Символ | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Период | 15 Минут (M15) 2014.11.03 00:00 - 2014.11.28 23:45 (2014.11.01 - 2014.11.29) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | |||||
Баров в истории | 2910 | Смоделировано тиков | 1328099 | Качество моделирования | 90.00% |
Ошибки рассогласования графиков | 0 | ||||
Начальный депозит | 2200.00 | Спред | Текущий (29) | ||
Чистая прибыль | 334.32 | Общая прибыль | 341.82 | Общий убыток | -7.50 |
Прибыльность | 45.58 | Матожидание выигрыша | 11.14 | ||
Абсолютная просадка | 67.20 | Максимальная просадка | 209.40 (8.94%) | Относительная просадка | 8.94% (209.40) |
Всего сделок | 30 | Короткие позиции (% выигравших) | 15 (93.33%) | Длинные позиции (% выигравших) | 15 (100.00%) |
Прибыльные сделки (% от всех) | 29 (96.67%) | Убыточные сделки (% от всех) | 1 (3.33%) | ||
Самая большая | прибыльная сделка | 99.72 | убыточная сделка | -7.50 | |
Средний | прибыльная сделка | 11.79 | убыточная сделка | -7.50 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 17 (142.20) | непрерывных проигрышей (убыток) | 1 (-7.50) | |
Максимальная | непрерывная прибыль (число выигрышей) | 199.62 (12) | непрерывный убыток (число проигрышей) | -7.50 (1) | |
Средний | непрерывный выигрыш | 15 | непрерывный проигрыш | 1 |
№ | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2014.11.03 20:30 | buy limit | 1 | 0.30 | 1.59707 | 0.00000 | 1.59749 | ||
2 | 2014.11.03 20:50 | buy | 1 | 0.30 | 1.59707 | 0.00000 | 1.59749 | ||
3 | 2014.11.03 20:59 | t/p | 1 | 0.30 | 1.59749 | 0.00000 | 1.59749 | 9.60 | 2209.60 |
4 | 2014.11.04 02:45 | sell limit | 2 | 0.30 | 1.59888 | 0.00000 | 1.59844 | ||
5 | 2014.11.04 03:45 | delete | 2 | 0.30 | 1.59888 | 0.00000 | 1.59844 | ||
6 | 2014.11.04 20:00 | sell limit | 3 | 0.30 | 1.60048 | 0.00000 | 1.60010 | ||
7 | 2014.11.04 20:26 | sell | 3 | 0.30 | 1.60048 | 0.00000 | 1.60010 | ||
8 | 2014.11.04 21:29 | t/p | 3 | 0.30 | 1.60010 | 0.00000 | 1.60010 | 8.40 | 2218.00 |
9 | 2014.11.06 01:30 | sell limit | 4 | 0.30 | 1.59739 | 0.00000 | 1.59706 | ||
10 | 2014.11.06 01:45 | buy limit | 5 | 0.30 | 1.59591 | 0.00000 | 1.59626 | ||
11 | 2014.11.06 01:55 | buy | 5 | 0.30 | 1.59591 | 0.00000 | 1.59626 | ||
12 | 2014.11.06 02:02 | t/p | 5 | 0.30 | 1.59626 | 0.00000 | 1.59626 | 7.50 | 2225.50 |
13 | 2014.11.06 02:02 | buy limit | 6 | 0.30 | 1.59542 | 0.00000 | 1.59591 | ||
14 | 2014.11.06 02:30 | delete | 4 | 0.30 | 1.59739 | 0.00000 | 1.59706 | ||
15 | 2014.11.06 03:00 | delete | 6 | 0.30 | 1.59542 | 0.00000 | 1.59591 | ||
16 | 2014.11.06 20:00 | sell limit | 7 | 0.30 | 1.58550 | 0.00000 | 1.58516 | ||
17 | 2014.11.06 21:00 | delete | 7 | 0.30 | 1.58550 | 0.00000 | 1.58516 | ||
18 | 2014.11.07 01:45 | sell limit | 8 | 0.30 | 1.58462 | 0.00000 | 1.58424 | ||
19 | 2014.11.07 01:46 | sell | 8 | 0.30 | 1.58462 | 0.00000 | 1.58424 | ||
20 | 2014.11.07 01:58 | t/p | 8 | 0.30 | 1.58424 | 0.00000 | 1.58424 | 8.40 | 2233.90 |
21 | 2014.11.07 02:15 | buy limit | 9 | 0.30 | 1.58343 | 0.00000 | 1.58375 | ||
22 | 2014.11.07 02:43 | buy | 9 | 0.30 | 1.58343 | 0.00000 | 1.58375 | ||
23 | 2014.11.07 02:50 | t/p | 9 | 0.30 | 1.58375 | 0.00000 | 1.58375 | 6.60 | 2240.50 |
24 | 2014.11.07 06:45 | sell limit | 10 | 0.30 | 1.58284 | 0.00000 | 1.58242 | ||
25 | 2014.11.07 06:47 | sell | 10 | 0.30 | 1.58284 | 0.00000 | 1.58242 | ||
26 | 2014.11.07 10:32 | t/p | 10 | 0.30 | 1.58242 | 0.00000 | 1.58242 | 9.60 | 2250.10 |
27 | 2014.11.07 12:00 | sell limit | 11 | 0.30 | 1.58365 | 0.00000 | 1.58331 | ||
28 | 2014.11.07 13:00 | delete | 11 | 0.30 | 1.58365 | 0.00000 | 1.58331 | ||
29 | 2014.11.10 11:30 | sell limit | 12 | 0.30 | 1.59151 | 0.00000 | 1.59107 | ||
30 | 2014.11.10 12:30 | delete | 12 | 0.30 | 1.59151 | 0.00000 | 1.59107 | ||
31 | 2014.11.11 01:15 | buy limit | 13 | 0.30 | 1.58418 | 0.00000 | 1.58460 | ||
32 | 2014.11.11 01:17 | buy | 13 | 0.30 | 1.58418 | 0.00000 | 1.58460 | ||
33 | 2014.11.11 01:33 | t/p | 13 | 0.30 | 1.58460 | 0.00000 | 1.58460 | 9.60 | 2259.70 |
34 | 2014.11.11 01:33 | buy limit | 14 | 0.30 | 1.58386 | 0.00000 | 1.58418 | ||
35 | 2014.11.11 02:30 | delete | 14 | 0.30 | 1.58386 | 0.00000 | 1.58418 | ||
36 | 2014.11.11 08:45 | buy limit | 15 | 0.30 | 1.58379 | 0.00000 | 1.58427 | ||
37 | 2014.11.11 09:45 | delete | 15 | 0.30 | 1.58379 | 0.00000 | 1.58427 | ||
38 | 2014.11.12 04:30 | buy limit | 16 | 0.30 | 1.59064 | 0.00000 | 1.59101 | ||
39 | 2014.11.12 05:30 | delete | 16 | 0.30 | 1.59064 | 0.00000 | 1.59101 | ||
40 | 2014.11.12 06:45 | sell limit | 17 | 0.30 | 1.59175 | 0.00000 | 1.59140 | ||
41 | 2014.11.12 06:47 | sell | 17 | 0.30 | 1.59175 | 0.00000 | 1.59140 | ||
42 | 2014.11.12 10:09 | t/p | 17 | 0.30 | 1.59140 | 0.00000 | 1.59140 | 7.50 | 2267.20 |
43 | 2014.11.12 11:15 | sell limit | 18 | 0.30 | 1.59380 | 0.00000 | 1.59342 | ||
44 | 2014.11.12 11:16 | sell | 18 | 0.30 | 1.59380 | 0.00000 | 1.59342 | ||
45 | 2014.11.12 11:25 | t/p | 18 | 0.30 | 1.59342 | 0.00000 | 1.59342 | 8.40 | 2275.60 |
46 | 2014.11.12 17:15 | sell limit | 19 | 0.30 | 1.58366 | 0.00000 | 1.58326 | ||
47 | 2014.11.12 18:15 | delete | 19 | 0.30 | 1.58366 | 0.00000 | 1.58326 | ||
48 | 2014.11.13 02:00 | buy limit | 20 | 0.30 | 1.57678 | 0.00000 | 1.57711 | ||
49 | 2014.11.13 03:00 | delete | 20 | 0.30 | 1.57678 | 0.00000 | 1.57711 | ||
50 | 2014.11.13 03:30 | buy limit | 21 | 0.30 | 1.57696 | 0.00000 | 1.57738 | ||
51 | 2014.11.13 03:32 | buy | 21 | 0.30 | 1.57696 | 0.00000 | 1.57738 | ||
52 | 2014.11.13 04:05 | t/p | 21 | 0.30 | 1.57738 | 0.00000 | 1.57738 | 9.60 | 2285.20 |
53 | 2014.11.13 09:15 | sell limit | 22 | 0.30 | 1.57808 | 0.00000 | 1.57776 | ||
54 | 2014.11.13 10:15 | delete | 22 | 0.30 | 1.57808 | 0.00000 | 1.57776 | ||
55 | 2014.11.13 10:45 | buy limit | 23 | 0.30 | 1.57526 | 0.00000 | 1.57564 | ||
56 | 2014.11.13 11:45 | delete | 23 | 0.30 | 1.57526 | 0.00000 | 1.57564 | ||
57 | 2014.11.13 14:45 | sell limit | 24 | 0.30 | 1.57548 | 0.00000 | 1.57518 | ||
58 | 2014.11.13 15:45 | delete | 24 | 0.30 | 1.57548 | 0.00000 | 1.57518 | ||
59 | 2014.11.13 20:45 | sell limit | 25 | 0.30 | 1.57213 | 0.00000 | 1.57164 | ||
60 | 2014.11.13 20:52 | sell | 25 | 0.30 | 1.57213 | 0.00000 | 1.57164 | ||
61 | 2014.11.13 21:06 | t/p | 25 | 0.30 | 1.57164 | 0.00000 | 1.57164 | 11.70 | 2296.90 |
62 | 2014.11.14 06:00 | buy limit | 26 | 0.30 | 1.56672 | 0.00000 | 1.56704 | ||
63 | 2014.11.14 06:22 | buy | 26 | 0.30 | 1.56672 | 0.00000 | 1.56704 | ||
64 | 2014.11.14 08:00 | t/p | 26 | 0.30 | 1.56704 | 0.00000 | 1.56704 | 6.60 | 2303.50 |
65 | 2014.11.14 08:30 | sell limit | 27 | 0.30 | 1.56783 | 0.00000 | 1.56749 | ||
66 | 2014.11.14 08:44 | sell | 27 | 0.30 | 1.56783 | 0.00000 | 1.56749 | ||
67 | 2014.11.14 09:04 | t/p | 27 | 0.30 | 1.56749 | 0.00000 | 1.56749 | 7.20 | 2310.70 |
68 | 2014.11.14 09:04 | sell limit | 28 | 0.30 | 1.56835 | 0.00000 | 1.56801 | ||
69 | 2014.11.14 09:29 | sell | 28 | 0.30 | 1.56835 | 0.00000 | 1.56801 | ||
70 | 2014.11.14 10:03 | t/p | 28 | 0.30 | 1.56801 | 0.00000 | 1.56801 | 7.20 | 2317.90 |
71 | 2014.11.14 14:00 | buy limit | 29 | 0.30 | 1.56521 | 0.00000 | 1.56561 | ||
72 | 2014.11.14 14:00 | buy | 29 | 0.30 | 1.56521 | 0.00000 | 1.56561 | ||
73 | 2014.11.14 14:04 | t/p | 29 | 0.30 | 1.56561 | 0.00000 | 1.56561 | 9.00 | 2326.90 |
74 | 2014.11.17 13:45 | sell limit | 30 | 0.30 | 1.56521 | 0.00000 | 1.56488 | ||
75 | 2014.11.17 14:45 | delete | 30 | 0.30 | 1.56521 | 0.00000 | 1.56488 | ||
76 | 2014.11.17 16:00 | buy limit | 31 | 0.30 | 1.56308 | 0.00000 | 1.56347 | ||
77 | 2014.11.17 16:18 | buy | 31 | 0.30 | 1.56308 | 0.00000 | 1.56347 | ||
78 | 2014.11.17 16:21 | t/p | 31 | 0.30 | 1.56347 | 0.00000 | 1.56347 | 8.70 | 2335.60 |
79 | 2014.11.17 18:45 | buy limit | 32 | 0.30 | 1.56396 | 0.00000 | 1.56437 | ||
80 | 2014.11.17 19:45 | delete | 32 | 0.30 | 1.56396 | 0.00000 | 1.56437 | ||
81 | 2014.11.19 00:45 | sell limit | 33 | 0.30 | 1.56326 | 0.00000 | 1.56293 | ||
82 | 2014.11.19 01:45 | delete | 33 | 0.30 | 1.56326 | 0.00000 | 1.56293 | ||
83 | 2014.11.19 04:30 | buy limit | 34 | 0.30 | 1.55984 | 0.00000 | 1.56023 | ||
84 | 2014.11.19 05:30 | delete | 34 | 0.30 | 1.55984 | 0.00000 | 1.56023 | ||
85 | 2014.11.19 07:15 | sell limit | 35 | 0.30 | 1.56206 | 0.00000 | 1.56174 | ||
86 | 2014.11.19 07:53 | sell | 35 | 0.30 | 1.56206 | 0.00000 | 1.56174 | ||
87 | 2014.11.19 08:35 | t/p | 35 | 0.30 | 1.56174 | 0.00000 | 1.56174 | 6.60 | 2342.20 |
88 | 2014.11.19 18:30 | sell limit | 36 | 0.30 | 1.56746 | 0.00000 | 1.56714 | ||
89 | 2014.11.19 18:33 | sell | 36 | 0.30 | 1.56746 | 0.00000 | 1.56714 | ||
90 | 2014.11.19 20:00 | sell | 37 | 0.36 | 1.57048 | 0.00000 | 0.00000 | ||
91 | 2014.11.19 20:00 | modify | 37 | 0.36 | 1.57048 | 0.00000 | 1.56761 | ||
92 | 2014.11.19 20:00 | modify | 36 | 0.30 | 1.56746 | 0.00000 | 1.56761 | ||
93 | 2014.11.19 20:00 | t/p | 36 | 0.30 | 1.56761 | 0.00000 | 1.56761 | -7.50 | 2334.70 |
94 | 2014.11.19 20:00 | t/p | 37 | 0.36 | 1.56761 | 0.00000 | 1.56761 | 99.72 | 2434.42 |
95 | 2014.11.20 04:30 | sell limit | 38 | 0.30 | 1.56810 | 0.00000 | 1.56775 | ||
96 | 2014.11.20 05:30 | delete | 38 | 0.30 | 1.56810 | 0.00000 | 1.56775 | ||
97 | 2014.11.20 05:51 | sell limit | 39 | 0.30 | 1.56777 | 0.00000 | 1.56729 | ||
98 | 2014.11.20 06:25 | sell | 39 | 0.30 | 1.56777 | 0.00000 | 1.56729 | ||
99 | 2014.11.20 06:58 | t/p | 39 | 0.30 | 1.56729 | 0.00000 | 1.56729 | 11.40 | 2445.82 |
100 | 2014.11.20 20:15 | buy limit | 40 | 0.30 | 1.56962 | 0.00000 | 1.57005 | ||
101 | 2014.11.20 20:23 | buy | 40 | 0.30 | 1.56962 | 0.00000 | 1.57005 | ||
102 | 2014.11.20 21:18 | t/p | 40 | 0.30 | 1.57005 | 0.00000 | 1.57005 | 9.90 | 2455.72 |
103 | 2014.11.21 00:30 | buy limit | 41 | 0.30 | 1.56783 | 0.00000 | 1.56830 | ||
104 | 2014.11.21 01:30 | delete | 41 | 0.30 | 1.56783 | 0.00000 | 1.56830 | ||
105 | 2014.11.21 02:00 | buy limit | 42 | 0.30 | 1.56880 | 0.00000 | 1.56927 | ||
106 | 2014.11.21 03:00 | delete | 42 | 0.30 | 1.56880 | 0.00000 | 1.56927 | ||
107 | 2014.11.21 08:45 | buy limit | 43 | 0.30 | 1.56748 | 0.00000 | 1.56795 | ||
108 | 2014.11.21 09:00 | sell limit | 44 | 0.30 | 1.56935 | 0.00000 | 1.56896 | ||
109 | 2014.11.21 09:01 | sell | 44 | 0.30 | 1.56935 | 0.00000 | 1.56896 | ||
110 | 2014.11.21 09:09 | t/p | 44 | 0.30 | 1.56896 | 0.00000 | 1.56896 | 8.70 | 2464.42 |
111 | 2014.11.21 09:24 | buy | 43 | 0.30 | 1.56748 | 0.00000 | 1.56795 | ||
112 | 2014.11.21 09:27 | t/p | 43 | 0.30 | 1.56795 | 0.00000 | 1.56795 | 11.10 | 2475.52 |
113 | 2014.11.21 16:30 | sell limit | 45 | 0.30 | 1.56792 | 0.00000 | 1.56760 | ||
114 | 2014.11.21 16:33 | sell | 45 | 0.30 | 1.56792 | 0.00000 | 1.56760 | ||
115 | 2014.11.21 16:39 | t/p | 45 | 0.30 | 1.56760 | 0.00000 | 1.56760 | 6.60 | 2482.12 |
116 | 2014.11.24 01:15 | sell limit | 46 | 0.30 | 1.56524 | 0.00000 | 1.56491 | ||
117 | 2014.11.24 02:15 | delete | 46 | 0.30 | 1.56524 | 0.00000 | 1.56491 | ||
118 | 2014.11.24 10:15 | buy limit | 47 | 0.30 | 1.56528 | 0.00000 | 1.56572 | ||
119 | 2014.11.24 10:34 | buy | 47 | 0.30 | 1.56528 | 0.00000 | 1.56572 | ||
120 | 2014.11.24 13:07 | t/p | 47 | 0.30 | 1.56572 | 0.00000 | 1.56572 | 10.20 | 2492.32 |
121 | 2014.11.25 09:15 | buy limit | 48 | 0.30 | 1.56779 | 0.00000 | 1.56827 | ||
122 | 2014.11.25 09:20 | buy | 48 | 0.30 | 1.56779 | 0.00000 | 1.56827 | ||
123 | 2014.11.25 10:34 | t/p | 48 | 0.30 | 1.56827 | 0.00000 | 1.56827 | 11.40 | 2503.72 |
124 | 2014.11.25 12:15 | sell limit | 49 | 0.30 | 1.56894 | 0.00000 | 1.56855 | ||
125 | 2014.11.25 13:15 | delete | 49 | 0.30 | 1.56894 | 0.00000 | 1.56855 | ||
126 | 2014.11.25 15:00 | buy limit | 50 | 0.30 | 1.56619 | 0.00000 | 1.56654 | ||
127 | 2014.11.25 15:30 | buy | 50 | 0.30 | 1.56619 | 0.00000 | 1.56654 | ||
128 | 2014.11.25 15:41 | t/p | 50 | 0.30 | 1.56654 | 0.00000 | 1.56654 | 7.50 | 2511.22 |
129 | 2014.11.26 04:00 | buy limit | 51 | 0.30 | 1.57094 | 0.00000 | 1.57128 | ||
130 | 2014.11.26 04:13 | buy | 51 | 0.30 | 1.57094 | 0.00000 | 1.57128 | ||
131 | 2014.11.26 08:20 | t/p | 51 | 0.30 | 1.57128 | 0.00000 | 1.57128 | 7.20 | 2518.42 |
132 | 2014.11.26 11:15 | buy limit | 52 | 0.30 | 1.56993 | 0.00000 | 1.57031 | ||
133 | 2014.11.26 11:30 | buy | 52 | 0.30 | 1.56993 | 0.00000 | 1.57031 | ||
134 | 2014.11.26 11:59 | t/p | 52 | 0.30 | 1.57031 | 0.00000 | 1.57031 | 8.40 | 2526.82 |
135 | 2014.11.27 00:45 | sell limit | 53 | 0.30 | 1.57953 | 0.00000 | 1.57918 | ||
136 | 2014.11.27 00:48 | sell | 53 | 0.30 | 1.57953 | 0.00000 | 1.57918 | ||
137 | 2014.11.27 00:48 | t/p | 53 | 0.30 | 1.57918 | 0.00000 | 1.57918 | 7.50 | 2534.32 |