Strategy Tester Report
FX-SeeKer

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2005.01.07 04:00 - 2006.08.01 00:00 (2005.01.01 - 2006.08.01)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
ПараметрыLots=0.1; Hours2Check=10; CloseHour=9; Days2Check=12; CheckMode=1; LossK=2.2; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2.1; OffsetK_8=2.5; CheckHour_12=12; ProfitK_12=2.6; OffsetK_12=2.5; TradesPerDay=2; UseMM=false;
Баров в истории9784Смоделировано тиков1945124Качество моделирования89.08%
Начальный депозит1000.00
Чистая прибыль2980.73Общая прибыль4979.84Общий убыток-1999.11
Прибыльность2.49Матожидание выигрыша12.42
Абсолютная просадка0.00Максимальная просадка257.38 (8.49%)Относительная просадка8.59% (113.83)
Всего сделок240Короткие позиции (% выигравших)129 (64.34%)Длинные позиции (% выигравших)111 (64.86%)
Прибыльные сделки (% от всех)155 (64.58%)Убыточные сделки (% от всех)85 (35.42%)
Самая большаяприбыльная сделка79.65убыточная сделка-80.00
Средняяприбыльная сделка32.13убыточная сделка-23.52
Максимальное количествонепрерывных выигрышей (прибыль)11 (381.48)непрерывных проигрышей (убыток)7 (-257.38)
Максимальнаянепрерывная прибыль (число выигрышей)381.48 (11)непрерывный убыток (число проигрышей)-257.38 (7)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12005.01.12 15:00buy10.101.32291.31640.0000
22005.01.12 15:00buy20.101.32291.31640.0000
32005.01.12 17:00close10.101.32831.31640.000054.001054.00
42005.01.12 17:00close20.101.32831.31640.000054.001108.00
52005.01.13 16:00sell30.101.32051.32730.0000
62005.01.14 04:00close30.101.31381.32730.000067.651175.65
72005.01.21 18:00buy40.101.30371.29410.0000
82005.01.24 09:00close40.101.30741.29410.000036.111211.76
92005.01.25 17:00sell50.101.29551.30470.0000
102005.01.26 09:00close50.101.29771.30470.0000-21.351190.41
112005.01.26 16:00buy60.101.30481.29590.0000
122005.01.27 09:00close60.101.31131.29590.000062.331252.74
132005.02.03 15:00sell70.101.29451.30250.0000
142005.02.03 15:00sell80.101.29451.30220.0000
152005.02.04 09:00close70.101.29701.30250.0000-24.351228.39
162005.02.04 09:00close80.101.29691.30220.0000-23.351205.04
172005.02.04 19:00sell90.101.28851.29630.0000
182005.02.04 19:00sell100.101.28851.29590.0000
192005.02.07 02:00close90.101.28301.29630.000055.651260.69
202005.02.07 02:00close100.101.28301.29590.000055.651316.34
212005.02.07 18:00sell110.101.27711.28490.0000
222005.02.07 18:00sell120.101.27711.28460.0000
232005.02.08 09:00close110.101.27671.28490.00004.651320.99
242005.02.08 09:00close120.101.27671.28460.00004.651325.64
252005.02.10 17:00buy130.101.28911.28110.0000
262005.02.10 17:00buy140.101.28911.28130.0000
272005.02.11 09:00close130.101.28731.28110.0000-18.891306.75
282005.02.11 09:00close140.101.28741.28130.0000-17.891288.86
292005.02.15 15:00buy150.101.30411.29630.0000
302005.02.15 16:00close150.101.29841.29630.0000-57.001231.86
312005.03.02 14:00sell160.101.31041.31730.0000
322005.03.03 09:00close160.101.31261.31730.0000-20.051211.81
332005.03.04 16:00buy170.101.32161.31480.0000
342005.03.04 16:00buy180.101.32161.31450.0000
352005.03.07 09:00close170.101.32281.31480.000011.111222.92
362005.03.07 09:00close180.101.32261.31450.00009.111232.03
372005.03.08 16:00buy190.101.33221.32510.0000
382005.03.08 16:00buy200.101.33221.32500.0000
392005.03.09 09:00close190.101.33561.32510.000033.111265.14
402005.03.09 09:00close200.101.33541.32500.000031.111296.25
412005.03.09 19:00buy210.101.34081.33390.0000
422005.03.10 09:00close210.101.34391.33390.000028.331324.58
432005.03.14 16:00sell220.101.33791.34500.0000
442005.03.15 09:00close220.101.33491.34500.000030.651355.23
452005.03.15 18:00sell230.101.33061.33770.0000
462005.03.16 09:00close230.101.33531.33770.0000-46.351308.88
472005.03.16 14:00buy240.101.33851.33140.0000
482005.03.17 09:00close240.101.33951.33140.00007.331316.21
492005.03.18 14:00sell250.101.32921.33630.0000
502005.03.21 09:00close250.101.32211.33630.000071.651387.86
512005.03.22 21:00sell260.101.30861.31600.0000
522005.03.22 21:00sell270.101.30861.31600.0000
532005.03.23 09:00close260.101.30791.31600.00007.651395.51
542005.03.23 09:01close270.101.30771.31600.00009.651405.16
552005.03.23 17:00sell280.101.30141.30920.0000
562005.03.24 09:00close280.101.30061.30920.00009.951415.11
572005.03.31 16:00buy290.101.29871.29070.0000
582005.04.01 09:00close290.101.29731.29070.0000-14.891400.22
592005.04.01 18:00sell300.101.28841.29620.0000
602005.04.01 18:00sell310.101.28841.29580.0000
612005.04.04 09:00close300.101.28871.29620.0000-2.351397.87
622005.04.04 09:00close310.101.28901.29580.0000-5.351392.52
632005.04.04 17:00sell320.101.28251.29030.0000
642005.04.04 17:00sell330.101.28251.28960.0000
652005.04.05 09:00close320.101.28181.29030.00007.651400.17
662005.04.05 09:00close330.101.28171.28960.00008.651408.82
672005.04.07 20:00sell340.101.28581.29330.0000
682005.04.08 03:00close340.101.28191.29330.000039.651448.47
692005.04.08 18:00buy350.101.29151.28400.0000
702005.04.08 18:00buy360.101.29151.28400.0000
712005.04.11 09:00close350.101.29321.28400.000016.111464.58
722005.04.11 09:00close360.101.29331.28400.000017.111481.69
732005.04.11 19:00buy370.101.29941.29230.0000
742005.04.12 09:00close370.101.29901.29230.0000-4.891476.80
752005.04.12 15:00sell380.101.29221.29940.0000
762005.04.12 15:00sell390.101.29221.29970.0000
772005.04.12 18:00close380.101.28741.29940.000048.001524.80
782005.04.12 18:00close390.101.28741.29970.000048.001572.80
792005.04.13 16:00sell400.101.28651.29370.0000
802005.04.13 18:00close400.101.29191.29370.0000-54.001518.80
812005.04.14 14:00sell410.101.28251.29000.0000
822005.04.15 09:00close410.101.28161.29000.00009.651528.45
832005.04.15 14:00buy420.101.28751.28000.0000
842005.04.15 17:00close420.101.29281.28000.000053.001581.45
852005.04.18 14:00buy430.101.29731.28950.0000
862005.04.18 18:00close430.101.30341.28950.000061.001642.45
872005.04.29 20:00sell440.101.28631.29410.0000
882005.05.02 09:00close440.101.28591.29410.00004.651647.10
892005.05.06 15:00sell450.101.28571.29230.0000
902005.05.06 15:00sell460.101.28571.29250.0000
912005.05.06 21:00close460.101.28191.29250.000038.001685.10
922005.05.09 04:00close450.101.28081.29230.000049.651734.75
932005.05.11 15:00sell470.101.28011.28660.0000
942005.05.11 15:00sell480.101.28011.28670.0000
952005.05.12 09:00close470.101.27591.28660.000043.951778.70
962005.05.12 09:00close480.101.27591.28670.000043.951822.65
972005.05.12 15:00sell490.101.27111.27760.0000
982005.05.13 09:00close490.101.26791.27760.000032.651855.30
992005.05.13 14:00sell500.101.26271.26950.0000
1002005.05.16 09:00close500.101.25971.26950.000030.651885.95
1012005.05.18 18:00buy510.101.26601.25880.0000
1022005.05.19 09:00close510.101.26771.25880.000014.331900.28
1032005.05.19 16:00sell520.101.26261.26950.0000
1042005.05.20 09:00close520.101.26351.26950.0000-8.351891.93
1052005.05.20 15:00sell530.101.25791.26500.0000
1062005.05.20 15:00sell540.101.25791.26470.0000
1072005.05.23 09:00close540.101.25391.26470.000040.651932.58
1082005.05.23 09:00close530.101.25391.26500.000040.651973.23
1092005.05.27 18:00buy550.101.25691.25040.0000
1102005.05.30 01:00close550.101.25291.25040.0000-40.891932.34
1112005.05.30 15:00sell560.101.24731.25360.0000
1122005.05.31 04:00close560.101.23941.25360.000079.652011.99
1132005.05.31 20:00sell570.101.23091.23680.0000
1142005.06.01 09:00close570.101.23241.23680.0000-14.351997.64
1152005.06.01 14:00sell580.101.22471.23100.0000
1162005.06.01 22:00close580.101.22071.23100.000040.002037.64
1172005.06.03 19:00sell590.101.22171.22860.0000
1182005.06.06 08:00close590.101.22671.22860.0000-49.351988.29
1192005.06.08 20:00sell600.101.22381.23090.0000
1202005.06.09 09:00close600.101.22161.23090.000023.952012.24
1212005.06.10 16:00sell610.101.21671.22450.0000
1222005.06.10 16:00sell620.101.21671.22410.0000
1232005.06.10 17:00close620.101.21231.22410.000044.002056.24
1242005.06.13 01:00close610.101.21151.22450.000052.652108.89
1252005.06.14 16:00sell630.101.20391.21250.0000
1262005.06.14 16:00sell640.101.20391.21200.0000
1272005.06.15 09:00close630.101.20501.21250.0000-10.352098.54
1282005.06.15 09:00close640.101.20501.21200.0000-10.352088.19
1292005.06.15 16:00buy650.101.21111.20250.0000
1302005.06.16 09:00close650.101.20781.20250.0000-35.672052.52
1312005.06.17 14:00buy660.101.21761.20900.0000
1322005.06.17 18:00close660.101.22381.20900.000062.002114.52
1332005.06.20 17:00sell670.101.21331.22170.0000
1342005.06.21 09:00close670.101.21441.22170.0000-10.352104.17
1352005.06.22 15:00sell680.101.21081.21940.0000
1362005.06.23 09:00close680.101.21181.21940.0000-8.052096.12
1372005.06.23 15:00sell690.101.20391.21250.0000
1382005.06.24 09:00close690.101.20381.21250.00001.652097.77
1392005.06.24 22:00buy700.101.21031.20140.0000
1402005.06.27 09:00close700.101.21661.20140.000062.112159.88
1412005.06.28 14:00sell710.101.20901.21800.0000
1422005.06.29 09:00close710.101.20391.21800.000051.652211.53
1432005.07.01 17:00sell720.101.19651.20490.0000
1442005.07.01 17:00sell730.101.19651.20510.0000
1452005.07.04 05:00close720.101.19091.20490.000056.652268.18
1462005.07.04 05:00close730.101.19091.20510.000056.652324.83
1472005.07.11 17:00buy740.101.20691.19950.0000
1482005.07.12 05:00close740.101.21181.19950.000048.112372.94
1492005.07.12 20:00buy750.101.22411.21610.0000
1502005.07.13 09:00close750.101.21981.21610.0000-43.892329.05
1512005.07.13 16:00sell760.101.21261.22060.0000
1522005.07.14 03:00close760.101.20711.22060.000056.952386.00
1532005.07.15 15:00sell770.101.20411.21270.0000
1542005.07.18 09:00close770.101.20731.21270.0000-31.352354.65
1552005.07.20 21:00buy780.101.21571.20730.0000
1562005.07.21 09:00close780.101.21661.20730.00006.332360.98
1572005.07.22 17:00sell790.101.21131.22020.0000
1582005.07.22 21:00close790.101.20641.22020.000049.002409.98
1592005.07.27 20:00buy800.101.20681.19700.0000
1602005.07.28 09:00close800.101.20551.19700.0000-15.672394.31
1612005.07.28 19:00buy810.101.21371.20500.0000
1622005.07.28 19:00buy820.101.21371.20450.0000
1632005.07.29 09:00close810.101.21211.20500.0000-16.892377.42
1642005.07.29 09:02close820.101.21201.20450.0000-17.892359.53
1652005.08.03 14:00buy830.101.23091.22260.0000
1662005.08.04 09:00close830.101.23371.22260.000025.332384.86
1672005.08.11 22:00buy840.101.24661.23910.0000
1682005.08.12 09:00close840.101.24701.23910.00003.112387.97
1692005.08.17 19:00sell850.101.22641.23380.0000
1702005.08.18 09:00close850.101.22691.23380.0000-3.052384.92
1712005.08.18 15:00sell860.101.21841.22560.0000
1722005.08.18 15:00sell870.101.21841.22520.0000
1732005.08.19 09:00close860.101.21611.22560.000023.652408.57
1742005.08.19 09:00close870.101.21631.22520.000021.652430.22
1752005.08.22 14:00buy880.101.22321.21630.0000
1762005.08.23 09:00close880.101.22311.21630.0000-1.892428.33
1772005.08.24 15:00buy890.101.22471.21870.0000
1782005.08.25 03:00close890.101.22871.21870.000037.332465.66
1792005.08.29 17:00sell900.101.22671.23320.0000
1802005.08.29 19:00close900.101.22301.23320.000037.002502.66
1812005.08.31 17:00buy910.101.23011.22330.0000
1822005.08.31 17:00buy920.101.23011.22350.0000
1832005.08.31 23:00close920.101.23441.22350.000043.002545.66
1842005.09.01 09:00close910.101.23331.22330.000029.332574.99
1852005.09.01 15:00buy930.101.24141.23480.0000
1862005.09.01 17:00close930.101.24631.23480.000049.002623.99
1872005.09.02 14:00buy940.101.25521.24810.0000
1882005.09.05 09:00close940.101.25461.24810.0000-6.892617.10
1892005.09.07 21:00sell950.101.24171.24950.0000
1902005.09.08 09:00close950.101.24471.24950.0000-28.052589.05
1912005.09.16 16:00sell960.101.22131.22910.0000
1922005.09.19 01:00close960.101.21511.22910.000062.652651.70
1932005.09.22 17:00sell970.101.21421.22190.0000
1942005.09.23 09:00close970.101.21221.22190.000020.652672.35
1952005.09.23 15:00sell980.101.20861.21610.0000
1962005.09.26 01:00close980.101.20251.21610.000061.652734.00
1972005.10.06 16:00buy990.101.21331.20670.0000
1982005.10.06 20:00close990.101.21741.20670.000041.002775.00
1992005.10.07 15:00sell1000.101.21091.21780.0000
2002005.10.10 09:00close1000.101.21341.21780.0000-24.352750.65
2012005.10.10 15:00sell1010.101.20661.21410.0000
2022005.10.10 15:00sell1020.101.20661.21400.0000
2032005.10.11 09:00close1020.101.20201.21400.000046.652797.30
2042005.10.11 09:00close1010.101.20201.21410.000046.652843.95
2052005.10.13 16:00sell1030.101.19261.19950.0000
2062005.10.13 19:00close1030.101.19841.19950.0000-58.002785.95
2072005.10.14 17:00buy1040.101.20681.19990.0000
2082005.10.17 03:00close1040.101.21091.19990.000040.112826.06
2092005.10.18 17:00sell1050.101.19271.20050.0000
2102005.10.19 09:00close1050.101.18841.20050.000043.652869.71
2112005.10.21 18:00sell1060.101.19541.20340.0000
2122005.10.21 18:00sell1070.101.19541.20320.0000
2132005.10.24 09:00close1060.101.19511.20340.00003.652873.36
2142005.10.24 09:00close1070.101.19501.20320.00004.652878.01
2152005.10.25 15:00buy1080.101.20601.19740.0000
2162005.10.26 09:00close1080.101.21091.19740.000048.112926.12
2172005.10.28 19:00sell1090.101.20621.21460.0000
2182005.10.28 19:00sell1100.101.20621.21400.0000
2192005.10.30 23:00close1090.101.20641.21460.0000-2.002924.12
2202005.10.30 23:00close1100.101.20641.21400.0000-2.002922.12
2212005.10.31 15:00sell1110.101.20021.20790.0000
2222005.11.01 09:00close1110.101.19931.20790.00009.652931.77
2232005.11.03 15:00sell1120.101.20091.20900.0000
2242005.11.03 21:00close1120.101.19451.20900.000064.002995.77
2252005.11.04 17:00sell1130.101.18101.18900.0000
2262005.11.04 17:00sell1140.101.18101.18820.0000
2272005.11.07 09:00close1130.101.17911.18900.000019.653015.42
2282005.11.07 09:00close1140.101.17941.18820.000016.653032.07
2292005.11.10 21:00sell1150.101.16811.17650.0000
2302005.11.10 21:00sell1160.101.16811.17590.0000
2312005.11.11 09:00close1150.101.17031.17650.0000-21.353010.72
2322005.11.11 09:00close1160.101.17031.17590.0000-21.352989.37
2332005.11.14 18:00sell1170.101.16641.17420.0000
2342005.11.15 09:00close1170.101.16981.17420.0000-32.852956.52
2352005.11.16 16:00sell1180.101.16461.17260.0000
2362005.11.17 09:00close1180.101.16541.17260.0000-6.052950.47
2372005.11.17 20:00buy1190.101.17581.16800.0000
2382005.11.17 20:00buy1200.101.17581.16800.0000
2392005.11.18 09:00close1190.101.17111.16800.0000-47.892902.58
2402005.11.18 09:00close1200.101.17111.16800.0000-47.892854.69
2412005.11.21 15:00buy1210.101.18311.17510.0000
2422005.11.21 16:13s/l1210.101.17511.17510.0000-80.002774.69
2432005.11.22 21:00buy1220.101.18111.17300.0000
2442005.11.22 21:00buy1230.101.18111.17280.0000
2452005.11.23 09:00close1220.101.18301.17300.000018.112792.80
2462005.11.23 09:00close1230.101.18301.17280.000018.112810.91
2472005.11.28 17:00buy1240.101.17941.17190.0000
2482005.11.28 17:00buy1250.101.17941.17160.0000
2492005.11.28 20:00close1250.101.18421.17160.000048.002858.91
2502005.11.28 21:00close1240.101.18721.17190.000078.002936.91
2512005.11.29 15:00sell1260.101.17571.18320.0000
2522005.11.29 15:00sell1270.101.17571.18350.0000
2532005.11.30 09:00close1260.101.17901.18320.0000-32.352904.56
2542005.11.30 09:00close1270.101.17871.18350.0000-29.352875.21
2552005.12.01 15:00sell1280.101.17251.18060.0000
2562005.12.02 09:00close1280.101.17111.18060.000014.652889.86
2572005.12.02 16:00sell1290.101.16601.17380.0000
2582005.12.02 20:00close1290.101.17131.17380.0000-53.002836.86
2592005.12.05 14:00buy1300.101.17701.16920.0000
2602005.12.05 14:00buy1310.101.17701.16920.0000
2612005.12.06 09:00close1300.101.17831.16920.000012.112848.97
2622005.12.06 09:00close1310.101.17831.16920.000012.112861.08
2632005.12.07 19:00sell1320.101.17121.17900.0000
2642005.12.08 09:00close1320.101.17431.17900.0000-29.052832.03
2652005.12.08 17:00buy1330.101.18261.17520.0000
2662005.12.09 09:00close1330.101.17811.17520.0000-45.892786.14
2672005.12.12 14:00buy1340.101.19121.18410.0000
2682005.12.12 18:00close1340.101.19671.18410.000055.002841.14
2692005.12.20 16:00sell1350.101.19091.19830.0000
2702005.12.20 16:00sell1360.101.19091.19800.0000
2712005.12.20 18:00close1350.101.18501.19830.000059.002900.14
2722005.12.20 18:00close1360.101.18501.19800.000059.002959.14
2732005.12.21 16:00sell1370.101.18071.18780.0000
2742005.12.21 16:00sell1380.101.18071.18760.0000
2752005.12.22 09:00close1370.101.18321.18780.0000-23.052936.09
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