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=15; 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=18; EndTradeHour=10;
Баров в истории22515Смоделировано тиков11643760Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль177.71Общая прибыль219.53Общий убыток-41.82
Прибыльность5.25Матожидание выигрыша2.47
Абсолютная просадка29.11Максимальная просадка129.01 (48.27%)Относительная просадка48.27% (129.01)
Всего сделок72Короткие позиции (% выигравших)14 (100.00%)Длинные позиции (% выигравших)58 (96.55%)
Прибыльные сделки (% от всех)70 (97.22%)Убыточные сделки (% от всех)2 (2.78%)
Самая большаяприбыльная сделка10.45убыточная сделка-26.30
Средняяприбыльная сделка3.14убыточная сделка-20.91
Максимальное количествонепрерывных выигрышей (прибыль)60 (200.24)непрерывных проигрышей (убыток)2 (-41.82)
Максимальнаянепрерывная прибыль (число выигрышей)200.24 (60)непрерывный убыток (число проигрышей)-41.82 (2)
Среднийнепрерывный выигрыш35непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.01.15 20:15buy10.101.624691.59651.6284
22010.01.18 01:21modify10.101.624691.62661.6284
32010.01.18 01:31t/p10.101.62841.62661.62843.72103.72
42010.01.19 04:15sell20.101.641511.66071.6390
52010.01.19 10:56t/p20.101.63901.66071.63902.51106.23
62010.01.28 19:00buy30.111.614661.58451.6187
72010.01.28 20:45buy40.091.613651.59061.6167
82010.01.28 22:15buy50.071.61291.59711.6150
92010.01.28 22:15modify40.091.613651.59061.6150
102010.01.28 23:15buy60.061.612491.59781.6144
112010.01.28 23:15modify50.071.61291.59711.6144
122010.01.29 01:59t/p50.071.61441.59711.61441.06107.29
132010.01.29 01:59t/p60.061.61441.59781.61441.16108.44
142010.01.29 05:17t/p40.091.61501.59061.61501.22109.66
152010.01.29 10:21modify30.111.614661.61661.6187
162010.01.29 10:24s/l30.111.61661.61661.61872.14111.80
172010.01.29 20:00buy70.111.60131.57651.6046
182010.01.29 20:45buy80.091.600841.57851.6038
192010.01.29 20:45modify70.111.60131.57651.6038
202010.02.01 05:30buy90.071.594331.58111.5961
212010.02.01 05:45buy100.051.59431.58151.5960
222010.02.01 05:45modify90.071.594331.58111.5960
232010.02.01 08:53t/p90.071.59601.58111.59601.17112.97
242010.02.01 08:53t/p100.051.59601.58151.59600.85113.82
252010.02.03 09:21t/p70.111.60381.57651.60382.78116.61
262010.02.03 09:21t/p80.091.60381.57851.60382.69119.29
272010.02.03 20:00buy110.121.591761.56981.5947
282010.02.05 09:56s/l110.121.56981.56981.5947-26.3092.99
292010.02.25 06:00buy120.091.536051.51881.5384
302010.02.26 15:05s/l120.091.51881.51881.5384-15.5277.47
312010.03.03 20:00sell130.081.51181.53871.5082
322010.03.03 21:48modify130.081.51181.50991.5082
332010.03.03 22:04s/l130.081.50991.50991.50821.5278.99
342010.03.09 04:45buy140.081.50031.48381.5025
352010.03.09 05:54t/p140.081.50251.48381.50251.7680.75
362010.03.26 01:45buy150.081.483551.43351.4902
372010.03.26 02:15buy160.071.486611.43371.4937
382010.03.26 02:45buy170.061.48531.43131.4925
392010.03.26 03:00buy180.051.485341.43091.4926
402010.03.26 03:00modify170.061.48531.43131.4926
412010.03.26 03:45buy190.041.485421.43131.4926
422010.03.26 04:08modify150.081.483551.48551.4902
432010.03.26 04:15buy200.041.487261.47081.4895
442010.03.26 04:45buy210.041.487211.47081.4894
452010.03.26 04:45modify200.041.487261.47081.4894
462010.03.26 05:58modify170.061.48531.48721.4926
472010.03.26 05:58modify180.051.485341.48721.4926
482010.03.26 05:59modify190.041.485421.48731.4926
492010.03.26 08:05s/l190.041.48731.48731.49260.7581.50
502010.03.26 08:05s/l170.061.48721.48721.49261.1482.64
512010.03.26 08:05s/l180.051.48721.48721.49260.9383.57
522010.03.26 08:07s/l150.081.48551.48551.49021.5685.13
532010.03.26 10:45buy220.061.482621.45851.4858
542010.03.26 11:59modify220.061.482621.48451.4858
552010.03.26 11:59t/p220.061.48581.48451.48581.9187.04
562010.03.26 16:06t/p200.041.48941.47081.48940.8687.90
572010.03.26 16:06t/p210.041.48941.47081.48940.8888.78
582010.03.26 16:24modify160.071.486611.48851.4937
592010.03.26 18:28s/l160.071.48851.48851.49371.3290.10
602010.04.02 18:15buy230.091.519181.49331.5226
612010.04.05 01:00t/p230.091.52261.49331.52263.0993.19
622010.04.19 02:45buy240.091.530731.50791.5338
632010.04.19 04:00buy250.081.529041.50421.5323
642010.04.19 06:30buy260.061.525571.50791.5279
652010.04.19 16:55t/p260.061.52791.50791.52791.4094.59
662010.04.19 17:33modify250.081.529041.53091.5323
672010.04.19 17:36s/l250.081.53091.53091.53231.4996.08
682010.04.19 22:57t/p240.091.53381.50791.53382.7698.84
692010.04.29 21:15sell270.101.533551.55491.5307
702010.04.30 15:09t/p270.101.53071.55491.53072.84101.68
712010.07.09 21:30buy280.101.505891.48951.5081
722010.07.12 10:45buy290.081.497881.47811.5005
732010.07.12 13:33t/p290.081.50051.47811.50052.10103.78
742010.07.12 17:05t/p280.101.50811.48951.50812.22106.00
752010.07.16 20:00buy300.111.530151.50411.5336
762010.07.16 20:30buy310.091.529891.50451.5333
772010.07.16 20:30modify300.111.530151.50411.5333
782010.07.16 20:45buy320.071.530081.50751.5331
792010.07.16 20:45modify310.091.529891.50451.5331
802010.07.19 10:38modify310.091.529891.53181.5331
812010.07.19 10:38t/p310.091.53311.53181.53312.90108.90
822010.07.19 10:38t/p320.071.53311.50751.53312.12111.01
832010.07.19 10:38modify300.111.530151.53211.5333
842010.07.19 10:38t/p300.111.53331.53211.53333.47114.49
852010.07.19 19:00buy330.111.522361.50081.5252
862010.07.19 19:15buy340.101.522311.50121.5251
872010.07.19 19:15modify330.111.522361.50081.5251
882010.07.20 05:32t/p330.111.52511.50081.52513.02117.51
892010.07.20 05:32t/p340.101.52511.50121.52512.80120.31
902010.08.17 18:15buy350.121.558491.53361.5618
912010.08.18 11:35modify350.121.558491.56041.5618
922010.08.18 11:35t/p350.121.56181.56041.56183.98124.29
932010.08.24 08:15buy360.121.543491.52801.5456
942010.08.24 17:17t/p360.121.54561.52801.54562.53126.82
952010.08.26 08:00sell370.131.55471.57411.5521
962010.08.26 08:45sell380.111.555261.57521.5526
972010.08.26 08:45modify370.131.55471.57411.5526
982010.08.26 09:00sell390.091.555621.57601.5529
992010.08.26 09:00modify380.111.555261.57521.5529
1002010.08.26 11:29t/p380.111.55291.57521.55292.60129.42
1012010.08.26 11:29t/p390.091.55291.57601.55292.45131.87
1022010.08.26 11:41t/p370.131.55261.57411.55262.73134.60
1032010.08.30 20:30buy400.131.546521.52801.5490
1042010.08.30 20:45buy410.111.546591.53181.5486
1052010.08.30 20:45modify400.131.546521.52801.5486
1062010.09.01 16:06t/p400.131.54861.52801.54862.73137.32
1072010.09.01 16:06t/p410.111.54861.53181.54862.23139.56
1082010.09.14 20:45sell420.141.556631.58561.5528
1092010.09.14 21:00sell430.121.556741.58341.5532
1102010.09.14 21:00modify420.141.556631.58561.5532
1112010.09.14 22:45sell440.101.556471.57231.5544
1122010.09.14 22:45modify430.121.556741.58341.5544
1132010.09.14 23:45t/p430.121.55441.58341.55442.81142.37
1142010.09.14 23:45t/p440.101.55441.57231.55442.07144.44
1152010.09.14 23:47modify420.141.556631.55471.5532
1162010.09.15 00:57t/p420.141.55321.55471.55324.79149.22
1172010.09.17 10:00sell450.151.569921.59031.5672
1182010.09.17 13:28t/p450.151.56721.59031.56724.08153.30
1192010.09.24 20:15sell460.151.582441.60261.5798
1202010.09.27 11:53t/p460.151.57981.60261.57983.94157.25
1212010.11.05 10:45buy470.161.620221.59571.6235
1222010.11.05 13:35modify470.161.620221.62211.6235
1232010.11.05 13:35t/p470.161.62351.62211.62355.25162.50
1242010.11.08 05:30buy480.161.612691.59271.6154
1252010.11.08 06:45buy490.141.612021.59331.6145
1262010.11.08 06:45modify480.161.612691.59271.6145
1272010.11.08 07:27t/p480.161.61451.59271.61452.90165.40
1282010.11.08 07:27t/p490.141.61451.59331.61453.47168.87
1292010.11.09 21:30buy500.171.60301.57441.6068
1302010.11.09 23:45buy510.131.598881.57341.6023
1312010.11.10 02:54modify510.131.598881.60081.6023
1322010.11.10 03:08s/l510.131.60081.60081.60232.51171.38
1332010.11.10 12:39modify500.171.60301.60491.6068
1342010.11.10 12:41s/l500.171.60491.60491.60683.25174.63
1352010.11.16 19:15buy520.171.589421.55801.5936
1362010.11.16 20:45buy530.141.586831.55201.5915
1372010.11.16 21:30buy540.121.586751.55611.5908
1382010.11.16 21:30modify530.141.586831.55201.5908
1392010.11.16 21:45buy550.101.587041.55901.5908
1402010.11.17 06:39modify540.121.586751.58871.5908
1412010.11.17 06:57s/l540.121.58871.58871.59082.35176.98
1422010.11.17 10:32modify530.141.586831.58871.5908
1432010.11.17 10:34modify550.101.587041.58891.5908
1442010.11.17 10:52s/l550.101.58891.58891.59081.87178.85
1452010.11.17 10:59t/p530.141.59081.58871.59085.57184.42
1462010.11.17 11:30modify520.171.589421.59131.5936
1472010.11.17 11:38s/l520.171.59131.59131.59363.22187.64
1482010.11.19 18:30buy560.191.59551.56701.5993
1492010.11.19 22:39modify560.191.59551.59741.5993
1502010.11.22 01:00t/p560.191.59931.59741.59937.24194.88
1512010.11.22 20:30buy570.191.591111.56991.5939
1522010.11.22 21:04t/p570.191.59391.56991.59395.30200.18
1532010.11.23 22:15buy580.201.578511.55791.5813
1542010.11.23 22:30buy590.171.578121.55781.5808
1552010.11.23 22:30modify580.201.578511.55791.5808
1562010.11.23 23:45buy600.141.578131.55951.5806
1572010.11.23 23:45modify590.171.578121.55781.5806
1582010.11.24 00:15buy610.121.578221.55811.5809
1592010.11.24 00:15modify600.141.578131.55951.5809
1602010.11.24 02:26t/p590.171.58061.55781.58064.24204.42
1612010.11.24 02:27t/p580.201.58081.55791.58084.60209.02
1622010.11.24 02:27t/p600.141.58091.55951.58093.89212.91
1632010.11.24 02:27t/p610.121.58091.55811.58093.22216.13
1642010.12.16 08:30buy620.221.55711.52051.5620
1652010.12.16 08:45buy630.181.556611.51981.5615
1662010.12.16 08:45modify620.221.55711.52051.5615
1672010.12.16 09:30buy640.151.55621.51921.5611
1682010.12.16 09:30modify630.181.556611.51981.5611
1692010.12.16 10:15buy650.141.558041.51861.5633
1702010.12.16 10:34modify640.151.55621.55811.5611
1712010.12.16 10:37modify630.181.556611.55851.5611
1722010.12.16 10:38modify620.221.55711.55901.5615
1732010.12.16 10:53s/l620.221.55901.55901.56154.18220.31
1742010.12.16 10:54s/l630.181.55851.55851.56113.40223.71
1752010.12.16 11:00s/l640.151.55811.55811.56112.85226.56
1762010.12.16 11:53modify650.141.558041.55991.5633
1772010.12.16 12:00s/l650.141.55991.55991.56332.60229.16
1782010.12.17 19:15buy660.231.54831.52421.5515
1792010.12.17 20:15buy670.191.548461.52841.5511
1802010.12.17 20:15modify660.231.54831.52421.5511
1812010.12.17 21:23t/p660.231.55111.52421.55116.44235.60
1822010.12.17 21:23t/p670.191.55111.52841.55115.02240.62
1832010.12.28 03:30sell680.241.547351.56211.5454
1842010.12.28 09:48t/p680.241.54541.56211.54544.68245.30
1852011.01.20 18:45buy690.251.587121.55581.5913
1862011.01.20 21:13modify690.251.587121.58901.5913
1872011.01.20 21:44t/p690.251.59131.58901.591310.45255.75
1882011.01.31 20:00sell700.261.603071.63151.5993
1892011.01.31 20:15sell710.211.603031.63081.5993
1902011.02.11 12:23modify700.261.603071.60121.5993
1912011.02.11 12:23modify710.211.603031.60111.5993
1922011.02.11 12:23t/p700.261.59931.60121.59939.46265.21
1932011.02.11 12:23t/p710.211.59931.60111.59937.56272.77
1942011.02.22 06:30buy720.271.616371.60231.6182
1952011.02.22 17:29t/p720.271.61821.60231.61824.94277.71