Strategy Tester Report
CECJ_NEW_v5_H4_5SAR

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Минута (M1) 2004.06.16 09:11 - 2007.05.29 03:59 (2005.01.01 - 2007.05.01)
МодельПо ценам открытия (быстрый метод на сформировавшихся барах)
Баров в истории916448Смоделировано тиков1832796Качество моделированияn/a
Начальный депозит10000.00
Чистая прибыль29174.00Общая прибыль63206.64Общий убыток-34032.64
Прибыльность1.86Матожидание выигрыша239.13
Абсолютная просадка1860.72Максимальная просадка2960.59 (8.07%)Относительная просадка20.01% (2526.58)
Всего сделок122Короткие позиции (% выигравших)51 (50.98%)Длинные позиции (% выигравших)71 (47.89%)
Прибыльные сделки (% от всех)60 (49.18%)Убыточные сделки (% от всех)62 (50.82%)
Самая большаяприбыльная сделка4874.01убыточная сделка-1007.80
Средняяприбыльная сделка1053.44убыточная сделка-548.91
Максимальное количествонепрерывных выигрышей (прибыль)7 (2607.00)непрерывных проигрышей (убыток)6 (-2883.10)
Максимальнаянепрерывная прибыль (число выигрышей)7615.11 (5)непрерывный убыток (число проигрышей)-2883.10 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12005.01.07 10:49buy11.001.88231.87230.0000
22005.01.07 16:26s/l11.001.87231.87230.0000-1000.009000.00
32005.01.07 16:26sell21.001.87251.88250.0000
42005.01.11 00:00close21.001.87761.88250.0000-506.218493.79
52005.01.12 13:53buy31.001.87831.86830.0000
62005.01.13 12:00close31.001.88551.86830.0000712.209205.99
72005.01.19 09:38buy41.001.87421.86420.0000
82005.01.20 11:39s/l41.001.86421.86420.0000-1007.808198.19
92005.01.21 17:27buy51.001.87301.86300.0000
102005.01.25 08:00close51.001.87601.86300.0000294.798492.98
112005.01.25 13:50sell61.001.87251.88250.0000
122005.01.26 00:07close61.001.86501.88250.0000751.899244.87
132005.02.02 01:40buy71.001.88431.87430.0000
142005.02.03 04:00close71.001.88341.87430.0000-97.799147.08
152005.02.04 14:31buy81.001.88881.87880.0000
162005.02.04 19:01s/l81.001.87881.87880.0000-1000.008147.08
172005.02.09 17:19buy91.001.85971.84970.0000
182005.02.10 12:00close91.001.85971.84970.0000-7.808139.28
192005.03.04 14:32buy101.001.91271.90270.0000
202005.03.07 12:00close101.001.91461.90270.0000187.398326.67
212005.03.14 08:49sell111.001.91941.92940.0000
222005.03.15 12:00close111.001.91911.92940.000031.918358.58
232005.03.16 09:18buy121.001.92171.91170.0000
242005.03.17 12:00close121.001.92361.91170.0000182.208540.78
252005.04.01 17:01sell131.001.88401.89400.0000
262005.04.05 16:00close131.001.87801.89400.0000603.799144.57
272005.04.06 14:34sell141.001.87421.88420.0000
282005.04.06 20:00close141.001.88281.88420.0000-859.998284.58
292005.04.08 17:19buy151.001.87781.86780.0000
302005.04.12 16:00close151.001.88601.86780.0000814.789099.36
312005.04.13 14:54sell161.001.88891.89890.0000
322005.04.13 20:00close161.001.89321.89890.0000-430.008669.36
332005.04.27 14:57buy171.001.90811.89810.0000
342005.04.28 12:00close171.001.90321.89810.0000-497.808171.56
352005.05.06 14:45sell181.001.89251.90250.0000
362005.05.11 00:00close181.001.88241.90250.00001015.699187.25
372005.05.11 14:31sell191.001.87591.88590.0000
382005.05.17 10:58close191.001.84161.88590.00003441.4012628.65
392005.05.17 21:50sell201.001.83391.84390.0000
402005.05.18 20:00close201.001.83951.84390.0000-558.1012070.55
412005.05.19 15:15sell211.001.83551.84550.0000
422005.05.20 12:00close211.001.83791.84550.0000-238.1011832.45
432005.05.25 15:22buy221.001.83171.82170.0000
442005.05.26 08:00close221.001.82781.82170.0000-397.7911434.66
452005.06.02 09:57buy231.001.81891.80890.0000
462005.06.02 16:00close231.001.81271.80890.0000-619.9910814.67
472005.06.02 16:47buy241.001.81811.80810.0000
482005.06.03 20:00close241.001.81101.80810.0000-712.6010102.07
492005.06.08 18:37sell251.001.83351.84350.0000
502005.06.10 12:00close251.001.82591.84350.0000767.5910869.66
512005.06.15 15:34buy261.001.81471.80470.0000
522005.06.17 08:00close261.001.82071.80470.0000589.5911459.25
532005.07.20 16:34sell271.001.72811.73810.0000
542005.07.20 19:32s/l271.001.73811.73810.0000-1000.0010459.25
552005.07.27 15:05buy281.001.74461.73460.0000
562005.08.03 04:00close281.001.76661.73460.00002181.8112641.06
572005.08.03 10:07buy291.001.77091.76090.0000
582005.08.05 16:00close291.001.77401.76090.0000299.5912940.65
592005.08.08 10:31buy301.001.78191.77190.0000
602005.08.09 12:00close301.001.78431.77190.0000237.4013178.05
612005.08.12 15:04sell311.001.80831.81830.0000
622005.08.12 20:00close311.001.81581.81830.0000-750.0012428.05
632005.08.22 13:59buy321.001.80331.79330.0000
642005.08.23 04:01close321.001.79881.79330.0000-452.6011975.45
652005.08.24 03:52sell331.001.79761.80760.0000
662005.08.24 08:00close331.001.79381.80760.0000380.0112355.46
672005.08.24 14:31buy341.001.79781.78780.0000
682005.08.25 16:00close341.001.79991.78780.0000202.2212557.68
692005.08.29 17:09sell351.001.80051.81050.0000
702005.08.31 16:00close351.001.78901.81050.00001153.7913711.47
712005.08.31 16:24buy361.001.79661.78660.0000
722005.09.06 04:00close361.001.84201.78660.00004524.3918235.86
732005.09.07 09:29buy371.001.84611.83610.0000
742005.09.07 15:18s/l371.001.83611.83610.0000-1000.0017235.86
752005.09.14 13:58buy381.001.82751.81750.0000
762005.09.15 00:02close381.001.82261.81750.0000-497.8116738.05
772005.09.15 03:09sell391.001.82131.83130.0000
782005.09.16 08:00close391.001.81261.83130.0000871.9017609.95
792005.09.21 06:36buy401.001.80441.79440.0000
802005.09.22 12:00close401.001.80281.79440.0000-167.8117442.14
812005.09.30 12:55buy411.001.76631.75630.0000
822005.10.03 03:19s/l411.001.75631.75630.0000-1002.6016439.54
832005.10.21 18:15sell421.001.76641.77640.0000
842005.10.25 10:24s/l421.001.77641.77640.0000-996.2015443.34
852005.11.14 14:02sell431.001.74031.75030.0000
862005.11.17 20:00close431.001.72151.75030.00001889.5117332.85
872005.11.18 15:32buy441.001.72001.71000.0000
882005.11.21 20:01close441.001.71761.71000.0000-242.6017090.25
892005.11.22 20:45buy451.001.72271.71270.0000
902005.11.24 08:00close451.001.72011.71270.0000-270.4016819.85
912005.11.28 16:57buy461.001.71891.70890.0000
922005.11.29 16:00close461.001.72181.70890.0000287.4017107.25
932005.12.02 19:04buy471.001.73471.72470.0000
942005.12.06 12:00close471.001.73401.72470.0000-75.2017032.05
952005.12.08 09:26buy481.001.73961.72960.0000
962005.12.13 12:00close481.001.76751.72960.00002782.2019814.25
972005.12.16 10:00buy491.001.77141.76140.0000
982005.12.19 12:00close491.001.76521.76140.0000-622.6019191.65
992005.12.27 09:46buy501.001.73491.72490.0000
1002005.12.27 20:00close501.001.72971.72490.0000-519.9918671.66
1012005.12.28 18:04sell511.001.71951.72950.0000
1022005.12.29 20:00close511.001.72501.72950.0000-544.3118127.35
1032006.01.03 03:07buy521.001.72611.71610.0000
1042006.01.05 12:00close521.001.75021.71610.00002399.5920526.94
1052006.01.12 15:07sell531.001.76301.77300.0000
1062006.01.13 12:00close531.001.76741.77300.0000-438.1020088.84
1072006.01.18 09:48buy541.001.76811.75810.0000
1082006.01.18 16:00close541.001.76651.75810.0000-160.0019928.84
1092006.01.18 17:58sell551.001.76171.77170.0000
1102006.01.20 12:00close551.001.75931.77170.0000247.6120176.45
1112006.01.31 18:38buy561.001.78581.77580.0000
1122006.01.31 20:32s/l561.001.77581.77580.0000-1000.0019176.45
1132006.02.07 10:41buy571.001.75161.74160.0000
1142006.02.07 16:00close571.001.74551.74160.0000-610.0018566.45
1152006.02.09 01:58buy581.001.74371.73370.0000
1162006.02.09 16:00close581.001.73991.73370.0000-380.0018186.45
1172006.02.10 01:03buy591.001.74651.73650.0000
1182006.02.10 20:00close591.001.74611.73650.0000-40.0118146.44
1192006.02.17 16:20buy601.001.74111.73110.0000
1202006.02.21 04:00close601.001.74271.73110.0000154.8018301.24
1212006.02.22 09:13sell611.001.74441.75440.0000
1222006.02.23 00:02close611.001.74381.75440.000065.7018366.94
1232006.02.28 11:46buy621.001.74791.73790.0000
1242006.03.01 20:00close621.001.74931.73790.0000137.4018504.34
1252006.03.21 01:29sell631.001.75341.76340.0000
1262006.03.22 16:00close631.001.74941.76340.0000401.9018906.24
1272006.03.24 19:08buy641.001.74381.73380.0000
1282006.03.28 08:00close641.001.74571.73380.0000184.8019091.04
1292006.03.28 21:36sell651.001.74431.75430.0000
1302006.03.30 08:00close651.001.74031.75430.0000407.6019498.64
1312006.04.03 17:18buy661.001.73931.72930.0000
1322006.04.05 16:00close661.001.75191.72930.00001254.8020753.44
1332006.04.12 14:48sell671.001.74671.75670.0000
1342006.04.17 02:14s/l671.001.75671.75670.0000-990.5019762.94
1352006.04.17 02:14buy681.001.75731.74730.0000
1362006.04.20 12:00close681.001.78301.74730.00002557.0022319.94
1372006.04.25 14:26buy691.001.79091.78090.0000
1382006.04.26 10:37s/l691.001.78091.78090.0000-1002.6021317.34
1392006.04.27 16:01buy701.001.78961.77960.0000
1402006.05.02 00:00close701.001.82411.77960.00003442.2024759.54
1412006.05.04 15:59buy711.001.84501.83500.0000
1422006.05.08 16:00close711.001.85881.83500.00001374.8126134.35
1432006.05.11 03:07sell721.001.85611.86610.0000
1442006.05.11 12:00close721.001.86411.86610.0000-800.0025334.35
1452006.05.11 14:35buy731.001.87091.86090.0000
1462006.05.15 12:00close731.001.88401.86090.00001304.7926639.14
1472006.05.17 16:32sell741.001.88221.89220.0000
1482006.05.18 12:00close741.001.88821.89220.0000-594.3026044.84
1492006.05.19 09:24sell751.001.88361.89360.0000
1502006.05.22 16:00close751.001.87781.89360.0000581.8926626.73
1512006.05.24 09:48buy761.001.88361.87360.0000
1522006.05.24 16:08s/l761.001.87361.87360.0000-1000.0025626.73
1532006.05.24 16:22sell771.001.86931.87930.0000
1542006.05.26 00:00close771.001.87761.87930.0000-822.4024804.33
1552006.05.26 15:32sell781.001.86061.87060.0000
1562006.05.30 04:00close781.001.86121.87060.0000-56.2024748.13
1572006.06.02 14:43buy791.001.88051.87050.0000
1582006.06.05 16:00close791.001.87841.87050.0000-212.6024535.53
1592006.06.06 15:37sell801.001.86221.87220.0000
1602006.06.09 16:00close801.001.84461.87220.00001769.5026305.03
1612006.06.14 08:51buy811.001.84151.83150.0000
1622006.06.16 16:00close811.001.84841.83150.0000679.6026984.63
1632006.06.19 03:24sell821.001.84391.85390.0000
1642006.06.20 08:00close821.001.84411.85390.0000-18.0926966.54
1652006.06.22 10:04sell831.001.84191.85190.0000
1662006.06.26 20:00close831.001.82401.85190.00001793.8028760.34
1672006.06.29 20:18buy841.001.81701.80700.0000
1682006.07.03 20:00close841.001.84201.80700.00002494.8031255.14
1692006.07.05 09:16sell851.001.84201.85200.0000
1702006.07.06 20:00close851.001.83781.85200.0000425.7031680.84
1712006.07.14 08:25sell861.001.83641.84640.0000
1722006.07.18 12:00close861.001.82561.84640.00001083.8032764.64
1732006.07.19 16:08buy871.001.83551.82550.0000
1742006.07.24 04:01close871.001.85381.82550.00001817.0134581.65
1752006.07.25 16:11sell881.001.84771.85770.0000
1762006.07.26 18:27close881.001.84801.85770.0000-28.1034553.55
1772006.07.26 18:28buy891.001.84821.83820.0000
1782006.07.28 04:00close891.001.85531.83820.0000699.5935253.14
1792006.08.03 14:36buy901.001.88951.87950.0000
1802006.08.08 00:00close901.001.90401.87950.00001442.2036695.34
1812006.08.09 09:19buy911.001.90691.89690.0000
1822006.08.10 08:00close911.001.90321.89690.0000-377.8036317.54
1832006.08.15 14:32buy921.001.89561.88560.0000
1842006.08.16 12:00close921.001.89071.88560.0000-492.6035824.94
1852006.08.21 03:07buy931.001.88441.87440.0000
1862006.08.22 04:00close931.001.89111.87440.0000667.4036492.34
1872006.08.24 17:46sell941.001.88921.89920.0000
1882006.08.28 04:00close941.001.88921.89920.00003.8036496.14
1892006.08.29 16:23sell951.001.89491.90490.0000
1902006.08.30 00:00close951.001.89951.90490.0000-458.1036038.04
1912006.09.01 18:02buy961.001.90681.89680.0000
1922006.09.05 04:00close961.001.90401.89680.0000-285.2035752.84
1932006.09.11 11:52buy971.001.86851.85850.0000
1942006.09.11 16:00close971.001.86401.85850.0000-449.9935302.85
1952006.09.19 15:12buy981.001.88821.87820.0000
1962006.09.19 20:00close981.001.88151.87820.0000-670.0034632.85
1972006.10.05 15:00sell991.001.87841.88840.0000
1982006.10.06 14:32close991.001.88741.88840.0000-898.1033734.75
1992006.10.16 10:10buy1001.001.86171.85170.0000
2002006.10.18 16:00close1001.001.86861.85170.0000684.8034419.55
2012006.10.23 09:47sell1011.001.87701.88700.0000
2022006.10.24 20:01close1011.001.87571.88700.0000131.9134551.46
2032006.11.03 14:32sell1021.001.90341.91340.0000
2042006.11.07 04:00close1021.001.90131.91340.0000213.7934765.25
2052006.11.09 14:49sell1031.001.89741.90740.0000
2062006.11.09 17:37s/l1031.001.90741.90740.0000-1000.0033765.25
2072006.11.17 16:40buy1041.001.89681.88680.0000
2082006.11.29 20:00close1041.001.94581.88680.00004874.0138639.26
2092006.12.05 16:23sell1051.001.96871.97870.0000
2102006.12.06 08:01close1051.001.97251.97870.0000-378.0938261.17
2112006.12.08 14:53buy1061.001.96611.95610.0000
2122006.12.08 17:54s/l1061.001.95611.95610.0000-1000.0037261.17
2132006.12.08 17:54sell1071.001.95621.96620.0000
2142006.12.11 20:00close1071.001.95741.96620.0000-118.1037143.07
2152006.12.19 10:12buy1081.001.96431.95430.0000
2162006.12.20 20:00close1081.001.96411.95430.0000-22.6037120.47
2172006.12.22 17:43sell1091.001.95871.96870.0000
2182006.12.27 07:36close1091.001.96241.96870.0000-364.3136756.16
2192007.01.11 13:50buy1101.001.95231.94230.0000
2202007.01.11 16:06s/l1101.001.94231.94230.0000-1000.0035756.16
2212007.01.25 20:33sell1111.001.96371.97370.0000
2222007.01.29 20:00close1111.001.95911.97370.0000463.8136219.97
2232007.02.12 10:34sell1121.001.94691.95690.0000
2242007.02.14 00:00close1121.001.94641.95690.000053.8036273.77
2252007.02.22 17:27buy1131.001.95751.94750.0000
2262007.02.26 20:00close1131.001.96171.94750.0000414.7936688.56
2272007.03.01 16:59sell1141.001.95751.96750.0000
2282007.03.06 12:01close1141.001.92691.96750.00003065.7039754.26
2292007.03.08 15:14sell1151.001.92771.93770.0000
2302007.03.09 20:00close1151.001.93321.93770.0000-548.1039206.16
2312007.03.21 19:21buy1161.001.96331.95330.0000
2322007.03.22 20:00close1161.001.96471.95330.0000132.1939338.35
2332007.03.30 17:17buy1171.001.96541.95540.0000
2342007.04.03 20:00close1171.001.97361.95540.0000814.8040153.15
2352007.04.10 03:53buy1181.001.96771.95770.0000
2362007.04.12 00:04close1181.001.97531.95770.0000749.6040902.75
2372007.04.19 08:50sell1191.001.99892.00890.0000
2382007.04.20 12:00close1191.002.00392.00890.0000-498.0840404.67
2392007.04.26 11:34sell1201.001.99892.00890.0000
2402007.04.27 13:01close1201.001.99882.00890.000011.9140416.58
2412007.04.27 15:18buy1211.002.00391.99390.0000
2422007.04.30 01:24s/l1211.001.99391.99390.0000-1002.6039413.98
2432007.04.30 17:18buy1221.002.00201.99200.0000
2442007.04.30 23:59close at stop1221.001.99961.99200.0000-239.9839174.00