Strategy Tester Report
IloveFX_4.01
Rinkost-Real (Build 223)

СимволEURGBP (Euro vs Great Britain Pound )
Период5 Минут (M5) 2009.01.05 00:00 - 2009.04.03 22:55 (2009.01.05 - 2009.04.14)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыFX=5.5; FXS=5.5; SL=70; TP=11; Cls=4; CloseBy=true; FilterD=1; FilterV=16; FilterC=22; FilterDS=1; FilterVS=8; FilterCS=12; MM=true; Risk=15; ManLot=0.1; OpenHour=20; CloseHour=5; Slippage=2; Magic=3; MaxSpread=7; Friday=80; Monday=5; s0="=== Трейлинг Профита ==============================================================================="; TrailingProf_Use=true; TrailingProfStart=9; TrailingProf=11;
Баров в истории19502Смоделировано тиков1371860Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит200.00
Чистая прибыль1662.62Общая прибыль1674.21Общий убыток-11.59
Прибыльность144.45Матожидание выигрыша21.32
Абсолютная просадка12.98Максимальная просадка145.69 (19.61%)Относительная просадка25.99% (68.23)
Всего сделок78Короткие позиции (% выигравших)39 (97.44%)Длинные позиции (% выигравших)39 (100.00%)
Прибыльные сделки (% от всех)77 (98.72%)Убыточные сделки (% от всех)1 (1.28%)
Самая большаяприбыльная сделка81.17убыточная сделка-11.59
Средняяприбыльная сделка21.74убыточная сделка-11.59
Максимальное количествонепрерывных выигрышей (прибыль)41 (362.17)непрерывных проигрышей (убыток)1 (-11.59)
Максимальнаянепрерывная прибыль (число выигрышей)1312.04 (36)непрерывный убыток (число проигрышей)-11.59 (1)
Среднийнепрерывный выигрыш39непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.05 03:09buy10.060.96030.95330.9614
22009.01.05 03:12close10.060.96080.95330.96144.46204.46
32009.01.05 23:38sell20.060.92710.93410.9260
42009.01.05 23:40close20.060.92660.93410.92604.46208.92
52009.01.05 23:53sell30.070.92710.93410.9260
62009.01.06 01:05close30.070.92670.93410.92604.12213.04
72009.01.06 23:05sell40.070.90710.91410.9060
82009.01.06 23:08sell50.060.90720.91420.9061
92009.01.06 23:08close50.060.90680.91420.90613.57216.61
102009.01.06 23:26close40.070.90670.91410.90604.16220.77
112009.01.07 00:23sell60.070.90680.91380.9057
122009.01.07 00:25close60.070.90620.91380.90576.24227.01
132009.01.07 01:23sell70.080.90590.91290.9048
142009.01.07 01:55close70.080.90550.91290.90484.76231.77
152009.01.07 02:06buy80.080.90460.89760.9057
162009.01.07 02:06buy90.060.90360.89660.9047
172009.01.07 02:10close90.060.90400.89660.90473.56235.33
182009.01.07 02:55close80.080.90500.89760.90574.76240.09
192009.01.08 01:31buy100.080.90300.89600.9041
202009.01.08 03:12sell110.070.90250.90950.9014
212009.01.08 03:21close100.080.90350.89600.90415.95246.04
222009.01.08 09:32close110.070.90200.90950.90145.20251.24
232009.01.08 21:04buy120.090.90090.89390.9020
242009.01.08 23:07buy130.070.89980.89280.9009
252009.01.08 23:13close130.070.90030.89280.90095.20256.44
262009.01.08 23:48sell140.070.90030.90730.8992
272009.01.08 23:52close140.070.89980.90730.89925.20261.64
282009.01.09 10:17close120.090.90130.89390.90204.89266.53
292009.01.12 00:05sell150.100.89190.89890.8908
302009.01.12 00:07close150.100.89150.89890.89085.95272.48
312009.01.12 00:12buy160.100.89000.88300.8911
322009.01.12 01:15close160.100.89040.88300.89115.95278.43
332009.01.12 20:47sell170.100.90250.90950.9014
342009.01.12 21:01buy180.090.90230.89530.9034
352009.01.12 21:09close180.090.90280.89530.90346.69285.12
362009.01.12 21:24close170.100.90210.90950.90145.95291.07
372009.01.14 23:13buy190.110.90250.89550.9036
382009.01.14 23:20close190.110.90290.89550.90366.54297.61
392009.01.14 23:22sell200.120.90300.91000.9019
402009.01.14 23:53close200.120.90250.91000.90198.92306.53
412009.01.19 00:05buy210.120.89860.89160.8997
422009.01.19 00:14close210.120.89900.89160.89977.13313.66
432009.01.19 04:26buy220.120.89730.89030.8984
442009.01.19 04:46close220.120.89770.89030.89847.14320.80
452009.01.19 20:32buy230.130.90600.89900.9071
462009.01.19 20:32buy240.100.90550.89850.9066
472009.01.19 20:33close240.100.90590.89850.90665.95326.75
482009.01.19 20:38close230.130.90660.89900.907111.59338.34
492009.01.19 20:55sell250.140.90710.91410.9060
502009.01.19 21:15close250.140.90660.91410.906010.41348.75
512009.01.19 23:35buy260.140.90860.90160.9097
522009.01.20 01:28close260.140.90910.90160.90979.70358.46
532009.01.20 01:45buy270.150.91040.90340.9115
542009.01.20 01:48close270.150.91100.90340.911513.38371.84
552009.01.20 20:06buy280.160.92540.91840.9265
562009.01.20 20:12close280.160.92600.91840.926514.27386.11
572009.01.20 20:20sell290.160.92620.93320.9251
582009.01.20 20:29close290.160.92580.93320.92519.52395.63
592009.01.20 23:19buy300.170.92850.92150.9296
602009.01.20 23:22close300.170.92920.92150.929617.69413.32
612009.01.21 01:24sell310.180.92840.93540.9273
622009.01.21 01:24close310.180.92800.93540.927310.70424.02
632009.01.21 04:31buy320.190.92870.92170.9298
642009.01.21 04:32close320.190.92930.92170.929816.95440.97
652009.01.21 23:00sell330.200.93340.94040.9323
662009.01.21 23:00sell340.150.93380.94080.9327
672009.01.21 23:33close340.150.93320.94080.932713.38454.35
682009.01.21 23:34close330.200.93300.94040.932311.89466.24
692009.01.21 23:50buy350.210.93320.92620.9343
702009.01.22 00:10close350.210.93360.92620.93439.29475.53
712009.01.22 00:24sell360.210.93500.94200.9339
722009.01.22 02:07close360.210.93460.94200.933912.49488.02
732009.01.22 03:33buy370.220.93320.92620.9343
742009.01.22 03:34close370.220.93360.92620.934313.08501.10
752009.01.23 04:09buy380.230.93880.93180.9399
762009.01.23 05:16close380.230.93920.93180.939913.68514.78
772009.02.02 00:05sell390.240.88350.89050.8824
782009.02.02 00:10close390.240.88300.89050.882417.84532.62
792009.02.10 23:53sell400.250.88720.89420.8861
802009.02.11 00:31close400.250.88680.89420.886114.68547.30
812009.02.12 23:12sell410.250.90210.90910.9010
822009.02.12 23:14close410.250.90170.90910.901014.87562.17
832009.02.13 22:21sell420.260.89460.90160.8935
842009.02.13 22:40close420.260.89490.90160.8935-11.59550.58
852009.02.16 00:05sell430.260.89920.90620.8981
862009.02.16 00:07close430.260.89880.90620.898115.47566.05
872009.02.16 21:35buy440.260.89550.88850.8966
882009.02.16 21:38close440.260.89590.88850.896615.46581.51
892009.02.16 22:42buy450.270.89570.88870.8968
902009.02.16 22:59close450.270.89630.88870.896824.08605.59
912009.02.16 23:09sell460.290.89590.90290.8948
922009.02.16 23:10buy470.250.89570.88870.8968
932009.02.16 23:10close460.290.89550.90290.894817.25622.84
942009.02.16 23:14close470.250.89610.88870.896814.87637.71
952009.02.16 23:15sell480.300.89600.90300.8949
962009.02.16 23:17close480.300.89550.90300.894922.30660.01
972009.02.16 23:38buy490.320.89530.88830.8964
982009.02.16 23:50close490.320.89570.88830.896419.02679.03
992009.02.17 02:13buy500.330.89340.88640.8945
1002009.02.17 02:17close500.330.89380.88640.894519.62698.65
1012009.02.19 23:20buy510.340.88740.88040.8885
1022009.02.20 02:00close510.340.88800.88040.888528.60727.26
1032009.02.23 00:05sell520.350.88950.89650.8884
1042009.02.23 03:52close520.350.88900.89650.888426.02753.28
1052009.02.23 23:38sell530.370.87750.88450.8764
1062009.02.23 23:40close530.370.87700.88450.876427.50780.78
1072009.02.23 23:49sell540.380.87670.88370.8756
1082009.02.24 00:54close540.380.87630.88370.875622.32803.09
1092009.02.25 04:14sell550.400.88460.89160.8835
1102009.02.25 04:15close550.400.88420.89160.883523.78826.87
1112009.02.25 23:00buy560.410.89510.88810.8962
1122009.02.25 23:14close560.410.89560.88810.896230.47857.34
1132009.02.26 23:01buy570.430.88950.88250.8906
1142009.02.26 23:09close570.430.89010.88250.890638.34895.68
1152009.03.02 00:05buy580.450.88470.87770.8858
1162009.03.02 00:25close580.450.88510.87770.885826.76922.44
1172009.03.02 21:13buy590.460.89550.88850.8966
1182009.03.02 21:17close590.460.89590.88850.896627.34949.78
1192009.03.03 23:02sell600.480.89440.90140.8933
1202009.03.03 23:04close600.480.89380.90140.893342.81992.59
1212009.03.04 01:40buy610.500.89170.88470.8928
1222009.03.04 07:05close610.500.89210.88470.892829.721022.31
1232009.03.09 00:53buy620.520.89840.89140.8995
1242009.03.09 02:12close620.520.89890.89140.899538.641060.95
1252009.03.10 22:21buy630.540.92160.91460.9227
1262009.03.10 22:25buy640.450.92170.91470.9228
1272009.03.10 22:30close630.540.92200.91460.922732.111093.06
1282009.03.10 22:30close640.450.92210.91470.922826.761119.82
1292009.03.10 22:40sell650.570.92280.92980.9217
1302009.03.10 23:00close650.570.92230.92980.921742.371162.19
1312009.03.11 22:42sell660.600.92620.93320.9251
1322009.03.11 23:06close660.600.92580.93320.925135.681197.87
1332009.03.12 21:28sell670.620.92680.93380.9257
1342009.03.12 21:29close670.620.92620.93380.925755.301253.17
1352009.03.16 00:38buy680.650.92280.91580.9239
1362009.03.16 00:41close680.650.92320.91580.923938.641291.81
1372009.03.16 02:13sell690.670.92320.93020.9221
1382009.03.16 02:14close690.670.92270.93020.922149.801341.61
1392009.03.17 22:01sell700.700.92730.93430.9262
1402009.03.17 22:10close700.700.92690.93430.926241.621383.23
1412009.03.18 20:12sell710.720.94490.95190.9438
1422009.03.18 20:13close710.720.94430.95190.943864.221447.45
1432009.03.18 22:12buy720.750.94460.93760.9457
1442009.03.18 22:14close720.750.94510.93760.945755.731503.18
1452009.03.18 22:23buy730.790.94440.93740.9455
1462009.03.18 22:33close730.790.94480.93740.945546.961550.14
1472009.03.23 00:05sell740.810.94160.94860.9405
1482009.03.23 01:05close740.810.94110.94860.940560.211610.35
1492009.03.24 22:12buy750.840.91700.91000.9181
1502009.03.24 22:12close750.840.91740.91000.918149.941660.29
1512009.03.26 02:32sell760.870.93190.93890.9308
1522009.03.26 03:06close760.870.93140.93890.930864.671724.96
1532009.03.26 22:02sell770.910.93650.94350.9354
1542009.03.26 22:04close770.910.93590.94350.935481.171806.13
1552009.03.31 23:05sell780.950.92560.93260.9245
1562009.03.31 23:07close780.950.92520.93260.924556.491862.62