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=0.9; DecreaseFactor=3; PrefSettings=false; 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 прибыль1997.95Общая прибыль3345.69Общий убыток-1347.75
Прибыльность2.48Матожидание выигрыша21.48
Абсолютная просадка0.00Максимальная просадка172.33 (8.90%)Относительная просадка8.90% (172.33)
Всего сделок93Короткие позиции (% выигравших)50 (78.00%)Длинные позиции (% выигравших)43 (86.05%)
Прибыльные сделки (% от всех)76 (81.72%)Убыточные сделки (% от всех)17 (18.28%)
Самая большаяприбыльная сделка46.88убыточная сделка-88.33
Средняяприбыльная сделка44.02убыточная сделка-79.28
Максимальное количествонепрерывных выигрышей (прибыль)14 (616.72)непрерывных проигрышей (убыток)2 (-172.32)
Максимальнаянепрерывная прибыль (число выигрышей)616.72 (14)непрерывный убыток (число проигрышей)-172.32 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12006.04.21 08:15buy11.001.22901.22061.2334
22006.04.21 10:08t/p11.001.23341.22061.233444.001044.00
32006.04.21 13:15buy21.001.23061.22221.2350
42006.04.21 16:38t/p21.001.23501.22221.235044.001088.00
52006.04.24 08:00sell31.001.23601.24441.2316
62006.04.26 15:24s/l31.001.24441.24441.2316-82.561005.44
72006.04.27 03:15sell41.001.24671.25511.2423
82006.04.27 12:40t/p41.001.24231.25511.242344.001049.44
92006.04.27 13:00buy51.001.24251.23411.2469
102006.04.27 16:01t/p51.001.24691.23411.246944.001093.44
112006.04.28 13:30buy61.001.25351.24511.2579
122006.04.28 16:18t/p61.001.25791.24511.257944.001137.44
132006.04.28 21:15buy71.001.26131.25291.2657
142006.05.01 14:56t/p71.001.26571.25291.265743.131180.58
152006.05.01 23:45buy81.001.25711.24871.2615
162006.05.02 10:40t/p81.001.26151.24871.261543.131223.71
172006.05.02 13:45buy91.001.26211.25371.2665
182006.05.03 08:40t/p91.001.26651.25371.266543.131266.85
192006.05.03 15:45buy101.001.26161.25321.2660
202006.05.04 16:04t/p101.001.26601.25321.266041.411308.25
212006.05.05 01:30sell111.001.27111.27951.2667
222006.05.09 09:13t/p111.001.26671.27951.266745.441353.69
232006.05.09 13:45sell121.001.26991.27831.2655
242006.05.10 08:50s/l121.001.27831.27831.2655-83.281270.41
252006.05.10 18:45buy131.001.27881.27041.2832
262006.05.10 20:43t/p131.001.28321.27041.283244.001314.41
272006.05.11 21:45buy141.001.28431.27591.2887
282006.05.12 09:25t/p141.001.28871.27591.288743.131357.55
292006.05.12 18:30buy151.001.28681.27841.2912
302006.05.12 20:15t/p151.001.29121.27841.291244.001401.55
312006.05.16 05:15sell161.001.28221.29061.2778
322006.05.16 11:02t/p161.001.27781.29061.277844.001445.55
332006.05.17 04:30sell171.001.28581.29421.2814
342006.05.17 16:24t/p171.001.28141.29421.281444.001489.55
352006.05.18 13:00buy181.001.27751.26911.2819
362006.05.18 15:33t/p181.001.28191.26911.281944.001533.55
372006.05.18 15:33sell191.001.28191.29031.2775
382006.05.19 09:40t/p191.001.27751.29031.277544.721578.27
392006.05.19 12:00buy201.001.27491.26651.2793
402006.05.22 16:02t/p201.001.27931.26651.279343.131621.40
412006.05.22 20:15sell211.001.28801.29641.2836
422006.05.23 09:34t/p211.001.28361.29641.283644.721666.12
432006.05.23 09:45buy221.001.28371.27531.2881
442006.05.24 14:45t/p221.001.28811.27531.288143.131709.26
452006.05.25 03:45buy231.001.27551.26711.2799
462006.05.25 14:39t/p231.001.27991.26711.279944.001753.26
472006.05.25 15:45sell241.001.27791.28631.2735
482006.05.26 15:52t/p241.001.27351.28631.273544.721797.98
492006.05.26 15:52buy251.001.27321.26481.2776
502006.05.30 04:39t/p251.001.27761.26481.277642.271840.25
512006.05.30 08:15sell261.001.28361.29201.2792
522006.06.01 02:34t/p261.001.27921.29201.279246.881887.13
532006.06.01 16:30sell271.001.27661.28501.2722
542006.06.02 14:30s/l271.001.28501.28501.2722-83.281803.85
552006.06.05 02:45sell281.001.29331.30171.2889
562006.06.06 05:04t/p281.001.28891.30171.288944.721848.57
572006.06.06 19:15sell291.001.28341.29181.2790
582006.06.07 08:31t/p291.001.27901.29181.279044.721893.29
592006.06.07 10:30sell301.001.28211.29051.2777
602006.06.07 13:46t/p301.001.27771.29051.277744.001937.29
612006.06.07 15:45buy311.001.27731.26891.2817
622006.06.08 14:32s/l311.001.26891.26891.2817-86.591850.69
632006.06.09 01:45buy321.001.26441.25601.2688
642006.06.13 09:01s/l321.001.25601.25601.2688-85.731764.96
652006.06.13 10:45sell331.001.25841.26681.2540
662006.06.13 19:17t/p331.001.25401.26681.254044.001808.96
672006.06.15 00:00sell341.001.26041.26881.2560
682006.06.19 15:03t/p341.001.25601.26881.256045.441854.40
692006.06.20 02:45buy351.001.25601.24761.2604
702006.06.20 19:06t/p351.001.26041.24761.260444.001898.40
712006.06.21 01:30sell361.001.25961.26801.2552
722006.06.22 16:20t/p361.001.25521.26801.255246.161944.56
732006.06.22 18:00sell371.001.25811.26651.2537
742006.06.23 12:16t/p371.001.25371.26651.253744.721989.28
752006.06.23 22:00buy381.001.25131.24291.2557
762006.06.26 09:18t/p381.001.25571.24291.255743.132032.42
772006.06.26 12:00buy391.001.25461.24621.2590
782006.06.26 19:23t/p391.001.25901.24621.259044.002076.42
792006.06.27 02:00sell401.001.26081.26921.2564
802006.06.27 12:20t/p401.001.25641.26921.256444.002120.42
812006.06.28 22:30sell411.001.25561.26401.2512
822006.06.29 20:35s/l411.001.26401.26401.2512-81.842038.58
832006.07.03 11:45buy421.001.27671.26831.2811
842006.07.03 16:01t/p421.001.28111.26831.281144.002082.58
852006.07.04 08:45sell431.001.28151.28991.2771
862006.07.05 09:15t/p431.001.27711.28991.277144.722127.30
872006.07.06 16:30sell441.001.27611.28451.2717
882006.07.07 14:30s/l441.001.28451.28451.2717-83.282044.01
892006.07.11 08:15buy451.001.27261.26421.2770
902006.07.11 20:41t/p451.001.27701.26421.277044.002088.01
912006.07.12 14:45buy461.001.27041.26201.2748
922006.07.17 05:39s/l461.001.26201.26201.2748-88.331999.69
932006.07.18 09:15sell471.001.25431.26271.2499
942006.07.18 11:08t/p471.001.24991.26271.249944.002043.69
952006.07.19 02:45buy481.001.24901.24061.2534
962006.07.19 16:01t/p481.001.25341.24061.253444.002087.69
972006.07.19 23:00buy491.001.25871.25031.2631
982006.07.20 12:55t/p491.001.26311.25031.263141.412129.10
992006.07.21 09:30sell501.001.26581.27421.2614
1002006.07.24 10:47t/p501.001.26141.27421.261444.722173.82
1012006.07.24 14:30sell511.001.26371.27211.2593
1022006.07.25 17:20t/p511.001.25931.27211.259344.722218.53
1032006.07.25 21:15sell521.001.25821.26661.2538
1042006.07.26 20:01s/l521.001.26661.26661.2538-83.282135.25
1052006.07.28 03:45buy531.001.26801.25961.2724
1062006.07.28 14:33t/p531.001.27241.25961.272444.002179.25
1072006.07.31 14:00sell541.001.27681.28521.2724
1082006.08.01 08:45t/p541.001.27241.28521.272444.722223.97
1092006.08.03 09:15sell551.001.27711.28551.2727
1102006.08.04 14:30s/l551.001.28551.28551.2727-83.282140.69
1112006.08.04 14:30sell561.001.28531.29371.2809
1122006.08.08 00:11t/p561.001.28091.29371.280945.442186.13
1132006.08.08 14:45buy571.001.28321.27481.2876
1142006.08.08 20:14t/p571.001.28761.27481.287644.002230.13
1152006.08.09 05:45sell581.001.27911.28751.2747
1162006.08.09 10:41s/l581.001.28751.28751.2747-84.002146.13
1172006.08.10 20:45sell591.001.27871.28711.2743
1182006.08.11 08:34t/p591.001.27431.28711.274344.722190.85
1192006.08.11 10:00sell601.001.27851.28691.2741
1202006.08.11 14:30t/p601.001.27411.28691.274144.002234.85
1212006.08.14 03:30sell611.001.27461.28301.2702
1222006.08.15 03:50t/p611.001.27021.28301.270244.722279.57
1232006.08.16 13:15buy621.001.27741.26901.2818
1242006.08.16 14:30t/p621.001.28181.26901.281844.002323.57
1252006.08.16 14:45sell631.001.28411.29251.2797
1262006.08.18 13:49t/p631.001.27971.29251.279746.882370.45
1272006.08.18 20:45sell641.001.28221.29061.2778
1282006.08.21 10:09s/l641.001.29061.29061.2778-83.282287.17
1292006.08.21 13:45buy651.001.28841.28001.2928
1302006.08.21 16:00t/p651.001.29281.28001.292844.002331.17
1312006.08.21 16:00sell661.001.29291.30131.2885
1322006.08.22 00:03t/p661.001.28851.30131.288544.722375.89
1332006.08.22 04:30buy671.001.28591.27751.2903
1342006.08.24 03:02s/l671.001.27751.27751.2903-87.462288.43
1352006.08.28 14:15buy681.001.28011.27171.2845
1362006.08.30 03:01t/p681.001.28451.27171.284542.272330.70
1372006.08.30 03:01sell691.001.28451.29291.2801
1382006.08.31 16:29t/p691.001.28011.29291.280146.162376.86
1392006.08.31 21:00sell701.001.28111.28951.2767
1402006.09.01 14:52t/p701.001.27671.28951.276744.722421.58
1412006.09.04 01:00sell711.001.28481.29321.2804
1422006.09.05 15:40t/p711.001.28041.29321.280444.722466.30
1432006.09.06 09:30sell721.001.28251.29091.2781
1442006.09.06 14:31t/p721.001.27811.29091.278144.002510.30
1452006.09.06 18:45buy731.001.27761.26921.2820
1462006.09.07 02:22t/p731.001.28201.26921.282041.412551.71
1472006.09.07 02:45sell741.001.28231.29071.2779
1482006.09.07 10:59t/p741.001.27791.29071.277944.002595.71
1492006.09.07 21:00buy751.001.27361.26521.2780
1502006.09.08 16:26s/l751.001.26521.26521.2780-84.862510.84
1512006.09.11 00:45buy761.001.26681.25841.2712
1522006.09.11 10:11t/p761.001.27121.25841.271244.002554.84
1532006.09.12 07:15sell771.001.27221.28061.2678
1542006.09.12 16:13t/p771.001.26781.28061.267844.002598.84
1552006.09.14 17:00sell781.001.27481.28321.2704
1562006.09.15 11:38t/p781.001.27041.28321.270444.722643.56
1572006.09.15 15:45buy791.001.26351.25511.2679
1582006.09.18 08:59t/p791.001.26791.25511.267943.132686.70
1592006.09.18 11:15buy801.001.26591.25751.2703
1602006.09.18 20:49t/p801.001.27031.25751.270344.002730.70
1612006.09.19 04:45sell811.001.27231.28071.2679
1622006.09.19 09:53t/p811.001.26791.28071.267944.002774.70
1632006.09.20 07:45buy821.001.26691.25851.2713
1642006.09.20 20:13t/p821.001.27131.25851.271344.002818.70
1652006.09.20 21:45buy831.001.26831.25991.2727
1662006.09.21 09:43t/p831.001.27271.25991.272741.412860.10
1672006.09.22 16:15buy841.001.28061.27221.2850
1682006.09.26 10:47s/l841.001.27221.27221.2850-85.732774.37
1692006.09.26 16:30buy851.001.26761.25921.2720
1702006.09.28 00:25t/p851.001.27201.25921.272040.542814.91
1712006.09.28 17:00sell861.001.27031.27871.2659
1722006.09.29 08:12t/p861.001.26591.27871.265944.722859.63
1732006.10.02 01:15buy871.001.26711.25871.2715
1742006.10.02 13:22t/p871.001.27151.25871.271544.002903.63
1752006.10.04 17:30sell881.001.26961.27801.2652
1762006.10.06 12:32t/p881.001.26521.27801.265246.882950.51
1772006.10.09 04:15sell891.001.26021.26861.2558
1782006.10.10 09:04t/p891.001.25581.26861.255844.722995.23
1792006.10.10 13:15buy901.001.25321.24481.2576
1802006.10.13 01:44t/p901.001.25761.24481.257639.673034.91
1812006.10.13 01:45sell911.001.25661.26501.2522
1822006.10.13 12:41t/p911.001.25221.26501.252244.003078.91
1832006.10.13 17:45sell921.001.25121.25961.2468
1842006.10.19 14:35s/l921.001.25961.25961.2468-79.682999.23
1852006.10.19 17:15sell931.001.26151.26991.2571
1862006.10.20 20:59close at stop931.001.26171.26991.2571-1.282997.95