Symbol

EURUSD (Euro vs US Dollar)

Period

30 Minutes (M30) 2002.01.02 19:00 - 2007.04.25 20:30 (2005.01.01 - 2007.03.01)

Model

Open prices only (fastest method to analyze the bar just completed)

Parameters

Slippage=7; MinLot=0.1; LotRaven=1000; PeriodStocha=199; ZamedlenieStocha=22; UrovenVerx=83; UrovenNiz=24; TakeProfit=87; LotSdelki=0.3; StopLoss=60; Otstup=76; ZakritieMA=true; PeriodMA=131; PostoiannoeIzmenenieLota=true; Chast=0.1; StopMAStDev12=true; PeriodStDev1=188; PeriodStDev2=223; FiltrOsChayka=true; PeriodOsChayka=19; ZamedlenieOsChayka=4; FiltrMomUsrednenniy=true; PeriodMoma=414; ZamedlenieMoma=46; FiltrMomUsrednenniy2=true; UrovenMomUsrednenniy2=1.1; PeriodMoma2=2; ZamedlenieMoma2=2;

Bars in test

66113

Ticks modelled

132126

Modelling quality

n/a

Initial deposit

3000.00

Total net profit

27367.17

Gross profit

52522.81

Gross loss

-25155.64

Profit factor

2.09

Expected payoff

196.89

Absolute drawdown

0.00

Maximal drawdown

3441.00 (28.63%)

Relative drawdown

33.50% (2327.85)

Total trades

139

Short positions (won %)

78 (46.15%)

Long positions (won %)

61 (50.82%)

Profit trades (% of total)

67 (48.20%)

Loss trades (% of total)

72 (51.80%)

Largest

profit trade

3998.40

loss trade

-955.20

Average

profit trade

783.92

loss trade

-349.38

Maximum

consecutive wins (profit in money)

8 (12426.61)

consecutive losses (loss in money)

9 (-2327.85)

Maximal

consecutive profit (count of wins)

12426.61 (8)

consecutive loss (count of losses)

-2813.25 (5)

Average

consecutive wins

2

consecutive losses

2

Символ

EURUSD (Euro vs US Dollar)

Период

30 Минут (M30) 2002.01.02 19:00 - 2007.03.23 21:00 (2005.01.01 - 2007.03.01)

Модель

По ценам открытия (быстрый метод на сформировавшихся барах)

Параметры

Slippage=7; MinLot=0.1; LotRaven=1000; PeriodStocha=199; ZamedlenieStocha=22; UrovenVerx=83; UrovenNiz=24; TakeProfit=87; LotSdelki=0.3; StopLoss=60; Otstup=76; ZakritieMA=true; PeriodMA=131; PostoiannoeIzmenenieLota=true; Chast=0.1; StopMAStDev12=true; PeriodStDev1=188; PeriodStDev2=223; FiltrOsChayka=true; PeriodOsChayka=19; ZamedlenieOsChayka=4; FiltrMomUsrednenniy=true; PeriodMoma=414; ZamedlenieMoma=46; FiltrMomUsrednenniy2=true; UrovenMomUsrednenniy2=1.1; PeriodMoma2=2; ZamedlenieMoma2=2;

Баров в истории

65000

Смоделировано тиков

129900

Качество моделирования

n/a

Начальный депозит

3000.00

Чистая прибыль

27367.17

Общая прибыль

52522.81

Общий убыток

-25155.64

Прибыльность

2.09

Матожидание выигрыша

196.89

Абсолютная просадка

0.00

Максимальная просадка

3441.00 (28.63%)

Относительная просадка

33.50% (2327.85)

Всего сделок

139

Короткие позиции (% выигравших)

78 (46.15%)

Длинные позиции (% выигравших)

61 (50.82%)

Прибыльные сделки (% от всех)

67 (48.20%)

Убыточные сделки (% от всех)

72 (51.80%)

Самая большая

прибыльная сделка

3998.40

убыточная сделка

-955.20

Средняя

прибыльная сделка

783.92

убыточная сделка

-349.38

Максимальное количество

непрерывных выигрышей (прибыль)

8 (12426.61)

непрерывных проигрышей (убыток)

9 (-2327.85)

Максимальная

непрерывная прибыль (число выигрышей)

12426.61 (8)

непрерывный убыток (число проигрышей)

-2813.25 (5)

Средний

непрерывный выигрыш

2

непрерывный проигрыш

2

#

Time

Type

Order

Lots

Price

S / L

T / P

Profit

Balance

1

2005.01.11 03:00

buy

1

0.30

2

2005.01.12 15:00

t/p

1

0.30

253.89

3253.89

3

sell

2

0.30

4

t/p

2

0.30

255.45

3509.34

5

buy

3

0.40

6

t/p

3

0.40

340.00

3849.34

7

buy

4

0.40

8

close

4

0.40

-124.00

3725.34

9

buy

5

0.40

10

modify

5

0.40

11

t/p

5

0.40

337.04

4062.38

12

sell

6

0.40

13

close

6

0.40

-32.00

4030.38

14

sell

7

0.40

15

s/l

7

0.40

-184.00

3846.38

16

sell

8

0.40

17

close

8

0.40

-250.80

3595.58

18

sell

9

0.40

19

modify

9

0.40

20

close

9

0.40

447.00

4042.58

21

buy

10

0.40

22

modify

10

0.40

23

close

10

0.40

-149.48

3893.10

24

sell

11

0.40

25

close

11

0.40

-47.40

3845.70

26

sell

12

0.40

27

close

12

0.40

96.60

3942.30

28

buy

13

0.40

29

modify

13

0.40

30

close

13

0.40

7.56

3949.86

31

buy

14

0.40

32

modify

14

0.40

33

close

14

0.40

-160.00

3789.86

34

buy

15

0.40

35

modify

15

0.40

36

close

15

0.40

-8.00

3781.86

37

buy

16

0.40

38

t/p

16

0.40

338.52

4120.38

39

sell

17

0.40

40

s/l

17

0.40

-231.40

3888.98

41

buy

18

0.40

42

t/p

18

0.40

338.52

4227.50

43

sell

19

0.40

44

t/p

19

0.40

341.20

4568.70

45

buy

20

0.50

46

close

20

0.50

-15.55

4553.15

47

sell

21

0.50

48

t/p

21

0.50

425.75

4978.90

49

buy

22

0.50

50

s/l

22

0.50

-242.40

4736.50

51

buy

23

0.50

52

t/p

23

0.50

421.30

5157.80

53

sell

24

0.50

54

t/p

24

0.50

427.25

5585.05

55

buy

25

0.60

56

t/p

25

0.60

501.12

6086.17

57

sell

26

0.60

58

modify

26

0.60

59

close

26

0.60

302.70

6388.87

60

buy

27

0.60

61

t/p

27

0.60

507.78

6896.65

62

buy

28

0.70

63

close

28

0.70

52.64

6949.29

64

sell

29

0.70

65

s/l

29

0.70

-343.00

6606.29

66

sell

30

0.70

67

close

30

0.70

-133.00

6473.29

68

sell

31

0.60

69

close

31

0.60

-114.00

6359.29

70

sell

32

0.60

71

close

32

0.60

-270.00

6089.29

72

sell

33

0.60

73

s/l

33

0.60

-383.10

5706.19

74

sell

34

0.60

75

close

34

0.60

-372.00

5334.19

76

sell

35

0.50

77

close

35

0.50

-299.25

5034.94

78

sell

36

0.50

79

close

36

0.50

-189.25

4845.69

80

sell

37

0.50

81

s/l

37

0.50

-224.25

4621.44

82

sell

38

0.50

83

modify

38

0.50

84

close

38

0.50

347.25

4968.69

85

buy

39

0.50

86

modify

39

0.50

87

close

39

0.50

70.00

5038.69

88

sell

40

0.50

89

s/l

40

0.50

-244.25

4794.44

90

sell

41

0.50

91

t/p

41

0.50

425.75

5220.19

92

buy

42

0.50

93

t/p

42

0.50

425.00

5645.19

94

sell

43

0.60

95

t/p

43

0.60

510.90

6156.09

96

buy

44

0.60

97

s/l

44

0.60

-312.66

5843.43

98

buy

45

0.60

99

s/l

45

0.60

-329.10

5514.33

100

buy

46

0.60

101

t/p

46

0.60

503.34

6017.67

102

sell

47

0.60

103

t/p

47

0.60

511.80

6529.47

104

buy

48

0.70

105

t/p

48

0.70

589.82

7119.29

106

sell

49

0.70

107

t/p

49

0.70

596.05

7715.34

108

buy

50

0.80

109

t/p

50

0.80

668.16

8383.50

110

sell

51

0.80

111

s/l

51

0.80

-484.40

7899.10

112

sell

52

0.80

113

t/p

52

0.80

681.20

8580.30

114

buy

53

0.90

115

s/l

53

0.90

-621.99

7958.31

116

buy

54

0.80

117

s/l

54

0.80

-314.96

7643.35

118

sell

55

0.80

119

s/l

55

0.80

-390.80

7252.55

120

sell

56

0.70

121

t/p

56

0.70

599.20

7851.75

122

buy

57

0.80

123

t/p

57

0.80

680.00

8531.75

124

buy

58

0.90

125

close

58

0.90

329.67

8861.42

126

sell

59

0.90

127

close

59

0.90

50.40

8911.82

128

sell

60

0.90

129

modify

60

0.90

130

t/p

60

0.90

1481.40

10393.22

131

buy

61

1.00

132

s/l

61

1.00

-240.00

10153.22

133

buy

62

1.00

134

s/l

62

1.00

-273.70

9879.52

135

sell

63

1.00

136

close

63

1.00

-367.00

9512.52

137

buy

64

1.00

138

modify

64

1.00

139

close

64

1.00

-41.10

9471.42

140

buy

65

0.90

141

modify

65

0.90

142

close

65

0.90

-54.00

9417.42

143

sell

66

0.90

144

t/p

66

0.90

773.10

10190.52

145

sell

67

1.00

146

t/p

67

1.00

856.00

11046.52

147

buy

68

1.10

148

s/l

68

1.10

-829.07

10217.45

149

buy

69

1.00

150

s/l

69

1.00

-393.70

9823.75

151

buy

70

1.00

152

s/l

70

1.00

-420.00

9403.75

153

buy

71

0.90

154

s/l

71

0.90

-360.00

9043.75

155

buy

72

0.90

156

s/l

72

0.90

-219.33

8824.42

157

buy

73

0.90

158

t/p

73

0.90

761.67

9586.09

159

sell

74

1.00

160

t/p

74

1.00

851.50

10437.59

161

buy

75

1.00

162

close

75

1.00

-260.00

10177.59

163

buy

76

1.00

164

modify

76

1.00

165

close

76

1.00

-20.00

10157.59

166

sell

77

1.00

167

modify

77

1.00

168

t/p

77

1.00

1637.50

11795.09

169

buy

78

1.20

170

close

78

1.20

-404.88

11390.21

171

sell

79

1.10

172

close

79

1.10

-306.35

11083.86

173

sell

80

1.10

174

t/p

80

1.10

936.65

12020.51

175

buy

81

1.20

176

s/l

81

1.20

-420.00

11600.51

177

sell

82

1.20

178

s/l

82

1.20

-516.00

11084.51

179

sell

83

1.10

180

s/l

83

1.10

-948.75

10135.76

181

sell

84

1.00

182

s/l

84

1.00

-380.00

9755.76

183

sell

85

1.00

184

s/l

85

1.00

-548.50

9207.26

185

sell

86

0.90

186

t/p

86

0.90

769.05

9976.31

187

sell

87

1.00

188

s/l

87

1.00

-688.50

9287.81

189

sell

88

0.90

190

s/l

88

0.90

-708.30

8579.51

191

buy

89

0.90

192

t/p

89

0.90

765.00

9344.51

193

buy

90

0.90

194

t/p

90

0.90

765.00

10109.51

195

buy

91

1.00

196

t/p

91

1.00

846.30

10955.81

197

sell

92

1.10

198

t/p

92

1.10

936.65

11892.46

199

sell

93

1.20

200

modify

93

1.20

201

close

93

1.20

-24.00

11868.46

202

sell

94

1.20

203

t/p

94

1.20

1021.80

12890.26

204

buy

95

1.30

205

modify

95

1.30

206

close

95

1.30

-26.00

12864.26

207

buy

96

1.30

208

modify

96

1.30

209

close

96

1.30

404.95

13269.21

210

sell

97

1.30

211

close

97

1.30

-243.10

13026.11

212

buy

98

1.30

213

modify

98

1.30

214

t/p

98

1.30

1105.00

14131.11

215

sell

99

1.40

216

s/l

99

1.40

-767.90

13363.21

217

sell

100

1.30

218

s/l

100

1.30

-728.00

12635.21

219

sell

101

1.30

220

s/l

101

1.30

-564.20

12071.01

221

sell

102

1.20

222

t/p

102

1.20

1023.60

13094.61

223

buy

103

1.30

224

t/p

103

1.30

1085.76

14180.37

225

sell

104

1.40

226

s/l

104

1.40

-835.80

13344.57

227

sell

105

1.30

228

modify

105

1.30

229

close

105

1.30

861.90

14206.47

230

buy

106

1.40

231

close

106

1.40

498.82

14705.29

232

sell

107

1.50

233

close

107

1.50

-353.25

14352.04

234

sell

108

1.40

235

close

108

1.40

-252.00

14100.04

236

sell

109

1.40

237

s/l

109

1.40

-445.90

13654.14

238

sell

110

1.40

239

close

110

1.40

-126.00

13528.14

240

sell

111

1.40

241

t/p

111

1.40

1198.40

14726.54

242

buy

112

1.50

243

s/l

112

1.50

-511.65

14214.89

244

buy

113

1.40

245

modify

113

1.40

246

t/p

113

1.40

2264.92

16479.81

247

sell

114

1.60

248

modify

114

1.60

249

close

114

1.60

1198.40

17678.21

250

buy

115

1.80

251

modify

115

1.80

252

close

115

1.80

-36.00

17642.21

253

buy

116

1.80

254

close

116

1.80

-720.00

16922.21

255

sell

117

1.70

256

t/p

117

1.70

1457.75

18379.96

257

buy

118

1.80

258

s/l

118

1.80

-481.32

17898.64

259

sell

119

1.80

260

t/p

119

1.80

1530.00

19428.64

261

buy

120

1.90

262

t/p

120

1.90

1607.97

21036.61

263

sell

121

2.10

264

modify

121

2.10

265

close

121

2.10

799.05

21835.66

266

sell

122

2.20

267

close

122

2.20

-804.10

21031.56

268

sell

123

2.10

269

close

123

2.10

-924.00

20107.56

270

buy

124

2.00

271

modify

124

2.00

272

close

124

2.00

1040.00

21147.56

273

buy

125

2.10

274

modify

125

2.10

275

close

125

2.10

475.23

21622.79

276

sell

126

2.20

277

t/p

126

2.20

1889.80

23512.59

278

sell

127

2.40

279

modify

127

2.40

280

t/p

127

2.40

3998.40

27510.99

281

buy

128

2.80

282

t/p

128

2.80

2359.28

29870.27

283

sell

129

3.00

284

modify

129

3.00

285

close

129

3.00

2233.50

32103.77

286

buy

130

3.20

287

close

130

3.20

356.80

32460.57

288

sell

131

3.20

289

close

131

3.20

73.60

32534.17

290

buy

132

3.30

291

modify

132

3.30

292

close

132

3.30

-66.00

32468.17

293

sell

133

3.20

294

close

133

3.20

-955.20

31512.97

295

sell

134

3.20

296

close

134

3.20

275.20

31788.17

297

buy

135

3.20

298

modify

135

3.20

299

close

135

3.20

-64.00

31724.17

300

sell

136

3.20

301

s/l

136

3.20

-768.00

30956.17

302

sell

137

3.10

303

close

137

3.10

-93.00

30863.17

304

sell

138

3.10

305

close

138

3.10

-217.00