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 прибыль81933.60Общая прибыль206665.92Общий убыток-124732.32
Прибыльность1.66Матожидание выигрыша671.59
Абсолютная просадка1895.92Максимальная просадка24268.21 (26.03%)Относительная просадка27.02% (23148.46)
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 сделка30706.25убыточная сделка-10527.30
Средняяприбыльная сделка3444.43убыточная сделка-2011.81
Максимальное количествонепрерывных выигрышей (прибыль)7 (4742.11)непрерывных проигрышей (убыток)6 (-24268.21)
Максимальнаянепрерывная прибыль (число выигрышей)35251.00 (5)непрерывный убыток (число проигрышей)-24268.21 (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 16:26sell20.901.87251.88250.0000
42005.01.11 00:00close20.901.87761.88250.0000-455.598544.41
52005.01.12 13:53buy30.901.87831.86830.0000
62005.01.13 12:00close30.901.88551.86830.0000640.989185.39
72005.01.19 09:38buy40.901.87421.86420.0000
82005.01.20 11:39s/l40.901.86421.86420.0000-907.028278.37
92005.01.21 17:27buy50.801.87301.86300.0000
102005.01.25 08:00close50.801.87601.86300.0000235.838514.20
112005.01.25 13:50sell60.901.87251.88250.0000
122005.01.26 00:07close60.901.86501.88250.0000676.709190.90
132005.02.02 01:40buy70.901.88431.87430.0000
142005.02.03 04:00close70.901.88341.87430.0000-88.019102.89
152005.02.04 14:31buy80.901.88881.87880.0000
162005.02.04 19:01s/l80.901.87881.87880.0000-900.008202.89
172005.02.09 17:19buy90.801.85971.84970.0000
182005.02.10 12:00close90.801.85971.84970.0000-6.248196.65
192005.03.04 14:32buy100.801.91271.90270.0000
202005.03.07 12:00close100.801.91461.90270.0000149.918346.56
212005.03.14 08:49sell110.801.91941.92940.0000
222005.03.15 12:00close110.801.91911.92940.000025.538372.09
232005.03.16 09:18buy120.801.92171.91170.0000
242005.03.17 12:00close120.801.92361.91170.0000145.768517.85
252005.04.01 17:01sell130.901.88401.89400.0000
262005.04.05 16:00close130.901.87801.89400.0000543.419061.26
272005.04.06 14:34sell140.901.87421.88420.0000
282005.04.06 20:00close140.901.88281.88420.0000-773.998287.27
292005.04.08 17:19buy150.801.87781.86780.0000
302005.04.12 16:00close150.801.88601.86780.0000651.838939.10
312005.04.13 14:54sell160.901.88891.89890.0000
322005.04.13 20:00close160.901.89321.89890.0000-387.008552.10
332005.04.27 14:57buy170.901.90811.89810.0000
342005.04.28 12:00close170.901.90321.89810.0000-448.028104.08
352005.05.06 14:45sell180.801.89251.90250.0000
362005.05.11 00:00close180.801.88241.90250.0000812.558916.63
372005.05.11 14:31sell190.901.87591.88590.0000
382005.05.17 10:58close190.901.84161.88590.00003097.2612013.89
392005.05.17 21:50sell201.201.83391.84390.0000
402005.05.18 20:00close201.201.83951.84390.0000-669.7211344.17
412005.05.19 15:15sell211.101.83551.84550.0000
422005.05.20 12:00close211.101.83791.84550.0000-261.9111082.26
432005.05.25 15:22buy221.101.83171.82170.0000
442005.05.26 08:00close221.101.82781.82170.0000-437.5710644.69
452005.06.02 09:57buy231.101.81891.80890.0000
462005.06.02 16:00close231.101.81271.80890.0000-681.999962.70
472005.06.02 16:47buy241.001.81811.80810.0000
482005.06.03 20:00close241.001.81101.80810.0000-712.609250.10
492005.06.08 18:37sell250.901.83351.84350.0000
502005.06.10 12:00close250.901.82591.84350.0000690.839940.93
512005.06.15 15:34buy261.001.81471.80470.0000
522005.06.17 08:00close261.001.82071.80470.0000589.5910530.52
532005.07.20 16:34sell271.101.72811.73810.0000
542005.07.20 19:32s/l271.101.73811.73810.0000-1100.009430.52
552005.07.27 15:05buy280.901.74461.73460.0000
562005.08.03 04:00close280.901.76661.73460.00001963.6311394.15
572005.08.03 10:07buy291.101.77091.76090.0000
582005.08.05 16:00close291.101.77401.76090.0000329.5511723.70
592005.08.08 10:31buy301.201.78191.77190.0000
602005.08.09 12:00close301.201.78431.77190.0000284.8812008.58
612005.08.12 15:04sell311.201.80831.81830.0000
622005.08.12 20:00close311.201.81581.81830.0000-900.0011108.58
632005.08.22 13:59buy321.101.80331.79330.0000
642005.08.23 04:01close321.101.79881.79330.0000-497.8610610.72
652005.08.24 03:52sell331.101.79761.80760.0000
662005.08.24 08:00close331.101.79381.80760.0000418.0111028.73
672005.08.24 14:31buy341.101.79781.78780.0000
682005.08.25 16:00close341.101.79991.78780.0000222.4411251.17
692005.08.29 17:09sell351.101.80051.81050.0000
702005.08.31 16:00close351.101.78901.81050.00001269.1712520.34
712005.08.31 16:24buy361.301.79661.78660.0000
722005.09.06 04:00close361.301.84201.78660.00005881.7118402.05
732005.09.07 09:29buy371.801.84611.83610.0000
742005.09.07 15:18s/l371.801.83611.83610.0000-1800.0016602.05
752005.09.14 13:58buy381.701.82751.81750.0000
762005.09.15 00:02close381.701.82261.81750.0000-846.2715755.78
772005.09.15 03:09sell391.601.82131.83130.0000
782005.09.16 08:00close391.601.81261.83130.00001395.0517150.83
792005.09.21 06:36buy401.701.80441.79440.0000
802005.09.22 12:00close401.701.80281.79440.0000-285.2816865.55
812005.09.30 12:55buy411.701.76631.75630.0000
822005.10.03 03:19s/l411.701.75631.75630.0000-1704.4215161.13
832005.10.21 18:15sell421.501.76641.77640.0000
842005.10.25 10:24s/l421.501.77641.77640.0000-1494.3013666.83
852005.11.14 14:02sell431.401.74031.75030.0000
862005.11.17 20:00close431.401.72151.75030.00002645.3116312.14
872005.11.18 15:32buy441.601.72001.71000.0000
882005.11.21 20:01close441.601.71761.71000.0000-388.1615923.98
892005.11.22 20:45buy451.601.72271.71270.0000
902005.11.24 08:00close451.601.72011.71270.0000-432.6215491.36
912005.11.28 16:57buy461.501.71891.70890.0000
922005.11.29 16:00close461.501.72181.70890.0000431.0915922.45
932005.12.02 19:04buy471.601.73471.72470.0000
942005.12.06 12:00close471.601.73401.72470.0000-120.3415802.11
952005.12.08 09:26buy481.601.73961.72960.0000
962005.12.13 12:00close481.601.76751.72960.00004451.5320253.64
972005.12.16 10:00buy492.001.77141.76140.0000
982005.12.19 12:00close492.001.76521.76140.0000-1245.2119008.43
992005.12.27 09:46buy501.901.73491.72490.0000
1002005.12.27 20:00close501.901.72971.72490.0000-988.0018020.43
1012005.12.28 18:04sell511.801.71951.72950.0000
1022005.12.29 20:00close511.801.72501.72950.0000-979.7517040.68
1032006.01.03 03:07buy521.701.72611.71610.0000
1042006.01.05 12:00close521.701.75021.71610.00004079.3021119.98
1052006.01.12 15:07sell532.101.76301.77300.0000
1062006.01.13 12:00close532.101.76741.77300.0000-920.0120199.97
1072006.01.18 09:48buy542.001.76811.75810.0000
1082006.01.18 16:00close542.001.76651.75810.0000-319.9919879.98
1092006.01.18 17:58sell552.001.76171.77170.0000
1102006.01.20 12:00close552.001.75931.77170.0000495.2220375.20
1112006.01.31 18:38buy562.001.78581.77580.0000
1122006.01.31 20:32s/l562.001.77581.77580.0000-2000.0018375.20
1132006.02.07 10:41buy571.801.75161.74160.0000
1142006.02.07 16:00close571.801.74551.74160.0000-1098.0117277.19
1152006.02.09 01:58buy581.701.74371.73370.0000
1162006.02.09 16:00close581.701.73991.73370.0000-646.0016631.19
1172006.02.10 01:03buy591.701.74651.73650.0000
1182006.02.10 20:00close591.701.74611.73650.0000-68.0016563.19
1192006.02.17 16:20buy601.701.74111.73110.0000
1202006.02.21 04:00close601.701.74271.73110.0000263.1616826.35
1212006.02.22 09:13sell611.701.74441.75440.0000
1222006.02.23 00:02close611.701.74381.75440.0000111.6916938.04
1232006.02.28 11:46buy621.701.74791.73790.0000
1242006.03.01 20:00close621.701.74931.73790.0000233.5917171.63
1252006.03.21 01:29sell631.701.75341.76340.0000
1262006.03.22 16:00close631.701.74941.76340.0000683.2317854.86
1272006.03.24 19:08buy641.801.74381.73380.0000
1282006.03.28 08:00close641.801.74571.73380.0000332.6418187.50
1292006.03.28 21:36sell651.801.74431.75430.0000
1302006.03.30 08:00close651.801.74031.75430.0000733.6818921.18
1312006.04.03 17:18buy661.901.73931.72930.0000
1322006.04.05 16:00close661.901.75191.72930.00002384.1221305.30
1332006.04.12 14:48sell672.101.74671.75670.0000
1342006.04.17 02:14s/l672.101.75671.75670.0000-2080.0519225.25
1352006.04.17 02:14buy681.901.75731.74730.0000
1362006.04.20 12:00close681.901.78301.74730.00004858.3124083.56
1372006.04.25 14:26buy692.401.79091.78090.0000
1382006.04.26 10:37s/l692.401.78091.78090.0000-2406.2421677.32
1392006.04.27 16:01buy702.201.78961.77960.0000
1402006.05.02 00:00close702.201.82411.77960.00007572.8529250.17
1412006.05.04 15:59buy712.901.84501.83500.0000
1422006.05.08 16:00close712.901.85881.83500.00003986.9533237.12
1432006.05.11 03:07sell723.301.85611.86610.0000
1442006.05.11 12:00close723.301.86411.86610.0000-2640.0330597.09
1452006.05.11 14:35buy733.101.87091.86090.0000
1462006.05.15 12:00close733.101.88401.86090.00004044.8634641.95
1472006.05.17 16:32sell743.501.88221.89220.0000
1482006.05.18 12:00close743.501.88821.89220.0000-2080.0532561.90
1492006.05.19 09:24sell753.301.88361.89360.0000
1502006.05.22 16:00close753.301.87781.89360.00001920.2534482.15
1512006.05.24 09:48buy763.401.88361.87360.0000
1522006.05.24 16:08s/l763.401.87361.87360.0000-3400.0031082.15
1532006.05.24 16:22sell773.101.86931.87930.0000
1542006.05.26 00:00close773.101.87761.87930.0000-2549.4528532.70
1552006.05.26 15:32sell782.901.86061.87060.0000
1562006.05.30 04:00close782.901.86121.87060.0000-162.9928369.71
1572006.06.02 14:43buy792.801.88051.87050.0000
1582006.06.05 16:00close792.801.87841.87050.0000-595.3027774.41
1592006.06.06 15:37sell802.801.86221.87220.0000
1602006.06.09 16:00close802.801.84461.87220.00004954.6032729.01
1612006.06.14 08:51buy813.301.84151.83150.0000
1622006.06.16 16:00close813.301.84841.83150.00002242.6834971.69
1632006.06.19 03:24sell823.501.84391.85390.0000
1642006.06.20 08:00close823.501.84411.85390.0000-63.3434908.35
1652006.06.22 10:04sell833.501.84191.85190.0000
1662006.06.26 20:00close833.501.82401.85190.00006278.3241186.67
1672006.06.29 20:18buy844.101.81701.80700.0000
1682006.07.03 20:00close844.101.84201.80700.000010228.6951415.36
1692006.07.05 09:16sell855.101.84201.85200.0000
1702006.07.06 20:00close855.101.83781.85200.00002171.0853586.44
1712006.07.14 08:25sell865.401.83641.84640.0000
1722006.07.18 12:00close865.401.82561.84640.00005852.5559438.99
1732006.07.19 16:08buy875.901.83551.82550.0000
1742006.07.24 04:01close875.901.85381.82550.000010720.3670159.35
1752006.07.25 16:11sell887.001.84771.85770.0000
1762006.07.26 18:27close887.001.84801.85770.0000-196.7069962.65
1772006.07.26 18:28buy897.001.84821.83820.0000
1782006.07.28 04:00close897.001.85531.83820.00004897.1474859.79
1792006.08.03 14:36buy907.501.88951.87950.0000
1802006.08.08 00:00close907.501.90401.87950.000010816.5585676.34
1812006.08.09 09:19buy918.601.90691.89690.0000
1822006.08.10 08:00close918.601.90321.89690.0000-3249.0582427.29
1832006.08.15 14:32buy928.201.89561.88560.0000
1842006.08.16 12:00close928.201.89071.88560.0000-4039.3678387.93
1852006.08.21 03:07buy937.801.88441.87440.0000
1862006.08.22 04:00close937.801.89111.87440.00005205.7983593.72
1872006.08.24 17:46sell948.401.88921.89920.0000
1882006.08.28 04:00close948.401.88921.89920.000031.8783625.59
1892006.08.29 16:23sell958.401.89491.90490.0000
1902006.08.30 00:00close958.401.89951.90490.0000-3848.0479777.55
1912006.09.01 18:02buy968.001.90681.89680.0000
1922006.09.05 04:00close968.001.90401.89680.0000-2281.5577496.00
1932006.09.11 11:52buy977.701.86851.85850.0000
1942006.09.11 16:00close977.701.86401.85850.0000-3464.9974031.01
1952006.09.19 15:12buy987.401.88821.87820.0000
1962006.09.19 20:00close987.401.88151.87820.0000-4958.0069073.01
1972006.10.05 15:00sell996.901.87841.88840.0000
1982006.10.06 14:32close996.901.88741.88840.0000-6196.9062876.11
1992006.10.16 10:10buy1006.301.86171.85170.0000
2002006.10.18 16:00close1006.301.86861.85170.00004314.2467190.35
2012006.10.23 09:47sell1016.701.87701.88700.0000
2022006.10.24 20:01close1016.701.87571.88700.0000883.7568074.10
2032006.11.03 14:32sell1026.801.90341.91340.0000
2042006.11.07 04:00close1026.801.90131.91340.00001453.7869527.88
2052006.11.09 14:49sell1037.001.89741.90740.0000
2062006.11.09 17:37s/l1037.001.90741.90740.0000-7000.0062527.88
2072006.11.17 16:40buy1046.301.89681.88680.0000
2082006.11.29 20:00close1046.301.94581.88680.000030706.2593234.13
2092006.12.05 16:23sell1059.301.96871.97870.0000
2102006.12.06 08:01close1059.301.97251.97870.0000-3516.3189717.82
2112006.12.08 14:53buy1069.001.96611.95610.0000
2122006.12.08 17:54s/l1069.001.95611.95610.0000-9000.0080717.82
2132006.12.08 17:54sell1078.101.95621.96620.0000
2142006.12.11 20:00close1078.101.95741.96620.0000-956.6479761.18
2152006.12.19 10:12buy1088.001.96431.95430.0000
2162006.12.20 20:00close1088.001.96411.95430.0000-180.7979580.39
2172006.12.22 17:43sell1098.001.95871.96870.0000
2182006.12.27 07:36close1098.001.96241.96870.0000-2914.4776665.92
2192007.01.11 13:50buy1107.701.95231.94230.0000
2202007.01.11 16:06s/l1107.701.94231.94230.0000-7700.0068965.92
2212007.01.25 20:33sell1116.901.96371.97370.0000
2222007.01.29 20:00close1116.901.95911.97370.00003200.2972166.21
2232007.02.12 10:34sell1127.201.94691.95690.0000
2242007.02.14 00:00close1127.201.94641.95690.0000387.3772553.58
2252007.02.22 17:27buy1137.301.95751.94750.0000
2262007.02.26 20:00close1137.301.96171.94750.00003027.9775581.55
2272007.03.01 16:59sell1147.601.95751.96750.0000
2282007.03.06 12:01close1147.601.92691.96750.000023299.3398880.88
2292007.03.08 15:14sell1159.901.92771.93770.0000
2302007.03.09 20:00close1159.901.93321.93770.0000-5426.1093454.78
2312007.03.21 19:21buy1169.301.96331.95330.0000
2322007.03.22 20:00close1169.301.96471.95330.00001229.3994684.17
2332007.03.30 17:17buy1179.501.96541.95540.0000
2342007.04.03 20:00close1179.501.97361.95540.00007740.58102424.75
2352007.04.10 03:53buy11810.201.96771.95770.0000
2362007.04.12 00:04close11810.201.97531.95770.00007645.92110070.67
2372007.04.19 08:50sell11911.001.99892.00890.0000
2382007.04.20 12:00close11911.002.00392.00890.0000-5478.91104591.76
2392007.04.26 11:34sell12010.501.99892.00890.0000
2402007.04.27 13:01close12010.501.99882.00890.0000125.02104716.78
2412007.04.27 15:18buy12110.502.00391.99390.0000
2422007.04.30 01:24s/l12110.501.99391.99390.0000-10527.3094189.48
2432007.04.30 17:18buy1229.402.00201.99200.0000
2442007.04.30 23:59close at stop1229.401.99961.99200.0000-2255.8891933.60