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

СимволUSDJPY (US Dollar vs Japanese Yen)
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 истории8719Смоделировано тиков11809047Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль16013.31Общая прибыль18373.02Общий убыток-2359.71
Прибыльность7.79Матожидание выигрыша197.70
Абсолютная просадка5393.78Максимальная просадка11360.36 (43.29%)Относительная просадка57.54% (6243.17)
Всего сделок81Короткие позиции (% выигравших)42 (80.95%)Длинные позиции (% выигравших)39 (76.92%)
Прибыльные сделки (% от всех)64 (79.01%)Убыточные сделки (% от всех)17 (20.99%)
Самая большаяприбыльная сделка2427.63убыточная сделка-1121.09
Средняяприбыльная сделка287.08убыточная сделка-138.81
Максимальное количествонепрерывных выигрышей (прибыль)26 (7332.65)непрерывных проигрышей (убыток)6 (-2313.75)
Максимальнаянепрерывная прибыль (число выигрышей)7332.65 (26)непрерывный убыток (число проигрышей)-2313.75 (6)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.05 00:00sell11.0092.0995.8991.80
22009.01.05 00:00sell21.0092.0995.8991.51
32009.01.05 00:00sell31.0092.0995.8988.39
42009.01.05 08:09modify31.0092.0992.0988.39
52009.01.05 09:08s/l31.0092.0992.0988.390.0010000.00
62009.01.08 08:36t/p11.0091.8095.8991.80303.5910303.59
72009.01.08 08:36modify21.0092.0992.0991.51
82009.01.08 13:34t/p21.0091.5192.0991.51621.5310925.11
92009.01.12 00:00buy41.0090.0886.2890.38
102009.01.12 00:00buy51.0090.0886.2890.68
112009.01.12 00:00buy61.0090.0886.2893.78
122009.01.16 02:42modify61.0090.0890.0893.78
132009.01.16 02:49s/l61.0090.0890.0893.78-10.4710914.64
142009.01.16 05:48t/p41.0090.3886.2890.38321.4611236.10
152009.01.16 05:48modify51.0090.0890.0890.68
162009.01.16 09:17s/l51.0090.0890.0890.68-10.4711225.62
172009.01.19 00:00sell71.0090.9794.7790.71
182009.01.19 00:00sell81.0090.9794.7790.45
192009.01.19 00:00sell91.0090.9794.7787.27
202009.01.19 02:21modify91.0090.9790.9787.27
212009.01.19 02:21t/p71.0090.7194.7790.71286.6311512.25
222009.01.19 02:21modify81.0090.9790.9790.45
232009.01.19 03:02s/l81.0090.9790.9790.450.0011512.25
242009.01.19 03:02s/l91.0090.9790.9787.270.0011512.25
252009.01.26 00:00buy101.0088.4284.6288.74
262009.01.26 00:00buy111.0088.4284.6289.06
272009.01.26 00:00buy121.0088.4284.6292.12
282009.01.26 01:35modify121.0088.4288.4292.12
292009.01.26 01:45t/p101.0088.7484.6288.74360.6011872.85
302009.01.26 01:45modify111.0088.4288.4289.06
312009.01.26 02:54t/p111.0089.0688.4289.06718.6212591.47
322009.01.27 08:13modify121.0088.4288.5292.12
332009.01.27 08:22modify121.0088.4288.6292.12
342009.01.27 08:38modify121.0088.4288.7292.12
352009.01.27 08:59modify121.0088.4288.8292.12
362009.01.27 16:10s/l121.0088.8288.8292.12448.6013040.07
372009.02.02 00:00buy131.0089.7085.9089.90
382009.02.02 00:00buy141.0089.7085.9090.10
392009.02.02 00:00buy151.0089.7085.9093.40
402009.02.02 02:45t/p131.0089.9085.9089.90222.4713262.54
412009.02.02 02:45modify141.0089.7089.7090.10
422009.02.02 02:45modify151.0089.7089.7093.40
432009.02.02 04:38s/l141.0089.7089.7090.100.0013262.54
442009.02.02 04:38s/l151.0089.7089.7093.400.0013262.54
452009.02.09 00:00sell161.0092.1095.9091.87
462009.02.09 00:00sell171.0092.1095.9091.64
472009.02.09 00:00sell181.0092.1095.9088.40
482009.02.09 01:27modify181.0092.1092.1088.40
492009.02.09 01:27t/p161.0091.8795.9091.87250.3513512.89
502009.02.09 01:27modify171.0092.1092.1091.64
512009.02.09 02:45t/p171.0091.6492.1091.64501.9614014.85
522009.02.10 17:12modify181.0092.1092.0088.40
532009.02.10 17:12modify181.0092.1091.9088.40
542009.02.10 17:12modify181.0092.1091.8088.40
552009.02.10 17:38modify181.0092.1091.7088.40
562009.02.10 17:41modify181.0092.1091.6088.40
572009.02.10 17:41modify181.0092.1091.5088.40
582009.02.10 20:28modify181.0092.1091.4088.40
592009.02.11 06:42modify181.0092.1091.3088.40
602009.02.11 06:42modify181.0092.1091.2088.40
612009.02.11 07:28modify181.0092.1091.1088.40
622009.02.11 10:39modify181.0092.1091.0088.40
632009.02.12 22:07s/l181.0091.0091.0088.401196.4415211.29
642009.02.16 00:00buy191.0091.8488.0491.93
652009.02.16 00:00buy201.0091.8488.0492.02
662009.02.16 00:00buy211.0091.8488.0495.54
672009.02.16 09:52t/p191.0091.9388.0491.9397.9015309.19
682009.02.16 09:52modify201.0091.8491.8492.02
692009.02.16 09:56s/l201.0091.8491.8492.020.0015309.19
702009.02.16 10:17modify211.0091.8491.8495.54
712009.02.16 10:30s/l211.0091.8491.8495.540.0015309.19
722009.02.23 00:00sell221.0093.4897.2893.33
732009.02.23 00:00sell231.0093.4897.2893.18
742009.02.23 00:00sell241.0093.4897.2889.78
752009.02.23 01:17t/p221.0093.3397.2893.33160.7215469.91
762009.02.23 01:17modify231.0093.4893.4893.18
772009.02.23 01:18modify241.0093.4893.4889.78
782009.02.23 01:21t/p231.0093.1893.4893.18321.9615791.87
792009.02.23 09:12s/l241.0093.4893.4889.780.0015791.87
802009.03.23 00:00buy251.0095.6991.8995.93
812009.03.23 00:00buy261.0095.6991.8996.17
822009.03.23 00:00buy271.0095.6991.8999.39
832009.03.23 00:44modify271.0095.6995.6999.39
842009.03.23 00:48t/p251.0095.9391.8995.93250.1816042.05
852009.03.23 00:48modify261.0095.6995.6996.17
862009.03.23 01:43t/p261.0096.1795.6996.17499.1216541.17
872009.03.23 08:30s/l271.0095.6995.6999.390.0016541.17
882009.03.30 00:00sell281.0098.06101.8697.85
892009.03.30 00:00sell291.0098.06101.8697.63
902009.03.30 00:00sell301.0098.06101.8694.36
912009.03.30 04:22t/p281.0097.85101.8697.85214.6116755.78
922009.03.30 04:22modify301.0098.0698.0694.36
932009.03.30 04:22modify291.0098.0698.0697.63
942009.03.30 06:08t/p291.0097.6398.0697.63440.4417196.22
952009.03.30 08:13modify301.0098.0697.9694.36
962009.03.30 08:24modify301.0098.0697.8694.36
972009.03.30 08:55modify301.0098.0697.7694.36
982009.03.30 09:12modify301.0098.0697.6694.36
992009.03.30 09:14modify301.0098.0697.5694.36
1002009.03.30 09:22modify301.0098.0697.4694.36
1012009.03.30 09:25modify301.0098.0697.3694.36
1022009.03.30 09:43modify301.0098.0697.2694.36
1032009.03.30 17:44s/l301.0097.2697.2694.36822.5418018.76
1042009.04.13 00:00sell311.00100.39104.19100.21
1052009.04.13 00:00sell321.00100.39104.19100.03
1062009.04.13 00:00sell331.00100.39104.1996.69
1072009.04.13 17:36t/p311.00100.21104.19100.21179.6218198.38
1082009.04.13 17:36modify321.00100.39100.39100.03
1092009.04.13 17:36modify331.00100.39100.3996.69
1102009.04.13 21:51t/p321.00100.03100.39100.03359.8918558.27
1112009.04.14 01:49s/l331.00100.39100.3996.69-2.4718555.80
1122009.04.27 00:01buy341.0096.8493.0497.10
1132009.04.27 00:01buy351.0096.8493.0497.35
1142009.04.27 00:01buy361.0096.8493.04100.54
1152009.04.27 03:41modify361.0096.8496.84100.54
1162009.04.27 03:44t/p341.0097.1093.0497.10267.7718823.57
1172009.04.27 03:44modify351.0096.8496.8497.35
1182009.04.27 04:36s/l351.0096.8496.8497.350.0018823.57
1192009.04.27 04:36s/l361.0096.8496.84100.540.0018823.57
1202009.05.11 00:00sell371.0098.69102.4998.45
1212009.05.11 00:00sell381.0098.69102.4998.22
1222009.05.11 00:00sell391.0098.69102.4994.99
1232009.05.11 03:01modify391.0098.6998.6994.99
1242009.05.11 03:04t/p371.0098.45102.4998.45243.7819067.35
1252009.05.11 03:04modify381.0098.6998.6998.22
1262009.05.11 05:23t/p381.0098.2298.6998.22478.5219545.87
1272009.05.11 09:01s/l391.0098.6998.6994.990.0019545.87
1282009.05.18 00:00buy401.0095.0791.2795.20
1292009.05.18 00:00buy411.0095.0791.2795.33
1302009.05.18 00:00buy421.0095.0791.2798.77
1312009.05.18 09:13t/p401.0095.2091.2795.20136.5519682.42
1322009.05.18 09:13modify411.0095.0795.0795.33
1332009.05.18 09:31modify421.0095.0795.0798.77
1342009.05.18 09:32t/p411.0095.3395.0795.33272.7419955.16
1352009.05.20 18:02s/l421.0095.0795.0798.77-3.4919951.67
1362009.08.10 00:01sell431.0097.70101.5097.56
1372009.08.10 00:01sell441.0097.70101.5097.42
1382009.08.10 00:01sell451.0097.70101.5094.00
1392009.08.10 00:47t/p431.0097.56101.5097.56143.5020095.17
1402009.08.10 00:50modify441.0097.7097.7097.42
1412009.08.10 01:09modify451.0097.7097.7094.00
1422009.08.10 01:31t/p441.0097.4297.7097.42287.4220382.59
1432009.08.11 13:18modify451.0097.7097.6094.00
1442009.08.11 15:16modify451.0097.7097.5094.00
1452009.08.11 16:03modify451.0097.7097.4094.00
1462009.08.11 16:23modify451.0097.7097.3094.00
1472009.08.11 16:25modify451.0097.7097.2094.00
1482009.08.11 16:29modify451.0097.7097.1094.00
1492009.08.11 17:06modify451.0097.7097.0094.00
1502009.08.12 04:07modify451.0097.7096.9094.00
1512009.08.12 04:14modify451.0097.7096.8094.00
1522009.08.12 04:55modify451.0097.7096.7094.00
1532009.08.12 06:43modify451.0097.7096.6094.00
1542009.08.12 08:51modify451.0097.7096.5094.00
1552009.08.12 09:46modify451.0097.7096.4094.00
1562009.08.12 20:16s/l451.0096.4096.4094.001343.6121726.20
1572009.08.17 00:01buy461.0094.7890.9894.91
1582009.08.17 00:01buy471.0094.7890.9895.04
1592009.08.17 00:01buy481.0094.7890.9898.48
1602009.08.18 03:34t/p461.0094.9190.9894.91135.2221861.42
1612009.08.18 03:34modify471.0094.7894.7895.04
1622009.08.18 03:35modify481.0094.7894.7898.48
1632009.08.18 05:18s/l471.0094.7894.7895.04-1.7521859.68
1642009.08.18 05:18s/l481.0094.7894.7898.48-1.7521857.93
1652009.09.14 00:00buy491.0090.4386.6390.70
1662009.09.14 00:00buy501.0090.4386.6390.97
1672009.09.14 00:00buy511.0090.4386.6394.13
1682009.09.14 08:33modify511.0090.4390.4394.13
1692009.09.14 08:52t/p491.0090.7086.6390.70297.6822155.61
1702009.09.14 08:52modify501.0090.4390.4390.97
1712009.09.14 13:52t/p501.0090.9790.4390.97593.6022749.21
1722009.09.16 09:18s/l511.0090.4390.4394.13-3.4922745.72
1732009.09.21 00:00sell521.0091.45995.2691.28
1742009.09.21 00:00sell531.0091.45995.2691.10
1752009.09.21 00:00sell541.0091.45995.2687.76
1762009.09.22 09:29t/p521.0091.2895.2691.28193.6322939.35
1772009.09.22 09:29modify531.0091.45991.4691.10
1782009.09.22 09:34modify541.0091.45991.4687.76
1792009.09.22 10:58s/l531.0091.4691.4691.10-3.5622935.79
1802009.09.22 10:58s/l541.0091.4691.4687.76-3.5622932.23
1812009.10.05 00:00buy551.0089.5285.7289.79
1822009.10.05 00:00buy561.0089.5285.7290.06
1832009.10.05 00:00buy571.0089.5285.7293.22
1842009.10.05 02:00modify571.0089.5289.5293.22
1852009.10.05 02:19t/p551.0089.7985.7289.79300.7023232.93
1862009.10.05 02:19modify561.0089.5289.5290.06
1872009.10.05 16:52s/l561.0089.5289.5290.060.0023232.93
1882009.10.05 16:52s/l571.0089.5289.5293.220.0023232.93
1892009.11.02 00:00buy581.0089.6985.8990.08
1902009.11.02 00:00buy591.0089.6985.8990.47
1912009.11.02 00:00buy601.0089.6985.8993.39
1922009.11.02 01:05modify601.0089.6989.6993.39
1932009.11.02 01:50t/p581.0090.0885.8990.08432.9523665.88
1942009.11.02 01:51modify591.0089.6989.6990.47
1952009.11.02 16:01t/p591.0090.4789.6990.47862.1624528.04
1962009.11.04 11:30modify601.0089.6989.7993.39
1972009.11.04 20:15modify601.0089.6989.8993.39
1982009.11.04 20:16modify601.0089.6989.9993.39
1992009.11.05 10:02s/l601.0089.9989.9993.39324.6424852.68
2002009.12.07 00:00buy611.0090.2786.4790.54
2012009.12.07 00:00buy621.0090.2786.4790.81
2022009.12.07 00:00buy631.0090.2786.4793.97
2032009.12.14 00:00close611.0089.2986.4790.54-1109.7723742.91
2042009.12.14 00:00sell641.0089.2993.0989.10
2052009.12.14 00:00sell651.0089.2993.0988.90
2062009.12.14 00:00sell661.0089.2993.0985.59
2072009.12.14 00:00close621.0089.2886.4790.81-1121.0922621.82
2082009.12.14 00:00close641.0089.3193.0989.10-22.3922599.43
2092009.12.14 00:00close651.0089.3293.0988.90-33.5922565.84
2102009.12.14 01:05modify661.0089.2989.2985.59
2112009.12.15 10:26s/l661.0089.2989.2985.59-2.4722563.37
2122009.12.18 15:01modify631.0090.2790.2793.97
2132009.12.21 06:19s/l631.0090.2790.2793.97-24.4422538.93
2142010.01.04 00:00buy671.0092.9489.1493.13
2152010.01.04 00:00buy681.0092.9489.1493.32
2162010.01.04 00:00buy691.0092.9489.1496.64
2172010.01.04 08:31t/p671.0093.1389.1493.13204.0222742.95
2182010.01.04 08:31modify681.0092.9492.9493.32
2192010.01.04 08:31modify691.0092.9492.9496.64
2202010.01.04 09:03s/l681.0092.9492.9493.320.0022742.95
2212010.01.04 09:03s/l691.0092.9492.9496.640.0022742.95
2222010.01.18 00:00sell701.0090.9094.7090.76
2232010.01.18 00:00sell711.0090.9094.7090.61
2242010.01.18 00:00sell721.0090.9094.7087.20
2252010.01.18 02:42t/p701.0090.7694.7090.76154.2522897.20
2262010.01.18 03:22modify711.0090.9090.9090.61
2272010.01.18 04:36s/l711.0090.9090.9090.610.0022897.20
2282010.01.18 12:22modify721.0090.9090.9087.20
2292010.01.19 12:01s/l721.0090.9090.9087.20-2.4722894.73
2302010.01.25 00:00sell731.0089.9393.7389.81
2312010.01.25 00:00sell741.0089.9393.7389.69
2322010.01.25 00:00sell751.0089.9393.7386.23
2332010.01.26 06:08t/p731.0089.8193.7389.81131.1523025.87
2342010.01.26 06:08modify741.0089.9389.9389.69
2352010.01.26 06:09modify751.0089.9389.9386.23
2362010.01.26 06:09t/p741.0089.6989.9389.69265.1223290.99
2372010.01.26 07:54s/l751.0089.9389.9386.23-2.4723288.52
2382010.02.22 00:00sell761.0091.6495.4491.51
2392010.02.22 00:00sell771.0091.6495.4491.38
2402010.02.22 00:00sell781.0091.6495.4487.94
2412010.02.22 08:59t/p761.0091.5195.4491.51142.0623430.58
2422010.02.22 08:59modify771.0091.6491.6491.38
2432010.02.22 09:43s/l771.0091.6491.6491.380.0023430.58
2442010.02.22 11:35modify781.0091.6491.6487.94
2452010.02.23 16:16modify781.0091.6491.5487.94
2462010.02.23 16:36modify781.0091.6491.4487.94
2472010.02.23 17:55modify781.0091.6491.3487.94
2482010.02.23 19:07modify781.0091.6491.2487.94
2492010.02.24 16:02modify781.0091.6491.1487.94
2502010.02.24 16:04modify781.0091.6491.0487.94
2512010.02.25 03:27modify781.0091.6490.9487.94
2522010.02.25 03:48modify781.0091.6490.8487.94
2532010.02.25 03:56modify781.0091.6490.7487.94
2542010.02.25 07:27modify781.0091.6490.6487.94
2552010.02.25 08:53modify781.0091.6490.5487.94
2562010.02.25 10:44modify781.0091.6490.4487.94
2572010.02.25 14:32modify781.0091.6490.3487.94
2582010.02.25 15:03modify781.0091.6490.2487.94
2592010.02.25 16:59modify781.0091.6490.1487.94
2602010.02.25 18:00modify781.0091.6490.0487.94
2612010.03.02 19:52modify781.0091.6489.9487.94
2622010.03.02 19:53modify781.0091.6489.8487.94
2632010.03.03 01:29modify781.0091.6489.7487.94
2642010.03.03 17:44modify781.0091.6489.6487.94
2652010.03.04 07:11modify781.0091.6489.5487.94
2662010.03.04 07:30modify781.0091.6489.4487.94
2672010.03.05 08:47s/l781.0089.4489.4487.942427.6325858.22
2682010.03.08 00:00sell791.0090.4194.2190.27
2692010.03.08 00:00sell801.0090.4194.2190.13
2702010.03.08 00:00sell811.0090.4194.2186.71
2712010.03.08 09:08t/p791.0090.2794.2190.27155.0926013.31
2722010.03.08 09:08modify801.0090.4190.4190.13
2732010.03.08 11:01modify811.0090.4190.4186.71
2742010.03.08 12:06s/l801.0090.4190.4190.130.0026013.31
2752010.03.08 12:06s/l811.0090.4190.4186.710.0026013.31