Strategy Tester Report
Stochastic_v1_mod

СимволGBPUSD (Great Britan vs US Dollar)
Период4 Часа (H4) 2007.01.02 00:00 - 2007.03.29 00:00 (2007.01.01 - 2007.03.29)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
ПараметрыExpertID=1005; Stoch_period=8; Env_period=25; Env_shift=1; Env_deviation=20; LimitCross=false; TP=250; SL=63; Slippage=3; _Parameters_Trailing="---------- Параметры трала"; UseTrailing=true; ProfitTrailing=true; TrailingStop=55; TrailingStep=15; _Parameters_b_Lots="---------- Параметры модуля расчёта лота"; LotsWayChoice=1; Lots=0.1; LotsPercent=10; LotsDeltaDepo=500; LotsDepoForOne=500; LotsMax=1000;
Баров в истории1353Смоделировано тиков335615Качество моделирования89.75%
Начальный депозит1000.00
Чистая прибыль2559.60Общая прибыль4916.64Общий убыток-2357.04
Прибыльность2.09Матожидание выигрыша63.99
Абсолютная просадка0.00Максимальная просадка631.44 (20.21%)Относительная просадка20.21% (631.44)
Всего сделок40Короткие позиции (% выигравших)20 (45.00%)Длинные позиции (% выигравших)20 (65.00%)
Прибыльные сделки (% от всех)22 (55.00%)Убыточные сделки (% от всех)18 (45.00%)
Самая большаяприбыльная сделка749.28убыточная сделка-268.48
Средняяприбыльная сделка223.48убыточная сделка-130.95
Максимальное количествонепрерывных выигрышей (прибыль)3 (678.92)непрерывных проигрышей (убыток)3 (-493.08)
Максимальнаянепрерывная прибыль (число выигрышей)872.80 (2)непрерывный убыток (число проигрышей)-493.08 (3)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12007.01.02 01:15buy10.101.96421.95751.9892
22007.01.02 09:33modify10.101.96421.96421.9892
32007.01.02 10:26modify10.101.96421.96561.9892
42007.01.02 10:30modify10.101.96421.96721.9892
52007.01.03 02:36modify10.101.96421.96871.9892
62007.01.03 12:00close10.101.97021.96871.989259.881059.88
72007.01.03 12:00sell20.201.97021.97651.9452
82007.01.03 12:18modify20.201.97021.97021.9452
92007.01.03 12:23modify20.201.97021.96871.9452
102007.01.03 13:42modify20.201.97021.96721.9452
112007.01.03 13:58modify20.201.97021.96581.9452
122007.01.03 15:59modify20.201.97021.96441.9452
132007.01.03 16:59modify20.201.97021.96281.9452
142007.01.03 17:00modify20.201.97021.96141.9452
152007.01.03 17:01modify20.201.97021.96001.9452
162007.01.03 17:06modify20.201.97021.95841.9452
172007.01.03 17:10modify20.201.97021.95591.9452
182007.01.03 18:32modify20.201.97021.95441.9452
192007.01.04 10:12modify20.201.97021.95291.9452
202007.01.04 10:13modify20.201.97021.95151.9452
212007.01.04 10:33t/p20.201.94521.95151.9452499.281559.16
222007.01.08 12:00buy30.201.93281.92611.9578
232007.01.08 18:55modify30.201.93281.93281.9578
242007.01.08 19:03modify30.201.93281.93441.9578
252007.01.09 02:05modify30.201.93281.93591.9578
262007.01.09 02:30modify30.201.93281.93731.9578
272007.01.09 09:46modify30.201.93281.93881.9578
282007.01.09 17:42s/l30.201.93881.93881.9578119.761678.92
292007.01.10 04:00sell40.201.93651.94281.9115
302007.01.10 12:00close40.201.93821.94281.9115-34.001644.92
312007.01.10 12:00buy50.201.93821.93151.9632
322007.01.11 14:00modify50.201.93821.94161.9632
332007.01.11 14:01modify50.201.93821.94321.9632
342007.01.11 14:02modify50.201.93821.94471.9632
352007.01.11 14:02modify50.201.93821.94621.9632
362007.01.11 14:02s/l50.201.94621.94621.9632159.281804.20
372007.01.16 11:38sell60.201.96581.97211.9408
382007.01.16 17:38modify60.201.96581.96581.9408
392007.01.17 09:42s/l60.201.96581.96581.9408-0.241803.96
402007.01.17 16:00buy70.201.96741.96071.9924
412007.01.18 04:23modify70.201.96741.96741.9924
422007.01.18 09:29modify70.201.96741.96891.9924
432007.01.18 10:04modify70.201.96741.97041.9924
442007.01.18 10:20modify70.201.96741.97191.9924
452007.01.18 11:15close70.201.97361.97191.9924123.281927.24
462007.01.18 11:15sell80.201.97361.97991.9486
472007.01.18 15:30modify80.201.97361.97361.9486
482007.01.18 15:30modify80.201.97361.97201.9486
492007.01.18 15:35modify80.201.97361.97061.9486
502007.01.18 16:22s/l80.201.97061.97061.948660.001987.24
512007.01.18 22:26buy90.201.97541.96872.0004
522007.01.19 08:21close90.201.97401.96872.0004-28.241959.00
532007.01.19 08:21sell100.201.97401.98031.9490
542007.01.25 18:35modify100.201.97401.97381.9490
552007.01.25 21:04modify100.201.97401.97241.9490
562007.01.25 21:24modify100.201.97401.97081.9490
572007.01.25 21:33modify100.201.97401.96941.9490
582007.01.26 10:16modify100.201.97401.96801.9490
592007.01.26 12:47modify100.201.97401.96641.9490
602007.01.26 13:30modify100.201.97401.96491.9490
612007.01.26 15:30modify100.201.97401.96341.9490
622007.01.26 17:00modify100.201.97401.96191.9490
632007.01.29 01:55s/l100.201.96191.96191.9490240.082199.08
642007.01.29 23:24buy110.301.96031.95361.9853
652007.01.30 09:20modify110.301.96031.96031.9853
662007.01.30 09:46modify110.301.96031.96171.9853
672007.01.30 10:27modify110.301.96031.96321.9853
682007.01.30 15:26s/l110.301.96321.96321.985386.642285.72
692007.01.30 16:56sell120.301.96101.96731.9360
702007.01.31 10:22modify120.301.96101.96101.9360
712007.01.31 10:36modify120.301.96101.95961.9360
722007.01.31 11:34modify120.301.96101.95821.9360
732007.01.31 15:43modify120.301.96101.95651.9360
742007.01.31 15:50modify120.301.96101.95501.9360
752007.01.31 17:07s/l120.301.95501.95501.9360179.642465.36
762007.02.02 04:00sell130.301.96681.97311.9418
772007.02.02 15:30s/l130.301.97311.97311.9418-189.002276.36
782007.02.06 00:00buy140.301.96061.95391.9856
792007.02.06 12:13modify140.301.96061.96061.9856
802007.02.06 12:21modify140.301.96061.96201.9856
812007.02.06 14:06modify140.301.96061.96341.9856
822007.02.06 15:20modify140.301.96061.96491.9856
832007.02.06 20:29modify140.301.96061.96641.9856
842007.02.07 21:16close140.301.96891.96641.9856248.642525.00
852007.02.07 21:16sell150.301.96891.97521.9439
862007.02.08 14:13modify150.301.96891.96881.9439
872007.02.08 14:19modify150.301.96891.96741.9439
882007.02.08 14:20modify150.301.96891.96601.9439
892007.02.08 15:07modify150.301.96891.96451.9439
902007.02.08 15:54modify150.301.96891.96291.9439
912007.02.08 17:28modify150.301.96891.96151.9439
922007.02.09 09:29modify150.301.96891.95981.9439
932007.02.09 09:32modify150.301.96891.95841.9439
942007.02.09 09:33modify150.301.96891.95691.9439
952007.02.09 09:52modify150.301.96891.95551.9439
962007.02.09 11:37modify150.301.96891.95391.9439
972007.02.09 11:47modify150.301.96891.95241.9439
982007.02.12 01:01s/l150.301.95241.95241.9439493.203018.20
992007.02.12 04:00buy160.401.95301.94631.9780
1002007.02.12 11:32s/l160.401.94631.94631.9780-268.002750.20
1012007.02.13 04:18buy170.301.94921.94251.9742
1022007.02.13 11:35s/l170.301.94251.94251.9742-201.002549.20
1032007.02.13 15:39buy180.301.94621.93951.9712
1042007.02.14 09:51modify180.301.94621.94631.9712
1052007.02.14 10:11modify180.301.94621.94771.9712
1062007.02.14 12:37modify180.301.94621.94931.9712
1072007.02.14 13:07modify180.301.94621.95081.9712
1082007.02.14 15:57modify180.301.94621.95241.9712
1092007.02.14 17:00modify180.301.94621.95381.9712
1102007.02.14 17:03modify180.301.94621.95541.9712
1112007.02.14 17:07modify180.301.94621.95691.9712
1122007.02.14 17:07modify180.301.94621.95841.9712
1132007.02.15 08:48modify180.301.94621.95991.9712
1142007.02.15 10:47modify180.301.94621.96131.9712
1152007.02.15 11:30s/l180.301.96131.96131.9712451.563000.76
1162007.02.15 16:00sell190.401.95661.96291.9316
1172007.02.16 00:00modify190.401.95661.95651.9316
1182007.02.16 10:01modify190.401.95661.95501.9316
1192007.02.16 10:20modify190.401.95661.95351.9316
1202007.02.19 00:00s/l190.401.95351.95351.9316123.043123.80
1212007.02.19 12:18sell200.401.94891.95521.9239
1222007.02.19 12:31modify200.401.94891.94891.9239
1232007.02.19 18:12s/l200.401.94891.94891.92390.003123.80
1242007.02.20 12:12sell210.401.94901.95531.9240
1252007.02.20 17:27s/l210.401.95531.95531.9240-252.002871.80
1262007.02.21 11:33sell220.301.95231.95861.9273
1272007.02.21 20:04close220.301.95361.95861.9273-39.002832.80
1282007.02.21 20:04buy230.301.95361.94691.9786
1292007.02.22 10:37s/l230.301.94691.94691.9786-202.082630.72
1302007.02.22 17:30buy240.301.95351.94681.9785
1312007.02.22 19:16modify240.301.95351.95351.9785
1322007.02.23 04:24close240.301.95521.95351.978550.642681.36
1332007.02.23 04:24sell250.301.95521.96151.9302
1342007.02.23 15:02s/l250.301.96151.96151.9302-189.002492.36
1352007.02.26 09:01sell260.301.96201.96831.9370
1362007.02.28 10:22modify260.301.96201.96201.9370
1372007.02.28 10:30modify260.301.96201.96041.9370
1382007.02.28 11:20modify260.301.96201.95891.9370
1392007.02.28 13:05s/l260.301.95891.95891.937092.282584.64
1402007.02.28 20:00buy270.301.96181.95511.9868
1412007.03.01 08:47close270.301.96131.95511.9868-16.082568.56
1422007.03.01 08:47sell280.301.96131.96761.9363
1432007.03.02 08:22modify280.301.96131.96131.9363
1442007.03.02 08:43modify280.301.96131.95991.9363
1452007.03.02 10:31modify280.301.96131.95851.9363
1462007.03.02 11:47modify280.301.96131.95681.9363
1472007.03.02 13:11modify280.301.96131.95541.9363
1482007.03.02 13:40modify280.301.96131.95391.9363
1492007.03.02 14:12modify280.301.96131.95241.9363
1502007.03.02 14:13modify280.301.96131.95091.9363
1512007.03.02 14:40modify280.301.96131.94951.9363
1522007.03.02 15:25modify280.301.96131.94801.9363
1532007.03.05 01:29modify280.301.96131.94651.9363
1542007.03.05 01:38modify280.301.96131.94491.9363
1552007.03.05 01:40modify280.301.96131.94321.9363
1562007.03.05 01:43t/p280.301.93631.94321.9363749.283317.84
1572007.03.06 08:00buy290.401.92671.92001.9517
1582007.03.07 00:25modify290.401.92671.92671.9517
1592007.03.07 01:00modify290.401.92671.92821.9517
1602007.03.07 01:09modify290.401.92671.92981.9517
1612007.03.07 03:29s/l290.401.92981.92981.9517123.523441.36
1622007.03.08 16:00sell300.401.92851.93481.9035
1632007.03.09 05:53close300.401.93151.93481.9035-120.483320.88
1642007.03.09 05:53buy310.401.93151.92481.9565
1652007.03.12 01:58modify310.401.93151.93151.9565
1662007.03.12 09:34modify310.401.93151.93331.9565
1672007.03.12 11:35modify310.401.93151.93521.9565
1682007.03.12 12:08modify310.401.93151.93681.9565
1692007.03.12 14:22s/l310.401.93681.93681.9565211.523532.40
1702007.03.13 20:00buy320.401.93151.92481.9565
1712007.03.14 08:43s/l320.401.92481.92481.9565-268.483263.92
1722007.03.14 15:59buy330.401.92901.92231.9540
1732007.03.14 16:39modify330.401.92901.92901.9540
1742007.03.14 17:30modify330.401.92901.93061.9540
1752007.03.15 01:39modify330.401.92901.93241.9540
1762007.03.15 01:46modify330.401.92901.93381.9540
1772007.03.15 07:14s/l330.401.93381.93381.9540190.563454.48
1782007.03.16 20:00sell340.401.94151.94781.9165
1792007.03.19 13:32close340.401.94421.94781.9165-108.483346.00
1802007.03.19 13:32buy350.401.94421.93751.9692
1812007.03.20 11:30modify350.401.94421.94451.9692
1822007.03.20 11:33modify350.401.94421.94591.9692
1832007.03.20 11:52modify350.401.94421.94731.9692
1842007.03.20 11:55modify350.401.94421.94881.9692
1852007.03.20 12:06modify350.401.94421.95031.9692
1862007.03.20 13:27modify350.401.94421.95171.9692
1872007.03.20 14:45modify350.401.94421.95321.9692
1882007.03.20 15:03modify350.401.94421.95471.9692
1892007.03.20 19:43modify350.401.94421.95621.9692
1902007.03.21 08:56modify350.401.94421.95761.9692
1912007.03.21 09:51modify350.401.94421.95911.9692
1922007.03.21 11:30s/l350.401.95911.95911.9692595.043941.04
1932007.03.21 12:00sell360.401.95961.96591.9346
1942007.03.21 20:26s/l360.401.96591.96591.9346-252.003689.04
1952007.03.22 08:00sell370.401.96751.97381.9425
1962007.03.22 19:16modify370.401.96751.96751.9425
1972007.03.23 10:26s/l370.401.96751.96751.9425-0.483688.56
1982007.03.26 16:26buy380.401.96461.95791.9896
1992007.03.26 17:08modify380.401.96461.96461.9896
2002007.03.26 17:21modify380.401.96461.96611.9896
2012007.03.27 11:47s/l380.401.96611.96611.989659.523748.08
2022007.03.27 12:00sell390.401.96631.97261.9413
2032007.03.28 10:32modify390.401.96631.96631.9413
2042007.03.28 14:27s/l390.401.96631.96631.9413-0.483747.60
2052007.03.28 16:00buy400.401.96631.95961.9913
2062007.03.28 23:59close at stop400.401.96161.95961.9913-188.003559.60