Strategy Tester Report
Pipsover
| Символ | USDCHF (US Dollar vs Swiss Franc) | ||||
| Период | 5 Минут (M5) 2006.01.27 21:25 - 2006.04.26 12:45 | ||||
| Модель | По ценам открытия (быстрый метод на сформировавшихся барах) | ||||
| Параметры | lots=1; stoploss=50; takeprofit=100; openlevel=55; closelevel=90; | ||||
| Баров в истории | 17473 | Смоделировано тиков | 34846 | Качество моделирования | n/a |
| Начальный депозит | 10000.00 | ||||
| Чистая прибыль | 12505.22 | Общая прибыль | 20819.33 | Общий убыток | -8314.11 |
| Прибыльность | 2.50 | Матожидание выигрыша | 266.07 | ||
| Абсолютная просадка | 0.00 | Максимальная просадка (%) | 1892.21 (8.0%) | ||
| Всего сделок | 47 | Короткие позиции (% выигравших) | 23 (47.83%) | Длинные позиции (% выигравших) | 24 (54.17%) |
| Прибыльные сделки (% от всех) | 24 (51.06%) | Убыточные сделки (% от всех) | 23 (48.94%) | ||
| Самая большая | прибыльная сделка | 2196.91 | убыточная сделка | -435.35 | |
| Средняя | прибыльная сделка | 867.47 | убыточная сделка | -361.48 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 5 (3277.04) | непрерывных проигрышей (убыток) | 5 (-1892.21) | |
| Максимальная | непрерывная прибыль (число выигрышей) | 4965.16 (3) | непрерывный убыток (число проигрышей) | -1892.21 (5) | |
| Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 2 | |
| № | Время | Тип | Ордер | Лоты | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2006.01.30 13:40 | sell | 1 | 1.00 | 1.2878 | 1.2928 | 1.2783 | ||
| 2 | 2006.01.31 18:00 | t/p | 1 | 1.00 | 1.2783 | 1.2928 | 1.2783 | 732.41 | 10732.41 |
| 3 | 2006.01.31 21:20 | buy | 2 | 1.00 | 1.2781 | 1.2731 | 1.2876 | ||
| 4 | 2006.02.01 14:50 | t/p | 2 | 1.00 | 1.2876 | 1.2731 | 1.2876 | 764.72 | 11497.13 |
| 5 | 2006.02.01 16:20 | buy | 3 | 1.00 | 1.2831 | 1.2781 | 1.2926 | ||
| 6 | 2006.02.03 14:40 | t/p | 3 | 1.00 | 1.2926 | 1.2781 | 1.2926 | 752.33 | 12249.46 |
| 7 | 2006.02.03 14:45 | sell | 4 | 1.00 | 1.2927 | 1.2977 | 1.2832 | ||
| 8 | 2006.02.03 15:05 | s/l | 4 | 1.00 | 1.2977 | 1.2977 | 1.2832 | -385.50 | 11863.96 |
| 9 | 2006.02.03 15:25 | sell | 5 | 1.00 | 1.2986 | 1.3036 | 1.2891 | ||
| 10 | 2006.02.03 17:15 | buy | 6 | 1.00 | 1.2951 | 1.2901 | 1.3046 | ||
| 11 | 2006.02.03 17:20 | modify | 5 | 1.00 | 1.2986 | 1.3036 | 1.2801 | ||
| 12 | 2006.02.03 17:25 | modify | 6 | 1.00 | 1.2951 | 1.2901 | 1.3136 | ||
| 13 | 2006.02.06 18:20 | s/l | 5 | 1.00 | 1.3036 | 1.3036 | 1.2801 | -394.23 | 11469.73 |
| 14 | 2006.02.07 16:20 | sell | 7 | 1.00 | 1.2997 | 1.3047 | 1.2902 | ||
| 15 | 2006.02.07 16:25 | modify | 6 | 1.00 | 1.2951 | 1.2901 | 1.3147 | ||
| 16 | 2006.02.07 16:30 | modify | 7 | 1.00 | 1.2997 | 1.3047 | 1.2801 | ||
| 17 | 2006.02.08 17:15 | close | 6 | 1.00 | 1.3024 | 1.2901 | 1.3147 | 605.35 | 12075.08 |
| 18 | 2006.02.10 15:20 | buy | 8 | 1.00 | 1.2947 | 1.2897 | 1.3042 | ||
| 19 | 2006.02.10 15:25 | modify | 7 | 1.00 | 1.2997 | 1.3047 | 1.2797 | ||
| 20 | 2006.02.10 15:30 | modify | 8 | 1.00 | 1.2947 | 1.2897 | 1.3147 | ||
| 21 | 2006.02.10 16:55 | s/l | 7 | 1.00 | 1.3047 | 1.3047 | 1.2797 | -435.35 | 11639.73 |
| 22 | 2006.02.10 17:00 | sell | 9 | 1.00 | 1.3055 | 1.3105 | 1.2960 | ||
| 23 | 2006.02.10 17:05 | modify | 8 | 1.00 | 1.2947 | 1.2897 | 1.3205 | ||
| 24 | 2006.02.10 17:10 | modify | 9 | 1.00 | 1.3055 | 1.3105 | 1.2797 | ||
| 25 | 2006.02.13 10:30 | close | 8 | 1.00 | 1.3082 | 1.2897 | 1.3205 | 1040.92 | 12680.65 |
| 26 | 2006.02.13 12:00 | s/l | 9 | 1.00 | 1.3105 | 1.3105 | 1.2797 | -392.32 | 12288.33 |
| 27 | 2006.02.13 16:45 | buy | 10 | 1.00 | 1.3071 | 1.3021 | 1.3166 | ||
| 28 | 2006.02.17 13:10 | t/p | 10 | 1.00 | 1.3166 | 1.3021 | 1.3166 | 775.33 | 13063.66 |
| 29 | 2006.02.17 13:15 | sell | 11 | 1.00 | 1.3163 | 1.3213 | 1.3068 | ||
| 30 | 2006.02.17 16:40 | buy | 12 | 1.00 | 1.3099 | 1.3049 | 1.3194 | ||
| 31 | 2006.02.17 16:45 | modify | 11 | 1.00 | 1.3163 | 1.3213 | 1.2949 | ||
| 32 | 2006.02.17 16:50 | modify | 12 | 1.00 | 1.3099 | 1.3049 | 1.3313 | ||
| 33 | 2006.02.17 19:00 | close | 11 | 1.00 | 1.3128 | 1.3213 | 1.2949 | 266.61 | 13330.27 |
| 34 | 2006.02.22 11:45 | sell | 13 | 1.00 | 1.3120 | 1.3170 | 1.3025 | ||
| 35 | 2006.02.22 11:50 | modify | 13 | 1.00 | 1.3120 | 1.3170 | 1.2949 | ||
| 36 | 2006.02.22 16:00 | close | 12 | 1.00 | 1.3138 | 1.3049 | 1.3313 | 341.70 | 13671.97 |
| 37 | 2006.02.23 12:10 | buy | 14 | 1.00 | 1.3042 | 1.2992 | 1.3137 | ||
| 38 | 2006.02.23 12:15 | modify | 13 | 1.00 | 1.3120 | 1.3170 | 1.2892 | ||
| 39 | 2006.02.23 12:20 | modify | 14 | 1.00 | 1.3042 | 1.2992 | 1.3270 | ||
| 40 | 2006.02.23 14:25 | close | 13 | 1.00 | 1.3037 | 1.3170 | 1.2892 | 626.12 | 14298.09 |
| 41 | 2006.02.27 00:35 | sell | 15 | 1.00 | 1.3214 | 1.3264 | 1.3119 | ||
| 42 | 2006.02.27 00:40 | modify | 14 | 1.00 | 1.3042 | 1.2992 | 1.3364 | ||
| 43 | 2006.02.27 00:45 | modify | 15 | 1.00 | 1.3214 | 1.3264 | 1.2892 | ||
| 44 | 2006.02.27 18:20 | close | 14 | 1.00 | 1.3207 | 1.2992 | 1.3364 | 1267.28 | 15565.37 |
| 45 | 2006.03.02 16:25 | buy | 16 | 1.00 | 1.3056 | 1.3006 | 1.3151 | ||
| 46 | 2006.03.02 16:30 | modify | 16 | 1.00 | 1.3056 | 1.3006 | 1.3364 | ||
| 47 | 2006.03.02 18:35 | s/l | 16 | 1.00 | 1.3006 | 1.3006 | 1.3364 | -384.35 | 15181.02 |
| 48 | 2006.03.06 00:40 | buy | 17 | 1.00 | 1.2924 | 1.2874 | 1.3019 | ||
| 49 | 2006.03.06 00:45 | modify | 15 | 1.00 | 1.3214 | 1.3264 | 1.2774 | ||
| 50 | 2006.03.06 00:50 | modify | 17 | 1.00 | 1.2924 | 1.2874 | 1.3364 | ||
| 51 | 2006.03.07 08:20 | close | 15 | 1.00 | 1.3029 | 1.3264 | 1.2774 | 1335.67 | 16516.69 |
| 52 | 2006.03.10 15:45 | sell | 18 | 1.00 | 1.3216 | 1.3266 | 1.3121 | ||
| 53 | 2006.03.10 15:50 | modify | 17 | 1.00 | 1.2924 | 1.2874 | 1.3366 | ||
| 54 | 2006.03.10 15:55 | modify | 18 | 1.00 | 1.3216 | 1.3266 | 1.2774 | ||
| 55 | 2006.03.14 02:25 | close | 17 | 1.00 | 1.3108 | 1.2874 | 1.3366 | 1475.48 | 17992.17 |
| 56 | 2006.03.16 18:40 | buy | 19 | 1.00 | 1.2886 | 1.2836 | 1.2981 | ||
| 57 | 2006.03.16 18:45 | modify | 18 | 1.00 | 1.3216 | 1.3266 | 1.2736 | ||
| 58 | 2006.03.16 18:50 | modify | 19 | 1.00 | 1.2886 | 1.2836 | 1.3366 | ||
| 59 | 2006.03.17 16:20 | close | 18 | 1.00 | 1.2928 | 1.3266 | 1.2736 | 2154.01 | 20146.18 |
| 60 | 2006.03.21 15:15 | sell | 20 | 1.00 | 1.2977 | 1.3027 | 1.2882 | ||
| 61 | 2006.03.21 15:20 | modify | 20 | 1.00 | 1.2977 | 1.3027 | 1.2736 | ||
| 62 | 2006.03.21 16:55 | s/l | 20 | 1.00 | 1.3027 | 1.3027 | 1.2736 | -383.70 | 19762.48 |
| 63 | 2006.03.23 16:35 | sell | 21 | 1.00 | 1.3163 | 1.3213 | 1.3068 | ||
| 64 | 2006.03.23 16:40 | modify | 21 | 1.00 | 1.3163 | 1.3213 | 1.2736 | ||
| 65 | 2006.03.23 16:55 | close | 19 | 1.00 | 1.3167 | 1.2836 | 1.3366 | 2196.91 | 21959.39 |
| 66 | 2006.03.24 16:25 | buy | 22 | 1.00 | 1.3124 | 1.3074 | 1.3219 | ||
| 67 | 2006.03.24 16:30 | modify | 22 | 1.00 | 1.3124 | 1.3074 | 1.3313 | ||
| 68 | 2006.03.24 17:35 | close | 21 | 1.00 | 1.3117 | 1.3213 | 1.2736 | 340.16 | 22299.55 |
| 69 | 2006.03.27 09:55 | s/l | 22 | 1.00 | 1.3074 | 1.3074 | 1.3313 | -373.41 | 21926.14 |
| 70 | 2006.03.28 10:10 | buy | 23 | 1.00 | 1.3052 | 1.3002 | 1.3147 | ||
| 71 | 2006.03.28 14:05 | s/l | 23 | 1.00 | 1.3002 | 1.3002 | 1.3147 | -384.68 | 21541.46 |
| 72 | 2006.03.28 16:35 | sell | 24 | 1.00 | 1.2997 | 1.3047 | 1.2902 | ||
| 73 | 2006.03.28 21:20 | s/l | 24 | 1.00 | 1.3047 | 1.3047 | 1.2902 | -383.14 | 21158.32 |
| 74 | 2006.03.28 21:55 | sell | 25 | 1.00 | 1.3085 | 1.3135 | 1.2990 | ||
| 75 | 2006.03.30 16:35 | t/p | 25 | 1.00 | 1.2990 | 1.3135 | 1.2990 | 689.27 | 21847.59 |
| 76 | 2006.03.30 16:55 | buy | 26 | 1.00 | 1.2984 | 1.2934 | 1.3079 | ||
| 77 | 2006.03.30 18:05 | sell | 27 | 1.00 | 1.3001 | 1.3051 | 1.2906 | ||
| 78 | 2006.03.30 18:10 | modify | 26 | 1.00 | 1.2984 | 1.2934 | 1.3151 | ||
| 79 | 2006.03.30 18:15 | modify | 27 | 1.00 | 1.3001 | 1.3051 | 1.2834 | ||
| 80 | 2006.03.31 09:45 | close | 26 | 1.00 | 1.3015 | 1.2934 | 1.3151 | 247.16 | 22094.75 |
| 81 | 2006.03.31 11:20 | s/l | 27 | 1.00 | 1.3051 | 1.3051 | 1.2834 | -393.61 | 21701.14 |
| 82 | 2006.03.31 17:50 | buy | 28 | 1.00 | 1.3041 | 1.2991 | 1.3136 | ||
| 83 | 2006.04.03 06:55 | sell | 29 | 1.00 | 1.3116 | 1.3166 | 1.3021 | ||
| 84 | 2006.04.03 07:00 | modify | 28 | 1.00 | 1.3041 | 1.2991 | 1.3266 | ||
| 85 | 2006.04.03 07:05 | modify | 29 | 1.00 | 1.3116 | 1.3166 | 1.2891 | ||
| 86 | 2006.04.04 11:40 | s/l | 28 | 1.00 | 1.2991 | 1.2991 | 1.3266 | -367.09 | 21334.05 |
| 87 | 2006.04.04 14:35 | buy | 30 | 1.00 | 1.2913 | 1.2863 | 1.3008 | ||
| 88 | 2006.04.04 14:40 | modify | 29 | 1.00 | 1.3116 | 1.3166 | 1.2763 | ||
| 89 | 2006.04.04 14:45 | modify | 30 | 1.00 | 1.2913 | 1.2863 | 1.3266 | ||
| 90 | 2006.04.04 15:30 | close | 29 | 1.00 | 1.2913 | 1.3166 | 1.2763 | 1561.53 | 22895.58 |
| 91 | 2006.04.04 16:55 | sell | 31 | 1.00 | 1.2896 | 1.2946 | 1.2801 | ||
| 92 | 2006.04.04 17:00 | modify | 31 | 1.00 | 1.2896 | 1.2946 | 1.2763 | ||
| 93 | 2006.04.04 18:20 | close | 30 | 1.00 | 1.2904 | 1.2863 | 1.3266 | -69.75 | 22825.83 |
| 94 | 2006.04.05 14:45 | buy | 32 | 1.00 | 1.2850 | 1.2800 | 1.2945 | ||
| 95 | 2006.04.05 14:50 | modify | 31 | 1.00 | 1.2896 | 1.2946 | 1.2700 | ||
| 96 | 2006.04.05 14:55 | modify | 32 | 1.00 | 1.2850 | 1.2800 | 1.3046 | ||
| 97 | 2006.04.06 10:50 | close | 31 | 1.00 | 1.2835 | 1.2946 | 1.2700 | 433.14 | 23258.97 |
| 98 | 2006.04.06 15:40 | sell | 33 | 1.00 | 1.2906 | 1.2956 | 1.2811 | ||
| 99 | 2006.04.06 15:45 | modify | 32 | 1.00 | 1.2850 | 1.2800 | 1.3056 | ||
| 100 | 2006.04.06 15:50 | modify | 33 | 1.00 | 1.2906 | 1.2956 | 1.2700 | ||
| 101 | 2006.04.06 16:00 | close | 32 | 1.00 | 1.2906 | 1.2800 | 1.3056 | 442.88 | 23701.85 |
| 102 | 2006.04.07 09:25 | s/l | 33 | 1.00 | 1.2956 | 1.2956 | 1.2700 | -396.48 | 23305.37 |
| 103 | 2006.04.07 09:30 | sell | 34 | 1.00 | 1.2946 | 1.2996 | 1.2851 | ||
| 104 | 2006.04.07 16:10 | s/l | 34 | 1.00 | 1.2996 | 1.2996 | 1.2851 | -384.77 | 22920.60 |
| 105 | 2006.04.07 16:15 | sell | 35 | 1.00 | 1.2986 | 1.3036 | 1.2891 | ||
| 106 | 2006.04.07 18:00 | s/l | 35 | 1.00 | 1.3036 | 1.3036 | 1.2891 | -383.58 | 22537.02 |
| 107 | 2006.04.10 09:10 | buy | 36 | 1.00 | 1.2984 | 1.2934 | 1.3079 | ||
| 108 | 2006.04.12 11:15 | s/l | 36 | 1.00 | 1.2934 | 1.2934 | 1.3079 | -350.45 | 22186.57 |
| 109 | 2006.04.12 14:55 | sell | 37 | 1.00 | 1.3026 | 1.3076 | 1.2931 | ||
| 110 | 2006.04.12 15:30 | buy | 38 | 1.00 | 1.3005 | 1.2955 | 1.3100 | ||
| 111 | 2006.04.12 15:35 | modify | 37 | 1.00 | 1.3026 | 1.3076 | 1.2855 | ||
| 112 | 2006.04.12 15:40 | modify | 38 | 1.00 | 1.3005 | 1.2955 | 1.3176 | ||
| 113 | 2006.04.13 09:20 | s/l | 38 | 1.00 | 1.2955 | 1.2955 | 1.3176 | -376.93 | 21809.64 |
| 114 | 2006.04.17 13:55 | t/p | 37 | 1.00 | 1.2855 | 1.3076 | 1.2855 | 1298.94 | 23108.58 |
| 115 | 2006.04.17 17:00 | buy | 39 | 1.00 | 1.2774 | 1.2724 | 1.2869 | ||
| 116 | 2006.04.18 14:55 | s/l | 39 | 1.00 | 1.2724 | 1.2724 | 1.2869 | -384.32 | 22724.26 |
| 117 | 2006.04.18 17:30 | sell | 40 | 1.00 | 1.2758 | 1.2808 | 1.2663 | ||
| 118 | 2006.04.19 16:00 | buy | 41 | 1.00 | 1.2730 | 1.2680 | 1.2825 | ||
| 119 | 2006.04.19 16:05 | modify | 40 | 1.00 | 1.2758 | 1.2808 | 1.2580 | ||
| 120 | 2006.04.19 16:10 | modify | 41 | 1.00 | 1.2730 | 1.2680 | 1.2908 | ||
| 121 | 2006.04.19 16:15 | close | 40 | 1.00 | 1.2718 | 1.2808 | 1.2580 | 282.92 | 23007.18 |
| 122 | 2006.04.19 18:25 | s/l | 41 | 1.00 | 1.2680 | 1.2680 | 1.2908 | -394.60 | 22612.58 |
| 123 | 2006.04.19 18:30 | buy | 42 | 1.00 | 1.2679 | 1.2629 | 1.2774 | ||
| 124 | 2006.04.20 16:05 | t/p | 42 | 1.00 | 1.2774 | 1.2629 | 1.2774 | 752.32 | 23364.90 |
| 125 | 2006.04.20 17:20 | buy | 43 | 1.00 | 1.2776 | 1.2726 | 1.2871 | ||
| 126 | 2006.04.24 00:05 | s/l | 43 | 1.00 | 1.2726 | 1.2726 | 1.2871 | -375.36 | 22989.54 |
| 127 | 2006.04.24 08:55 | buy | 44 | 1.00 | 1.2699 | 1.2649 | 1.2794 | ||
| 128 | 2006.04.24 10:10 | sell | 45 | 1.00 | 1.2693 | 1.2743 | 1.2598 | ||
| 129 | 2006.04.24 10:15 | modify | 44 | 1.00 | 1.2699 | 1.2649 | 1.2843 | ||
| 130 | 2006.04.24 10:20 | modify | 45 | 1.00 | 1.2693 | 1.2743 | 1.2549 | ||
| 131 | 2006.04.24 16:05 | s/l | 45 | 1.00 | 1.2743 | 1.2743 | 1.2549 | -392.31 | 22597.23 |
| 132 | 2006.04.25 15:40 | s/l | 44 | 1.00 | 1.2649 | 1.2649 | 1.2843 | -386.45 | 22210.78 |
| 133 | 2006.04.25 15:50 | buy | 46 | 1.00 | 1.2654 | 1.2604 | 1.2749 | ||
| 134 | 2006.04.25 17:45 | sell | 47 | 1.00 | 1.2697 | 1.2747 | 1.2602 | ||
| 135 | 2006.04.25 17:50 | modify | 46 | 1.00 | 1.2654 | 1.2604 | 1.2847 | ||
| 136 | 2006.04.25 17:55 | modify | 47 | 1.00 | 1.2697 | 1.2747 | 1.2504 | ||
| 137 | 2006.04.26 12:54 | close at stop | 47 | 1.00 | 1.2711 | 1.2747 | 1.2504 | -141.73 | 22069.05 |
| 138 | 2006.04.26 12:54 | close at stop | 46 | 1.00 | 1.2706 | 1.2604 | 1.2847 | 436.17 | 22505.22 |