Символ | AUDUSD (Australian Dollar vs US Dollar) | ||||
Период | 5 Минут (M5) 2009.08.17 00:00 - 2009.08.31 23:55 (2009.08.17 - 2009.09.01) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | lot=0.01; RiskManagement=true; RiskPercent=29; timecontrol=1; starttime=9; stoptime=21; TrailingStop=23; | ||||
Баров в истории | 4145 | Смоделировано тиков | 434501 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 8 | ||||
Начальный депозит | 100.00 | ||||
Чистая прибыль | 3717.11 | Общая прибыль | 3717.11 | Общий убыток | 0.00 |
Прибыльность | Матожидание выигрыша | 309.76 | |||
Абсолютная просадка | 57.18 | Максимальная просадка | 1930.70 (74.12%) | Относительная просадка | 95.41% (1298.00) |
Всего сделок | 12 | Короткие позиции (% выигравших) | 4 (100.00%) | Длинные позиции (% выигравших) | 8 (100.00%) |
Прибыльные сделки (% от всех) | 12 (100.00%) | Убыточные сделки (% от всех) | 0 (0.00%) | ||
Самая большая | прибыльная сделка | 1212.30 | убыточная сделка | 0.00 | |
Средняя | прибыльная сделка | 309.76 | убыточная сделка | 0.00 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 12 (3717.11) | непрерывных проигрышей (убыток) | 0 (0.00) | |
Максимальная | непрерывная прибыль (число выигрышей) | 3717.11 (12) | непрерывный убыток (число проигрышей) | 0.00 (0) | |
Средний | непрерывный выигрыш | 12 | непрерывный проигрыш | 0 |
№ | Время | Тип | Ордер | Объём | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2009.08.17 11:35 | sell limit | 1 | 0.17 | 0.8187 | 0.8302 | 0.8155 | ||
2 | 2009.08.17 11:44 | sell | 1 | 0.17 | 0.8187 | 0.8302 | 0.8155 | ||
3 | 2009.08.17 12:59 | modify | 1 | 0.17 | 0.8187 | 0.8187 | 0.8155 | ||
4 | 2009.08.17 13:18 | modify | 1 | 0.17 | 0.8187 | 0.8182 | 0.8155 | ||
5 | 2009.08.17 14:10 | s/l | 1 | 0.17 | 0.8182 | 0.8182 | 0.8155 | 8.50 | 108.50 |
6 | 2009.08.17 19:00 | buy limit | 2 | 0.19 | 0.8229 | 0.8119 | 0.8253 | ||
7 | 2009.08.17 19:07 | buy | 2 | 0.19 | 0.8229 | 0.8119 | 0.8253 | ||
8 | 2009.08.18 03:22 | modify | 2 | 0.19 | 0.8229 | 0.8229 | 0.8253 | ||
9 | 2009.08.18 03:23 | t/p | 2 | 0.19 | 0.8253 | 0.8229 | 0.8253 | 46.42 | 154.92 |
10 | 2009.08.18 11:50 | sell limit | 3 | 0.27 | 0.8248 | 0.8365 | 0.8209 | ||
11 | 2009.08.18 12:07 | sell | 3 | 0.27 | 0.8248 | 0.8365 | 0.8209 | ||
12 | 2009.08.18 14:31 | modify | 3 | 0.27 | 0.8248 | 0.8247 | 0.8209 | ||
13 | 2009.08.18 14:31 | modify | 3 | 0.27 | 0.8248 | 0.8242 | 0.8209 | ||
14 | 2009.08.18 14:31 | modify | 3 | 0.27 | 0.8248 | 0.8237 | 0.8209 | ||
15 | 2009.08.18 14:56 | t/p | 3 | 0.27 | 0.8209 | 0.8237 | 0.8209 | 105.30 | 260.22 |
16 | 2009.08.18 18:10 | buy limit | 4 | 0.45 | 0.8239 | 0.8116 | 0.8289 | ||
17 | 2009.08.18 18:25 | delete | 4 | 0.45 | 0.8239 | 0.8116 | 0.8289 | ||
18 | 2009.08.19 10:10 | sell limit | 5 | 0.46 | 0.8204 | 0.8316 | 0.8175 | ||
19 | 2009.08.19 10:22 | sell | 5 | 0.46 | 0.8204 | 0.8316 | 0.8175 | ||
20 | 2009.08.19 14:00 | sell limit | 6 | 0.30 | 0.8213 | 0.8324 | 0.8188 | ||
21 | 2009.08.19 14:22 | modify | 5 | 0.46 | 0.8204 | 0.8204 | 0.8175 | ||
22 | 2009.08.19 14:46 | s/l | 5 | 0.46 | 0.8204 | 0.8204 | 0.8175 | 0.00 | 260.22 |
23 | 2009.08.19 14:50 | delete | 6 | 0.30 | 0.8213 | 0.8324 | 0.8188 | ||
24 | 2009.08.19 16:35 | buy limit | 7 | 0.45 | 0.8220 | 0.8075 | 0.8321 | ||
25 | 2009.08.19 17:25 | delete | 7 | 0.45 | 0.8220 | 0.8075 | 0.8321 | ||
26 | 2009.08.19 17:50 | buy limit | 8 | 0.45 | 0.8258 | 0.8143 | 0.8292 | ||
27 | 2009.08.19 18:55 | delete | 8 | 0.45 | 0.8258 | 0.8143 | 0.8292 | ||
28 | 2009.08.19 19:00 | buy limit | 9 | 0.45 | 0.8293 | 0.8182 | 0.8317 | ||
29 | 2009.08.19 19:50 | delete | 9 | 0.45 | 0.8293 | 0.8182 | 0.8317 | ||
30 | 2009.08.21 09:35 | buy limit | 10 | 0.45 | 0.8296 | 0.8184 | 0.8322 | ||
31 | 2009.08.21 09:51 | buy | 10 | 0.45 | 0.8296 | 0.8184 | 0.8322 | ||
32 | 2009.08.21 12:10 | buy limit | 11 | 0.49 | 0.8309 | 0.8201 | 0.8327 | ||
33 | 2009.08.21 12:13 | modify | 10 | 0.45 | 0.8296 | 0.8297 | 0.8322 | ||
34 | 2009.08.21 12:14 | t/p | 10 | 0.45 | 0.8322 | 0.8297 | 0.8322 | 117.00 | 377.22 |
35 | 2009.08.21 13:55 | delete | 11 | 0.49 | 0.8309 | 0.8201 | 0.8327 | ||
36 | 2009.08.21 14:30 | buy limit | 12 | 0.65 | 0.8339 | 0.8231 | 0.8359 | ||
37 | 2009.08.21 14:42 | buy | 12 | 0.65 | 0.8339 | 0.8231 | 0.8359 | ||
38 | 2009.08.21 15:41 | t/p | 12 | 0.65 | 0.8359 | 0.8231 | 0.8359 | 130.00 | 507.22 |
39 | 2009.08.21 19:35 | sell limit | 13 | 0.88 | 0.8345 | 0.8455 | 0.8323 | ||
40 | 2009.08.21 21:00 | delete | 13 | 0.88 | 0.8345 | 0.8455 | 0.8323 | ||
41 | 2009.08.24 10:45 | buy limit | 14 | 0.87 | 0.8376 | 0.8266 | 0.8398 | ||
42 | 2009.08.24 11:55 | delete | 14 | 0.87 | 0.8376 | 0.8266 | 0.8398 | ||
43 | 2009.08.24 12:25 | buy limit | 15 | 0.87 | 0.8399 | 0.8292 | 0.8413 | ||
44 | 2009.08.24 14:20 | delete | 15 | 0.87 | 0.8399 | 0.8292 | 0.8413 | ||
45 | 2009.08.24 20:05 | sell limit | 16 | 0.87 | 0.8377 | 0.8486 | 0.8356 | ||
46 | 2009.08.24 20:14 | sell | 16 | 0.87 | 0.8377 | 0.8486 | 0.8356 | ||
47 | 2009.08.25 03:32 | t/p | 16 | 0.87 | 0.8356 | 0.8486 | 0.8356 | 175.86 | 683.08 |
48 | 2009.08.25 14:25 | buy limit | 17 | 1.17 | 0.8396 | 0.8288 | 0.8414 | ||
49 | 2009.08.25 15:20 | delete | 17 | 1.17 | 0.8396 | 0.8288 | 0.8414 | ||
50 | 2009.08.25 21:05 | buy limit | 18 | 1.18 | 0.8356 | 0.8248 | 0.8374 | ||
51 | 2009.08.25 22:50 | buy | 18 | 1.18 | 0.8356 | 0.8248 | 0.8374 | ||
52 | 2009.08.26 07:36 | t/p | 18 | 1.18 | 0.8374 | 0.8248 | 0.8374 | 217.47 | 900.55 |
53 | 2009.08.26 17:00 | buy limit | 19 | 1.57 | 0.8279 | 0.8167 | 0.8307 | ||
54 | 2009.08.26 17:10 | buy | 19 | 1.57 | 0.8279 | 0.8167 | 0.8307 | ||
55 | 2009.08.27 10:08 | modify | 19 | 1.57 | 0.8279 | 0.8279 | 0.8307 | ||
56 | 2009.08.27 10:10 | buy limit | 20 | 1.79 | 0.8295 | 0.8186 | 0.8314 | ||
57 | 2009.08.27 10:12 | t/p | 19 | 1.57 | 0.8307 | 0.8279 | 0.8307 | 459.85 | 1360.41 |
58 | 2009.08.27 11:00 | delete | 20 | 1.79 | 0.8295 | 0.8186 | 0.8314 | ||
59 | 2009.08.27 11:40 | buy limit | 21 | 2.37 | 0.8305 | 0.8196 | 0.8326 | ||
60 | 2009.08.27 12:35 | delete | 21 | 2.37 | 0.8305 | 0.8196 | 0.8326 | ||
61 | 2009.08.27 14:45 | buy limit | 22 | 2.36 | 0.8345 | 0.8232 | 0.8374 | ||
62 | 2009.08.27 15:04 | buy | 22 | 2.36 | 0.8345 | 0.8232 | 0.8374 | ||
63 | 2009.08.27 18:29 | modify | 22 | 2.36 | 0.8345 | 0.8346 | 0.8374 | ||
64 | 2009.08.27 18:30 | t/p | 22 | 2.36 | 0.8374 | 0.8346 | 0.8374 | 684.40 | 2044.81 |
65 | 2009.08.27 19:45 | buy limit | 23 | 3.54 | 0.8363 | 0.8255 | 0.8382 | ||
66 | 2009.08.27 21:05 | delete | 23 | 3.54 | 0.8363 | 0.8255 | 0.8382 | ||
67 | 2009.08.28 10:15 | buy limit | 24 | 3.52 | 0.8406 | 0.8298 | 0.8425 | ||
68 | 2009.08.28 11:45 | delete | 24 | 3.52 | 0.8406 | 0.8298 | 0.8425 | ||
69 | 2009.08.28 14:20 | buy limit | 25 | 3.50 | 0.8449 | 0.8342 | 0.8465 | ||
70 | 2009.08.28 14:38 | buy | 25 | 3.50 | 0.8449 | 0.8342 | 0.8465 | ||
71 | 2009.08.28 15:14 | t/p | 25 | 3.50 | 0.8465 | 0.8342 | 0.8465 | 560.00 | 2604.81 |
72 | 2009.08.31 11:00 | buy limit | 26 | 4.49 | 0.8381 | 0.8268 | 0.8408 | ||
73 | 2009.08.31 12:55 | buy | 26 | 4.49 | 0.8381 | 0.8268 | 0.8408 | ||
74 | 2009.08.31 13:00 | sell limit | 27 | 2.35 | 0.8379 | 0.8486 | 0.8362 | ||
75 | 2009.08.31 14:55 | delete | 27 | 2.35 | 0.8379 | 0.8486 | 0.8362 | ||
76 | 2009.08.31 16:45 | modify | 26 | 4.49 | 0.8381 | 0.8381 | 0.8408 | ||
77 | 2009.08.31 16:49 | t/p | 26 | 4.49 | 0.8408 | 0.8381 | 0.8408 | 1212.30 | 3817.11 |