Strategy Tester Report
Vsignale_M2_2
RoboForex-FixCent (Build 482)

СимволEURGBP (Euro vs Great Britain Pound )
Период5 Минут (M5) 2013.01.02 08:00 - 2013.04.22 23:55 (2013.01.01 - 2013.04.23)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLots=0.1; MaxLot=5; Profit=35; Stop_Los=1000; timestart1=0; timestop1=24; timestart2=0; timestop2=24; Closeorders=false; Closeprocent=50; Sunday=true; Monday=true; Tuesday=true; Wednesday=true; Thursday=true; Friday=true; Saturday=false; level2=22; level3=22; level4=22; level5=22; level6=22; level7=22; level8=22; level9=22; level10=22; level11=22; profit2=20; profit3=20; profit4=20; profit5=20; profit6=20; profit7=20; profit8=20; profit9=20; profit10=20; profit11=20; magic=1975;
Баров в истории23331Смоделировано тиков510485Качество моделирования25.53%
Ошибки рассогласования графиков1
Начальный депозит5800.00
Чистая прибыль-4509.74Общая прибыль2764.52Общий убыток-7274.26
Прибыльность0.38Матожидание выигрыша-63.52
Абсолютная просадка5207.38Максимальная просадка5444.90 (90.18%)Относительная просадка90.18% (5444.90)
Всего сделок71Короткие позиции (% выигравших)7 (28.57%)Длинные позиции (% выигравших)64 (54.69%)
Прибыльные сделки (% от всех)37 (52.11%)Убыточные сделки (% от всех)34 (47.89%)
Самая большаяприбыльная сделка121.92убыточная сделка-2567.40
Средняяприбыльная сделка74.72убыточная сделка-213.95
Максимальное количествонепрерывных выигрышей (прибыль)6 (386.69)непрерывных проигрышей (убыток)6 (-6779.28)
Максимальнаянепрерывная прибыль (число выигрышей)386.69 (6)непрерывный убыток (число проигрышей)-6779.28 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12013.01.02 08:00buy10.100.81340.71340.8169
22013.01.02 08:00sell20.100.81290.91290.8094
32013.01.02 08:00buy limit30.200.81120.71120.8132
42013.01.02 08:00sell limit40.200.81510.91510.8131
52013.01.02 19:23buy30.200.81120.71120.8132
62013.01.02 19:23buy limit50.400.80900.70900.8110
72013.01.02 19:23modify10.100.81340.71120.8132
82013.01.03 12:12t/p20.100.80940.91290.809452.205852.20
92013.01.03 12:12delete40.200.81510.91510.8131
102013.01.03 12:12sell60.100.80890.90890.8054
112013.01.03 12:12sell limit70.200.81110.91110.8091
122013.01.03 12:13buy50.400.80900.70900.8110
132013.01.03 12:13modify10.100.81340.70900.8110
142013.01.03 12:13modify30.200.81120.70900.8110
152013.01.03 15:32t/p10.100.81100.70900.8110-36.705815.50
162013.01.03 15:32t/p30.200.81100.70900.8110-6.355809.15
172013.01.03 15:32t/p50.400.81100.70900.8110121.925931.07
182013.01.03 15:32buy80.100.81150.71150.8150
192013.01.03 15:32buy limit90.200.80930.70930.8113
202013.01.03 15:33sell70.200.81110.91110.8091
212013.01.03 15:33sell limit100.400.81330.91330.8113
222013.01.03 15:33modify60.100.80890.91110.8091
232013.01.04 15:58sell100.400.81330.91330.8113
242013.01.04 15:58modify60.100.80890.91330.8113
252013.01.04 15:58modify70.200.81110.91330.8113
262013.01.07 14:46t/p60.100.81130.91330.8113-37.355893.72
272013.01.07 14:46t/p70.200.81130.91330.8113-7.645886.09
282013.01.07 14:46t/p100.400.81130.91330.8113120.396006.48
292013.01.07 14:46sell110.100.81080.91080.8073
302013.01.07 14:47sell limit120.200.81300.91300.8110
312013.01.07 16:20sell120.200.81300.91300.8110
322013.01.07 16:20sell limit130.400.81520.91520.8132
332013.01.07 16:20modify110.100.81080.91300.8110
342013.01.08 04:45t/p80.100.81500.71150.815053.216059.69
352013.01.08 04:45delete90.200.80930.70930.8113
362013.01.08 04:45buy140.100.81550.71550.8190
372013.01.08 04:45buy limit150.200.81330.71330.8153
382013.01.08 09:05sell130.400.81520.91520.8132
392013.01.08 09:05modify110.100.81080.91520.8132
402013.01.08 09:05modify120.200.81300.91520.8132
412013.01.10 15:47t/p140.100.81900.71550.819053.176112.86
422013.01.10 15:47delete150.200.81330.71330.8153
432013.01.10 15:47buy160.100.81950.71950.8230
442013.01.10 15:47buy limit170.200.81730.71730.8193
452013.01.11 11:35t/p160.100.82300.71950.823053.306166.16
462013.01.11 11:35delete170.200.81730.71730.8193
472013.01.11 11:35buy180.100.82350.72350.8270
482013.01.11 11:35buy limit190.200.82130.72130.8233
492013.01.11 16:16t/p180.100.82700.72350.827053.336219.49
502013.01.11 16:16delete190.200.82130.72130.8233
512013.01.11 16:16buy200.100.82750.72750.8310
522013.01.11 16:16buy limit210.200.82530.72530.8273
532013.01.14 13:52t/p200.100.83100.72750.831053.296272.78
542013.01.14 13:52delete210.200.82530.72530.8273
552013.01.14 13:52buy220.100.83150.73150.8350
562013.01.14 13:52buy limit230.200.82930.72930.8313
572013.01.15 18:08buy230.200.82930.72930.8313
582013.01.15 18:08buy limit240.400.82710.72710.8291
592013.01.15 18:08modify220.100.83150.72930.8313
602013.01.15 20:58buy240.400.82710.72710.8291
612013.01.15 20:58modify220.100.83150.72710.8291
622013.01.15 20:58modify230.200.82930.72710.8291
632013.01.16 10:14t/p220.100.82910.72710.8291-36.666236.12
642013.01.16 10:14t/p230.200.82910.72710.8291-6.196229.94
652013.01.16 10:14t/p240.400.82910.72710.8291121.736351.66
662013.01.16 10:14buy250.100.82960.72960.8331
672013.01.16 10:14buy limit260.200.82740.72740.8294
682013.01.17 10:50t/p250.100.83310.72960.833153.216404.88
692013.01.17 10:50delete260.200.82740.72740.8294
702013.01.17 10:50buy270.100.83360.73360.8371
712013.01.17 10:50buy limit280.200.83140.73140.8334
722013.01.18 02:53t/p270.100.83710.73360.837153.296458.16
732013.01.18 02:53delete280.200.83140.73140.8334
742013.01.18 02:53buy290.100.83760.73760.8411
752013.01.18 02:53buy limit300.200.83540.73540.8374
762013.01.21 18:47t/p290.100.84110.73760.841153.296511.45
772013.01.21 18:47delete300.200.83540.73540.8374
782013.01.21 18:47buy310.100.84160.74160.8451
792013.01.21 18:47buy limit320.200.83940.73940.8414
802013.01.22 11:20buy320.200.83940.73940.8414
812013.01.22 11:20buy limit330.400.83720.73720.8392
822013.01.22 11:20modify310.100.84160.73940.8414
832013.01.22 11:42t/p310.100.84140.73940.8414-3.096508.36
842013.01.22 11:42t/p320.200.84140.73940.841460.966569.32
852013.01.22 11:42delete330.400.83720.73720.8392
862013.01.22 11:42buy340.100.84190.74190.8454
872013.01.22 11:42buy limit350.200.83970.73970.8417
882013.01.22 15:07buy350.200.83970.73970.8417
892013.01.22 15:07buy limit360.400.83750.73750.8395
902013.01.22 15:07modify340.100.84190.73970.8417
912013.01.22 17:37buy360.400.83750.73750.8395
922013.01.22 17:37modify340.100.84190.73750.8395
932013.01.22 17:37modify350.200.83970.73750.8395
942013.01.22 20:25t/p340.100.83950.73750.8395-36.576532.75
952013.01.22 20:25t/p350.200.83950.73750.8395-6.106526.65
962013.01.22 20:25t/p360.400.83950.73750.8395121.906648.55
972013.01.22 20:25buy370.100.84000.74000.8435
982013.01.22 20:25buy limit380.200.83780.73780.8398
992013.01.24 15:05t/p370.100.84350.74000.843553.166701.71
1002013.01.24 15:05delete380.200.83780.73780.8398
1012013.01.24 15:05buy390.100.84400.74400.8475
1022013.01.24 15:05buy limit400.200.84180.74180.8438
1032013.01.24 18:02t/p390.100.84750.74400.847553.346755.05
1042013.01.24 18:02delete400.200.84180.74180.8438
1052013.01.24 18:02buy410.100.84800.74800.8515
1062013.01.24 18:02buy limit420.200.84580.74580.8478
1072013.01.25 11:30t/p410.100.85150.74800.851553.306808.34
1082013.01.25 11:30delete420.200.84580.74580.8478
1092013.01.25 11:30buy430.100.85200.75200.8555
1102013.01.25 11:30buy limit440.200.84980.74980.8518
1112013.01.28 13:05t/p430.100.85550.75200.855553.296861.63
1122013.01.28 13:05delete440.200.84980.74980.8518
1132013.01.28 13:05buy450.100.85600.75600.8595
1142013.01.28 13:05buy limit460.200.85380.75380.8558
1152013.01.29 13:11buy460.200.85380.75380.8558
1162013.01.29 13:11buy limit470.400.85160.75160.8536
1172013.01.29 13:11modify450.100.85600.75380.8558
1182013.01.29 16:21t/p450.100.85580.75380.8558-3.096858.54
1192013.01.29 16:21t/p460.200.85580.75380.855860.956919.49
1202013.01.29 16:21delete470.400.85160.75160.8536
1212013.01.29 16:21buy480.100.85630.75630.8598
1222013.01.29 16:21buy limit490.200.85410.75410.8561
1232013.01.30 13:05t/p480.100.85980.75630.859853.296972.78
1242013.01.30 13:05delete490.200.85410.75410.8561
1252013.01.30 13:05buy500.100.86030.76030.8638
1262013.01.30 13:05buy limit510.200.85810.75810.8601
1272013.01.30 15:18buy510.200.85810.75810.8601
1282013.01.30 15:18buy limit520.400.85590.75590.8579
1292013.01.30 15:18modify500.100.86030.75810.8601
1302013.01.30 17:06t/p500.100.86010.75810.8601-3.056969.73
1312013.01.30 17:06t/p510.200.86010.75810.860160.957030.68
1322013.01.30 17:06delete520.400.85590.75590.8579
1332013.01.30 17:06buy530.100.86060.76060.8641
1342013.01.30 17:06buy limit540.200.85840.75840.8604
1352013.01.31 08:18buy540.200.85840.75840.8604
1362013.01.31 08:18buy limit550.400.85620.75620.8582
1372013.01.31 08:18modify530.100.86060.75840.8604
1382013.01.31 15:28buy550.400.85620.75620.8582
1392013.01.31 15:28modify530.100.86060.75620.8582
1402013.01.31 15:28modify540.200.85840.75620.8582
1412013.01.31 16:29t/p530.100.85820.75620.8582-36.706993.98
1422013.01.31 16:29t/p540.200.85820.75620.8582-6.106987.88
1432013.01.31 16:29t/p550.400.85820.75620.8582121.917109.79
1442013.01.31 16:29buy560.100.85870.75870.8622
1452013.01.31 16:29buy limit570.200.85650.75650.8585
1462013.01.31 17:59buy570.200.85650.75650.8585
1472013.01.31 17:59buy limit580.400.85430.75430.8563
1482013.01.31 17:59modify560.100.85870.75650.8585
1492013.02.01 06:16t/p560.100.85850.75650.8585-3.097106.70
1502013.02.01 06:16t/p570.200.85850.75650.858560.877167.57
1512013.02.01 06:16delete580.400.85430.75430.8563
1522013.02.01 06:16buy590.100.85900.75900.8625
1532013.02.01 06:16buy limit600.200.85680.75680.8588
1542013.02.01 11:32t/p590.100.86250.75900.862553.347220.91
1552013.02.01 11:32delete600.200.85680.75680.8588
1562013.02.01 11:32buy610.100.86300.76300.8665
1572013.02.01 11:32buy limit620.200.86080.76080.8628
1582013.02.01 17:32t/p610.100.86650.76300.866553.347274.25
1592013.02.01 17:32delete620.200.86080.76080.8628
1602013.02.01 17:32buy630.100.86700.76700.8705
1612013.02.01 17:32buy limit640.200.86480.76480.8668
1622013.02.01 18:13t/p630.100.87050.76700.870553.337327.58
1632013.02.01 18:13delete640.200.86480.76480.8668
1642013.02.01 18:13buy650.100.87100.77100.8745
1652013.02.01 18:13buy limit660.200.86880.76880.8708
1662013.02.04 03:08buy660.200.86880.76880.8708
1672013.02.04 03:08buy limit670.400.86660.76660.8686
1682013.02.04 03:08modify650.100.87100.76880.8708
1692013.02.04 10:04buy670.400.86660.76660.8686
1702013.02.04 10:04modify650.100.87100.76660.8686
1712013.02.04 10:04modify660.200.86880.76660.8686
1722013.02.05 19:48t/p650.100.86860.76660.8686-36.667290.92
1732013.02.05 19:48t/p660.200.86860.76660.8686-6.197284.74
1742013.02.05 19:48t/p670.400.86860.76660.8686121.747406.48
1752013.02.05 19:48buy680.100.86910.76910.8726
1762013.02.05 19:48buy limit690.200.86690.76690.8689
1772013.02.06 07:57buy690.200.86690.76690.8689
1782013.02.06 07:57buy limit700.400.86470.76470.8667
1792013.02.06 07:57modify680.100.86910.76690.8689
1802013.02.06 10:05buy700.400.86470.76470.8667
1812013.02.06 10:05modify680.100.86910.76470.8667
1822013.02.06 10:05modify690.200.86690.76470.8667
1832013.02.13 12:51t/p680.100.86670.76470.8667-36.917369.57
1842013.02.13 12:51t/p690.200.86670.76470.8667-6.707362.87
1852013.02.13 12:51t/p700.400.86670.76470.8667120.727483.59
1862013.02.13 12:51buy710.100.86720.76720.8707
1872013.02.13 12:51buy limit720.200.86500.76500.8670
1882013.02.13 16:23buy720.200.86500.76500.8670
1892013.02.13 16:23buy limit730.400.86280.76280.8648
1902013.02.13 16:23modify710.100.86720.76500.8670
1912013.02.14 11:19buy730.400.86280.76280.8648
1922013.02.14 11:19modify710.100.86720.76280.8648
1932013.02.14 11:19modify720.200.86500.76280.8648
1942013.02.19 17:54t/p710.100.86480.76280.8648-36.837446.76
1952013.02.19 17:54t/p720.200.86480.76280.8648-6.617440.15
1962013.02.19 17:54t/p730.400.86480.76280.8648121.407561.55
1972013.02.19 17:54buy740.100.86530.76530.8688
1982013.02.19 17:54buy limit750.200.86310.76310.8651
1992013.02.20 02:25t/p740.100.86880.76530.868853.297614.83
2002013.02.20 02:25delete750.200.86310.76310.8651
2012013.02.20 02:25buy760.100.86930.76930.8728
2022013.02.20 02:25buy limit770.200.86710.76710.8691
2032013.02.20 11:31t/p760.100.87280.76930.872853.347668.17
2042013.02.20 11:31delete770.200.86710.76710.8691
2052013.02.20 11:31buy780.100.87330.77330.8768
2062013.02.20 11:31buy limit790.200.87110.77110.8731
2072013.02.20 22:45buy790.200.87110.77110.8731
2082013.02.20 22:45buy limit800.400.86890.76890.8709
2092013.02.20 22:45modify780.100.87330.77110.8731
2102013.02.21 07:20t/p780.100.87310.77110.8731-3.187665.00
2112013.02.21 07:20t/p790.200.87310.77110.873160.697725.69
2122013.02.21 07:20delete800.400.86890.76890.8709
2132013.02.21 07:20buy810.100.87360.77360.8771
2142013.02.21 07:20buy limit820.200.87140.77140.8734
2152013.02.21 10:34buy820.200.87140.77140.8734
2162013.02.21 10:34buy limit830.400.86920.76920.8712
2172013.02.21 10:34modify810.100.87360.77140.8734
2182013.02.21 10:38buy830.400.86920.76920.8712
2192013.02.21 10:38modify810.100.87360.76920.8712
2202013.02.21 10:38modify820.200.87140.76920.8712
2212013.02.25 00:00t/p810.100.87120.76920.8712-36.667689.03
2222013.02.25 00:00t/p820.200.87120.76920.8712-6.277682.76
2232013.02.25 00:00t/p830.400.87120.76920.8712121.577804.33
2242013.02.25 00:00buy840.100.87690.77690.8804
2252013.02.25 00:00buy limit850.200.87470.77470.8767
2262013.02.25 00:21buy850.200.87470.77470.8767
2272013.02.25 00:21buy limit860.400.87250.77250.8745
2282013.02.25 00:21modify840.100.87690.77470.8767
2292013.02.25 02:04buy860.400.87250.77250.8745
2302013.02.25 02:04modify840.100.87690.77250.8745
2312013.02.25 02:04modify850.200.87470.77250.8745
2322013.02.25 11:17t/p840.100.87450.77250.8745-36.577767.76
2332013.02.25 11:17t/p850.200.87450.77250.8745-6.107761.66
2342013.02.25 11:17t/p860.400.87450.77250.8745121.917883.57
2352013.02.25 11:17buy870.100.87500.77500.8785
2362013.02.25 11:17buy limit880.200.87280.77280.8748
2372013.02.25 14:45t/p870.100.87850.77500.878553.337936.90
2382013.02.25 14:45delete880.200.87280.77280.8748
2392013.02.25 14:45buy890.100.87900.77900.8825
2402013.02.25 14:45buy limit900.200.87680.77680.8788
2412013.02.25 17:31buy900.200.87680.77680.8788
2422013.02.25 17:31buy limit910.400.87460.77460.8766
2432013.02.25 17:31modify890.100.87900.77680.8788
2442013.02.25 17:58buy910.400.87460.77460.8766
2452013.02.25 17:58modify890.100.87900.77460.8766
2462013.02.25 17:58modify900.200.87680.77460.8766
2472013.03.12 11:36t/p890.100.87660.77460.8766-37.217899.69
2482013.03.12 11:36t/p900.200.87660.77460.8766-7.387892.31
2492013.03.12 11:36t/p910.400.87660.77460.8766119.338011.64
2502013.03.12 11:36buy920.100.87710.77710.8806
2512013.03.12 11:36buy limit930.200.87490.77490.8769
2522013.03.12 13:12buy930.200.87490.77490.8769
2532013.03.12 13:12buy limit940.400.87270.77270.8747
2542013.03.12 13:12modify920.100.87710.77490.8769
2552013.03.12 15:08t/p920.100.87690.77490.8769-3.058008.59
2562013.03.12 15:08t/p930.200.87690.77490.876960.958069.54
2572013.03.12 15:08delete940.400.87270.77270.8747
2582013.03.12 15:08buy950.100.87740.77740.8809
2592013.03.12 15:08buy limit960.200.87520.77520.8772
2602013.03.12 17:57buy960.200.87520.77520.8772
2612013.03.12 17:57buy limit970.400.87300.77300.8750
2622013.03.12 17:57modify950.100.87740.77520.8772
2632013.03.13 04:12buy970.400.87300.77300.8750
2642013.03.13 04:12modify950.100.87740.77300.8750
2652013.03.13 04:12modify960.200.87520.77300.8750
2662013.04.22 23:59close at stop970.400.85420.77300.8750-1152.516917.03
2672013.04.22 23:59close at stop960.200.85420.77300.8750-643.386273.66
2682013.04.22 23:59close at stop950.100.85420.77300.8750-355.205918.45
2692013.04.22 23:59close at stop130.400.85470.91520.8132-2567.403351.06
2702013.04.22 23:59close at stop120.200.85470.91520.8132-1351.521999.54
2712013.04.22 23:59close at stop110.100.85470.91520.8132-709.281290.26