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=1; lotstep=0.1; lastprofit=1;
Баров в истории4568Смоделировано тиков7523746Качество моделированияn/a
Ошибки рассогласования графиков561
Начальный депозит3000.00
Чистая прибыль17525.30Общая прибыль33399.63Общий убыток-15874.33
Прибыльность2.10Матожидание выигрыша178.83
Абсолютная просадка1528.78Максимальная просадка4657.37 (36.77%)Относительная просадка55.40% (3670.56)
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 сделка410.00убыточная сделка-2027.63
Средняяприбыльная сделка379.54убыточная сделка-1587.43
Максимальное количествонепрерывных выигрышей (прибыль)29 (11419.23)непрерывных проигрышей (убыток)1 (-2027.63)
Максимальнаянепрерывная прибыль (число выигрышей)11419.23 (29)непрерывный убыток (число проигрышей)-2027.63 (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 13:59sell80.751.32591.34591.3218
162009.01.16 16:16t/p80.751.32181.34591.3218307.502423.72
172009.01.19 05:59sell90.851.33431.35431.3302
182009.01.19 08:20t/p90.851.33021.35431.3302348.502772.22
192009.01.22 18:59buy100.951.29701.27701.3011
202009.01.22 20:53t/p100.951.30111.27701.3011389.503161.72
212009.01.26 03:59buy111.001.29061.27061.2947
222009.01.26 04:59modify111.001.29061.29061.2947
232009.01.26 05:50t/p111.001.29471.29061.2947410.003571.72
242009.01.26 06:59sell121.001.29201.31201.2879
252009.01.26 08:20t/p121.001.28791.31201.2879410.003981.72
262009.01.27 18:59buy131.001.31791.29791.3220
272009.01.28 00:43t/p131.001.32201.29791.3220406.484388.20
282009.01.28 01:59sell141.001.31821.33821.3141
292009.01.28 20:26t/p141.001.31411.33821.3141410.004798.20
302009.02.03 18:59sell151.001.29351.31351.2894
312009.02.04 12:10t/p151.001.28941.31351.2894406.935205.13
322009.02.04 14:59buy161.001.28711.26711.2912
332009.02.04 16:11t/p161.001.29121.26711.2912410.005615.13
342009.02.05 16:59buy171.001.28391.26391.2880
352009.02.05 18:06t/p171.001.28801.26391.2880410.006025.13
362009.02.06 09:59buy181.001.27961.25961.2837
372009.02.06 10:50t/p181.001.28371.25961.2837410.006435.13
382009.02.06 11:59sell191.001.27901.29901.2749
392009.02.06 19:49s/l191.001.29901.29901.2749-2000.004435.13
402009.02.10 17:59sell201.001.29661.31661.2925
412009.02.10 18:36t/p201.001.29251.31661.2925410.004845.13
422009.02.11 20:59buy211.001.29081.27081.2949
432009.02.13 04:59modify211.001.29081.29081.2949
442009.02.13 08:00s/l211.001.29081.29081.2949-14.084831.05
452009.02.13 15:59buy221.001.28481.26481.2889
462009.02.13 16:30t/p221.001.28891.26481.2889410.005241.05
472009.02.18 00:59buy231.001.25841.23841.2625
482009.02.18 07:42t/p231.001.26251.23841.2625410.005651.05
492009.02.20 10:59buy241.001.26151.24151.2656
502009.02.20 17:51t/p241.001.26561.24151.2656410.006061.05
512009.02.23 09:59sell251.001.29001.31001.2859
522009.02.23 10:28t/p251.001.28591.31001.2859410.006471.05
532009.02.24 12:59sell261.001.27871.29871.2746
542009.02.24 14:32t/p261.001.27461.29871.2746410.006881.05
552009.02.24 21:59sell271.001.28451.30451.2804
562009.02.25 04:59modify271.001.28451.28441.2804
572009.02.25 08:16s/l271.001.28441.28441.28046.936887.98
582009.03.02 02:59buy281.001.26021.24021.2643
592009.03.03 07:06t/p281.001.26431.24021.2643406.487294.46
602009.03.03 15:59sell291.001.25911.27911.2550
612009.03.03 17:11t/p291.001.25501.27911.2550410.007704.46
622009.03.03 18:59buy301.001.25711.23711.2612
632009.03.04 17:31t/p301.001.26121.23711.2612406.488110.94
642009.03.04 19:59sell311.001.26051.28051.2564
652009.03.05 10:27t/p311.001.25641.28051.2564400.798511.73
662009.03.11 02:59sell321.001.27091.29091.2668
672009.03.11 04:39t/p321.001.26681.29091.2668410.008921.73
682009.03.11 06:59buy331.001.26811.24811.2722
692009.03.11 11:25t/p331.001.27221.24811.2722410.009331.73
702009.03.12 14:59sell341.001.27711.29711.2730
712009.03.16 09:07s/l341.001.29711.29711.2730-2006.147325.59
722009.03.17 11:59buy351.001.30051.28051.3046
732009.03.17 23:59modify351.001.30051.30061.3046
742009.03.18 02:15s/l351.001.30061.30061.30466.487332.07
752009.03.18 05:59sell361.001.30321.32321.2991
762009.03.18 09:59modify361.001.30321.30301.2991
772009.03.18 10:01t/p361.001.29911.30301.2991410.007742.07
782009.03.18 10:59buy371.001.30421.28421.3083
792009.03.18 13:27t/p371.001.30831.28421.3083410.008152.07
802009.03.19 17:59sell381.001.36991.38991.3658
812009.03.19 18:57t/p381.001.36581.38991.3658410.008562.07
822009.03.20 13:59buy391.001.35901.33901.3631
832009.03.20 14:52t/p391.001.36311.33901.3631410.008972.07
842009.03.23 09:59sell401.001.36401.38401.3599
852009.03.23 13:18t/p401.001.35991.38401.3599410.009382.07
862009.03.25 10:59buy411.001.34781.32781.3519
872009.03.25 11:39t/p411.001.35191.32781.3519410.009792.07
882009.03.25 14:59buy421.001.35841.33841.3625
892009.03.25 15:00t/p421.001.36251.33841.3625410.0010202.07
902009.03.26 10:59sell431.001.35631.37631.3522
912009.03.26 19:52t/p431.001.35221.37631.3522410.0010612.07
922009.03.27 08:59sell441.001.35651.37651.3524
932009.03.27 10:18t/p441.001.35241.37651.3524410.0011022.07
942009.03.30 13:59buy451.001.31951.29951.3236
952009.03.31 03:54t/p451.001.32361.29951.3236406.4811428.55
962009.03.31 22:59sell461.001.32501.34501.3209
972009.04.01 02:37t/p461.001.32091.34501.3209406.9311835.48
982009.04.01 20:59buy471.001.32341.30341.3275
992009.04.02 03:44t/p471.001.32751.30341.3275399.4412234.92
1002009.04.08 19:59sell481.001.32711.34711.3230
1012009.04.08 20:50t/p481.001.32301.34711.3230410.0012644.92
1022009.04.14 11:59buy491.001.33041.31041.3345
1032009.04.17 05:29s/l491.001.31041.31041.3345-2017.6010627.32
1042009.04.20 04:59buy501.001.29941.27941.3035
1052009.04.22 17:42t/p501.001.30351.27941.3035402.9611030.28
1062009.04.27 09:59buy511.001.31661.29661.3207
1072009.04.28 13:46s/l511.001.29661.29661.3207-2003.529026.76
1082009.04.28 14:59buy521.001.30361.28361.3077
1092009.04.28 16:10t/p521.001.30771.28361.3077410.009436.76
1102009.04.29 14:59sell531.001.32451.34451.3204
1112009.04.30 15:15t/p531.001.32041.34451.3204400.799837.55
1122009.04.30 16:59buy541.001.32501.30501.3291
1132009.05.01 08:32t/p541.001.32911.30501.3291406.4810244.03
1142009.05.01 12:59buy551.001.33191.31191.3360
1152009.05.04 17:06t/p551.001.33601.31191.3360406.4810650.51
1162009.05.05 10:59buy561.001.33701.31701.3411
1172009.05.05 13:59modify561.001.33701.33711.3411
1182009.05.05 14:41t/p561.001.34111.33711.3411410.0011060.51
1192009.05.05 15:59sell571.001.33871.35871.3346
1202009.05.05 16:41t/p571.001.33461.35871.3346410.0011470.51
1212009.05.06 17:59buy581.001.33131.31131.3354
1222009.05.06 20:53t/p581.001.33541.31131.3354410.0011880.51
1232009.05.07 03:59buy591.001.33161.31161.3357
1242009.05.07 13:50t/p591.001.33571.31161.3357410.0012290.51
1252009.05.08 09:59sell601.001.33961.35961.3355
1262009.05.08 19:53s/l601.001.35961.35961.3355-2000.0010290.51
1272009.05.12 00:59buy611.001.35911.33911.3632
1282009.05.12 09:19t/p611.001.36321.33911.3632410.0010700.51
1292009.05.15 14:59buy621.001.35561.33561.3597
1302009.05.15 15:54t/p621.001.35971.33561.3597410.0011110.51
1312009.05.15 21:59buy631.001.34921.32921.3533
1322009.05.18 18:44t/p631.001.35331.32921.3533406.4811516.99
1332009.05.22 20:59sell641.001.40111.42111.3970
1342009.05.25 10:01t/p641.001.39701.42111.3970406.9311923.92
1352009.05.26 18:59sell651.001.39801.41801.3939
1362009.05.27 07:55t/p651.001.39391.41801.3939406.9312330.85
1372009.05.28 07:59buy661.001.38301.36301.3871
1382009.05.28 09:55t/p661.001.38711.36301.3871410.0012740.85
1392009.05.28 13:59sell671.001.38551.40551.3814
1402009.05.29 11:35s/l671.001.40551.40551.3814-2003.0710737.78
1412009.06.01 05:59sell681.001.41441.43441.4103
1422009.06.02 09:33t/p681.001.41031.43441.4103406.9311144.71
1432009.06.02 11:59buy691.001.41661.39661.4207
1442009.06.02 12:28t/p691.001.42071.39661.4207410.0011554.71
1452009.06.03 07:59sell701.001.43051.45051.4264
1462009.06.03 09:59t/p701.001.42641.45051.4264410.0011964.71
1472009.06.03 16:59buy711.001.41891.39891.4230
1482009.06.04 09:32t/p711.001.42301.39891.4230399.4412364.15
1492009.06.04 14:59buy721.001.41701.39701.4211
1502009.06.04 17:18t/p721.001.42111.39701.4211410.0012774.15
1512009.06.05 02:59buy731.001.41851.39851.4226
1522009.06.05 09:07t/p731.001.42261.39851.4226410.0013184.15
1532009.06.09 07:59buy741.001.38991.36991.3940
1542009.06.09 09:12t/p741.001.39401.36991.3940410.0013594.15
1552009.06.09 13:59buy751.001.39671.37671.4008
1562009.06.09 15:13t/p751.001.40081.37671.4008410.0014004.15
1572009.06.10 08:59sell761.001.40711.42711.4030
1582009.06.10 15:35t/p761.001.40301.42711.4030410.0014414.15
1592009.06.11 10:59buy771.001.40351.38351.4076
1602009.06.11 16:16t/p771.001.40761.38351.4076410.0014824.15
1612009.06.12 16:59buy781.001.39961.37961.4037
1622009.06.12 17:45t/p781.001.40371.37961.4037410.0015234.15
1632009.06.16 12:59sell791.001.38741.40741.3833
1642009.06.16 19:24t/p791.001.38331.40741.3833410.0015644.15
1652009.06.17 02:59buy801.001.38381.36381.3879
1662009.06.17 06:13t/p801.001.38791.36381.3879410.0016054.15
1672009.06.17 14:59buy811.001.38871.36871.3928
1682009.06.17 20:15t/p811.001.39281.36871.3928410.0016464.15
1692009.06.18 14:59buy821.001.39551.37551.3996
1702009.06.18 16:01t/p821.001.39961.37551.3996410.0016874.15
1712009.06.18 22:59buy831.001.39031.37031.3944
1722009.06.19 07:19t/p831.001.39441.37031.3944406.4817280.63
1732009.06.23 03:59buy841.001.38561.36561.3897
1742009.06.23 09:39t/p841.001.38971.36561.3897410.0017690.63
1752009.06.24 14:59buy851.001.40801.38801.4121
1762009.06.30 02:59modify851.001.40801.40871.4121
1772009.06.30 03:00t/p851.001.41211.40871.4121388.8818079.51
1782009.06.30 14:59sell861.001.41021.43021.4061
1792009.06.30 16:01t/p861.001.40611.43021.4061410.0018489.51
1802009.06.30 18:59buy871.001.40511.38511.4092
1812009.07.01 14:12t/p871.001.40921.38511.4092406.4818895.99
1822009.07.01 16:59sell881.001.41291.43291.4088
1832009.07.02 09:07t/p881.001.40881.43291.4088400.7919296.78
1842009.07.07 07:59sell891.001.39511.41511.3910
1852009.07.07 09:16t/p891.001.39101.41511.3910410.0019706.78
1862009.07.07 10:59buy901.001.39681.37681.4009
1872009.07.07 12:56t/p901.001.40091.37681.4009410.0020116.78
1882009.07.08 19:59buy911.001.38541.36541.3895
1892009.07.08 22:59modify911.001.38541.38541.3895
1902009.07.09 03:27t/p911.001.38951.38541.3895399.4420516.22
1912009.07.13 03:59sell921.001.39591.41591.3918
1922009.07.13 06:59t/p921.001.39181.41591.3918410.0020926.22
1932009.07.13 08:59buy931.001.39271.37271.3968
1942009.07.13 12:33t/p931.001.39681.37271.3968410.0021336.22
1952009.07.14 11:59sell941.001.39751.41751.3934
1962009.07.14 16:59modify941.001.39751.39741.3934
1972009.07.14 17:46s/l941.001.39741.39741.393410.0021346.22
1982009.07.15 21:59sell951.001.41081.43081.4067
1992009.07.16 02:59modify951.001.41081.41081.4067
2002009.07.16 04:30t/p951.001.40671.41081.4067400.7921747.01
2012009.07.17 10:59buy961.001.41001.39001.4141
2022009.07.17 18:59modify961.001.41001.41061.4141
2032009.07.17 20:41t/p961.001.41411.41061.4141410.0022157.01
2042009.07.17 21:59sell971.001.41001.43001.4059
2052009.07.28 09:12s/l971.001.43001.43001.4059-2027.6320129.38
2062009.07.29 09:59buy981.001.41661.39661.4207
2072009.07.31 17:16t/p981.001.42071.39661.4207395.9220525.30