Strategy Tester Report
FT_EMA_Bands_RSI
MetaQuotes-Demo (Build 950)

СимволCADCHF (Canadian Dollar vs Swiss Franc)
Период1 Час (H1) 2013.01.01 23:00 - 2016.02.01 23:59 (2013.01.01 - 2016.02.02)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыEMA1_Period=5; EMA2_Period=21; FastEMA=10; SlowEMA=20; SignalEMA=1; MAofSignalPer=7; PeriodRSI=14;
Баров в истории19222Смоделировано тиков37422Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (45)
Чистая прибыль1218.78Общая прибыль8280.01Общий убыток-7061.23
Прибыльность1.17Матожидание выигрыша7.86
Абсолютная просадка445.87Максимальная просадка734.17 (6.31%)Относительная просадка6.31% (734.17)
Всего сделок155Короткие позиции (% выигравших)89 (37.08%)Длинные позиции (% выигравших)66 (34.85%)
Прибыльные сделки (% от всех)56 (36.13%)Убыточные сделки (% от всех)99 (63.87%)
Самая большаяприбыльная сделка593.71убыточная сделка-162.39
Средняяприбыльная сделка147.86убыточная сделка-71.33
Максимальное количествонепрерывных выигрышей (прибыль)3 (423.41)непрерывных проигрышей (убыток)7 (-554.20)
Макс.непрерывная прибыль (число выигрышей)661.68 (2)непрерывный убыток (число проигрышей)-572.90 (6)
Среднийнепрерывный выигрыш1непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 06:00buy10.100.938610.935100.94518
22013.01.07 18:00s/l10.100.935100.935100.94518-34.439965.57
32013.01.09 16:00buy20.100.939790.935360.94820
42013.01.10 12:00s/l20.100.935360.935360.94820-43.439922.14
52013.01.10 15:00sell30.100.932150.938740.91987
62013.01.14 21:00buy40.100.936950.926060.95828
72013.01.15 03:00s/l30.100.938740.938740.91987-64.749857.40
82013.01.23 17:00sell50.100.929740.939490.91114
92013.01.24 18:00s/l40.100.926060.926060.95828-106.739750.67
102013.01.30 16:00t/p50.100.911140.939490.91114182.119932.78
112013.02.01 11:00sell60.100.904730.913400.88829
122013.02.04 11:00s/l60.100.913400.913400.88829-85.069847.72
132013.02.04 12:00buy70.100.914700.902290.93907
142013.02.11 11:00sell80.100.909970.921500.88781
152013.02.14 11:00s/l80.100.921500.921500.88781-113.269734.46
162013.02.25 11:00sell90.100.905400.915210.88668
172013.03.01 16:00s/l90.100.915210.915210.88668-96.449638.02
182013.03.15 14:00sell100.100.920740.926870.90938
192013.03.18 12:00s/l100.100.926870.926870.90938-60.159577.87
202013.03.19 14:00sell110.100.921130.926870.91055
212013.03.21 13:00s/l110.100.926870.926870.91055-56.449521.43
222013.03.27 21:00t/p70.100.939070.902290.93907239.369760.79
232013.03.28 17:00sell120.100.931950.938960.91883
242013.04.02 15:00buy130.100.935830.929710.94762
252013.04.04 20:00s/l130.100.929710.929710.94762-59.999700.80
262013.04.05 15:00t/p120.100.918830.938960.91883128.339829.12
272013.04.09 03:00sell140.100.916930.920120.91145
282013.04.09 09:00s/l140.100.920120.920120.91145-31.289797.84
292013.04.09 21:00sell150.100.917310.921840.90915
302013.04.11 11:00s/l150.100.921840.921840.90915-44.589753.26
312013.04.11 11:00buy160.100.921960.915720.93399
322013.04.12 17:00sell170.100.916650.921800.90725
332013.04.12 18:00s/l160.100.915720.915720.93399-61.199692.07
342013.04.16 14:00t/p170.100.907250.921800.9072592.109784.17
352013.04.19 16:00sell180.100.905510.910240.89695
362013.04.22 00:00s/l180.100.910240.910240.89695-46.429737.75
372013.04.23 12:00buy190.100.915720.908240.93023
382013.05.01 16:00sell200.100.918460.925000.90628
392013.05.02 16:00s/l200.100.925000.925000.90628-64.259673.50
402013.05.06 17:00t/p190.100.930230.908240.93023142.409815.90
412013.05.07 10:00buy210.100.931570.927570.93912
422013.05.09 20:00t/p210.100.939120.927570.9391274.089889.98
432013.05.14 20:00buy220.100.949370.941440.96478
442013.05.17 12:00s/l220.100.941440.941440.96478-77.759812.23
452013.05.17 12:00sell230.100.941430.953240.91871
462013.05.28 10:00buy240.100.937850.929050.95500
472013.05.29 14:00s/l240.100.929050.929050.95500-86.299725.94
482013.06.03 18:00t/p230.100.918710.953240.91871222.199948.12
492013.06.06 15:00sell250.100.910530.913550.90539
502013.06.06 19:00t/p250.100.905390.913550.9053950.409998.52
512013.06.07 16:00buy260.100.916800.900240.94947
522013.06.11 11:00sell270.100.909380.923440.88216
532013.06.12 18:00s/l260.100.900240.900240.94947-162.399836.13
542013.06.26 12:00buy280.100.898090.884610.92460
552013.07.09 17:00s/l270.100.923440.923440.88216-139.009697.14
562013.07.09 18:00t/p280.100.924600.884610.92460260.099957.23
572013.07.10 14:00buy290.100.923320.920290.92893
582013.07.10 17:00s/l290.100.920290.920290.92893-29.719927.52
592013.07.10 23:00sell300.100.915100.925620.89496
602013.07.18 17:00buy310.100.910780.899180.93353
612013.07.31 11:00s/l310.100.899180.899180.93353-113.699813.82
622013.08.02 17:00t/p300.100.894960.925620.89496196.4910010.31
632013.08.05 17:00sell320.100.895610.897790.89215
642013.08.06 17:00t/p320.100.892150.897790.8921533.8910044.20
652013.08.08 19:00buy330.100.891980.882980.90953
662013.08.16 15:00sell340.100.893320.900890.87908
672013.08.20 15:00s/l330.100.882980.882980.90953-88.209956.00
682013.08.22 18:00t/p340.100.879080.900890.87908139.3910095.39
692013.08.26 02:00sell350.100.876690.885120.86073
702013.08.29 09:00buy360.100.883420.872170.90547
712013.08.29 13:00s/l350.100.885120.885120.86073-82.8610012.53
722013.09.06 15:00t/p360.100.905470.872170.90547216.3110228.84
732013.09.10 13:00buy370.100.903070.897160.91444
742013.09.16 00:00s/l370.100.897160.897160.91444-57.9210170.92
752013.09.17 17:00buy380.100.901960.896230.91297
762013.09.18 20:00s/l380.100.896230.896230.91297-56.1810114.74
772013.09.18 21:00sell390.100.894740.902500.88012
782013.09.27 11:00t/p390.100.880120.902500.88012142.9210257.66
792013.09.30 20:00sell400.100.878270.880510.87469
802013.10.01 09:00t/p400.100.874690.880510.8746935.0610292.72
812013.10.01 16:00sell410.100.877690.878320.87733
822013.10.01 17:00s/l410.100.878320.878320.87733-6.1710286.55
832013.10.01 23:00sell420.100.876820.879190.87298
842013.10.02 15:00t/p420.100.872980.879190.8729837.6210324.17
852013.10.04 16:00buy430.100.875380.869380.88693
862013.10.08 23:00sell440.100.871570.878010.85959
872013.10.09 12:00s/l440.100.878010.878010.85959-63.1810260.99
882013.10.17 16:00sell450.100.875330.886640.85361
892013.10.22 19:00s/l430.100.869380.869380.88693-58.7310202.26
902013.10.25 10:00t/p450.100.853610.886640.85361212.6710414.92
912013.10.25 18:00sell460.100.855420.858930.84930
922013.10.29 09:00s/l460.100.858930.858930.84930-34.5010380.42
932013.10.29 11:00buy470.100.860430.852700.87544
942013.11.01 21:00t/p470.100.875440.852700.87544147.2410527.67
952013.11.06 01:00buy480.100.874540.871450.88027
962013.11.07 14:00t/p480.100.880270.871450.8802756.2210583.89
972013.11.08 04:00buy490.100.878200.874040.88607
982013.11.08 15:00s/l490.100.874040.874040.88607-40.8010543.09
992013.11.12 15:00sell500.100.874010.879390.86415
1002013.11.20 17:00buy510.100.875940.868130.89111
1012013.11.20 21:00s/l500.100.879390.879390.86415-53.0810490.01
1022013.11.21 18:00sell520.100.870430.879450.85329
1032013.11.21 23:00s/l510.100.868130.868130.89111-76.5710413.44
1042013.11.29 19:00t/p520.100.853290.879450.85329167.7510581.19
1052013.12.03 10:00sell530.100.852170.856420.84457
1062013.12.04 19:00t/p530.100.844570.856420.8445774.4810655.67
1072013.12.05 15:00sell540.100.844750.848690.83777
1082013.12.06 21:00t/p540.100.837770.848690.8377768.4110724.08
1092013.12.11 18:00sell550.100.834870.838570.82837
1102013.12.12 08:00s/l550.100.838570.838570.82837-36.4110687.67
1112013.12.12 20:00sell560.100.836510.840930.82857
1122013.12.13 19:00s/l560.100.840930.840930.82857-43.3810644.29
1132013.12.16 15:00sell570.100.837530.841230.83103
1142013.12.19 20:00s/l570.100.841230.841230.83103-36.4810607.81
1152013.12.19 20:00buy580.100.842010.831000.86358
1162013.12.27 08:00sell590.100.838920.845460.82674
1172013.12.27 13:00s/l580.100.831000.831000.86358-107.9310499.88
1182013.12.27 13:00t/p590.100.826740.845460.82674119.4410619.32
1192013.12.31 12:00buy600.100.837470.829690.85258
1202014.01.03 19:00t/p600.100.852580.829690.85258148.2210767.54
1212014.01.08 03:00sell610.100.841570.849970.82567
1222014.01.10 17:00t/p610.100.825670.849970.82567155.7510923.29
1232014.01.13 23:00sell620.100.827430.831480.82023
1242014.01.15 15:00buy630.100.829970.823070.84332
1252014.01.15 17:00s/l620.100.831480.831480.82023-39.7910883.50
1262014.01.22 17:00s/l630.100.823070.823070.84332-67.6210815.88
1272014.01.22 17:00sell640.100.823430.831650.80789
1282014.01.23 19:00t/p640.100.807890.831650.80789152.2610968.14
1292014.01.27 22:00sell650.100.806910.813930.79377
1302014.01.30 15:00buy660.100.807170.799630.82180
1312014.01.31 18:00s/l650.100.813930.813930.79377-69.0710899.07
1322014.02.06 15:00sell670.100.809260.819500.78968
1332014.02.07 16:00s/l670.100.819500.819500.78968-100.4510798.62
1342014.02.11 02:00sell680.100.807580.815350.79294
1352014.02.11 20:00s/l680.100.815350.815350.79294-76.1910722.43
1362014.02.12 16:00t/p660.100.821800.799630.82180143.5710865.99
1372014.02.17 19:00buy690.100.814080.811170.81945
1382014.02.18 14:00s/l690.100.811170.811170.81945-28.5310837.46
1392014.02.18 16:00sell700.100.809860.815210.80006
1402014.02.20 08:00t/p700.100.800060.815210.8000695.9310933.39
1412014.02.20 15:00sell710.100.802500.805380.79764
1422014.02.21 10:00t/p710.100.797640.805380.7976447.6110981.00
1432014.02.24 16:00buy720.100.804020.796090.81943
1442014.02.27 18:00sell730.100.796510.801680.78707
1452014.02.28 11:00s/l720.100.796090.796090.81943-77.7310903.27
1462014.03.05 09:00s/l730.100.801680.801680.78707-50.8510852.42
1472014.03.05 12:00buy740.100.802250.795670.81496
1482014.03.07 09:00sell750.100.798220.805760.78404
1492014.03.07 15:00s/l740.100.795670.795670.81496-64.5010787.92
1502014.03.13 19:00buy760.100.791770.784320.80622
1512014.03.18 19:00s/l760.100.784320.784320.80622-73.0510714.87
1522014.03.18 21:00t/p750.100.784040.805760.78404138.6810853.55
1532014.03.24 08:00sell770.100.786350.790460.77903
1542014.03.24 13:00s/l770.100.790460.790460.77903-40.3010813.25
1552014.03.25 02:00sell780.100.786600.790540.77962
1562014.03.25 14:00s/l780.100.790540.790540.77962-38.6410774.61
1572014.03.25 15:00buy790.100.791180.785480.80213
1582014.03.27 18:00t/p790.100.802130.785480.80213107.4210882.03
1592014.04.01 23:00buy800.100.801730.797250.81024
1602014.04.03 17:00t/p800.100.810240.797250.8102483.4910965.51
1612014.04.08 13:00buy810.100.811530.806960.82022
1622014.04.09 16:00s/l810.100.806960.806960.82022-44.8110920.70
1632014.04.10 18:00sell820.100.802620.810830.78710
1642014.04.29 12:00buy830.100.801970.795580.81430
1652014.05.08 19:00s/l820.100.810830.810830.78710-81.6310839.07
1662014.05.09 09:00t/p830.100.814300.795580.81430121.0110960.09
1672014.05.13 15:00buy840.100.815990.811640.82424
1682014.05.20 16:00sell850.100.817570.821970.80967
1692014.05.22 19:00s/l850.100.821970.821970.80967-43.3010916.79
1702014.05.23 18:00t/p840.100.824240.811640.8242481.0010997.79
1712014.05.27 01:00buy860.100.824440.823140.82659
1722014.05.27 16:00t/p860.100.826590.823140.8265921.0811018.87
1732014.05.29 10:00buy870.100.827360.824960.83171
1742014.05.29 12:00s/l870.100.824960.824960.83171-23.5410995.33
1752014.05.30 17:00sell880.100.823090.829060.81205
1762014.06.05 15:00buy890.100.823880.817160.83687
1772014.06.05 17:00s/l890.100.817160.817160.83687-65.9110929.42
1782014.06.09 15:00buy900.100.820950.816330.82974
1792014.06.12 10:00s/l880.100.829060.829060.81205-59.0610870.36
1802014.06.12 12:00t/p900.100.829740.816330.8297486.2410956.60
1812014.06.13 18:00buy910.100.829120.825370.83617
1822014.06.18 16:00s/l910.100.825370.825370.83617-36.7610919.84
1832014.06.18 16:00sell920.100.825460.829360.81856
1842014.06.20 15:00s/l920.100.829360.829360.81856-38.4110881.43
1852014.06.20 15:00buy930.100.834000.824810.85193
1862014.06.30 18:00sell940.100.830530.836400.81969
1872014.07.02 11:00s/l940.100.836400.836400.81969-57.6410823.79
1882014.07.07 23:00sell950.100.836160.840910.82756
1892014.07.22 16:00s/l950.100.840910.840910.82756-47.1810776.61
1902014.07.25 18:00sell960.100.836390.840910.82825
1912014.08.08 15:00t/p960.100.828250.840910.8282579.2610855.86
1922014.08.08 17:00s/l930.100.824810.824810.85193-89.7910766.07
1932014.08.11 19:00buy970.100.830350.823600.84340
1942014.08.27 21:00t/p970.100.843400.823600.84340128.1010894.17
1952014.09.02 17:00sell980.100.841620.846440.83288
1962014.09.04 14:00s/l980.100.846440.846440.83288-47.4310846.74
1972014.09.04 14:00buy990.100.849960.841580.86627
1982014.09.08 18:00sell1000.100.852150.857670.84201
1992014.09.10 19:00s/l1000.100.857670.857670.84201-54.2010792.54
2002014.09.11 14:00sell1010.100.849650.857460.83493
2012014.09.12 19:00s/l990.100.841580.841580.86627-82.1310710.41
2022014.09.16 20:00buy1020.100.849430.843060.86172
2032014.09.19 15:00s/l1010.100.857460.857460.83493-76.9010633.51
2042014.09.22 23:00sell1030.100.850880.860920.83170
2052014.10.02 05:00s/l1030.100.860920.860920.83170-98.9310534.58
2062014.10.06 16:00t/p1020.100.861720.843060.86172120.6710655.25
2072014.10.08 17:00sell1040.100.853720.858720.84462
2082014.10.14 22:00t/p1040.100.844620.858720.8446288.9910744.24
2092014.10.20 16:00sell1050.100.837750.840880.83239
2102014.10.21 12:00s/l1050.100.840880.840880.83239-30.7410713.50
2112014.10.21 13:00buy1060.100.840900.834600.85305
2122014.10.27 16:00sell1070.100.844980.850930.83398
2132014.10.29 15:00s/l1070.100.850930.850930.83398-58.4210655.08
2142014.10.29 22:00t/p1060.100.853050.834600.85305119.2110774.29
2152014.11.03 04:00buy1080.100.856230.851020.86620
2162014.11.03 19:00s/l1080.100.851020.851020.86620-51.1010723.19
2172014.11.03 20:00sell1090.100.850570.858040.83653
2182014.11.06 22:00buy1100.100.852260.842620.87109
2192014.11.19 15:00s/l1100.100.842620.842620.87109-94.4610628.73
2202014.11.21 10:00buy1110.100.852850.841950.87420
2212014.11.21 13:00s/l1090.100.858040.858040.83653-74.0510554.67
2222014.11.24 21:00sell1120.100.855830.865620.83715
2232014.11.28 18:00s/l1110.100.841950.841950.87420-106.8510447.82
2242014.12.01 21:00buy1130.100.851240.841920.86943
2252014.12.10 18:00s/l1130.100.841920.841920.86943-91.3510356.47
2262014.12.12 11:00t/p1120.100.837150.865620.83715182.3710538.84
2272014.12.17 18:00buy1140.100.831390.819850.85402
2282014.12.31 13:00t/p1140.100.854020.819850.85402222.0410760.88
2292015.01.05 00:00sell1150.100.852700.859000.84100
2302015.01.05 01:00s/l1150.100.859000.859000.84100-61.7810699.10
2312015.01.06 20:00sell1160.100.852710.858270.84249
2322015.01.07 14:00s/l1160.100.858270.858270.84249-54.5610644.53
2332015.01.08 12:00buy1170.100.863080.850870.88705
2342015.01.09 23:00sell1180.100.854400.862040.84002
2352015.01.12 18:00s/l1170.100.850870.850870.88705-119.7410524.80
2362015.01.15 12:00t/p1180.100.840020.862040.84002140.7710665.57
2372015.01.20 16:00sell1190.100.722830.737640.69411
2382015.01.22 09:00t/p1190.100.694110.737640.69411281.4610947.03
2392015.01.26 17:00buy1200.100.719220.688740.77973
2402015.02.20 20:00sell1210.100.750920.765370.72292
2412015.02.25 15:00s/l1210.100.765370.765370.72292-141.8110805.22
2422015.03.05 12:00t/p1200.100.779730.688740.77973593.7111398.93
2432015.03.10 06:00buy1220.100.783190.779500.79012
2442015.03.10 18:00t/p1220.100.790120.779500.7901267.9711466.90
2452015.03.12 20:00buy1230.100.791790.776190.82254
2462015.03.13 18:00sell1240.100.784730.791480.77213
2472015.03.18 21:00s/l1230.100.776190.776190.82254-152.9711313.93
2482015.03.20 15:00t/p1240.100.772130.791480.77213123.2711437.20
2492015.03.23 12:00sell1250.100.775270.778610.76949
2502015.03.24 11:00t/p1250.100.769490.778610.7694956.6411493.84
2512015.03.26 01:00sell1260.100.765790.767750.76277
2522015.03.26 05:00s/l1260.100.767750.767750.76277-19.2211474.62
2532015.03.26 12:00sell1270.100.763880.768690.75516
2542015.03.26 16:00s/l1270.100.768690.768690.75516-47.1711427.45
2552015.03.27 18:00sell1280.100.761450.773820.73761
2562015.04.07 13:00buy1290.100.771160.758910.79521
2572015.04.08 14:00s/l1280.100.773820.773820.73761-121.7011305.74
2582015.04.21 20:00sell1300.100.775690.785730.75651
2592015.04.22 16:00s/l1300.100.785730.785730.75651-98.4811207.26
2602015.04.28 23:00t/p1290.100.795210.758910.79521236.0111443.28
2612015.04.29 18:00sell1310.100.783900.795780.76104
2622015.05.05 11:00buy1320.100.775820.763720.79957
2632015.05.06 17:00s/l1320.100.763720.763720.79957-118.6611324.62
2642015.05.06 20:00t/p1310.100.761040.795780.76104223.8811548.49
2652015.05.08 19:00buy1330.100.767590.751480.79936
2662015.05.12 13:00sell1340.100.765480.773410.75052
2672015.05.12 19:00s/l1340.100.773410.773410.75052-77.7611470.73
2682015.05.13 18:00sell1350.100.765610.775350.74703
2692015.05.29 16:00s/l1330.100.751480.751480.79936-157.8611312.88
2702015.06.04 12:00t/p1350.100.747030.775350.74703181.2311494.10
2712015.06.05 17:00buy1360.100.757460.742590.78675
2722015.06.09 11:00sell1370.100.745080.756500.72314
2732015.06.10 12:00s/l1370.100.756500.756500.72314-112.0211382.08
2742015.06.12 17:00sell1380.100.753500.761640.73812
2752015.06.29 01:00s/l1380.100.761640.761640.73812-80.4211301.66
2762015.06.29 18:00sell1390.100.750360.764800.72238
2772015.07.07 17:00s/l1360.100.742590.742590.78675-145.6311156.03
2782015.07.20 10:00buy1400.100.742650.736960.75358
2792015.07.22 17:00s/l1400.100.736960.736960.75358-55.7911100.24
2802015.07.28 15:00buy1410.100.743130.732620.76370
2812015.07.31 16:00s/l1410.100.732620.732620.76370-103.0510997.20
2822015.08.04 18:00buy1420.100.741470.733710.75654
2832015.08.20 10:00s/l1420.100.733710.733710.75654-75.9910921.21
2842015.08.21 19:00t/p1390.100.722380.764800.72238272.1511193.36
2852015.08.26 01:00sell1430.100.704500.716850.68070
2862015.08.27 00:00s/l1430.100.716850.716850.68070-121.2211072.14
2872015.08.27 00:00buy1440.100.718220.696780.76065
2882015.09.18 00:00sell1450.100.727730.737540.70901
2892015.09.23 12:00s/l1450.100.737540.737540.70901-96.3110975.83
2902015.09.23 22:00sell1460.100.732890.737760.72405
2912015.09.25 12:00s/l1460.100.737760.737760.72405-47.9210927.91
2922015.09.28 18:00sell1470.100.729000.736700.71450
2932015.10.01 13:00s/l1470.100.736700.736700.71450-75.7010852.21
2942015.10.02 18:00sell1480.100.733640.739820.72218
2952015.10.05 07:00s/l1480.100.739820.739820.72218-60.6410791.57
2962015.10.13 09:00sell1490.100.736390.745050.71997
2972015.10.23 10:00s/l1490.100.745050.745050.71997-85.4010706.16
2982015.11.12 17:00sell1500.100.753230.760050.74049
2992015.11.17 11:00s/l1500.100.760050.760050.74049-67.0010639.16
3002015.11.17 16:00t/p1440.100.760650.696780.76065416.6811055.84
3012015.11.20 21:00buy1510.100.764890.760680.77286
3022015.11.23 10:00s/l1510.100.760680.760680.77286-41.2811014.56
3032015.11.25 14:00buy1520.100.768180.762400.77929
3042015.12.02 22:00s/l1520.100.762400.762400.77929-56.6410957.92
3052015.12.03 13:00buy1530.100.768160.761680.78067
3062015.12.03 16:00s/l1530.100.761680.761680.78067-63.5510894.37
3072015.12.03 16:00sell1540.100.755720.769200.72966
3082015.12.08 16:00t/p1540.100.729660.769200.72966255.4211149.79
3092015.12.10 17:00sell1550.100.726750.730720.71971
3102015.12.11 17:00t/p1550.100.719710.730720.7197168.9911218.78