Strategy Tester Report
VF_Capital_v040ru_real_01.06.2009
Masterforex-Real (Build 220)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Час (H1) 2009.01.12 00:00 - 2009.03.12 23:00 (2009.01.12 - 2009.03.13)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыCanOpenNew=true; TimeFrame=60; Send_EMail=false; Show_Alerts=true; Magic_N=555; OrdersCount=5; s1="=== Order 1 ==="; Ord_1_Lots=0.2; Ord_1_StopLoss=100; Ord_1_TakeProfit=100; Slippage=3; s2="=== Order 2 ==="; Ord_2_Level=100; Ord_2_Lots=0.4; Ord_2_StopLoss=80; Ord_2_TakeProfit=100; s3="=== Order 3 ==="; Ord_3_Level=100; Ord_3_Lots=0.8; Ord_3_StopLoss=80; Ord_3_TakeProfit=100; s4="=== Order 4 ==="; Ord_4_Level=100; Ord_4_Lots=1.6; Ord_4_StopLoss=80; Ord_4_TakeProfit=100; s5="=== Order 5 ==="; Ord_5_Level=100; Ord_5_Lots=3.2; Ord_5_StopLoss=80; Ord_5_TakeProfit=100; s6="=== Order 6 ==="; Ord_6_Level=80; Ord_6_Lots=3.2; Ord_6_StopLoss=80; Ord_6_TakeProfit=80; s7="=== Order 7 ==="; Ord_7_Level=80; Ord_7_Lots=6.4; Ord_7_StopLoss=80; Ord_7_TakeProfit=80; s8="=== Order 8 ==="; Ord_8_Level=80; Ord_8_Lots=10; Ord_8_StopLoss=80; Ord_8_TakeProfit=80; s9="=== Order 9 ==="; Ord_9_Level=80; Ord_9_Lots=10; Ord_9_StopLoss=80; Ord_9_TakeProfit=80; s10="=== Order 10 ==="; Ord_10_Level=80; Ord_10_Lots=10; Ord_10_StopLoss=80; Ord_10_TakeProfit=80; InfoOn=true; InfoColor=Yellow;
Баров в истории2053Смоделировано тиков501167Качество моделирования70.72%
Ошибки рассогласования графиков0
Начальный депозит5000.00
Чистая прибыль8891.91Общая прибыль13170.18Общий убыток-4278.27
Прибыльность3.08Матожидание выигрыша197.60
Абсолютная просадка3843.75Максимальная просадка9348.23 (88.99%)Относительная просадка88.99% (9348.23)
Всего сделок45Короткие позиции (% выигравших)22 (50.00%)Длинные позиции (% выигравших)23 (91.30%)
Прибыльные сделки (% от всех)32 (71.11%)Убыточные сделки (% от всех)13 (28.89%)
Самая большаяприбыльная сделка3224.55убыточная сделка-912.17
Средняяприбыльная сделка411.57убыточная сделка-329.10
Максимальное количествонепрерывных выигрышей (прибыль)6 (1796.26)непрерывных проигрышей (убыток)4 (-2565.89)
Максимальнаянепрерывная прибыль (число выигрышей)3839.48 (4)непрерывный убыток (число проигрышей)-2565.89 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.12 00:00buy10.2090.1089.1091.10
22009.01.12 00:00buy limit20.4089.1088.3090.10
32009.01.12 00:00buy limit30.8088.1087.3089.10
42009.01.12 00:01modify10.2090.1087.3091.10
52009.01.12 00:01modify20.4089.1087.3090.10
62009.01.12 18:11buy20.4089.1087.3090.10
72009.01.12 18:11buy limit41.6087.1086.3088.10
82009.01.12 18:11modify10.2090.1086.3090.10
92009.01.12 18:11modify20.4089.1086.3090.10
102009.01.12 18:11modify30.8088.1086.3089.10
112009.01.16 02:57t/p10.2090.1086.3090.105.195005.19
122009.01.16 02:57t/p20.4090.1086.3090.10454.345459.53
132009.01.16 02:57delete41.6087.1086.3088.10
142009.01.16 02:57delete30.8088.1086.3089.10
152009.01.16 02:57sell50.2090.1091.1089.10
162009.01.16 02:57sell limit60.4091.1091.9090.10
172009.01.16 02:57sell limit70.8092.1092.9091.10
182009.01.16 02:57modify50.2090.1092.9089.10
192009.01.16 02:57modify60.4091.1092.9090.10
202009.01.19 01:07sell60.4091.1092.9090.10
212009.01.19 01:07sell limit81.6093.1093.9092.10
222009.01.19 01:07modify50.2090.1093.9090.10
232009.01.19 01:07modify60.4091.1093.9090.10
242009.01.19 01:07modify70.8092.1093.9091.10
252009.01.20 06:45t/p50.2090.1093.9090.10-8.845450.70
262009.01.20 06:45t/p60.4090.1093.9090.10435.115885.81
272009.01.20 06:45delete81.6093.1093.9092.10
282009.01.20 06:45delete70.8092.1093.9091.10
292009.01.20 06:45buy90.2090.1089.1091.10
302009.01.20 06:45buy limit100.4089.1088.3090.10
312009.01.20 06:45buy limit110.8088.1087.3089.10
322009.01.20 06:45modify90.2090.1087.3091.10
332009.01.20 06:45modify100.4089.1087.3090.10
342009.01.21 17:28buy100.4089.1087.3090.10
352009.01.21 17:28buy limit121.6087.1086.3088.10
362009.01.21 17:28modify90.2090.1086.3090.10
372009.01.21 17:28modify100.4089.1086.3090.10
382009.01.21 17:28modify110.8088.1086.3089.10
392009.01.21 17:42buy110.8088.1086.3089.10
402009.01.21 17:42buy limit133.2086.1085.3087.10
412009.01.21 17:42modify90.2090.1085.3089.10
422009.01.21 17:42modify100.4089.1085.3089.10
432009.01.21 17:42modify110.8088.1085.3089.10
442009.01.21 17:42modify121.6087.1085.3088.10
452009.01.21 21:57t/p90.2089.1085.3089.10-223.605662.21
462009.01.21 21:57t/p100.4089.1085.3089.100.005662.21
472009.01.21 21:57t/p110.8089.1085.3089.10897.876560.08
482009.01.21 21:57delete133.2086.1085.3087.10
492009.01.21 21:57delete121.6087.1085.3088.10
502009.01.21 21:57buy140.2089.1288.1290.12
512009.01.21 21:57buy limit150.4088.1287.3289.12
522009.01.21 21:57buy limit160.8087.1286.3288.12
532009.01.21 21:57modify140.2089.1286.3290.12
542009.01.21 21:57modify150.4088.1286.3289.12
552009.01.22 15:33buy150.4088.1286.3289.12
562009.01.22 15:33buy limit171.6086.1285.3287.12
572009.01.22 15:33modify140.2089.1285.3289.12
582009.01.22 15:33modify150.4088.1285.3289.12
592009.01.22 15:33modify160.8087.1285.3288.12
602009.01.22 18:27t/p140.2089.1285.3289.122.606562.68
612009.01.22 18:27t/p150.4089.1285.3289.12448.837011.51
622009.01.22 18:27delete171.6086.1285.3287.12
632009.01.22 18:27delete160.8087.1285.3288.12
642009.01.22 18:27sell180.2089.1290.1288.12
652009.01.22 18:27sell limit190.4090.1290.9289.12
662009.01.22 18:27sell limit200.8091.1291.9290.12
672009.01.22 18:27modify180.2089.1291.9288.12
682009.01.22 18:27modify190.4090.1291.9289.12
692009.01.23 11:48t/p180.2088.1291.9288.12222.547234.05
702009.01.23 11:48delete200.8091.1291.9290.12
712009.01.23 11:48delete190.4090.1291.9289.12
722009.01.23 11:48buy210.2088.1287.1289.12
732009.01.23 11:48buy limit220.4087.1286.3288.12
742009.01.23 11:48buy limit230.8086.1285.3287.12
752009.01.23 11:48modify210.2088.1285.3289.12
762009.01.23 11:48modify220.4087.1285.3288.12
772009.01.23 16:42t/p210.2089.1285.3289.12224.427458.47
782009.01.23 16:42delete230.8086.1285.3287.12
792009.01.23 16:42delete220.4087.1285.3288.12
802009.01.23 16:42sell240.2089.1290.1288.12
812009.01.23 16:42sell limit250.4090.1290.9289.12
822009.01.23 16:42sell limit260.8091.1291.9290.12
832009.01.23 16:42modify240.2089.1291.9288.12
842009.01.23 16:42modify250.4090.1291.9289.12
852009.01.28 21:17sell250.4090.1291.9289.12
862009.01.28 21:17sell limit271.6092.1292.9291.12
872009.01.28 21:17modify240.2089.1292.9289.12
882009.01.28 21:17modify250.4090.1292.9289.12
892009.01.28 21:17modify260.8091.1292.9290.12
902009.02.02 10:43t/p240.2089.1292.9289.12-35.347423.13
912009.02.02 10:43t/p250.4089.1292.9289.12404.657827.78
922009.02.02 10:43delete271.6092.1292.9291.12
932009.02.02 10:43delete260.8091.1292.9290.12
942009.02.02 10:43buy280.2089.1288.1290.12
952009.02.02 10:43buy limit290.4088.1287.3289.12
962009.02.02 10:43buy limit300.8087.1286.3288.12
972009.02.02 10:43modify280.2089.1286.3290.12
982009.02.02 10:43modify290.4088.1286.3289.12
992009.02.05 17:40t/p280.2090.1286.3290.12226.268054.04
1002009.02.05 17:40delete300.8087.1286.3288.12
1012009.02.05 17:40delete290.4088.1286.3289.12
1022009.02.05 17:40sell310.2090.1291.1289.12
1032009.02.05 17:40sell limit320.4091.1291.9290.12
1042009.02.05 17:40sell limit330.8092.1292.9291.12
1052009.02.05 17:40modify310.2090.1292.9289.12
1062009.02.05 17:40modify320.4091.1292.9290.12
1072009.02.05 18:33sell320.4091.1292.9290.12
1082009.02.05 18:33sell limit341.6093.1293.9292.12
1092009.02.05 18:33modify310.2090.1293.9290.12
1102009.02.05 18:33modify320.4091.1293.9290.12
1112009.02.05 18:33modify330.8092.1293.9291.12
1122009.02.05 19:10sell330.8092.1293.9291.12
1132009.02.05 19:10sell limit353.2094.1294.9293.12
1142009.02.05 19:10modify310.2090.1294.9291.12
1152009.02.05 19:10modify320.4091.1294.9291.12
1162009.02.05 19:10modify330.8092.1294.9291.12
1172009.02.05 19:10modify341.6093.1294.9292.12
1182009.02.05 23:06t/p310.2091.1294.9291.12-219.497834.55
1192009.02.05 23:06t/p320.4091.1294.9291.120.007834.55
1202009.02.05 23:06t/p330.8091.1294.9291.12877.968712.51
1212009.02.05 23:06delete353.2094.1294.9293.12
1222009.02.05 23:06delete341.6093.1294.9292.12
1232009.02.05 23:06buy360.2091.1290.1292.12
1242009.02.05 23:06buy limit370.4090.1289.3291.12
1252009.02.05 23:06buy limit380.8089.1288.3290.12
1262009.02.05 23:06modify360.2091.1288.3292.12
1272009.02.05 23:06modify370.4090.1288.3291.12
1282009.02.06 20:23t/p360.2092.1288.3292.12217.988930.48
1292009.02.06 20:23delete380.8089.1288.3290.12
1302009.02.06 20:23delete370.4090.1288.3291.12
1312009.02.06 20:23sell390.2092.1293.1291.12
1322009.02.06 20:23sell limit400.4093.1293.9292.12
1332009.02.06 20:23sell limit410.8094.1294.9293.12
1342009.02.06 20:23modify390.2092.1294.9291.12
1352009.02.06 20:23modify400.4093.1294.9292.12
1362009.02.09 07:40t/p390.2091.1294.9291.12215.079145.56
1372009.02.09 07:40delete410.8094.1294.9293.12
1382009.02.09 07:40delete400.4093.1294.9292.12
1392009.02.09 07:40buy420.2091.1290.1292.12
1402009.02.09 07:40buy limit430.4090.1289.3291.12
1412009.02.09 07:40buy limit440.8089.1288.3290.12
1422009.02.09 07:40modify420.2091.1288.3292.12
1432009.02.09 07:40modify430.4090.1288.3291.12
1442009.02.11 07:42buy430.4090.1288.3291.12
1452009.02.11 07:42buy limit451.6088.1287.3289.12
1462009.02.11 07:42modify420.2091.1287.3291.12
1472009.02.11 07:42modify430.4090.1287.3291.12
1482009.02.11 07:42modify440.8089.1287.3290.12
1492009.02.13 04:54t/p420.2091.1287.3291.125.199150.75
1502009.02.13 04:54t/p430.4091.1287.3291.12445.869596.61
1512009.02.13 04:54delete451.6088.1287.3289.12
1522009.02.13 04:54delete440.8089.1287.3290.12
1532009.02.13 04:54sell460.2091.1392.1390.13
1542009.02.13 04:54sell limit470.4092.1392.9391.13
1552009.02.13 04:54sell limit480.8093.1393.9392.13
1562009.02.13 04:54modify460.2091.1393.9390.13
1572009.02.13 04:54modify470.4092.1393.9391.13
1582009.02.17 03:54sell470.4092.1393.9391.13
1592009.02.17 03:54sell limit491.6094.1394.9393.13
1602009.02.17 03:54modify460.2091.1394.9391.13
1612009.02.17 03:54modify470.4092.1394.9391.13
1622009.02.17 03:54modify480.8093.1394.9392.13
1632009.02.18 16:06sell480.8093.1394.9392.13
1642009.02.18 16:06sell limit503.2095.1395.9394.13
1652009.02.18 16:06modify460.2091.1395.9392.13
1662009.02.18 16:06modify470.4092.1395.9392.13
1672009.02.18 16:06modify480.8093.1395.9392.13
1682009.02.18 16:06modify491.6094.1395.9393.13
1692009.02.19 15:51sell491.6094.1395.9393.13
1702009.02.19 15:51modify460.2091.1395.9393.13
1712009.02.19 15:51modify470.4092.1395.9393.13
1722009.02.19 15:51modify480.8093.1395.9393.13
1732009.02.20 20:15t/p460.2093.1395.9393.13-460.489136.12
1742009.02.20 20:15t/p470.4093.1395.9393.13-473.748662.38
1752009.02.20 20:15t/p480.8093.1395.9393.13-70.688591.70
1762009.02.20 20:15t/p491.6093.1395.9393.131682.8810274.58
1772009.02.20 20:15delete503.2095.1395.9394.13
1782009.02.20 20:15buy510.2093.1292.1294.12
1792009.02.20 20:15buy limit520.4092.1291.3293.12
1802009.02.20 20:15buy limit530.8091.1290.3292.12
1812009.02.20 20:15modify510.2093.1290.3294.12
1822009.02.20 20:15modify520.4092.1290.3293.12
1832009.02.23 11:19t/p510.2094.1290.3294.12213.3610487.93
1842009.02.23 11:19delete530.8091.1290.3292.12
1852009.02.23 11:19delete520.4092.1290.3293.12
1862009.02.23 11:19sell540.2094.1295.1293.12
1872009.02.23 11:19sell limit550.4095.1295.9294.12
1882009.02.23 11:19sell limit560.8096.1296.9295.12
1892009.02.23 11:19modify540.2094.1296.9293.12
1902009.02.23 11:19modify550.4095.1296.9294.12
1912009.02.24 05:53sell550.4095.1296.9294.12
1922009.02.24 05:53sell limit571.6097.1297.9296.12
1932009.02.24 05:53modify540.2094.1297.9294.12
1942009.02.24 05:53modify550.4095.1297.9294.12
1952009.02.24 05:53modify560.8096.1297.9295.12
1962009.02.24 16:08sell560.8096.1297.9295.12
1972009.02.24 16:08sell limit583.2098.1298.9297.12
1982009.02.24 16:08modify540.2094.1298.9295.12
1992009.02.24 16:08modify550.4095.1298.9295.12
2002009.02.24 16:08modify560.8096.1298.9295.12
2012009.02.24 16:08modify571.6097.1298.9296.12
2022009.02.25 04:56sell571.6097.1298.9296.12
2032009.02.25 04:56modify540.2094.1298.9296.12
2042009.02.25 04:56modify550.4095.1298.9296.12
2052009.02.25 04:56modify560.8096.1298.9296.12
2062009.02.26 14:49sell583.2098.1298.9297.12
2072009.02.26 14:49modify540.2094.1298.9297.12
2082009.02.26 14:49modify550.4095.1298.9297.12
2092009.02.26 14:49modify560.8096.1298.9297.12
2102009.02.26 14:49modify571.6097.1298.9297.12
2112009.02.27 15:33t/p540.2097.1298.9297.12-644.379843.57
2122009.02.27 15:33t/p550.4097.1298.9297.12-867.998975.58
2132009.02.27 15:33t/p560.8097.1298.9297.12-912.178063.41
2142009.02.27 15:33t/p571.6097.1298.9297.12-141.377922.04
2152009.02.27 15:33t/p583.2097.1298.9297.123224.5511146.59
2162009.02.27 15:33buy590.2097.1196.1198.11
2172009.02.27 15:33buy limit600.4096.1195.3197.11
2182009.02.27 15:33buy limit610.8095.1194.3196.11
2192009.02.27 15:33modify590.2097.1194.3198.11
2202009.02.27 15:33modify600.4096.1194.3197.11
2212009.02.27 17:26t/p590.2098.1194.3198.11203.8511350.44
2222009.02.27 17:26delete610.8095.1194.3196.11
2232009.02.27 17:26delete600.4096.1194.3197.11
2242009.02.27 17:26buy620.2098.1397.1399.13
2252009.02.27 17:26buy limit630.4097.1396.3398.13
2262009.02.27 17:26buy limit640.8096.1395.3397.13
2272009.02.27 17:26modify620.2098.1395.3399.13
2282009.02.27 17:26modify630.4097.1395.3398.13
2292009.03.02 02:33buy630.4097.1395.3398.13
2302009.03.02 02:33buy limit651.6095.1394.3396.13
2312009.03.02 02:33modify620.2098.1394.3398.13
2322009.03.02 02:33modify630.4097.1394.3398.13
2332009.03.02 02:33modify640.8096.1394.3397.13
2342009.03.03 15:07t/p620.2098.1394.3398.131.7311352.17
2352009.03.03 15:07t/p630.4098.1394.3398.13409.3511761.52
2362009.03.03 15:07delete651.6095.1394.3396.13
2372009.03.03 15:07delete640.8096.1394.3397.13
2382009.03.03 15:07sell660.2098.1399.1397.13
2392009.03.03 15:07sell limit670.4099.1399.9398.13
2402009.03.03 15:07sell limit680.80100.13100.9399.13
2412009.03.03 15:07modify660.2098.13100.9397.13
2422009.03.03 15:07modify670.4099.13100.9398.13
2432009.03.04 10:15sell670.4099.13100.9398.13
2442009.03.04 10:15sell limit691.60101.13101.93100.13
2452009.03.04 10:15modify660.2098.13101.9398.13
2462009.03.04 10:15modify670.4099.13101.9398.13
2472009.03.04 10:15modify680.80100.13101.9399.13
2482009.03.05 17:37t/p660.2098.13101.9398.13-17.6711743.85
2492009.03.05 17:37t/p670.4098.13101.9398.13381.4112125.26
2502009.03.05 17:37delete691.60101.13101.93100.13
2512009.03.05 17:37delete680.80100.13101.9399.13
2522009.03.05 17:37buy700.2098.0697.0699.06
2532009.03.05 17:37buy limit710.4097.0696.2698.06
2542009.03.05 17:37buy limit720.8096.0695.2697.06
2552009.03.05 17:37modify700.2098.0695.2699.06
2562009.03.05 17:37modify710.4097.0695.2698.06
2572009.03.06 11:58buy710.4097.0695.2698.06
2582009.03.06 11:58buy limit731.6095.0694.2696.06
2592009.03.06 11:58modify700.2098.0694.2698.06
2602009.03.06 11:58modify710.4097.0694.2698.06
2612009.03.06 11:58modify720.8096.0694.2697.06
2622009.03.06 16:59t/p700.2098.0694.2698.060.8712126.13
2632009.03.06 16:59t/p710.4098.0694.2698.06407.9112534.04
2642009.03.06 16:59delete731.6095.0694.2696.06
2652009.03.06 16:59delete720.8096.0694.2697.06
2662009.03.06 16:59buy740.2098.0897.0899.08
2672009.03.06 16:59buy limit750.4097.0896.2898.08
2682009.03.06 16:59buy limit760.8096.0895.2897.08
2692009.03.06 16:59modify740.2098.0895.2899.08
2702009.03.06 16:59modify750.4097.0895.2898.08
2712009.03.09 13:03t/p740.2099.0895.2899.08202.7312736.76
2722009.03.09 13:03delete760.8096.0895.2897.08
2732009.03.09 13:03delete750.4097.0895.2898.08
2742009.03.09 13:03sell770.2099.08100.0898.08
2752009.03.09 13:03sell limit780.40100.08100.8899.08
2762009.03.09 13:03sell limit790.80101.08101.88100.08
2772009.03.09 13:03modify770.2099.08101.8898.08
2782009.03.09 13:03modify780.40100.08101.8899.08
2792009.03.10 14:23t/p770.2098.08101.8898.08199.5212936.29
2802009.03.10 14:23delete790.80101.08101.88100.08
2812009.03.10 14:23delete780.40100.08101.8899.08
2822009.03.10 14:23buy800.2098.0797.0799.07
2832009.03.10 14:23buy limit810.4097.0796.2798.07
2842009.03.10 14:23buy limit820.8096.0795.2797.07
2852009.03.10 14:23modify800.2098.0795.2799.07
2862009.03.10 14:23modify810.4097.0795.2798.07
2872009.03.11 20:25buy810.4097.0795.2798.07
2882009.03.11 20:25buy limit831.6095.0794.2796.07
2892009.03.11 20:25modify800.2098.0794.2798.07
2902009.03.11 20:25modify810.4097.0794.2798.07
2912009.03.11 20:25modify820.8096.0794.2797.07
2922009.03.12 05:37buy820.8096.0794.2797.07
2932009.03.12 05:37buy limit843.2094.0793.2795.07
2942009.03.12 05:37modify800.2098.0793.2797.07
2952009.03.12 05:37modify810.4097.0793.2797.07
2962009.03.12 05:37modify820.8096.0793.2797.07
2972009.03.12 05:37modify831.6095.0793.2796.07
2982009.03.12 15:01t/p800.2097.0793.2797.07-202.5312733.76
2992009.03.12 15:01t/p810.4097.0793.2797.075.1912738.95
3002009.03.12 15:01t/p820.8097.0793.2797.07823.9813562.93
3012009.03.12 15:01delete843.2094.0793.2795.07
3022009.03.12 15:01delete831.6095.0793.2796.07
3032009.03.12 15:01buy850.2097.1196.1198.11
3042009.03.12 15:01buy limit860.4096.1195.3197.11
3052009.03.12 15:01buy limit870.8095.1194.3196.11
3062009.03.12 15:01modify850.2097.1194.3198.11
3072009.03.12 15:01modify860.4096.1194.3197.11
3082009.03.12 16:12t/p850.2098.1194.3198.11203.8513766.78
3092009.03.12 16:12delete870.8095.1194.3196.11
3102009.03.12 16:12delete860.4096.1194.3197.11
3112009.03.12 16:12sell880.2098.1199.1197.11
3122009.03.12 16:12sell limit890.4099.1199.9198.11
3132009.03.12 16:12sell limit900.80100.11100.9199.11
3142009.03.12 16:12modify880.2098.11100.9197.11
3152009.03.12 16:12modify890.4099.11100.9198.11
3162009.03.12 23:59close at stop880.2097.50100.9197.11125.1313891.91