Символ | EURGBP (Euro vs Great Britain Pound ) | ||||
Период | 4 Часа (H4) 2016.01.04 00:00 - 2016.08.29 20:00 (2016.01.01 - 2016.08.30) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | TimeStart="2:00"; TimeStop="12:00"; StopLoss=20; TakeProfit=35; Lot=0.01; Otstup=5; Min_channal=18; Max_channal=40; MA_Period=23; MA_Otstup=15; Magic=2233232; | ||||
Баров в истории | 2028 | Смоделировано тиков | 12876893 | Качество моделирования | 60.88% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 10000.00 | Спред | Текущий (23) | ||
Чистая прибыль | -5.33 | Общая прибыль | 43.14 | Общий убыток | -48.47 |
Прибыльность | 0.89 | Матожидание выигрыша | -0.19 | ||
Абсолютная просадка | 15.65 | Максимальная просадка | 20.89 (0.21%) | Относительная просадка | 0.21% (20.89) |
Всего сделок | 28 | Короткие позиции (% выигравших) | 5 (60.00%) | Длинные позиции (% выигравших) | 23 (26.09%) |
Прибыльные сделки (% от всех) | 9 (32.14%) | Убыточные сделки (% от всех) | 19 (67.86%) | ||
Самая большая | прибыльная сделка | 5.25 | убыточная сделка | -2.62 | |
Средняя | прибыльная сделка | 4.79 | убыточная сделка | -2.55 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 2 (9.83) | непрерывных проигрышей (убыток) | 5 (-13.10) | |
Макс. | непрерывная прибыль (число выигрышей) | 9.83 (2) | непрерывный убыток (число проигрышей) | -13.10 (5) | |
Средний | непрерывный выигрыш | 1 | непрерывный проигрыш | 3 |
№ | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2016.01.08 02:00 | buy stop | 1 | 0.01 | 0.74877 | 0.74677 | 0.75227 | ||
2 | 2016.01.08 12:00 | delete | 1 | 0.01 | 0.74877 | 0.74677 | 0.75227 | ||
3 | 2016.01.12 02:00 | buy stop | 2 | 0.01 | 0.74956 | 0.74756 | 0.75306 | ||
4 | 2016.01.12 07:25 | buy | 2 | 0.01 | 0.74956 | 0.74756 | 0.75306 | ||
5 | 2016.01.12 11:23 | s/l | 2 | 0.01 | 0.74756 | 0.74756 | 0.75306 | -2.62 | 9997.38 |
6 | 2016.01.13 02:00 | buy stop | 3 | 0.01 | 0.75370 | 0.75170 | 0.75720 | ||
7 | 2016.01.13 12:00 | delete | 3 | 0.01 | 0.75370 | 0.75170 | 0.75720 | ||
8 | 2016.01.18 02:00 | buy stop | 4 | 0.01 | 0.76826 | 0.76626 | 0.77176 | ||
9 | 2016.01.18 12:00 | delete | 4 | 0.01 | 0.76826 | 0.76626 | 0.77176 | ||
10 | 2016.01.19 02:00 | buy stop | 5 | 0.01 | 0.76574 | 0.76374 | 0.76924 | ||
11 | 2016.01.19 04:37 | buy | 5 | 0.01 | 0.76574 | 0.76374 | 0.76924 | ||
12 | 2016.01.19 06:08 | s/l | 5 | 0.01 | 0.76374 | 0.76374 | 0.76924 | -2.62 | 9994.76 |
13 | 2016.01.20 02:00 | buy stop | 6 | 0.01 | 0.77135 | 0.76935 | 0.77485 | ||
14 | 2016.01.20 03:06 | buy | 6 | 0.01 | 0.77135 | 0.76935 | 0.77485 | ||
15 | 2016.01.20 10:27 | t/p | 6 | 0.01 | 0.77485 | 0.76935 | 0.77485 | 4.59 | 9999.35 |
16 | 2016.01.21 02:00 | buy stop | 7 | 0.01 | 0.77122 | 0.76922 | 0.77472 | ||
17 | 2016.01.21 02:00 | buy stop | 8 | 0.01 | 0.77122 | 0.76922 | 0.77472 | ||
18 | 2016.01.21 09:37 | buy | 7 | 0.01 | 0.77122 | 0.76922 | 0.77472 | ||
19 | 2016.01.21 09:37 | buy | 8 | 0.01 | 0.77122 | 0.76922 | 0.77472 | ||
20 | 2016.01.21 09:56 | s/l | 7 | 0.01 | 0.76922 | 0.76922 | 0.77472 | -2.62 | 9996.73 |
21 | 2016.01.21 09:56 | s/l | 8 | 0.01 | 0.76922 | 0.76922 | 0.77472 | -2.62 | 9994.11 |
22 | 2016.01.26 02:00 | sell stop | 9 | 0.01 | 0.75958 | 0.76108 | 0.75558 | ||
23 | 2016.01.26 02:00 | sell stop | 10 | 0.01 | 0.75958 | 0.76108 | 0.75558 | ||
24 | 2016.01.26 12:00 | delete | 9 | 0.01 | 0.75958 | 0.76108 | 0.75558 | ||
25 | 2016.01.26 12:00 | delete | 10 | 0.01 | 0.75958 | 0.76108 | 0.75558 | ||
26 | 2016.01.27 02:00 | sell stop | 11 | 0.01 | 0.75519 | 0.75669 | 0.75119 | ||
27 | 2016.01.27 12:00 | delete | 11 | 0.01 | 0.75519 | 0.75669 | 0.75119 | ||
28 | 2016.02.02 02:00 | sell stop | 12 | 0.01 | 0.75400 | 0.75550 | 0.75000 | ||
29 | 2016.02.02 02:00 | sell stop | 13 | 0.01 | 0.75400 | 0.75550 | 0.75000 | ||
30 | 2016.02.02 12:00 | delete | 12 | 0.01 | 0.75400 | 0.75550 | 0.75000 | ||
31 | 2016.02.02 12:00 | delete | 13 | 0.01 | 0.75400 | 0.75550 | 0.75000 | ||
32 | 2016.02.08 02:00 | buy stop | 14 | 0.01 | 0.77078 | 0.76878 | 0.77428 | ||
33 | 2016.02.08 02:00 | buy stop | 15 | 0.01 | 0.77078 | 0.76878 | 0.77428 | ||
34 | 2016.02.08 11:16 | buy | 14 | 0.01 | 0.77078 | 0.76878 | 0.77428 | ||
35 | 2016.02.08 11:16 | buy | 15 | 0.01 | 0.77078 | 0.76878 | 0.77428 | ||
36 | 2016.02.08 17:42 | t/p | 14 | 0.01 | 0.77428 | 0.76878 | 0.77428 | 4.59 | 9998.70 |
37 | 2016.02.08 17:42 | t/p | 15 | 0.01 | 0.77428 | 0.76878 | 0.77428 | 4.59 | 10003.29 |
38 | 2016.02.09 02:00 | buy stop | 16 | 0.01 | 0.77711 | 0.77511 | 0.78061 | ||
39 | 2016.02.09 04:36 | buy | 16 | 0.01 | 0.77711 | 0.77511 | 0.78061 | ||
40 | 2016.02.09 09:55 | s/l | 16 | 0.01 | 0.77511 | 0.77511 | 0.78061 | -2.62 | 10000.67 |
41 | 2016.02.10 02:00 | buy stop | 17 | 0.01 | 0.78266 | 0.78066 | 0.78616 | ||
42 | 2016.02.10 12:00 | delete | 17 | 0.01 | 0.78266 | 0.78066 | 0.78616 | ||
43 | 2016.02.25 02:00 | buy stop | 18 | 0.01 | 0.79285 | 0.79085 | 0.79635 | ||
44 | 2016.02.25 02:00 | buy stop | 19 | 0.01 | 0.79285 | 0.79085 | 0.79635 | ||
45 | 2016.02.25 09:25 | buy | 18 | 0.01 | 0.79285 | 0.79085 | 0.79635 | ||
46 | 2016.02.25 09:25 | buy | 19 | 0.01 | 0.79285 | 0.79085 | 0.79635 | ||
47 | 2016.02.25 10:02 | s/l | 18 | 0.01 | 0.79085 | 0.79085 | 0.79635 | -2.62 | 9998.05 |
48 | 2016.02.25 10:02 | s/l | 19 | 0.01 | 0.79085 | 0.79085 | 0.79635 | -2.62 | 9995.43 |
49 | 2016.02.26 02:00 | buy stop | 20 | 0.01 | 0.79186 | 0.78986 | 0.79536 | ||
50 | 2016.02.26 02:00 | buy stop | 21 | 0.01 | 0.79186 | 0.78986 | 0.79536 | ||
51 | 2016.02.26 07:56 | buy | 20 | 0.01 | 0.79186 | 0.78986 | 0.79536 | ||
52 | 2016.02.26 07:56 | buy | 21 | 0.01 | 0.79186 | 0.78986 | 0.79536 | ||
53 | 2016.02.26 10:03 | s/l | 20 | 0.01 | 0.78986 | 0.78986 | 0.79536 | -2.62 | 9992.81 |
54 | 2016.02.26 10:03 | s/l | 21 | 0.01 | 0.78986 | 0.78986 | 0.79536 | -2.62 | 9990.19 |
55 | 2016.03.01 02:00 | sell stop | 22 | 0.01 | 0.78003 | 0.78153 | 0.77603 | ||
56 | 2016.03.01 09:08 | sell | 22 | 0.01 | 0.78003 | 0.78153 | 0.77603 | ||
57 | 2016.03.01 12:28 | t/p | 22 | 0.01 | 0.77603 | 0.78153 | 0.77603 | 5.25 | 9995.44 |
58 | 2016.03.02 02:00 | sell stop | 23 | 0.01 | 0.77711 | 0.77861 | 0.77311 | ||
59 | 2016.03.02 08:03 | sell | 23 | 0.01 | 0.77711 | 0.77861 | 0.77311 | ||
60 | 2016.03.02 10:12 | s/l | 23 | 0.01 | 0.77861 | 0.77861 | 0.77311 | -1.96 | 9993.48 |
61 | 2016.03.04 02:00 | sell stop | 24 | 0.01 | 0.77190 | 0.77340 | 0.76790 | ||
62 | 2016.03.04 12:00 | delete | 24 | 0.01 | 0.77190 | 0.77340 | 0.76790 | ||
63 | 2016.03.11 02:00 | buy stop | 25 | 0.01 | 0.78522 | 0.78322 | 0.78872 | ||
64 | 2016.03.11 02:00 | buy stop | 26 | 0.01 | 0.78522 | 0.78322 | 0.78872 | ||
65 | 2016.03.11 12:00 | delete | 25 | 0.01 | 0.78522 | 0.78322 | 0.78872 | ||
66 | 2016.03.11 12:00 | delete | 26 | 0.01 | 0.78522 | 0.78322 | 0.78872 | ||
67 | 2016.03.16 02:00 | buy stop | 27 | 0.01 | 0.78655 | 0.78455 | 0.79005 | ||
68 | 2016.03.16 10:03 | buy | 27 | 0.01 | 0.78655 | 0.78455 | 0.79005 | ||
69 | 2016.03.16 11:16 | s/l | 27 | 0.01 | 0.78455 | 0.78455 | 0.79005 | -2.62 | 9990.86 |
70 | 2016.03.17 02:00 | buy stop | 28 | 0.01 | 0.78839 | 0.78639 | 0.79189 | ||
71 | 2016.03.17 07:58 | buy | 28 | 0.01 | 0.78839 | 0.78639 | 0.79189 | ||
72 | 2016.03.17 15:08 | s/l | 28 | 0.01 | 0.78639 | 0.78639 | 0.79189 | -2.62 | 9988.24 |
73 | 2016.03.23 02:00 | buy stop | 29 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
74 | 2016.03.23 12:00 | delete | 29 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
75 | 2016.03.30 02:00 | sell stop | 30 | 0.01 | 0.78331 | 0.78481 | 0.77931 | ||
76 | 2016.03.30 12:00 | delete | 30 | 0.01 | 0.78331 | 0.78481 | 0.77931 | ||
77 | 2016.04.01 02:00 | buy stop | 31 | 0.01 | 0.79310 | 0.79110 | 0.79660 | ||
78 | 2016.04.01 04:48 | buy | 31 | 0.01 | 0.79310 | 0.79110 | 0.79660 | ||
79 | 2016.04.01 12:47 | t/p | 31 | 0.01 | 0.79660 | 0.79110 | 0.79660 | 4.59 | 9992.83 |
80 | 2016.04.07 02:00 | buy stop | 32 | 0.01 | 0.80865 | 0.80665 | 0.81215 | ||
81 | 2016.04.07 09:30 | buy | 32 | 0.01 | 0.80865 | 0.80665 | 0.81215 | ||
82 | 2016.04.07 16:03 | s/l | 32 | 0.01 | 0.80665 | 0.80665 | 0.81215 | -2.62 | 9990.21 |
83 | 2016.04.19 02:00 | sell stop | 33 | 0.01 | 0.79124 | 0.79274 | 0.78724 | ||
84 | 2016.04.19 02:43 | sell | 33 | 0.01 | 0.79124 | 0.79274 | 0.78724 | ||
85 | 2016.04.20 02:00 | sell stop | 34 | 0.01 | 0.78852 | 0.79002 | 0.78452 | ||
86 | 2016.04.20 12:00 | delete | 34 | 0.01 | 0.78852 | 0.79002 | 0.78452 | ||
87 | 2016.04.20 17:33 | t/p | 33 | 0.01 | 0.78724 | 0.79274 | 0.78724 | 5.12 | 9995.33 |
88 | 2016.04.21 02:00 | sell stop | 35 | 0.01 | 0.78626 | 0.78776 | 0.78226 | ||
89 | 2016.04.21 12:00 | delete | 35 | 0.01 | 0.78626 | 0.78776 | 0.78226 | ||
90 | 2016.05.20 02:00 | sell stop | 36 | 0.01 | 0.76547 | 0.76697 | 0.76147 | ||
91 | 2016.05.20 12:00 | delete | 36 | 0.01 | 0.76547 | 0.76697 | 0.76147 | ||
92 | 2016.05.26 02:00 | sell stop | 37 | 0.01 | 0.75773 | 0.75923 | 0.75373 | ||
93 | 2016.05.26 12:00 | delete | 37 | 0.01 | 0.75773 | 0.75923 | 0.75373 | ||
94 | 2016.06.01 02:00 | buy stop | 38 | 0.01 | 0.77004 | 0.76804 | 0.77354 | ||
95 | 2016.06.01 09:48 | buy | 38 | 0.01 | 0.77004 | 0.76804 | 0.77354 | ||
96 | 2016.06.01 10:01 | s/l | 38 | 0.01 | 0.76804 | 0.76804 | 0.77354 | -2.62 | 9992.71 |
97 | 2016.06.02 02:00 | buy stop | 39 | 0.01 | 0.77716 | 0.77516 | 0.78066 | ||
98 | 2016.06.02 05:22 | buy | 39 | 0.01 | 0.77716 | 0.77516 | 0.78066 | ||
99 | 2016.06.02 10:01 | s/l | 39 | 0.01 | 0.77516 | 0.77516 | 0.78066 | -2.62 | 9990.09 |
100 | 2016.06.07 02:00 | buy stop | 40 | 0.01 | 0.78768 | 0.78568 | 0.79118 | ||
101 | 2016.06.07 12:00 | delete | 40 | 0.01 | 0.78768 | 0.78568 | 0.79118 | ||
102 | 2016.06.15 02:00 | buy stop | 41 | 0.01 | 0.79536 | 0.79336 | 0.79886 | ||
103 | 2016.06.15 12:00 | delete | 41 | 0.01 | 0.79536 | 0.79336 | 0.79886 | ||
104 | 2016.06.17 02:00 | sell stop | 42 | 0.01 | 0.78874 | 0.79024 | 0.78474 | ||
105 | 2016.06.17 02:57 | sell | 42 | 0.01 | 0.78874 | 0.79024 | 0.78474 | ||
106 | 2016.06.17 05:19 | s/l | 42 | 0.01 | 0.79024 | 0.79024 | 0.78474 | -1.97 | 9988.12 |
107 | 2016.06.29 02:00 | buy stop | 43 | 0.01 | 0.83133 | 0.82933 | 0.83483 | ||
108 | 2016.06.29 03:53 | buy | 43 | 0.01 | 0.83133 | 0.82933 | 0.83483 | ||
109 | 2016.06.29 08:31 | s/l | 43 | 0.01 | 0.82933 | 0.82933 | 0.83483 | -2.62 | 9985.50 |
110 | 2016.07.04 02:00 | buy stop | 44 | 0.01 | 0.84090 | 0.83890 | 0.84440 | ||
111 | 2016.07.04 12:00 | delete | 44 | 0.01 | 0.84090 | 0.83890 | 0.84440 | ||
112 | 2016.07.08 02:00 | buy stop | 45 | 0.01 | 0.85874 | 0.85674 | 0.86224 | ||
113 | 2016.07.08 12:00 | delete | 45 | 0.01 | 0.85874 | 0.85674 | 0.86224 | ||
114 | 2016.07.12 02:00 | sell stop | 46 | 0.01 | 0.85003 | 0.85153 | 0.84603 | ||
115 | 2016.07.12 03:48 | sell | 46 | 0.01 | 0.85003 | 0.85153 | 0.84603 | ||
116 | 2016.07.12 10:09 | t/p | 46 | 0.01 | 0.84603 | 0.85153 | 0.84603 | 5.24 | 9990.74 |
117 | 2016.07.20 02:00 | buy stop | 47 | 0.01 | 0.84312 | 0.84112 | 0.84662 | ||
118 | 2016.07.20 12:00 | delete | 47 | 0.01 | 0.84312 | 0.84112 | 0.84662 | ||
119 | 2016.07.29 02:00 | buy stop | 48 | 0.01 | 0.84334 | 0.84134 | 0.84684 | ||
120 | 2016.07.29 11:59 | buy | 48 | 0.01 | 0.84334 | 0.84134 | 0.84684 | ||
121 | 2016.07.29 16:55 | t/p | 48 | 0.01 | 0.84684 | 0.84134 | 0.84684 | 4.59 | 9995.33 |
122 | 2016.08.01 02:00 | buy stop | 49 | 0.01 | 0.84596 | 0.84396 | 0.84946 | ||
123 | 2016.08.01 02:00 | buy stop | 50 | 0.01 | 0.84596 | 0.84396 | 0.84946 | ||
124 | 2016.08.01 02:03 | buy | 49 | 0.01 | 0.84596 | 0.84396 | 0.84946 | ||
125 | 2016.08.01 02:03 | buy | 50 | 0.01 | 0.84596 | 0.84396 | 0.84946 | ||
126 | 2016.08.01 04:11 | s/l | 49 | 0.01 | 0.84396 | 0.84396 | 0.84946 | -2.62 | 9992.71 |
127 | 2016.08.01 04:11 | s/l | 50 | 0.01 | 0.84396 | 0.84396 | 0.84946 | -2.62 | 9990.09 |
128 | 2016.08.05 02:00 | buy stop | 51 | 0.01 | 0.84993 | 0.84793 | 0.85343 | ||
129 | 2016.08.05 12:00 | delete | 51 | 0.01 | 0.84993 | 0.84793 | 0.85343 | ||
130 | 2016.08.10 02:00 | buy stop | 52 | 0.01 | 0.85563 | 0.85363 | 0.85913 | ||
131 | 2016.08.10 10:27 | buy | 52 | 0.01 | 0.85563 | 0.85363 | 0.85913 | ||
132 | 2016.08.10 18:15 | t/p | 52 | 0.01 | 0.85913 | 0.85363 | 0.85913 | 4.58 | 9994.67 |
133 | 2016.08.19 02:00 | sell stop | 53 | 0.01 | 0.86128 | 0.86278 | 0.85728 | ||
134 | 2016.08.19 12:00 | delete | 53 | 0.01 | 0.86128 | 0.86278 | 0.85728 |