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

СимволGBPUSD (Great Britain Pound 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 истории2910Смоделировано тиков1328099Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит2200.00СпредТекущий (29)
Чистая прибыль334.32Общая прибыль341.82Общий убыток-7.50
Прибыльность45.58Матожидание выигрыша11.14
Абсолютная просадка67.20Максимальная просадка209.40 (8.94%)Относительная просадка8.94% (209.40)
Всего сделок30Короткие 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 большаяприбыльная сделка99.72убыточная сделка-7.50
Среднийприбыльная сделка11.79убыточная сделка-7.50
Максимальное количествонепрерывных выигрышей (прибыль)17 (142.20)непрерывных проигрышей (убыток)1 (-7.50)
Максимальнаянепрерывная прибыль (число выигрышей)199.62 (12)непрерывный убыток (число проигрышей)-7.50 (1)
Среднийнепрерывный выигрыш15непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.11.03 20:30buy limit10.301.597070.000001.59749
22014.11.03 20:50buy10.301.597070.000001.59749
32014.11.03 20:59t/p10.301.597490.000001.597499.602209.60
42014.11.04 02:45sell limit20.301.598880.000001.59844
52014.11.04 03:45delete20.301.598880.000001.59844
62014.11.04 20:00sell limit30.301.600480.000001.60010
72014.11.04 20:26sell30.301.600480.000001.60010
82014.11.04 21:29t/p30.301.600100.000001.600108.402218.00
92014.11.06 01:30sell limit40.301.597390.000001.59706
102014.11.06 01:45buy limit50.301.595910.000001.59626
112014.11.06 01:55buy50.301.595910.000001.59626
122014.11.06 02:02t/p50.301.596260.000001.596267.502225.50
132014.11.06 02:02buy limit60.301.595420.000001.59591
142014.11.06 02:30delete40.301.597390.000001.59706
152014.11.06 03:00delete60.301.595420.000001.59591
162014.11.06 20:00sell limit70.301.585500.000001.58516
172014.11.06 21:00delete70.301.585500.000001.58516
182014.11.07 01:45sell limit80.301.584620.000001.58424
192014.11.07 01:46sell80.301.584620.000001.58424
202014.11.07 01:58t/p80.301.584240.000001.584248.402233.90
212014.11.07 02:15buy limit90.301.583430.000001.58375
222014.11.07 02:43buy90.301.583430.000001.58375
232014.11.07 02:50t/p90.301.583750.000001.583756.602240.50
242014.11.07 06:45sell limit100.301.582840.000001.58242
252014.11.07 06:47sell100.301.582840.000001.58242
262014.11.07 10:32t/p100.301.582420.000001.582429.602250.10
272014.11.07 12:00sell limit110.301.583650.000001.58331
282014.11.07 13:00delete110.301.583650.000001.58331
292014.11.10 11:30sell limit120.301.591510.000001.59107
302014.11.10 12:30delete120.301.591510.000001.59107
312014.11.11 01:15buy limit130.301.584180.000001.58460
322014.11.11 01:17buy130.301.584180.000001.58460
332014.11.11 01:33t/p130.301.584600.000001.584609.602259.70
342014.11.11 01:33buy limit140.301.583860.000001.58418
352014.11.11 02:30delete140.301.583860.000001.58418
362014.11.11 08:45buy limit150.301.583790.000001.58427
372014.11.11 09:45delete150.301.583790.000001.58427
382014.11.12 04:30buy limit160.301.590640.000001.59101
392014.11.12 05:30delete160.301.590640.000001.59101
402014.11.12 06:45sell limit170.301.591750.000001.59140
412014.11.12 06:47sell170.301.591750.000001.59140
422014.11.12 10:09t/p170.301.591400.000001.591407.502267.20
432014.11.12 11:15sell limit180.301.593800.000001.59342
442014.11.12 11:16sell180.301.593800.000001.59342
452014.11.12 11:25t/p180.301.593420.000001.593428.402275.60
462014.11.12 17:15sell limit190.301.583660.000001.58326
472014.11.12 18:15delete190.301.583660.000001.58326
482014.11.13 02:00buy limit200.301.576780.000001.57711
492014.11.13 03:00delete200.301.576780.000001.57711
502014.11.13 03:30buy limit210.301.576960.000001.57738
512014.11.13 03:32buy210.301.576960.000001.57738
522014.11.13 04:05t/p210.301.577380.000001.577389.602285.20
532014.11.13 09:15sell limit220.301.578080.000001.57776
542014.11.13 10:15delete220.301.578080.000001.57776
552014.11.13 10:45buy limit230.301.575260.000001.57564
562014.11.13 11:45delete230.301.575260.000001.57564
572014.11.13 14:45sell limit240.301.575480.000001.57518
582014.11.13 15:45delete240.301.575480.000001.57518
592014.11.13 20:45sell limit250.301.572130.000001.57164
602014.11.13 20:52sell250.301.572130.000001.57164
612014.11.13 21:06t/p250.301.571640.000001.5716411.702296.90
622014.11.14 06:00buy limit260.301.566720.000001.56704
632014.11.14 06:22buy260.301.566720.000001.56704
642014.11.14 08:00t/p260.301.567040.000001.567046.602303.50
652014.11.14 08:30sell limit270.301.567830.000001.56749
662014.11.14 08:44sell270.301.567830.000001.56749
672014.11.14 09:04t/p270.301.567490.000001.567497.202310.70
682014.11.14 09:04sell limit280.301.568350.000001.56801
692014.11.14 09:29sell280.301.568350.000001.56801
702014.11.14 10:03t/p280.301.568010.000001.568017.202317.90
712014.11.14 14:00buy limit290.301.565210.000001.56561
722014.11.14 14:00buy290.301.565210.000001.56561
732014.11.14 14:04t/p290.301.565610.000001.565619.002326.90
742014.11.17 13:45sell limit300.301.565210.000001.56488
752014.11.17 14:45delete300.301.565210.000001.56488
762014.11.17 16:00buy limit310.301.563080.000001.56347
772014.11.17 16:18buy310.301.563080.000001.56347
782014.11.17 16:21t/p310.301.563470.000001.563478.702335.60
792014.11.17 18:45buy limit320.301.563960.000001.56437
802014.11.17 19:45delete320.301.563960.000001.56437
812014.11.19 00:45sell limit330.301.563260.000001.56293
822014.11.19 01:45delete330.301.563260.000001.56293
832014.11.19 04:30buy limit340.301.559840.000001.56023
842014.11.19 05:30delete340.301.559840.000001.56023
852014.11.19 07:15sell limit350.301.562060.000001.56174
862014.11.19 07:53sell350.301.562060.000001.56174
872014.11.19 08:35t/p350.301.561740.000001.561746.602342.20
882014.11.19 18:30sell limit360.301.567460.000001.56714
892014.11.19 18:33sell360.301.567460.000001.56714
902014.11.19 20:00sell370.361.570480.000000.00000
912014.11.19 20:00modify370.361.570480.000001.56761
922014.11.19 20:00modify360.301.567460.000001.56761
932014.11.19 20:00t/p360.301.567610.000001.56761-7.502334.70
942014.11.19 20:00t/p370.361.567610.000001.5676199.722434.42
952014.11.20 04:30sell limit380.301.568100.000001.56775
962014.11.20 05:30delete380.301.568100.000001.56775
972014.11.20 05:51sell limit390.301.567770.000001.56729
982014.11.20 06:25sell390.301.567770.000001.56729
992014.11.20 06:58t/p390.301.567290.000001.5672911.402445.82
1002014.11.20 20:15buy limit400.301.569620.000001.57005
1012014.11.20 20:23buy400.301.569620.000001.57005
1022014.11.20 21:18t/p400.301.570050.000001.570059.902455.72
1032014.11.21 00:30buy limit410.301.567830.000001.56830
1042014.11.21 01:30delete410.301.567830.000001.56830
1052014.11.21 02:00buy limit420.301.568800.000001.56927
1062014.11.21 03:00delete420.301.568800.000001.56927
1072014.11.21 08:45buy limit430.301.567480.000001.56795
1082014.11.21 09:00sell limit440.301.569350.000001.56896
1092014.11.21 09:01sell440.301.569350.000001.56896
1102014.11.21 09:09t/p440.301.568960.000001.568968.702464.42
1112014.11.21 09:24buy430.301.567480.000001.56795
1122014.11.21 09:27t/p430.301.567950.000001.5679511.102475.52
1132014.11.21 16:30sell limit450.301.567920.000001.56760
1142014.11.21 16:33sell450.301.567920.000001.56760
1152014.11.21 16:39t/p450.301.567600.000001.567606.602482.12
1162014.11.24 01:15sell limit460.301.565240.000001.56491
1172014.11.24 02:15delete460.301.565240.000001.56491
1182014.11.24 10:15buy limit470.301.565280.000001.56572
1192014.11.24 10:34buy470.301.565280.000001.56572
1202014.11.24 13:07t/p470.301.565720.000001.5657210.202492.32
1212014.11.25 09:15buy limit480.301.567790.000001.56827
1222014.11.25 09:20buy480.301.567790.000001.56827
1232014.11.25 10:34t/p480.301.568270.000001.5682711.402503.72
1242014.11.25 12:15sell limit490.301.568940.000001.56855
1252014.11.25 13:15delete490.301.568940.000001.56855
1262014.11.25 15:00buy limit500.301.566190.000001.56654
1272014.11.25 15:30buy500.301.566190.000001.56654
1282014.11.25 15:41t/p500.301.566540.000001.566547.502511.22
1292014.11.26 04:00buy limit510.301.570940.000001.57128
1302014.11.26 04:13buy510.301.570940.000001.57128
1312014.11.26 08:20t/p510.301.571280.000001.571287.202518.42
1322014.11.26 11:15buy limit520.301.569930.000001.57031
1332014.11.26 11:30buy520.301.569930.000001.57031
1342014.11.26 11:59t/p520.301.570310.000001.570318.402526.82
1352014.11.27 00:45sell limit530.301.579530.000001.57918
1362014.11.27 00:48sell530.301.579530.000001.57918
1372014.11.27 00:48t/p530.301.579180.000001.579187.502534.32