Strategy Tester Report
Ilan1.6_BBPower_v2.2Time
Admiral-Demo (Build 224)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2009.07.01 00:00 - 2009.07.24 20:55 (2009.07.01 - 2009.07.25)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLotExponent=1.65; a="Если risk=0, использует параметр Lot"; Lot=12; b="Если risk>0, работает ММ"; risk=0; lotdecimal=2; TakeProfit=10; PipStep=30; MaxTrades=10; с="Параметры ОПРЕДЕЛИТЕЛЯ ТРЕНДА"; PeriodPower=13; Period_Bulls=11; Period_Bears=10; d="DayOfWeekOFF - день недели начало с воскресения (0,1,2,3,4,5,6)"; DayOfWeekOFF=5; e="Час, после которого не открываются новые позиции в день DayOfWeekOFF"; HourAfterStop=14; g_magic_176=1997;
Баров в истории6090Смоделировано тиков219612Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль128081.73Общая прибыль152404.95Общий убыток-24323.22
Прибыльность6.27Матожидание выигрыша1306.96
Абсолютная просадка4920.00Максимальная просадка21888.00 (20.18%)Относительная просадка55.12% (6240.00)
Всего сделок98Короткие позиции (% выигравших)44 (86.36%)Длинные позиции (% выигравших)54 (88.89%)
Прибыльные сделки (% от всех)86 (87.76%)Убыточные сделки (% от всех)12 (12.24%)
Самая большаяприбыльная сделка10130.97убыточная сделка-5278.80
Средняяприбыльная сделка1772.15убыточная сделка-2026.93
Максимальное количествонепрерывных выигрышей (прибыль)26 (31200.00)непрерывных проигрышей (убыток)2 (-3914.82)
Максимальнаянепрерывная прибыль (число выигрышей)31200.00 (26)непрерывный убыток (число проигрышей)-5278.80 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.07.01 00:00buy112.001.40400.00000.0000
22009.07.01 00:00modify112.001.40400.00001.4050
32009.07.01 00:27t/p112.001.40500.00001.40501200.0011200.00
42009.07.01 00:30buy212.001.40510.00000.0000
52009.07.01 00:30modify212.001.40510.00001.4061
62009.07.01 08:00t/p212.001.40610.00001.40611200.0012400.00
72009.07.01 08:05buy312.001.40740.00000.0000
82009.07.01 08:05modify312.001.40740.00001.4084
92009.07.01 08:34t/p312.001.40840.00001.40841200.0013600.00
102009.07.01 08:35buy412.001.40850.00000.0000
112009.07.01 08:35modify412.001.40850.00001.4095
122009.07.01 13:12t/p412.001.40950.00001.40951200.0014800.00
132009.07.01 13:15buy512.001.41040.00000.0000
142009.07.01 13:15modify512.001.41040.00001.4114
152009.07.01 13:30t/p512.001.41140.00001.41141200.0016000.00
162009.07.01 13:35buy612.001.41170.00000.0000
172009.07.01 13:35modify612.001.41170.00001.4127
182009.07.01 13:58t/p612.001.41270.00001.41271200.0017200.00
192009.07.02 00:05sell712.001.41350.00000.0000
202009.07.02 00:05modify712.001.41350.00001.4125
212009.07.02 01:49t/p712.001.41250.00001.41251200.0018400.00
222009.07.02 01:50sell812.001.41250.00000.0000
232009.07.02 01:50modify812.001.41250.00001.4115
242009.07.02 02:02t/p812.001.41150.00001.41151200.0019600.00
252009.07.02 02:05sell912.001.41190.00000.0000
262009.07.02 02:05modify912.001.41190.00001.4109
272009.07.02 03:24t/p912.001.41090.00001.41091200.0020800.00
282009.07.02 03:25sell1012.001.41060.00000.0000
292009.07.02 03:25modify1012.001.41060.00001.4096
302009.07.02 07:57t/p1012.001.40960.00001.40961200.0022000.00
312009.07.02 08:00sell1112.001.40990.00000.0000
322009.07.02 08:00modify1112.001.40990.00001.4089
332009.07.02 08:05t/p1112.001.40890.00001.40891200.0023200.00
342009.07.02 08:10sell1212.001.40900.00000.0000
352009.07.02 08:10modify1212.001.40900.00001.4080
362009.07.02 11:05t/p1212.001.40800.00001.40801200.0024400.00
372009.07.02 11:20sell1312.001.40810.00000.0000
382009.07.02 11:20modify1312.001.40810.00001.4071
392009.07.02 11:25t/p1312.001.40710.00001.40711200.0025600.00
402009.07.02 11:40sell1412.001.40730.00000.0000
412009.07.02 11:40modify1412.001.40730.00001.4063
422009.07.02 12:02t/p1412.001.40630.00001.40631200.0026800.00
432009.07.02 12:05sell1512.001.40630.00000.0000
442009.07.02 12:05modify1512.001.40630.00001.4053
452009.07.02 12:12t/p1512.001.40530.00001.40531200.0028000.00
462009.07.02 12:15sell1612.001.40570.00000.0000
472009.07.02 12:15modify1612.001.40570.00001.4047
482009.07.02 13:15t/p1612.001.40470.00001.40471200.0029200.00
492009.07.02 13:20sell1712.001.40430.00000.0000
502009.07.02 13:20modify1712.001.40430.00001.4033
512009.07.02 13:31t/p1712.001.40330.00001.40331200.0030400.00
522009.07.02 13:40sell1812.001.40260.00000.0000
532009.07.02 13:40modify1812.001.40260.00001.4016
542009.07.02 13:40t/p1812.001.40160.00001.40161200.0031600.00
552009.07.02 13:50sell1912.001.40330.00000.0000
562009.07.02 13:50modify1912.001.40330.00001.4023
572009.07.02 14:33t/p1912.001.40230.00001.40231200.0032800.00
582009.07.06 00:15sell2012.001.39580.00000.0000
592009.07.06 00:15modify2012.001.39580.00001.3948
602009.07.06 07:46t/p2012.001.39480.00001.39481200.0034000.00
612009.07.06 07:55sell2112.001.39500.00000.0000
622009.07.06 07:55modify2112.001.39500.00001.3940
632009.07.06 07:59t/p2112.001.39400.00001.39401200.0035200.00
642009.07.06 08:00sell2212.001.39370.00000.0000
652009.07.06 08:00modify2212.001.39370.00001.3927
662009.07.06 08:11t/p2212.001.39270.00001.39271200.0036400.00
672009.07.06 08:15sell2312.001.39230.00000.0000
682009.07.06 08:15modify2312.001.39230.00001.3913
692009.07.06 09:30t/p2312.001.39130.00001.39131200.0037600.00
702009.07.06 09:35sell2412.001.39210.00000.0000
712009.07.06 09:35modify2412.001.39210.00001.3911
722009.07.06 10:53t/p2412.001.39110.00001.39111200.0038800.00
732009.07.06 10:55sell2512.001.39050.00000.0000
742009.07.06 10:55modify2512.001.39050.00001.3895
752009.07.06 11:39t/p2512.001.38950.00001.38951200.0040000.00
762009.07.06 11:40sell2612.001.38940.00000.0000
772009.07.06 11:40modify2612.001.38940.00001.3884
782009.07.06 11:59t/p2612.001.38840.00001.38841200.0041200.00
792009.07.06 12:00sell2712.001.38850.00000.0000
802009.07.06 12:00modify2712.001.38850.00001.3875
812009.07.06 23:01sell2819.801.39720.00000.0000
822009.07.06 23:01modify2819.801.39720.00001.3929
832009.07.06 23:01modify2712.001.38850.00001.3929
842009.07.07 07:26t/p2712.001.39290.00001.3929-5278.8035921.20
852009.07.07 07:26t/p2819.801.39290.00001.39298515.9844437.18
862009.07.07 07:30sell2912.001.39330.00000.0000
872009.07.07 07:30modify2912.001.39330.00001.3923
882009.07.07 07:43t/p2912.001.39230.00001.39231200.0045637.18
892009.07.07 07:45sell3012.001.39240.00000.0000
902009.07.07 07:45modify3012.001.39240.00001.3914
912009.07.07 08:14t/p3012.001.39140.00001.39141200.0046837.18
922009.07.07 08:15sell3112.001.39130.00000.0000
932009.07.07 08:15modify3112.001.39130.00001.3903
942009.07.07 14:25sell3219.801.39930.00000.0000
952009.07.07 14:25modify3219.801.39930.00001.3953
962009.07.07 14:25modify3112.001.39130.00001.3953
972009.07.07 17:07t/p3112.001.39530.00001.3953-4800.0042037.18
982009.07.07 17:07t/p3219.801.39530.00001.39537920.0049957.18
992009.07.08 00:05sell3312.001.39100.00000.0000
1002009.07.08 00:05modify3312.001.39100.00001.3900
1012009.07.08 00:41t/p3312.001.39000.00001.39001200.0051157.18
1022009.07.08 00:45sell3412.001.38950.00000.0000
1032009.07.08 00:45modify3412.001.38950.00001.3885
1042009.07.08 01:44t/p3412.001.38850.00001.38851200.0052357.18
1052009.07.08 01:45sell3512.001.38840.00000.0000
1062009.07.08 01:45modify3512.001.38840.00001.3874
1072009.07.08 07:09t/p3512.001.38740.00001.38741200.0053557.18
1082009.07.08 07:10sell3612.001.38670.00000.0000
1092009.07.08 07:10modify3612.001.38670.00001.3857
1102009.07.08 08:05sell3719.801.39040.00000.0000
1112009.07.08 08:05modify3719.801.39040.00001.3880
1122009.07.08 08:05modify3612.001.38670.00001.3880
1132009.07.08 16:16t/p3612.001.38800.00001.3880-1560.0051997.18
1142009.07.08 16:16t/p3719.801.38800.00001.38804752.0056749.18
1152009.07.09 00:00buy3812.001.38800.00000.0000
1162009.07.09 00:00modify3812.001.38800.00001.3890
1172009.07.09 01:35t/p3812.001.38900.00001.38901200.0057949.18
1182009.07.09 01:40buy3912.001.38880.00000.0000
1192009.07.09 01:40modify3912.001.38880.00001.3898
1202009.07.09 02:29t/p3912.001.38980.00001.38981200.0059149.18
1212009.07.09 02:30buy4012.001.39020.00000.0000
1222009.07.09 02:30modify4012.001.39020.00001.3912
1232009.07.09 02:56t/p4012.001.39120.00001.39121200.0060349.18
1242009.07.09 03:10buy4112.001.39050.00000.0000
1252009.07.09 03:10modify4112.001.39050.00001.3915
1262009.07.09 06:47t/p4112.001.39150.00001.39151200.0061549.18
1272009.07.09 06:50buy4212.001.39190.00000.0000
1282009.07.09 06:50modify4212.001.39190.00001.3929
1292009.07.09 07:17t/p4212.001.39290.00001.39291200.0062749.18
1302009.07.09 07:20buy4312.001.39320.00000.0000
1312009.07.09 07:20modify4312.001.39320.00001.3942
1322009.07.09 08:48t/p4312.001.39420.00001.39421200.0063949.18
1332009.07.09 08:50buy4412.001.39470.00000.0000
1342009.07.09 08:50modify4412.001.39470.00001.3957
1352009.07.09 08:56t/p4412.001.39570.00001.39571200.0065149.18
1362009.07.09 09:00buy4512.001.39610.00000.0000
1372009.07.09 09:00modify4512.001.39610.00001.3971
1382009.07.09 10:42t/p4512.001.39710.00001.39711200.0066349.18
1392009.07.09 10:45buy4612.001.39780.00000.0000
1402009.07.09 10:45modify4612.001.39780.00001.3988
1412009.07.09 12:55t/p4612.001.39880.00001.39881200.0067549.18
1422009.07.09 12:55buy4712.001.39900.00000.0000
1432009.07.09 12:55modify4712.001.39900.00001.4000
1442009.07.09 13:49t/p4712.001.40000.00001.40001200.0068749.18
1452009.07.09 13:50buy4812.001.40010.00000.0000
1462009.07.09 13:50modify4812.001.40010.00001.4011
1472009.07.09 14:35buy4919.801.39670.00000.0000
1482009.07.09 14:35modify4919.801.39670.00001.3990
1492009.07.09 14:35modify4812.001.40010.00001.3990
1502009.07.09 16:21t/p4812.001.39900.00001.3990-1320.0067429.18
1512009.07.09 16:21t/p4919.801.39900.00001.39904554.0071983.18
1522009.07.13 00:00buy5012.001.39670.00000.0000
1532009.07.13 00:00modify5012.001.39670.00001.3977
1542009.07.13 08:15buy5119.801.39300.00000.0000
1552009.07.13 08:15modify5119.801.39300.00001.3954
1562009.07.13 08:15modify5012.001.39670.00001.3954
1572009.07.13 09:09t/p5012.001.39540.00001.3954-1560.0070423.18
1582009.07.13 09:09t/p5119.801.39540.00001.39544752.0075175.18
1592009.07.13 09:10buy5212.001.39580.00000.0000
1602009.07.13 09:10modify5212.001.39580.00001.3968
1612009.07.13 11:33t/p5212.001.39680.00001.39681200.0076375.18
1622009.07.13 11:35buy5312.001.39670.00000.0000
1632009.07.13 11:35modify5312.001.39670.00001.3977
1642009.07.13 11:39t/p5312.001.39770.00001.39771200.0077575.18
1652009.07.13 11:40buy5412.001.39800.00000.0000
1662009.07.13 11:40modify5412.001.39800.00001.3990
1672009.07.13 11:43t/p5412.001.39900.00001.39901200.0078775.18
1682009.07.13 11:45buy5512.001.39920.00000.0000
1692009.07.13 11:45modify5512.001.39920.00001.4002
1702009.07.13 13:50buy5619.801.39580.00000.0000
1712009.07.13 13:50modify5619.801.39580.00001.3981
1722009.07.13 13:50modify5512.001.39920.00001.3981
1732009.07.13 16:46t/p5512.001.39810.00001.3981-1320.0077455.18
1742009.07.13 16:46t/p5619.801.39810.00001.39814554.0082009.18
1752009.07.14 00:05buy5712.001.39920.00000.0000
1762009.07.14 00:05modify5712.001.39920.00001.4002
1772009.07.14 00:18t/p5712.001.40020.00001.40021200.0083209.18
1782009.07.14 00:20buy5812.001.40050.00000.0000
1792009.07.14 00:20modify5812.001.40050.00001.4015
1802009.07.14 07:55buy5919.801.39730.00000.0000
1812009.07.14 07:55modify5919.801.39730.00001.3995
1822009.07.14 07:55modify5812.001.40050.00001.3995
1832009.07.14 08:42t/p5812.001.39950.00001.3995-1200.0082009.18
1842009.07.14 08:42t/p5919.801.39950.00001.39954356.0086365.18
1852009.07.14 08:45sell6012.001.39900.00000.0000
1862009.07.14 08:45modify6012.001.39900.00001.3980
1872009.07.14 10:00t/p6012.001.39800.00001.39801200.0087565.18
1882009.07.14 10:15sell6112.001.39800.00000.0000
1892009.07.14 10:15modify6112.001.39800.00001.3970
1902009.07.14 10:50t/p6112.001.39700.00001.39701200.0088765.18
1912009.07.14 11:10sell6212.001.39810.00000.0000
1922009.07.14 11:10modify6212.001.39810.00001.3971
1932009.07.14 13:36t/p6212.001.39710.00001.39711200.0089965.18
1942009.07.14 13:45sell6312.001.39660.00000.0000
1952009.07.14 13:45modify6312.001.39660.00001.3956
1962009.07.14 14:02t/p6312.001.39560.00001.39561200.0091165.18
1972009.07.15 00:00buy6412.001.39730.00000.0000
1982009.07.15 00:00modify6412.001.39730.00001.3983
1992009.07.15 01:02t/p6412.001.39830.00001.39831200.0092365.18
2002009.07.15 01:10buy6512.001.39850.00000.0000
2012009.07.15 01:10modify6512.001.39850.00001.3995
2022009.07.15 06:44t/p6512.001.39950.00001.39951200.0093565.18
2032009.07.15 06:45buy6612.001.39960.00000.0000
2042009.07.15 06:45modify6612.001.39960.00001.4006
2052009.07.15 07:09t/p6612.001.40060.00001.40061200.0094765.18
2062009.07.15 07:10buy6712.001.40120.00000.0000
2072009.07.15 07:10modify6712.001.40120.00001.4022
2082009.07.15 07:14t/p6712.001.40220.00001.40221200.0095965.18
2092009.07.15 07:15buy6812.001.40270.00000.0000
2102009.07.15 07:15modify6812.001.40270.00001.4037
2112009.07.15 07:18t/p6812.001.40370.00001.40371200.0097165.18
2122009.07.15 07:20buy6912.001.40360.00000.0000
2132009.07.15 07:20modify6912.001.40360.00001.4046
2142009.07.15 07:46t/p6912.001.40460.00001.40461200.0098365.18
2152009.07.15 07:50buy7012.001.40620.00000.0000
2162009.07.15 07:50modify7012.001.40620.00001.4072
2172009.07.15 11:58t/p7012.001.40720.00001.40721200.0099565.18
2182009.07.15 12:00buy7112.001.40810.00000.0000
2192009.07.15 12:00modify7112.001.40810.00001.4091
2202009.07.15 13:06t/p7112.001.40910.00001.40911200.00100765.18
2212009.07.15 13:15buy7212.001.40890.00000.0000
2222009.07.15 13:15modify7212.001.40890.00001.4099
2232009.07.15 13:51t/p7212.001.40990.00001.40991200.00101965.18
2242009.07.16 00:10sell7312.001.40890.00000.0000
2252009.07.16 00:10modify7312.001.40890.00001.4079
2262009.07.16 01:38t/p7312.001.40790.00001.40791200.00103165.18
2272009.07.16 01:40sell7412.001.40770.00000.0000
2282009.07.16 01:40modify7412.001.40770.00001.4067
2292009.07.16 03:20t/p7412.001.40670.00001.40671200.00104365.18
2302009.07.16 03:20sell7512.001.40650.00000.0000
2312009.07.16 03:20modify7512.001.40650.00001.4055
2322009.07.16 07:55t/p7512.001.40550.00001.40551200.00105565.18
2332009.07.16 08:30buy7612.001.40920.00000.0000
2342009.07.16 08:30modify7612.001.40920.00001.4102
2352009.07.16 08:57t/p7612.001.41020.00001.41021200.00106765.18
2362009.07.16 09:30buy7712.001.40730.00000.0000
2372009.07.16 09:30modify7712.001.40730.00001.4083
2382009.07.16 09:52t/p7712.001.40830.00001.40831200.00107965.18
2392009.07.16 10:10sell7812.001.40760.00000.0000
2402009.07.16 10:10modify7812.001.40760.00001.4066
2412009.07.16 15:05sell7919.801.41060.00000.0000
2422009.07.16 15:05modify7919.801.41060.00001.4085
2432009.07.16 15:05modify7812.001.40760.00001.4085
2442009.07.16 22:35sell8032.671.41380.00000.0000
2452009.07.16 22:35modify8032.671.41380.00001.4107
2462009.07.16 22:35modify7919.801.41060.00001.4107
2472009.07.16 22:35modify7812.001.40760.00001.4107
2482009.07.17 02:34t/p7812.001.41070.00001.4107-3718.80104246.38
2492009.07.17 02:34t/p7919.801.41070.00001.4107-196.02104050.36
2502009.07.17 02:34t/p8032.671.41070.00001.410710130.97114181.33
2512009.07.20 00:05buy8112.001.41280.00000.0000
2522009.07.20 00:05modify8112.001.41280.00001.4138
2532009.07.20 01:21t/p8112.001.41380.00001.41381200.00115381.33
2542009.07.20 01:25buy8212.001.41370.00000.0000
2552009.07.20 01:25modify8212.001.41370.00001.4147
2562009.07.20 02:01t/p8212.001.41470.00001.41471200.00116581.33
2572009.07.20 02:06buy8312.001.41500.00000.0000
2582009.07.20 02:06modify8312.001.41500.00001.4160
2592009.07.20 02:19t/p8312.001.41600.00001.41601200.00117781.33
2602009.07.20 02:20buy8412.001.41610.00000.0000
2612009.07.20 02:20modify8412.001.41610.00001.4171
2622009.07.20 02:31t/p8412.001.41710.00001.41711200.00118981.33
2632009.07.20 02:35buy8512.001.41780.00000.0000
2642009.07.20 02:35modify8512.001.41780.00001.4188
2652009.07.20 08:20t/p8512.001.41880.00001.41881200.00120181.33
2662009.07.20 08:20buy8612.001.41900.00000.0000
2672009.07.20 08:20modify8612.001.41900.00001.4200
2682009.07.20 08:54t/p8612.001.42000.00001.42001200.00121381.33
2692009.07.20 08:55buy8712.001.41980.00000.0000
2702009.07.20 08:55modify8712.001.41980.00001.4208
2712009.07.20 08:57t/p8712.001.42080.00001.42081200.00122581.33
2722009.07.20 09:00buy8812.001.42160.00000.0000
2732009.07.20 09:00modify8812.001.42160.00001.4226
2742009.07.20 09:01t/p8812.001.42260.00001.42261200.00123781.33
2752009.07.20 09:05buy8912.001.42230.00000.0000
2762009.07.20 09:05modify8912.001.42230.00001.4233
2772009.07.20 09:12t/p8912.001.42330.00001.42331200.00124981.33
2782009.07.20 09:15buy9012.001.42260.00000.0000
2792009.07.20 09:15modify9012.001.42260.00001.4236
2802009.07.20 10:10t/p9012.001.42360.00001.42361200.00126181.33
2812009.07.20 10:20buy9112.001.42400.00000.0000
2822009.07.20 10:20modify9112.001.42400.00001.4250
2832009.07.21 03:50buy9219.801.42090.00000.0000
2842009.07.21 03:50modify9219.801.42090.00001.4231
2852009.07.21 03:50modify9112.001.42400.00001.4231
2862009.07.21 13:20t/p9112.001.42310.00001.4231-1089.60125091.73
2872009.07.21 13:20t/p9219.801.42310.00001.42314356.00129447.73
2882009.07.21 13:25buy9312.001.42310.00000.0000
2892009.07.21 13:25modify9312.001.42310.00001.4241
2902009.07.21 14:06t/p9312.001.42410.00001.42411200.00130647.73
2912009.07.22 00:18buy9412.001.42150.00000.0000
2922009.07.22 00:18modify9412.001.42150.00001.4225
2932009.07.22 15:45buy9519.801.41830.00000.0000
2942009.07.22 15:45modify9519.801.41830.00001.4205
2952009.07.22 15:45modify9412.001.42150.00001.4205
2962009.07.22 15:56t/p9412.001.42050.00001.4205-1200.00129447.73
2972009.07.22 15:56t/p9519.801.42050.00001.42054356.00133803.73
2982009.07.23 00:03sell9612.001.42030.00000.0000
2992009.07.23 00:03modify9612.001.42030.00001.4193
3002009.07.23 08:25sell9719.801.42330.00000.0000
3012009.07.23 08:25modify9719.801.42330.00001.4212
3022009.07.23 08:25modify9612.001.42030.00001.4212
3032009.07.23 11:35t/p9612.001.42120.00001.4212-1080.00132723.73
3042009.07.23 11:35t/p9719.801.42120.00001.42124158.00136881.73
3052009.07.23 11:40sell9812.001.42100.00000.0000
3062009.07.23 11:40modify9812.001.42100.00001.4200
3072009.07.23 14:07t/p9812.001.42000.00001.42001200.00138081.73