Strategy Tester Report
MA v.3.0. #150 only for EURUSD M1

СимволEURUSD (Euro vs US Dollar)
Период1 Минута (M1) 2006.01.02 11:20 - 2006.10.25 00:00 (2006.01.02 - 2006.10.25)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
ПараметрыLots=0.1; LotMax=100; MaximumRisk=0.105; DecreaseFactor=3; MovingPeriod=13; MovingShift=15; MODE_Op_Buy=1; MODE_Cl_Buy=1; MODE_Op_Sell=2; MODE_Cl_Sell=0; PriceConstantMAofOp_Buy=0; PriceConstantMAofCl_Buy=0; PriceConstantMAofOp_Sell=0; PriceConstantMAofCl_Sell=4; Buy=1; Sell=1; MinAccountBalance=1; VolumeLot=100000; ConsiderPricelosingOrder=1; ToOpenOrdersWithEqualLots=1;
Баров в истории92907Смоделировано тиков58649Качество моделированияn/a
Начальный депозит10000.00
Чистая прибыль68292.33Общая прибыль69372.56Общий убыток-1080.23
Прибыльность64.22Матожидание выигрыша505.87
Абсолютная просадка0.00Максимальная просадка477.25 (0.61%)Относительная просадка0.66% (371.07)
Всего сделок135Короткие позиции (% выигравших)65 (98.46%)Длинные позиции (% выигравших)70 (91.43%)
Прибыльные сделки (% от всех)128 (94.81%)Убыточные сделки (% от всех)7 (5.19%)
Самая большаяприбыльная сделка5472.00убыточная сделка-477.25
Средняяприбыльная сделка541.97убыточная сделка-154.32
Максимальное количествонепрерывных выигрышей (прибыль)70 (37642.83)непрерывных проигрышей (убыток)1 (-477.25)
Максимальнаянепрерывная прибыль (число выигрышей)37642.83 (70)непрерывный убыток (число проигрышей)-477.25 (1)
Среднийнепрерывный выигрыш18непрерывный проигрыш1
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12006.01.03 11:00buy11.101.19000.00000.0000
22006.01.03 11:25sell21.101.18860.00000.0000
32006.01.03 12:00close21.101.18810.00000.000055.0010055.00
42006.01.03 13:15sell31.101.18810.00000.0000
52006.01.03 15:55close31.101.18770.00000.000044.0010099.00
62006.01.04 00:20close11.101.20080.00000.00001183.9311282.93
72006.01.04 01:10sell41.201.20100.00000.0000
82006.02.06 13:25close41.201.20020.00000.0000155.4011438.33
92006.02.06 15:55buy51.201.19880.00000.0000
102006.02.07 13:55close51.201.19950.00000.000079.5611517.89
112006.02.07 16:25buy61.201.19850.00000.0000
122006.02.10 08:20close61.201.19910.00000.000049.8011567.69
132006.02.10 09:15buy71.201.19900.00000.0000
142006.03.03 01:05close71.201.20380.00000.0000482.7612050.45
152006.03.03 03:00buy81.301.20370.00000.0000
162006.03.04 09:10close81.301.20450.00000.0000104.0012154.45
172006.03.04 09:15buy91.301.20450.00000.0000
182006.03.06 01:00close91.301.20530.00000.000099.1912253.64
192006.03.06 01:05buy101.301.20530.00000.0000
202006.03.06 05:15close101.301.20750.00000.0000286.0012539.64
212006.03.06 05:20sell111.301.20750.00000.0000
222006.03.06 09:15buy121.301.20700.00000.0000
232006.03.06 10:45close121.301.20730.00000.000039.0012578.64
242006.03.06 10:50buy131.301.20730.00000.0000
252006.03.06 11:30close111.301.20730.00000.000026.0012604.64
262006.03.16 23:15sell141.301.21800.00000.0000
272006.03.16 23:15close131.301.21800.00000.00001333.2813937.92
282006.03.16 23:20buy151.301.21800.00000.0000
292006.03.16 23:20close141.301.21800.00000.00000.0013937.92
302006.03.17 21:50sell161.301.21870.00000.0000
312006.03.17 21:50close151.301.21870.00000.000086.1914024.11
322006.03.20 00:55close161.301.21850.00000.000027.9514052.06
332006.03.20 02:25sell171.501.21850.00000.0000
342006.03.20 03:25close171.501.21750.00000.0000150.0014202.06
352006.03.20 04:00sell181.501.21810.00000.0000
362006.03.20 07:10close181.501.21760.00000.000075.0014277.06
372006.03.20 09:05buy191.501.21750.00000.0000
382006.03.20 13:05sell201.501.21790.00000.0000
392006.03.20 13:05close191.501.21790.00000.000060.0014337.06
402006.03.20 16:00buy211.501.21770.00000.0000
412006.03.20 16:00close201.501.21770.00000.000030.0014367.06
422006.03.20 16:05sell221.501.21770.00000.0000
432006.03.20 16:05close211.501.21770.00000.00000.0014367.06
442006.03.20 19:35close221.501.21730.00000.000060.0014427.06
452006.03.20 21:35buy231.501.21680.00000.0000
462006.03.31 03:50close231.501.21690.00000.0000-57.1514369.91
472006.03.31 04:00buy241.501.21660.00000.0000
482006.04.04 19:35close241.501.22560.00000.00001338.9015708.81
492006.04.04 20:45sell251.601.22570.00000.0000
502006.04.06 19:15buy261.601.22290.00000.0000
512006.04.06 20:55close251.601.22260.00000.0000505.6016214.41
522006.04.17 17:45close261.601.22310.00000.0000-21.2816193.13
532006.04.17 22:45sell271.701.22640.00000.0000
542006.04.18 02:15close271.701.22580.00000.0000104.5516297.68
552006.04.18 03:20buy281.701.22540.00000.0000
562006.04.18 06:10close281.701.22570.00000.000051.0016348.68
572006.04.18 07:20sell291.701.22630.00000.0000
582006.04.18 13:10buy301.701.22570.00000.0000
592006.04.18 13:10close291.701.22570.00000.0000102.0016450.68
602006.04.18 18:35close301.701.22820.00000.0000425.0016875.68
612006.04.19 03:40sell311.801.23530.00000.0000
622006.04.19 08:30close311.801.23500.00000.000054.0016929.68
632006.04.19 12:15sell321.801.23520.00000.0000
642006.04.19 16:15close321.801.23430.00000.0000162.0017091.68
652006.04.19 16:30buy331.801.23160.00000.0000
662006.04.19 23:15close331.801.23810.00000.00001170.0018261.68
672006.04.20 03:15buy341.901.23790.00000.0000
682006.04.24 14:05close341.901.23790.00000.0000-14.0618247.62
692006.04.24 14:35sell351.901.23810.00000.0000
702006.04.24 15:15buy361.901.23690.00000.0000
712006.04.24 15:20close361.901.23700.00000.000019.0018266.62
722006.04.24 18:55buy371.901.23690.00000.0000
732006.04.24 18:55close351.901.23690.00000.0000228.0018494.62
742006.04.25 00:05close371.901.24030.00000.0000638.9719133.59
752006.04.25 06:35buy382.001.23770.00000.0000
762006.04.25 18:00close382.001.24090.00000.0000640.0019773.59
772006.04.25 19:20sell392.101.24140.00000.0000
782006.04.25 21:05buy402.101.24070.00000.0000
792006.04.25 21:25close402.101.24080.00000.000021.0019794.59
802006.04.26 13:25close392.101.24130.00000.000024.1519818.74
812006.04.26 21:30sell412.101.24460.00000.0000
822006.04.27 13:50close412.101.24410.00000.0000114.4519933.19
832006.04.27 14:25buy422.101.24390.00000.0000
842006.04.27 21:50close422.101.25300.00000.00001911.0021844.19
852006.04.27 23:20sell432.301.25360.00000.0000
862006.04.27 23:55close432.301.25360.00000.00000.0021844.19
872006.04.28 00:45buy442.301.25350.00000.0000
882006.04.28 02:45close442.301.25350.00000.00000.0021844.19
892006.04.28 03:25buy452.301.25350.00000.0000
902006.04.28 14:05close452.301.25460.00000.0000253.0022097.19
912006.04.28 22:45sell462.301.26160.00000.0000
922006.05.02 04:05close462.301.25780.00000.0000880.9022978.09
932006.05.02 07:55sell472.401.25820.00000.0000
942006.05.02 09:15close472.401.25810.00000.000024.0023002.09
952006.05.02 10:20buy482.401.25810.00000.0000
962006.05.02 15:10close482.401.26320.00000.00001224.0024226.09
972006.05.02 16:00sell492.501.26360.00000.0000
982006.05.02 22:20buy502.501.26280.00000.0000
992006.05.02 22:20close492.501.26280.00000.0000200.0024426.09
1002006.05.03 08:25close502.501.26390.00000.0000265.7524691.84
1012006.05.03 11:15sell512.601.26470.00000.0000
1022006.05.03 14:05buy522.601.26370.00000.0000
1032006.05.03 16:20close512.601.26290.00000.0000468.0025159.84
1042006.05.03 16:25sell532.601.26290.00000.0000
1052006.05.03 16:30close532.601.26270.00000.000052.0025211.84
1062006.05.03 16:50sell542.601.26320.00000.0000
1072006.05.03 19:05close542.601.26230.00000.0000234.0025445.84
1082006.05.03 21:30close522.601.26400.00000.000078.0025523.84
1092006.05.04 04:00buy552.701.26320.00000.0000
1102006.05.04 07:10close552.701.26320.00000.00000.0025523.84
1112006.05.04 14:00buy562.701.25890.00000.0000
1122006.05.04 15:50close562.701.25990.00000.0000270.0025793.84
1132006.05.05 02:30sell572.701.26970.00000.0000
1142006.05.05 06:30close572.701.26950.00000.000054.0025847.84
1152006.05.05 07:25buy582.701.26920.00000.0000
1162006.05.05 09:55close582.701.26930.00000.000027.0025874.84
1172006.05.05 10:10sell592.701.26930.00000.0000
1182006.05.05 12:35buy602.701.26910.00000.0000
1192006.05.05 12:35close592.701.26910.00000.000054.0025928.84
1202006.05.05 18:40close602.701.27350.00000.00001188.0027116.84
1212006.05.05 18:50sell612.801.27350.00000.0000
1222006.05.08 07:15close612.801.27270.00000.0000228.2027345.04
1232006.05.08 07:20buy622.901.27260.00000.0000
1242006.05.08 07:30close622.901.27280.00000.000058.0027403.04
1252006.05.08 07:40sell632.901.27280.00000.0000
1262006.05.08 19:30buy642.901.27220.00000.0000
1272006.05.08 22:40close632.901.27110.00000.0000493.0027896.04
1282006.05.09 20:45close642.901.27570.00000.00001004.2728900.31
1292006.05.09 22:10sell653.001.27580.00000.0000
1302006.05.10 02:30close653.001.27580.00000.00004.5028904.81
1312006.05.10 02:35sell663.001.27580.00000.0000
1322006.05.10 04:00buy673.001.27570.00000.0000
1332006.05.10 04:00close663.001.27570.00000.000030.0028934.81
1342006.05.10 04:05sell683.001.27590.00000.0000
1352006.05.10 04:05close673.001.27590.00000.000060.0028994.81
1362006.05.11 06:45buy693.001.27380.00000.0000
1372006.05.11 06:50close693.001.27380.00000.00000.0028994.81
1382006.05.11 08:00close683.001.27420.00000.0000523.5029518.31
1392006.05.11 09:30buy703.101.27370.00000.0000
1402006.05.11 21:35close703.101.28440.00000.00003317.0032835.31
1412006.05.12 02:25buy713.401.28420.00000.0000
1422006.05.12 05:20sell723.401.28540.00000.0000
1432006.05.12 07:45close713.401.28490.00000.0000238.0033073.31
1442006.05.15 17:40buy733.401.28390.00000.0000
1452006.05.15 17:40close723.401.28390.00000.0000515.1033588.41
1462006.05.15 18:35sell743.401.28390.00000.0000
1472006.05.15 18:35close733.401.28390.00000.00000.0033588.41
1482006.05.15 19:10close743.401.28350.00000.0000136.0033724.41
1492006.05.15 22:00buy753.501.28190.00000.0000
1502006.05.16 19:10close753.501.28260.00000.0000232.0533956.46
1512006.05.17 02:15sell763.601.28550.00000.0000
1522006.05.17 05:40close763.601.28510.00000.0000144.0034100.46
1532006.05.17 05:45sell773.601.28550.00000.0000
1542006.05.17 22:55buy783.601.27480.00000.0000
1552006.05.17 23:00close773.601.27560.00000.00003564.0037664.46
1562006.05.18 07:35sell793.601.27560.00000.0000
1572006.05.18 08:00close783.601.27610.00000.0000428.0438092.50
1582006.05.18 11:05buy803.601.27580.00000.0000
1592006.05.18 14:10close803.601.27820.00000.0000864.0038956.50
1602006.05.18 16:30buy813.601.27690.00000.0000
1612006.05.18 16:35close813.601.27780.00000.0000324.0039280.50
1622006.05.18 16:40buy823.601.27780.00000.0000
1632006.05.18 19:35close823.601.28230.00000.00001620.0040900.50
1642006.05.18 20:10buy833.601.28140.00000.0000
1652006.05.19 00:25close833.601.28270.00000.0000454.6841355.18
1662006.05.19 15:10buy843.601.27700.00000.0000
1672006.05.19 19:50close793.601.27410.00000.0000545.4041900.58
1682006.05.22 03:15sell853.601.27640.00000.0000
1692006.05.22 07:20close853.601.27460.00000.0000648.0042548.58
1702006.05.22 16:00sell863.601.27600.00000.0000
1712006.05.23 00:10close843.601.28650.00000.00003393.3645941.94
1722006.05.23 04:25buy873.601.28530.00000.0000
1732006.05.23 05:15close873.601.28590.00000.0000216.0046157.94
1742006.05.23 05:20buy883.601.28570.00000.0000
1752006.05.23 07:45close883.601.28620.00000.0000180.0046337.94
1762006.05.23 13:55buy893.601.28410.00000.0000
1772006.05.23 16:15close893.601.28420.00000.000036.0046373.94
1782006.05.24 05:30buy903.601.27970.00000.0000
1792006.05.24 15:35close903.601.28550.00000.00002088.0048461.94
1802006.05.24 21:00close863.601.27530.00000.0000262.8048724.74
1812006.05.25 02:35sell915.101.27640.00000.0000
1822006.05.25 07:50close915.101.27560.00000.0000408.0049132.74
1832006.05.25 08:25sell925.201.27560.00000.0000
1842006.05.25 09:10buy935.201.27560.00000.0000
1852006.05.25 09:10close925.201.27560.00000.00000.0049132.74
1862006.05.25 09:15sell945.201.27570.00000.0000
1872006.05.25 09:15close935.201.27570.00000.000052.0049184.74
1882006.05.26 22:05buy955.201.27390.00000.0000
1892006.05.26 22:05close945.201.27390.00000.0000943.8050128.54
1902006.05.29 04:25close955.201.27430.00000.0000188.7650317.30
1912006.05.29 04:30buy965.301.27410.00000.0000
1922006.05.29 05:05sell975.301.27430.00000.0000
1932006.05.29 05:05close965.301.27430.00000.0000106.0050423.30
1942006.06.01 17:30buy985.301.27360.00000.0000
1952006.06.01 17:30close975.301.27360.00000.0000410.7550834.05
1962006.06.01 21:15close985.301.28000.00000.00003392.0054226.05
1972006.06.01 22:00sell995.701.28010.00000.0000
1982006.06.07 17:00buy1005.701.27980.00000.0000
1992006.06.07 17:00close995.701.27980.00000.0000205.2054431.25
2002006.06.07 21:25close1005.701.27990.00000.000057.0054488.25
2012006.06.07 22:00sell1015.701.28000.00000.0000
2022006.06.08 01:30buy1025.701.27980.00000.0000
2032006.06.08 07:20close1015.701.27850.00000.0000880.6555368.90
2042006.07.01 01:10sell1035.701.27860.00000.0000
2052006.07.03 06:50close1035.701.27840.00000.0000122.5555491.45
2062006.07.03 10:30sell1045.701.27860.00000.0000
2072006.07.03 11:10close1045.701.27830.00000.0000171.0055662.45
2082006.07.03 17:20sell1055.701.27930.00000.0000
2092006.07.03 19:20close1055.701.27890.00000.0000228.0055890.45
2102006.07.03 20:25close1025.701.28000.00000.0000-371.0755519.38
2112006.07.03 20:35sell1065.801.28030.00000.0000
2122006.07.03 20:40close1065.801.28000.00000.0000174.0055693.38
2132006.07.03 20:55buy1075.801.27970.00000.0000
2142006.07.03 23:25sell1085.801.28040.00000.0000
2152006.07.04 00:55close1075.801.28030.00000.0000326.5456019.92
2162006.07.04 02:50buy1095.801.28010.00000.0000
2172006.07.04 06:25close1095.801.28010.00000.00000.0056019.92
2182006.07.04 06:30close1085.801.28040.00000.00008.7056028.62
2192006.07.04 11:15sell1105.901.28120.00000.0000
2202006.07.04 14:05close1105.901.28090.00000.0000177.0056205.62
2212006.07.04 16:55buy1115.901.27990.00000.0000
2222006.07.05 00:50close1115.901.28010.00000.000096.1756301.79
2232006.07.05 06:40buy1125.901.27840.00000.0000
2242006.07.07 19:35close1125.901.28150.00000.00001741.6858043.47
2252006.07.07 19:40sell1136.101.28160.00000.0000
2262006.07.10 05:45buy1146.101.28000.00000.0000
2272006.07.10 05:55close1136.101.28030.00000.0000802.1558845.62
2282006.07.10 07:10close1146.101.28020.00000.0000122.0058967.62
2292006.07.10 07:15buy1156.201.28010.00000.0000
2302006.07.10 11:45sell1166.201.28020.00000.0000
2312006.07.10 11:45close1156.201.28020.00000.000062.0059029.62
2322006.07.10 19:00buy1176.201.27420.00000.0000
2332006.07.10 19:00close1166.201.27420.00000.00003720.0062749.62
2342006.07.11 20:35sell1186.201.27430.00000.0000
2352006.07.11 20:35close1176.201.27430.00000.000039.0662788.68
2362006.07.12 19:40buy1196.201.26960.00000.0000
2372006.07.12 19:40close1186.201.26960.00000.00002923.3065711.98
2382006.07.12 19:45close1196.201.26970.00000.000062.0065773.98
2392006.07.12 20:45sell1206.901.26970.00000.0000
2402006.07.13 21:00buy1216.901.26840.00000.0000
2412006.07.13 21:00close1206.901.26840.00000.0000928.0566702.03
2422006.07.14 00:25close1216.901.26900.00000.0000388.4767090.50
2432006.07.14 01:10sell1227.001.26900.00000.0000
2442006.07.14 06:35buy1237.001.26810.00000.0000
2452006.07.14 06:35close1227.001.26810.00000.0000630.0067720.50
2462006.07.14 08:05sell1247.001.26840.00000.0000
2472006.07.14 14:00close1247.001.26720.00000.0000840.0068560.50
2482006.07.21 17:40sell1257.001.26730.00000.0000
2492006.07.21 20:35close1237.001.26820.00000.0000-111.3068449.20
2502006.07.24 08:05close1257.001.26560.00000.00001200.5069649.70
2512006.07.24 08:45sell1267.301.26570.00000.0000
2522006.07.24 13:45buy1277.301.26300.00000.0000
2532006.07.24 15:15close1267.301.26250.00000.00002336.0071985.70
2542006.07.24 15:40sell1287.301.26270.00000.0000
2552006.07.24 15:45close1287.301.26260.00000.000073.0072058.70
2562006.07.24 18:20close1277.301.26350.00000.0000365.0072423.70
2572006.07.24 18:50buy1297.601.26330.00000.0000
2582006.07.25 02:25close1297.601.26330.00000.0000-28.1272395.58
2592006.07.25 11:35sell1307.601.26450.00000.0000
2602006.07.25 21:45close1307.601.25730.00000.00005472.0077867.58
2612006.07.26 00:30sell1318.201.25780.00000.0000
2622006.07.26 05:55close1318.201.25780.00000.00000.0077867.58
2632006.07.26 06:40sell1328.201.25790.00000.0000
2642006.07.26 09:55buy1338.201.25740.00000.0000
2652006.07.26 09:55close1328.201.25740.00000.0000410.0078277.58
2662006.07.26 11:20sell1348.201.25790.00000.0000
2672006.07.26 11:20close1338.201.25790.00000.0000410.0078687.58
2682006.07.26 11:25close1348.201.25780.00000.000082.0078769.58
2692006.07.26 15:45sell1358.301.25840.00000.0000
2702006.10.09 23:55close at stop1358.301.26010.00000.0000-477.2578292.33