Strategy Tester Report
Ilan_RSI_mm_extr193M
EGlobal-Demo (Build 392)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2009.01.02 06:00 - 2009.11.30 23:59 (2009.01.01 - 2009.12.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
Параметрыс2="Основные параметры"; LotExponent=1; TakeProfit=20; PipStep=10; c9="MM"; Lots=0.1; Risk=2; LastTrade=100; TakeProfitLast=10; LasTradeSize=17; MaxTrades=1; OpenNewCycle=true; s11="Параметры сделок по тренду"; TrendPS=0; ProfitPerc=5; MinProfitPips=15; MinProfitPipsOne=2; NumTr=2; FDir=2; c3="Вспомогательные параметры"; MagicNumber=54321; slip=3; PercDown=0; PercClose=0; ComOn=1; Auto5d=false; c4="Параметры связанные с временем"; TFIlanX=0; nH1=0; nH4=0; nHStop=0; c8="Параметры лока"; LockS=1; LMagN=689; NumLockMin=2; NumLoc=15; MaxDist=400; LockProfitPerc=1; koridor=50; Lmul=2; MaxLockTrades=4; CCPeriod=50; ATRPeriod=5; TMTF=5; TradeAfterLock=0; _tmp2_=" --- i-Regr --- с большим периодом опеределяем глобальный тренд"; IndOff1=false; Regr.degree1=6; Regr.kstd1=5; kanal=2; SPer=170; TFS=8; invert=0; _tmp3_=" --- i-Regr --- с малым периодом"; IndOff2=false; Regr.degree1mall=3; Regr.kstd1mall=1.5; SPermall=50; TFSmall=3; UseEquityStop=false; TotalEquityRisk=20; timeStop=0; t2=" параметры трейлинга"; UseTrailingStop=0; ProfitTrailDist=30; TrailDist=80; TrailStep=10; NumIT=3; xtral=2; RSIOff=true; _tmp4_=" --- RSI --- фільтер"; RsiMinimum=30; RsiMaximum=70; Rsi_s=14; PeriodRSI=60; LokRsi_s=5; LokPeriodRSI=60;
Баров в истории23513Смоделировано тиков46022Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит500.00
Чистая прибыль720.99Общая прибыль2190.48Общий убыток-1469.48
Прибыльность1.49Матожидание выигрыша8.38
Абсолютная просадка234.12Максимальная просадка697.89 (72.41%)Относительная просадка72.41% (697.89)
Всего сделок86Короткие позиции (% выигравших)47 (57.45%)Длинные позиции (% выигравших)39 (69.23%)
Прибыльные сделки (% от всех)54 (62.79%)Убыточные сделки (% от всех)32 (37.21%)
Самая большаяприбыльная сделка250.14убыточная сделка-180.59
Средняяприбыльная сделка40.56убыточная сделка-45.92
Максимальное количествонепрерывных выигрышей (прибыль)7 (205.69)непрерывных проигрышей (убыток)3 (-84.09)
Максимальнаянепрерывная прибыль (число выигрышей)274.62 (2)непрерывный убыток (число проигрышей)-180.59 (1)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.06 19:00sell10.011.49250.00000.0000
22009.01.07 19:15sell20.011.51500.00000.0000
32009.01.07 19:15modify20.011.51500.00001.5018
42009.01.07 19:15modify10.011.49250.00001.5018
52009.01.08 02:30buy30.021.50710.00000.0000
62009.01.08 08:45t/p10.011.50180.00001.5018-9.50490.50
72009.01.08 08:45t/p20.011.50180.00001.501813.05503.56
82009.01.08 08:45sell40.041.50140.00000.0000
92009.01.08 09:45buy50.081.50440.00000.0000
102009.01.08 10:15close50.081.51010.00000.000045.60549.16
112009.01.08 10:15close40.041.51040.00000.0000-36.00513.16
122009.01.08 10:15close30.021.51010.00000.00006.00519.16
132009.01.08 15:00sell60.011.53390.00000.0000
142009.01.12 10:00buy70.011.49400.00000.0000
152009.01.12 10:15close70.011.49280.00000.0000-1.20517.96
162009.01.12 10:15close60.011.49310.00000.000040.70558.66
172009.01.16 07:00sell80.011.48370.00000.0000
182009.01.16 10:00sell90.011.48550.00000.0000
192009.01.16 10:00modify90.011.48550.00001.4826
202009.01.16 10:00modify80.011.48370.00001.4826
212009.01.16 10:15buy100.021.49190.00000.0000
222009.01.16 16:15t/p80.011.48260.00001.48261.10559.76
232009.01.16 16:15t/p90.011.48260.00001.48262.90562.66
242009.01.16 16:15sell110.041.48370.00000.0000
252009.01.16 17:30buy120.081.48700.00000.0000
262009.01.16 17:45sell130.161.47860.00000.0000
272009.01.16 18:45close130.161.46790.00000.0000171.20733.86
282009.01.16 18:45close120.081.46760.00000.0000-155.20578.66
292009.01.16 18:45close110.041.46790.00000.000063.20641.86
302009.01.16 18:45close100.021.46760.00000.0000-48.60593.26
312009.01.27 00:00sell140.011.40070.00000.0000
322009.01.27 11:30sell150.011.41360.00000.0000
332009.01.27 11:30modify150.011.41360.00001.4052
342009.01.27 11:30modify140.011.40070.00001.4052
352009.01.27 15:00t/p140.011.40520.00001.4052-4.50588.76
362009.01.27 15:00t/p150.011.40520.00001.40528.40597.16
372009.01.30 19:00sell160.011.44600.00000.0000
382009.01.30 22:45sell170.011.45120.00000.0000
392009.01.30 22:45modify170.011.45120.00001.4466
402009.01.30 22:45modify160.011.44600.00001.4466
412009.02.02 00:00t/p160.011.44660.00001.4466-0.65596.51
422009.02.02 00:00t/p170.011.44660.00001.44664.55601.06
432009.02.02 00:00sell180.011.44380.00000.0000
442009.02.02 00:15sell190.011.44630.00000.0000
452009.02.02 00:15modify190.011.44630.00001.4431
462009.02.02 00:15modify180.011.44380.00001.4431
472009.02.02 00:45t/p180.011.44310.00001.44310.70601.76
482009.02.02 00:45t/p190.011.44310.00001.44313.20604.96
492009.02.02 00:45sell200.011.44230.00000.0000
502009.02.03 20:45modify200.011.44230.00001.4403
512009.02.04 01:15t/p200.011.44030.00001.44031.90606.86
522009.02.04 17:00sell210.011.45460.00000.0000
532009.02.05 17:45modify210.011.45460.00001.4526
542009.02.06 21:15sell220.011.47870.00000.0000
552009.02.06 21:15modify220.011.47870.00001.4647
562009.02.06 21:15modify210.011.45460.00001.4647
572009.02.09 01:30buy230.021.48570.00000.0000
582009.02.09 02:30sell240.041.47870.00000.0000
592009.02.09 10:30buy250.081.48320.00000.0000
602009.02.09 14:30modify250.081.48321.48450.0000
612009.02.09 14:30modify230.021.48571.48700.0000
622009.02.09 16:45s/l230.021.48701.48700.00002.60609.46
632009.02.10 01:30s/l250.081.48451.48450.000010.33619.79
642009.02.10 01:30buy260.081.48220.00000.0000
652009.02.10 02:00sell270.161.48080.00000.0000
662009.02.10 02:30buy280.321.48260.00000.0000
672009.02.10 09:15modify280.321.48261.48390.0000
682009.02.10 09:15modify260.081.48221.48350.0000
692009.02.10 09:15close280.321.48831.48390.0000182.40802.19
702009.02.10 09:15close270.161.48860.00000.0000-124.80677.39
712009.02.10 09:15close260.081.48831.48350.000048.80726.19
722009.02.10 09:15close240.041.48860.00000.0000-39.80686.40
732009.02.10 09:15close220.011.48860.00001.4647-10.00676.40
742009.02.10 09:15close210.011.48860.00001.4647-34.30642.10
752009.02.13 11:00sell290.011.45490.00000.0000
762009.02.17 08:30buy300.011.41390.00000.0000
772009.02.17 08:45close300.011.41600.00000.00002.10644.20
782009.02.17 08:45close290.011.41630.00000.000038.50682.71
792009.02.19 10:00sell310.011.43810.00000.0000
802009.02.19 16:00modify310.011.43810.00001.4361
812009.02.19 16:15t/p310.011.43610.00001.43612.00684.71
822009.02.20 20:00sell320.011.44170.00000.0000
832009.02.23 08:45sell330.011.45650.00000.0000
842009.02.23 08:45modify330.011.45650.00001.4471
852009.02.23 08:45modify320.011.44170.00001.4471
862009.02.23 11:30buy340.021.46430.00000.0000
872009.02.23 14:00sell350.041.45820.00000.0000
882009.02.23 15:00buy360.081.46280.00000.0000
892009.02.23 15:15sell370.161.45990.00000.0000
902009.02.23 17:45close370.161.45310.00000.0000108.80793.51
912009.02.23 17:45close360.081.45280.00000.0000-80.00713.51
922009.02.23 17:45close350.041.45310.00000.000020.40733.91
932009.02.23 17:45close340.021.45280.00000.0000-23.00710.91
942009.02.23 17:45close330.011.45310.00001.44713.40714.31
952009.02.23 17:45close320.011.45310.00001.4471-11.45702.86
962009.03.06 08:00sell380.011.42790.00000.0000
972009.03.09 12:15buy390.011.38690.00000.0000
982009.03.09 12:30close390.011.38710.00000.00000.20703.06
992009.03.09 12:30close380.011.38740.00000.000040.45743.51
1002009.03.16 10:00sell400.011.41530.00000.0000
1012009.03.16 14:00sell410.011.41760.00000.0000
1022009.03.16 14:00modify410.011.41760.00001.4145
1032009.03.16 14:00modify400.011.41530.00001.4145
1042009.03.16 14:30t/p400.011.41450.00001.41450.80744.31
1052009.03.16 14:30t/p410.011.41450.00001.41453.10747.41
1062009.03.16 14:30sell420.011.41490.00000.0000
1072009.03.19 00:30sell430.011.42800.00000.0000
1082009.03.19 00:30modify430.011.42800.00001.4195
1092009.03.19 00:30modify420.011.41490.00001.4195
1102009.03.19 03:30t/p420.011.41950.00001.4195-4.85742.56
1112009.03.19 03:30t/p430.011.41950.00001.41958.50751.06
1122009.03.19 12:00sell440.021.43410.00000.0000
1132009.03.19 17:30sell450.021.45580.00000.0000
1142009.03.19 17:30modify450.021.45580.00001.4430
1152009.03.19 17:30modify440.021.43410.00001.4430
1162009.03.19 23:00buy460.041.45150.00000.0000
1172009.03.20 02:45sell470.081.44610.00000.0000
1182009.03.20 04:00buy480.161.44910.00000.0000
1192009.03.20 05:15sell490.321.44740.00000.0000
1202009.03.20 07:15close490.321.44380.00000.0000115.20866.26
1212009.03.20 07:15close480.161.44350.00000.0000-89.60776.66
1222009.03.20 07:15close470.081.44380.00000.000018.40795.06
1232009.03.20 07:15close460.041.44350.00000.0000-32.03763.03
1242009.03.20 07:15close450.021.44380.00001.443023.90786.93
1252009.03.20 07:15close440.021.44380.00001.4430-19.50767.43
1262009.03.27 10:00buy500.021.440370.00000.0000
1272009.03.27 14:00modify500.021.440370.00001.4424
1282009.03.27 18:00buy510.021.429630.00000.0000
1292009.03.27 18:00modify510.021.429630.00001.4370
1302009.03.27 18:00modify500.021.440370.00001.4370
1312009.03.27 18:30sell520.041.42890.00000.0000
1322009.03.30 09:15modify520.041.42891.42760.0000
1332009.03.30 22:30s/l520.041.42761.42760.00005.00772.43
1342009.03.31 01:15sell530.041.425810.00000.0000
1352009.03.31 04:00buy540.081.43100.00000.0000
1362009.03.31 07:45sell550.161.427450.00000.0000
1372009.03.31 08:15buy560.321.429960.00000.0000
1382009.03.31 17:30close560.321.435670.00000.0000182.72955.15
1392009.03.31 17:30close550.161.435970.00000.0000-136.32818.83
1402009.03.31 17:30close540.081.435670.00000.000037.36856.19
1412009.03.31 17:30close530.041.435970.00000.0000-40.64815.55
1422009.03.31 17:30close510.021.435670.00001.437012.05827.60
1432009.03.31 17:30close500.021.435670.00001.4370-9.43818.17
1442009.04.17 12:00buy570.021.478910.00000.0000
1452009.04.20 02:15modify570.021.478910.00001.4809
1462009.04.20 14:30buy580.021.456470.00000.0000
1472009.04.20 14:30modify580.021.456470.00001.4697
1482009.04.20 14:30modify570.021.478910.00001.4697
1492009.04.20 18:45sell590.041.454450.00000.0000
1502009.04.21 14:45buy600.081.459670.00000.0000
1512009.04.21 18:00t/p570.021.46970.00001.4697-18.45799.71
1522009.04.21 18:00t/p580.021.46970.00001.469726.44826.16
1532009.04.21 18:00close600.081.469380.00000.000077.68903.84
1542009.04.21 18:00close590.041.469680.00000.0000-61.12842.72
1552009.06.03 19:00buy610.021.628760.00000.0000
1562009.06.04 19:00modify610.021.628760.00001.6308
1572009.06.08 01:00buy620.021.595030.00000.0000
1582009.06.08 01:00modify620.021.595030.00001.6139
1592009.06.08 01:00modify610.021.628760.00001.6139
1602009.06.08 02:00sell630.041.596850.00000.0000
1612009.06.08 09:30modify630.041.596851.59560.0000
1622009.06.08 16:30s/l630.041.59561.59560.00005.00847.72
1632009.06.09 08:45t/p610.021.61390.00001.6139-29.82817.90
1642009.06.09 08:45t/p620.021.61390.00001.613937.72855.62
1652009.06.23 05:00buy640.021.627470.00000.0000
1662009.06.25 15:15buy650.021.625270.00000.0000
1672009.06.25 15:15modify650.021.625270.00001.6284
1682009.06.25 15:15modify640.021.627470.00001.6284
1692009.06.25 15:45t/p640.021.62840.00001.62841.79857.42
1702009.06.25 15:45t/p650.021.62840.00001.62846.26863.68
1712009.06.25 15:45buy660.021.628480.00000.0000
1722009.06.30 08:15sell670.021.670190.00000.0000
1732009.06.30 08:30close670.021.673760.00000.0000-7.14856.54
1742009.06.30 08:30close660.021.673460.00000.000089.91946.45
1752009.07.02 10:00buy680.021.633960.00000.0000
1762009.07.03 18:45modify680.021.633960.00001.6360
1772009.07.06 13:30buy690.021.613560.00000.0000
1782009.07.06 13:30modify690.021.613560.00001.6258
1792009.07.06 13:30modify680.021.633960.00001.6258
1802009.07.06 19:15sell700.041.622620.00000.0000
1812009.07.06 19:30t/p680.021.62580.00001.6258-16.35930.10
1822009.07.06 19:30t/p690.021.62580.00001.625824.48954.58
1832009.07.06 22:00buy710.081.628990.00000.0000
1842009.07.07 00:45sell720.161.625950.00000.0000
1852009.07.07 01:45buy730.321.628890.00000.0000
1862009.07.09 18:30modify730.321.628891.63020.0000
1872009.07.09 18:30modify710.081.628991.63030.0000
1882009.07.09 18:30close730.321.636741.63020.0000250.141204.71
1892009.07.09 18:30close720.161.637040.00000.0000-180.591024.12
1902009.07.09 18:30close710.081.636741.63030.000061.671085.79
1912009.07.09 18:30close700.041.637040.00000.0000-58.661027.13
1922009.07.13 09:00buy740.021.609790.00000.0000
1932009.07.13 11:15buy750.021.60710.00000.0000
1942009.07.13 11:15modify750.021.60710.00001.6104
1952009.07.13 11:15modify740.021.609790.00001.6104
1962009.07.13 11:30sell760.041.605690.00000.0000
1972009.07.13 13:00t/p740.021.61040.00001.61041.221028.35
1982009.07.13 13:00t/p750.021.61040.00001.61046.601034.95
1992009.07.13 13:30buy770.081.611490.00000.0000
2002009.07.13 14:00sell780.161.608410.00000.0000
2012009.07.13 14:15buy790.321.610850.00000.0000
2022009.07.13 17:30close790.321.615910.00000.0000161.921196.87
2032009.07.13 17:30close780.161.616210.00000.0000-124.801072.07
2042009.07.13 17:30close770.081.615910.00000.000035.361107.43
2052009.07.13 17:30close760.041.616210.00000.0000-42.081065.35
2062009.07.17 10:00buy800.021.62910.00000.0000
2072009.07.31 18:00sell810.021.671110.00000.0000
2082009.07.31 18:15close810.021.670160.00000.00001.901067.25
2092009.07.31 18:15close800.021.669860.00000.000081.291148.54
2102009.08.06 14:00buy820.021.685990.00000.0000
2112009.08.06 19:30buy830.021.677270.00000.0000
2122009.08.06 19:30modify830.021.677270.00001.6836
2132009.08.06 19:30modify820.021.685990.00001.6836
2142009.08.07 02:45sell840.041.678730.00000.0000
2152009.08.10 09:15modify840.041.678731.67740.0000
2162009.11.09 09:00s/l840.041.67741.67740.0000-12.791135.75
2172009.11.09 11:15t/p820.021.68360.00001.6836-6.321129.43
2182009.11.09 11:15t/p830.021.68360.00001.683611.121140.54
2192009.11.09 11:15sell850.021.683430.00000.0000
2202009.11.27 02:15buy860.021.641920.00000.0000
2212009.11.27 02:30close860.021.642160.00000.00000.481141.02
2222009.11.27 02:30close850.021.642460.00000.000079.971220.99