Strategy Tester Report
Agent_Fx_v07_XZ_ss
EGlobal-Real (Build 225)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2009.01.05 00:00 - 2009.07.31 21:00 (2009.01.05 - 2009.08.02)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыblock_01=" основные параметры для индикаторов"; lots=0.25; SL=200; TP=41; kCCI=27; block_02=" основные параметры для безубытка"; AllPositions=false; ProfitTrailing=true; TrailingStop=30; TrailingStep=8; UseSound=true; block_03=" настройка функции управления капиталом"; uplot=true; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1;
Баров в истории4568Смоделировано тиков7523746Качество моделированияn/a
Ошибки рассогласования графиков561
Начальный депозит3000.00
Чистая прибыль12131.73Общая прибыль23784.44Общий убыток-11652.72
Прибыльность2.04Матожидание выигрыша123.79
Абсолютная просадка1485.78Максимальная просадка3260.16 (33.86%)Относительная просадка52.55% (1676.79)
Всего сделок98Короткие позиции (% выигравших)42 (88.10%)Длинные позиции (% выигравших)56 (91.07%)
Прибыльные сделки (% от всех)88 (89.80%)Убыточные сделки (% от всех)10 (10.20%)
Самая большаяприбыльная сделка287.00убыточная сделка-1419.34
Средняяприбыльная сделка270.28убыточная сделка-1165.27
Максимальное количествонепрерывных выигрышей (прибыль)29 (7993.46)непрерывных проигрышей (убыток)1 (-1419.34)
Максимальнаянепрерывная прибыль (число выигрышей)7993.46 (29)непрерывный убыток (число проигрышей)-1419.34 (1)
Среднийнепрерывный выигрыш9непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.06 03:59buy10.251.35941.33941.3635
22009.01.06 11:02s/l10.251.33941.33941.3635-500.002500.00
32009.01.06 23:59sell20.251.34981.36981.3457
42009.01.07 02:06t/p20.251.34571.36981.3457101.732601.73
52009.01.07 10:59sell30.351.35821.37821.3541
62009.01.08 09:37t/p30.351.35411.37821.3541140.282742.01
72009.01.08 10:59buy40.451.35861.33861.3627
82009.01.08 13:39t/p40.451.36271.33861.3627184.502926.51
92009.01.08 16:59sell50.551.37151.39151.3674
102009.01.08 19:43t/p50.551.36741.39151.3674225.503152.01
112009.01.12 18:59buy60.651.34111.32111.3452
122009.01.13 14:52s/l60.651.32111.32111.3452-1302.291849.72
132009.01.14 09:59sell70.651.32281.34281.3187
142009.01.14 13:59t/p70.651.31871.34281.3187266.502116.22
152009.01.16 13:59sell80.701.32591.34591.3218
162009.01.16 16:16t/p80.701.32181.34591.3218287.002403.22
172009.01.19 05:59sell90.701.33431.35431.3302
182009.01.19 08:20t/p90.701.33021.35431.3302287.002690.22
192009.01.22 18:59buy100.701.29701.27701.3011
202009.01.22 20:53t/p100.701.30111.27701.3011287.002977.22
212009.01.26 03:59buy110.701.29061.27061.2947
222009.01.26 04:59modify110.701.29061.29061.2947
232009.01.26 05:50t/p110.701.29471.29061.2947287.003264.22
242009.01.26 06:59sell120.701.29201.31201.2879
252009.01.26 08:20t/p120.701.28791.31201.2879287.003551.22
262009.01.27 18:59buy130.701.31791.29791.3220
272009.01.28 00:43t/p130.701.32201.29791.3220284.543835.76
282009.01.28 01:59sell140.701.31821.33821.3141
292009.01.28 20:26t/p140.701.31411.33821.3141287.004122.76
302009.02.03 18:59sell150.701.29351.31351.2894
312009.02.04 12:10t/p150.701.28941.31351.2894284.854407.61
322009.02.04 14:59buy160.701.28711.26711.2912
332009.02.04 16:11t/p160.701.29121.26711.2912287.004694.61
342009.02.05 16:59buy170.701.28391.26391.2880
352009.02.05 18:06t/p170.701.28801.26391.2880287.004981.61
362009.02.06 09:59buy180.701.27961.25961.2837
372009.02.06 10:50t/p180.701.28371.25961.2837287.005268.61
382009.02.06 11:59sell190.701.27901.29901.2749
392009.02.06 19:49s/l190.701.29901.29901.2749-1400.003868.61
402009.02.10 17:59sell200.701.29661.31661.2925
412009.02.10 18:36t/p200.701.29251.31661.2925287.004155.61
422009.02.11 20:59buy210.701.29081.27081.2949
432009.02.13 04:59modify210.701.29081.29081.2949
442009.02.13 08:00s/l210.701.29081.29081.2949-9.864145.75
452009.02.13 15:59buy220.701.28481.26481.2889
462009.02.13 16:30t/p220.701.28891.26481.2889287.004432.75
472009.02.18 00:59buy230.701.25841.23841.2625
482009.02.18 07:42t/p230.701.26251.23841.2625287.004719.75
492009.02.20 10:59buy240.701.26151.24151.2656
502009.02.20 17:51t/p240.701.26561.24151.2656287.005006.75
512009.02.23 09:59sell250.701.29001.31001.2859
522009.02.23 10:28t/p250.701.28591.31001.2859287.005293.75
532009.02.24 12:59sell260.701.27871.29871.2746
542009.02.24 14:32t/p260.701.27461.29871.2746287.005580.75
552009.02.24 21:59sell270.701.28451.30451.2804
562009.02.25 04:59modify270.701.28451.28441.2804
572009.02.25 08:16s/l270.701.28441.28441.28044.855585.60
582009.03.02 02:59buy280.701.26021.24021.2643
592009.03.03 07:06t/p280.701.26431.24021.2643284.545870.14
602009.03.03 15:59sell290.701.25911.27911.2550
612009.03.03 17:11t/p290.701.25501.27911.2550287.006157.14
622009.03.03 18:59buy300.701.25711.23711.2612
632009.03.04 17:31t/p300.701.26121.23711.2612284.546441.67
642009.03.04 19:59sell310.701.26051.28051.2564
652009.03.05 10:27t/p310.701.25641.28051.2564280.556722.23
662009.03.11 02:59sell320.701.27091.29091.2668
672009.03.11 04:39t/p320.701.26681.29091.2668287.007009.23
682009.03.11 06:59buy330.701.26811.24811.2722
692009.03.11 11:25t/p330.701.27221.24811.2722287.007296.23
702009.03.12 14:59sell340.701.27711.29711.2730
712009.03.16 09:07s/l340.701.29711.29711.2730-1404.305891.93
722009.03.17 11:59buy350.701.30051.28051.3046
732009.03.17 23:59modify350.701.30051.30061.3046
742009.03.18 02:15s/l350.701.30061.30061.30464.545896.47
752009.03.18 05:59sell360.701.30321.32321.2991
762009.03.18 09:59modify360.701.30321.30301.2991
772009.03.18 10:01t/p360.701.29911.30301.2991287.006183.47
782009.03.18 10:59buy370.701.30421.28421.3083
792009.03.18 13:27t/p370.701.30831.28421.3083287.006470.47
802009.03.19 17:59sell380.701.36991.38991.3658
812009.03.19 18:57t/p380.701.36581.38991.3658287.006757.47
822009.03.20 13:59buy390.701.35901.33901.3631
832009.03.20 14:52t/p390.701.36311.33901.3631287.007044.47
842009.03.23 09:59sell400.701.36401.38401.3599
852009.03.23 13:18t/p400.701.35991.38401.3599287.007331.47
862009.03.25 10:59buy410.701.34781.32781.3519
872009.03.25 11:39t/p410.701.35191.32781.3519287.007618.47
882009.03.25 14:59buy420.701.35841.33841.3625
892009.03.25 15:00t/p420.701.36251.33841.3625287.007905.47
902009.03.26 10:59sell430.701.35631.37631.3522
912009.03.26 19:52t/p430.701.35221.37631.3522287.008192.47
922009.03.27 08:59sell440.701.35651.37651.3524
932009.03.27 10:18t/p440.701.35241.37651.3524287.008479.47
942009.03.30 13:59buy450.701.31951.29951.3236
952009.03.31 03:54t/p450.701.32361.29951.3236284.548764.00
962009.03.31 22:59sell460.701.32501.34501.3209
972009.04.01 02:37t/p460.701.32091.34501.3209284.859048.85
982009.04.01 20:59buy470.701.32341.30341.3275
992009.04.02 03:44t/p470.701.32751.30341.3275279.619328.46
1002009.04.08 19:59sell480.701.32711.34711.3230
1012009.04.08 20:50t/p480.701.32301.34711.3230287.009615.46
1022009.04.14 11:59buy490.701.33041.31041.3345
1032009.04.17 05:29s/l490.701.31041.31041.3345-1412.328203.14
1042009.04.20 04:59buy500.701.29941.27941.3035
1052009.04.22 17:42t/p500.701.30351.27941.3035282.078485.21
1062009.04.27 09:59buy510.701.31661.29661.3207
1072009.04.28 13:46s/l510.701.29661.29661.3207-1402.467082.75
1082009.04.28 14:59buy520.701.30361.28361.3077
1092009.04.28 16:10t/p520.701.30771.28361.3077287.007369.75
1102009.04.29 14:59sell530.701.32451.34451.3204
1112009.04.30 15:15t/p530.701.32041.34451.3204280.557650.30
1122009.04.30 16:59buy540.701.32501.30501.3291
1132009.05.01 08:32t/p540.701.32911.30501.3291284.547934.84
1142009.05.01 12:59buy550.701.33191.31191.3360
1152009.05.04 17:06t/p550.701.33601.31191.3360284.548219.37
1162009.05.05 10:59buy560.701.33701.31701.3411
1172009.05.05 13:59modify560.701.33701.33711.3411
1182009.05.05 14:41t/p560.701.34111.33711.3411287.008506.37
1192009.05.05 15:59sell570.701.33871.35871.3346
1202009.05.05 16:41t/p570.701.33461.35871.3346287.008793.37
1212009.05.06 17:59buy580.701.33131.31131.3354
1222009.05.06 20:53t/p580.701.33541.31131.3354287.009080.37
1232009.05.07 03:59buy590.701.33161.31161.3357
1242009.05.07 13:50t/p590.701.33571.31161.3357287.009367.37
1252009.05.08 09:59sell600.701.33961.35961.3355
1262009.05.08 19:53s/l600.701.35961.35961.3355-1400.007967.37
1272009.05.12 00:59buy610.701.35911.33911.3632
1282009.05.12 09:19t/p610.701.36321.33911.3632287.008254.37
1292009.05.15 14:59buy620.701.35561.33561.3597
1302009.05.15 15:54t/p620.701.35971.33561.3597287.008541.37
1312009.05.15 21:59buy630.701.34921.32921.3533
1322009.05.18 18:44t/p630.701.35331.32921.3533284.548825.91
1332009.05.22 20:59sell640.701.40111.42111.3970
1342009.05.25 10:01t/p640.701.39701.42111.3970284.859110.76
1352009.05.26 18:59sell650.701.39801.41801.3939
1362009.05.27 07:55t/p650.701.39391.41801.3939284.859395.61
1372009.05.28 07:59buy660.701.38301.36301.3871
1382009.05.28 09:55t/p660.701.38711.36301.3871287.009682.61
1392009.05.28 13:59sell670.701.38551.40551.3814
1402009.05.29 11:35s/l670.701.40551.40551.3814-1402.158280.46
1412009.06.01 05:59sell680.701.41441.43441.4103
1422009.06.02 09:33t/p680.701.41031.43441.4103284.858565.31
1432009.06.02 11:59buy690.701.41661.39661.4207
1442009.06.02 12:28t/p690.701.42071.39661.4207287.008852.31
1452009.06.03 07:59sell700.701.43051.45051.4264
1462009.06.03 09:59t/p700.701.42641.45051.4264287.009139.31
1472009.06.03 16:59buy710.701.41891.39891.4230
1482009.06.04 09:32t/p710.701.42301.39891.4230279.619418.92
1492009.06.04 14:59buy720.701.41701.39701.4211
1502009.06.04 17:18t/p720.701.42111.39701.4211287.009705.92
1512009.06.05 02:59buy730.701.41851.39851.4226
1522009.06.05 09:07t/p730.701.42261.39851.4226287.009992.92
1532009.06.09 07:59buy740.701.38991.36991.3940
1542009.06.09 09:12t/p740.701.39401.36991.3940287.0010279.92
1552009.06.09 13:59buy750.701.39671.37671.4008
1562009.06.09 15:13t/p750.701.40081.37671.4008287.0010566.92
1572009.06.10 08:59sell760.701.40711.42711.4030
1582009.06.10 15:35t/p760.701.40301.42711.4030287.0010853.92
1592009.06.11 10:59buy770.701.40351.38351.4076
1602009.06.11 16:16t/p770.701.40761.38351.4076287.0011140.92
1612009.06.12 16:59buy780.701.39961.37961.4037
1622009.06.12 17:45t/p780.701.40371.37961.4037287.0011427.92
1632009.06.16 12:59sell790.701.38741.40741.3833
1642009.06.16 19:24t/p790.701.38331.40741.3833287.0011714.92
1652009.06.17 02:59buy800.701.38381.36381.3879
1662009.06.17 06:13t/p800.701.38791.36381.3879287.0012001.92
1672009.06.17 14:59buy810.701.38871.36871.3928
1682009.06.17 20:15t/p810.701.39281.36871.3928287.0012288.92
1692009.06.18 14:59buy820.701.39551.37551.3996
1702009.06.18 16:01t/p820.701.39961.37551.3996287.0012575.92
1712009.06.18 22:59buy830.701.39031.37031.3944
1722009.06.19 07:19t/p830.701.39441.37031.3944284.5412860.46
1732009.06.23 03:59buy840.701.38561.36561.3897
1742009.06.23 09:39t/p840.701.38971.36561.3897287.0013147.46
1752009.06.24 14:59buy850.701.40801.38801.4121
1762009.06.30 02:59modify850.701.40801.40871.4121
1772009.06.30 03:00t/p850.701.41211.40871.4121272.2213419.67
1782009.06.30 14:59sell860.701.41021.43021.4061
1792009.06.30 16:01t/p860.701.40611.43021.4061287.0013706.67
1802009.06.30 18:59buy870.701.40511.38511.4092
1812009.07.01 14:12t/p870.701.40921.38511.4092284.5413991.21
1822009.07.01 16:59sell880.701.41291.43291.4088
1832009.07.02 09:07t/p880.701.40881.43291.4088280.5514271.76
1842009.07.07 07:59sell890.701.39511.41511.3910
1852009.07.07 09:16t/p890.701.39101.41511.3910287.0014558.76
1862009.07.07 10:59buy900.701.39681.37681.4009
1872009.07.07 12:56t/p900.701.40091.37681.4009287.0014845.76
1882009.07.08 19:59buy910.701.38541.36541.3895
1892009.07.08 22:59modify910.701.38541.38541.3895
1902009.07.09 03:27t/p910.701.38951.38541.3895279.6115125.37
1912009.07.13 03:59sell920.701.39591.41591.3918
1922009.07.13 06:59t/p920.701.39181.41591.3918287.0015412.37
1932009.07.13 08:59buy930.701.39271.37271.3968
1942009.07.13 12:33t/p930.701.39681.37271.3968287.0015699.37
1952009.07.14 11:59sell940.701.39751.41751.3934
1962009.07.14 16:59modify940.701.39751.39741.3934
1972009.07.14 17:46s/l940.701.39741.39741.39347.0015706.37
1982009.07.15 21:59sell950.701.41081.43081.4067
1992009.07.16 02:59modify950.701.41081.41081.4067
2002009.07.16 04:30t/p950.701.40671.41081.4067280.5515986.92
2012009.07.17 10:59buy960.701.41001.39001.4141
2022009.07.17 18:59modify960.701.41001.41061.4141
2032009.07.17 20:41t/p960.701.41411.41061.4141287.0016273.92
2042009.07.17 21:59sell970.701.41001.43001.4059
2052009.07.28 09:12s/l970.701.43001.43001.4059-1419.3414854.58
2062009.07.29 09:59buy980.701.41661.39661.4207
2072009.07.31 17:16t/p980.701.42071.39661.4207277.1415131.73