Strategy Tester Report
FT_FXRaider'a
DigitalDealing-Server (Build 218)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период4 Часа (H4) 2003.11.03 00:00 - 2007.12.28 23:59 (2003.11.01 - 2008.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
Параметрыp="настройка временых периодов для работы:"; perW=10080; perD=1440; perH4=240; w="настройка индикаторов для perW(недельного графика):"; WRedMAPer=75; WBlueMAPer=35; WAwesomePer1=43; WAwesomePer2=13; d="настройка индикаторов для perD(дневного графика):"; TMAPer=34; SarShag=0.02; SarMax=0.2; c="настройка закрытия сделки:"; daytrend=0; n="настройка фильтров сделок:"; barsfilter=0; maxdropmonth=0.1; e="настройка наращивания обьема позиций по тренду:"; Adds=1; AddsPips=200; r="настройка реинвестирования:"; reinvest=true; MaximumRisk=0.01; o="настройка обьема сделки:"; Lots=0.01;
Баров в истории7500Смоделировано тиков13997Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит5000.00
Чистая прибыль6908.50Общая прибыль11916.67Общий убыток-5008.17
Прибыльность2.38Матожидание выигрыша78.51
Абсолютная просадка17.00Максимальная просадка3970.63 (27.87%)Относительная просадка27.87% (3970.63)
Всего сделок88Короткие позиции (% выигравших)13 (15.38%)Длинные позиции (% выигравших)75 (41.33%)
Прибыльные сделки (% от всех)33 (37.50%)Убыточные сделки (% от всех)55 (62.50%)
Самая большаяприбыльная сделка1397.49убыточная сделка-710.76
Средняяприбыльная сделка361.11убыточная сделка-91.06
Максимальное количествонепрерывных выигрышей (прибыль)7 (6026.38)непрерывных проигрышей (убыток)9 (-745.75)
Максимальнаянепрерывная прибыль (число выигрышей)6026.38 (7)непрерывный убыток (число проигрышей)-745.75 (9)
Среднийнепрерывный выигрыш2непрерывный проигрыш4
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12003.11.17 12:00buy10.101.69221.68500.0000
22003.11.27 12:00buy20.051.71371.70220.0000
32003.11.27 12:00modify10.101.69221.70220.0000
42003.12.09 00:00buy30.081.73411.72370.0000
52003.12.09 00:00modify10.101.69221.72370.0000
62003.12.09 00:00modify20.051.71371.72370.0000
72003.12.16 20:00buy40.121.75601.74410.0000
82003.12.16 20:00modify10.101.69221.74410.0000
92003.12.16 20:00modify20.051.71371.74410.0000
102003.12.16 20:00modify30.081.73411.74410.0000
112003.12.26 00:00buy50.181.77621.76600.0000
122003.12.26 00:00modify10.101.69221.76600.0000
132003.12.26 00:00modify20.051.71371.76600.0000
142003.12.26 00:00modify30.081.73411.76600.0000
152003.12.26 00:00modify40.121.75601.76600.0000
162004.01.05 08:00buy60.271.79641.78620.0000
172004.01.05 08:00modify10.101.69221.78620.0000
182004.01.05 08:00modify20.051.71371.78620.0000
192004.01.05 08:00modify30.081.73411.78620.0000
202004.01.05 08:00modify40.121.75601.78620.0000
212004.01.05 08:00modify50.181.77621.78620.0000
222004.01.06 12:00buy70.401.82141.80640.0000
232004.01.06 12:00modify10.101.69221.80640.0000
242004.01.06 12:00modify20.051.71371.80640.0000
252004.01.06 12:00modify30.081.73411.80640.0000
262004.01.06 12:00modify40.121.75601.80640.0000
272004.01.06 12:00modify50.181.77621.80640.0000
282004.01.06 12:00modify60.271.79641.80640.0000
292004.01.09 16:00buy80.601.84331.83140.0000
302004.01.09 16:00modify10.101.69221.83140.0000
312004.01.09 16:00modify20.051.71371.83140.0000
322004.01.09 16:00modify30.081.73411.83140.0000
332004.01.09 16:00modify40.121.75601.83140.0000
342004.01.09 16:00modify50.181.77621.83140.0000
352004.01.09 16:00modify60.271.79641.83140.0000
362004.01.09 16:00modify70.401.82141.83140.0000
372004.01.15 00:00s/l10.101.83141.83140.00001397.496397.49
382004.01.15 00:00s/l20.051.83141.83140.0000590.716988.19
392004.01.15 00:00s/l30.081.83141.83140.0000781.217769.40
402004.01.15 00:00s/l40.121.83141.83140.0000908.268677.66
412004.01.15 00:00s/l50.181.83141.83140.0000996.849674.50
422004.01.15 00:00s/l60.271.83141.83140.0000947.9210622.41
432004.01.15 00:00s/l70.401.83141.83140.0000403.9611026.37
442004.01.15 00:00s/l80.601.83141.83140.0000-710.7610315.61
452004.02.04 20:00buy90.101.83451.82670.0000
462004.02.09 12:00buy100.051.85871.84450.0000
472004.02.09 12:00modify90.101.83451.84450.0000
482004.02.11 20:00buy110.081.88791.86870.0000
492004.02.11 20:00modify90.101.83451.86870.0000
502004.02.11 20:00modify100.051.85871.86870.0000
512004.02.18 04:00buy120.121.90851.89790.0000
522004.02.18 04:00modify90.101.83451.89790.0000
532004.02.18 04:00modify100.051.85871.89790.0000
542004.02.18 04:00modify110.081.88791.89790.0000
552004.02.18 20:00s/l90.101.89791.89790.0000635.2610950.87
562004.02.18 20:00s/l100.051.89791.89790.0000196.4111147.28
572004.02.18 20:00s/l110.081.89791.89790.000080.5011227.78
582004.02.18 20:00s/l120.121.89791.89790.0000-127.2011100.58
592004.02.26 00:00buy130.101.87171.86590.0000
602004.02.26 12:00s/l130.101.86591.86590.0000-58.0011042.58
612004.05.27 04:00buy140.101.81811.80210.0000
622004.05.28 04:00buy150.051.83851.82810.0000
632004.05.28 04:00modify140.101.81811.82810.0000
642004.06.01 04:00s/l140.101.82811.82810.0000100.2711142.85
652004.06.01 04:00s/l150.051.82811.82810.0000-51.9111090.94
662004.06.01 12:00buy160.101.84121.82760.0000
672004.06.09 16:00s/l160.101.82761.82760.0000-135.2810955.66
682004.06.17 08:00buy170.101.82881.81630.0000
692004.06.23 12:00s/l170.101.81631.81630.0000-124.6410831.02
702004.07.06 00:00buy180.101.82861.82530.0000
712004.07.07 12:00buy190.051.85301.83860.0000
722004.07.07 12:00modify180.101.82861.83860.0000
732004.07.16 16:00buy200.081.87491.86300.0000
742004.07.16 16:00modify180.101.82861.86300.0000
752004.07.16 16:00modify190.051.85301.86300.0000
762004.07.20 04:00s/l180.101.86301.86300.0000345.2611176.28
772004.07.20 04:00s/l190.051.86301.86300.000050.5911226.87
782004.07.20 04:00s/l200.081.86301.86300.0000-95.0611131.81
792004.07.20 04:00buy210.101.86461.85910.0000
802004.07.20 12:00s/l210.101.85911.85910.0000-55.0011076.81
812004.10.20 08:00buy220.101.80181.79290.0000
822004.10.21 12:00buy230.051.82941.81180.0000
832004.10.21 12:00modify220.101.80181.81180.0000
842004.11.05 20:00buy240.081.85381.83940.0000
852004.11.05 20:00modify220.101.80181.83940.0000
862004.11.05 20:00modify230.051.82941.83940.0000
872004.11.11 16:00s/l220.101.83941.83940.0000378.1611454.97
882004.11.11 16:00s/l230.051.83941.83940.000050.9511505.92
892004.11.11 16:00s/l240.081.83941.83940.0000-114.7711391.15
902004.11.15 20:00buy250.101.84621.84200.0000
912004.11.23 12:00buy260.051.86691.85620.0000
922004.11.23 12:00modify250.101.84621.85620.0000
932004.11.25 16:00buy270.081.88711.87690.0000
942004.11.25 16:00modify250.101.84621.87690.0000
952004.11.25 16:00modify260.051.86691.87690.0000
962004.11.30 16:00buy280.121.91211.89710.0000
972004.11.30 16:00modify250.101.84621.89710.0000
982004.11.30 16:00modify260.051.86691.89710.0000
992004.11.30 16:00modify270.081.88711.89710.0000
1002004.12.02 00:00buy290.181.93441.92210.0000
1012004.12.02 00:00modify250.101.84621.92210.0000
1022004.12.02 00:00modify260.051.86691.92210.0000
1032004.12.02 00:00modify270.081.88711.92210.0000
1042004.12.02 00:00modify280.121.91211.92210.0000
1052004.12.02 20:00s/l250.101.92211.92210.0000760.7112151.86
1062004.12.02 20:00s/l260.051.92211.92210.0000276.5012428.35
1072004.12.02 20:00s/l270.081.92211.92210.0000280.5012708.86
1082004.12.02 20:00s/l280.121.92211.92210.0000120.4312829.29
1092004.12.02 20:00s/l290.181.92211.92210.0000-221.4012607.89
1102004.12.06 20:00buy300.101.94281.92380.0000
1112004.12.08 16:00s/l300.101.92381.92380.0000-189.8212418.07
1122004.12.21 12:00buy310.101.93591.92880.0000
1132004.12.21 16:00s/l310.101.92881.92880.0000-71.0012347.07
1142004.12.29 00:00buy320.101.92881.92550.0000
1152004.12.29 04:00s/l320.101.92551.92550.0000-33.0012314.07
1162005.02.18 16:00buy330.101.89471.87900.0000
1172005.02.25 20:00buy340.051.91761.90470.0000
1182005.02.25 20:00modify330.101.89471.90470.0000
1192005.03.21 12:00s/l330.101.90471.90470.0000102.6112416.68
1202005.03.21 12:00s/l340.051.90471.90470.0000-63.5112353.17
1212005.04.25 08:00buy350.101.91251.90570.0000
1222005.04.26 12:00s/l350.101.90571.90570.0000-67.9112285.26
1232005.05.02 00:00buy360.101.90701.90460.0000
1242005.05.02 04:00s/l360.101.90461.90460.0000-24.0012261.26
1252005.05.06 08:00buy370.101.90181.89850.0000
1262005.05.06 12:00s/l370.101.89851.89850.0000-33.0012228.26
1272005.07.26 00:00sell380.101.74711.75360.0000
1282005.07.28 16:00s/l380.101.75361.75360.0000-66.2012162.06
1292005.09.27 00:00sell390.101.77841.78330.0000
1302005.10.03 04:00sell400.051.75421.76840.0000
1312005.10.03 04:00modify390.101.77841.76840.0000
1322005.10.06 04:00s/l390.101.76841.76840.000096.7012258.76
1332005.10.06 04:00s/l400.051.76841.76840.0000-71.7512187.01
1342005.11.11 12:00sell410.101.74091.75150.0000
1352005.11.16 16:00sell420.051.71551.73090.0000
1362005.11.16 16:00modify410.101.74091.73090.0000
1372005.11.29 00:00s/l410.101.73091.73090.000095.2012282.21
1382005.11.29 00:00s/l420.051.73091.73090.0000-78.9512203.26
1392005.12.28 08:00sell430.101.73261.73740.0000
1402005.12.28 12:00s/l430.101.73741.73740.0000-48.0012155.26
1412005.12.28 20:00sell440.101.71551.74070.0000
1422006.01.03 20:00s/l440.101.74071.74070.0000-253.8011901.46
1432006.02.09 08:00sell450.101.74471.74630.0000
1442006.02.09 12:00s/l450.101.74631.74630.0000-16.0011885.46
1452006.02.09 12:00sell460.101.74171.74630.0000
1462006.02.10 04:00s/l460.101.74631.74630.0000-46.3011839.16
1472006.02.13 04:00sell470.101.74141.75740.0000
1482006.03.01 12:00s/l470.101.75741.75740.0000-164.8011674.36
1492006.03.09 04:00sell480.101.73711.74260.0000
1502006.03.14 20:00s/l480.101.74261.74260.0000-55.9011618.46
1512006.03.30 12:00sell490.101.73921.74370.0000
1522006.03.30 20:00s/l490.101.74371.74370.0000-45.0011573.46
1532006.04.04 00:00sell500.101.73931.74300.0000
1542006.04.04 12:00s/l500.101.74301.74300.0000-37.0011536.46
1552006.07.28 08:00buy510.101.85861.84860.0000
1562006.08.03 16:00buy520.051.88801.86860.0000
1572006.08.03 16:00modify510.101.85861.86860.0000
1582006.08.04 16:00buy530.081.90961.89800.0000
1592006.08.04 16:00modify510.101.85861.89800.0000
1602006.08.04 16:00modify520.051.88801.89800.0000
1612006.08.09 04:00s/l510.101.89801.89800.0000394.9011931.36
1622006.08.09 04:00s/l520.051.89801.89800.000050.1811981.54
1632006.08.09 04:00s/l530.081.89801.89800.0000-92.5811888.96
1642006.08.30 00:00buy540.101.89951.88970.0000
1652006.09.06 12:00s/l540.101.88971.88970.0000-97.3711791.59
1662006.10.31 04:00buy550.101.90111.89820.0000
1672006.10.31 12:00s/l550.101.89821.89820.0000-29.0011762.59
1682006.10.31 20:00buy560.101.90731.89560.0000
1692006.11.06 12:00s/l560.101.89561.89560.0000-116.4611646.13
1702006.11.08 08:00buy570.101.90641.89840.0000
1712006.11.09 16:00s/l570.101.89841.89840.0000-79.7311566.40
1722006.11.13 16:00buy580.101.90241.90000.0000
1732006.11.13 20:00s/l580.101.90001.90000.0000-24.0011542.40
1742006.11.28 12:00buy590.101.94361.93670.0000
1752006.11.30 20:00buy600.051.96721.95360.0000
1762006.11.30 20:00modify590.101.94361.95360.0000
1772006.12.08 16:00s/l590.101.95361.95360.0000101.0811643.48
1782006.12.08 16:00s/l600.051.95361.95360.0000-67.6411575.84
1792006.12.13 20:00buy610.101.96491.95570.0000
1802006.12.15 12:00s/l610.101.95571.95570.0000-91.6411484.20
1812006.12.21 00:00buy620.101.96541.95880.0000
1822006.12.21 16:00s/l620.101.95881.95880.0000-66.0011418.20
1832007.01.19 16:00buy630.101.97281.96380.0000
1842007.01.26 00:00s/l630.101.96381.96380.0000-89.3711328.83
1852007.02.05 04:00buy640.101.96541.95990.0000
1862007.02.05 12:00s/l640.101.95991.95990.0000-55.0011273.83
1872007.02.28 00:00buy650.101.96441.95990.0000
1882007.02.28 12:00s/l650.101.95991.95990.0000-45.0011228.83
1892007.03.23 00:00buy660.101.96471.96110.0000
1902007.03.23 12:00s/l660.101.96111.96110.0000-36.0011192.83
1912007.03.26 16:00buy670.101.96771.95700.0000
1922007.03.30 12:00s/l670.101.95701.95700.0000-106.4611086.37
1932007.04.04 00:00buy680.101.97451.96910.0000
1942007.04.05 16:00s/l680.101.96911.96910.0000-53.7311032.64
1952007.04.17 04:00buy690.101.99021.98200.0000
1962007.04.18 12:00buy700.052.01142.00020.0000
1972007.04.18 12:00modify690.101.99022.00020.0000
1982007.04.19 12:00s/l690.102.00022.00020.0000100.3611133.00
1992007.04.19 12:00s/l700.052.00022.00020.0000-55.8711077.13
2002007.05.02 00:00buy710.101.99861.99130.0000
2012007.05.02 12:00s/l710.101.99131.99130.0000-73.0011004.13
2022007.05.08 04:00buy720.101.99491.98910.0000
2032007.05.08 20:00s/l720.101.98911.98910.0000-58.0010946.13
2042007.06.22 08:00buy730.101.99371.98860.0000
2052007.07.02 20:00buy740.052.01662.00370.0000
2062007.07.02 20:00modify730.101.99372.00370.0000
2072007.07.16 12:00buy750.082.03982.02660.0000
2082007.07.16 12:00modify730.101.99372.02660.0000
2092007.07.16 12:00modify740.052.01662.02660.0000
2102007.07.23 08:00buy760.122.06012.04980.0000
2112007.07.23 08:00modify730.101.99372.04980.0000
2122007.07.23 08:00modify740.052.01662.04980.0000
2132007.07.23 08:00modify750.082.03982.04980.0000
2142007.07.25 20:00s/l730.102.04982.04980.0000563.7911509.92
2152007.07.25 20:00s/l740.052.04982.04980.0000167.0411676.96
2162007.07.25 20:00s/l750.082.04982.04980.000080.6511757.61
2172007.07.25 20:00s/l760.122.04982.04980.0000-123.3811634.22
2182007.08.09 16:00buy770.102.02492.02000.0000
2192007.08.10 08:00s/l770.102.02002.02000.0000-48.9111585.31
2202007.09.11 00:00buy780.102.02772.02270.0000
2212007.09.14 00:00s/l780.102.02272.02270.0000-49.5511535.76
2222007.09.27 12:00buy790.102.02282.00830.0000
2232007.09.28 20:00buy800.052.04442.03280.0000
2242007.09.28 20:00modify790.102.02282.03280.0000
2252007.10.04 00:00s/l790.102.03282.03280.0000100.6311636.39
2262007.10.04 00:00s/l800.052.03282.03280.0000-57.7311578.66
2272007.10.05 12:00buy810.102.03602.03000.0000
2282007.10.09 12:00s/l810.102.03002.03000.0000-59.8211518.84
2292007.10.11 08:00buy820.102.03992.03010.0000
2302007.10.12 08:00s/l820.102.03012.03010.0000-97.9111420.93
2312007.10.16 16:00buy830.102.03502.02790.0000
2322007.10.22 20:00s/l830.102.02792.02790.0000-70.4611350.47
2332007.10.25 00:00buy840.102.04972.03480.0000
2342007.10.31 08:00buy850.052.06982.05970.0000
2352007.10.31 08:00modify840.102.04972.05970.0000
2362007.11.07 04:00buy860.082.09172.07980.0000
2372007.11.07 04:00modify840.102.04972.07980.0000
2382007.11.07 04:00modify850.052.06982.07980.0000
2392007.11.09 08:00buy870.122.11252.10170.0000
2402007.11.09 08:00modify840.102.04972.10170.0000
2412007.11.09 08:00modify850.052.06982.10170.0000
2422007.11.09 08:00modify860.082.09172.10170.0000
2432007.11.09 16:00s/l840.102.10172.10170.0000521.3511871.82
2442007.11.09 16:00s/l850.052.10172.10170.0000160.0012031.82
2452007.11.09 16:00s/l860.082.10172.10170.000080.2912112.10
2462007.11.09 16:00s/l870.122.10172.10170.0000-129.6011982.50
2472007.11.28 00:00buy880.102.06882.06140.0000
2482007.11.28 12:00s/l880.102.06142.06140.0000-74.0011908.50