Strategy Tester: ZolotoyZhuk_3-1
Strategy Tester Report
ZolotoyZhuk_3-1
FxPro.com-Real01 (Build 1010)

СимволGOLD (SPOT Gold Ounce vs US Dollar)
Период5 Минут (M5) 2016.05.16 01:00 - 2016.12.02 23:59 (2016.05.15 - 2016.12.04)
Модель
Параметры
Баров в истории37372Смоделировано тиков73743Качество моделирования
Ошибки рассогласования графиков0
Начальный депозит15000.00СпредТекущий (30)
Чистая прибыль41445.03Общая прибыль69524.40Общий убыток-28079.37
Прибыльность2.48Матожидание выигрыша493.39
Абсолютная просадка180.00Максимальная просадка4948.16 (16.01%)Относительная просадка16.01% (4948.16)
Всего сделок84Короткие позиции (% выигравших)54 (75.93%)Длинные позиции (% выигравших)30 (63.33%)
Прибыльные сделки (% от всех)60 (71.43%)Убыточные сделки (% от всех)24 (28.57%)
Самая большаяприбыльная сделка2400.00убыточная сделка-1236.24
Средняяприбыльная сделка1158.74убыточная сделка-1169.97
Максимальное количествонепрерывных выигрышей (прибыль)9 (8583.23)непрерывных проигрышей (убыток)3 (-3624.16)
Макс.непрерывная прибыль (число выигрышей)9198.71 (7)непрерывный убыток (число проигрышей)-3624.16 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.05.16 03:30buy11.001274.450.000.00
22016.05.16 03:35modify11.001274.451262.451288.45
32016.05.16 15:50t/p11.001288.451262.451288.451400.0016400.00
42016.05.17 23:15buy21.001279.280.000.00
52016.05.17 23:20modify21.001279.281267.281293.28
62016.05.18 16:05s/l21.001267.281267.281293.28-1206.0415193.96
72016.05.18 18:10sell31.001270.470.000.00
82016.05.18 18:15modify31.001270.471282.471246.47
92016.05.18 22:20modify31.001270.471259.401246.47
102016.05.18 22:35modify31.001270.471257.131246.47
112016.05.18 22:40s/l31.001257.131257.131246.471334.0016527.96
122016.05.19 07:40sell41.001257.290.000.00
132016.05.19 07:45modify41.001257.291269.291233.29
142016.05.19 16:05modify41.001257.291246.171233.29
152016.05.19 16:10s/l41.001246.171246.171233.291112.0017639.96
162016.05.20 03:25sell51.001256.720.000.00
172016.05.20 03:30modify51.001256.721268.721232.72
182016.05.23 14:15modify51.001256.721249.151232.72
192016.05.23 14:20s/l51.001249.151249.151232.72754.7118394.67
202016.05.24 10:00sell61.001242.820.000.00
212016.05.24 10:05modify61.001242.821254.821218.82
222016.05.24 19:30modify61.001242.821230.431218.82
232016.05.24 20:00modify61.001242.821229.641218.82
242016.05.24 20:05s/l61.001229.641229.641218.821318.0019712.67
252016.05.25 16:55sell71.001218.990.000.00
262016.05.25 17:00modify71.001218.991230.991194.99
272016.05.26 04:25s/l71.001230.991230.991194.99-1206.8718505.80
282016.05.26 06:45sell81.001229.480.000.00
292016.05.26 06:50modify81.001229.481241.481205.48
302016.05.26 19:25modify81.001229.481220.901205.48
312016.05.26 19:45modify81.001229.481219.931205.48
322016.05.26 19:55s/l81.001219.931219.931205.48955.0019460.80
332016.05.27 04:55sell91.001220.300.000.00
342016.05.27 05:00modify91.001220.301232.301196.30
352016.05.27 05:40modify91.001220.301212.411196.30
362016.05.27 05:45s/l91.001212.411212.411196.30789.0020249.80
372016.05.27 12:30sell101.001219.850.000.00
382016.05.27 12:35modify101.001219.851231.851195.85
392016.05.27 18:10modify101.001219.851211.661195.85
402016.05.27 18:15s/l101.001211.661211.661195.85819.0021068.80
412016.05.27 21:30sell111.001209.090.000.00
422016.05.27 21:35modify111.001209.091221.091185.09
432016.06.03 15:35s/l111.001221.091221.091185.09-1216.0319852.77
442016.06.03 22:55buy121.001243.490.000.00
452016.06.03 23:00modify121.001243.491231.491257.49
462016.06.08 15:45t/p121.001257.491231.491257.491381.8821234.65
472016.06.08 23:05buy131.001261.980.000.00
482016.06.08 23:10modify131.001261.981249.981275.98
492016.06.10 17:05t/p131.001275.981249.981275.981375.8422610.49
502016.06.10 21:40buy141.001275.760.000.00
512016.06.10 21:45modify141.001275.761263.761289.76
522016.06.14 16:15t/p141.001289.761263.761289.761387.9223998.41
532016.06.15 02:25buy151.001286.150.000.00
542016.06.15 02:30modify151.001286.151274.151300.15
552016.06.16 04:20t/p151.001300.151274.151300.151381.8825380.29
562016.06.16 06:05buy161.001300.890.000.00
572016.06.16 06:10modify161.001300.891288.891314.89
582016.06.16 17:40t/p161.001314.891288.891314.891400.0026780.29
592016.06.17 09:50sell171.001281.880.000.00
602016.06.17 09:55modify171.001281.881293.881257.88
612016.06.17 17:20s/l171.001293.881293.881257.88-1200.0025580.29
622016.06.17 17:25buy181.001295.310.000.00
632016.06.17 17:30modify181.001295.311283.311309.31
642016.06.20 01:10s/l181.001283.311283.311309.31-1206.0424374.25
652016.06.20 01:15sell191.001283.810.000.00
662016.06.20 01:20modify191.001283.811295.811259.81
672016.06.21 14:50modify191.001283.811272.671259.81
682016.06.21 15:05s/l191.001272.671272.671259.811111.7125485.96
692016.06.21 17:50sell201.001268.460.000.00
702016.06.21 17:55modify201.001268.461280.461244.46
712016.06.23 13:45modify201.001268.461259.651244.46
722016.06.23 13:50s/l201.001259.651259.651244.46871.8426357.80
732016.06.23 20:15sell211.001261.910.000.00
742016.06.23 20:20modify211.001261.911273.911237.91
752016.06.24 01:10modify211.001261.911252.151237.91
762016.06.24 01:15s/l211.001252.151252.151237.91973.7127331.51
772016.06.24 13:45buy221.001325.030.000.00
782016.06.24 13:50modify221.001325.031313.031339.03
792016.06.24 17:00s/l221.001313.031313.031339.03-1200.0026131.51
802016.06.24 21:15buy231.001316.510.000.00
812016.06.24 21:20modify231.001316.511304.511330.51
822016.06.27 02:05t/p231.001330.511304.511330.511393.9627525.47
832016.06.27 11:40buy241.001326.080.000.00
842016.06.27 11:45modify241.001326.081314.081340.08
852016.06.28 07:30s/l241.001314.081314.081340.08-1206.0426319.43
862016.06.28 08:45buy251.001316.870.000.00
872016.06.28 08:50modify251.001316.871304.871330.87
882016.07.01 06:30t/p251.001330.871304.871330.871369.8027689.23
892016.07.01 16:10buy261.001335.250.000.00
902016.07.01 16:15modify261.001335.251323.251349.25
912016.07.04 04:20t/p261.001349.251323.251349.251393.9629083.19
922016.07.04 04:25buy271.001348.480.000.00
932016.07.04 04:30modify271.001348.481336.481362.48
942016.07.06 02:30t/p271.001362.481336.481362.481387.9230471.11
952016.07.06 11:50buy281.001370.010.000.00
962016.07.06 11:55modify281.001370.011358.011384.01
972016.07.07 16:05s/l281.001358.011358.011384.01-1218.1229252.99
982016.07.07 18:35buy291.001354.950.000.00
992016.07.07 18:40modify291.001354.951342.951368.95
1002016.07.08 15:35s/l291.001342.951342.951368.95-1206.0428046.95
1012016.07.08 15:35sell301.001341.860.000.00
1022016.07.08 15:40modify301.001341.861353.861317.86
1032016.07.08 16:05s/l301.001353.861353.861317.86-1200.0026846.95
1042016.07.08 16:25buy311.001360.330.000.00
1052016.07.08 16:30modify311.001360.331348.331374.33
1062016.07.11 01:55t/p311.001374.331348.331374.331393.9628240.91
1072016.07.11 15:20sell321.001354.510.000.00
1082016.07.11 15:25modify321.001354.511366.511330.51
1092016.07.12 16:40modify321.001354.511342.681330.51
1102016.07.12 16:45s/l321.001342.681342.681330.511180.7129421.62
1112016.07.12 18:15sell331.001342.340.000.00
1122016.07.12 18:20modify331.001342.341354.341318.34
1132016.07.12 19:35modify331.001342.341332.151318.34
1142016.07.12 19:40s/l331.001332.151332.151318.341019.0030440.62
1152016.07.13 04:25sell341.001330.520.000.00
1162016.07.13 04:30modify341.001330.521342.521306.52
1172016.07.13 10:00s/l341.001342.521342.521306.52-1200.0029240.62
1182016.07.13 11:40sell351.001341.810.000.00
1192016.07.13 11:45modify351.001341.811353.811317.81
1202016.07.14 09:45modify351.001341.811333.881317.81
1212016.07.14 09:55modify351.001341.811333.181317.81
1222016.07.14 10:00s/l351.001333.181333.181317.81856.1330096.75
1232016.07.14 12:05sell361.001325.730.000.00
1242016.07.14 12:10modify361.001325.731337.731301.73
1252016.07.15 23:40s/l361.001337.731337.731301.73-1202.2928894.46
1262016.07.18 02:05sell371.001330.250.000.00
1272016.07.18 02:10modify371.001330.251342.251306.25
1282016.07.20 14:50modify371.001330.251319.411306.25
1292016.07.20 14:55s/l371.001319.411319.411306.251079.4229973.88
1302016.08.08 02:25buy381.001333.080.000.00
1312016.08.08 02:30modify381.001333.081321.081347.08
1322016.08.10 04:45t/p381.001347.081321.081347.081387.9231361.80
1332016.08.10 15:15buy391.001353.680.000.00
1342016.08.10 15:20modify391.001353.681341.681367.68
1352016.08.11 04:45s/l391.001341.681341.681367.68-1218.1230143.68
1362016.08.11 09:15buy401.001343.060.000.00
1372016.08.11 09:20modify401.001343.061331.061357.06
1382016.08.16 15:35t/p401.001357.061331.061357.061381.8831525.56
1392016.08.17 03:20buy411.001347.680.000.00
1402016.08.17 03:25modify411.001347.681335.681361.68
1412016.08.22 01:15s/l411.001335.681335.681361.68-1230.2030295.36
1422016.08.22 03:40sell421.001335.630.000.00
1432016.08.22 03:45modify421.001335.631347.631311.63
1442016.08.24 17:15modify421.001335.631326.901311.63
1452016.08.24 17:45s/l421.001326.901326.901311.63868.4231163.78
1462016.08.24 21:00sell431.001326.220.000.00
1472016.08.24 21:05modify431.001326.221338.221302.22
1482016.08.26 17:20s/l431.001338.221338.221302.22-1209.1629954.62
1492016.08.29 04:30sell441.001316.780.000.00
1502016.08.29 04:35modify441.001316.781328.781292.78
1512016.08.31 15:50modify441.001316.781305.421292.78
1522016.08.31 15:55s/l441.001305.421305.421292.781131.4231086.04
1532016.08.31 22:35sell451.001308.970.000.00
1542016.08.31 22:40modify451.001308.971320.971284.97
1552016.09.02 15:30s/l451.001320.971320.971284.97-1209.1629876.88
1562016.09.02 20:35buy461.001323.330.000.00
1572016.09.02 20:40modify461.001323.331311.331337.33
1582016.09.06 17:05t/p461.001337.331311.331337.331387.9231264.80
1592016.09.06 17:35buy471.001339.460.000.00
1602016.09.06 17:40modify471.001339.461327.461353.46
1612016.09.12 01:05s/l471.001327.461327.461353.46-1236.2430028.56
1622016.09.12 11:05sell481.001327.100.000.00
1632016.09.12 11:10modify481.001327.101339.101303.10
1642016.09.13 21:30modify481.001327.101319.171303.10
1652016.09.13 21:35s/l481.001319.171319.171303.10790.7130819.27
1662016.09.14 04:30sell491.001317.380.000.00
1672016.09.14 04:35modify491.001317.381329.381293.38
1682016.09.16 17:15modify491.001317.381309.411293.38
1692016.09.16 17:20s/l491.001309.411309.411293.38787.8431607.11
1702016.09.16 19:40sell501.001308.360.000.00
1712016.09.16 19:45modify501.001308.361320.361284.36
1722016.09.21 09:35s/l501.001320.361320.361284.36-1206.8730400.24
1732016.09.21 15:10buy511.001324.740.000.00
1742016.09.21 15:15modify511.001324.741312.741338.74
1752016.09.22 16:55t/p511.001338.741312.741338.741381.8831782.12
1762016.09.23 03:15buy521.001337.520.000.00
1772016.09.23 03:20modify521.001337.521325.521351.52
1782016.09.27 18:45s/l521.001325.521325.521351.52-1212.0830570.04
1792016.09.28 02:30sell531.001326.750.000.00
1802016.09.28 02:35modify531.001326.751338.751302.75
1812016.09.29 15:40modify531.001326.751319.181302.75
1822016.09.29 16:20s/l531.001319.181319.181302.75750.1331320.17
1832016.09.29 18:50sell541.001317.800.000.00
1842016.09.29 18:55modify541.001317.801329.801293.80
1852016.10.04 05:40modify541.001317.801309.921293.80
1862016.10.04 06:05s/l541.001309.921309.921293.80781.1332101.30
1872016.10.04 10:15sell551.001307.720.000.00
1882016.10.04 10:20modify551.001307.721319.721283.72
1892016.10.04 15:30modify551.001307.721298.921283.72
1902016.10.04 16:50t/p551.001283.721298.921283.722400.0034501.30
1912016.10.05 16:10sell561.001271.590.000.00
1922016.10.05 16:15modify561.001271.591283.591247.59
1932016.10.05 19:55modify561.001271.591263.641247.59
1942016.10.05 20:15s/l561.001263.641263.641247.59795.0035296.30
1952016.10.06 04:15sell571.001267.460.000.00
1962016.10.06 04:20modify571.001267.461279.461243.46
1972016.10.06 16:00modify571.001267.461259.931243.46
1982016.10.06 16:25modify571.001267.461255.401243.46
1992016.10.06 16:30s/l571.001255.401255.401243.461206.0036502.30
2002016.10.06 20:50sell581.001252.210.000.00
2012016.10.06 20:55modify581.001252.211264.211228.21
2022016.10.07 15:35s/l581.001264.211264.211228.21-1202.2935300.01
2032016.10.07 17:10sell591.001258.390.000.00
2042016.10.07 17:15modify591.001258.391270.391234.39
2052016.10.07 18:55modify591.001258.391248.631234.39
2062016.10.07 19:00s/l591.001248.631248.631234.39976.0036276.01
2072016.10.10 04:25sell601.001261.530.000.00
2082016.10.10 04:30modify601.001261.531273.531237.53
2092016.10.11 23:05modify601.001261.531253.891237.53
2102016.10.12 01:15s/l601.001253.891253.891237.53759.4237035.43
2112016.10.12 18:30sell611.001252.300.000.00
2122016.10.12 18:35modify611.001252.301264.301228.30
2132016.10.18 19:10s/l611.001264.301264.301228.30-1213.7435821.69
2142016.10.19 02:30buy621.001263.030.000.00
2152016.10.19 02:35modify621.001263.031251.031277.03
2162016.10.28 20:35t/p621.001277.031251.031277.031333.5637155.25
2172016.10.31 03:05buy631.001278.250.000.00
2182016.10.31 03:10modify631.001278.251266.251292.25
2192016.11.02 06:30t/p631.001292.251266.251292.251387.9238543.17
2202016.11.02 09:30buy641.001293.640.000.00
2212016.11.02 09:35modify641.001293.641281.641307.64
2222016.11.02 19:25t/p641.001307.641281.641307.641400.0039943.17
2232016.11.03 14:30buy651.001290.810.000.00
2242016.11.03 14:35modify651.001290.811278.811304.81
2252016.11.04 14:35t/p651.001304.811278.811304.811393.9641337.13
2262016.11.04 18:50buy661.001304.380.000.00
2272016.11.04 18:55modify661.001304.381292.381318.38
2282016.11.07 01:05s/l661.001292.381292.381318.38-1206.0440131.09
2292016.11.07 04:50sell671.001292.350.000.00
2302016.11.07 04:55modify671.001292.351304.351268.35
2312016.11.07 17:05modify671.001292.351283.921268.35
2322016.11.07 17:50modify671.001292.351282.381268.35
2332016.11.07 18:10modify671.001292.351281.181268.35
2342016.11.07 18:20s/l671.001281.181281.181268.351117.0041248.09
2352016.11.08 04:25sell681.001282.880.000.00
2362016.11.08 04:30modify681.001282.881294.881258.88
2372016.11.08 20:40modify681.001282.881274.661258.88
2382016.11.08 20:55s/l681.001274.661274.661258.88822.0042070.09
2392016.11.09 17:05sell691.001284.790.000.00
2402016.11.09 17:10modify691.001284.791296.791260.79
2412016.11.09 20:10modify691.001284.791275.181260.79
2422016.11.09 20:45s/l691.001275.181275.181260.79961.0043031.09
2432016.11.10 06:20sell701.001283.120.000.00
2442016.11.10 06:25modify701.001283.121295.121259.12
2452016.11.10 16:35modify701.001283.121274.631259.12
2462016.11.10 16:45modify701.001283.121265.671259.12
2472016.11.10 16:50s/l701.001265.671265.671259.121745.0044776.09
2482016.11.10 19:05sell711.001263.000.000.00
2492016.11.10 19:10modify711.001263.001275.001239.00
2502016.11.10 22:35modify711.001263.001253.131239.00
2512016.11.10 22:40s/l711.001253.131253.131239.00987.0045763.09
2522016.11.11 06:10sell721.001259.210.000.00
2532016.11.11 06:15modify721.001259.211271.211235.21
2542016.11.11 17:05t/p721.001235.211271.211235.212400.0048163.09
2552016.11.11 20:25sell731.001226.330.000.00
2562016.11.11 20:30modify731.001226.331238.331202.33
2572016.11.14 03:10modify731.001226.331214.641202.33
2582016.11.14 03:15s/l731.001214.641214.641202.331166.7149329.80
2592016.11.14 03:25sell741.001215.650.000.00
2602016.11.14 03:30modify741.001215.651227.651191.65
2612016.11.14 12:10s/l741.001227.651227.651191.65-1200.0048129.80
2622016.11.14 14:30sell751.001223.930.000.00
2632016.11.14 14:35modify751.001223.931235.931199.93
2642016.11.14 16:55modify751.001223.931215.401199.93
2652016.11.14 17:00s/l751.001215.401215.401199.93853.0048982.80
2662016.11.15 05:00sell761.001224.620.000.00
2672016.11.15 05:05modify761.001224.621236.621200.62
2682016.11.17 20:40modify761.001224.621216.401200.62
2692016.11.17 20:55modify761.001224.621213.151200.62
2702016.11.17 21:00s/l761.001213.151213.151200.621137.8450120.64
2712016.11.18 03:30sell771.001211.850.000.00
2722016.11.18 03:35modify771.001211.851223.851187.85
2732016.11.23 15:35modify771.001211.851196.911187.85
2742016.11.23 16:00s/l771.001196.911196.911187.851487.1351607.77
2752016.11.24 05:00sell781.001183.280.000.00
2762016.11.24 05:05modify781.001183.281195.281159.28
2772016.11.25 03:25modify781.001183.281174.411159.28
2782016.11.25 03:30s/l781.001174.411174.411159.28884.7152492.48
2792016.11.25 11:55sell791.001187.710.000.00
2802016.11.25 12:00modify791.001187.711199.711163.71
2812016.11.25 19:25modify791.001187.711180.181163.71
2822016.11.25 19:30s/l791.001180.181180.181163.71753.0053245.48
2832016.11.28 12:05sell801.001191.260.000.00
2842016.11.28 12:10modify801.001191.261203.261167.26
2852016.11.29 15:55modify801.001191.261183.401167.26
2862016.11.29 16:00s/l801.001183.401183.401167.26783.7154029.19
2872016.11.29 22:40sell811.001188.900.000.00
2882016.11.29 22:45modify811.001188.901200.901164.90
2892016.11.30 16:20modify811.001188.901181.181164.90
2902016.11.30 16:30s/l811.001181.181181.181164.90769.7154798.90
2912016.11.30 16:55sell821.001177.950.000.00
2922016.11.30 17:00modify821.001177.951189.951153.95
2932016.12.01 03:30modify821.001177.951166.881153.95
2942016.12.01 03:35s/l821.001166.881166.881153.951100.1355899.03
2952016.12.01 10:20sell831.001171.810.000.00
2962016.12.01 10:25modify831.001171.811183.811147.81
2972016.12.01 17:25modify831.001171.811163.671147.81
2982016.12.01 17:30s/l831.001163.671163.671147.81814.0056713.03
2992016.12.02 04:10sell841.001174.910.000.00
3002016.12.02 04:15modify841.001174.911186.911150.91
3012016.12.02 23:59close at stop841.001177.591186.911150.91-268.0056445.03