3052013.10.16 10:00sell1530.011.03730.00000.0000
3062013.10.16 15:26close1530.011.03620.00000.00001.06863.46
3072013.10.16 15:28sell1540.011.03580.00000.0000
3082013.10.16 17:09close1540.011.03460.00000.00001.16864.62
3092013.10.17 10:00buy1550.011.03010.00000.0000
3102013.10.17 15:02close1550.011.03120.00000.00001.07865.69
3112013.10.17 15:02buy1560.011.03140.00000.0000
3122013.10.21 11:00sell1570.011.02950.00000.0000
3132013.10.21 11:03close1560.011.02950.00000.0000-1.95863.74
3142013.10.22 16:08close1570.011.02820.00000.00001.27865.01
3152013.10.22 17:00sell1580.011.02850.00000.0000
3162013.10.24 17:00sell1590.011.04290.00000.0000
3172013.10.25 06:00buy1600.011.04170.00000.0000
3182013.10.25 06:01close1590.011.04140.00000.00001.45866.46
3192013.10.25 06:01close1580.011.04140.00000.0000-12.35854.10
3202013.10.25 08:52close1600.011.04280.00000.00001.05855.15
3212013.10.25 08:53buy1610.011.04300.00000.0000
3222013.10.25 10:09close1610.011.04410.00000.00001.05856.20
3232013.10.25 10:09buy1620.011.04430.00000.0000
3242013.10.25 11:40close1620.011.04540.00000.00001.05857.25
3252013.10.25 11:40buy1630.011.04580.00000.0000
3262013.10.29 02:01sell1640.011.04450.00000.0000
3272013.10.29 02:05close1630.011.04460.00000.0000-1.25856.01
3282013.10.29 07:58close1640.011.04340.00000.00001.05857.06
3292013.10.29 08:00sell1650.011.04300.00000.0000
3302013.10.30 00:00sell1660.011.04660.00000.0000
3312013.10.31 13:33close1660.011.04420.00000.00002.32859.38
3322013.10.31 13:33close1650.011.04420.00000.0000-1.12858.26