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="9:00"; TimeStop="19:00"; Coeff=1.25; Lot=0.01; MA_Period=30; Magic=2233232; | ||||
Баров в истории | 2028 | Смоделировано тиков | 12876893 | Качество моделирования | 60.88% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 10000.00 | Спред | Текущий (22) | ||
Чистая прибыль | 86.43 | Общая прибыль | 171.90 | Общий убыток | -85.47 |
Прибыльность | 2.01 | Матожидание выигрыша | 2.06 | ||
Абсолютная просадка | 8.77 | Максимальная просадка | 38.81 (0.39%) | Относительная просадка | 0.39% (38.81) |
Всего сделок | 42 | Короткие позиции (% выигравших) | 12 (8.33%) | Длинные позиции (% выигравших) | 30 (70.00%) |
Прибыльные сделки (% от всех) | 22 (52.38%) | Убыточные сделки (% от всех) | 20 (47.62%) | ||
Самая большая | прибыльная сделка | 14.34 | убыточная сделка | -5.99 | |
Средняя | прибыльная сделка | 7.81 | убыточная сделка | -4.27 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 6 (44.64) | непрерывных проигрышей (убыток) | 7 (-28.61) | |
Макс. | непрерывная прибыль (число выигрышей) | 47.04 (4) | непрерывный убыток (число проигрышей) | -28.61 (7) | |
Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 3 |
№ | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2016.01.06 09:00 | sell stop | 1 | 0.01 | 0.73246 | 0.73459 | 0.72751 | ||
2 | 2016.01.06 09:00 | sell stop | 2 | 0.01 | 0.73246 | 0.73459 | 0.72751 | ||
3 | 2016.01.06 09:00 | sell stop | 3 | 0.01 | 0.73246 | 0.73459 | 0.72751 | ||
4 | 2016.01.06 09:05 | sell | 1 | 0.01 | 0.73246 | 0.73459 | 0.72751 | ||
5 | 2016.01.06 09:05 | sell | 2 | 0.01 | 0.73246 | 0.73459 | 0.72751 | ||
6 | 2016.01.06 09:05 | sell | 3 | 0.01 | 0.73246 | 0.73459 | 0.72751 | ||
7 | 2016.01.06 15:10 | s/l | 1 | 0.01 | 0.73459 | 0.73459 | 0.72751 | -2.79 | 9997.21 |
8 | 2016.01.06 15:10 | s/l | 2 | 0.01 | 0.73459 | 0.73459 | 0.72751 | -2.79 | 9994.42 |
9 | 2016.01.06 15:10 | s/l | 3 | 0.01 | 0.73459 | 0.73459 | 0.72751 | -2.79 | 9991.63 |
10 | 2016.01.07 09:00 | buy stop | 4 | 0.01 | 0.74064 | 0.73736 | 0.74557 | ||
11 | 2016.01.07 09:00 | buy stop | 5 | 0.01 | 0.74076 | 0.73748 | 0.74569 | ||
12 | 2016.01.07 10:52 | buy | 4 | 0.01 | 0.74064 | 0.73736 | 0.74557 | ||
13 | 2016.01.07 10:52 | buy | 5 | 0.01 | 0.74076 | 0.73748 | 0.74569 | ||
14 | 2016.01.07 12:31 | t/p | 4 | 0.01 | 0.74557 | 0.73736 | 0.74557 | 6.45 | 9998.08 |
15 | 2016.01.07 12:32 | t/p | 5 | 0.01 | 0.74569 | 0.73748 | 0.74569 | 6.45 | 10004.53 |
16 | 2016.01.12 09:00 | buy stop | 6 | 0.01 | 0.75075 | 0.74579 | 0.75819 | ||
17 | 2016.01.12 09:00 | buy stop | 7 | 0.01 | 0.75074 | 0.74578 | 0.75818 | ||
18 | 2016.01.12 10:02 | buy | 7 | 0.01 | 0.75074 | 0.74578 | 0.75818 | ||
19 | 2016.01.12 10:02 | buy | 6 | 0.01 | 0.75075 | 0.74579 | 0.75819 | ||
20 | 2016.01.14 11:02 | t/p | 7 | 0.01 | 0.75818 | 0.74578 | 0.75818 | 9.25 | 10013.78 |
21 | 2016.01.14 11:02 | t/p | 6 | 0.01 | 0.75819 | 0.74579 | 0.75819 | 9.25 | 10023.04 |
22 | 2016.01.19 09:00 | buy stop | 8 | 0.01 | 0.76716 | 0.76373 | 0.77231 | ||
23 | 2016.01.19 09:00 | buy stop | 9 | 0.01 | 0.76649 | 0.76306 | 0.77164 | ||
24 | 2016.01.19 16:33 | buy | 9 | 0.01 | 0.76649 | 0.76306 | 0.77164 | ||
25 | 2016.01.19 16:35 | buy | 8 | 0.01 | 0.76716 | 0.76373 | 0.77231 | ||
26 | 2016.01.20 03:30 | t/p | 9 | 0.01 | 0.77164 | 0.76306 | 0.77164 | 6.62 | 10029.66 |
27 | 2016.01.20 03:41 | t/p | 8 | 0.01 | 0.77231 | 0.76373 | 0.77231 | 6.62 | 10036.27 |
28 | 2016.02.09 09:00 | buy stop | 10 | 0.01 | 0.77940 | 0.77527 | 0.78560 | ||
29 | 2016.02.09 09:00 | buy stop | 11 | 0.01 | 0.77963 | 0.77550 | 0.78583 | ||
30 | 2016.02.09 09:00 | buy stop | 12 | 0.01 | 0.77963 | 0.77550 | 0.78583 | ||
31 | 2016.02.09 14:42 | buy | 10 | 0.01 | 0.77940 | 0.77527 | 0.78560 | ||
32 | 2016.02.09 14:43 | buy | 11 | 0.01 | 0.77963 | 0.77550 | 0.78583 | ||
33 | 2016.02.09 14:43 | buy | 12 | 0.01 | 0.77963 | 0.77550 | 0.78583 | ||
34 | 2016.02.10 12:36 | s/l | 11 | 0.01 | 0.77550 | 0.77550 | 0.78583 | -5.52 | 10030.75 |
35 | 2016.02.10 12:36 | s/l | 12 | 0.01 | 0.77550 | 0.77550 | 0.78583 | -5.52 | 10025.23 |
36 | 2016.02.10 12:37 | s/l | 10 | 0.01 | 0.77527 | 0.77527 | 0.78560 | -5.52 | 10019.71 |
37 | 2016.02.23 09:00 | buy stop | 13 | 0.01 | 0.78401 | 0.77964 | 0.79057 | ||
38 | 2016.02.23 09:00 | buy stop | 14 | 0.01 | 0.78395 | 0.77958 | 0.79051 | ||
39 | 2016.02.23 09:00 | buy stop | 15 | 0.01 | 0.78395 | 0.77958 | 0.79051 | ||
40 | 2016.02.23 18:52 | buy | 14 | 0.01 | 0.78395 | 0.77958 | 0.79051 | ||
41 | 2016.02.23 18:52 | buy | 15 | 0.01 | 0.78395 | 0.77958 | 0.79051 | ||
42 | 2016.02.23 18:52 | buy | 13 | 0.01 | 0.78401 | 0.77964 | 0.79057 | ||
43 | 2016.02.24 12:48 | t/p | 14 | 0.01 | 0.79051 | 0.77958 | 0.79051 | 8.47 | 10028.18 |
44 | 2016.02.24 12:48 | t/p | 15 | 0.01 | 0.79051 | 0.77958 | 0.79051 | 8.47 | 10036.65 |
45 | 2016.02.24 12:48 | t/p | 13 | 0.01 | 0.79057 | 0.77964 | 0.79057 | 8.46 | 10045.10 |
46 | 2016.02.26 09:00 | buy stop | 16 | 0.01 | 0.79317 | 0.78899 | 0.79945 | ||
47 | 2016.02.26 09:00 | buy stop | 17 | 0.01 | 0.79323 | 0.78905 | 0.79951 | ||
48 | 2016.02.26 19:00 | delete | 16 | 0.01 | 0.79317 | 0.78899 | 0.79945 | ||
49 | 2016.02.26 19:00 | delete | 17 | 0.01 | 0.79323 | 0.78905 | 0.79951 | ||
50 | 2016.03.17 09:00 | buy stop | 18 | 0.01 | 0.78903 | 0.78497 | 0.79512 | ||
51 | 2016.03.17 09:28 | buy | 18 | 0.01 | 0.78903 | 0.78497 | 0.79512 | ||
52 | 2016.03.17 15:12 | s/l | 18 | 0.01 | 0.78497 | 0.78497 | 0.79512 | -5.32 | 10039.78 |
53 | 2016.04.01 09:00 | buy stop | 19 | 0.01 | 0.79468 | 0.79128 | 0.79978 | ||
54 | 2016.04.01 11:37 | buy | 19 | 0.01 | 0.79468 | 0.79128 | 0.79978 | ||
55 | 2016.04.01 15:33 | t/p | 19 | 0.01 | 0.79978 | 0.79128 | 0.79978 | 6.68 | 10046.46 |
56 | 2016.04.06 09:00 | buy stop | 20 | 0.01 | 0.80526 | 0.80214 | 0.80994 | ||
57 | 2016.04.06 09:00 | buy stop | 21 | 0.01 | 0.80530 | 0.80218 | 0.80998 | ||
58 | 2016.04.06 13:21 | buy | 20 | 0.01 | 0.80526 | 0.80214 | 0.80994 | ||
59 | 2016.04.06 13:22 | buy | 21 | 0.01 | 0.80530 | 0.80218 | 0.80998 | ||
60 | 2016.04.06 16:22 | t/p | 20 | 0.01 | 0.80994 | 0.80214 | 0.80994 | 6.12 | 10052.58 |
61 | 2016.04.06 16:22 | t/p | 21 | 0.01 | 0.80998 | 0.80218 | 0.80998 | 6.13 | 10058.71 |
62 | 2016.04.11 09:00 | buy stop | 22 | 0.01 | 0.80974 | 0.80603 | 0.81530 | ||
63 | 2016.04.11 19:00 | delete | 22 | 0.01 | 0.80974 | 0.80603 | 0.81530 | ||
64 | 2016.04.14 09:00 | sell stop | 23 | 0.01 | 0.79438 | 0.79684 | 0.78867 | ||
65 | 2016.04.14 09:00 | sell stop | 24 | 0.01 | 0.79438 | 0.79684 | 0.78867 | ||
66 | 2016.04.14 19:00 | delete | 23 | 0.01 | 0.79438 | 0.79684 | 0.78867 | ||
67 | 2016.04.15 12:03 | sell | 24 | 0.01 | 0.79438 | 0.79684 | 0.78867 | ||
68 | 2016.04.15 16:52 | s/l | 24 | 0.01 | 0.79684 | 0.79684 | 0.78867 | -3.22 | 10055.49 |
69 | 2016.04.20 09:00 | sell stop | 25 | 0.01 | 0.78936 | 0.79149 | 0.78441 | ||
70 | 2016.04.20 12:15 | sell | 25 | 0.01 | 0.78936 | 0.79149 | 0.78441 | ||
71 | 2016.04.20 15:00 | s/l | 25 | 0.01 | 0.79149 | 0.79149 | 0.78441 | -2.79 | 10052.70 |
72 | 2016.04.21 09:00 | sell stop | 26 | 0.01 | 0.78721 | 0.78940 | 0.78209 | ||
73 | 2016.04.21 09:03 | sell | 26 | 0.01 | 0.78721 | 0.78940 | 0.78209 | ||
74 | 2016.04.21 11:32 | s/l | 26 | 0.01 | 0.78940 | 0.78940 | 0.78209 | -2.87 | 10049.83 |
75 | 2016.05.03 09:00 | buy stop | 27 | 0.01 | 0.78739 | 0.78428 | 0.79206 | ||
76 | 2016.05.03 09:00 | buy stop | 28 | 0.01 | 0.78739 | 0.78428 | 0.79206 | ||
77 | 2016.05.03 11:42 | buy | 27 | 0.01 | 0.78739 | 0.78428 | 0.79206 | ||
78 | 2016.05.03 11:42 | buy | 28 | 0.01 | 0.78739 | 0.78428 | 0.79206 | ||
79 | 2016.05.04 11:03 | t/p | 27 | 0.01 | 0.79206 | 0.78428 | 0.79206 | 5.99 | 10055.82 |
80 | 2016.05.04 11:03 | t/p | 28 | 0.01 | 0.79206 | 0.78428 | 0.79206 | 5.99 | 10061.81 |
81 | 2016.05.11 09:00 | sell stop | 29 | 0.01 | 0.78681 | 0.78840 | 0.78312 | ||
82 | 2016.05.11 19:00 | delete | 29 | 0.01 | 0.78681 | 0.78840 | 0.78312 | ||
83 | 2016.05.17 09:00 | sell stop | 30 | 0.01 | 0.78075 | 0.78292 | 0.77569 | ||
84 | 2016.05.17 09:00 | sell stop | 31 | 0.01 | 0.78075 | 0.78292 | 0.77569 | ||
85 | 2016.05.17 09:33 | sell | 30 | 0.01 | 0.78075 | 0.78292 | 0.77569 | ||
86 | 2016.05.17 09:33 | sell | 31 | 0.01 | 0.78075 | 0.78292 | 0.77569 | ||
87 | 2016.05.17 11:32 | s/l | 30 | 0.01 | 0.78292 | 0.78292 | 0.77569 | -2.84 | 10058.97 |
88 | 2016.05.17 11:32 | s/l | 31 | 0.01 | 0.78292 | 0.78292 | 0.77569 | -2.84 | 10056.13 |
89 | 2016.05.30 09:00 | sell stop | 32 | 0.01 | 0.75884 | 0.76078 | 0.75433 | ||
90 | 2016.05.30 19:00 | delete | 32 | 0.01 | 0.75884 | 0.76078 | 0.75433 | ||
91 | 2016.06.02 09:00 | buy stop | 33 | 0.01 | 0.77863 | 0.77491 | 0.78422 | ||
92 | 2016.06.02 09:00 | buy stop | 34 | 0.01 | 0.77843 | 0.77471 | 0.78402 | ||
93 | 2016.06.02 19:00 | delete | 33 | 0.01 | 0.77863 | 0.77491 | 0.78422 | ||
94 | 2016.06.02 19:00 | delete | 34 | 0.01 | 0.77843 | 0.77471 | 0.78402 | ||
95 | 2016.06.09 09:00 | buy stop | 35 | 0.01 | 0.78780 | 0.78471 | 0.79244 | ||
96 | 2016.06.09 10:37 | buy | 35 | 0.01 | 0.78780 | 0.78471 | 0.79244 | ||
97 | 2016.06.09 13:12 | s/l | 35 | 0.01 | 0.78471 | 0.78471 | 0.79244 | -4.05 | 10052.08 |
98 | 2016.06.16 09:00 | buy stop | 36 | 0.01 | 0.79661 | 0.79272 | 0.80245 | ||
99 | 2016.06.16 09:00 | buy stop | 37 | 0.01 | 0.79661 | 0.79272 | 0.80245 | ||
100 | 2016.06.16 09:03 | buy | 36 | 0.01 | 0.79661 | 0.79272 | 0.80245 | ||
101 | 2016.06.16 09:03 | buy | 37 | 0.01 | 0.79661 | 0.79272 | 0.80245 | ||
102 | 2016.06.16 13:08 | s/l | 36 | 0.01 | 0.79272 | 0.79272 | 0.80245 | -5.09 | 10046.99 |
103 | 2016.06.16 13:08 | s/l | 37 | 0.01 | 0.79272 | 0.79272 | 0.80245 | -5.09 | 10041.90 |
104 | 2016.06.23 09:00 | sell stop | 38 | 0.01 | 0.76415 | 0.76747 | 0.75642 | ||
105 | 2016.06.23 09:00 | sell stop | 39 | 0.01 | 0.76415 | 0.76747 | 0.75642 | ||
106 | 2016.06.23 13:17 | sell | 38 | 0.01 | 0.76415 | 0.76747 | 0.75642 | ||
107 | 2016.06.23 13:17 | sell | 39 | 0.01 | 0.76415 | 0.76747 | 0.75642 | ||
108 | 2016.06.23 16:48 | s/l | 38 | 0.01 | 0.76747 | 0.76747 | 0.75642 | -4.35 | 10037.55 |
109 | 2016.06.23 16:48 | s/l | 39 | 0.01 | 0.76747 | 0.76747 | 0.75642 | -4.35 | 10033.20 |
110 | 2016.06.28 09:00 | buy stop | 40 | 0.01 | 0.83646 | 0.82960 | 0.84676 | ||
111 | 2016.06.28 09:00 | buy stop | 41 | 0.01 | 0.83505 | 0.82819 | 0.84535 | ||
112 | 2016.06.28 19:00 | delete | 40 | 0.01 | 0.83646 | 0.82960 | 0.84676 | ||
113 | 2016.06.28 19:00 | delete | 41 | 0.01 | 0.83505 | 0.82819 | 0.84535 | ||
114 | 2016.06.30 09:00 | buy stop | 42 | 0.01 | 0.83065 | 0.82504 | 0.83907 | ||
115 | 2016.06.30 09:00 | buy stop | 43 | 0.01 | 0.83057 | 0.82496 | 0.83899 | ||
116 | 2016.06.30 09:00 | buy stop | 44 | 0.01 | 0.83057 | 0.82496 | 0.83899 | ||
117 | 2016.06.30 18:00 | buy | 43 | 0.01 | 0.83057 | 0.82496 | 0.83899 | ||
118 | 2016.06.30 18:00 | buy | 44 | 0.01 | 0.83057 | 0.82496 | 0.83899 | ||
119 | 2016.06.30 18:00 | buy | 42 | 0.01 | 0.83065 | 0.82504 | 0.83907 | ||
120 | 2016.07.01 17:57 | t/p | 43 | 0.01 | 0.83899 | 0.82496 | 0.83899 | 10.90 | 10044.10 |
121 | 2016.07.01 17:57 | t/p | 44 | 0.01 | 0.83899 | 0.82496 | 0.83899 | 10.90 | 10055.00 |
122 | 2016.07.01 17:57 | t/p | 42 | 0.01 | 0.83907 | 0.82504 | 0.83907 | 10.90 | 10065.90 |
123 | 2016.07.07 09:00 | buy stop | 45 | 0.01 | 0.85998 | 0.85419 | 0.86867 | ||
124 | 2016.07.07 09:00 | buy stop | 46 | 0.01 | 0.85929 | 0.85350 | 0.86798 | ||
125 | 2016.07.07 19:00 | delete | 45 | 0.01 | 0.85998 | 0.85419 | 0.86867 | ||
126 | 2016.07.08 19:00 | delete | 46 | 0.01 | 0.85929 | 0.85350 | 0.86798 | ||
127 | 2016.07.12 09:00 | sell stop | 47 | 0.01 | 0.84622 | 0.85092 | 0.83527 | ||
128 | 2016.07.12 10:06 | sell | 47 | 0.01 | 0.84622 | 0.85092 | 0.83527 | ||
129 | 2016.07.12 19:23 | t/p | 47 | 0.01 | 0.83527 | 0.85092 | 0.83527 | 14.34 | 10080.24 |
130 | 2016.07.13 09:00 | sell stop | 48 | 0.01 | 0.82986 | 0.83424 | 0.81966 | ||
131 | 2016.07.13 09:00 | sell stop | 49 | 0.01 | 0.82986 | 0.83424 | 0.81966 | ||
132 | 2016.07.13 19:00 | delete | 48 | 0.01 | 0.82986 | 0.83424 | 0.81966 | ||
133 | 2016.07.14 14:00 | sell | 49 | 0.01 | 0.82986 | 0.83424 | 0.81966 | ||
134 | 2016.07.14 14:09 | s/l | 49 | 0.01 | 0.83424 | 0.83424 | 0.81966 | -5.74 | 10074.50 |
135 | 2016.07.15 09:00 | sell stop | 50 | 0.01 | 0.82608 | 0.83214 | 0.81197 | ||
136 | 2016.07.15 09:00 | sell stop | 51 | 0.01 | 0.82608 | 0.83214 | 0.81197 | ||
137 | 2016.07.15 19:00 | delete | 50 | 0.01 | 0.82608 | 0.83214 | 0.81197 | ||
138 | 2016.07.15 19:00 | delete | 51 | 0.01 | 0.82608 | 0.83214 | 0.81197 | ||
139 | 2016.07.20 09:00 | buy stop | 52 | 0.01 | 0.84322 | 0.83964 | 0.84860 | ||
140 | 2016.07.20 09:00 | buy stop | 53 | 0.01 | 0.84315 | 0.83957 | 0.84853 | ||
141 | 2016.07.20 19:00 | delete | 52 | 0.01 | 0.84322 | 0.83964 | 0.84860 | ||
142 | 2016.07.21 19:00 | delete | 53 | 0.01 | 0.84315 | 0.83957 | 0.84853 | ||
143 | 2016.08.01 09:00 | buy stop | 54 | 0.01 | 0.84556 | 0.84107 | 0.85230 | ||
144 | 2016.08.01 09:00 | buy stop | 55 | 0.01 | 0.84582 | 0.84133 | 0.85256 | ||
145 | 2016.08.01 11:30 | buy | 54 | 0.01 | 0.84556 | 0.84107 | 0.85230 | ||
146 | 2016.08.01 11:31 | buy | 55 | 0.01 | 0.84582 | 0.84133 | 0.85256 | ||
147 | 2016.08.02 19:18 | s/l | 55 | 0.01 | 0.84133 | 0.84133 | 0.85256 | -5.99 | 10068.50 |
148 | 2016.08.02 19:20 | s/l | 54 | 0.01 | 0.84107 | 0.84107 | 0.85230 | -5.99 | 10062.51 |
149 | 2016.08.08 09:00 | buy stop | 56 | 0.01 | 0.84941 | 0.84678 | 0.85335 | ||
150 | 2016.08.08 09:34 | buy | 56 | 0.01 | 0.84941 | 0.84678 | 0.85335 | ||
151 | 2016.08.09 05:36 | t/p | 56 | 0.01 | 0.85335 | 0.84678 | 0.85335 | 5.03 | 10067.54 |
152 | 2016.08.10 09:00 | buy stop | 57 | 0.01 | 0.85480 | 0.85161 | 0.85958 | ||
153 | 2016.08.10 09:00 | buy stop | 58 | 0.01 | 0.85484 | 0.85165 | 0.85962 | ||
154 | 2016.08.10 09:45 | buy | 57 | 0.01 | 0.85480 | 0.85161 | 0.85958 | ||
155 | 2016.08.10 09:46 | buy | 58 | 0.01 | 0.85484 | 0.85165 | 0.85962 | ||
156 | 2016.08.10 18:47 | t/p | 57 | 0.01 | 0.85958 | 0.85161 | 0.85958 | 6.26 | 10073.80 |
157 | 2016.08.10 18:48 | t/p | 58 | 0.01 | 0.85962 | 0.85165 | 0.85962 | 6.26 | 10080.06 |
158 | 2016.08.15 09:00 | buy stop | 59 | 0.01 | 0.86453 | 0.86129 | 0.86940 | ||
159 | 2016.08.15 10:40 | buy | 59 | 0.01 | 0.86453 | 0.86129 | 0.86940 | ||
160 | 2016.08.15 16:53 | t/p | 59 | 0.01 | 0.86940 | 0.86129 | 0.86940 | 6.37 | 10086.43 |
161 | 2016.08.25 09:00 | sell stop | 60 | 0.01 | 0.85005 | 0.85268 | 0.84393 | ||
162 | 2016.08.25 19:00 | delete | 60 | 0.01 | 0.85005 | 0.85268 | 0.84393 |