Strategy Tester Report
Transient Zones v1.68Final
EGlobal-Cent4 (Build 745)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2014.11.03 00:00 - 2014.11.28 23:45 (2014.11.01 - 2014.11.29)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры
Баров в истории2909Смоделировано тиков1273027Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит2200.00СпредТекущий (25)
Чистая прибыль519.30Общая прибыль580.20Общий убыток-60.90
Прибыльность9.53Матожидание выигрыша11.05
Абсолютная просадка88.50Максимальная просадка240.12 (9.86%)Относительная просадка9.86% (240.12)
Всего сделок47Короткие позиции (% выигравших)32 (93.75%)Длинные позиции (% выигравших)15 (93.33%)
Прибыльные сделки (% от всех)44 (93.62%)Убыточные сделки (% от всех)3 (6.38%)
Самая большаяприбыльная сделка100.44убыточная сделка-45.90
Среднийприбыльная сделка13.19убыточная сделка-20.30
Максимальное количествонепрерывных выигрышей (прибыль)30 (227.16)непрерывных проигрышей (убыток)1 (-45.90)
Максимальнаянепрерывная прибыль (число выигрышей)227.16 (30)непрерывный убыток (число проигрышей)-45.90 (1)
Среднийнепрерывный выигрыш15непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.11.03 04:15sell limit10.301.248330.000001.24806
22014.11.03 05:03sell10.301.248330.000001.24806
32014.11.03 16:00t/p10.301.248060.000001.248065.102205.10
42014.11.03 20:15sell limit20.301.248770.000001.24832
52014.11.03 20:33sell20.301.248770.000001.24832
62014.11.03 20:49t/p20.301.248320.000001.2483210.502215.60
72014.11.04 11:00sell limit30.301.251270.000001.25083
82014.11.04 11:09sell30.301.251270.000001.25083
92014.11.04 15:36t/p30.301.250830.000001.2508310.202225.80
102014.11.05 12:00sell limit40.301.249400.000001.24891
112014.11.05 12:05sell40.301.249400.000001.24891
122014.11.05 12:33t/p40.301.248910.000001.2489111.702237.50
132014.11.05 14:30buy limit50.301.246790.000001.24716
142014.11.05 15:30delete50.301.246790.000001.24716
152014.11.05 18:00sell limit60.301.249390.000001.24914
162014.11.05 18:03sell60.301.249390.000001.24914
172014.11.05 18:19t/p60.301.249140.000001.249144.502242.00
182014.11.05 22:15sell limit70.301.248580.000001.24834
192014.11.05 22:28sell70.301.248580.000001.24834
202014.11.05 23:39t/p70.301.248340.000001.248344.202246.20
212014.11.06 01:30sell limit80.301.248780.000001.24850
222014.11.06 01:30sell80.301.248780.000001.24850
232014.11.06 01:34t/p80.301.248500.000001.248505.402251.60
242014.11.06 01:45buy limit90.301.247340.000001.24767
252014.11.06 02:30sell limit100.301.248990.000001.24858
262014.11.06 02:45delete90.301.247340.000001.24767
272014.11.06 03:09sell100.301.248990.000001.24858
282014.11.06 03:55t/p100.301.248580.000001.248589.302260.90
292014.11.06 11:30sell limit110.301.251640.000001.25131
302014.11.06 11:44sell110.301.251640.000001.25131
312014.11.06 12:02t/p110.301.251310.000001.251316.902267.80
322014.11.07 00:00sell limit120.301.238010.000001.23780
332014.11.07 00:06sell120.301.238010.000001.23780
342014.11.07 00:34t/p120.301.237800.000001.237803.302271.10
352014.11.07 01:15sell limit130.301.238570.000001.23820
362014.11.07 02:15delete130.301.238570.000001.23820
372014.11.07 02:15buy limit140.301.237400.000001.23765
382014.11.07 03:00sell limit150.301.238220.000001.23789
392014.11.07 03:07sell150.301.238220.000001.23789
402014.11.07 03:15delete140.301.237400.000001.23765
412014.11.07 05:31t/p150.301.237890.000001.237896.902278.00
422014.11.07 06:45sell limit160.301.237990.000001.23776
432014.11.07 07:16sell160.301.237990.000001.23776
442014.11.07 08:47t/p160.301.237760.000001.237763.902281.90
452014.11.07 08:47sell limit170.301.239530.000001.23932
462014.11.07 09:45delete170.301.239530.000001.23932
472014.11.10 20:30buy limit180.301.242280.000001.24259
482014.11.10 21:06buy180.301.242280.000001.24259
492014.11.10 22:28t/p180.301.242590.000001.242596.302288.20
502014.11.11 01:00sell limit190.301.243070.000001.24263
512014.11.11 01:05sell190.301.243070.000001.24263
522014.11.11 01:08t/p190.301.242630.000001.2426310.202298.40
532014.11.11 01:15buy limit200.301.242060.000001.24235
542014.11.11 02:15delete200.301.242060.000001.24235
552014.11.11 02:15sell limit210.301.243690.000001.24323
562014.11.11 02:34sell210.301.243690.000001.24323
572014.11.11 04:45t/p210.301.243230.000001.2432310.802309.20
582014.11.11 08:00buy limit220.301.241470.000001.24189
592014.11.11 08:40buy220.301.241470.000001.24189
602014.11.11 12:14t/p220.301.241890.000001.241899.602318.80
612014.11.12 05:00sell limit230.301.246920.000001.24642
622014.11.12 05:57sell230.301.246920.000001.24642
632014.11.12 09:34t/p230.301.246420.000001.2464212.002330.80
642014.11.12 21:15sell limit240.301.243590.000001.24333
652014.11.12 22:10sell240.301.243590.000001.24333
662014.11.12 23:40t/p240.301.243330.000001.243334.802335.60
672014.11.13 00:00buy limit250.301.242760.000001.24306
682014.11.13 01:00delete250.301.242760.000001.24306
692014.11.13 01:30sell limit260.301.243950.000001.24365
702014.11.13 02:30delete260.301.243950.000001.24365
712014.11.14 02:45sell limit270.301.246820.000001.24642
722014.11.14 02:48sell270.301.246820.000001.24642
732014.11.14 03:19t/p270.301.246420.000001.246429.002344.60
742014.11.14 03:45buy limit280.301.245240.000001.24572
752014.11.14 04:45delete280.301.245240.000001.24572
762014.11.14 09:15sell limit290.301.245870.000001.24555
772014.11.14 09:26sell290.301.245870.000001.24555
782014.11.14 10:16t/p290.301.245550.000001.245556.602351.20
792014.11.17 12:30sell limit300.301.250700.000001.25047
802014.11.17 13:00buy limit310.301.248940.000001.24936
812014.11.17 13:06buy310.301.248940.000001.24936
822014.11.17 13:11t/p310.301.249360.000001.249369.602360.80
832014.11.17 13:15buy limit320.301.248620.000001.24894
842014.11.17 13:30delete300.301.250700.000001.25047
852014.11.17 14:15delete320.301.248620.000001.24894
862014.11.17 14:15buy limit330.301.249100.000001.24938
872014.11.17 14:45sell limit340.301.250600.000001.25017
882014.11.17 15:13buy330.301.249100.000001.24938
892014.11.17 15:15t/p330.301.249380.000001.249385.402366.20
902014.11.17 15:45delete340.301.250600.000001.25017
912014.11.17 19:47sell limit350.301.245580.000001.24523
922014.11.17 20:08sell350.301.245580.000001.24523
932014.11.17 21:44t/p350.301.245230.000001.245237.502373.70
942014.11.18 07:00sell limit360.301.247580.000001.24721
952014.11.18 08:00delete360.301.247580.000001.24721
962014.11.18 14:15sell limit370.301.251630.000001.25125
972014.11.18 14:16sell370.301.251630.000001.25125
982014.11.18 14:30t/p370.301.251250.000001.251258.402382.10
992014.11.18 16:15buy limit380.301.250100.000001.25048
1002014.11.18 16:30sell limit390.301.252560.000001.25208
1012014.11.18 16:30sell390.301.252560.000001.25208
1022014.11.18 17:15delete380.301.250100.000001.25048
1032014.11.19 01:34t/p390.301.252080.000001.2520810.862392.96
1042014.11.19 08:15buy limit400.301.251330.000001.25179
1052014.11.19 09:15delete400.301.251330.000001.25179
1062014.11.19 09:17sell limit410.301.253990.000001.25364
1072014.11.19 09:17sell410.301.253990.000001.25364
1082014.11.19 10:10t/p410.301.253640.000001.253647.502400.46
1092014.11.19 10:30buy limit420.301.253040.000001.25335
1102014.11.19 10:30buy420.301.253040.000001.25335
1112014.11.19 10:33t/p420.301.253350.000001.253356.302406.76
1122014.11.19 10:45buy limit430.301.252670.000001.25304
1132014.11.19 11:06buy430.301.252670.000001.25304
1142014.11.19 11:11t/p430.301.253040.000001.253048.102414.86
1152014.11.19 11:15buy limit440.301.252380.000001.25267
1162014.11.19 11:45sell limit450.301.254210.000001.25400
1172014.11.19 11:46sell450.301.254210.000001.25400
1182014.11.19 12:05t/p450.301.254000.000001.254003.302418.16
1192014.11.19 12:15delete440.301.252380.000001.25267
1202014.11.19 13:00buy limit460.301.253080.000001.25353
1212014.11.19 14:00delete460.301.253080.000001.25353
1222014.11.19 14:30sell limit470.301.254080.000001.25368
1232014.11.19 14:30sell470.301.254080.000001.25368
1242014.11.19 14:35t/p470.301.253680.000001.253689.002427.16
1252014.11.19 16:30buy limit480.301.252390.000001.25269
1262014.11.19 17:30delete480.301.252390.000001.25269
1272014.11.19 17:30sell limit490.301.255090.000001.25469
1282014.11.19 17:55sell490.301.255090.000001.25469
1292014.11.19 20:00sell500.361.258140.000000.00000
1302014.11.19 20:00modify500.361.258140.000001.25525
1312014.11.19 20:00modify490.301.255090.000001.25525
1322014.11.19 20:29t/p490.301.255250.000001.25525-7.802419.36
1332014.11.19 20:29t/p500.361.255250.000001.25525100.442519.80
1342014.11.20 00:00buy limit510.301.254360.000001.25477
1352014.11.20 00:07buy510.301.254360.000001.25477
1362014.11.20 01:26t/p510.301.254770.000001.254779.302529.10
1372014.11.20 05:00buy limit520.301.254020.000001.25426
1382014.11.20 05:14buy520.301.254020.000001.25426
1392014.11.20 05:22t/p520.301.254260.000001.254264.202533.30
1402014.11.20 08:00buy limit530.301.253710.000001.25417
1412014.11.20 08:04buy530.301.253710.000001.25417
1422014.11.20 09:01t/p530.301.254170.000001.2541710.802544.10
1432014.11.20 15:15sell limit540.301.256540.000001.25604
1442014.11.20 15:40sell540.301.256540.000001.25604
1452014.11.20 15:42t/p540.301.256040.000001.2560412.002556.10
1462014.11.20 17:30buy limit550.301.252950.000001.25342
1472014.11.20 17:33buy550.301.252950.000001.25342
1482014.11.20 18:42t/p550.301.253420.000001.2534211.102567.20
1492014.11.20 21:45buy limit560.301.254160.000001.25454
1502014.11.20 22:36buy560.301.254160.000001.25454
1512014.11.20 23:19t/p560.301.254540.000001.254548.402575.60
1522014.11.21 04:15buy limit570.301.254930.000001.25531
1532014.11.21 05:00sell limit580.301.256510.000001.25604
1542014.11.21 05:08sell580.301.256510.000001.25604
1552014.11.21 05:15delete570.301.254930.000001.25531
1562014.11.21 05:43t/p580.301.256040.000001.2560411.102586.70
1572014.11.21 06:45buy limit590.301.254530.000001.25499
1582014.11.21 07:04buy590.301.254530.000001.25499
1592014.11.21 07:34t/p590.301.254990.000001.2549910.802597.50
1602014.11.24 02:00sell limit600.301.237510.000001.23715
1612014.11.24 02:03sell600.301.237510.000001.23715
1622014.11.24 09:25sell610.361.240520.000000.00000
1632014.11.24 09:25modify610.361.240520.000001.23765
1642014.11.24 09:25modify600.301.237510.000001.23765
1652014.11.24 10:45t/p600.301.237650.000001.23765-7.202590.30
1662014.11.24 10:45t/p610.361.237650.000001.2376599.722690.02
1672014.11.25 07:46sell limit620.301.242670.000001.24241
1682014.11.25 07:51sell620.301.242670.000001.24241
1692014.11.25 09:17t/p620.301.242410.000001.242414.802694.82
1702014.11.26 05:21sell limit630.301.247450.000001.24714
1712014.11.26 06:07sell630.301.247450.000001.24714
1722014.11.26 06:30t/p630.301.247140.000001.247146.302701.12
1732014.11.27 02:45sell limit640.301.251020.000001.25068
1742014.11.27 03:15buy limit650.301.249510.000001.24983
1752014.11.27 03:45delete640.301.251020.000001.25068
1762014.11.27 04:15delete650.301.249510.000001.24983
1772014.11.27 10:30buy limit660.301.248530.000001.24899
1782014.11.27 10:44buy660.301.248530.000001.24899
1792014.11.27 15:00t/p660.301.248990.000001.2489910.802711.92
1802014.11.27 15:15sell limit670.301.249350.000001.24889
1812014.11.27 16:15delete670.301.249350.000001.24889
1822014.11.27 22:15buy limit680.301.246550.000001.24678
1832014.11.27 23:16delete680.301.246550.000001.24678
1842014.11.28 17:30buy limit690.301.245930.000001.24616
1852014.11.28 18:04buy690.301.245930.000001.24616
1862014.11.28 19:39buy700.361.242920.000000.00000
1872014.11.28 19:39modify700.361.242920.000001.24579
1882014.11.28 19:39modify690.301.245930.000001.24579
1892014.11.28 21:50close at stop700.361.244500.000001.2457953.282765.20
1902014.11.28 21:50close at stop690.301.244500.000001.24579-45.902719.30