Strategy Tester Report
Phoenix USDJPY 10

СимволUSDJPY (US Dollar vs Japanese Yen)
Период15 Минут (M15) 2006.04.03 00:00 - 2006.11.15 00:00 (2006.04.01 - 2006.11.15)
МодельВсе тики (на основе всех наименьших доступных периодов с фрактальной интерполяцией каждого тика)
ПараметрыLots=1; MaximumRisk=0.3; DecreaseFactor=1; PrefSettings=false; MM=true; AccountIsMicro=false; TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=6; SMA2Bars=17; Percent=0.0032; EnvelopePeriod=2; OSMAFast=7; OSMASlow=21; OSMASignal=2; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.0023; DVStayOut=0.023;
Баров в истории16003Смоделировано тиков625022Качество моделирования90.00%
Начальный депозит10000.00
Чистая прибыль152617.17Общая прибыль285229.13Общий убыток-132611.97
Прибыльность2.15Матожидание выигрыша1147.50
Абсолютная просадка2518.63Максимальная просадка (%)13856.92 (11.0%)
Всего сделок133Короткие позиции (% выигравших)66 (75.76%)Длинные позиции (% выигравших)67 (82.09%)
Прибыльные сделки (% от всех)105 (78.95%)Убыточные сделки (% от всех)28 (21.05%)
Самая большаяприбыльная сделка4133.62убыточная сделка-7914.60
Средняяприбыльная сделка2716.47убыточная сделка-4736.14
Максимальное количествонепрерывных выигрышей (прибыль)11 (40426.57)непрерывных проигрышей (убыток)4 (-13856.92)
Максимальнаянепрерывная прибыль (число выигрышей)40426.57 (11)непрерывный убыток (число проигрышей)-13856.92 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерЛотыЦенаS / LT / PПрибыльБаланс
12006.04.03 01:00sell13.00117.66118.50117.24
22006.04.03 06:40s/l13.00118.50118.50117.24-2126.587873.42
32006.04.04 01:45sell22.40117.67118.51117.25
42006.04.05 03:17t/p22.40117.25118.51117.25823.678697.09
52006.04.05 03:17buy32.60117.24116.40117.66
62006.04.05 15:08t/p32.60117.66116.40117.66928.109625.19
72006.04.06 02:00sell42.90117.61118.45117.19
82006.04.10 11:31s/l42.90118.45118.45117.19-2143.827481.37
92006.04.10 16:45sell52.20118.42119.26118.00
102006.04.12 02:36t/p52.20118.00119.26118.00716.858198.22
112006.04.12 07:15sell62.50118.17119.01117.75
122006.04.17 14:22t/p62.50117.75119.01117.75703.668901.88
132006.04.17 14:30buy72.70117.72116.88118.14
142006.04.18 10:08t/p72.70118.14116.88118.14992.629894.50
152006.04.18 20:30buy83.00117.34116.50117.76
162006.04.19 15:22t/p83.00117.76116.50117.761106.4311000.93
172006.04.19 15:22sell93.30117.76118.60117.34
182006.04.19 18:22t/p93.30117.34118.60117.341181.1812182.11
192006.04.20 12:00sell103.70117.57118.41117.15
202006.04.21 11:29t/p103.70117.15118.41117.151270.9413453.06
212006.04.21 20:45buy114.00116.86116.02117.28
222006.04.24 00:00s/l114.00116.02116.02117.28-2855.6910597.37
232006.04.24 06:30buy123.20115.79114.95116.21
242006.04.24 09:37s/l123.20114.95114.95116.21-2338.818258.56
252006.04.25 04:15buy130.10114.44113.60114.86
262006.04.25 16:08t/p130.10114.86113.60114.8636.578295.13
272006.04.25 22:30sell142.50114.85115.69114.43
282006.04.27 12:02t/p142.50114.43115.69114.43767.399062.52
292006.04.27 12:15buy152.70114.39113.55114.81
302006.04.27 13:46t/p152.70114.81113.55114.81987.7210050.24
312006.04.27 16:00sell163.00114.95115.79114.53
322006.04.27 16:01t/p163.00114.53115.79114.531100.1511150.39
332006.04.27 16:01sell173.30114.50115.34114.08
342006.04.27 16:31t/p173.30114.08115.34114.081214.9412365.33
352006.04.28 09:00buy183.70114.24113.40114.66
362006.05.01 04:13s/l183.70113.40113.40114.66-2696.019669.32
372006.05.01 11:45sell192.90113.26114.10112.84
382006.05.01 14:42t/p192.90112.84114.10112.841079.4010748.72
392006.05.01 15:00buy203.20112.68111.84113.10
402006.05.01 17:38t/p203.20113.10111.84113.101188.1211936.84
412006.05.02 07:00buy213.60113.73112.89114.15
422006.05.03 08:34s/l213.60112.89112.89114.15-2634.959301.89
432006.05.03 08:34buy222.80112.92112.08113.34
442006.05.03 10:00t/p222.80113.34112.08113.341037.5910339.48
452006.05.03 10:15buy233.10113.31112.47113.73
462006.05.03 16:45t/p233.10113.73112.47113.731144.8211484.30
472006.05.03 18:00sell243.40113.42114.26113.00
482006.05.05 15:12t/p243.40113.00114.26113.001059.1112543.41
492006.05.05 15:30buy253.80112.70111.86113.12
502006.05.08 02:49s/l253.80111.86111.86113.12-2807.389736.03
512006.05.08 16:00sell262.90111.50112.34111.08
522006.05.09 16:19t/p262.90111.08112.34111.081052.8810788.91
532006.05.09 21:00buy273.20111.15110.31111.57
542006.05.10 20:10s/l273.20110.31110.31111.57-2397.878391.03
552006.05.10 20:10buy282.50110.34109.50110.76
562006.05.11 00:45t/p282.50110.76109.50110.761039.169430.19
572006.05.11 01:00sell292.80110.88111.72110.46
582006.05.11 17:34t/p292.80110.46111.72110.461064.7410494.93
592006.05.11 22:45sell303.10110.66111.50110.24
602006.05.12 01:36t/p303.10110.24111.50110.241134.4211629.35
612006.05.12 08:30buy313.50110.01109.17110.43
622006.05.12 16:36t/p313.50110.43109.17110.431331.1612960.51
632006.05.15 06:15sell323.90109.66110.50109.24
642006.05.15 10:24s/l323.90110.50110.50109.24-2964.719995.80
652006.05.15 10:24sell333.00110.47111.31110.05
662006.05.15 11:38t/p333.00110.05111.31110.051144.9311140.73
672006.05.15 17:00sell343.30110.26111.10109.84
682006.05.16 20:25t/p343.30109.84111.10109.841212.1912352.93
692006.05.17 09:15buy353.70109.14108.30109.56
702006.05.17 16:24t/p353.70109.56108.30109.561418.4013771.33
712006.05.18 03:30buy364.10110.75109.91111.17
722006.05.18 13:35t/p364.10111.17109.91111.171548.8415320.17
732006.05.18 13:35sell374.60111.18112.02110.76
742006.05.18 15:30t/p374.60110.76112.02110.761744.3117064.48
752006.05.19 18:15sell385.10111.77112.61111.35
762006.05.22 08:26s/l385.10112.61112.61111.35-3880.3413184.14
772006.05.23 01:45sell394.00111.67112.51111.25
782006.05.23 06:48t/p394.00111.25112.51111.251510.3914694.53
792006.05.23 07:00buy404.40111.11110.27111.53
802006.05.23 09:55t/p404.40111.53110.27111.531656.9516351.48
812006.05.23 15:30sell414.90111.44112.28111.02
822006.05.24 00:03s/l414.90112.28112.28111.02-3739.2312612.25
832006.05.24 11:00buy423.80111.84111.00112.26
842006.05.24 15:14t/p423.80112.26111.00112.261421.7014033.95
852006.05.24 16:00sell434.20112.31113.15111.89
862006.05.25 15:44t/p434.20111.89113.15111.891387.1215421.07
872006.05.26 01:45buy444.60111.76110.92112.18
882006.05.26 05:46t/p444.60112.18110.92112.181722.2317143.30
892006.05.26 10:15buy455.10111.94111.10112.36
902006.05.26 15:31t/p455.10112.36111.10112.361906.3719049.67
912006.05.26 15:31sell465.70112.36113.20111.94
922006.05.30 05:33t/p465.70111.94113.20111.941967.1421016.81
932006.05.30 13:45sell476.30112.19113.03111.77
942006.05.30 16:03t/p476.30111.77113.03111.772367.3623384.17
952006.05.30 18:45buy487.00112.06111.22112.48
962006.05.31 20:31t/p487.00112.48111.22112.482698.8926083.05
972006.06.01 05:30sell497.80112.68113.52112.26
982006.06.02 14:30t/p497.80112.26113.52112.262800.8828883.93
992006.06.02 14:45buy508.70111.92111.08112.34
1002006.06.06 00:41t/p508.70112.34111.08112.343464.1332348.06
1012006.06.06 09:15buy519.70112.13111.29112.55
1022006.06.06 14:12t/p519.70112.55111.29112.553619.7235967.78
1032006.06.06 14:12sell5210.00112.55113.39112.13
1042006.06.06 16:47s/l5210.00113.39113.39112.13-7408.0628559.72
1052006.06.07 03:15buy538.60113.06112.22113.48
1062006.06.07 08:55t/p538.60113.48112.22113.483182.6631742.38
1072006.06.07 20:30buy549.50113.47112.63113.89
1082006.06.08 09:19t/p549.50113.89112.63113.893849.8035592.17
1092006.06.08 09:30sell5510.00113.92114.76113.50
1102006.06.13 09:07s/l5510.00114.76114.76113.50-7770.9727821.20
1112006.06.13 12:00buy568.30114.45113.61114.87
1122006.06.13 16:07t/p568.30114.87113.61114.873034.7330855.93
1132006.06.14 07:45buy579.30115.11114.27115.53
1142006.06.19 03:01t/p579.30115.53114.27115.533945.8634801.79
1152006.06.19 11:30buy5810.00115.67114.83116.09
1162006.06.20 08:47s/l5810.00114.83114.83116.09-7193.6127608.18
1172006.06.20 20:45buy598.30114.85114.01115.27
1182006.06.22 12:15t/p598.30115.27114.01115.273427.7531035.93
1192006.06.23 00:00buy609.30116.15115.31116.57
1202006.06.23 14:50t/p609.30116.57115.31116.573350.4934386.42
1212006.06.26 07:30sell6110.00116.38117.22115.96
1222006.06.27 03:09t/p6110.00115.96117.22115.963471.8137858.23
1232006.06.27 08:30sell6210.00116.20117.04115.78
1242006.06.29 20:20t/p6210.00115.78117.04115.783025.7740884.00
1252006.06.30 04:30buy6310.00114.89114.05115.31
1262006.07.05 15:21t/p6310.00115.31114.05115.314007.0144891.01
1272006.07.05 23:00sell6410.00115.71116.55115.29
1282006.07.06 14:57t/p6410.00115.29116.55115.293191.9548082.96
1292006.07.06 21:15sell6510.00115.16116.00114.74
1302006.07.07 11:54t/p6510.00114.74116.00114.743510.0051592.96
1312006.07.10 00:00sell6610.00113.87114.71113.45
1322006.07.10 11:17t/p6610.00113.45114.71113.453702.0755295.03
1332006.07.10 13:15sell6710.00113.83114.67113.41
1342006.07.11 15:14s/l6710.00114.67114.67113.41-7475.8247819.21
1352006.07.11 18:00buy6810.00114.17113.33114.59
1362006.07.12 10:08t/p6810.00114.59113.33114.593786.7951606.00
1372006.07.12 10:15sell6910.00114.62115.46114.20
1382006.07.12 14:31s/l6910.00115.46115.46114.20-7275.2544330.75
1392006.07.12 22:15sell7010.00115.51116.35115.09
1402006.07.13 10:01t/p7010.00115.09116.35115.093197.9747528.72
1412006.07.13 17:30buy7110.00115.38114.54115.80
1422006.07.14 03:21t/p7110.00115.80114.54115.803748.1851276.90
1432006.07.14 03:30sell7210.00115.73116.57115.31
1442006.07.17 09:55s/l7210.00116.57116.57115.31-7356.4243920.48
1452006.07.17 20:30sell7310.00117.12117.96116.70
1462006.07.19 18:59t/p7310.00116.70117.96116.703298.0747218.55
1472006.07.20 00:30sell7410.00116.86117.70116.44
1482006.07.21 09:38t/p7410.00116.44117.70116.443456.5650675.11
1492006.07.21 09:38buy7510.00116.44115.60116.86
1502006.07.24 20:04t/p7510.00116.86115.60116.863715.5954390.70
1512006.07.25 03:30sell7610.00116.83117.67116.41
1522006.07.26 20:20t/p7610.00116.41117.67116.413457.4957848.19
1532006.07.27 03:00sell7710.00116.30117.14115.88
1542006.07.27 10:31t/p7710.00115.88117.14115.883624.4461472.63
1552006.07.27 19:30buy7810.00115.68114.84116.10
1562006.07.28 14:49s/l7810.00114.84114.84116.10-7192.9754279.66
1572006.07.31 02:00buy7910.00114.69113.85115.11
1582006.08.01 15:01t/p7910.00115.11113.85115.113770.2358049.89
1592006.08.01 20:15buy8010.00114.73113.89115.15
1602006.08.03 11:32t/p8010.00115.15113.89115.154133.6262183.51
1612006.08.04 06:45buy8110.00115.10114.26115.52
1622006.08.04 13:13t/p8110.00115.52114.26115.523635.7365819.24
1632006.08.07 02:45buy8210.00114.36113.52114.78
1642006.08.07 11:27t/p8210.00114.78113.52114.783659.1769478.41
1652006.08.07 20:30sell8310.00115.12115.96114.70
1662006.08.08 20:14t/p8310.00114.70115.96114.703511.2872989.69
1672006.08.08 21:45buy8410.00115.09114.25115.51
1682006.08.09 00:29t/p8410.00115.51114.25115.513756.6676746.35
1692006.08.09 08:15buy8510.00115.26114.42115.68
1702006.08.11 08:19t/p8510.00115.68114.42115.684116.9180863.26
1712006.08.11 19:00sell8610.00116.22117.06115.80
1722006.08.16 14:37t/p8610.00115.80117.06115.803175.5984038.85
1732006.08.16 22:15sell8710.00115.83116.67115.41
1742006.08.17 09:20t/p8710.00115.41116.67115.413187.8587226.70
1752006.08.17 09:30buy8810.00115.38114.54115.80
1762006.08.17 19:02t/p8810.00115.80114.54115.803626.9490853.64
1772006.08.18 02:00buy8910.00115.93115.09116.35
1782006.08.22 14:13t/p8910.00116.35115.09116.353852.5994706.23
1792006.08.22 15:15sell9010.00116.44117.28116.02
1802006.08.25 09:31s/l9010.00117.28117.28116.02-7914.6086791.63
1812006.08.25 14:30sell9110.00117.35118.19116.93
1822006.08.28 12:48t/p9110.00116.93118.19116.933441.7590233.38
1832006.08.28 21:45sell9210.00117.16118.00116.74
1842006.08.29 06:33t/p9210.00116.74118.00116.743447.2993680.67
1852006.08.29 11:30buy9310.00116.74115.90117.16
1862006.08.30 13:08t/p9310.00117.16115.90117.163706.3997387.06
1872006.08.30 15:45sell9410.00117.01117.85116.59
1882006.09.04 06:26t/p9410.00116.59117.85116.592850.12100237.18
1892006.09.05 01:00sell9510.00116.16117.00115.74
1902006.09.05 09:05t/p9510.00115.74117.00115.743628.82103866.00
1912006.09.05 21:45buy9610.00115.96115.12116.38
1922006.09.06 06:12t/p9610.00116.38115.12116.383730.11107596.11
1932006.09.06 11:30buy9710.00116.46115.62116.88
1942006.09.07 09:40t/p9710.00116.88115.62116.883957.77111553.88
1952006.09.07 10:45sell9810.00117.01117.85116.59
1962006.09.07 10:53t/p9810.00116.59117.85116.593602.37115156.25
1972006.09.07 10:53sell9910.00116.56117.40116.14
1982006.09.07 11:15t/p9910.00116.14117.40116.143616.33118772.58
1992006.09.07 21:30buy10010.00116.38115.54116.80
2002006.09.08 15:05t/p10010.00116.80115.54116.803717.44122490.02
2012006.09.11 03:30buy10110.00116.79115.95117.21
2022006.09.11 09:11t/p10110.00117.21115.95117.213583.01126073.03
2032006.09.11 09:11sell10210.00117.22118.06116.80
2042006.09.12 20:03s/l10210.00118.06118.06116.80-7265.48118807.55
2052006.09.13 00:45buy10310.00117.88117.04118.30
2062006.09.19 16:49s/l10310.00117.04117.04118.30-6448.34112359.21
2072006.09.20 03:15buy1040.10117.36116.52117.78
2082006.09.21 18:33s/l1040.10116.52116.52117.78-68.44112290.76
2092006.09.22 05:45sell1050.10116.39117.23115.97
2102006.09.26 18:29s/l1050.10117.23117.23115.97-74.66112216.11
2112006.09.27 01:00buy1060.10117.17116.33117.59
2122006.09.27 16:09t/p1060.10117.59116.33117.5935.72112251.83
2132006.09.27 23:45buy10710.00117.49116.65117.91
2142006.09.28 16:55t/p10710.00117.91116.65117.913926.69116178.52
2152006.09.28 22:45buy10810.00117.82116.98118.24
2162006.10.02 03:26t/p10810.00118.24116.98118.243794.60119973.12
2172006.10.02 04:45sell10910.00118.23119.07117.81
2182006.10.02 15:35t/p10910.00117.81119.07117.813565.06123538.18
2192006.10.02 15:35buy11010.00117.81116.97118.23
2202006.10.04 13:28t/p11010.00118.23116.97118.233795.50127333.68
2212006.10.04 13:28sell11110.00118.23119.07117.81
2222006.10.04 23:17t/p11110.00117.81119.07117.813565.06130898.74
2232006.10.05 09:30buy11210.00117.63116.79118.05
2242006.10.06 05:18t/p11210.00118.05116.79118.053679.36134578.10
2252006.10.06 09:15sell11310.00118.13118.97117.71
2262006.10.06 14:31t/p11310.00117.71118.97117.713568.70138146.80
2272006.10.06 14:31buy11410.00117.69116.85118.11
2282006.10.06 14:34t/p11410.00118.11116.85118.113556.01141702.81
2292006.10.06 14:34buy11510.00118.14117.30118.56
2302006.10.06 14:58t/p11510.00118.56117.30118.563542.51145245.32
2312006.10.06 22:00sell11610.00118.98119.82118.56
2322006.10.11 20:43s/l11610.00119.82119.82118.56-7461.87137783.45
2332006.10.11 22:00sell11710.00119.70120.54119.28
2342006.10.12 09:11t/p11710.00119.28120.54119.283069.78140853.23
2352006.10.12 13:45sell11810.00119.61120.45119.19
2362006.10.13 04:55t/p11810.00119.19120.45119.193373.64144226.87
2372006.10.13 08:45sell11910.00119.38120.22118.96
2382006.10.17 02:47t/p11910.00118.96120.22118.963229.99147456.86
2392006.10.17 02:47buy12010.00118.95118.11119.37
2402006.10.19 19:36s/l12010.00118.11118.11119.37-6626.42140830.44
2412006.10.20 08:00buy12110.00118.35117.51118.77
2422006.10.20 20:13t/p12110.00118.77117.51118.773536.25144366.69
2432006.10.20 22:30buy12210.00118.66117.82119.08
2442006.10.23 11:13t/p12210.00119.08117.82119.083648.59148015.28
2452006.10.23 20:45buy12310.00119.30118.46119.72
2462006.10.26 18:28s/l12310.00118.46118.46119.72-6483.25141532.03
2472006.10.27 00:30sell12410.00118.41119.25117.99
2482006.10.27 14:55t/p12410.00117.99119.25117.993559.62145091.65
2492006.10.30 00:45buy12510.00117.56116.72117.98
2502006.10.31 11:56t/p12510.00117.98116.72117.983681.48148773.13
2512006.11.01 01:45buy12610.00116.90116.06117.32
2522006.11.02 01:55t/p12610.00117.32116.06117.323944.30152717.43
2532006.11.02 06:15sell12710.00117.25118.09116.83
2542006.11.02 10:53t/p12710.00116.83118.09116.833594.97156312.40
2552006.11.02 10:53buy12810.00116.83115.99117.25
2562006.11.03 14:07t/p12810.00117.25115.99117.253703.64160016.04
2572006.11.03 14:15sell12910.00117.23118.07116.81
2582006.11.03 14:57s/l12910.00118.07118.07116.81-7114.42152901.62
2592006.11.03 21:15sell13010.00118.01118.85117.59
2602006.11.07 15:01t/p13010.00117.59118.85117.593270.83156172.45
2612006.11.08 02:30buy13110.00117.64116.80118.06
2622006.11.09 12:02t/p13110.00118.06116.80118.063921.86160094.31
2632006.11.09 13:00sell13210.00118.09118.93117.67
2642006.11.10 02:36t/p13210.00117.67118.93117.673418.85163513.16
2652006.11.10 08:45sell13310.00117.56118.40117.14
2662006.11.14 23:59close at stop13310.00117.63118.40117.14-895.99162617.17