Strategy Tester Report
WallStreetForexRobot_v4.7_nodll
RoboForex-ECN-Live (Build 625)
|
Символ |
USDCHF (US
Dollar vs Swiss Franc) |
||||
|
Период |
15 Минут (M15) 2013.01.02 09:00 -
2014.03.28 22:45 (2013.01.01 - 2014.03.31) |
||||
|
Модель |
Все тики (наиболее точный метод на
основе всех наименьших доступных таймфреймов) |
||||
|
Параметры |
Magic=4698523;
EA_Comment=""; MaxSpread=3.5; Slippage=2; StealthMode=true;
CloseOnlyOnProfit=false; NFA=false; No_Hedge=false; CS="==== Custom
Settings ===="; StopLoss=-1; TakeProfit=-1; SecureProfit=-1;
SecureProfitTriger=-1; UseCustomPair=false;
UseSettingsFrom="EUR33"; MM="==== Risk Management ====";
RecoveryMode=false; FixedLots=0.1; AutoMM=3; AutoMM_Max=20;
MaxAccountTrades=0; FE="==== Monday-Friday Rules ====";
MondayStartHour=0; FridayExit=false; LastTradeHour=19; ExitHour=20;
NF="==== News Filter Settings ===="; Avoid_News=false;
GMT_Offset=2; DST_Usage=true; Include_Medium_News=true; Wait_Before_News=30;
Wait_After_News=30; O1="==== OPTIMIZATION PARAMETERS ====";
O2="=========== DISABLED IF ============"; O3="==== |
||||
|
Баров в истории |
31510 |
Смоделировано тиков |
17982425 |
Качество моделирования |
90.00% |
|
Ошибки рассогласования графиков |
0 |
||||
|
Начальный депозит |
10000.00 |
Спред |
Текущий (12) |
||
|
Чистая прибыль |
598.40 |
Общая прибыль |
1523.56 |
Общий убыток |
-925.15 |
|
Прибыльность |
1.65 |
Матожидание выигрыша |
10.14 |
||
|
Абсолютная просадка |
201.81 |
Максимальная просадка |
459.04 (4.19%) |
Относительная просадка |
4.19% (459.04) |
|
Всего сделок |
59 |
Короткие позиции (% выигравших) |
31 (64.52%) |
Длинные позиции (% выигравших) |
28 (85.71%) |
|
Прибыльные сделки (% от всех) |
44 (74.58%) |
Убыточные сделки (% от всех) |
15 (25.42%) |
||
|
Самая большая |
прибыльная сделка |
94.94 |
убыточная сделка |
-177.30 |
|
|
Средняя |
прибыльная сделка |
34.63 |
убыточная сделка |
-61.68 |
|
|
Максимальное количество |
непрерывных выигрышей (прибыль) |
20 (658.77) |
непрерывных проигрышей (убыток) |
2 (-246.81) |
|
|
Максимальная |
непрерывная прибыль (число
выигрышей) |
658.77 (20) |
непрерывный убыток (число
проигрышей) |
-246.81 (2) |
|
|
Средний |
непрерывный выигрыш |
4 |
непрерывный проигрыш |
1 |
|
|
№ |
Время |
Тип |
Ордер |
Объём |
Цена |
S / L |
T / P |
Прибыль |
Баланс |
|
1 |
2013.01.10 22:45 |
sell |
1 |
0.30 |
0.91474 |
0.00000 |
0.00000 |
||
|
2 |
2013.01.11 00:34 |
modify |
1 |
0.30 |
0.91474 |
0.91464 |
0.00000 |
||
|
3 |
2013.01.11 00:38 |
close |
1 |
0.30 |
0.91317 |
0.91464 |
0.00000 |
51.02 |
10051.02 |
|
4 |
2013.01.11 04:00 |
sell |
2 |
0.31 |
0.91536 |
0.00000 |
0.00000 |
||
|
5 |
2013.01.11 15:15 |
close |
2 |
0.31 |
0.91598 |
0.00000 |
0.00000 |
-20.98 |
10030.04 |
|
6 |
2013.01.16 04:00 |
buy |
3 |
0.31 |
0.93085 |
0.00000 |
0.00000 |
||
|
7 |
2013.01.16 06:30 |
close |
3 |
0.31 |
0.93161 |
0.00000 |
0.00000 |
25.29 |
10055.33 |
|
8 |
2013.01.16 23:15 |
buy |
4 |
0.31 |
0.93086 |
0.00000 |
0.00000 |
||
|
9 |
2013.01.17 05:15 |
close |
4 |
0.31 |
0.93150 |
0.00000 |
0.00000 |
20.79 |
10076.12 |
|
10 |
2013.02.01 20:30 |
sell |
5 |
0.31 |
0.90535 |
0.00000 |
0.00000 |
||
|
11 |
2013.02.04 15:45 |
close |
5 |
0.31 |
0.91013 |
0.00000 |
0.00000 |
-163.39 |
9912.73 |
|
12 |
2013.02.06 16:15 |
buy |
6 |
0.30 |
0.91234 |
0.00000 |
0.00000 |
||
|
13 |
2013.02.06 23:15 |
close |
6 |
0.30 |
0.90981 |
0.00000 |
0.00000 |
-83.42 |
9829.31 |
|
14 |
2013.03.01 20:00 |
buy |
7 |
0.30 |
0.94224 |
0.00000 |
0.00000 |
||
|
15 |
2013.03.01 20:59 |
modify |
7 |
0.30 |
0.94224 |
0.94234 |
0.00000 |
||
|
16 |
2013.03.01 21:15 |
close |
7 |
0.30 |
0.94369 |
0.94234 |
0.00000 |
46.10 |
9875.41 |
|
17 |
2013.03.04 00:15 |
buy |
8 |
0.30 |
0.94234 |
0.00000 |
0.00000 |
||
|
18 |
2013.03.04 02:45 |
close |
8 |
0.30 |
0.94317 |
0.00000 |
0.00000 |
26.40 |
9901.81 |
|
19 |
2013.03.08 21:15 |
buy |
9 |
0.30 |
0.95100 |
0.00000 |
0.00000 |
||
|
20 |
2013.03.08 23:15 |
close |
9 |
0.30 |
0.95188 |
0.00000 |
0.00000 |
27.73 |
9929.54 |
|
21 |
2013.04.08 00:15 |
sell |
10 |
0.30 |
0.93404 |
0.00000 |
0.00000 |
||
|
22 |
2013.04.08 01:15 |
close |
10 |
0.30 |
0.93315 |
0.00000 |
0.00000 |
28.61 |
9958.15 |
|
23 |
2013.05.10 06:00 |
buy |
11 |
0.30 |
0.94902 |
0.00000 |
0.00000 |
||
|
24 |
2013.05.10 09:15 |
close |
11 |
0.30 |
0.94992 |
0.00000 |
0.00000 |
28.42 |
9986.57 |
|
25 |
2013.05.10 16:45 |
buy |
12 |
0.30 |
0.95456 |
0.00000 |
0.00000 |
||
|
26 |
2013.05.10 17:01 |
modify |
12 |
0.30 |
0.95456 |
0.95466 |
0.00000 |
||
|
27 |
2013.05.10 17:07 |
close |
12 |
0.30 |
0.95685 |
0.95466 |
0.00000 |
71.80 |
10058.37 |
|
28 |
2013.05.10 19:45 |
buy |
13 |
0.31 |
0.95505 |
0.00000 |
0.00000 |
||
|
29 |
2013.05.10 19:55 |
modify |
13 |
0.31 |
0.95505 |
0.95515 |
0.00000 |
||
|
30 |
2013.05.10 20:06 |
close |
13 |
0.31 |
0.95660 |
0.95515 |
0.00000 |
50.23 |
10108.60 |
|
31 |
2013.05.13 03:15 |
buy |
14 |
0.31 |
0.95811 |
0.00000 |
0.00000 |
||
|
32 |
2013.05.13 05:26 |
modify |
14 |
0.31 |
0.95811 |
0.95821 |
0.00000 |
||
|
33 |
2013.05.13 05:30 |
close |
14 |
0.31 |
0.95937 |
0.95821 |
0.00000 |
40.71 |
10149.31 |
|
34 |
2013.05.17 23:15 |
buy |
15 |
0.31 |
0.97245 |
0.00000 |
0.00000 |
||
|
35 |
2013.05.20 03:45 |
close |
15 |
0.31 |
0.97145 |
0.00000 |
0.00000 |
-32.08 |
10117.23 |
|
36 |
2013.05.22 22:45 |
buy |
16 |
0.31 |
0.97779 |
0.00000 |
0.00000 |
||
|
37 |
2013.05.23 00:29 |
modify |
16 |
0.31 |
0.97779 |
0.97789 |
0.00000 |
||
|
38 |
2013.05.23 01:15 |
close |
16 |
0.31 |
0.97922 |
0.97789 |
0.00000 |
44.76 |
10161.99 |
|
39 |
2013.05.23 22:00 |
sell |
17 |
0.31 |
0.96922 |
0.00000 |
0.00000 |
||
|
40 |
2013.05.23 22:59 |
modify |
17 |
0.31 |
0.96922 |
0.96912 |
0.00000 |
||
|
41 |
2013.05.24 01:28 |
s/l |
17 |
0.31 |
0.96912 |
0.96912 |
0.00000 |
2.62 |
10164.61 |
|
42 |
2013.05.24 15:45 |
sell |
18 |
0.31 |
0.96500 |
0.00000 |
0.00000 |
||
|
43 |
2013.05.24 15:48 |
modify |
18 |
0.31 |
0.96500 |
0.96490 |
0.00000 |
||
|
44 |
2013.05.24 15:58 |
close |
18 |
0.31 |
0.96292 |
0.96490 |
0.00000 |
66.96 |
10231.57 |
|
45 |
2013.05.24 23:15 |
sell |
19 |
0.31 |
0.96193 |
0.00000 |
0.00000 |
||
|
46 |
2013.05.24 23:49 |
modify |
19 |
0.31 |
0.96193 |
0.96183 |
0.00000 |
||
|
47 |
2013.05.27 00:00 |
s/l |
19 |
0.31 |
0.96183 |
0.96183 |
0.00000 |
2.64 |
10234.21 |
|
48 |
2013.05.28 21:45 |
buy |
20 |
0.31 |
0.97259 |
0.00000 |
0.00000 |
||
|
49 |
2013.05.28 22:37 |
modify |
20 |
0.31 |
0.97259 |
0.97269 |
0.00000 |
||
|
50 |
2013.05.28 22:45 |
close |
20 |
0.31 |
0.97442 |
0.97269 |
0.00000 |
58.22 |
10292.43 |
|
51 |
2013.05.29 02:00 |
buy |
21 |
0.31 |
0.97623 |
0.00000 |
0.00000 |
||
|
52 |
2013.05.29 02:12 |
modify |
21 |
0.31 |
0.97623 |
0.97633 |
0.00000 |
||
|
53 |
2013.05.29 02:20 |
close |
21 |
0.31 |
0.97777 |
0.97633 |
0.00000 |
48.83 |
10341.26 |
|
54 |
2013.05.29 03:45 |
buy |
22 |
0.32 |
0.97493 |
0.00000 |
0.00000 |
||
|
55 |
2013.05.29 07:08 |
modify |
22 |
0.32 |
0.97493 |
0.97503 |
0.00000 |
||
|
56 |
2013.05.29 07:30 |
close |
22 |
0.32 |
0.97613 |
0.97503 |
0.00000 |
39.34 |
10380.60 |
|
57 |
2013.05.29 20:30 |
sell |
23 |
0.32 |
0.96386 |
0.00000 |
0.00000 |
||
|
58 |
2013.05.29 22:02 |
modify |
23 |
0.32 |
0.96386 |
0.96376 |
0.00000 |
||
|
59 |
2013.05.29 22:06 |
close |
23 |
0.32 |
0.96185 |
0.96376 |
0.00000 |
66.87 |
10447.47 |
|
60 |
2013.05.31 04:00 |
sell |
24 |
0.32 |
0.95447 |
0.00000 |
0.00000 |
||
|
61 |
2013.05.31 04:35 |
modify |
24 |
0.32 |
0.95447 |
0.95437 |
0.00000 |
||
|
62 |
2013.05.31 05:57 |
s/l |
24 |
0.32 |
0.95437 |
0.95437 |
0.00000 |
3.35 |
10450.82 |
|
63 |
2013.05.31 06:15 |
sell |
25 |
0.32 |
0.95454 |
0.00000 |
0.00000 |
||
|
64 |
2013.05.31 08:30 |
close |
25 |
0.32 |
0.95387 |
0.00000 |
0.00000 |
22.48 |
10473.30 |
|
65 |
2013.06.03 22:45 |
sell |
26 |
0.32 |
0.94690 |
0.00000 |
0.00000 |
||
|
66 |
2013.06.04 04:00 |
close |
26 |
0.32 |
0.94651 |
0.00000 |
0.00000 |
12.59 |
10485.89 |
|
67 |
2013.06.07 08:45 |
sell |
27 |
0.32 |
0.92907 |
0.00000 |
0.00000 |
||
|
68 |
2013.06.07 09:09 |
modify |
27 |
0.32 |
0.92907 |
0.92897 |
0.00000 |
||
|
69 |
2013.06.07 09:48 |
s/l |
27 |
0.32 |
0.92897 |
0.92897 |
0.00000 |
3.44 |
10489.33 |
|
70 |
2013.06.07 11:15 |
sell |
28 |
0.32 |
0.92960 |
0.00000 |
0.00000 |
||
|
71 |
2013.06.07 12:27 |
modify |
28 |
0.32 |
0.92960 |
0.92950 |
0.00000 |
||
|
72 |
2013.06.07 12:30 |
close |
28 |
0.32 |
0.92798 |
0.92950 |
0.00000 |
55.86 |
10545.19 |
|
73 |
2013.06.20 15:45 |
buy |
29 |
0.32 |
0.93186 |
0.00000 |
0.00000 |
||
|
74 |
2013.06.20 17:01 |
modify |
29 |
0.32 |
0.93186 |
0.93196 |
0.00000 |
||
|
75 |
2013.06.20 17:02 |
close |
29 |
0.32 |
0.93357 |
0.93196 |
0.00000 |
58.61 |
10603.80 |
|
76 |
2013.06.21 20:15 |
buy |
30 |
0.32 |
0.93267 |
0.00000 |
0.00000 |
||
|
77 |
2013.06.21 20:29 |
modify |
30 |
0.32 |
0.93267 |
0.93277 |
0.00000 |
||
|
78 |
2013.06.21 20:49 |
s/l |
30 |
0.32 |
0.93277 |
0.93277 |
0.00000 |
3.43 |
10607.23 |
|
79 |
2013.06.24 10:30 |
buy |
31 |
0.32 |
0.93507 |
0.00000 |
0.00000 |
||
|
80 |
2013.06.24 11:09 |
modify |
31 |
0.32 |
0.93507 |
0.93517 |
0.00000 |
||
|
81 |
2013.06.24 11:30 |
s/l |
31 |
0.32 |
0.93517 |
0.93517 |
0.00000 |
3.42 |
10610.65 |
|
82 |
2013.07.05 05:00 |
buy |
32 |
0.32 |
0.95661 |
0.00000 |
0.00000 |
||
|
83 |
2013.07.05 07:45 |
close |
32 |
0.32 |
0.95728 |
0.00000 |
0.00000 |
22.40 |
10633.05 |
|
84 |
2013.07.09 21:30 |
buy |
33 |
0.32 |
0.97183 |
0.00000 |
0.00000 |
||
|
85 |
2013.07.09 23:02 |
modify |
33 |
0.32 |
0.97183 |
0.97193 |
0.00000 |
||
|
86 |
2013.07.09 23:30 |
close |
33 |
0.32 |
0.97298 |
0.97193 |
0.00000 |
37.82 |
10670.87 |
|
87 |
2013.07.11 04:45 |
sell |
34 |
0.33 |
0.95040 |
0.00000 |
0.00000 |
||
|
88 |
2013.07.11 05:14 |
modify |
34 |
0.33 |
0.95040 |
0.95030 |
0.00000 |
||
|
89 |
2013.07.11 05:19 |
close |
34 |
0.33 |
0.94895 |
0.95030 |
0.00000 |
50.42 |
10721.29 |
|
90 |
2013.07.11 09:45 |
sell |
35 |
0.33 |
0.94859 |
0.00000 |
0.00000 |
||
|
91 |
2013.07.11 09:47 |
modify |
35 |
0.33 |
0.94859 |
0.94849 |
0.00000 |
||
|
92 |
2013.07.11 09:50 |
close |
35 |
0.33 |
0.94702 |
0.94849 |
0.00000 |
54.71 |
10776.00 |
|
93 |
2013.07.11 09:55 |
sell |
36 |
0.33 |
0.94851 |
0.00000 |
0.00000 |
||
|
94 |
2013.07.11 13:15 |
close |
36 |
0.33 |
0.94978 |
0.00000 |
0.00000 |
-44.13 |
10731.87 |
|
95 |
2013.07.11 15:15 |
sell |
37 |
0.33 |
0.95160 |
0.00000 |
0.00000 |
||
|
96 |
2013.07.11 15:31 |
close |
37 |
0.33 |
0.94887 |
0.00000 |
0.00000 |
94.94 |
10826.81 |
|
97 |
2013.07.11 16:00 |
sell |
38 |
0.33 |
0.95287 |
0.00000 |
0.00000 |
||
|
98 |
2013.07.11 16:23 |
modify |
38 |
0.33 |
0.95287 |
0.95277 |
0.00000 |
||
|
99 |
2013.07.11 17:04 |
s/l |
38 |
0.33 |
0.95277 |
0.95277 |
0.00000 |
3.46 |
10830.27 |
|
100 |
2013.07.17 01:45 |
sell |
39 |
0.33 |
0.94020 |
0.00000 |
0.00000 |
||
|
101 |
2013.07.17 08:15 |
close |
39 |
0.33 |
0.94152 |
0.00000 |
0.00000 |
-46.27 |
10784.00 |
|
102 |
2013.08.02 11:30 |
buy |
40 |
0.33 |
0.93648 |
0.00000 |
0.00000 |
||
|
103 |
2013.08.02 13:45 |
close |
40 |
0.33 |
0.93735 |
0.00000 |
0.00000 |
30.63 |
10814.63 |
|
104 |
2013.08.06 07:00 |
sell |
41 |
0.33 |
0.92716 |
0.00000 |
0.00000 |
||
|
105 |
2013.08.06 11:15 |
close |
41 |
0.33 |
0.92769 |
0.00000 |
0.00000 |
-18.85 |
10795.78 |
|
106 |
2013.08.12 18:30 |
buy |
42 |
0.33 |
0.92556 |
0.00000 |
0.00000 |
||
|
107 |
2013.08.12 21:15 |
close |
42 |
0.33 |
0.92590 |
0.00000 |
0.00000 |
12.12 |
10807.90 |
|
108 |
2013.08.20 19:15 |
sell |
43 |
0.33 |
0.91798 |
0.00000 |
0.00000 |
||
|
109 |
2013.08.20 21:30 |
close |
43 |
0.33 |
0.91768 |
0.00000 |
0.00000 |
10.79 |
10818.69 |
|
110 |
2013.09.09 22:00 |
sell |
44 |
0.33 |
0.93195 |
0.00000 |
0.00000 |
||
|
111 |
2013.09.10 04:45 |
close |
44 |
0.33 |
0.93244 |
0.00000 |
0.00000 |
-17.96 |
10800.73 |
|
112 |
2013.09.16 02:45 |
sell |
45 |
0.33 |
0.92489 |
0.00000 |
0.00000 |
||
|
113 |
2013.09.16 04:00 |
close |
45 |
0.33 |
0.92401 |
0.00000 |
0.00000 |
31.43 |
10832.16 |
|
114 |
2013.09.19 15:30 |
sell |
46 |
0.33 |
0.91098 |
0.00000 |
0.00000 |
||
|
115 |
2013.09.19 17:24 |
modify |
46 |
0.33 |
0.91098 |
0.91088 |
0.00000 |
||
|
116 |
2013.09.19 17:30 |
close |
46 |
0.33 |
0.91008 |
0.91088 |
0.00000 |
32.63 |
10864.79 |
|
117 |
2013.09.27 19:15 |
sell |
47 |
0.33 |
0.90524 |
0.00000 |
0.00000 |
||
|
118 |
2013.09.30 00:15 |
close |
47 |
0.33 |
0.90549 |
0.00000 |
0.00000 |
-9.73 |
10855.06 |
|
119 |
2013.10.31 20:00 |
buy |
48 |
0.33 |
0.90476 |
0.00000 |
0.00000 |
||
|
120 |
2013.10.31 21:03 |
modify |
48 |
0.33 |
0.90476 |
0.90486 |
0.00000 |
||
|
121 |
2013.10.31 21:15 |
close |
48 |
0.33 |
0.90620 |
0.90486 |
0.00000 |
52.44 |
10907.50 |
|
122 |
2013.11.01 20:00 |
buy |
49 |
0.33 |
0.91216 |
0.00000 |
0.00000 |
||
|
123 |
2013.11.01 21:12 |
modify |
49 |
0.33 |
0.91216 |
0.91226 |
0.00000 |
||
|
124 |
2013.11.01 21:15 |
close |
49 |
0.33 |
0.91319 |
0.91226 |
0.00000 |
37.22 |
10944.72 |
|
125 |
2013.11.07 18:00 |
buy |
50 |
0.33 |
0.91871 |
0.00000 |
0.00000 |
||
|
126 |
2013.11.07 23:15 |
close |
50 |
0.33 |
0.91606 |
0.00000 |
0.00000 |
-95.46 |
10849.26 |
|
127 |
2013.11.14 03:00 |
sell |
51 |
0.33 |
0.91423 |
0.00000 |
0.00000 |
||
|
128 |
2013.11.14 15:30 |
close |
51 |
0.33 |
0.91747 |
0.00000 |
0.00000 |
-116.54 |
10732.72 |
|
129 |
2013.12.10 18:45 |
sell |
52 |
0.33 |
0.88763 |
0.00000 |
0.00000 |
||
|
130 |
2013.12.10 20:45 |
close |
52 |
0.33 |
0.88672 |
0.00000 |
0.00000 |
33.87 |
10766.59 |
|
131 |
2013.12.16 15:15 |
sell |
53 |
0.33 |
0.88641 |
0.00000 |
0.00000 |
||
|
132 |
2013.12.16 21:15 |
close |
53 |
0.33 |
0.88720 |
0.00000 |
0.00000 |
-29.38 |
10737.21 |
|
133 |
2013.12.27 16:00 |
sell |
54 |
0.33 |
0.88614 |
0.00000 |
0.00000 |
||
|
134 |
2013.12.30 00:00 |
close |
54 |
0.33 |
0.89091 |
0.00000 |
0.00000 |
-177.30 |
10559.92 |
|
135 |
2014.01.02 19:00 |
buy |
55 |
0.32 |
0.89989 |
0.00000 |
0.00000 |
||
|
136 |
2014.01.02 21:45 |
close |
55 |
0.32 |
0.90011 |
0.00000 |
0.00000 |
7.82 |
10567.74 |
|
137 |
2014.01.24 15:30 |
sell |
56 |
0.32 |
0.89597 |
0.00000 |
0.00000 |
||
|
138 |
2014.01.24 16:15 |
modify |
56 |
0.32 |
0.89597 |
0.89587 |
0.00000 |
||
|
139 |
2014.01.24 16:47 |
close |
56 |
0.32 |
0.89385 |
0.89587 |
0.00000 |
75.90 |
10643.64 |
|
140 |
2014.01.30 21:15 |
buy |
57 |
0.32 |
0.90288 |
0.00000 |
0.00000 |
||
|
141 |
2014.01.30 23:00 |
close |
57 |
0.32 |
0.90357 |
0.00000 |
0.00000 |
24.44 |
10668.08 |
|
142 |
2014.02.06 18:45 |
sell |
58 |
0.33 |
0.89967 |
0.00000 |
0.00000 |
||
|
143 |
2014.02.07 02:45 |
close |
58 |
0.33 |
0.90068 |
0.00000 |
0.00000 |
-37.63 |
10630.45 |
|
144 |
2014.03.20 16:45 |
buy |
59 |
0.32 |
0.88449 |
0.00000 |
0.00000 |
||
|
145 |
2014.03.21 09:00 |
close |
59 |
0.32 |
0.88361 |
0.00000 |
0.00000 |
-32.05 |
10598.40 |