Strategy Tester Report
TRS_4_TRADER opt

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2001.04.25 16:00 - 2008.01.23 19:59
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыGamma=0.96; Gamma1=0.28; M1=9; M2=33; M3=9; Stop=10; Lots=0.1;
Баров в истории10640Смоделировано тиков21180Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль6364.93Общая прибыль11916.94Общий убыток-5552.01
Прибыльность2.15Матожидание выигрыша17.68
Абсолютная просадка104.87Максимальная просадка1289.50 (11.15%)Относительная просадка11.15% (1289.50)
Всего сделок360Короткие позиции (% выигравших)162 (67.28%)Длинные позиции (% выигравших)198 (68.69%)
Прибыльные сделки (% от всех)245 (68.06%)Убыточные сделки (% от всех)115 (31.94%)
Самая большаяприбыльная сделка237.69убыточная сделка-257.55
Средняяприбыльная сделка48.64убыточная сделка-48.28
Максимальное количествонепрерывных выигрышей (прибыль)14 (1150.87)непрерывных проигрышей (убыток)7 (-422.97)
Максимальнаянепрерывная прибыль (число выигрышей)1150.87 (14)непрерывный убыток (число проигрышей)-609.16 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12001.11.28 12:00sell10.100.88310.00000.0000
22001.11.29 20:00sell20.100.88740.00000.0000
32001.11.30 08:00close20.100.88750.00000.0000-1.159998.85
42001.11.30 08:00close10.100.88750.00000.0000-44.609954.25
52001.12.03 12:00sell30.100.89320.00000.0000
62001.12.03 20:00close30.100.89190.00000.000013.009967.25
72001.12.05 16:00sell40.100.89200.00000.0000
82001.12.06 04:00close40.100.88760.00000.000043.5510010.80
92001.12.07 12:00sell50.100.89200.00000.0000
102001.12.07 20:00close50.100.89000.00000.000020.0010030.80
112001.12.26 00:00buy60.100.87930.00000.0000
122001.12.26 12:00close60.100.88000.00000.00007.0010037.80
132001.12.28 20:00buy70.100.88340.00000.0000
142001.12.31 08:00close70.100.88580.00000.000023.6910061.49
152002.01.07 12:00sell80.100.89340.00000.0000
162002.01.07 20:00close80.100.89380.00000.0000-4.0010057.49
172002.02.05 20:00sell90.100.86560.00000.0000
182002.02.06 04:00close90.100.86760.00000.0000-20.1510037.34
192002.02.11 08:00sell100.100.87260.00000.0000
202002.02.12 08:00sell110.100.87630.00000.0000
212002.02.13 12:00close110.100.87570.00000.00005.8510043.19
222002.02.13 12:00close100.100.87570.00000.0000-31.3010011.89
232002.02.20 16:00sell120.100.87270.00000.0000
242002.02.21 00:00close120.100.86970.00000.000029.5510041.44
252002.03.08 08:00sell130.100.88040.00000.0000
262002.03.08 20:00close130.100.87360.00000.000068.0010109.44
272002.03.12 00:00sell140.100.87540.00000.0000
282002.03.18 04:00close140.100.88070.00000.0000-53.9010055.54
292002.03.26 04:00buy150.100.87720.00000.0000
302002.03.26 16:00buy160.100.87820.00000.0000
312002.03.28 04:00buy170.100.87390.00000.0000
322002.03.29 04:00buy180.100.87200.00000.0000
332002.04.01 12:00close180.100.87390.00000.000018.6910074.23
342002.04.01 12:00close170.100.87390.00000.0000-0.6210073.61
352002.04.01 12:00close160.100.87390.00000.0000-44.8610028.75
362002.04.01 12:00close150.100.87390.00000.0000-34.869993.89
372002.04.09 12:00buy190.100.87590.00000.0000
382002.04.10 04:00close190.100.88100.00000.000050.6910044.58
392002.05.09 20:00buy200.100.90880.00000.0000
402002.05.10 04:00close200.100.91080.00000.000019.6910064.27
412002.05.15 16:00buy210.100.90690.00000.0000
422002.05.16 00:00close210.100.91220.00000.000052.0710116.34
432002.07.04 16:00buy220.100.97890.00000.0000
442002.07.08 04:00buy230.100.98290.00000.0000
452002.07.08 12:00close230.100.98490.00000.000020.0010136.34
462002.07.08 12:00close220.100.98490.00000.000059.3810195.72
472002.07.24 16:00buy240.100.99440.00000.0000
482002.07.25 00:00close240.100.99530.00000.00008.0710203.79
492002.07.30 08:00buy250.100.98140.00000.0000
502002.08.01 08:00buy260.100.97810.00000.0000
512002.08.01 20:00buy270.100.98360.00000.0000
522002.08.02 04:00close270.100.98700.00000.000033.6910237.48
532002.08.02 04:00close260.100.98700.00000.000088.6910326.17
542002.08.02 04:00close250.100.98700.00000.000054.4510380.62
552002.08.07 16:00buy280.100.97070.00000.0000
562002.08.08 04:00close280.100.97440.00000.000036.0710416.69
572002.08.13 16:00sell290.100.97680.00000.0000
582002.08.14 20:00sell300.100.98290.00000.0000
592002.08.15 08:00close300.100.97780.00000.000050.5510467.24
602002.08.15 08:00close290.100.97780.00000.0000-10.6010456.64
612002.08.16 04:00sell310.100.98060.00000.0000
622002.08.19 12:00sell320.100.98260.00000.0000
632002.08.20 00:00close320.100.97750.00000.000050.8510507.49
642002.08.20 00:00close310.100.97750.00000.000030.7010538.19
652002.08.28 20:00sell330.100.98060.00000.0000
662002.08.30 00:00sell340.100.98380.00000.0000
672002.08.30 16:00sell350.100.98490.00000.0000
682002.09.02 04:00close350.100.98090.00000.000039.8510578.04
692002.09.02 04:00close340.100.98090.00000.000028.8510606.89
702002.09.02 04:00close330.100.98090.00000.0000-3.7510603.14
712002.09.03 04:00sell360.100.98330.00000.0000
722002.09.04 12:00sell370.100.99360.00000.0000
732002.09.04 20:00close370.100.99230.00000.000013.0010616.14
742002.09.04 20:00close360.100.99230.00000.0000-90.1510525.99
752002.09.10 04:00buy380.100.98140.00000.0000
762002.09.11 08:00buy390.100.97590.00000.0000
772002.09.11 20:00buy400.100.97570.00000.0000
782002.09.13 04:00close400.100.98150.00000.000056.7610582.75
792002.09.13 04:00close390.100.98150.00000.000054.7610637.51
802002.09.13 04:00close380.100.98150.00000.0000-0.5510636.96
812002.09.17 16:00buy410.100.96800.00000.0000
822002.09.18 04:00close410.100.97280.00000.000047.6910684.65
832002.09.23 16:00sell420.100.98210.00000.0000
842002.09.24 04:00close420.100.97710.00000.000049.8510734.50
852002.09.25 12:00sell430.100.98010.00000.0000
862002.09.25 20:00close430.100.97770.00000.000024.0010758.50
872002.10.01 16:00sell440.100.98570.00000.0000
882002.10.02 00:00close440.100.98250.00000.000031.8510790.35
892002.10.09 04:00buy450.100.97990.00000.0000
902002.10.10 00:00close450.100.99030.00000.0000103.0710893.42
912002.10.16 16:00buy460.100.98260.00000.0000
922002.10.18 12:00buy470.100.97250.00000.0000
932002.10.21 00:00buy480.100.97230.00000.0000
942002.10.21 08:00buy490.100.97400.00000.0000
952002.10.25 08:00close490.100.97840.00000.000042.1410935.56
962002.10.25 08:00close480.100.97840.00000.000059.1410994.70
972002.10.25 08:00close470.100.97840.00000.000056.8311051.53
982002.10.25 08:00close460.100.97840.00000.0000-45.4111006.12
992002.10.29 16:00sell500.100.98180.00000.0000
1002002.10.30 00:00sell510.100.98290.00000.0000
1012002.10.30 08:00close510.100.98300.00000.0000-1.0011005.12
1022002.10.30 08:00close500.100.98300.00000.0000-12.1510992.97
1032002.10.30 16:00sell520.100.98370.00000.0000
1042002.10.31 00:00sell530.100.98460.00000.0000
1052002.11.01 04:00sell540.100.98910.00000.0000
1062002.11.06 08:00close540.100.99780.00000.0000-87.4510905.52
1072002.11.06 08:00close530.100.99780.00000.0000-132.6010772.92
1082002.11.06 08:00close520.100.99780.00000.0000-142.0510630.87
1092002.11.15 20:00buy550.101.00900.00000.0000
1102002.11.18 12:00close550.101.00880.00000.0000-2.3110628.56
1112002.11.21 12:00buy560.101.00190.00000.0000
1122002.11.22 00:00buy570.101.00270.00000.0000
1132002.11.22 08:00close570.101.00270.00000.00000.0010628.56
1142002.11.22 08:00close560.101.00270.00000.00007.6910636.25
1152002.11.25 04:00buy580.100.99460.00000.0000
1162002.11.25 20:00buy590.100.99220.00000.0000
1172002.11.27 08:00close590.100.99320.00000.00009.3810645.63
1182002.11.27 08:00close580.100.99320.00000.0000-14.6210631.01
1192002.11.28 00:00buy600.100.99080.00000.0000
1202002.11.28 08:00buy610.100.99030.00000.0000
1212002.11.29 00:00close610.100.99360.00000.000032.6910663.70
1222002.11.29 00:00close600.100.99360.00000.000027.6910691.39
1232002.12.02 20:00buy620.100.99700.00000.0000
1242002.12.03 04:00close620.100.99710.00000.00000.6910692.08
1252002.12.06 12:00sell630.101.00080.00000.0000
1262002.12.11 04:00close630.101.00790.00000.0000-71.4510620.63
1272003.01.03 20:00buy640.101.04200.00000.0000
1282003.01.06 00:00close640.101.04190.00000.0000-1.3110619.32
1292003.02.03 20:00buy650.101.07720.00000.0000
1302003.02.04 08:00close650.101.08040.00000.000031.6910651.01
1312003.02.11 20:00buy660.101.07340.00000.0000
1322003.02.13 04:00buy670.101.07510.00000.0000
1332003.02.13 12:00close670.101.07870.00000.000036.0010687.01
1342003.02.13 12:00close660.101.07870.00000.000051.7610738.77
1352003.02.18 04:00buy680.101.07580.00000.0000
1362003.02.19 04:00buy690.101.07150.00000.0000
1372003.02.19 16:00close690.101.07260.00000.000011.0010749.77
1382003.02.19 16:00close680.101.07260.00000.0000-32.3110717.46
1392003.03.17 04:00buy700.101.08170.00000.0000
1402003.03.18 16:00buy710.101.06360.00000.0000
1412003.03.20 00:00buy720.101.05790.00000.0000
1422003.03.20 16:00close720.101.06310.00000.000052.0010769.46
1432003.03.20 16:00close710.101.06310.00000.0000-6.2410763.22
1442003.03.20 16:00close700.101.06310.00000.0000-187.5510575.67
1452003.03.24 04:00buy730.101.05930.00000.0000
1462003.03.24 16:00close730.101.06440.00000.000051.0010626.67
1472003.03.27 20:00sell740.101.06840.00000.0000
1482003.03.28 04:00close740.101.06840.00000.0000-0.1510626.52
1492003.04.01 08:00sell750.101.09010.00000.0000
1502003.04.01 20:00close750.101.08880.00000.000013.0010639.52
1512003.04.02 08:00sell760.101.08810.00000.0000
1522003.04.02 20:00close760.101.07660.00000.0000115.0010754.52
1532003.04.11 04:00sell770.101.07760.00000.0000
1542003.04.11 12:00sell780.101.07590.00000.0000
1552003.04.14 00:00close780.101.07450.00000.000013.8510768.37
1562003.04.14 00:00close770.101.07450.00000.000030.8510799.22
1572003.04.15 08:00sell790.101.07530.00000.0000
1582003.04.16 04:00sell800.101.07850.00000.0000
1592003.04.18 04:00close800.101.08900.00000.0000-105.6010693.62
1602003.04.18 04:00close790.101.08900.00000.0000-137.7510555.87
1612003.05.16 12:00buy810.101.14350.00000.0000
1622003.05.19 00:00close810.101.16730.00000.0000237.6910793.56
1632003.06.02 20:00buy820.101.17590.00000.0000
1642003.06.03 08:00buy830.101.17570.00000.0000
1652003.06.03 16:00buy840.101.17400.00000.0000
1662003.06.05 12:00buy850.101.16900.00000.0000
1672003.06.06 00:00close850.101.18450.00000.0000154.6910948.25
1682003.06.06 00:00close840.101.18450.00000.0000103.4511051.70
1692003.06.06 00:00close830.101.18450.00000.000086.4511138.15
1702003.06.06 00:00close820.101.18450.00000.000084.1411222.29
1712003.06.09 16:00buy860.101.17570.00000.0000
1722003.06.11 08:00buy870.101.17130.00000.0000
1732003.06.11 16:00close870.101.17590.00000.000046.0011268.29
1742003.06.11 16:00close860.101.17590.00000.00001.3811269.67
1752003.06.19 20:00buy880.101.17320.00000.0000
1762003.06.20 04:00close880.101.17300.00000.0000-2.3111267.36
1772003.06.23 20:00buy890.101.15700.00000.0000
1782003.06.25 00:00buy900.101.15190.00000.0000
1792003.07.01 04:00close900.101.15190.00000.0000-1.8611265.50
1802003.07.01 04:00close890.101.15190.00000.0000-53.4811212.02
1812003.07.02 16:00sell910.101.15260.00000.0000
1822003.07.03 00:00close910.101.15340.00000.0000-8.4511203.57
1832003.07.22 20:00sell920.101.13250.00000.0000
1842003.07.24 16:00sell930.101.14560.00000.0000
1852003.07.25 16:00sell940.101.14880.00000.0000
1862003.07.28 00:00sell950.101.14970.00000.0000
1872003.07.28 12:00close950.101.14760.00000.000021.0011224.57
1882003.07.28 12:00close940.101.14760.00000.000011.8511236.42
1892003.07.28 12:00close930.101.14760.00000.0000-20.3011216.12
1902003.07.28 12:00close920.101.14760.00000.0000-151.9011064.22
1912003.07.29 12:00sell960.101.14940.00000.0000
1922003.07.30 00:00close960.101.14430.00000.000050.8511115.07
1932003.08.06 16:00sell970.101.13760.00000.0000
1942003.08.07 04:00close970.101.13360.00000.000039.5511154.62
1952003.08.08 04:00sell980.101.13610.00000.0000
1962003.08.08 20:00close980.101.13090.00000.000052.0011206.62
1972003.09.01 20:00sell990.101.09720.00000.0000
1982003.09.02 00:00close990.101.09630.00000.00008.8511215.47
1992003.09.08 16:00sell1000.101.10650.00000.0000
2002003.09.09 00:00sell1010.101.10720.00000.0000
2012003.09.10 12:00sell1020.101.12090.00000.0000
2022003.09.12 12:00close1020.101.11460.00000.000062.4011277.87
2032003.09.12 12:00close1010.101.11460.00000.0000-74.7511203.12
2042003.09.12 12:00close1000.101.11460.00000.0000-81.9011121.22
2052003.09.15 08:00sell1030.101.12700.00000.0000
2062003.09.16 00:00sell1040.101.12840.00000.0000
2072003.09.16 20:00close1040.101.11740.00000.0000110.0011231.22
2082003.09.16 20:00close1030.101.11740.00000.000095.8511327.07
2092003.09.18 20:00sell1050.101.12460.00000.0000
2102003.09.19 04:00close1050.101.12510.00000.0000-5.1511321.92
2112003.10.14 20:00buy1060.101.17190.00000.0000
2122003.10.15 08:00close1060.101.17280.00000.00008.6911330.61
2132003.10.16 08:00buy1070.101.16480.00000.0000
2142003.10.16 16:00buy1080.101.16850.00000.0000
2152003.10.17 12:00buy1090.101.16100.00000.0000
2162003.10.17 20:00buy1100.101.16350.00000.0000
2172003.10.21 04:00buy1110.101.16420.00000.0000
2182003.10.22 00:00close1110.101.16690.00000.000026.6911357.30
2192003.10.22 00:00close1100.101.16690.00000.000033.0711390.37
2202003.10.22 00:00close1090.101.16690.00000.000058.0711448.44
2212003.10.22 00:00close1080.101.16690.00000.0000-17.2411431.20
2222003.10.22 00:00close1070.101.16690.00000.000019.7611450.96
2232003.10.29 08:00buy1120.101.17030.00000.0000
2242003.10.30 12:00buy1130.101.17160.00000.0000
2252003.10.31 12:00buy1140.101.16460.00000.0000
2262003.11.03 12:00buy1150.101.16050.00000.0000
2272003.11.04 16:00buy1160.101.14790.00000.0000
2282003.11.05 20:00buy1170.101.14610.00000.0000
2292003.11.07 04:00buy1180.101.14280.00000.0000
2302003.11.10 04:00close1180.101.15180.00000.000089.6911540.65
2312003.11.10 04:00close1170.101.15180.00000.000055.4511596.10
2322003.11.10 04:00close1160.101.15180.00000.000037.1411633.24
2332003.11.10 04:00close1150.101.15180.00000.0000-89.1711544.07
2342003.11.10 04:00close1140.101.15180.00000.0000-130.4811413.59
2352003.11.10 04:00close1130.101.15180.00000.0000-200.7911212.80
2362003.11.10 04:00close1120.101.15180.00000.0000-188.7211024.08
2372003.11.14 20:00sell1190.101.17630.00000.0000
2382003.11.17 08:00sell1200.101.17830.00000.0000
2392003.11.17 16:00sell1210.101.17940.00000.0000
2402003.11.18 08:00close1210.101.17670.00000.000026.8511050.93
2412003.11.18 08:00close1200.101.17670.00000.000015.8511066.78
2422003.11.18 08:00close1190.101.17670.00000.0000-4.3011062.48
2432003.11.19 12:00sell1220.101.19170.00000.0000
2442003.11.21 04:00close1220.101.19140.00000.00002.4011064.88
2452003.11.25 20:00buy1230.101.18010.00000.0000
2462003.11.26 04:00buy1240.101.18010.00000.0000
2472003.11.26 08:00close1240.101.18110.00000.000010.0011074.88
2482003.11.26 08:00close1230.101.18110.00000.00009.6911084.57
2492004.01.20 00:00buy1250.101.23590.00000.0000
2502004.01.20 20:00close1250.101.25730.00000.0000214.0011298.57
2512004.01.27 16:00buy1260.101.25610.00000.0000
2522004.01.28 00:00close1260.101.26430.00000.000081.6911380.26
2532004.01.30 16:00buy1270.101.24110.00000.0000
2542004.02.02 04:00close1270.101.24660.00000.000054.6911434.95
2552004.02.03 00:00buy1280.101.24430.00000.0000
2562004.02.04 00:00close1280.101.25450.00000.0000101.6911536.64
2572004.02.04 16:00sell1290.101.25110.00000.0000
2582004.02.05 04:00sell1300.101.25300.00000.0000
2592004.02.05 20:00sell1310.101.25630.00000.0000
2602004.02.06 08:00close1310.101.25460.00000.000016.8511553.49
2612004.02.06 08:00close1300.101.25460.00000.0000-16.1511537.34
2622004.02.06 08:00close1290.101.25460.00000.0000-35.6011501.74
2632004.02.09 16:00sell1320.101.27060.00000.0000
2642004.02.10 16:00sell1330.101.27340.00000.0000
2652004.02.11 04:00close1330.101.26960.00000.000037.8511539.59
2662004.02.11 04:00close1320.101.26960.00000.00009.7011549.29
2672004.02.20 00:00buy1340.101.27410.00000.0000
2682004.02.23 12:00buy1350.101.25620.00000.0000
2692004.02.24 00:00buy1360.101.25790.00000.0000
2702004.02.24 08:00buy1370.101.25400.00000.0000
2712004.02.24 20:00close1370.101.26950.00000.0000155.0011704.29
2722004.02.24 20:00close1360.101.26950.00000.0000116.0011820.29
2732004.02.24 20:00close1350.101.26950.00000.0000132.6911952.98
2742004.02.24 20:00close1340.101.26950.00000.0000-46.6211906.36
2752004.02.27 16:00buy1380.101.24810.00000.0000
2762004.03.01 00:00close1380.101.24810.00000.0000-0.3111906.05
2772004.03.02 00:00buy1390.101.24630.00000.0000
2782004.03.05 08:00close1390.101.22070.00000.0000-257.5511648.50
2792004.03.09 12:00sell1400.101.23690.00000.0000
2802004.03.09 20:00close1400.101.23790.00000.0000-10.0011638.50
2812004.03.19 16:00sell1410.101.23490.00000.0000
2822004.03.22 04:00close1410.101.22350.00000.0000113.8511752.35
2832004.03.23 04:00sell1420.101.23400.00000.0000
2842004.03.23 12:00sell1430.101.23230.00000.0000
2852004.03.24 04:00sell1440.101.23230.00000.0000
2862004.03.24 20:00close1440.101.21620.00000.0000161.0011913.35
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2932004.05.04 00:00close1470.101.19420.00000.000021.8512473.75
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5832006.08.15 08:00buy2920.101.27460.00000.0000
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5912006.08.28 16:00close2950.101.28080.00000.0000-18.6215440.41
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5932006.09.25 00:00sell2970.101.27890.00000.0000
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6022006.10.23 00:00close3000.101.26170.00000.0000-15.1515453.41
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6112006.11.06 00:00close3050.101.27170.00000.000049.2515518.06
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6212006.12.27 04:00buy3110.101.31290.00000.0000
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6232006.12.29 16:00close3120.101.31780.00000.000051.6915502.14
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6312007.02.08 12:00sell3160.101.29850.00000.0000
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6332007.02.12 20:00close3170.101.29570.00000.000041.8515574.13
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6422007.05.07 00:00close3190.101.35950.00000.0000-9.5515574.35
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