Символ | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Период | День (D1) 2013.01.02 00:00 - 2014.04.25 00:00 (2013.01.01 - 2014.04.27) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | Magic=9999; Lot=0.1; TakeProfit=2000; StopLoss=600; FiltrBarMin=120; FiltrBarMax=2500; NoLoss=150; ProfitTrailing=true; TrailingStop=70; TrailingStep=70; Distancia=30; NumberOfTry=2; slip=3; | ||||
Баров в истории | 1341 | Смоделировано тиков | 12520856 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 5 | ||||
Начальный депозит | 100.00 | Спред | Текущий (49) | ||
Чистая прибыль | 390.98 | Общая прибыль | 390.98 | Общий убыток | -0.00 |
Прибыльность | Матожидание выигрыша | 10.29 | |||
Абсолютная просадка | 21.30 | Максимальная просадка | 73.60 (18.13%) | Относительная просадка | 28.65% (31.60) |
Всего сделок | 38 | Короткие позиции (% выигравших) | 18 (100.00%) | Длинные позиции (% выигравших) | 20 (100.00%) |
Прибыльные сделки (% от всех) | 38 (100.00%) | Убыточные сделки (% от всех) | 0 (0.00%) | ||
Самая большая | прибыльная сделка | 90.80 | убыточная сделка | -0.00 | |
Средняя | прибыльная сделка | 10.29 | убыточная сделка | -0.00 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 38 (390.98) | непрерывных проигрышей (убыток) | 0 (-0.00) | |
Максимальная | непрерывная прибыль (число выигрышей) | 390.98 (38) | непрерывный убыток (число проигрышей) | -0.00 (0) | |
Средний | непрерывный выигрыш | 38 | непрерывный проигрыш | 0 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2013.01.07 00:00 | sell | 1 | 0.10 | 1.60741 | 1.61390 | 1.58741 | ||
2 | 2013.01.07 00:12 | modify | 1 | 0.10 | 1.60741 | 1.60740 | 1.58741 | ||
3 | 2013.01.07 00:26 | s/l | 1 | 0.10 | 1.60740 | 1.60740 | 1.58741 | 0.10 | 100.10 |
4 | 2013.01.16 00:00 | sell | 2 | 0.10 | 1.60635 | 1.61284 | 1.58635 | ||
5 | 2013.01.16 07:35 | modify | 2 | 0.10 | 1.60635 | 1.60634 | 1.58635 | ||
6 | 2013.01.16 08:10 | modify | 2 | 0.10 | 1.60635 | 1.60564 | 1.58635 | ||
7 | 2013.01.16 08:36 | s/l | 2 | 0.10 | 1.60564 | 1.60564 | 1.58635 | 7.10 | 107.20 |
8 | 2013.02.01 00:00 | buy | 3 | 0.10 | 1.58606 | 1.57957 | 1.60606 | ||
9 | 2013.02.01 01:52 | modify | 3 | 0.10 | 1.58606 | 1.58610 | 1.60606 | ||
10 | 2013.02.01 03:34 | s/l | 3 | 0.10 | 1.58610 | 1.58610 | 1.60606 | 0.40 | 107.60 |
11 | 2013.02.21 00:00 | sell | 4 | 0.10 | 1.52335 | 1.52984 | 1.50335 | ||
12 | 2013.02.21 05:45 | modify | 4 | 0.10 | 1.52335 | 1.52334 | 1.50335 | ||
13 | 2013.02.21 05:51 | modify | 4 | 0.10 | 1.52335 | 1.52259 | 1.50335 | ||
14 | 2013.02.21 06:24 | modify | 4 | 0.10 | 1.52335 | 1.52186 | 1.50335 | ||
15 | 2013.02.21 07:11 | modify | 4 | 0.10 | 1.52335 | 1.52114 | 1.50335 | ||
16 | 2013.02.21 07:17 | modify | 4 | 0.10 | 1.52335 | 1.52044 | 1.50335 | ||
17 | 2013.02.21 07:24 | modify | 4 | 0.10 | 1.52335 | 1.51974 | 1.50335 | ||
18 | 2013.02.21 07:25 | modify | 4 | 0.10 | 1.52335 | 1.51903 | 1.50335 | ||
19 | 2013.02.21 07:25 | modify | 4 | 0.10 | 1.52335 | 1.51829 | 1.50335 | ||
20 | 2013.02.21 07:26 | modify | 4 | 0.10 | 1.52335 | 1.51759 | 1.50335 | ||
21 | 2013.02.21 07:27 | modify | 4 | 0.10 | 1.52335 | 1.51682 | 1.50335 | ||
22 | 2013.02.21 07:27 | modify | 4 | 0.10 | 1.52335 | 1.51596 | 1.50335 | ||
23 | 2013.02.21 07:27 | modify | 4 | 0.10 | 1.52335 | 1.51513 | 1.50335 | ||
24 | 2013.02.21 07:27 | modify | 4 | 0.10 | 1.52335 | 1.51427 | 1.50335 | ||
25 | 2013.02.21 07:28 | s/l | 4 | 0.10 | 1.51427 | 1.51427 | 1.50335 | 90.80 | 198.40 |
26 | 2013.03.11 00:00 | sell | 5 | 0.10 | 1.49223 | 1.49872 | 1.47223 | ||
27 | 2013.03.11 00:23 | modify | 5 | 0.10 | 1.49223 | 1.49219 | 1.47223 | ||
28 | 2013.03.11 01:20 | modify | 5 | 0.10 | 1.49223 | 1.49147 | 1.47223 | ||
29 | 2013.03.11 02:02 | s/l | 5 | 0.10 | 1.49147 | 1.49147 | 1.47223 | 7.60 | 206.00 |
30 | 2013.03.18 00:00 | buy | 6 | 0.10 | 1.51212 | 1.50563 | 1.53212 | ||
31 | 2013.03.18 10:43 | modify | 6 | 0.10 | 1.51212 | 1.51215 | 1.53212 | ||
32 | 2013.03.18 10:43 | modify | 6 | 0.10 | 1.51212 | 1.51289 | 1.53212 | ||
33 | 2013.03.18 10:44 | s/l | 6 | 0.10 | 1.51289 | 1.51289 | 1.53212 | 7.70 | 213.70 |
34 | 2013.03.25 00:00 | buy | 7 | 0.10 | 1.52364 | 1.51715 | 1.54364 | ||
35 | 2013.03.25 01:40 | modify | 7 | 0.10 | 1.52364 | 1.52365 | 1.54364 | ||
36 | 2013.03.25 01:40 | modify | 7 | 0.10 | 1.52364 | 1.52440 | 1.54364 | ||
37 | 2013.03.25 01:40 | modify | 7 | 0.10 | 1.52364 | 1.52512 | 1.54364 | ||
38 | 2013.03.25 01:42 | s/l | 7 | 0.10 | 1.52512 | 1.52512 | 1.54364 | 14.80 | 228.50 |
39 | 2013.03.28 00:00 | sell | 8 | 0.10 | 1.51275 | 1.51924 | 1.49275 | ||
40 | 2013.03.28 12:59 | modify | 8 | 0.10 | 1.51275 | 1.51268 | 1.49275 | ||
41 | 2013.03.28 13:00 | s/l | 8 | 0.10 | 1.51268 | 1.51268 | 1.49275 | 0.70 | 229.20 |
42 | 2013.04.02 00:00 | buy | 9 | 0.10 | 1.52350 | 1.51701 | 1.54350 | ||
43 | 2013.04.02 06:24 | modify | 9 | 0.10 | 1.52350 | 1.52355 | 1.54350 | ||
44 | 2013.04.02 06:26 | modify | 9 | 0.10 | 1.52350 | 1.52425 | 1.54350 | ||
45 | 2013.04.02 06:45 | modify | 9 | 0.10 | 1.52350 | 1.52500 | 1.54350 | ||
46 | 2013.04.02 06:57 | s/l | 9 | 0.10 | 1.52500 | 1.52500 | 1.54350 | 15.00 | 244.20 |
47 | 2013.04.08 00:00 | buy | 10 | 0.10 | 1.53102 | 1.52453 | 1.55102 | ||
48 | 2013.04.08 00:03 | modify | 10 | 0.10 | 1.53102 | 1.53107 | 1.55102 | ||
49 | 2013.04.08 00:07 | modify | 10 | 0.10 | 1.53102 | 1.53188 | 1.55102 | ||
50 | 2013.04.08 00:15 | modify | 10 | 0.10 | 1.53102 | 1.53259 | 1.55102 | ||
51 | 2013.04.08 01:02 | s/l | 10 | 0.10 | 1.53259 | 1.53259 | 1.55102 | 15.70 | 259.90 |
52 | 2013.04.12 00:00 | buy | 11 | 0.10 | 1.53899 | 1.53250 | 1.55899 | ||
53 | 2013.04.12 04:04 | modify | 11 | 0.10 | 1.53899 | 1.53900 | 1.55899 | ||
54 | 2013.04.12 04:32 | modify | 11 | 0.10 | 1.53899 | 1.53970 | 1.55899 | ||
55 | 2013.04.12 06:40 | s/l | 11 | 0.10 | 1.53970 | 1.53970 | 1.55899 | 7.10 | 267.00 |
56 | 2013.04.29 00:00 | buy | 12 | 0.10 | 1.54915 | 1.54266 | 1.56915 | ||
57 | 2013.04.29 04:51 | modify | 12 | 0.10 | 1.54915 | 1.54916 | 1.56915 | ||
58 | 2013.04.29 04:51 | modify | 12 | 0.10 | 1.54915 | 1.54988 | 1.56915 | ||
59 | 2013.04.29 05:02 | modify | 12 | 0.10 | 1.54915 | 1.55060 | 1.56915 | ||
60 | 2013.04.29 05:09 | modify | 12 | 0.10 | 1.54915 | 1.55131 | 1.56915 | ||
61 | 2013.04.29 05:49 | s/l | 12 | 0.10 | 1.55131 | 1.55131 | 1.56915 | 21.60 | 288.60 |
62 | 2013.05.14 00:00 | sell | 13 | 0.10 | 1.52984 | 1.53633 | 1.50984 | ||
63 | 2013.05.14 12:54 | modify | 13 | 0.10 | 1.52984 | 1.52980 | 1.50984 | ||
64 | 2013.05.14 12:55 | modify | 13 | 0.10 | 1.52984 | 1.52909 | 1.50984 | ||
65 | 2013.05.14 12:59 | s/l | 13 | 0.10 | 1.52909 | 1.52909 | 1.50984 | 7.50 | 296.10 |
66 | 2013.06.13 00:00 | buy | 14 | 0.10 | 1.56835 | 1.56186 | 1.58835 | ||
67 | 2013.06.13 02:35 | modify | 14 | 0.10 | 1.56835 | 1.56838 | 1.58835 | ||
68 | 2013.06.13 02:52 | modify | 14 | 0.10 | 1.56835 | 1.56910 | 1.58835 | ||
69 | 2013.06.13 02:56 | s/l | 14 | 0.10 | 1.56910 | 1.56910 | 1.58835 | 7.50 | 303.60 |
70 | 2013.06.19 00:00 | sell | 15 | 0.10 | 1.56414 | 1.57063 | 1.54414 | ||
71 | 2013.06.19 02:24 | modify | 15 | 0.10 | 1.56414 | 1.56413 | 1.54414 | ||
72 | 2013.06.19 04:05 | modify | 15 | 0.10 | 1.56414 | 1.56341 | 1.54414 | ||
73 | 2013.06.19 04:19 | s/l | 15 | 0.10 | 1.56341 | 1.56341 | 1.54414 | 7.30 | 310.90 |
74 | 2013.06.28 00:00 | sell | 16 | 0.10 | 1.52583 | 1.53232 | 1.50583 | ||
75 | 2013.06.28 03:51 | modify | 16 | 0.10 | 1.52583 | 1.52581 | 1.50583 | ||
76 | 2013.06.28 04:39 | s/l | 16 | 0.10 | 1.52581 | 1.52581 | 1.50583 | 0.20 | 311.10 |
77 | 2013.07.19 00:00 | buy | 17 | 0.10 | 1.52306 | 1.51657 | 1.54306 | ||
78 | 2013.07.19 05:44 | modify | 17 | 0.10 | 1.52306 | 1.52307 | 1.54306 | ||
79 | 2013.07.19 05:49 | modify | 17 | 0.10 | 1.52306 | 1.52377 | 1.54306 | ||
80 | 2013.07.19 06:38 | s/l | 17 | 0.10 | 1.52377 | 1.52377 | 1.54306 | 7.10 | 318.20 |
81 | 2013.07.31 00:00 | sell | 18 | 0.10 | 1.52359 | 1.53008 | 1.50359 | ||
82 | 2013.07.31 06:13 | modify | 18 | 0.10 | 1.52359 | 1.52358 | 1.50359 | ||
83 | 2013.07.31 07:40 | s/l | 18 | 0.10 | 1.52358 | 1.52358 | 1.50359 | 0.10 | 318.30 |
84 | 2013.08.14 00:00 | sell | 19 | 0.10 | 1.54474 | 1.55123 | 1.52474 | ||
85 | 2013.08.14 10:13 | modify | 19 | 0.10 | 1.54474 | 1.54473 | 1.52474 | ||
86 | 2013.08.14 10:14 | modify | 19 | 0.10 | 1.54474 | 1.54402 | 1.52474 | ||
87 | 2013.08.14 10:17 | s/l | 19 | 0.10 | 1.54402 | 1.54402 | 1.52474 | 7.20 | 325.50 |
88 | 2013.08.26 00:00 | sell | 20 | 0.10 | 1.55648 | 1.56297 | 1.53648 | ||
89 | 2013.08.27 09:41 | modify | 20 | 0.10 | 1.55648 | 1.55646 | 1.53648 | ||
90 | 2013.08.27 09:59 | modify | 20 | 0.10 | 1.55648 | 1.55576 | 1.53648 | ||
91 | 2013.08.27 10:04 | s/l | 20 | 0.10 | 1.55576 | 1.55576 | 1.53648 | 6.99 | 332.49 |
92 | 2013.08.30 00:00 | sell | 21 | 0.10 | 1.55032 | 1.55681 | 1.53032 | ||
93 | 2013.08.30 11:49 | modify | 21 | 0.10 | 1.55032 | 1.55031 | 1.53032 | ||
94 | 2013.08.30 12:06 | s/l | 21 | 0.10 | 1.55031 | 1.55031 | 1.53032 | 0.10 | 332.59 |
95 | 2013.09.05 00:00 | buy | 22 | 0.10 | 1.56301 | 1.55652 | 1.58301 | ||
96 | 2013.09.05 14:00 | modify | 22 | 0.10 | 1.56301 | 1.56306 | 1.58301 | ||
97 | 2013.09.05 14:02 | modify | 22 | 0.10 | 1.56301 | 1.56376 | 1.58301 | ||
98 | 2013.09.05 14:04 | s/l | 22 | 0.10 | 1.56376 | 1.56376 | 1.58301 | 7.50 | 340.09 |
99 | 2013.09.11 00:00 | buy | 23 | 0.10 | 1.57384 | 1.56735 | 1.59384 | ||
100 | 2013.09.11 11:17 | modify | 23 | 0.10 | 1.57384 | 1.57387 | 1.59384 | ||
101 | 2013.09.11 11:27 | modify | 23 | 0.10 | 1.57384 | 1.57458 | 1.59384 | ||
102 | 2013.09.11 11:27 | modify | 23 | 0.10 | 1.57384 | 1.57537 | 1.59384 | ||
103 | 2013.09.11 11:27 | modify | 23 | 0.10 | 1.57384 | 1.57616 | 1.59384 | ||
104 | 2013.09.11 11:28 | s/l | 23 | 0.10 | 1.57616 | 1.57616 | 1.59384 | 23.20 | 363.29 |
105 | 2013.11.07 00:00 | buy | 24 | 0.10 | 1.60837 | 1.60188 | 1.62837 | ||
106 | 2013.11.07 08:05 | modify | 24 | 0.10 | 1.60837 | 1.60838 | 1.62837 | ||
107 | 2013.11.07 08:19 | s/l | 24 | 0.10 | 1.60838 | 1.60838 | 1.62837 | 0.10 | 363.39 |
108 | 2013.11.13 00:00 | sell | 25 | 0.10 | 1.59035 | 1.59684 | 1.57035 | ||
109 | 2013.11.13 01:16 | modify | 25 | 0.10 | 1.59035 | 1.59033 | 1.57035 | ||
110 | 2013.11.13 10:00 | modify | 25 | 0.10 | 1.59035 | 1.58963 | 1.57035 | ||
111 | 2013.11.13 10:13 | s/l | 25 | 0.10 | 1.58963 | 1.58963 | 1.57035 | 7.20 | 370.59 |
112 | 2013.11.18 00:00 | buy | 26 | 0.10 | 1.61264 | 1.60615 | 1.63264 | ||
113 | 2013.11.18 07:44 | modify | 26 | 0.10 | 1.61264 | 1.61266 | 1.63264 | ||
114 | 2013.11.18 08:11 | modify | 26 | 0.10 | 1.61264 | 1.61339 | 1.63264 | ||
115 | 2013.11.18 08:49 | s/l | 26 | 0.10 | 1.61339 | 1.61339 | 1.63264 | 7.50 | 378.09 |
116 | 2013.11.29 00:00 | buy | 27 | 0.10 | 1.63458 | 1.62809 | 1.65458 | ||
117 | 2013.11.29 03:50 | modify | 27 | 0.10 | 1.63458 | 1.63459 | 1.65458 | ||
118 | 2013.11.29 03:58 | modify | 27 | 0.10 | 1.63458 | 1.63529 | 1.65458 | ||
119 | 2013.11.29 03:59 | modify | 27 | 0.10 | 1.63458 | 1.63600 | 1.65458 | ||
120 | 2013.11.29 04:22 | s/l | 27 | 0.10 | 1.63600 | 1.63600 | 1.65458 | 14.20 | 392.29 |
121 | 2013.12.11 00:00 | buy | 28 | 0.10 | 1.64494 | 1.63845 | 1.66494 | ||
122 | 2013.12.11 01:59 | modify | 28 | 0.10 | 1.64494 | 1.64495 | 1.66494 | ||
123 | 2013.12.11 02:26 | s/l | 28 | 0.10 | 1.64495 | 1.64495 | 1.66494 | 0.10 | 392.39 |
124 | 2013.12.16 00:00 | sell | 29 | 0.10 | 1.62929 | 1.63578 | 1.60929 | ||
125 | 2013.12.17 13:51 | modify | 29 | 0.10 | 1.62929 | 1.62926 | 1.60929 | ||
126 | 2013.12.17 13:57 | modify | 29 | 0.10 | 1.62929 | 1.62854 | 1.60929 | ||
127 | 2013.12.17 13:58 | modify | 29 | 0.10 | 1.62929 | 1.62783 | 1.60929 | ||
128 | 2013.12.17 13:59 | modify | 29 | 0.10 | 1.62929 | 1.62713 | 1.60929 | ||
129 | 2013.12.17 14:04 | s/l | 29 | 0.10 | 1.62713 | 1.62713 | 1.60929 | 21.39 | 413.78 |
130 | 2013.12.27 00:00 | buy | 30 | 0.10 | 1.64162 | 1.63513 | 1.66162 | ||
131 | 2013.12.27 02:36 | modify | 30 | 0.10 | 1.64162 | 1.64165 | 1.66162 | ||
132 | 2013.12.27 03:59 | modify | 30 | 0.10 | 1.64162 | 1.64235 | 1.66162 | ||
133 | 2013.12.27 05:02 | modify | 30 | 0.10 | 1.64162 | 1.64305 | 1.66162 | ||
134 | 2013.12.27 05:10 | modify | 30 | 0.10 | 1.64162 | 1.64377 | 1.66162 | ||
135 | 2013.12.27 06:24 | s/l | 30 | 0.10 | 1.64377 | 1.64377 | 1.66162 | 21.50 | 435.28 |
136 | 2014.01.22 00:00 | buy | 31 | 0.10 | 1.64808 | 1.64159 | 1.66808 | ||
137 | 2014.01.22 02:48 | modify | 31 | 0.10 | 1.64808 | 1.64809 | 1.66808 | ||
138 | 2014.01.22 03:00 | s/l | 31 | 0.10 | 1.64809 | 1.64809 | 1.66808 | 0.10 | 435.38 |
139 | 2014.01.31 00:00 | sell | 32 | 0.10 | 1.64838 | 1.65487 | 1.62838 | ||
140 | 2014.01.31 06:22 | modify | 32 | 0.10 | 1.64838 | 1.64836 | 1.62838 | ||
141 | 2014.01.31 07:13 | s/l | 32 | 0.10 | 1.64836 | 1.64836 | 1.62838 | 0.20 | 435.58 |
142 | 2014.03.12 00:00 | sell | 33 | 0.10 | 1.66159 | 1.66808 | 1.64159 | ||
143 | 2014.03.12 10:25 | modify | 33 | 0.10 | 1.66159 | 1.66156 | 1.64159 | ||
144 | 2014.03.12 10:32 | s/l | 33 | 0.10 | 1.66156 | 1.66156 | 1.64159 | 0.30 | 435.88 |
145 | 2014.03.17 00:00 | buy | 34 | 0.10 | 1.66450 | 1.65801 | 1.68450 | ||
146 | 2014.03.17 15:50 | modify | 34 | 0.10 | 1.66450 | 1.66453 | 1.68450 | ||
147 | 2014.03.17 15:54 | s/l | 34 | 0.10 | 1.66453 | 1.66453 | 1.68450 | 0.30 | 436.18 |
148 | 2014.03.20 00:00 | sell | 35 | 0.10 | 1.65304 | 1.65953 | 1.63304 | ||
149 | 2014.03.20 12:44 | modify | 35 | 0.10 | 1.65304 | 1.65301 | 1.63304 | ||
150 | 2014.03.20 13:02 | s/l | 35 | 0.10 | 1.65301 | 1.65301 | 1.63304 | 0.30 | 436.48 |
151 | 2014.03.27 00:00 | buy | 36 | 0.10 | 1.65817 | 1.65168 | 1.67817 | ||
152 | 2014.03.27 11:30 | modify | 36 | 0.10 | 1.65817 | 1.65820 | 1.67817 | ||
153 | 2014.03.27 11:30 | modify | 36 | 0.10 | 1.65817 | 1.65895 | 1.67817 | ||
154 | 2014.03.27 11:30 | modify | 36 | 0.10 | 1.65817 | 1.65979 | 1.67817 | ||
155 | 2014.03.27 11:30 | modify | 36 | 0.10 | 1.65817 | 1.66064 | 1.67817 | ||
156 | 2014.03.27 11:30 | modify | 36 | 0.10 | 1.65817 | 1.66147 | 1.67817 | ||
157 | 2014.03.27 11:30 | s/l | 36 | 0.10 | 1.66147 | 1.66147 | 1.67817 | 33.00 | 469.48 |
158 | 2014.04.04 00:00 | sell | 37 | 0.10 | 1.65968 | 1.66617 | 1.63968 | ||
159 | 2014.04.04 05:56 | modify | 37 | 0.10 | 1.65968 | 1.65967 | 1.63968 | ||
160 | 2014.04.04 09:10 | modify | 37 | 0.10 | 1.65968 | 1.65895 | 1.63968 | ||
161 | 2014.04.04 09:15 | s/l | 37 | 0.10 | 1.65895 | 1.65895 | 1.63968 | 7.30 | 476.78 |
162 | 2014.04.10 00:00 | buy | 38 | 0.10 | 1.67974 | 1.67325 | 1.69974 | ||
163 | 2014.04.10 03:08 | modify | 38 | 0.10 | 1.67974 | 1.67975 | 1.69974 | ||
164 | 2014.04.10 03:36 | modify | 38 | 0.10 | 1.67974 | 1.68046 | 1.69974 | ||
165 | 2014.04.10 04:08 | modify | 38 | 0.10 | 1.67974 | 1.68116 | 1.69974 | ||
166 | 2014.04.10 04:17 | s/l | 38 | 0.10 | 1.68116 | 1.68116 | 1.69974 | 14.20 | 490.98 |