Strategy Tester Report
GAP v1.1
EGlobal-Cent1 (Build 226)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2009.01.02 06:00 - 2010.04.16 22:00 (2009.01.01 - 2010.04.19)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры... s="Перекрытие гепа";
Баров в истории8701Смоделировано тиков14708367Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль32400.29Общая прибыль33359.84Общий убыток-959.55
Прибыльность34.77Матожидание выигрыша432.00
Абсолютная просадка90.00Максимальная просадка9405.42 (34.84%)Относительная просадка34.84% (9405.42)
Всего сделок75Короткие позиции (% выигравших)33 (87.88%)Длинные позиции (% выигравших)42 (69.05%)
Прибыльные сделки (% от всех)58 (77.33%)Убыточные сделки (% от всех)17 (22.67%)
Самая большаяприбыльная сделка3997.43убыточная сделка-417.99
Средняяприбыльная сделка575.17убыточная сделка-56.44
Максимальное количествонепрерывных выигрышей (прибыль)15 (16004.49)непрерывных проигрышей (убыток)3 (-856.54)
Максимальнаянепрерывная прибыль (число выигрышей)16004.49 (15)непрерывный убыток (число проигрышей)-856.54 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.05 00:00buy11.001.38851.35951.3923
22009.01.05 00:00buy21.001.38851.35951.3961
32009.01.05 00:00buy31.001.38851.35951.4285
42009.01.05 00:19t/p11.001.39231.35951.3923380.0010380.00
52009.01.05 00:19modify21.001.38851.38851.3961
62009.01.05 00:56modify31.001.38851.38851.4285
72009.01.05 01:56t/p21.001.39611.38851.3961760.0011140.00
82009.01.05 03:11s/l31.001.38851.38851.42850.0011140.00
92009.01.19 00:00sell41.001.33491.36391.3266
102009.01.19 00:00sell51.001.33491.36391.3183
112009.01.19 00:00sell61.001.33491.36391.2949
122009.01.19 08:16modify61.001.33491.33491.2949
132009.01.19 10:40t/p41.001.32661.36391.3266830.0011970.00
142009.01.19 10:40modify51.001.33491.33491.3183
152009.01.19 13:29modify61.001.33491.33291.2949
162009.01.19 14:06modify61.001.33491.33091.2949
172009.01.19 14:06t/p51.001.31831.33491.31831660.0013630.00
182009.01.19 14:42modify61.001.33491.32891.2949
192009.01.19 15:21modify61.001.33491.32691.2949
202009.01.19 15:44modify61.001.33491.32491.2949
212009.01.19 21:12modify61.001.33491.32291.2949
222009.01.19 22:35modify61.001.33491.32091.2949
232009.01.19 22:59modify61.001.33491.31891.2949
242009.01.20 01:31modify61.001.33491.31691.2949
252009.01.20 01:34modify61.001.33491.31491.2949
262009.01.20 01:39modify61.001.33491.31291.2949
272009.01.20 05:28modify61.001.33491.31091.2949
282009.01.20 08:14modify61.001.33491.30891.2949
292009.01.20 08:21t/p61.001.29491.30891.29493997.0617627.06
302009.01.26 00:00buy71.001.29181.26281.2973
312009.01.26 00:00buy81.001.29181.26281.3028
322009.01.26 00:00buy91.001.29181.26281.3318
332009.01.26 09:42modify91.001.29181.29181.3318
342009.01.26 09:46t/p71.001.29731.26281.2973550.0018177.06
352009.01.26 09:46modify81.001.29181.29181.3028
362009.01.26 14:40t/p81.001.30281.29181.30281100.0019277.06
372009.01.26 14:53modify91.001.29181.29381.3318
382009.01.26 15:04modify91.001.29181.29581.3318
392009.01.26 15:11modify91.001.29181.29781.3318
402009.01.26 15:23modify91.001.29181.29981.3318
412009.01.26 15:42modify91.001.29181.30181.3318
422009.01.26 16:00modify91.001.29181.30381.3318
432009.01.26 16:01modify91.001.29181.30581.3318
442009.01.26 18:19modify91.001.29181.30781.3318
452009.01.26 23:11modify91.001.29181.30981.3318
462009.01.27 03:59modify91.001.29181.31181.3318
472009.01.27 08:37modify91.001.29181.31381.3318
482009.01.27 10:00modify91.001.29181.31581.3318
492009.01.27 10:00modify91.001.29181.31781.3318
502009.01.27 10:05t/p91.001.33181.31781.33183997.4323274.49
512009.02.02 00:00buy101.001.27531.24631.2812
522009.02.02 00:00buy111.001.27531.24631.2871
532009.02.02 00:00buy121.001.27531.24631.3153
542009.02.02 12:56modify121.001.27531.27531.3153
552009.02.02 13:27s/l121.001.27531.27531.31530.0023274.49
562009.02.02 16:06t/p101.001.28121.24631.2812590.0023864.49
572009.02.02 16:06modify111.001.27531.27531.2871
582009.02.02 18:33t/p111.001.28711.27531.28711180.0025044.49
592009.02.09 00:00sell131.001.29711.32611.2939
602009.02.09 00:00sell141.001.29711.32611.2907
612009.02.09 00:00sell151.001.29711.32611.2571
622009.02.09 02:37t/p131.001.29391.32611.2939320.0025364.49
632009.02.09 02:37modify141.001.29711.29711.2907
642009.02.09 03:27modify151.001.29711.29711.2571
652009.02.09 07:03t/p141.001.29071.29711.2907640.0026004.49
662009.02.09 12:35s/l151.001.29711.29711.25710.0026004.49
672009.02.16 00:00buy161.001.27921.25021.2862
682009.02.16 00:00buy171.001.27921.25021.2932
692009.02.16 00:00buy181.001.27921.25021.3192
702009.02.20 18:09modify181.001.27921.27921.3192
712009.02.20 18:13s/l181.001.27921.27921.3192-15.4225989.07
722009.02.20 19:19t/p161.001.28621.25021.2862684.5826673.65
732009.02.20 19:19modify171.001.27921.27921.2932
742009.02.23 00:47s/l171.001.27921.27921.2932-17.9926655.66
752009.03.02 00:00buy191.001.26171.23271.2666
762009.03.02 00:00buy201.001.26171.23271.2715
772009.03.02 00:00buy211.001.26171.23271.3017
782009.03.03 07:15modify211.001.26171.26171.3017
792009.03.03 07:15t/p191.001.26661.23271.2666487.4327143.09
802009.03.03 07:15modify201.001.26171.26171.2715
812009.03.03 11:00s/l201.001.26171.26171.2715-2.5727140.52
822009.03.03 11:00s/l211.001.26171.26171.3017-2.5727137.95
832009.03.16 00:00buy221.001.28481.25581.2929
842009.03.16 00:00buy231.001.28481.25581.3010
852009.03.16 00:00buy241.001.28481.25581.3248
862009.03.16 02:10modify241.001.28481.28481.3248
872009.03.16 07:40t/p221.001.29291.25581.2929810.0027947.95
882009.03.16 07:40modify231.001.28481.28481.3010
892009.03.16 11:02modify241.001.28481.28681.3248
902009.03.16 11:04modify241.001.28481.28881.3248
912009.03.16 11:04t/p231.001.30101.28481.30101620.0029567.95
922009.03.16 11:09modify241.001.28481.29081.3248
932009.03.16 13:12modify241.001.28481.29281.3248
942009.03.16 13:22modify241.001.28481.29481.3248
952009.03.17 13:18s/l241.001.29481.29481.3248997.4330565.38
962009.03.23 00:00sell251.001.36571.39471.3581
972009.03.23 00:00sell261.001.36571.39471.3505
982009.03.23 00:00sell271.001.36571.39471.3257
992009.03.23 01:03modify271.001.36571.36571.3257
1002009.03.23 02:25s/l271.001.36571.36571.32570.0030565.38
1012009.03.23 13:21t/p251.001.35811.39471.3581760.0031325.38
1022009.03.23 13:21modify261.001.36571.36571.3505
1032009.03.23 14:53t/p261.001.35051.36571.35051520.0032845.38
1042009.03.30 00:00buy281.001.322311.29331.3287
1052009.03.30 00:00buy291.001.322311.29331.3350
1062009.03.30 00:00buy301.001.322311.29331.3623
1072009.03.30 00:23modify301.001.322311.32231.3623
1082009.03.30 06:25s/l301.001.32231.32231.3623-1.0032844.38
1092009.03.31 10:02t/p281.001.32871.29331.3287636.4333480.81
1102009.03.31 10:02modify291.001.322311.32231.3350
1112009.04.01 02:14s/l291.001.32231.32231.3350-6.1433474.67
1122009.04.06 00:01sell311.001.35141.38041.3485
1132009.04.06 00:01sell321.001.35141.38041.3456
1142009.04.06 00:01sell331.001.35141.38041.3114
1152009.04.06 14:06t/p311.001.34851.38041.3485290.0033764.67
1162009.04.06 14:07modify321.001.35141.35141.3456
1172009.04.06 14:57modify331.001.35141.35141.3114
1182009.04.06 15:11t/p321.001.34561.35141.3456580.0034344.67
1192009.04.06 17:12modify331.001.35141.34941.3114
1202009.04.07 01:34modify331.001.35141.34741.3114
1212009.04.07 01:59modify331.001.35141.34541.3114
1222009.04.07 11:02modify331.001.35141.34341.3114
1232009.04.07 11:03modify331.001.35141.34141.3114
1242009.04.07 11:15modify331.001.35141.33941.3114
1252009.04.07 12:14modify331.001.35141.33741.3114
1262009.04.07 12:56modify331.001.35141.33541.3114
1272009.04.08 02:36modify331.001.35141.33341.3114
1282009.04.08 02:58modify331.001.35141.33141.3114
1292009.04.08 06:50modify331.001.35141.32941.3114
1302009.04.08 08:46modify331.001.35141.32741.3114
1312009.04.08 14:56s/l331.001.32741.32741.31142394.1236738.79
1322009.05.25 00:00sell341.001.402811.43181.3997
1332009.05.25 00:00sell351.001.402811.43181.3967
1342009.05.25 00:00sell361.001.402811.43181.3628
1352009.05.25 02:16t/p341.001.39971.43181.3997311.0037049.79
1362009.05.25 02:16modify351.001.402811.40281.3967
1372009.05.25 04:38modify361.001.402811.40281.3628
1382009.05.25 08:12s/l351.001.40281.40281.39671.0037050.79
1392009.05.25 08:12s/l361.001.40281.40281.36281.0037051.79
1402009.06.01 00:00buy371.001.41341.38441.4160
1412009.06.01 00:00buy381.001.41341.38441.4185
1422009.06.01 00:00buy391.001.41341.38441.4534
1432009.06.01 04:27t/p371.001.41601.38441.4160260.0037311.79
1442009.06.01 04:27modify381.001.41341.41341.4185
1452009.06.01 06:18s/l381.001.41341.41341.41850.0037311.79
1462009.06.01 08:51modify391.001.41341.41341.4534
1472009.06.02 02:41s/l391.001.41341.41341.4534-2.5737309.22
1482009.06.08 00:00buy401.001.39441.36541.3967
1492009.06.08 00:00buy411.001.39441.36541.3991
1502009.06.08 00:00buy421.001.39441.36541.4344
1512009.06.08 01:23t/p401.001.39671.36541.3967230.0037539.22
1522009.06.08 01:23modify411.001.39441.39441.3991
1532009.06.08 03:20modify421.001.39441.39441.4344
1542009.06.08 03:22t/p411.001.39911.39441.3991470.0038009.22
1552009.06.08 08:14s/l421.001.39441.39441.43440.0038009.22
1562009.06.15 00:00buy431.001.39891.36991.4015
1572009.06.15 00:00buy441.001.39891.36991.4042
1582009.06.15 00:00buy451.001.39891.36991.4389
1592009.06.22 00:00close431.001.39491.36991.4015-417.9937591.23
1602009.06.22 00:00close441.001.39491.36991.4042-417.9937173.24
1612009.06.23 16:04modify451.001.39891.39891.4389
1622009.06.23 16:41s/l451.001.39891.39891.4389-20.5637152.68
1632009.07.06 00:00buy461.001.39581.36681.3980
1642009.07.06 00:00buy471.001.39581.36681.4001
1652009.07.06 00:00buy481.001.39581.36681.4358
1662009.07.06 03:41t/p461.001.39801.36681.3980220.0037372.68
1672009.07.06 03:41modify471.001.39581.39581.4001
1682009.07.06 04:35s/l471.001.39581.39581.40010.0037372.68
1692009.07.07 12:53modify481.001.39581.39581.4358
1702009.07.07 17:30s/l481.001.39581.39581.4358-2.5737370.11
1712009.07.27 00:00sell491.001.42301.45201.4202
1722009.07.27 00:00sell501.001.42301.45201.4173
1732009.07.27 00:00sell511.001.42301.45201.3830
1742009.07.27 01:15t/p491.001.42021.45201.4202280.0037650.11
1752009.07.27 01:16modify501.001.42301.42301.4173
1762009.07.27 02:00modify511.001.42301.42301.3830
1772009.07.27 02:17t/p501.001.41731.42301.4173570.0038220.11
1782009.07.27 05:40s/l511.001.42301.42301.38300.0038220.11
1792009.09.14 00:00sell521.001.45991.48891.4570
1802009.09.14 00:00sell531.001.45991.48891.4540
1812009.09.14 00:00sell541.001.45991.48891.4199
1822009.09.14 02:02t/p521.001.45701.48891.4570290.0038510.11
1832009.09.14 02:02modify531.001.45991.45991.4540
1842009.09.14 02:11modify541.001.45991.45991.4199
1852009.09.14 02:31t/p531.001.45401.45991.4540590.0039100.11
1862009.09.14 15:30s/l541.001.45991.45991.41990.0039100.11
1872009.11.09 00:00sell551.001.48711.51611.4846
1882009.11.09 00:00sell561.001.48711.51611.4821
1892009.11.09 00:00sell571.001.48711.51611.4471
1902009.11.12 21:28t/p551.001.48461.51611.4846235.3039335.41
1912009.11.12 21:28modify561.001.48711.48711.4821
1922009.11.12 21:38modify571.001.48711.48711.4471
1932009.11.13 01:10s/l561.001.48711.48711.4821-17.6439317.77
1942009.11.13 01:10s/l571.001.48711.48711.4471-17.6439300.13
1952009.11.30 00:00sell581.001.50091.52991.4987
1962009.11.30 00:00sell591.001.50091.52991.4965
1972009.11.30 00:00sell601.001.50091.52991.4609
1982009.11.30 00:21t/p581.001.49871.52991.4987220.0039520.13
1992009.11.30 00:21modify591.001.50091.50091.4965
2002009.11.30 00:27modify601.001.50091.50091.4609
2012009.11.30 00:27t/p591.001.49651.50091.4965440.0039960.13
2022009.11.30 02:00s/l601.001.50091.50091.46090.0039960.13
2032009.12.21 00:00buy611.001.43141.40241.4335
2042009.12.21 00:00buy621.001.43141.40241.4356
2052009.12.21 00:00buy631.001.43141.40241.4714
2062009.12.21 00:23t/p611.001.43351.40241.4335210.0040170.13
2072009.12.21 00:32modify621.001.43141.43141.4356
2082009.12.21 04:36modify631.001.43141.43141.4714
2092009.12.21 04:38t/p621.001.43561.43141.4356420.0040590.13
2102009.12.21 09:23s/l631.001.43141.43141.47140.0040590.13
2112010.01.18 00:00buy641.001.43501.40601.4386
2122010.01.18 00:00buy651.001.43501.40601.4421
2132010.01.18 00:00buy661.001.43501.40601.4750
2142010.01.18 06:33t/p641.001.43861.40601.4386360.0040950.13
2152010.01.18 06:33modify651.001.43501.43501.4421
2162010.01.18 07:45modify661.001.43501.43501.4750
2172010.01.19 11:00s/l651.001.43501.43501.4421-2.5740947.56
2182010.01.19 11:00s/l661.001.43501.43501.4750-2.5740944.99
2192010.02.08 00:00buy671.001.36581.33681.3678
2202010.02.08 00:00buy681.001.36581.33681.3698
2212010.02.08 00:00buy691.001.36581.33681.4058
2222010.02.08 08:47t/p671.001.36781.33681.3678200.0041144.99
2232010.02.08 08:47modify681.001.36581.36581.3698
2242010.02.08 09:31t/p681.001.36981.36581.3698400.0041544.99
2252010.02.08 09:31modify691.001.36581.36581.4058
2262010.02.08 12:53s/l691.001.36581.36581.40580.0041544.99
2272010.03.08 00:00sell701.001.36411.39311.3620
2282010.03.08 00:00sell711.001.36411.39311.3599
2292010.03.08 00:00sell721.001.36411.39311.3241
2302010.03.08 17:30t/p701.001.36201.39311.3620210.0041754.99
2312010.03.08 17:30modify711.001.36411.36411.3599
2322010.03.08 18:59s/l711.001.36411.36411.35990.0041754.99
2332010.03.09 07:55modify721.001.36411.36411.3241
2342010.03.10 16:33s/l721.001.36411.36411.3241-5.8841749.11
2352010.03.29 00:00sell731.001.34731.37631.3407
2362010.03.29 00:00sell741.001.34731.37631.3341
2372010.03.29 00:00sell751.001.34731.37631.3073
2382010.03.29 03:12modify751.001.34731.34731.3073
2392010.03.29 09:06s/l751.001.34731.34731.30730.0041749.11
2402010.03.30 17:10t/p731.001.34071.37631.3407657.0642406.17
2412010.03.30 17:10modify741.001.34731.34731.3341
2422010.03.31 11:18s/l741.001.34731.34731.3341-5.8842400.29