Strategy Tester Report
Phoenix_EA_v4_2_03_Real

СимволEURUSDm (Euro vs US Dollar)
Период15 Минут (M15) 2006.04.21 00:00 - 2006.10.21 00:00 (2006.04.21 - 2006.10.21)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
ПараметрыLots=1; MaximumRisk=0.5; DecreaseFactor=3; PrefSettings=true; MM=false; AccountIsMicro=false; TakeProfit=44; StopLoss=84; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=3; SMA2Bars=2; Percent=0.021; EnvelopePeriod=4; OSMAFast=5; OSMASlow=60; OSMASignal=14; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=11; Fast_Price=1; Slow_Period=3; Slow_Price=1; DVBuySell=0.0004; DVStayOut=0.0005;
Баров в истории142506Смоделировано тиков776790Качество моделирования90.00%
Начальный депозит1000.00
Чистая прибыль1555.22Общая прибыль2983.53Общий убыток-1428.30
Прибыльность2.09Матожидание выигрыша17.47
Абсолютная просадка122.40Максимальная просадка171.46 (9.13%)Относительная просадка12.24% (122.40)
Всего сделок89Короткие позиции (% выигравших)47 (78.72%)Длинные позиции (% выигравших)42 (83.33%)
Прибыльные сделки (% от всех)72 (80.90%)Убыточные сделки (% от всех)17 (19.10%)
Самая большаяприбыльная сделка47.04убыточная сделка-87.46
Средняяприбыльная сделка41.44убыточная сделка-84.02
Максимальное количествонепрерывных выигрышей (прибыль)12 (507.30)непрерывных проигрышей (убыток)2 (-171.46)
Максимальнаянепрерывная прибыль (число выигрышей)507.30 (12)непрерывный убыток (число проигрышей)-171.46 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12006.04.21 14:30sell11.001.23261.24101.2284
22006.04.24 20:17s/l11.001.24101.24101.2284-83.28916.72
32006.04.25 08:45buy21.001.23761.22921.2418
42006.04.25 14:09t/p21.001.24181.22921.241842.00958.72
52006.04.25 17:15sell31.001.24201.25041.2378
62006.04.27 16:27s/l31.001.25041.25041.2378-81.12877.60
72006.04.28 07:30buy41.001.25281.24441.2570
82006.04.28 15:47t/p41.001.25701.24441.257042.00919.60
92006.04.28 22:15sell51.001.26371.27211.2595
102006.05.01 21:17t/p51.001.25951.27211.259542.72962.32
112006.05.02 14:15sell61.001.26401.27241.2598
122006.05.03 16:03t/p61.001.25981.27241.259842.721005.04
132006.05.03 20:00buy71.001.26251.25411.2667
142006.05.04 16:07t/p71.001.26671.25411.266739.411044.45
152006.05.05 14:15buy81.001.26911.26071.2733
162006.05.05 14:30t/p81.001.27331.26071.273342.001086.45
172006.05.05 14:30buy91.001.27371.26531.2779
182006.05.08 10:30t/p91.001.27791.26531.277941.131127.58
192006.05.08 13:45sell101.001.27701.28541.2728
202006.05.08 15:37t/p101.001.27281.28541.272842.001169.58
212006.05.08 23:30buy111.001.27071.26231.2749
222006.05.09 16:06t/p111.001.27491.26231.274941.131210.72
232006.05.10 15:45sell121.001.27841.28681.2742
242006.05.11 03:06t/p121.001.27421.28681.274244.161254.88
252006.05.11 07:00buy131.001.27321.26481.2774
262006.05.11 14:31t/p131.001.27741.26481.277442.001296.88
272006.05.12 05:00sell141.001.28511.29351.2809
282006.05.12 11:38s/l141.001.29351.29351.2809-84.001212.88
292006.05.12 15:00sell151.001.29221.30061.2880
302006.05.12 15:10t/p151.001.28801.30061.288042.001254.88
312006.05.12 15:10sell161.001.28771.29611.2835
322006.05.15 00:32s/l161.001.29611.29611.2835-83.281171.60
332006.05.15 03:30sell171.001.29491.30331.2907
342006.05.15 08:29t/p171.001.29071.30331.290742.001213.60
352006.05.15 15:30buy181.001.28141.27301.2856
362006.05.16 14:40t/p181.001.28561.27301.285641.131254.73
372006.05.17 04:00sell191.001.28571.29411.2815
382006.05.17 16:24t/p191.001.28151.29411.281542.001296.73
392006.05.17 23:15buy201.001.27381.26541.2780
402006.05.18 10:19t/p201.001.27801.26541.278039.411336.14
412006.05.18 14:30sell211.001.27801.28641.2738
422006.05.18 23:08s/l211.001.28641.28641.2738-84.001252.14
432006.05.22 00:15buy221.001.27651.26811.2807
442006.05.22 16:21t/p221.001.28071.26811.280742.001294.14
452006.05.23 03:30sell231.001.28561.29401.2814
462006.05.23 15:30t/p231.001.28141.29401.281442.001336.14
472006.05.23 17:15buy241.001.28321.27481.2874
482006.05.23 20:13t/p241.001.28741.27481.287442.001378.14
492006.05.24 05:30buy251.001.27871.27031.2829
502006.05.24 09:04t/p251.001.28291.27031.282942.001420.14
512006.05.24 22:45buy261.001.27571.26731.2799
522006.05.25 14:39t/p261.001.27991.26731.279939.411459.54
532006.05.25 14:45sell271.001.27851.28691.2743
542006.05.26 15:43t/p271.001.27431.28691.274342.721502.26
552006.05.29 00:15buy281.001.27221.26381.2764
562006.05.29 11:09t/p281.001.27641.26381.276442.001544.26
572006.05.30 16:00sell291.001.28751.29591.2833
582006.05.31 17:13t/p291.001.28331.29591.283342.721586.98
592006.06.01 08:30buy301.001.27701.26861.2812
602006.06.01 16:47t/p301.001.28121.26861.281242.001628.98
612006.06.02 10:30sell311.001.28131.28971.2771
622006.06.02 14:30s/l311.001.28971.28971.2771-84.001544.98
632006.06.02 22:15sell321.001.29271.30111.2885
642006.06.06 12:08t/p321.001.28851.30111.288543.441588.42
652006.06.06 20:00buy331.001.28261.27421.2868
662006.06.08 13:49s/l331.001.27421.27421.2868-87.461500.96
672006.06.08 19:15buy341.001.26401.25561.2682
682006.06.09 16:11t/p341.001.26821.25561.268241.131542.10
692006.06.09 16:11sell351.001.26831.27671.2641
702006.06.09 16:49t/p351.001.26411.27671.264142.001584.10
712006.06.09 19:00sell361.001.26431.27271.2601
722006.06.12 12:22t/p361.001.26011.27271.260142.721626.82
732006.06.12 16:45buy371.001.25971.25131.2639
742006.06.14 15:28t/p371.001.26391.25131.263940.271667.09
752006.06.14 15:28sell381.001.26401.27241.2598
762006.06.14 20:31t/p381.001.25981.27241.259842.001709.09
772006.06.15 03:30sell391.001.26091.26931.2567
782006.06.19 15:00t/p391.001.25671.26931.256743.441752.53
792006.06.19 18:45buy401.001.25711.24871.2613
802006.06.20 19:29t/p401.001.26131.24871.261341.131793.66
812006.06.21 11:00sell411.001.26251.27091.2583
822006.06.22 14:04t/p411.001.25831.27091.258344.161837.82
832006.06.22 18:45buy421.001.25751.24911.2617
842006.06.23 14:16s/l421.001.24911.24911.2617-84.861752.96
852006.06.23 17:00buy431.001.25181.24341.2560
862006.06.26 09:19t/p431.001.25601.24341.256041.131794.09
872006.06.26 13:00sell441.001.25661.26501.2524
882006.06.28 16:35t/p441.001.25241.26501.252443.441837.53
892006.06.30 09:30sell451.001.27151.27991.2673
902006.07.03 08:42s/l451.001.27991.27991.2673-83.281754.25
912006.07.03 16:15sell461.001.28141.28981.2772
922006.07.05 09:15t/p461.001.27721.28981.277243.441797.69
932006.07.05 14:30buy471.001.27581.26741.2800
942006.07.07 14:29t/p471.001.28001.26741.280038.541836.23
952006.07.07 18:30sell481.001.28231.29071.2781
962006.07.10 11:29t/p481.001.27811.29071.278142.721878.95
972006.07.10 11:30buy491.001.27821.26981.2824
982006.07.12 14:31s/l491.001.26981.26981.2824-85.731793.22
992006.07.13 02:00buy501.001.27001.26161.2742
1002006.07.17 10:00s/l501.001.26161.26161.2742-85.731707.49
1012006.07.18 12:30sell511.001.25371.26211.2495
1022006.07.18 16:28t/p511.001.24951.26211.249542.001749.49
1032006.07.18 20:15buy521.001.24931.24091.2535
1042006.07.19 16:01t/p521.001.25351.24091.253541.131790.63
1052006.07.20 20:15sell531.001.26471.27311.2605
1062006.07.25 17:11t/p531.001.26051.27311.260544.161834.79
1072006.07.25 21:45buy541.001.25791.24951.2621
1082006.07.26 16:32t/p541.001.26211.24951.262141.131875.92
1092006.07.27 15:15sell551.001.27611.28451.2719
1102006.07.27 17:23t/p551.001.27191.28451.271942.001917.92
1112006.07.28 07:15buy561.001.26861.26021.2728
1122006.07.28 14:33t/p561.001.27281.26021.272842.001959.92
1132006.07.28 19:30sell571.001.27471.28311.2705
1142006.08.01 23:07s/l571.001.28311.28311.2705-82.561877.36
1152006.08.02 01:45sell581.001.28261.29101.2784
1162006.08.02 18:25t/p581.001.27841.29101.278442.001919.36
1172006.08.02 21:30buy591.001.27941.27101.2836
1182006.08.04 14:30t/p591.001.28361.27101.283638.541957.90
1192006.08.07 17:00buy601.001.28611.27771.2903
1202006.08.09 00:49s/l601.001.27771.27771.2903-85.731872.17
1212006.08.09 16:15sell611.001.28891.29731.2847
1222006.08.10 10:11t/p611.001.28471.29731.284744.161916.33
1232006.08.11 08:30buy621.001.27631.26791.2805
1242006.08.16 14:30t/p621.001.28051.26791.280539.411955.74
1252006.08.16 20:30sell631.001.28531.29371.2811
1262006.08.18 13:24t/p631.001.28111.29371.281144.882000.62
1272006.08.18 16:30buy641.001.28071.27231.2849
1282006.08.21 03:02t/p641.001.28491.27231.284941.132041.75
1292006.08.21 08:15sell651.001.28741.29581.2832
1302006.08.22 13:51t/p651.001.28321.29581.283242.722084.47
1312006.08.22 22:30buy661.001.27991.27151.2841
1322006.08.23 16:00t/p661.001.28411.27151.284141.132125.61
1332006.08.25 00:15buy671.001.27581.26741.2800
1342006.08.28 05:33t/p671.001.28001.26741.280041.132166.74
1352006.08.28 16:00sell681.001.28091.28931.2767
1362006.08.29 16:23t/p681.001.27671.28931.276742.722209.46
1372006.08.30 06:15sell691.001.28341.29181.2792
1382006.08.31 17:52t/p691.001.27921.29181.279244.162253.62
1392006.09.01 03:30buy701.001.28101.27261.2852
1402006.09.04 01:01t/p701.001.28521.27261.285241.132294.76
1412006.09.04 10:15sell711.001.28571.29411.2815
1422006.09.05 13:42t/p711.001.28151.29411.281542.722337.48
1432006.09.07 09:15sell721.001.28261.29101.2784
1442006.09.07 10:56t/p721.001.27841.29101.278442.002379.48
1452006.09.08 00:30buy731.001.27371.26531.2779
1462006.09.08 16:26s/l731.001.26531.26531.2779-84.002295.48
1472006.09.08 19:30buy741.001.26711.25871.2713
1482006.09.11 10:11t/p741.001.27131.25871.271341.132336.61
1492006.09.11 14:30sell751.001.27141.27981.2672
1502006.09.13 02:14t/p751.001.26721.27981.267243.442380.05
1512006.09.13 17:15sell761.001.26851.27691.2643
1522006.09.15 15:34t/p761.001.26431.27691.264344.882424.93
1532006.09.18 03:30buy771.001.26481.25641.2690
1542006.09.18 15:00t/p771.001.26901.25641.269042.002466.93
1552006.09.19 07:30sell781.001.27181.28021.2676
1562006.09.19 10:03t/p781.001.26761.28021.267642.002508.93
1572006.09.19 17:30buy791.001.26851.26011.2727
1582006.09.21 09:43t/p791.001.27271.26011.272738.542547.47
1592006.09.21 09:45sell801.001.27251.28091.2683
1602006.09.22 09:04s/l801.001.28091.28091.2683-83.282464.19
1612006.09.22 12:45sell811.001.28161.29001.2774
1622006.09.25 11:00t/p811.001.27741.29001.277442.722506.91
1632006.09.26 20:00buy821.001.26871.26031.2729
1642006.09.28 05:04t/p821.001.27291.26031.272938.542545.45
1652006.09.29 02:45sell831.001.27051.27891.2663
1662006.09.29 08:04t/p831.001.26631.27891.266342.002587.45
1672006.10.01 21:15sell841.001.26841.27681.2642
1682006.10.06 12:32t/p841.001.26421.27681.264247.042634.49
1692006.10.10 07:15buy851.001.25951.25111.2637
1702006.10.11 18:24s/l851.001.25111.25111.2637-84.862549.63
1712006.10.12 13:45sell861.001.25401.26241.2498
1722006.10.13 14:13t/p861.001.24981.26241.249842.722592.35
1732006.10.16 07:30buy871.001.25001.24161.2542
1742006.10.16 22:49t/p871.001.25421.24161.254242.002634.35
1752006.10.17 08:00sell881.001.25431.26271.2501
1762006.10.19 17:46s/l881.001.26271.26271.2501-81.122553.23
1772006.10.20 14:15buy891.001.26131.25291.2655
1782006.10.20 20:59close at stop891.001.26151.25291.26552.002555.23