Symbol

GBPUSD (Great Britan vs US Dollar)

Period

30 Minutes (M30) 2001.12.31 18:00 - 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=143; ZamedlenieStocha=52; UrovenVerx=78; UrovenNiz=17; TakeProfit=87; LotSdelki=0.3; StopLoss=60; Otstup=82; ZakritieMA=true; PeriodMA=40; PostoiannoeIzmenenieLota=true; Chast=0.1; StopMAStDev12=true; PeriodStDev1=181; PeriodStDev2=121; FiltrOsChayka=false; PeriodOsChayka=19; ZamedlenieOsChayka=4; FiltrMomUsrednenniy=true; PeriodMoma=390; ZamedlenieMoma=63; FiltrMomUsrednenniy2=true; UrovenMomUsrednenniy2=1.8; PeriodMoma2=16; ZamedlenieMoma2=22;

Bars in test

66111

Ticks modelled

132122

Modelling quality

n/a

Initial deposit

3000.00

Total net profit

66179.92

Gross profit

107656.92

Gross loss

-41477.00

Profit factor

2.60

Expected payoff

525.24

Absolute drawdown

645.00

Maximal drawdown

6447.88 (11.45%)

Relative drawdown

31.51% (5823.44)

Total trades

126

Short positions (won %)

78 (56.41%)

Long positions (won %)

48 (70.83%)

Profit trades (% of total)

78 (61.90%)

Loss trades (% of total)

48 (38.10%)

Largest

profit trade

5312.00

loss trade

-3696.00

Average

profit trade

1380.22

loss trade

-864.10

Maximum

consecutive wins (profit in money)

9 (28868.74)

consecutive losses (loss in money)

4 (-5823.44)

Maximal

consecutive profit (count of wins)

28868.74 (9)

consecutive loss (count of losses)

-5823.44 (4)

Average

consecutive wins

3

consecutive losses

2

Символ

GBPUSD (Great Britan vs US Dollar)

Период

30 Минут (M30) 2001.12.31 18:00 - 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=143; ZamedlenieStocha=52; UrovenVerx=78; UrovenNiz=17; TakeProfit=87; LotSdelki=0.3; StopLoss=60; Otstup=82; ZakritieMA=true; PeriodMA=40; PostoiannoeIzmenenieLota=true; Chast=0.1; StopMAStDev12=true; PeriodStDev1=181; PeriodStDev2=121; FiltrOsChayka=false; PeriodOsChayka=19; ZamedlenieOsChayka=4; FiltrMomUsrednenniy=true; PeriodMoma=390; ZamedlenieMoma=63; FiltrMomUsrednenniy2=true; UrovenMomUsrednenniy2=1.8; PeriodMoma2=16; ZamedlenieMoma2=22;

Баров в истории

65000

Смоделировано тиков

129900

Качество моделирования

n/a

Начальный депозит

3000.00

Чистая прибыль

66179.92

Общая прибыль

107656.92

Общий убыток

-41477.00

Прибыльность

2.60

Матожидание выигрыша

525.24

Абсолютная просадка

645.00

Максимальная просадка

6447.88 (11.45%)

Относительная просадка

31.51% (5823.44)

Всего сделок

126

Короткие позиции (% выигравших)

78 (56.41%)

Длинные позиции (% выигравших)

48 (70.83%)

Прибыльные сделки (% от всех)

78 (61.90%)

Убыточные сделки (% от всех)

48 (38.10%)

Самая большая

прибыльная сделка

5312.00

убыточная сделка

-3696.00

Средняя

прибыльная сделка

1380.22

убыточная сделка

-864.10

Максимальное количество

непрерывных выигрышей (прибыль)

9 (28868.74)

непрерывных проигрышей (убыток)

4 (-5823.44)

Максимальная

непрерывная прибыль (число выигрышей)

28868.74 (9)

непрерывный убыток (число проигрышей)

-5823.44 (4)

Средний

непрерывный выигрыш

3

непрерывный проигрыш

2

#

Time

Type

Order

Lots

Price

S / L

T / P

Profit

Balance

1

2005.01.06 05:00

buy

1

0.30

2

2005.01.06 11:00

s/l

1

0.30

-402.00

2598.00

3

buy

2

0.30

4

s/l

2

0.30

-243.00

2355.00

5

sell

3

0.20

6

t/p

3

0.20

166.08

2521.08

7

buy

4

0.30

8

t/p

4

0.30

248.19

2769.27

9

sell

5

0.30

10

t/p

5

0.30

249.00

3018.27

11

sell

6

0.30

12

t/p

6

0.30

249.12

3267.39

13

sell

7

0.30

14

s/l

7

0.30

-245.64

3021.75

15

sell

8

0.30

16

s/l

8

0.30

-201.00

2820.75

17

sell

9

0.30

18

t/p

9

0.30

249.12

3069.87

19

buy

10

0.30

20

s/l

10

0.30

-153.81

2916.06

21

sell

11

0.30

22

t/p

11

0.30

249.48

3165.54

23

buy

12

0.30

24

t/p

12

0.30

249.00

3414.54

25

sell

13

0.30

26

t/p

13

0.30

249.12

3663.66

27

buy

14

0.40

28

t/p

14

0.40

330.92

3994.58

29

sell

15

0.40

30

close

15

0.40

148.32

4142.90

31

buy

16

0.40

32

t/p

16

0.40

327.68

4470.58

33

buy

17

0.40

34

t/p

17

0.40

330.92

4801.50

35

sell

18

0.50

36

t/p

18

0.50

415.00

5216.50

37

sell

19

0.50

38

s/l

19

0.50

-374.80

4841.70

39

buy

20

0.50

40

s/l

20

0.50

-230.00

4611.70

41

buy

21

0.50

42

close

21

0.50

-280.40

4331.30

43

sell

22

0.40

44

t/p

22

0.40

332.16

4663.46

45

buy

23

0.50

46

s/l

23

0.50

-350.00

4313.46

47

buy

24

0.40

48

s/l

24

0.40

-283.24

4030.22

49

buy

25

0.40

50

s/l

25

0.40

-230.16

3800.06

51

sell

26

0.40

52

t/p

26

0.40

332.00

4132.06

53

buy

27

0.40

54

t/p

27

0.40

330.92

4462.98

55

sell

28

0.40

56

close

28

0.40

-28.00

4434.98

57

sell

29

0.40

58

s/l

29

0.40

-199.84

4235.14

59

buy

30

0.40

60

t/p

30

0.40

330.92

4566.06

61

sell

31

0.50

62

t/p

31

0.50

415.20

4981.26

63

buy

32

0.50

64

t/p

32

0.50

415.00

5396.26

65

sell

33

0.50

66

t/p

33

0.50

415.80

5812.06

67

sell

34

0.60

68

modify

34

0.60

69

close

34

0.60

-18.00

5794.06

70

sell

35

0.60

71

s/l

35

0.60

-354.00

5440.06

72

sell

36

0.50

73

s/l

36

0.50

-260.00

5180.06

74

sell

37

0.50

75

t/p

37

0.50

415.40

5595.46

76

buy

38

0.60

77

t/p

38

0.60

496.38

6091.84

78

buy

39

0.60

79

t/p

39

0.60

493.14

6584.98

80

sell

40

0.70

81

t/p

40

0.70

582.12

7167.10

82

buy

41

0.70

83

close

41

0.70

147.00

7314.10

84

buy

42

0.70

85

t/p

42

0.70

579.11

7893.21

86

sell

43

0.80

87

t/p

43

0.80

664.00

8557.21

88

buy

44

0.90

89

s/l

44

0.90

-727.29

7829.92

90

sell

45

0.80

91

t/p

45

0.80

664.32

8494.24

92

buy

46

0.80

93

t/p

46

0.80

664.00

9158.24

94

sell

47

0.90

95

s/l

47

0.90

-773.64

8384.60

96

sell

48

0.80

97

s/l

48

0.80

-591.04

7793.56

98

sell

49

0.80

99

close

49

0.80

-120.00

7673.56

100

sell

50

0.80

101

t/p

50

0.80

664.00

8337.56

102

buy

51

0.80

103

t/p

51

0.80

657.52

8995.08

104

buy

52

0.90

105

t/p

52

0.90

739.71

9734.79

106

buy

53

1.00

107

s/l

53

1.00

-910.00

8824.79

108

sell

54

0.90

109

t/p

54

0.90

747.00

9571.79

110

buy

55

1.00

111

t/p

55

1.00

830.00

10401.79

112

sell

56

1.00

113

s/l

56

1.00

-500.00

9901.79

114

sell

57

1.00

115

s/l

57

1.00

-540.00

9361.79

116

sell

58

0.90

117

t/p

58

0.90

748.08

10109.87

118

buy

59

1.00

119

s/l

59

1.00

-400.00

9709.87

120

sell

60

1.00

121

t/p

60

1.00

830.40

10540.27

122

sell

61

1.10

123

t/p

61

1.10

915.20

11455.47

124

sell

62

1.10

125

t/p

62

1.10

913.44

12368.91

126

buy

63

1.20

127

t/p

63

1.20

996.00

13364.91

128

sell

64

1.30

129

modify

64

1.30

130

close

64

1.30

-117.00

13247.91

131

sell

65

1.30

132

s/l

65

1.30

-390.00

12857.91

133

sell

66

1.30

134

t/p

66

1.30

1079.52

13937.43

135

buy

67

1.40

136

t/p

67

1.40

1162.00

15099.43

137

sell

68

1.50

138

s/l

68

1.50

-1047.60

14051.83

139

sell

69

1.40

140

close

69

1.40

-630.00

13421.83

141

sell

70

1.30

142

t/p

70

1.30

1081.60

14503.43

143

buy

71

1.50

144

t/p

71

1.50

1236.90

15740.33

145

sell

72

1.60

146

t/p

72

1.60

1328.00

17068.33

147

sell

73

1.70

148

t/p

73

1.70

1411.68

18480.01

149

sell

74

1.80

150

s/l

74

1.80

-1582.56

16897.45

151

sell

75

1.70

152

s/l

75

1.70

-1411.00

15486.45

153

sell

76

1.50

154

s/l

76

1.50

-1095.00

14391.45

155

sell

77

1.40

156

s/l

77

1.40

-1734.88

12656.57

157

buy

78

1.30

158

t/p

78

1.30

1079.00

13735.57

159

sell

79

1.40

160

t/p

79

1.40

1163.68

14899.25

161

sell

80

1.50

162

t/p

80

1.50

1245.00

16144.25

163

sell

81

1.60

164

modify

81

1.60

165

close

81

1.60

-240.00

15904.25

166

buy

82

1.60

167

s/l

82

1.60

-1733.60

14170.65

168

sell

83

1.40

169

t/p

83

1.40

1162.00

15332.65

170

buy

84

1.50

171

t/p

84

1.50

1240.95

16573.60

172

buy

85

1.70

173

t/p

85

1.70

1406.41

17980.01

174

sell

86

1.80

175

t/p

86

1.80

1494.72

19474.73

176

buy

87

1.90

177

t/p

87

1.90

1561.61

21036.34

178

sell

88

2.10

179

s/l

88

2.10

-1764.00

19272.34

180

sell

89

1.90

181

s/l

89

1.90

-1577.00

17695.34

182

buy

90

1.80

183

t/p

90

1.80

1494.00

19189.34

184

sell

91

1.90

185

s/l

91

1.90

-969.00

18220.34

186

sell

92

1.80

187

s/l

92

1.80

-918.00

17302.34

188

sell

93

1.70

189

s/l

93

1.70

-645.32

16657.02

190

buy

94

1.70

191

t/p

94

1.70

1406.41

18063.43

192

sell

95

1.80

193

s/l

95

1.80

-1222.56

16840.87

194

sell

96

1.70

195

modify

96

1.70

196

close

96

1.70

2142.68

18983.55

197

buy

97

1.90

198

t/p

97

1.90

1577.00

20560.55

199

sell

98

2.10

200

t/p

98

2.10

1745.52

22306.07

201

buy

99

2.20

202

t/p

99

2.20

1808.18

24114.25

203

sell

100

2.40

204

s/l

100

2.40

-1296.00

22818.25

205

sell

101

2.30

206

s/l

101

2.30

-1378.16

21440.09

207

sell

102

2.10

208

t/p

102

2.10

1743.84

23183.93

209

buy

103

2.30

210

t/p

103

2.30

1909.00

25092.93

211

sell

104

2.50

212

t/p

104

2.50

2076.00

27168.93

213

buy

105

2.70

214

t/p

105

2.70

2233.71

29402.64

215

sell

106

2.90

216

s/l

106

2.90

-1972.00

27430.64

217

sell

107

2.70

218

t/p

107

2.70

2242.08

29672.72

219

buy

108

3.00

220

t/p

108

3.00

2490.00

32162.72

221

buy

109

3.20

222

t/p

109

3.20

2647.36

34810.08

223

sell

110

3.50

224

t/p

110

3.50

2906.40

37716.48

225

buy

111

3.80

226

modify

111

3.80

227

close

111

3.80

3333.74

41050.22

228

sell

112

4.10

229

t/p

112

4.10

3403.00

44453.22

230

buy

113

4.40

231

t/p

113

4.40

3616.36

48069.58

232

sell

114

4.80

233

t/p

114

4.80

3984.00

52053.58

234

buy

115

5.20

235

t/p

115

5.20

4245.80

56299.38

236

sell

116

5.60

237

s/l

116

5.60

-3696.00

52603.38

238

sell

117

5.30

239

close

117

5.30

-1640.88

50962.50

240

sell

118

5.10

241

close

118

5.10

969.00

51931.50

242

sell

119

5.20

243

s/l

119

5.20

-2080.00

49851.50

244

sell

120

5.00

245

t/p

120

5.00

4150.00

54001.50

246

buy

121

5.40

247

s/l

121

5.40

-2660.58

51340.92

248

sell

122

5.10

249

t/p

122

5.10

4235.04

55575.96

250

sell

123

5.60

251

modify

123

5.60

252

t/p

123

5.60

4650.24

60226.20

253

buy

124

6.00

254

close

124

6.00

-1260.00

58966.20

255

sell

125

5.90

256

t/p

125

5.90

4901.72

63867.92

257

2007.02.28 07:00

sell

126

6.40

258

2007.02.28 10:00

t/p

126

6.40

5312.00

69179.92