Strategy Tester Report
freeMan_v1.1.5
Sunbird-Demo (Build 401)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2010.01.04 00:00 - 2010.12.31 18:45 (2010.01.01 - 2011.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыBS="---------------- Base settings---------------"; MagicNumber=89539235; ProfitFactor=2; StopLossFactor=14; Slippage=3; AccountOrders=5; Distance=10; BarsControl=true; MM="---------------- Money Managment---------------"; FixedLot=false; Lots=0.01; MaximumRisk=0.7; DecreaseFactor=0; TS="---------------- Trailing Settings ---------------"; Trailing=false; MinProfit=20; TrailingStop=60; TrailingStep=20; NS="---------------- NoLoss Settings ---------------"; NoLoss=true; MinProfitB=30; NoLossLevel=19; STS="---------------- Strategy Settings ---------------"; RsiTeacher=true; RsiTeacher2=true; RTS="---------------- RSI Teacher Settings ---------------"; RSIPeriod=15; RSIMA=5; RSIPeriod2=20; RSIMA2=9; RSISellLevel=34; RSIBuyLevel=70; RSISellLevel2=34; RSIBuyLevel2=68; Shift=0; TrendFilter=false; MAMode=0; MAPrice=0; MAFilter=20; TMS="---------------- Time Settings ---------------"; TradeOnFriday=true; BaginTradeHour=0; EndTradeHour=0;
Баров в истории18614Смоделировано тиков8969064Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль94.22Общая прибыль170.33Общий убыток-76.11
Прибыльность2.24Матожидание выигрыша1.21
Абсолютная просадка31.05Максимальная просадка48.63 (41.36%)Относительная просадка41.36% (48.63)
Всего сделок78Короткие позиции (% выигравших)19 (100.00%)Длинные позиции (% выигравших)59 (83.05%)
Прибыльные сделки (% от всех)68 (87.18%)Убыточные сделки (% от всех)10 (12.82%)
Самая большаяприбыльная сделка4.19убыточная сделка-20.49
Средняяприбыльная сделка2.50убыточная сделка-7.61
Максимальное количествонепрерывных выигрышей (прибыль)21 (57.34)непрерывных проигрышей (убыток)1 (-20.49)
Максимальнаянепрерывная прибыль (число выигрышей)57.34 (21)непрерывный убыток (число проигрышей)-20.49 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.01.15 19:15buy10.011.624650.000000.00000
22010.01.15 19:15modify10.011.624651.598371.62840
32010.01.18 00:20modify10.011.624651.626551.62840
42010.01.18 00:31t/p10.011.628401.626551.628403.76103.76
52010.01.19 03:15sell20.011.641510.000000.00000
62010.01.19 03:15modify20.011.641511.659421.63895
72010.01.19 09:56t/p20.011.638951.659421.638952.56106.32
82010.01.21 13:00buy30.011.615390.000000.00000
92010.01.21 13:00modify30.011.615391.588551.61922
102010.01.21 13:47modify30.011.615391.617291.61922
112010.01.21 13:53s/l30.011.617291.617291.619221.90108.22
122010.01.26 13:15buy40.011.611770.000000.00000
132010.01.26 13:15modify40.011.611771.582441.61596
142010.01.26 16:07modify40.011.611771.613671.61596
152010.01.26 16:09t/p40.011.615961.613671.615964.19112.41
162010.01.28 18:00buy50.011.614620.000000.00000
172010.01.28 18:00modify50.011.614621.586461.61864
182010.01.28 19:45buy60.011.613610.000000.00000
192010.01.28 19:45modify60.011.613611.592061.61669
202010.01.28 19:45modify50.011.614621.586461.61669
212010.01.28 22:15buy70.011.612450.000000.00000
222010.01.28 22:15modify70.011.612451.598751.61441
232010.01.28 22:15modify60.011.613611.592061.61441
242010.01.29 00:59t/p60.011.614411.592061.614410.81113.22
252010.01.29 00:59t/p70.011.614411.598751.614411.97115.18
262010.01.29 09:11t/p50.011.616691.586461.616692.08117.26
272010.01.29 19:00buy80.011.601260.000000.00000
282010.01.29 19:00modify80.011.601261.578071.60457
292010.02.01 04:30buy90.011.594290.000000.00000
302010.02.01 04:30modify90.011.594291.581961.59605
312010.02.01 04:30modify80.011.601261.578071.59605
322010.02.01 07:54t/p80.011.596051.578071.59605-5.20112.06
332010.02.01 07:54t/p90.011.596051.581961.596051.76113.82
342010.02.03 19:00buy100.011.591720.000000.00000
352010.02.03 19:00modify100.011.591721.571201.59465
362010.02.04 17:15buy110.011.577800.000000.00000
372010.02.04 17:15modify110.011.577801.551131.58161
382010.02.04 17:15modify100.011.591721.571201.58161
392010.02.05 07:38s/l100.011.571201.571201.58161-20.4993.33
402010.02.17 09:06modify110.011.577801.579701.58161
412010.02.17 09:29s/l110.011.579701.579701.581611.9995.33
422010.02.25 05:00buy120.011.536010.000000.00000
432010.02.25 05:00modify120.011.536011.519861.53832
442010.02.25 17:49s/l120.011.519861.519861.53832-16.1579.18
452010.03.01 13:45buy130.011.490730.000000.00000
462010.03.01 13:45modify130.011.490731.421661.50060
472010.03.01 14:00buy140.011.488700.000000.00000
482010.03.01 14:00modify140.011.488701.418611.49871
492010.03.01 14:00modify130.011.490731.421661.49871
502010.03.01 14:13modify140.011.488701.490601.49871
512010.03.01 14:15buy150.011.491900.000000.00000
522010.03.01 14:15modify150.011.491901.422211.50186
532010.03.01 14:44s/l140.011.490601.490601.498711.9081.08
542010.03.01 15:05modify130.011.490731.492631.49871
552010.03.01 15:54s/l130.011.492631.492631.498711.9082.98
562010.03.01 17:07modify150.011.491901.493801.50186
572010.03.02 02:03s/l150.011.493801.493801.501861.9184.88
582010.03.03 19:00sell160.011.511800.000000.00000
592010.03.03 19:00modify160.011.511801.536931.50821
602010.03.03 20:48modify160.011.511801.509901.50821
612010.03.03 21:04s/l160.011.509901.509901.508211.9086.78
622010.03.26 00:45buy170.011.483510.000000.00000
632010.03.26 00:45modify170.011.483511.436771.49019
642010.03.26 01:15buy180.011.486570.000000.00000
652010.03.26 01:15modify180.011.486571.437211.49362
662010.03.26 01:45buy190.011.485260.000000.00000
672010.03.26 01:45modify190.011.485261.434901.49245
682010.03.26 01:45modify180.011.486571.437211.49245
692010.03.26 03:08modify170.011.483511.485411.49019
702010.03.26 03:15buy200.011.487220.000000.00000
712010.03.26 03:15modify200.011.487221.471851.48942
722010.03.26 04:57modify190.011.485261.487161.49245
732010.03.26 07:05s/l190.011.487161.487161.492451.9088.68
742010.03.26 08:29s/l170.011.485411.485411.490191.9090.58
752010.03.26 09:45buy210.011.482580.000000.00000
762010.03.26 09:45modify210.011.482581.460111.48579
772010.03.26 09:45modify200.011.487221.471851.48579
782010.03.26 10:58modify210.011.482581.484481.48579
792010.03.26 10:59t/p200.011.485791.471851.48579-1.4389.15
802010.03.26 10:59t/p210.011.485791.484481.485793.2192.36
812010.03.26 15:06modify180.011.486571.488471.49245
822010.03.26 15:09s/l180.011.488471.488471.492451.9094.26
832010.04.02 17:15buy220.011.519140.000000.00000
842010.04.02 17:15modify220.011.519141.495021.52259
852010.04.05 00:00t/p220.011.522591.495021.522593.4697.72
862010.04.08 10:30buy230.011.516570.000000.00000
872010.04.08 10:30modify230.011.516571.492511.52001
882010.04.08 10:33modify230.011.516571.518471.52001
892010.04.08 10:36t/p230.011.520011.518471.520013.44101.16
902010.04.09 11:15sell240.011.536320.000000.00000
912010.04.09 11:15modify240.011.536321.563251.53247
922010.04.09 15:15modify240.011.536321.534421.53247
932010.04.09 15:20t/p240.011.532471.534421.532473.85105.01
942010.04.15 13:00buy250.011.541250.000000.00000
952010.04.15 13:00modify250.011.541251.515311.54496
962010.04.15 14:07modify250.011.541251.543151.54496
972010.04.15 14:31s/l250.011.543151.543151.544961.90106.91
982010.04.19 01:45buy260.011.530690.000000.00000
992010.04.19 01:45modify260.011.530691.509401.53373
1002010.04.19 03:00buy270.011.529000.000000.00000
1012010.04.19 03:00modify270.011.529001.505831.53231
1022010.04.19 03:00modify260.011.530691.509401.53231
1032010.04.19 05:30buy280.011.525530.000000.00000
1042010.04.19 05:30modify280.011.525531.509071.52788
1052010.04.19 05:30modify270.011.529001.505831.52788
1062010.04.19 15:55t/p270.011.527881.505831.52788-1.12105.79
1072010.04.19 15:55t/p280.011.527881.509071.527882.35108.14
1082010.04.19 21:21t/p260.011.532311.509401.532311.62109.76
1092010.04.27 13:00buy290.011.534460.000000.00000
1102010.04.27 13:00modify290.011.534461.512651.53758
1112010.04.28 12:30buy300.011.517110.000000.00000
1122010.04.28 12:30modify300.011.517111.491381.52079
1132010.04.28 12:30modify290.011.534461.512651.52079
1142010.04.28 13:36modify300.011.517111.519011.52079
1152010.04.28 13:39t/p290.011.520791.512651.52079-13.6696.10
1162010.04.28 13:39t/p300.011.520791.519011.520793.6899.78
1172010.04.29 20:15sell310.011.533550.000000.00000
1182010.04.29 20:15modify310.011.533551.553501.53070
1192010.04.30 14:09t/p310.011.530701.553501.530702.83102.61
1202010.05.05 16:00buy320.011.508480.000000.00000
1212010.05.05 16:00modify320.011.508481.484511.51190
1222010.05.05 16:25modify320.011.508481.510381.51190
1232010.05.05 16:30s/l320.011.510381.510381.511901.90104.51
1242010.05.06 10:15buy330.011.504540.000000.00000
1252010.05.06 10:15modify330.011.504541.477521.50840
1262010.05.06 12:29modify330.011.504541.506441.50840
1272010.05.06 12:54s/l330.011.506441.506441.508401.90106.41
1282010.07.08 10:00sell340.011.517490.000000.00000
1292010.07.08 10:00modify340.011.517491.579051.50870
1302010.07.08 10:15sell350.011.515940.000000.00000
1312010.07.08 10:15modify350.011.515941.576941.50723
1322010.07.08 10:30sell360.011.517130.000000.00000
1332010.07.08 10:30modify360.011.517131.578511.50836
1342010.07.08 10:30modify350.011.515941.576941.50836
1352010.07.08 11:45sell370.011.514940.000000.00000
1362010.07.08 11:45modify370.011.514941.578451.50587
1372010.07.08 12:04modify340.011.517491.515591.50870
1382010.07.08 12:04modify360.011.517131.515231.50836
1392010.07.08 12:16modify350.011.515941.514041.50836
1402010.07.08 12:20s/l350.011.514041.514041.508361.90108.31
1412010.07.08 13:06s/l360.011.515231.515231.508361.90110.21
1422010.07.08 14:03s/l340.011.515591.515591.508701.90112.11
1432010.07.08 17:34modify370.011.514941.513041.50587
1442010.07.08 19:01s/l370.011.513041.513041.505871.90114.01
1452010.07.09 20:30buy380.011.505850.000000.00000
1462010.07.09 20:30modify380.011.505851.490551.50804
1472010.07.12 09:45buy390.011.497840.000000.00000
1482010.07.12 09:45modify390.011.497841.479401.50047
1492010.07.12 09:45modify380.011.505851.490551.50047
1502010.07.12 12:33t/p380.011.500471.490551.50047-5.37108.64
1512010.07.12 12:33t/p390.011.500471.479401.500472.63111.27
1522010.07.16 19:00buy400.011.530110.000000.00000
1532010.07.16 19:00modify400.011.530111.505821.53358
1542010.07.19 09:38modify400.011.530111.532011.53358
1552010.07.19 09:38t/p400.011.533581.532011.533583.48114.75
1562010.07.19 18:00buy410.011.522320.000000.00000
1572010.07.19 18:00modify410.011.522321.502181.52520
1582010.07.20 04:32t/p410.011.525201.502181.525202.89117.64
1592010.08.05 14:30sell420.011.589760.000000.00000
1602010.08.05 14:30modify420.011.589761.615541.58608
1612010.08.05 15:00sell430.011.590770.000000.00000
1622010.08.05 15:00modify430.011.590771.613371.58754
1632010.08.05 15:00modify420.011.589761.615541.58754
1642010.08.05 15:15sell440.011.588670.000000.00000
1652010.08.05 15:15modify440.011.588671.611951.58534
1662010.08.05 15:15modify430.011.590771.588871.58754
1672010.08.05 15:17t/p420.011.587541.615541.587542.22119.86
1682010.08.05 15:17t/p430.011.587541.588871.587543.23123.09
1692010.08.05 16:00modify440.011.588671.586771.58534
1702010.08.05 16:03t/p440.011.585341.586771.585343.33126.42
1712010.08.05 16:30sell450.011.586460.000000.00000
1722010.08.05 16:30modify450.011.586461.610671.58300
1732010.08.05 16:53modify450.011.586461.584561.58300
1742010.08.05 16:57t/p450.011.583001.584561.583003.46129.88
1752010.08.17 17:15buy460.011.558450.000000.00000
1762010.08.17 17:15modify460.011.558451.535221.56177
1772010.08.18 10:35modify460.011.558451.560351.56177
1782010.08.18 10:35t/p460.011.561771.560351.561773.33133.21
1792010.08.24 07:15buy470.011.543450.000000.00000
1802010.08.24 07:15modify470.011.543451.528981.54552
1812010.08.24 16:17t/p470.011.545521.528981.545522.07135.28
1822010.08.26 07:00sell480.011.554700.000000.00000
1832010.08.26 07:00modify480.011.554701.572771.55212
1842010.08.26 10:42t/p480.011.552121.572771.552122.58137.86
1852010.08.30 19:30buy490.011.546480.000000.00000
1862010.08.30 19:30modify490.011.546481.529171.54895
1872010.09.01 15:12t/p490.011.548951.529171.548952.49140.34
1882010.09.06 14:00buy500.011.536850.000000.00000
1892010.09.06 14:00modify500.011.536851.515361.53992
1902010.09.06 16:58t/p500.011.539921.515361.539923.07143.41
1912010.09.08 10:15sell510.011.544110.000000.00000
1922010.09.08 10:15modify510.011.544111.570091.54040
1932010.09.09 09:01modify510.011.544111.542211.54040
1942010.09.09 09:06t/p510.011.540401.542211.540403.66147.08
1952010.09.14 19:45sell520.011.556630.000000.00000
1962010.09.14 19:45modify520.011.556631.583621.55277
1972010.09.14 22:47modify520.011.556631.554731.55277
1982010.09.15 02:11s/l520.011.554731.554731.552771.88148.96
1992010.09.17 09:00sell530.011.569920.000000.00000
2002010.09.17 09:00modify530.011.569921.588981.56720
2012010.09.17 12:28t/p530.011.567201.588981.567202.72151.68
2022010.09.24 19:15sell540.011.582440.000000.00000
2032010.09.24 19:15modify540.011.582441.601231.57976
2042010.09.27 11:02t/p540.011.579761.601231.579762.66154.34
2052010.10.12 12:15buy550.011.582260.000000.00000
2062010.10.12 12:15modify550.011.582261.554611.58621
2072010.10.12 12:40modify550.011.582261.584161.58621
2082010.10.12 12:41s/l550.011.584161.584161.586211.90156.24
2092010.11.03 12:15sell560.011.612300.000000.00000
2102010.11.03 12:15modify560.011.612301.634311.60916
2112010.11.03 14:23modify560.011.612301.610401.60916
2122010.11.03 14:28s/l560.011.610401.610401.609161.90158.14
2132010.11.05 09:45buy570.011.620180.000000.00000
2142010.11.05 09:45modify570.011.620181.597271.62345
2152010.11.05 12:35modify570.011.620181.622081.62345
2162010.11.05 12:35t/p570.011.623451.622081.623453.27161.41
2172010.11.08 04:30buy580.011.612650.000000.00000
2182010.11.08 04:30modify580.011.612651.594021.61531
2192010.11.08 09:00t/p580.011.615311.594021.615312.66164.07
2202010.11.09 20:30buy590.011.602960.000000.00000
2212010.11.09 20:30modify590.011.602961.576281.60677
2222010.11.09 22:45buy600.011.598840.000000.00000
2232010.11.09 22:45modify600.011.598841.575071.60224
2242010.11.09 22:45modify590.011.602961.576281.60224
2252010.11.10 01:54modify600.011.598841.600741.60224
2262010.11.10 02:08s/l600.011.600741.600741.602241.91165.98
2272010.11.10 11:30t/p590.011.602241.576281.60224-0.71165.27
2282010.11.15 10:30buy610.011.606660.000000.00000
2292010.11.15 10:30modify610.011.606661.584661.60980
2302010.11.15 11:14modify610.011.606661.608561.60980
2312010.11.15 11:14t/p610.011.609801.608561.609803.14168.41
2322010.11.16 18:15buy620.011.589380.000000.00000
2332010.11.16 18:15modify620.011.589381.560091.59356
2342010.11.16 19:45buy630.011.586790.000000.00000
2352010.11.16 19:45modify630.011.586791.554321.59143
2362010.11.16 19:45modify620.011.589381.560091.59143
2372010.11.17 05:40modify630.011.586791.588691.59143
2382010.11.17 05:58s/l630.011.588691.588691.591431.91170.32
2392010.11.17 10:07t/p620.011.591431.560091.591432.06172.38
2402010.11.19 17:30buy640.011.595460.000000.00000
2412010.11.19 17:30modify640.011.595461.568811.59927
2422010.11.19 21:39modify640.011.595461.597361.59927
2432010.11.22 00:00t/p640.011.599271.597361.599273.82176.20
2442010.11.22 19:30buy650.011.591070.000000.00000
2452010.11.22 19:30modify650.011.591071.571261.59390
2462010.11.22 20:04t/p650.011.593901.571261.593902.83179.03
2472010.11.23 21:15buy660.011.578470.000000.00000
2482010.11.23 21:15modify660.011.578471.559201.58122
2492010.11.24 02:11t/p660.011.581221.559201.581222.76181.78
2502010.11.26 15:45buy670.011.563080.000000.00000
2512010.11.26 15:45modify670.011.563081.537011.56680
2522010.12.02 10:43modify670.011.563081.564981.56680
2532010.12.02 10:46s/l670.011.564981.564981.566801.95183.73
2542010.12.06 13:00buy680.011.566670.000000.00000
2552010.12.06 13:00modify680.011.566671.545861.56964
2562010.12.06 17:15t/p680.011.569641.545861.569642.97186.70
2572010.12.16 07:30buy690.011.557060.000000.00000
2582010.12.16 07:30modify690.011.557061.522871.56194
2592010.12.16 09:30buy700.011.558870.000000.00000
2602010.12.16 09:30modify700.011.558871.521561.56420
2612010.12.16 09:38modify690.011.557061.558961.56194
2622010.12.16 09:53s/l690.011.558961.558961.561941.90188.60
2632010.12.16 10:15buy710.011.557420.000000.00000
2642010.12.16 10:15modify710.011.557421.539861.55993
2652010.12.16 10:15modify700.011.558871.521561.55993
2662010.12.16 10:30t/p700.011.559931.521561.559931.06189.66
2672010.12.16 10:30t/p710.011.559931.539861.559932.51192.17
2682010.12.16 10:45buy720.011.558840.000000.00000
2692010.12.16 10:45modify720.011.558841.539611.56159
2702010.12.16 12:28t/p720.011.561591.539611.561592.75194.92
2712010.12.17 14:30buy730.011.556820.000000.00000
2722010.12.17 14:30modify730.011.556821.535411.55988
2732010.12.17 18:30buy740.011.548580.000000.00000
2742010.12.17 18:30modify740.011.548581.526701.55171
2752010.12.17 18:30modify730.011.556821.535411.55171
2762010.12.17 20:25modify740.011.548581.550481.55171
2772010.12.17 20:25t/p730.011.551711.535411.55171-5.11189.81
2782010.12.17 20:25t/p740.011.551711.550481.551713.13192.94
2792010.12.21 12:00buy750.011.550060.000000.00000
2802010.12.21 12:00modify750.011.550061.529691.55297
2812010.12.22 16:30buy760.011.539940.000000.00000
2822010.12.22 16:30modify760.011.539941.517391.54316
2832010.12.22 16:30modify750.011.550061.529691.54316
2842010.12.23 06:40modify760.011.539941.541841.54316
2852010.12.23 06:40t/p750.011.543161.529691.54316-6.87186.08
2862010.12.23 06:40t/p760.011.543161.541841.543163.24189.32
2872010.12.28 02:30sell770.011.547350.000000.00000
2882010.12.28 02:30modify770.011.547351.561091.54539
2892010.12.28 08:48t/p770.011.545391.561091.545391.96191.28
2902010.12.30 13:30buy780.011.543380.000000.00000
2912010.12.30 13:30modify780.011.543381.522771.54632
2922010.12.30 15:59t/p780.011.546321.522771.546322.94194.22