Strategy Tester Report
FT_3BB_RSI_Stohastic_MA
Gamma-Server (Build 451)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 2012.09.07 02:25 - 2013.02.26 15:49
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parametersb="тип входа"; enter=3; b1="Параметры BB"; bolinger_per=90; bolinger_deviation_yellow=3; r1="Фильтр по RSI"; RSIFilter=0; rsi_period=3; rsi_ur=85; r2="Фильтр по Stohastic"; StohasticFilter=1; stohastic_period=36; stohastic_ur=95; сx="Закрытие между линиями"; close_type=4; sf="Для теста по тикам"; shift=1; з2="Стандартные параметры"; EA_Magic=12354; InpLots=0.1; InpTakeProfit=200; InpStopLoss=200; onebuy=1;
Bars in test34503Ticks modelled68901Modelling qualityn/a
Mismatched charts errors0
Initial deposit300.00
Total net profit1801.49Gross profit2212.53Gross loss-411.04
Profit factor5.38Expected payoff39.16
Absolute drawdown152.10Maximal drawdown201.61 (13.28%)Relative drawdown50.70% (152.10)
Total trades46Short positions (won %)10 (60.00%)Long positions (won %)36 (83.33%)
Profit trades (% of total)36 (78.26%)Loss trades (% of total)10 (21.74%)
Largestprofit trade215.42loss trade-91.98
Averageprofit trade61.46loss trade-41.10
Maximumconsecutive wins (profit in money)9 (619.78)consecutive losses (loss in money)2 (-116.12)
Maximalconsecutive profit (count of wins)619.78 (9)consecutive loss (count of losses)-116.12 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.09.07 15:45buy10.1078.4010.0000.000
22012.09.07 15:45modify10.1078.40176.40180.401
32012.09.14 12:20sell20.1077.9150.0000.000
42012.09.14 12:20modify20.1077.91579.91575.915
52012.09.14 12:20close10.1077.91576.40180.401-62.17237.83
62012.09.17 04:05buy30.1078.3140.0000.000
72012.09.17 04:05modify30.1078.31476.31480.314
82012.09.17 16:05close30.1078.64876.31480.31442.47280.30
92012.09.18 03:20buy40.1078.6160.0000.000
102012.09.18 03:20modify40.1078.61676.61680.616
112012.09.18 21:25close40.1078.78676.61680.61621.58301.88
122012.09.19 04:05buy50.1078.6630.0000.000
132012.09.19 04:05modify50.1078.66376.66380.663
142012.09.24 17:15close20.1077.88079.91575.9154.01305.89
152012.10.03 15:15close50.1078.32076.66380.663-43.37262.52
162012.10.03 20:55buy60.1078.5100.0000.000
172012.10.03 20:55modify60.1078.51076.51080.510
182012.10.04 05:35sell70.1078.6490.0000.000
192012.10.04 05:35modify70.1078.64980.64976.649
202012.10.04 05:35close60.1078.64976.51080.51017.76280.28
212012.10.05 05:40buy80.1078.4300.0000.000
222012.10.05 05:40modify80.1078.43076.43080.430
232012.10.05 15:35close80.1078.75876.43080.43041.65321.93
242012.10.08 06:10buy90.1078.6110.0000.000
252012.10.08 06:10modify90.1078.61176.61180.611
262012.10.11 13:50close90.1078.35976.61180.611-32.01289.92
272012.10.11 19:05buy100.1078.4130.0000.000
282012.10.11 19:05modify100.1078.41376.41380.413
292012.10.17 03:05close70.1078.80980.64976.649-20.96268.96
302012.10.22 08:00close100.1079.55876.41380.413144.19413.15
312012.10.24 08:35buy110.1079.7720.0000.000
322012.10.24 08:35modify110.1079.77277.77281.772
332012.10.25 16:35sell120.1080.3150.0000.000
342012.10.25 16:35modify120.1080.31582.31578.315
352012.10.25 16:35close110.1080.31577.77281.77267.70480.85
362012.10.26 06:15buy130.1080.1310.0000.000
372012.10.26 06:15modify130.1080.13178.13182.131
382012.10.26 17:00close120.1079.57082.31578.31593.57574.42
392012.10.30 03:15close130.1079.92378.13182.131-25.97548.45
402012.10.31 03:50buy140.1079.5650.0000.000
412012.10.31 03:50modify140.1079.56577.56581.565
422012.11.02 14:35close140.1080.54877.56581.565122.16670.61
432012.11.02 20:50buy150.1080.3850.0000.000
442012.11.02 20:50modify150.1080.38578.38582.385
452012.11.14 08:30close150.1079.65078.38582.385-91.98578.63
462012.11.15 06:55sell160.1080.7940.0000.000
472012.11.15 06:55modify160.1080.79482.79478.794
482012.11.15 17:45buy170.1081.1500.0000.000
492012.11.15 17:45modify170.1081.15079.15083.150
502012.11.16 05:15close160.1080.98982.79478.794-24.14554.49
512012.11.19 22:00close170.1081.34479.15083.15023.91578.40
522012.11.20 04:45buy180.1081.2060.0000.000
532012.11.20 04:45modify180.1081.20679.20683.206
542012.11.21 02:15close180.1081.82679.20683.20675.80654.20
552012.11.22 06:10buy190.1082.4160.0000.000
562012.11.22 06:10modify190.1082.41680.41684.416
572012.11.22 10:40close190.1082.75180.41684.41640.48694.68
582012.11.23 02:00buy200.1082.3720.0000.000
592012.11.23 02:00modify200.1082.37280.37284.372
602012.11.26 02:00sell210.1082.5540.0000.000
612012.11.26 02:00modify210.1082.55484.55480.554
622012.11.26 02:00close200.1082.55480.37284.37222.08716.76
632012.11.26 23:50buy220.1082.0260.0000.000
642012.11.26 23:50modify220.1082.02680.02684.026
652012.11.27 07:15close220.1082.26780.02684.02629.32746.08
662012.11.27 12:30buy230.1082.0540.0000.000
672012.11.27 12:30modify230.1082.05480.05484.054
682012.11.28 03:35close210.1081.92784.55480.55476.41822.49
692012.11.30 03:40close230.1082.26980.05484.05426.28848.77
702012.11.30 03:45sell240.1082.3460.0000.000
712012.11.30 03:45modify240.1082.34684.34680.346
722012.11.30 17:05buy250.1082.5100.0000.000
732012.11.30 17:05modify250.1082.51080.51084.510
742012.12.04 09:55close240.1081.95684.34680.34647.47896.24
752012.12.05 04:45close250.1082.09680.51084.510-50.34845.90
762012.12.06 02:30buy260.1082.3680.0000.000
772012.12.06 02:30modify260.1082.36880.36884.368
782012.12.07 15:35close260.1082.70480.36884.36840.66886.56
792012.12.10 03:10buy270.1082.4710.0000.000
802012.12.10 03:10modify270.1082.47180.47184.471
812012.12.12 05:45close270.1082.65380.47184.47122.08908.64
822012.12.13 10:50buy280.1083.3950.0000.000
832012.12.13 10:50modify280.1083.39581.39585.395
842012.12.14 05:05close280.1083.86781.39585.39556.31964.95
852012.12.14 08:40buy290.1083.7480.0000.000
862012.12.14 08:40modify290.1083.74881.74885.748
872012.12.17 00:00close290.1084.32781.74885.74868.691033.64
882012.12.17 12:30buy300.1083.6450.0000.000
892012.12.17 12:30modify300.1083.64581.64585.645
902012.12.26 08:00close300.1085.31781.64585.645196.251229.89
912012.12.27 00:45buy310.1085.5170.0000.000
922012.12.27 00:45modify310.1085.51783.51787.517
932012.12.31 15:45close310.1086.31883.51787.51792.861322.75
942013.01.02 07:10sell320.1087.1220.0000.000
952013.01.02 07:10modify320.1087.12289.12285.122
962013.01.03 03:00buy330.1087.1840.0000.000
972013.01.03 03:00modify330.1087.18485.18489.184
982013.01.03 21:10close330.1087.31485.18489.18414.891337.64
992013.01.04 16:20buy340.1087.6780.0000.000
1002013.01.04 16:20modify340.1087.67885.67889.678
1012013.01.08 00:55close320.1087.41089.12285.122-33.311304.33
1022013.01.10 23:15close340.1088.60785.67889.678105.021409.35
1032013.01.11 04:10buy350.1088.8130.0000.000
1042013.01.11 04:10modify350.1088.81386.81390.813
1052013.01.14 00:30close350.1089.53186.81390.81380.231489.58
1062013.01.14 09:50buy360.1089.3570.0000.000
1072013.01.14 09:50modify360.1089.35787.35791.357
1082013.01.17 19:35close360.1089.83887.35791.35753.691543.27
1092013.01.25 11:15sell370.1090.8680.0000.000
1102013.01.25 11:15modify370.1090.86892.86888.868
1112013.01.29 01:25close370.1090.45192.86888.86845.981589.25
1122013.01.31 04:35buy380.1090.8460.0000.000
1132013.01.31 04:35modify380.1090.84688.84692.846
1142013.02.01 22:45t/p380.1092.84688.84692.846215.421804.67
1152013.02.04 20:45buy390.1092.3750.0000.000
1162013.02.04 20:45modify390.1092.37590.37594.375
1172013.02.05 11:15sell400.1092.8050.0000.000
1182013.02.05 11:15modify400.1092.80594.80590.805
1192013.02.05 11:15close390.1092.80590.37594.37546.361851.03
1202013.02.08 09:45buy410.1092.8860.0000.000
1212013.02.08 09:45modify410.1092.88690.88694.886
1222013.02.08 10:20close400.1092.31894.80590.80552.451903.48
1232013.02.11 10:45close410.1092.94490.88694.8866.271909.75
1242013.02.14 13:05buy420.1093.3650.0000.000
1252013.02.14 13:05modify420.1093.36591.36595.365
1262013.02.15 15:35sell430.1093.4990.0000.000
1272013.02.15 15:35modify430.1093.49995.49991.499
1282013.02.15 15:35close420.1093.49991.36595.36514.361924.11
1292013.02.15 21:15buy440.1093.3780.0000.000
1302013.02.15 21:15modify440.1093.37891.37895.378
1312013.02.19 01:50close430.1093.74995.49991.499-26.791897.32
1322013.02.20 21:05close440.1093.96391.37895.37862.351959.67
1332013.02.21 00:10buy450.1093.5190.0000.000
1342013.02.21 00:10modify450.1093.51991.51995.519
1352013.02.25 00:00close450.1094.41791.51995.51995.172054.84
1362013.02.26 09:20buy460.1091.5260.0000.000
1372013.02.26 09:20modify460.1091.52689.52693.526
1382013.02.26 15:49close at stop460.1091.95589.52693.52646.652101.49