Strategy Tester Report
freeMan
InstaForex-Demo.com (Build 399)

СимволGBPUSD (Great Britan vs US Dollar)
Период15 Минут (M15) 2010.01.04 01:00 - 2011.02.28 23:45 (2010.01.01 - 2011.03.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыBS="---------------- Base settings---------------"; MagicNumber=89539123; ProfitFactor=2; StopLossFactor=20; Slippage=3; AccountOrders=0; Distance=10; BarsControl=true; MM="---------------- Money Managment---------------"; FixedLot=false; Lots=1; MaximumRisk=1; DecreaseFactor=0; TS="---------------- Trailing Settings ---------------"; Trailing=false; MinProfit=20; TrailingStop=60; TrailingStep=20; NS="---------------- NoLoss Settings ---------------"; NoLoss=true; MinProfitB=30; NoLossLevel=19; STS="---------------- Strategy Settings ---------------"; RsiTeacher=true; RsiTeacher2=true; RTS="---------------- RSI Teacher Settings ---------------"; RSIPeriod=15; RSIMA=5; RSIPeriod2=20; RSIMA2=9; RSISellLevel=34; RSIBuyLevel=70; RSISellLevel2=34; RSIBuyLevel2=68; Shift=0; TrendFilter=false; MAMode=0; MAPrice=0; MAFilter=85; TMS="---------------- Time Settings ---------------"; TradeOnFriday=true; BaginTradeHour=0; EndTradeHour=0;
Баров в истории22515Смоделировано тиков11643760Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль523.26Общая прибыль582.11Общий убыток-58.85
Прибыльность9.89Матожидание выигрыша4.47
Абсолютная просадка53.42Максимальная просадка258.03 (48.38%)Относительная просадка63.48% (80.96)
Всего сделок117Короткие позиции (% выигравших)25 (100.00%)Длинные позиции (% выигравших)92 (97.83%)
Прибыльные сделки (% от всех)115 (98.29%)Убыточные сделки (% от всех)2 (1.71%)
Самая большаяприбыльная сделка20.06убыточная сделка-38.12
Средняяприбыльная сделка5.06убыточная сделка-29.43
Максимальное количествонепрерывных выигрышей (прибыль)103 (555.27)непрерывных проигрышей (убыток)2 (-58.85)
Максимальнаянепрерывная прибыль (число выигрышей)555.27 (103)непрерывный убыток (число проигрышей)-58.85 (2)
Среднийнепрерывный выигрыш58непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.01.15 20:15buy10.101.624691.58711.6284
22010.01.18 01:21modify10.101.624691.62661.6284
32010.01.18 01:31t/p10.101.62841.62661.62843.72103.72
42010.01.19 04:15sell20.101.641511.66711.6390
52010.01.19 10:56t/p20.101.63901.66711.63902.51106.23
62010.01.21 14:00buy30.111.615431.57711.6193
72010.01.21 14:47modify30.111.615431.61731.6193
82010.01.21 14:53s/l30.111.61731.61731.61932.06108.29
92010.01.26 14:15buy40.111.611811.56991.6160
102010.01.26 17:07modify40.111.611811.61371.6160
112010.01.26 17:09t/p40.111.61601.61371.61604.61112.90
122010.01.28 19:00buy50.111.614661.57441.6187
132010.01.28 20:45buy60.091.613651.58291.6167
142010.01.28 22:15buy70.081.61291.59191.6150
152010.01.28 22:15modify60.091.613651.58291.6150
162010.01.28 23:15buy80.061.612491.59291.6144
172010.01.28 23:15modify70.081.61291.59191.6144
182010.01.29 01:59t/p70.081.61441.59191.61441.21114.11
192010.01.29 01:59t/p80.061.61441.59291.61441.16115.26
202010.01.29 05:17t/p60.091.61501.58291.61501.22116.48
212010.01.29 10:21modify50.111.614661.61661.6187
222010.01.29 10:24s/l50.111.61661.61661.61872.14118.62
232010.01.29 20:00buy90.121.60131.56821.6046
242010.01.29 20:45buy100.101.600841.57111.6038
252010.01.29 20:45modify90.121.60131.56821.6038
262010.02.01 05:30buy110.071.594331.57671.5961
272010.02.01 05:45buy120.061.59431.57721.5960
282010.02.01 05:45modify110.071.594331.57671.5960
292010.02.01 08:53t/p110.071.59601.57671.59601.17119.79
302010.02.01 08:53t/p120.061.59601.57721.59601.02120.81
312010.02.03 09:21t/p90.121.60381.56821.60383.04123.85
322010.02.03 09:21t/p100.101.60381.57111.60382.99126.84
332010.02.03 20:00buy130.131.591761.56241.5947
342010.02.05 16:55s/l130.131.56241.56241.5947-38.1288.72
352010.02.25 06:00buy140.091.536051.51301.5384
362010.03.01 01:02s/l140.091.51301.51301.5384-20.7367.99
372010.03.01 14:45buy150.071.490771.39211.5006
382010.03.01 15:00buy160.061.488741.38861.4988
392010.03.01 15:13modify160.061.488741.49061.4988
402010.03.01 15:15buy170.051.491941.39241.5019
412010.03.01 15:44s/l160.061.49061.49061.49881.1269.11
422010.03.01 16:05modify150.071.490771.49271.5006
432010.03.01 16:15s/l150.071.49271.49271.50061.3570.46
442010.03.01 18:07modify170.051.491941.49381.5019
452010.03.02 03:03s/l170.051.49381.49381.50190.9471.39
462010.03.03 20:00sell180.071.51181.54771.5082
472010.03.03 21:48modify180.071.51181.50991.5082
482010.03.03 22:04s/l180.071.50991.50991.50821.3372.72
492010.03.09 04:45buy190.071.50031.47831.5025
502010.03.09 05:54t/p190.071.50251.47831.50251.5474.27
512010.03.26 01:45buy200.071.483551.41681.4902
522010.03.26 02:15buy210.071.486611.41611.4937
532010.03.26 02:45buy220.051.48531.41341.4925
542010.03.26 03:00buy230.051.485341.41281.4926
552010.03.26 03:00modify220.051.48531.41341.4926
562010.03.26 03:45buy240.041.485421.41331.4926
572010.03.26 04:08modify200.071.483551.48551.4902
582010.03.26 04:15buy250.041.487261.46531.4895
592010.03.26 04:45buy260.031.487211.46531.4894
602010.03.26 04:45modify250.041.487261.46531.4894
612010.03.26 05:58modify220.051.48531.48721.4926
622010.03.26 05:58modify230.051.485341.48721.4926
632010.03.26 05:59modify240.041.485421.48731.4926
642010.03.26 08:05s/l240.041.48731.48731.49260.7575.02
652010.03.26 08:05s/l220.051.48721.48721.49260.9575.97
662010.03.26 08:05s/l230.051.48721.48721.49260.9376.90
672010.03.26 08:07s/l200.071.48551.48551.49021.3678.26
682010.03.26 10:45buy270.051.482621.45051.4858
692010.03.26 11:59modify270.051.482621.48451.4858
702010.03.26 11:59t/p270.051.48581.48451.48581.5979.85
712010.03.26 16:06t/p250.041.48941.46531.48940.8680.71
722010.03.26 16:06t/p260.031.48941.46531.48940.6681.37
732010.03.26 16:24modify210.071.486611.48851.4937
742010.03.26 18:28s/l210.071.48851.48851.49371.3282.69
752010.04.02 18:15buy280.081.519181.48471.5226
762010.04.05 01:00t/p280.081.52261.48471.52262.7585.43
772010.04.08 11:30buy290.091.516611.48221.5200
782010.04.08 11:34modify290.091.516611.51851.5200
792010.04.08 11:36t/p290.091.52001.51851.52003.0588.48
802010.04.09 12:15sell300.091.536321.57481.5325
812010.04.09 16:15modify300.091.536321.53441.5325
822010.04.09 16:20t/p300.091.53251.53441.53253.4491.92
832010.04.15 14:00buy310.091.541291.50421.5450
842010.04.15 15:07modify310.091.541291.54321.5450
852010.04.15 15:31s/l310.091.54321.54321.54501.7293.64
862010.04.19 02:45buy320.091.530731.50031.5338
872010.04.19 04:00buy330.081.529041.49591.5323
882010.04.19 06:30buy340.061.525571.50211.5279
892010.04.19 16:55t/p340.061.52791.50211.52791.4095.04
902010.04.19 17:33modify330.081.529041.53091.5323
912010.04.19 17:36s/l330.081.53091.53091.53231.4996.53
922010.04.19 22:57t/p320.091.53381.50031.53382.7699.29
932010.04.27 14:00buy350.101.53451.50331.5376
942010.04.27 14:30buy360.081.533721.50291.5368
952010.04.27 14:30modify350.101.53451.50331.5368
962010.04.27 15:30buy370.071.533721.50711.5364
972010.04.27 15:30modify360.081.533721.50291.5364
982010.04.28 13:30buy380.021.517151.48041.5208
992010.04.28 13:45buy390.011.51691.47921.5207
1002010.04.28 13:45modify380.021.517151.48041.5207
1012010.04.28 14:34modify390.011.51691.51881.5207
1022010.04.28 14:36modify380.021.517151.51911.5207
1032010.04.28 14:39t/p380.021.52071.51911.52070.71100.00
1042010.04.28 14:39t/p390.011.52071.51881.52070.38100.38
1052010.04.29 21:15sell400.061.533551.56201.5307
1062010.04.30 09:29t/p360.081.53641.50291.53642.18102.56
1072010.04.30 09:29t/p370.071.53641.50711.53641.91104.48
1082010.04.30 09:29t/p350.101.53681.50331.53682.35106.83
1092010.04.30 15:09t/p400.061.53071.56201.53071.70108.53
1102010.05.05 17:00buy410.111.508521.47431.5119
1112010.05.05 17:25modify410.111.508521.51041.5119
1122010.05.05 17:26t/p410.111.51191.51041.51193.72112.25
1132010.05.06 11:15buy420.111.504581.46601.5084
1142010.05.06 13:29modify420.111.504581.50651.5084
1152010.05.06 13:34t/p420.111.50841.50651.50844.20116.45
1162010.07.08 11:00sell430.121.517491.60541.5087
1172010.07.08 11:15sell440.101.515941.60311.5072
1182010.07.08 11:30sell450.081.517131.60481.5084
1192010.07.08 12:45sell460.081.514941.60571.5059
1202010.07.08 13:04modify430.121.517491.51561.5087
1212010.07.08 13:04modify450.081.517131.51521.5084
1222010.07.08 13:16modify440.101.515941.51401.5072
1232010.07.08 13:20s/l440.101.51401.51401.50721.94118.39
1242010.07.08 14:06s/l450.081.51521.51521.50841.54119.93
1252010.07.08 14:06s/l430.121.51561.51561.50872.27122.20
1262010.07.08 18:34modify460.081.514941.51301.5059
1272010.07.08 20:01s/l460.081.51301.51301.50591.55123.75
1282010.07.09 21:30buy470.121.505891.48401.5081
1292010.07.12 10:45buy480.101.497881.47151.5005
1302010.07.12 13:33t/p480.101.50051.47151.50052.62126.37
1312010.07.12 17:05t/p470.121.50811.48401.50812.66129.03
1322010.07.16 20:00buy490.131.530151.49551.5336
1332010.07.16 20:30buy500.111.529891.49611.5333
1342010.07.16 20:30modify490.131.530151.49551.5333
1352010.07.16 20:45buy510.091.530081.50001.5331
1362010.07.16 20:45modify500.111.529891.49611.5331
1372010.07.19 10:38modify500.111.529891.53181.5331
1382010.07.19 10:38t/p500.111.53311.53181.53313.54132.57
1392010.07.19 10:38t/p510.091.53311.50001.53312.73135.30
1402010.07.19 10:38modify490.131.530151.53211.5333
1412010.07.19 10:38t/p490.131.53331.53211.53334.10139.41
1422010.07.19 19:00buy520.141.522361.49361.5252
1432010.07.19 19:15buy530.121.522311.49411.5251
1442010.07.19 19:15modify520.141.522361.49361.5251
1452010.07.20 05:32t/p520.141.52511.49361.52513.85143.26
1462010.07.20 05:32t/p530.121.52511.49411.52513.36146.62
1472010.08.05 15:30sell540.151.589761.62661.5861
1482010.08.05 16:00sell550.121.590771.62311.5875
1492010.08.05 16:15sell560.111.588671.62191.5853
1502010.08.05 16:16modify550.121.590771.58891.5875
1512010.08.05 16:17t/p550.121.58751.58891.58753.92150.54
1522010.08.05 16:20modify540.151.589761.58791.5861
1532010.08.05 16:25s/l540.151.58791.58791.58612.79153.33
1542010.08.05 17:00modify560.111.588671.58681.5853
1552010.08.05 17:03t/p560.111.58531.58681.58533.71157.04
1562010.08.05 17:30sell570.161.586461.62101.5830
1572010.08.05 17:53modify570.161.586461.58461.5830
1582010.08.05 17:57t/p570.161.58301.58461.58305.54162.58
1592010.08.17 18:15buy580.161.558491.52531.5618
1602010.08.18 11:35modify580.161.558491.56041.5618
1612010.08.18 11:35t/p580.161.56181.56041.56185.32167.90
1622010.08.24 08:15buy590.171.543491.52281.5456
1632010.08.24 17:17t/p590.171.54561.52281.54563.59171.49
1642010.08.26 08:00sell600.171.55471.58051.5521
1652010.08.26 08:45sell610.141.555261.58181.5526
1662010.08.26 08:45modify600.171.55471.58051.5526
1672010.08.26 09:00sell620.121.555621.58281.5529
1682010.08.26 09:00modify610.141.555261.58181.5529
1692010.08.26 11:29t/p610.141.55291.58181.55293.30174.79
1702010.08.26 11:29t/p620.121.55291.58281.55293.26178.05
1712010.08.26 11:41t/p600.171.55261.58051.55263.57181.62
1722010.08.30 20:30buy630.181.546521.52181.5490
1732010.08.30 20:45buy640.151.546591.52691.5486
1742010.08.30 20:45modify630.181.546521.52181.5486
1752010.09.01 16:06t/p630.181.54861.52181.54863.78185.39
1762010.09.01 16:06t/p640.151.54861.52691.54863.04188.43
1772010.09.06 15:00buy650.191.536891.50621.5400
1782010.09.06 17:58modify650.191.536891.53881.5400
1792010.09.06 17:58t/p650.191.54001.53881.54005.91194.34
1802010.09.08 11:15sell660.191.544111.58121.5404
1812010.09.09 10:01modify660.191.544111.54221.5404
1822010.09.09 10:06t/p660.191.54041.54221.54046.99201.34
1832010.09.14 20:45sell670.201.556631.59521.5528
1842010.09.14 21:00sell680.171.556741.59231.5532
1852010.09.14 21:00modify670.201.556631.59521.5532
1862010.09.14 22:45sell690.141.556471.57751.5544
1872010.09.14 22:45modify680.171.556741.59231.5544
1882010.09.14 23:45t/p680.171.55441.59231.55443.98205.32
1892010.09.14 23:45t/p690.141.55441.57751.55442.90208.22
1902010.09.14 23:47modify670.201.556631.55471.5532
1912010.09.15 00:57t/p670.201.55321.55471.55326.84215.06
1922010.09.17 10:00sell700.221.569921.59711.5672
1932010.09.17 13:28t/p700.221.56721.59711.56725.98221.04
1942010.09.24 20:15sell710.221.582441.60931.5798
1952010.09.27 11:53t/p710.221.57981.60931.57985.79226.83
1962010.10.12 13:15buy720.231.58231.54281.5862
1972010.10.12 13:46modify720.231.58231.58421.5862
1982010.10.12 14:04s/l720.231.58421.58421.58624.37231.20
1992010.11.03 13:15sell730.231.61231.64371.6092
2002010.11.03 15:23modify730.231.61231.61041.6092
2012010.11.03 15:28s/l730.231.61041.61041.60924.37235.57
2022010.11.05 10:45buy740.241.620221.58751.6235
2032010.11.05 13:35modify740.241.620221.62211.6235
2042010.11.05 13:35t/p740.241.62351.62211.62357.87243.44
2052010.11.08 05:30buy750.241.612691.58611.6154
2062010.11.08 06:45buy760.201.612021.58711.6145
2072010.11.08 06:45modify750.241.612691.58611.6145
2082010.11.08 07:27t/p750.241.61451.58611.61454.34247.78
2092010.11.08 07:27t/p760.201.61451.58711.61454.96252.74
2102010.11.09 21:30buy770.251.60301.56491.6068
2112010.11.09 23:45buy780.201.598881.56491.6023
2122010.11.10 02:54modify780.201.598881.60081.6023
2132010.11.10 03:08s/l780.201.60081.60081.60233.86256.60
2142010.11.10 12:39modify770.251.60301.60491.6068
2152010.11.10 12:41s/l770.251.60491.60491.60684.78261.37
2162010.11.15 11:30buy790.261.60671.57531.6098
2172010.11.15 11:45buy800.221.606511.57521.6096
2182010.11.15 11:45modify790.261.60671.57531.6096
2192010.11.15 12:14t/p790.261.60961.57531.60967.54268.91
2202010.11.15 12:14t/p800.221.60961.57521.60966.80275.71
2212010.11.16 19:15buy810.281.589421.54761.5936
2222010.11.16 20:45buy820.221.586831.54041.5915
2232010.11.16 21:30buy830.191.586751.54581.5908
2242010.11.16 21:30modify820.221.586831.54041.5908
2252010.11.16 21:45buy840.161.587041.54961.5908
2262010.11.17 06:39modify830.191.586751.58871.5908
2272010.11.17 06:57s/l830.191.58871.58871.59083.72279.43
2282010.11.17 10:32modify820.221.586831.58871.5908
2292010.11.17 10:34modify840.161.587041.58891.5908
2302010.11.17 10:52s/l840.161.58891.58891.59083.00282.43
2312010.11.17 10:59t/p820.221.59081.58871.59088.75291.18
2322010.11.17 11:30modify810.281.589421.59131.5936
2332010.11.17 11:38s/l810.281.59131.59131.59365.29296.47
2342010.11.19 18:30buy850.301.59551.55741.5993
2352010.11.19 22:39modify850.301.59551.59741.5993
2362010.11.22 01:00t/p850.301.59931.59741.599311.43307.90
2372010.11.22 20:30buy860.311.591111.56281.5939
2382010.11.22 21:04t/p860.311.59391.56281.59398.65316.55
2392010.11.23 22:15buy870.321.578511.55101.5813
2402010.11.23 22:30buy880.261.578121.55101.5808
2412010.11.23 22:30modify870.321.578511.55101.5808
2422010.11.23 23:45buy890.221.578131.55331.5806
2432010.11.23 23:45modify880.261.578121.55101.5806
2442010.11.24 00:15buy900.191.578221.55141.5809
2452010.11.24 00:15modify890.221.578131.55331.5809
2462010.11.24 02:26t/p880.261.58061.55101.58066.48323.02
2472010.11.24 02:27t/p870.321.58081.55101.58087.36330.38
2482010.11.24 02:27t/p890.221.58091.55331.58096.11336.50
2492010.11.24 02:27t/p900.191.58091.55141.58095.09341.59
2502010.11.26 16:45buy910.341.563121.52591.5668
2512010.12.02 11:43modify910.341.563121.56501.5668
2522010.12.02 11:46s/l910.341.56501.56501.56686.59348.18
2532010.12.06 14:00buy920.351.566711.53701.5697
2542010.12.06 18:15t/p920.351.56971.53701.569710.46358.64
2552010.12.16 08:30buy930.361.55711.50831.5620
2562010.12.16 08:45buy940.301.556611.50751.5615
2572010.12.16 08:45modify930.361.55711.50831.5615
2582010.12.16 09:30buy950.251.55621.50691.5611
2592010.12.16 09:30modify940.301.556611.50751.5611
2602010.12.16 10:15buy960.231.558041.50541.5633
2612010.12.16 10:34modify950.251.55621.55811.5611
2622010.12.16 10:37modify940.301.556611.55851.5611
2632010.12.16 10:38modify930.361.55711.55901.5615
2642010.12.16 10:53s/l930.361.55901.55901.56156.84365.48
2652010.12.16 10:54s/l940.301.55851.55851.56115.67371.15
2662010.12.16 11:00s/l950.251.55811.55811.56114.75375.90
2672010.12.16 11:15buy970.341.557461.53241.5600
2682010.12.16 11:15modify960.231.558041.50541.5600
2692010.12.16 11:30t/p960.231.56001.50541.56004.51380.41
2702010.12.16 11:30t/p970.341.56001.53241.56008.64389.05
2712010.12.16 11:45buy980.391.55891.53141.5616
2722010.12.16 13:28t/p980.391.56161.53141.561610.53399.58
2732010.12.17 15:30buy990.401.556861.52631.5599
2742010.12.17 19:15buy1000.301.54831.51611.5515
2752010.12.17 20:15buy1010.261.548461.52181.5511
2762010.12.17 20:15modify1000.301.54831.51611.5511
2772010.12.17 21:23t/p1000.301.55111.51611.55118.40407.98
2782010.12.17 21:23t/p1010.261.55111.52181.55116.86414.84
2792010.12.21 13:00buy1020.321.55011.52101.5530
2802010.12.22 17:30buy1030.201.539981.50781.5432
2812010.12.22 17:45buy1040.171.539981.50751.5432
2822010.12.23 07:40modify1030.201.539981.54191.5432
2832010.12.23 07:40modify1040.171.539981.54191.5432
2842010.12.23 07:40t/p1030.201.54321.54191.54326.50421.34
2852010.12.23 07:40t/p1040.171.54321.54191.54325.52426.86
2862010.12.28 03:30sell1050.271.547351.56701.5454
2872010.12.28 09:48t/p1050.271.54541.56701.54545.27432.13
2882010.12.30 09:18t/p1020.321.55301.52101.55309.63441.76
2892010.12.30 14:30buy1060.331.543421.51401.5464
2902010.12.30 16:59t/p1060.331.54641.51401.54649.83451.59
2912010.12.31 17:08t/p990.401.55991.52631.559912.72464.31
2922011.01.03 13:00buy1070.461.546751.51161.5503
2932011.01.03 14:29modify1070.461.546751.54871.5503
2942011.01.03 14:30t/p1070.461.55031.54871.550316.33480.64
2952011.01.20 18:45buy1080.481.587121.54531.5913
2962011.01.20 21:13modify1080.481.587121.58901.5913
2972011.01.20 21:44t/p1080.481.59131.58901.591320.06500.70
2982011.01.25 13:15buy1090.501.578381.52681.5835
2992011.01.25 17:34modify1090.501.578381.58031.5835
3002011.01.25 18:10s/l1090.501.58031.58031.58359.60510.30
3012011.01.31 20:00sell1100.511.603071.64101.5993
3022011.01.31 20:15sell1110.431.603031.64011.5993
3032011.02.11 12:23modify1100.511.603071.60121.5993
3042011.02.11 12:23modify1110.431.603031.60111.5993
3052011.02.11 12:23t/p1100.511.59931.60121.599318.57528.87
3062011.02.11 12:23t/p1110.431.59931.60111.599315.48544.35
3072011.02.11 14:15buy1120.541.598461.56521.6018
3082011.02.11 17:54modify1120.541.598461.60041.6018
3092011.02.11 17:59s/l1120.541.60041.60041.601810.48554.83
3102011.02.16 14:00buy1130.551.606441.56741.6103
3112011.02.16 15:00buy1140.461.60601.56671.6099
3122011.02.16 15:00modify1130.551.606441.56741.6099
3132011.02.16 16:45buy1150.341.60181.57021.6050
3142011.02.16 17:00buy1160.291.601971.57091.6051
3152011.02.16 17:00modify1150.341.60181.57021.6051
3162011.02.16 17:45modify1150.341.60181.60371.6051
3172011.02.16 17:45modify1160.291.601971.60391.6051
3182011.02.16 17:45t/p1150.341.60511.60371.605111.22566.05
3192011.02.16 17:45t/p1160.291.60511.60391.60519.08575.13
3202011.02.16 21:37modify1140.461.60601.60791.6099
3212011.02.16 21:37modify1130.551.606441.60831.6099
3222011.02.16 21:37t/p1130.551.60991.60831.609919.03594.16
3232011.02.16 21:37t/p1140.461.60991.60791.609917.94612.10
3242011.02.22 06:30buy1170.611.616371.59761.6182
3252011.02.22 17:29t/p1170.611.61821.59761.618211.16623.26