Strategy Tester Report
ORDER_SYSTEM

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 1999.11.01 00:00 - 2005.07.06 16:15
МодельПо ценам открытия (быстрый метод на сформировавшихся барах)
Баров в истории134125Смоделировано тиков268150Качество моделирования100.00%

. ; . ; psp vita ; , , ;

Начальный депозит1000.00
Общая прибыль36212.50Общий убыток-21539.17Чистая прибыль14673.32
Показатель прибыльности1.68Матожидание выигрыша257.43
Абсолютная просадка0.00Максимальная просадка (%)6079.00 (35.8%)
Всего сделок57Короткие позиции (% выигравших)30 (60.00%)Длинные позиции (% выигравших)27 (81.48%)
Прибыльные сделки (% от всех)40 (70.18%)Убыточные сделки (% от всех)17 (29.82%)
Самая большаяприбыльная сделка3720.00убыточная сделка-2800.00
Средняяприбыльная сделка905.31убыточная сделка-1267.01
Максимальное количествонепрерывных выигрышей (прибыль)9 (9889.85)непрерывных проигрышей (убыток)2 (-4750.00)
Максимальнаянепрерывная прибыль (число выигрышей)9889.85 (9)непрерывный убыток (число проигрышей)-4750.00 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
#ВремяТипТикетЛотыЦенаS / LT / PПрибыльБаланс
12005.01.04 07:00sell stop10.301.90431.90931.8893
22005.01.04 07:45sell10.301.90431.90931.8893
32005.01.04 16:30t/p10.301.88931.90931.8893450.001450.00
42005.01.05 07:00sell stop20.501.88261.88761.8676
52005.01.05 07:15sell20.501.88261.88761.8676
62005.01.05 16:30s/l20.501.88761.88761.8676-250.001200.00
72005.01.06 07:00sell stop30.401.88251.88751.8675
82005.01.06 07:15sell30.401.88251.88751.8675
92005.01.06 20:45close30.401.87331.88751.8675368.001568.00
102005.01.07 07:00sell stop40.501.87531.88031.8603
112005.01.07 16:30sell40.501.87531.88031.8603
122005.01.07 20:45close40.501.87231.88031.8603150.001718.00
132005.01.10 07:00buy stop50.601.87531.87031.8903
142005.01.10 08:45buy50.601.87531.87031.8903
152005.01.10 20:45close50.601.87561.87031.890318.001736.00
162005.01.11 07:00buy limit60.601.87091.86591.8859
172005.01.12 02:15expiration60.601.87091.86591.8859
182005.01.12 07:00sell limit70.601.87801.88301.8630
192005.01.12 08:15sell70.601.87801.88301.8630
202005.01.12 14:45s/l70.601.88301.88301.8630-300.001436.00
212005.01.13 07:00buy limit80.501.87801.87301.8930
222005.01.14 02:15expiration80.501.87801.87301.8930
232005.01.14 07:00sell limit90.501.88241.88741.8674
242005.01.17 00:00expiration90.501.88241.88741.8674
252005.01.17 07:00sell stop100.501.87041.87541.8554
262005.01.17 09:00sell100.501.87041.87541.8554
272005.01.17 20:45close100.501.86151.87541.8554445.001881.00
282005.01.19 07:00buy limit110.601.85921.85421.8742
292005.01.20 02:15expiration110.601.85921.85421.8742
302005.01.20 07:00buy limit120.601.86611.86111.8811
312005.01.20 09:30buy120.601.86611.86111.8811
322005.01.20 20:45close120.601.87171.86111.8811336.002217.00
332005.01.24 07:00buy limit130.701.87191.86691.8869
342005.01.25 02:15expiration130.701.87191.86691.8869
352005.01.25 07:00sell limit140.701.88051.88551.8655
362005.01.25 10:00sell140.701.88051.88551.8655
372005.01.25 16:30t/p140.701.86551.88551.86551050.003267.00
382005.01.26 07:00buy stop151.001.88051.87551.8955
392005.01.26 13:15buy151.001.88051.87551.8955
402005.01.26 20:45close151.001.88171.87551.8955120.003387.00
412005.01.27 07:00buy limit161.101.86391.85891.8789
422005.01.28 02:15expiration161.101.86391.85891.8789
432005.01.28 07:00sell limit171.101.88921.89421.8742
442005.01.28 08:45sell171.101.88921.89421.8742
452005.01.28 20:45close171.101.88771.89421.8742165.003552.00
462005.01.31 07:00buy stop181.101.88921.88421.9042
472005.02.01 02:15expiration181.101.88921.88421.9042
482005.02.01 07:00sell stop191.101.88281.88781.8678
492005.02.01 08:15sell191.101.88281.88781.8678
502005.02.01 20:45close191.101.88301.88781.8678-22.003530.00
512005.02.02 07:00buy limit201.101.88281.87781.8978
522005.02.02 18:00buy201.101.88281.87781.8978
532005.02.02 20:45close201.101.88581.87781.8978330.003860.00
542005.02.03 07:00sell limit211.201.88581.89081.8708
552005.02.03 10:45sell211.201.88581.89081.8708
562005.02.03 11:30s/l211.201.89081.89081.8708-600.003260.00
572005.02.07 07:00sell limit221.001.87561.88061.8606
582005.02.08 02:15expiration221.001.87561.88061.8606
592005.02.08 07:00sell limit231.001.85731.86231.8423
602005.02.08 07:30sell231.001.85731.86231.8423
612005.02.08 20:45close231.001.85531.86231.8423200.003460.00
622005.02.09 07:00buy limit241.101.85731.85231.8723
632005.02.09 07:30buy241.101.85731.85231.8723
642005.02.23 06:00t/p241.101.87231.85231.87231684.655144.65
652005.02.23 07:00buy limit251.601.85731.85231.8723
662005.02.24 02:15expiration251.601.85731.85231.8723
672005.02.24 07:00sell stop261.601.90841.91341.8934
682005.02.24 07:45sell261.601.90841.91341.8934
692005.02.24 15:30s/l261.601.91341.91341.8934-800.004344.65
702005.02.25 07:00buy limit271.401.90841.90341.9234
712005.02.25 08:30buy271.401.90841.90341.9234
722005.02.25 20:45close271.401.91921.90341.92341512.005856.65
732005.02.28 07:00buy limit281.801.90951.90451.9245
742005.03.01 02:15expiration281.801.90951.90451.9245
752005.03.01 07:00buy limit291.801.91921.91421.9342
762005.03.01 07:15buy291.801.91921.91421.9342
772005.03.01 20:45close291.801.92031.91421.9342198.006054.65
782005.03.02 07:00sell limit301.901.92101.92601.9060
792005.03.03 02:15expiration301.901.92101.92601.9060
802005.03.03 07:00sell limit311.901.91391.91891.8989
812005.03.04 02:15expiration311.901.91391.91891.8989
822005.03.07 07:00buy limit321.901.90671.90171.9217
832005.03.08 02:15expiration321.901.90671.90171.9217
842005.03.08 07:00buy stop331.901.92251.91751.9375
852005.03.08 12:45buy331.901.92251.91751.9375
862005.03.08 20:45close331.901.92841.91751.93751121.007175.65
872005.03.09 07:00buy limit342.201.91421.90921.9292
882005.03.10 02:15expiration342.201.91421.90921.9292
892005.03.11 07:00sell stop352.201.92251.92751.9075
902005.03.11 08:30sell352.201.92251.92751.9075
912005.03.11 14:45s/l352.201.92751.92751.9075-1100.006075.65
922005.03.14 07:00sell limit361.901.92631.93131.9113
932005.03.15 02:15expiration361.901.92631.93131.9113
942005.03.15 07:00buy stop371.901.92631.92131.9413
952005.03.16 02:15expiration371.901.92631.92131.9413
962005.03.17 07:00buy limit381.901.91281.90781.9278
972005.03.18 02:15expiration381.901.91281.90781.9278
982005.03.18 07:00sell limit391.901.92501.93001.9100
992005.03.21 00:00expiration391.901.92501.93001.9100
1002005.03.21 07:00sell limit401.901.92181.92681.9068
1012005.03.22 02:15expiration401.901.92181.92681.9068
1022005.03.22 07:00sell stop411.901.89621.90121.8812
1032005.03.22 07:30sell411.901.89621.90121.8812
1042005.03.22 09:45s/l411.901.90121.90121.8812-950.005125.65
1052005.03.24 07:00buy stop421.601.88601.88101.9010
1062005.03.25 02:15expiration421.601.88601.88101.9010
1072005.03.28 07:00sell limit431.601.87021.87521.8552
1082005.03.29 02:15expiration431.601.87021.87521.8552
1092005.03.29 07:00buy stop441.601.87021.86521.8852
1102005.03.29 08:30buy441.601.87021.86521.8852
1112005.03.29 20:45close441.601.87511.86521.8852784.005909.65
1122005.03.30 07:00buy limit451.801.86581.86081.8808
1132005.03.31 02:15expiration451.801.86581.86081.8808
1142005.03.31 07:00buy limit461.801.87381.86881.8888
1152005.04.01 02:15expiration461.801.87381.86881.8888
1162005.04.01 07:00buy limit471.801.87871.87371.8937
1172005.04.01 17:30buy471.801.87871.87371.8937
1182005.04.01 20:45close471.801.88021.87371.8937270.006179.65
1192005.04.04 07:00sell limit481.901.88081.88581.8658
1202005.04.05 02:15expiration481.901.88081.88581.8658
1212005.04.05 07:00buy stop491.901.88081.87581.8958
1222005.04.05 21:00buy491.901.88081.87581.8958
1232005.04.06 14:30s/l491.901.87581.87581.8958-937.175242.47
1242005.04.07 07:00sell stop501.601.88071.88571.8657
1252005.04.07 10:45sell501.601.88071.88571.8657
1262005.04.07 20:45close501.601.86901.88571.86571872.007114.47
1272005.04.11 07:00buy limit512.201.86961.86461.8846
1282005.04.12 02:15expiration512.201.86961.86461.8846
1292005.04.12 07:00buy limit522.201.88551.88051.9005
1302005.04.12 15:30buy522.201.88551.88051.9005
1312005.04.12 20:45close522.201.88891.88051.9005748.007862.47
1322005.04.13 07:00buy limit532.401.89071.88571.9057
1332005.04.13 14:30buy532.401.89071.88571.9057
1342005.04.13 20:45close532.401.89351.88571.9057672.008534.47
1352005.04.14 07:00sell limit542.601.89431.89931.8793
1362005.04.15 02:15expiration542.601.89431.89931.8793
1372005.04.15 07:00buy stop552.601.89431.88931.9093
1382005.04.15 16:30buy552.601.89431.88931.9093
1392005.04.15 20:45close552.601.89131.88931.9093-780.007754.47
1402005.04.18 07:00buy limit562.401.88141.87641.8964
1412005.04.19 02:15expiration562.401.88141.87641.8964
1422005.04.19 07:00buy limit572.401.89271.88771.9077
1432005.04.20 02:15expiration572.401.89271.88771.9077
1442005.04.20 07:00buy limit582.401.90361.89861.9186
1452005.04.21 02:15expiration582.401.90361.89861.9186
1462005.04.22 07:00sell limit592.401.90821.91321.8932
1472005.04.22 07:30sell592.401.90821.91321.8932
1482005.04.22 10:15s/l592.401.91321.91321.8932-1200.006554.47
1492005.04.25 07:00buy limit602.001.90821.90321.9232
1502005.04.25 16:15buy602.001.90821.90321.9232
1512005.04.25 20:45close602.001.90941.90321.9232240.006794.47
1522005.04.26 07:00sell stop612.101.91101.91601.8960
1532005.04.26 08:45sell612.101.91101.91601.8960
1542005.04.26 20:45close612.101.90511.91601.89601239.008033.47
1552005.04.28 07:00buy stop622.501.90561.90061.9206
1562005.04.28 08:00buy622.501.90561.90061.9206
1572005.04.28 20:45close622.501.90671.90061.9206275.008308.47
1582005.04.29 07:00buy limit632.501.90551.90051.9205
1592005.04.29 20:45buy632.501.90551.90051.9205
1602005.04.29 20:45close632.501.90641.90051.9205225.008533.47
1612005.05.02 07:00sell limit642.601.90871.91371.8937
1622005.05.03 02:15expiration642.601.90871.91371.8937
1632005.05.03 07:00sell limit652.601.89451.89951.8795
1642005.05.03 08:15sell652.601.89451.89951.8795
1652005.05.03 20:45close652.601.89071.89951.8795988.009521.47
1662005.05.04 07:00buy limit662.901.89451.88951.9095
1672005.05.05 02:15expiration662.901.89451.88951.9095
1682005.05.05 07:00buy limit672.901.89221.88721.9072
1692005.05.06 02:15expiration672.901.89221.88721.9072
1702005.05.06 07:00sell limit682.901.90661.91161.8916
1712005.05.09 00:00expiration682.901.90661.91161.8916
1722005.05.09 07:00sell limit692.901.88991.89491.8749
1732005.05.10 02:15expiration692.901.88991.89491.8749
1742005.05.10 07:00sell stop702.901.88371.88871.8687
1752005.05.10 07:30sell702.901.88371.88871.8687
1762005.05.10 20:45close702.901.88251.88871.8687348.009869.47
1772005.05.11 07:00sell limit713.001.88241.88741.8674
1782005.05.11 08:00sell713.001.88241.88741.8674
1792005.05.11 10:30s/l713.001.88741.88741.8674-1500.008369.47
1802005.05.12 07:00sell limit722.601.87231.87731.8573
1812005.05.13 02:15expiration722.601.87231.87731.8573
1822005.05.13 07:00sell limit732.601.86511.87011.8501
1832005.05.16 00:00expiration732.601.86511.87011.8501
1842005.05.16 07:00sell limit742.601.85021.85521.8352
1852005.05.17 02:15expiration742.601.85021.85521.8352
1862005.05.18 07:00sell limit752.601.83351.83851.8185
1872005.05.18 08:15sell752.601.83351.83851.8185
1882005.05.18 17:45s/l752.601.83851.83851.8185-1300.007069.47
1892005.05.19 07:00buy limit762.201.83351.82851.8485
1902005.05.19 20:45buy762.201.83351.82851.8485
1912005.05.19 20:45close762.201.83411.82851.8485132.007201.47
1922005.05.23 07:00buy stop772.201.83661.83161.8516
1932005.05.24 02:15expiration772.201.83661.83161.8516
1942005.05.24 07:00buy limit782.201.82691.82191.8419
1952005.05.24 22:45buy782.201.82691.82191.8419
1962005.05.25 20:45close782.201.83161.82191.84191048.858250.32
1972005.05.26 07:00sell limit792.501.83141.83641.8164
1982005.05.27 02:15expiration792.501.83141.83641.8164
1992005.05.27 07:00buy stop802.501.83141.82641.8464
2002005.05.30 00:00expiration802.501.83141.82641.8464
2012005.05.30 07:00sell stop812.501.82421.82921.8092
2022005.05.30 07:30sell812.501.82421.82921.8092
2032005.05.30 20:45close812.501.82281.82921.8092350.008600.32
2042005.05.31 07:00sell limit822.601.82341.82841.8084
2052005.05.31 15:30sell822.601.82341.82841.8084
2062005.05.31 20:45close822.601.81791.82841.80841430.0010030.32
2072005.06.01 07:00sell stop833.101.81701.82201.8020
2082005.06.01 10:15sell833.101.81701.82201.8020
2092005.06.01 20:45close833.101.81131.82201.80201767.0011797.32
2102005.06.02 07:00buy stop843.601.81701.81201.8320
2112005.06.02 09:15buy843.601.81701.81201.8320
2122005.06.02 20:45close843.601.81721.81201.832072.0011869.32
2132005.06.03 07:00buy limit853.601.80911.80411.8241
2142005.06.06 00:00expiration853.601.80911.80411.8241
2152005.06.06 07:00buy limit863.601.81501.81001.8300
2162005.06.06 08:30buy863.601.81501.81001.8300
2172005.06.06 20:45close863.601.82471.81001.83003492.0015361.32
2182005.06.07 07:00buy limit874.701.81501.81001.8300
2192005.06.08 02:15expiration874.701.81501.81001.8300
2202005.06.08 07:00buy limit884.701.82441.81941.8394
2212005.06.08 20:30buy884.701.82441.81941.8394
2222005.06.08 20:45close884.701.82491.81941.8394235.0015596.32
2232005.06.09 07:00sell stop894.701.82301.82801.8080
2242005.06.09 08:45sell894.701.82301.82801.8080
2252005.06.09 20:45close894.701.82011.82801.80801363.0016959.32
2262005.06.10 07:00sell stop905.101.82051.82551.8055
2272005.06.10 08:00sell905.101.82051.82551.8055
2282005.06.10 11:45s/l905.101.82551.82551.8055-2550.0014409.32
2292005.06.13 07:00sell limit914.401.81241.81741.7974
2302005.06.14 02:15expiration914.401.81241.81741.7974
2312005.06.14 07:00buy stop924.401.81241.80741.8274
2322005.06.14 14:45buy924.401.81241.80741.8274
2332005.06.14 15:15s/l924.401.80741.80741.8274-2200.0012209.32
2342005.06.15 07:00buy limit933.701.80671.80171.8217
2352005.06.16 02:15expiration933.701.80671.80171.8217
2362005.06.16 07:00buy limit943.701.80571.80071.8207
2372005.06.17 02:15expiration943.701.80571.80071.8207
2382005.06.17 07:00buy stop953.701.82231.81731.8373
2392005.06.17 09:00buy953.701.82231.81731.8373
2402005.06.17 20:45close953.701.82911.81731.83732516.0014725.32
2412005.06.20 07:00buy limit964.501.82231.81731.8373
2422005.06.20 16:00buy964.501.82231.81731.8373
2432005.06.20 20:45close964.501.82321.81731.8373405.0015130.32
2442005.06.21 07:00sell limit974.601.82461.82961.8096
2452005.06.21 17:00sell974.601.82461.82961.8096
2462005.06.21 20:30s/l974.601.82961.82961.8096-2300.0012830.32
2472005.06.22 07:00buy limit983.901.82461.81961.8396
2482005.06.22 10:45buy983.901.82461.81961.8396
2492005.06.22 11:15s/l983.901.81961.81961.8396-1950.0010880.32
2502005.06.23 07:00sell limit993.301.82181.82681.8068
2512005.06.23 08:45sell993.301.82181.82681.8068
2522005.06.23 20:45close993.301.81471.82681.80682343.0013223.32
2532005.06.27 07:00buy limit1004.001.81521.81021.8302
2542005.06.28 02:15expiration1004.001.81521.81021.8302
2552005.06.28 07:00sell limit1014.001.82871.83371.8137
2562005.06.29 02:15expiration1014.001.82871.83371.8137
2572005.06.29 07:00sell stop1024.001.81461.81961.7996
2582005.06.29 08:30sell1024.001.81461.81961.7996
2592005.06.29 20:45close1024.001.80531.81961.79963720.0016943.32
2602005.07.01 07:00sell limit1035.101.79151.79651.7765
2612005.07.04 00:00expiration1035.101.79151.79651.7765
2622005.07.04 07:00sell limit1045.101.76731.77231.7523
2632005.07.05 02:15expiration1045.101.76731.77231.7523
2642005.07.05 07:00sell stop1055.101.75931.76431.7443
2652005.07.05 07:45sell1055.101.75931.76431.7443
2662005.07.05 20:45close1055.101.75631.76431.74431530.0018473.32
2672005.07.06 07:00buy stop1065.601.75931.75431.7743
2682005.07.06 08:00buy1065.601.75931.75431.7743
2692005.07.06 11:30s/l1065.601.75431.75431.7743-2800.0015673.32