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="15:00"; TimeStop="1:00"; 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 (20) | ||
Чистая прибыль | 33.73 | Общая прибыль | 73.24 | Общий убыток | -39.51 |
Прибыльность | 1.85 | Матожидание выигрыша | 1.02 | ||
Абсолютная просадка | 3.26 | Максимальная просадка | 14.26 (0.14%) | Относительная просадка | 0.14% (14.26) |
Всего сделок | 33 | Короткие позиции (% выигравших) | 11 (27.27%) | Длинные позиции (% выигравших) | 22 (59.09%) |
Прибыльные сделки (% от всех) | 16 (48.48%) | Убыточные сделки (% от всех) | 17 (51.52%) | ||
Самая большая | прибыльная сделка | 5.11 | убыточная сделка | -2.74 | |
Средняя | прибыльная сделка | 4.58 | убыточная сделка | -2.32 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 5 (21.84) | непрерывных проигрышей (убыток) | 4 (-10.72) | |
Макс. | непрерывная прибыль (число выигрышей) | 21.84 (5) | непрерывный убыток (число проигрышей) | -10.72 (4) | |
Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2016.01.06 15:00 | sell stop | 1 | 0.01 | 0.73188 | 0.73338 | 0.72788 | ||
2 | 2016.01.06 15:00 | sell stop | 2 | 0.01 | 0.73188 | 0.73338 | 0.72788 | ||
3 | 2016.01.07 01:00 | delete | 1 | 0.01 | 0.73188 | 0.73338 | 0.72788 | ||
4 | 2016.01.08 01:00 | delete | 2 | 0.01 | 0.73188 | 0.73338 | 0.72788 | ||
5 | 2016.01.08 15:00 | buy stop | 3 | 0.01 | 0.74630 | 0.74430 | 0.74980 | ||
6 | 2016.01.08 15:00 | buy stop | 4 | 0.01 | 0.74630 | 0.74430 | 0.74980 | ||
7 | 2016.01.08 16:16 | buy | 3 | 0.01 | 0.74630 | 0.74430 | 0.74980 | ||
8 | 2016.01.08 16:16 | buy | 4 | 0.01 | 0.74630 | 0.74430 | 0.74980 | ||
9 | 2016.01.08 17:53 | t/p | 3 | 0.01 | 0.74980 | 0.74430 | 0.74980 | 4.59 | 10004.59 |
10 | 2016.01.08 17:53 | t/p | 4 | 0.01 | 0.74980 | 0.74430 | 0.74980 | 4.59 | 10009.18 |
11 | 2016.02.05 15:00 | buy stop | 5 | 0.01 | 0.77183 | 0.76983 | 0.77533 | ||
12 | 2016.02.05 15:00 | buy stop | 6 | 0.01 | 0.77183 | 0.76983 | 0.77533 | ||
13 | 2016.02.05 15:00 | buy stop | 7 | 0.01 | 0.77183 | 0.76983 | 0.77533 | ||
14 | 2016.02.08 01:00 | delete | 5 | 0.01 | 0.77183 | 0.76983 | 0.77533 | ||
15 | 2016.02.08 01:00 | delete | 7 | 0.01 | 0.77183 | 0.76983 | 0.77533 | ||
16 | 2016.02.08 01:00 | delete | 6 | 0.01 | 0.77183 | 0.76983 | 0.77533 | ||
17 | 2016.02.15 15:00 | sell stop | 8 | 0.01 | 0.77132 | 0.77282 | 0.76732 | ||
18 | 2016.02.15 15:00 | sell stop | 9 | 0.01 | 0.77132 | 0.77282 | 0.76732 | ||
19 | 2016.02.15 16:42 | sell | 8 | 0.01 | 0.77132 | 0.77282 | 0.76732 | ||
20 | 2016.02.15 16:42 | sell | 9 | 0.01 | 0.77132 | 0.77282 | 0.76732 | ||
21 | 2016.02.15 19:16 | s/l | 8 | 0.01 | 0.77282 | 0.77282 | 0.76732 | -1.96 | 10007.22 |
22 | 2016.02.15 19:16 | s/l | 9 | 0.01 | 0.77282 | 0.77282 | 0.76732 | -1.96 | 10005.26 |
23 | 2016.02.25 15:00 | buy stop | 10 | 0.01 | 0.79327 | 0.79127 | 0.79677 | ||
24 | 2016.02.25 15:00 | buy stop | 11 | 0.01 | 0.79327 | 0.79127 | 0.79677 | ||
25 | 2016.02.25 15:00 | buy stop | 12 | 0.01 | 0.79327 | 0.79127 | 0.79677 | ||
26 | 2016.02.26 01:00 | delete | 10 | 0.01 | 0.79327 | 0.79127 | 0.79677 | ||
27 | 2016.02.26 01:00 | delete | 12 | 0.01 | 0.79327 | 0.79127 | 0.79677 | ||
28 | 2016.02.26 01:00 | delete | 11 | 0.01 | 0.79327 | 0.79127 | 0.79677 | ||
29 | 2016.03.16 15:00 | buy stop | 13 | 0.01 | 0.78757 | 0.78557 | 0.79107 | ||
30 | 2016.03.16 15:00 | buy stop | 14 | 0.01 | 0.78757 | 0.78557 | 0.79107 | ||
31 | 2016.03.16 15:27 | buy | 13 | 0.01 | 0.78757 | 0.78557 | 0.79107 | ||
32 | 2016.03.16 15:27 | buy | 14 | 0.01 | 0.78757 | 0.78557 | 0.79107 | ||
33 | 2016.03.16 17:32 | s/l | 13 | 0.01 | 0.78557 | 0.78557 | 0.79107 | -2.62 | 10002.64 |
34 | 2016.03.16 17:32 | s/l | 14 | 0.01 | 0.78557 | 0.78557 | 0.79107 | -2.62 | 10000.02 |
35 | 2016.03.17 15:00 | buy stop | 15 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
36 | 2016.03.17 15:00 | buy stop | 16 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
37 | 2016.03.17 15:00 | buy stop | 17 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
38 | 2016.03.18 01:00 | delete | 15 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
39 | 2016.03.18 01:00 | delete | 17 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
40 | 2016.03.21 01:00 | delete | 16 | 0.01 | 0.79054 | 0.78854 | 0.79404 | ||
41 | 2016.03.23 15:00 | buy stop | 18 | 0.01 | 0.79063 | 0.78863 | 0.79413 | ||
42 | 2016.03.23 15:00 | buy stop | 19 | 0.01 | 0.79063 | 0.78863 | 0.79413 | ||
43 | 2016.03.23 16:18 | buy | 18 | 0.01 | 0.79063 | 0.78863 | 0.79413 | ||
44 | 2016.03.23 16:18 | buy | 19 | 0.01 | 0.79063 | 0.78863 | 0.79413 | ||
45 | 2016.03.24 11:41 | t/p | 18 | 0.01 | 0.79413 | 0.78863 | 0.79413 | 4.23 | 10004.25 |
46 | 2016.03.24 11:41 | t/p | 19 | 0.01 | 0.79413 | 0.78863 | 0.79413 | 4.23 | 10008.47 |
47 | 2016.03.24 15:00 | buy stop | 20 | 0.01 | 0.79511 | 0.79311 | 0.79861 | ||
48 | 2016.03.24 15:00 | buy stop | 21 | 0.01 | 0.79511 | 0.79311 | 0.79861 | ||
49 | 2016.03.25 01:00 | delete | 20 | 0.01 | 0.79511 | 0.79311 | 0.79861 | ||
50 | 2016.03.28 01:00 | delete | 21 | 0.01 | 0.79511 | 0.79311 | 0.79861 | ||
51 | 2016.03.31 15:00 | buy stop | 22 | 0.01 | 0.79184 | 0.78984 | 0.79534 | ||
52 | 2016.03.31 15:00 | buy stop | 23 | 0.01 | 0.79184 | 0.78984 | 0.79534 | ||
53 | 2016.03.31 15:01 | buy | 22 | 0.01 | 0.79184 | 0.78984 | 0.79534 | ||
54 | 2016.03.31 15:01 | buy | 23 | 0.01 | 0.79184 | 0.78984 | 0.79534 | ||
55 | 2016.04.01 11:47 | t/p | 22 | 0.01 | 0.79534 | 0.78984 | 0.79534 | 4.46 | 10012.93 |
56 | 2016.04.01 11:47 | t/p | 23 | 0.01 | 0.79534 | 0.78984 | 0.79534 | 4.46 | 10017.39 |
57 | 2016.04.04 15:00 | buy stop | 24 | 0.01 | 0.80208 | 0.80008 | 0.80558 | ||
58 | 2016.04.04 15:00 | buy stop | 25 | 0.01 | 0.80208 | 0.80008 | 0.80558 | ||
59 | 2016.04.05 01:00 | delete | 24 | 0.01 | 0.80208 | 0.80008 | 0.80558 | ||
60 | 2016.04.05 15:23 | buy | 25 | 0.01 | 0.80208 | 0.80008 | 0.80558 | ||
61 | 2016.04.06 13:33 | t/p | 25 | 0.01 | 0.80558 | 0.80008 | 0.80558 | 4.47 | 10021.86 |
62 | 2016.04.14 15:00 | sell stop | 26 | 0.01 | 0.79565 | 0.79715 | 0.79165 | ||
63 | 2016.04.14 15:13 | sell | 26 | 0.01 | 0.79565 | 0.79715 | 0.79165 | ||
64 | 2016.04.14 15:30 | s/l | 26 | 0.01 | 0.79715 | 0.79715 | 0.79165 | -1.97 | 10019.89 |
65 | 2016.04.20 15:00 | sell stop | 27 | 0.01 | 0.78965 | 0.79115 | 0.78565 | ||
66 | 2016.04.20 15:00 | sell stop | 28 | 0.01 | 0.78965 | 0.79115 | 0.78565 | ||
67 | 2016.04.20 16:22 | sell | 27 | 0.01 | 0.78965 | 0.79115 | 0.78565 | ||
68 | 2016.04.20 16:22 | sell | 28 | 0.01 | 0.78965 | 0.79115 | 0.78565 | ||
69 | 2016.04.21 15:00 | sell stop | 29 | 0.01 | 0.78655 | 0.78805 | 0.78255 | ||
70 | 2016.04.21 15:00 | sell stop | 30 | 0.01 | 0.78655 | 0.78805 | 0.78255 | ||
71 | 2016.04.21 15:13 | sell | 29 | 0.01 | 0.78655 | 0.78805 | 0.78255 | ||
72 | 2016.04.21 15:13 | sell | 30 | 0.01 | 0.78655 | 0.78805 | 0.78255 | ||
73 | 2016.04.21 15:38 | t/p | 27 | 0.01 | 0.78565 | 0.79115 | 0.78565 | 4.86 | 10024.74 |
74 | 2016.04.21 15:38 | t/p | 28 | 0.01 | 0.78565 | 0.79115 | 0.78565 | 4.86 | 10029.60 |
75 | 2016.04.21 15:41 | s/l | 29 | 0.01 | 0.78805 | 0.78805 | 0.78255 | -1.96 | 10027.64 |
76 | 2016.04.21 15:41 | s/l | 30 | 0.01 | 0.78805 | 0.78805 | 0.78255 | -1.96 | 10025.68 |
77 | 2016.04.26 15:00 | sell stop | 31 | 0.01 | 0.77452 | 0.77602 | 0.77052 | ||
78 | 2016.04.26 15:00 | sell stop | 32 | 0.01 | 0.77452 | 0.77602 | 0.77052 | ||
79 | 2016.04.26 15:27 | sell | 31 | 0.01 | 0.77452 | 0.77602 | 0.77052 | ||
80 | 2016.04.26 15:27 | sell | 32 | 0.01 | 0.77452 | 0.77602 | 0.77052 | ||
81 | 2016.04.26 17:37 | s/l | 31 | 0.01 | 0.77602 | 0.77602 | 0.77052 | -1.96 | 10023.72 |
82 | 2016.04.26 17:37 | s/l | 32 | 0.01 | 0.77602 | 0.77602 | 0.77052 | -1.96 | 10021.76 |
83 | 2016.05.02 15:00 | buy stop | 33 | 0.01 | 0.78591 | 0.78391 | 0.78941 | ||
84 | 2016.05.02 21:42 | buy | 33 | 0.01 | 0.78591 | 0.78391 | 0.78941 | ||
85 | 2016.05.03 13:46 | t/p | 33 | 0.01 | 0.78941 | 0.78391 | 0.78941 | 4.46 | 10026.22 |
86 | 2016.05.17 15:00 | sell stop | 34 | 0.01 | 0.78001 | 0.78151 | 0.77601 | ||
87 | 2016.05.17 15:00 | sell stop | 35 | 0.01 | 0.78001 | 0.78151 | 0.77601 | ||
88 | 2016.05.18 01:00 | delete | 34 | 0.01 | 0.78001 | 0.78151 | 0.77601 | ||
89 | 2016.05.18 10:23 | sell | 35 | 0.01 | 0.78001 | 0.78151 | 0.77601 | ||
90 | 2016.05.18 11:38 | s/l | 35 | 0.01 | 0.78151 | 0.78151 | 0.77601 | -1.96 | 10024.26 |
91 | 2016.05.26 15:00 | sell stop | 36 | 0.01 | 0.75780 | 0.75930 | 0.75380 | ||
92 | 2016.05.26 15:00 | sell stop | 37 | 0.01 | 0.75780 | 0.75930 | 0.75380 | ||
93 | 2016.05.27 01:00 | delete | 36 | 0.01 | 0.75780 | 0.75930 | 0.75380 | ||
94 | 2016.05.30 01:00 | delete | 37 | 0.01 | 0.75780 | 0.75930 | 0.75380 | ||
95 | 2016.06.02 15:00 | buy stop | 38 | 0.01 | 0.77790 | 0.77590 | 0.78140 | ||
96 | 2016.06.02 15:00 | buy stop | 39 | 0.01 | 0.77790 | 0.77590 | 0.78140 | ||
97 | 2016.06.02 15:00 | buy stop | 40 | 0.01 | 0.77790 | 0.77590 | 0.78140 | ||
98 | 2016.06.03 01:00 | delete | 38 | 0.01 | 0.77790 | 0.77590 | 0.78140 | ||
99 | 2016.06.03 01:00 | delete | 40 | 0.01 | 0.77790 | 0.77590 | 0.78140 | ||
100 | 2016.06.03 15:00 | buy stop | 41 | 0.01 | 0.77472 | 0.77272 | 0.77822 | ||
101 | 2016.06.03 15:00 | buy stop | 42 | 0.01 | 0.77472 | 0.77272 | 0.77822 | ||
102 | 2016.06.03 15:31 | buy | 41 | 0.01 | 0.77472 | 0.77272 | 0.77822 | ||
103 | 2016.06.03 15:31 | buy | 42 | 0.01 | 0.77472 | 0.77272 | 0.77822 | ||
104 | 2016.06.03 15:48 | buy | 39 | 0.01 | 0.77790 | 0.77590 | 0.78140 | ||
105 | 2016.06.03 15:53 | t/p | 41 | 0.01 | 0.77822 | 0.77272 | 0.77822 | 4.59 | 10028.85 |
106 | 2016.06.03 15:53 | t/p | 42 | 0.01 | 0.77822 | 0.77272 | 0.77822 | 4.59 | 10033.44 |
107 | 2016.06.03 16:32 | s/l | 39 | 0.01 | 0.77590 | 0.77590 | 0.78140 | -2.62 | 10030.82 |
108 | 2016.06.14 15:00 | buy stop | 43 | 0.01 | 0.79768 | 0.79568 | 0.80118 | ||
109 | 2016.06.14 15:00 | buy stop | 44 | 0.01 | 0.79768 | 0.79568 | 0.80118 | ||
110 | 2016.06.15 01:00 | delete | 43 | 0.01 | 0.79768 | 0.79568 | 0.80118 | ||
111 | 2016.06.15 01:00 | delete | 44 | 0.01 | 0.79768 | 0.79568 | 0.80118 | ||
112 | 2016.06.17 15:00 | sell stop | 45 | 0.01 | 0.78632 | 0.78782 | 0.78232 | ||
113 | 2016.06.17 20:56 | sell | 45 | 0.01 | 0.78632 | 0.78782 | 0.78232 | ||
114 | 2016.06.20 00:07 | t/p | 45 | 0.01 | 0.78232 | 0.78782 | 0.78232 | 5.11 | 10035.93 |
115 | 2016.07.08 15:00 | buy stop | 46 | 0.01 | 0.85801 | 0.85601 | 0.86151 | ||
116 | 2016.07.08 15:00 | buy stop | 47 | 0.01 | 0.85801 | 0.85601 | 0.86151 | ||
117 | 2016.07.11 01:00 | delete | 46 | 0.01 | 0.85801 | 0.85601 | 0.86151 | ||
118 | 2016.07.11 01:00 | delete | 47 | 0.01 | 0.85801 | 0.85601 | 0.86151 | ||
119 | 2016.08.02 15:00 | buy stop | 48 | 0.01 | 0.84965 | 0.84765 | 0.85315 | ||
120 | 2016.08.03 01:00 | delete | 48 | 0.01 | 0.84965 | 0.84765 | 0.85315 | ||
121 | 2016.08.04 15:00 | sell stop | 49 | 0.01 | 0.83594 | 0.83744 | 0.83194 | ||
122 | 2016.08.04 15:00 | sell stop | 50 | 0.01 | 0.83594 | 0.83744 | 0.83194 | ||
123 | 2016.08.04 15:00 | sell stop | 51 | 0.01 | 0.83594 | 0.83744 | 0.83194 | ||
124 | 2016.08.05 01:00 | delete | 49 | 0.01 | 0.83594 | 0.83744 | 0.83194 | ||
125 | 2016.08.05 01:00 | delete | 51 | 0.01 | 0.83594 | 0.83744 | 0.83194 | ||
126 | 2016.08.05 15:00 | buy stop | 52 | 0.01 | 0.84945 | 0.84745 | 0.85295 | ||
127 | 2016.08.05 15:00 | buy stop | 53 | 0.01 | 0.84945 | 0.84745 | 0.85295 | ||
128 | 2016.08.05 15:59 | buy | 52 | 0.01 | 0.84945 | 0.84745 | 0.85295 | ||
129 | 2016.08.05 15:59 | buy | 53 | 0.01 | 0.84945 | 0.84745 | 0.85295 | ||
130 | 2016.08.05 16:53 | s/l | 52 | 0.01 | 0.84745 | 0.84745 | 0.85295 | -2.62 | 10033.31 |
131 | 2016.08.05 16:53 | s/l | 53 | 0.01 | 0.84745 | 0.84745 | 0.85295 | -2.62 | 10030.69 |
132 | 2016.08.08 01:00 | delete | 50 | 0.01 | 0.83594 | 0.83744 | 0.83194 | ||
133 | 2016.08.08 15:00 | buy stop | 54 | 0.01 | 0.85078 | 0.84878 | 0.85428 | ||
134 | 2016.08.09 01:00 | delete | 54 | 0.01 | 0.85078 | 0.84878 | 0.85428 | ||
135 | 2016.08.09 15:00 | buy stop | 55 | 0.01 | 0.85446 | 0.85246 | 0.85796 | ||
136 | 2016.08.09 15:00 | buy stop | 56 | 0.01 | 0.85446 | 0.85246 | 0.85796 | ||
137 | 2016.08.09 15:23 | buy | 55 | 0.01 | 0.85446 | 0.85246 | 0.85796 | ||
138 | 2016.08.09 15:23 | buy | 56 | 0.01 | 0.85446 | 0.85246 | 0.85796 | ||
139 | 2016.08.10 03:17 | s/l | 55 | 0.01 | 0.85246 | 0.85246 | 0.85796 | -2.74 | 10027.95 |
140 | 2016.08.10 03:17 | s/l | 56 | 0.01 | 0.85246 | 0.85246 | 0.85796 | -2.74 | 10025.21 |
141 | 2016.08.10 15:00 | buy stop | 57 | 0.01 | 0.85613 | 0.85413 | 0.85963 | ||
142 | 2016.08.10 15:00 | buy stop | 58 | 0.01 | 0.85613 | 0.85413 | 0.85963 | ||
143 | 2016.08.10 16:28 | buy | 57 | 0.01 | 0.85613 | 0.85413 | 0.85963 | ||
144 | 2016.08.10 16:28 | buy | 58 | 0.01 | 0.85613 | 0.85413 | 0.85963 | ||
145 | 2016.08.10 18:48 | t/p | 57 | 0.01 | 0.85963 | 0.85413 | 0.85963 | 4.59 | 10029.80 |
146 | 2016.08.10 18:48 | t/p | 58 | 0.01 | 0.85963 | 0.85413 | 0.85963 | 4.59 | 10034.39 |
147 | 2016.08.11 15:00 | buy stop | 59 | 0.01 | 0.86146 | 0.85946 | 0.86496 | ||
148 | 2016.08.11 15:00 | buy stop | 60 | 0.01 | 0.86146 | 0.85946 | 0.86496 | ||
149 | 2016.08.11 17:33 | buy | 59 | 0.01 | 0.86146 | 0.85946 | 0.86496 | ||
150 | 2016.08.11 17:33 | buy | 60 | 0.01 | 0.86146 | 0.85946 | 0.86496 | ||
151 | 2016.08.11 21:26 | s/l | 59 | 0.01 | 0.85946 | 0.85946 | 0.86496 | -2.62 | 10031.77 |
152 | 2016.08.11 21:26 | s/l | 60 | 0.01 | 0.85946 | 0.85946 | 0.86496 | -2.62 | 10029.15 |
153 | 2016.08.12 15:00 | buy stop | 61 | 0.01 | 0.86170 | 0.85970 | 0.86520 | ||
154 | 2016.08.12 15:48 | buy | 61 | 0.01 | 0.86170 | 0.85970 | 0.86520 | ||
155 | 2016.08.12 19:44 | t/p | 61 | 0.01 | 0.86520 | 0.85970 | 0.86520 | 4.58 | 10033.73 |
156 | 2016.08.25 15:00 | sell stop | 62 | 0.01 | 0.85192 | 0.85342 | 0.84792 | ||
157 | 2016.08.26 01:00 | delete | 62 | 0.01 | 0.85192 | 0.85342 | 0.84792 |