| Символ | EURCAD (Euro vs Canadian Dollar) | ||||
| Период | 15 Минут (M15) 2009.03.02 23:45 - 2009.04.13 23:45 (2009.03.01 - 2009.04.14) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | Magic=99991111; TradeParameters="----------Параметры обычной торговли----------"; HourStartTrade=5; MinuteStartTrade=0; HourStopTrade=7; MinuteStopTrade=50; StopLoss=85; TakeProfit=12; Lot=1; OperationParameters="----------Параметры операций----------"; MaxSpread=10; RequoteAttempts=3; CapitalParameters="----------Управление капиталом----------"; LimitPerDealLost=15; LotsParameters="----------Определения лота----------"; UseMM=true; LotsPercent=10; MeansComm1="----------Параметры для расширенного ММ----------"; MeansComm2="MeansType: 1 - Balance, 2 - Equity, 3 - FreeMargin"; MeansType=1; LotsDigits=2; MaxLot=0.3; MinLot=0.01; SafityParameters="----------Защита----------"; ReturnChanelWidth=12; ChannelWidth=7; FilterParameters="----------Параметры фильтра----------"; FirstBarrier=8; SecondBarrier=2; ThirdBarrier=2; ForthBarrier=2; FiveBarrier=0; SixBarrier=-16; FirstBarrierMinute=3; SecondBarrierMinute=40; ThirdBarrierMinute=55; ForthBarrierMinute=175; FiveBarrierMinute=180; SixBarrierMinute=320; TradeOnMonday=false; TradeOnFriday=false; EnterParameters="----------Параметры сигнала для открытия сделки----------"; Rsi1Period=20; Rsi1Div=36; Rsi15Period=6; Rsi15Div=22; MaPeriod=8; MaxOrdersCount=2; PipsForOpenMore=9; Correction=0; Is5Digits=false; IsMarketExecution=false; LotKoef=1; MaxLongitive=1000; MaxOrdersOnPair=1; MaxOrdersOnAccount=10; MaxOrdersOnSameDirrection=1; | ||||
| Баров в истории | 2982 | Смоделировано тиков | 382727 | Качество моделирования | 68.62% |
| Ошибки рассогласования графиков | 1 | ||||
| Начальный депозит | 3000.00 | ||||
| Чистая прибыль | 1029.15 | Общая прибыль | 1029.15 | Общий убыток | 0.00 |
| Прибыльность | Матожидание выигрыша | 20.58 | |||
| Абсолютная просадка | 91.98 | Максимальная просадка | 228.66 (6.00%) | Относительная просадка | 6.00% (228.66) |
| Всего сделок | 50 | Короткие позиции (% выигравших) | 21 (100.00%) | Длинные позиции (% выигравших) | 29 (100.00%) |
| Прибыльные сделки (% от всех) | 50 (100.00%) | Убыточные сделки (% от всех) | 0 (0.00%) | ||
| Самая большая | прибыльная сделка | 44.75 | убыточная сделка | 0.00 | |
| Средняя | прибыльная сделка | 20.58 | убыточная сделка | 0.00 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 50 (1029.15) | непрерывных проигрышей (убыток) | 0 (0.00) | |
| Максимальная | непрерывная прибыль (число выигрышей) | 1029.15 (50) | непрерывный убыток (число проигрышей) | 0.00 (0) | |
| Средний | непрерывный выигрыш | 50 | непрерывный проигрыш | 0 | |
| № | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2009.03.03 05:48 | buy | 1 | 0.30 | 1.6207 | 1.6122 | 1.6219 | ||
| 2 | 2009.03.03 05:53 | close | 1 | 0.30 | 1.6215 | 1.6122 | 1.6219 | 19.89 | 3019.89 |
| 3 | 2009.03.03 06:00 | buy | 2 | 0.30 | 1.6207 | 1.6122 | 1.6219 | ||
| 4 | 2009.03.03 06:04 | close | 2 | 0.30 | 1.6215 | 1.6122 | 1.6219 | 19.89 | 3039.78 |
| 5 | 2009.03.04 05:15 | buy | 3 | 0.30 | 1.6153 | 1.6068 | 1.6165 | ||
| 6 | 2009.03.04 05:32 | close | 3 | 0.30 | 1.6161 | 1.6068 | 1.6165 | 19.88 | 3059.66 |
| 7 | 2009.03.10 06:03 | buy | 4 | 0.30 | 1.6365 | 1.6280 | 1.6377 | ||
| 8 | 2009.03.10 06:47 | buy | 5 | 0.30 | 1.6356 | 1.6280 | 1.6377 | ||
| 9 | 2009.03.10 07:27 | close | 5 | 0.30 | 1.6367 | 1.6280 | 1.6377 | 27.35 | 3087.01 |
| 10 | 2009.03.10 07:27 | close | 4 | 0.30 | 1.6367 | 1.6280 | 1.6377 | 4.97 | 3091.98 |
| 11 | 2009.03.10 07:48 | buy | 6 | 0.30 | 1.6350 | 1.6265 | 1.6362 | ||
| 12 | 2009.03.10 07:52 | close | 6 | 0.30 | 1.6359 | 1.6265 | 1.6362 | 22.37 | 3114.35 |
| 13 | 2009.03.11 05:17 | sell | 7 | 0.30 | 1.6276 | 1.6361 | 1.6264 | ||
| 14 | 2009.03.11 05:33 | close | 7 | 0.30 | 1.6268 | 1.6361 | 1.6264 | 19.89 | 3134.24 |
| 15 | 2009.03.11 05:38 | buy | 8 | 0.30 | 1.6247 | 1.6162 | 1.6259 | ||
| 16 | 2009.03.11 05:43 | close | 8 | 0.30 | 1.6255 | 1.6162 | 1.6259 | 19.89 | 3154.13 |
| 17 | 2009.03.11 05:44 | buy | 9 | 0.30 | 1.6243 | 1.6158 | 1.6255 | ||
| 18 | 2009.03.11 05:47 | t/p | 9 | 0.30 | 1.6255 | 1.6158 | 1.6255 | 29.83 | 3183.96 |
| 19 | 2009.03.11 06:02 | buy | 10 | 0.30 | 1.6247 | 1.6162 | 1.6259 | ||
| 20 | 2009.03.11 06:03 | buy | 11 | 0.30 | 1.6237 | 1.6162 | 1.6259 | ||
| 21 | 2009.03.11 06:22 | close | 11 | 0.30 | 1.6255 | 1.6162 | 1.6259 | 44.75 | 3228.71 |
| 22 | 2009.03.11 06:22 | close | 10 | 0.30 | 1.6255 | 1.6162 | 1.6259 | 19.89 | 3248.60 |
| 23 | 2009.03.11 06:28 | buy | 12 | 0.30 | 1.6246 | 1.6161 | 1.6258 | ||
| 24 | 2009.03.11 06:46 | close | 12 | 0.30 | 1.6254 | 1.6161 | 1.6258 | 19.89 | 3268.49 |
| 25 | 2009.03.12 05:09 | buy | 13 | 0.30 | 1.6482 | 1.6397 | 1.6494 | ||
| 26 | 2009.03.12 05:18 | close | 13 | 0.30 | 1.6490 | 1.6397 | 1.6494 | 19.89 | 3288.38 |
| 27 | 2009.03.12 05:36 | sell | 14 | 0.30 | 1.6525 | 1.6610 | 1.6513 | ||
| 28 | 2009.03.12 05:37 | sell | 15 | 0.30 | 1.6534 | 1.6610 | 1.6513 | ||
| 29 | 2009.03.12 05:45 | close | 15 | 0.30 | 1.6517 | 1.6610 | 1.6513 | 42.26 | 3330.64 |
| 30 | 2009.03.12 05:45 | close | 14 | 0.30 | 1.6517 | 1.6610 | 1.6513 | 19.89 | 3350.53 |
| 31 | 2009.03.12 06:47 | sell | 16 | 0.30 | 1.6530 | 1.6615 | 1.6518 | ||
| 32 | 2009.03.12 06:50 | sell | 17 | 0.30 | 1.6539 | 1.6615 | 1.6518 | ||
| 33 | 2009.03.12 07:53 | close | 17 | 0.30 | 1.6528 | 1.6615 | 1.6518 | 27.35 | 3377.88 |
| 34 | 2009.03.12 07:53 | close | 16 | 0.30 | 1.6528 | 1.6615 | 1.6518 | 4.98 | 3382.86 |
| 35 | 2009.03.13 06:32 | buy | 18 | 0.30 | 1.6488 | 1.6403 | 1.6500 | ||
| 36 | 2009.03.13 06:33 | buy | 19 | 0.30 | 1.6479 | 1.6403 | 1.6500 | ||
| 37 | 2009.03.13 08:03 | close | 19 | 0.30 | 1.6490 | 1.6403 | 1.6500 | 27.35 | 3410.21 |
| 38 | 2009.03.13 08:03 | close | 18 | 0.30 | 1.6490 | 1.6403 | 1.6500 | 4.98 | 3415.19 |
| 39 | 2009.03.17 07:37 | buy | 20 | 0.30 | 1.6489 | 1.6404 | 1.6501 | ||
| 40 | 2009.03.17 07:43 | close | 20 | 0.30 | 1.6497 | 1.6404 | 1.6501 | 19.89 | 3435.08 |
| 41 | 2009.03.17 07:47 | buy | 21 | 0.30 | 1.6492 | 1.6407 | 1.6504 | ||
| 42 | 2009.03.17 08:18 | close | 21 | 0.30 | 1.6501 | 1.6407 | 1.6504 | 22.37 | 3457.45 |
| 43 | 2009.03.18 05:42 | sell | 22 | 0.30 | 1.6542 | 1.6627 | 1.6530 | ||
| 44 | 2009.03.18 06:03 | close | 22 | 0.30 | 1.6532 | 1.6627 | 1.6530 | 24.85 | 3482.30 |
| 45 | 2009.03.18 06:36 | buy | 23 | 0.30 | 1.6518 | 1.6433 | 1.6530 | ||
| 46 | 2009.03.18 06:53 | close | 23 | 0.30 | 1.6526 | 1.6433 | 1.6530 | 19.88 | 3502.18 |
| 47 | 2009.03.19 05:16 | buy | 24 | 0.30 | 1.6761 | 1.6676 | 1.6773 | ||
| 48 | 2009.03.19 05:20 | close | 24 | 0.30 | 1.6769 | 1.6676 | 1.6773 | 19.89 | 3522.07 |
| 49 | 2009.03.19 05:48 | buy | 25 | 0.30 | 1.6756 | 1.6671 | 1.6768 | ||
| 50 | 2009.03.19 05:53 | buy | 26 | 0.30 | 1.6747 | 1.6671 | 1.6768 | ||
| 51 | 2009.03.19 06:08 | close | 26 | 0.30 | 1.6765 | 1.6671 | 1.6768 | 44.75 | 3566.82 |
| 52 | 2009.03.19 06:08 | close | 25 | 0.30 | 1.6765 | 1.6671 | 1.6768 | 22.37 | 3589.19 |
| 53 | 2009.03.19 06:32 | buy | 27 | 0.30 | 1.6753 | 1.6668 | 1.6765 | ||
| 54 | 2009.03.19 06:57 | close | 27 | 0.30 | 1.6761 | 1.6668 | 1.6765 | 19.89 | 3609.08 |
| 55 | 2009.03.20 06:31 | buy | 28 | 0.30 | 1.6924 | 1.6839 | 1.6936 | ||
| 56 | 2009.03.20 07:30 | close | 28 | 0.30 | 1.6926 | 1.6839 | 1.6936 | 4.98 | 3614.06 |
| 57 | 2009.03.24 05:16 | sell | 29 | 0.30 | 1.6691 | 1.6776 | 1.6679 | ||
| 58 | 2009.03.24 05:51 | close | 29 | 0.30 | 1.6683 | 1.6776 | 1.6679 | 19.88 | 3633.94 |
| 59 | 2009.03.25 06:13 | buy | 30 | 0.30 | 1.6564 | 1.6479 | 1.6576 | ||
| 60 | 2009.03.25 06:28 | close | 30 | 0.30 | 1.6573 | 1.6479 | 1.6576 | 22.38 | 3656.32 |
| 61 | 2009.03.25 07:41 | buy | 31 | 0.30 | 1.6562 | 1.6477 | 1.6574 | ||
| 62 | 2009.03.25 07:45 | close | 31 | 0.30 | 1.6570 | 1.6477 | 1.6574 | 19.89 | 3676.21 |
| 63 | 2009.03.26 05:35 | sell | 32 | 0.30 | 1.6707 | 1.6792 | 1.6695 | ||
| 64 | 2009.03.26 06:35 | close | 32 | 0.30 | 1.6705 | 1.6792 | 1.6695 | 4.97 | 3681.18 |
| 65 | 2009.03.26 07:11 | sell | 33 | 0.30 | 1.6710 | 1.6795 | 1.6698 | ||
| 66 | 2009.03.26 07:16 | sell | 34 | 0.30 | 1.6719 | 1.6795 | 1.6698 | ||
| 67 | 2009.03.26 08:08 | close | 34 | 0.30 | 1.6705 | 1.6795 | 1.6698 | 34.80 | 3715.98 |
| 68 | 2009.03.26 08:08 | close | 33 | 0.30 | 1.6705 | 1.6795 | 1.6698 | 12.43 | 3728.41 |
| 69 | 2009.03.27 05:23 | sell | 35 | 0.30 | 1.6667 | 1.6752 | 1.6655 | ||
| 70 | 2009.03.27 05:30 | close | 35 | 0.30 | 1.6658 | 1.6752 | 1.6655 | 22.37 | 3750.78 |
| 71 | 2009.03.27 06:46 | sell | 36 | 0.30 | 1.6661 | 1.6746 | 1.6649 | ||
| 72 | 2009.03.27 10:11 | close | 36 | 0.30 | 1.6660 | 1.6746 | 1.6649 | 2.49 | 3753.27 |
| 73 | 2009.03.31 06:18 | sell | 37 | 0.30 | 1.6666 | 1.6751 | 1.6654 | ||
| 74 | 2009.03.31 06:22 | sell | 38 | 0.30 | 1.6675 | 1.6751 | 1.6654 | ||
| 75 | 2009.03.31 07:00 | close | 38 | 0.30 | 1.6664 | 1.6751 | 1.6654 | 27.34 | 3780.61 |
| 76 | 2009.03.31 07:00 | close | 37 | 0.30 | 1.6664 | 1.6751 | 1.6654 | 4.97 | 3785.58 |
| 77 | 2009.04.01 05:10 | sell | 39 | 0.30 | 1.6738 | 1.6823 | 1.6726 | ||
| 78 | 2009.04.01 05:32 | sell | 40 | 0.30 | 1.6748 | 1.6823 | 1.6726 | ||
| 79 | 2009.04.01 08:49 | close | 40 | 0.30 | 1.6736 | 1.6823 | 1.6726 | 29.82 | 3815.40 |
| 80 | 2009.04.01 08:49 | close | 39 | 0.30 | 1.6736 | 1.6823 | 1.6726 | 4.97 | 3820.37 |
| 81 | 2009.04.02 05:26 | buy | 41 | 0.30 | 1.6673 | 1.6588 | 1.6685 | ||
| 82 | 2009.04.02 05:38 | buy | 42 | 0.30 | 1.6663 | 1.6588 | 1.6685 | ||
| 83 | 2009.04.02 06:25 | close | 42 | 0.30 | 1.6678 | 1.6588 | 1.6685 | 37.29 | 3857.66 |
| 84 | 2009.04.02 06:25 | close | 41 | 0.30 | 1.6678 | 1.6588 | 1.6685 | 12.43 | 3870.09 |
| 85 | 2009.04.07 05:22 | sell | 43 | 0.30 | 1.6622 | 1.6707 | 1.6610 | ||
| 86 | 2009.04.07 06:05 | close | 43 | 0.30 | 1.6618 | 1.6707 | 1.6610 | 9.94 | 3880.03 |
| 87 | 2009.04.07 07:31 | sell | 44 | 0.30 | 1.6628 | 1.6713 | 1.6616 | ||
| 88 | 2009.04.07 07:36 | close | 44 | 0.30 | 1.6620 | 1.6713 | 1.6616 | 19.88 | 3899.91 |
| 89 | 2009.04.08 07:36 | buy | 45 | 0.30 | 1.6385 | 1.6300 | 1.6397 | ||
| 90 | 2009.04.08 08:03 | close | 45 | 0.30 | 1.6394 | 1.6300 | 1.6397 | 22.37 | 3922.28 |
| 91 | 2009.04.09 06:15 | buy | 46 | 0.30 | 1.6388 | 1.6303 | 1.6400 | ||
| 92 | 2009.04.09 06:17 | t/p | 46 | 0.30 | 1.6400 | 1.6303 | 1.6400 | 29.83 | 3952.11 |
| 93 | 2009.04.09 07:26 | buy | 47 | 0.30 | 1.6391 | 1.6306 | 1.6403 | ||
| 94 | 2009.04.09 09:35 | close | 47 | 0.30 | 1.6393 | 1.6306 | 1.6403 | 4.97 | 3957.08 |
| 95 | 2009.04.10 05:11 | sell | 48 | 0.30 | 1.6106 | 1.6191 | 1.6094 | ||
| 96 | 2009.04.10 05:15 | close | 48 | 0.30 | 1.6096 | 1.6191 | 1.6094 | 24.85 | 3981.93 |
| 97 | 2009.04.10 07:02 | sell | 49 | 0.30 | 1.6098 | 1.6183 | 1.6086 | ||
| 98 | 2009.04.10 07:12 | sell | 50 | 0.30 | 1.6109 | 1.6183 | 1.6086 | ||
| 99 | 2009.04.10 08:00 | close | 50 | 0.30 | 1.6094 | 1.6183 | 1.6086 | 37.28 | 4019.21 |
| 100 | 2009.04.10 08:00 | close | 49 | 0.30 | 1.6094 | 1.6183 | 1.6086 | 9.94 | 4029.15 |