Символ | GE30 (German 30 Cash Index) | ||||
Период | 15 Минут (M15) 2015.11.01 23:05 - 2016.01.14 23:45 (2015.11.01 - 2016.01.15) | ||||
Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
Параметры | signup_____="Enter you Email and Pass"; Email="***"; Pass="***"; server="http://world-stocks.ru"; settings_____="Trade rules"; lot=0.1; trallingLevel=15; takeProfit=800; | ||||
Баров в истории | 5596 | Смоделировано тиков | 3370189 | Качество моделирования | 81.17% |
Ошибки рассогласования графиков | 3 | ||||
Начальный депозит | 200.00 | Спред | 9 | ||
Чистая прибыль | 535.81 | Общая прибыль | 1166.49 | Общий убыток | -630.68 |
Прибыльность | 1.85 | Матожидание выигрыша | 10.72 | ||
Абсолютная просадка | 37.92 | Максимальная просадка | 177.18 (48.20%) | Относительная просадка | 48.20% (177.18) |
Всего сделок | 50 | Короткие позиции (% выигравших) | 0 (0.00%) | Длинные позиции (% выигравших) | 50 (44.00%) |
Прибыльные сделки (% от всех) | 22 (44.00%) | Убыточные сделки (% от всех) | 28 (56.00%) | ||
Самая большая | прибыльная сделка | 87.17 | убыточная сделка | -80.19 | |
Средняя | прибыльная сделка | 53.02 | убыточная сделка | -22.52 | |
Максимальное количество | непрерывных выигрышей (прибыль) | 4 (225.55) | непрерывных проигрышей (убыток) | 5 (-73.55) | |
Макс. | непрерывная прибыль (число выигрышей) | 225.55 (4) | непрерывный убыток (число проигрышей) | -144.36 (4) | |
Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 2 |
№ | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
1 | 2015.11.02 07:00 | buy | 1 | 0.10 | 10782.1 | 10760.2 | 10862.1 | ||
2 | 2015.11.02 07:06 | s/l | 1 | 0.10 | 10760.2 | 10760.2 | 10862.1 | -23.86 | 176.14 |
3 | 2015.11.02 08:15 | buy | 2 | 0.10 | 10801.3 | 10755.4 | 10881.3 | ||
4 | 2015.11.02 08:15 | modify | 2 | 0.10 | 10801.3 | 10744.1 | 10881.3 | ||
5 | 2015.11.02 08:54 | t/p | 2 | 0.10 | 10881.3 | 10744.1 | 10881.3 | 87.17 | 263.31 |
6 | 2015.11.03 15:45 | buy | 3 | 0.10 | 10944.0 | 10902.6 | 11024.0 | ||
7 | 2015.11.03 16:09 | close | 3 | 0.10 | 10925.8 | 10902.6 | 11024.0 | -19.83 | 243.48 |
8 | 2015.11.04 07:15 | buy | 4 | 0.10 | 10997.8 | 10959.8 | 11077.8 | ||
9 | 2015.11.04 07:15 | modify | 4 | 0.10 | 10997.8 | 10958.3 | 11077.8 | ||
10 | 2015.11.04 08:04 | s/l | 4 | 0.10 | 10958.3 | 10958.3 | 11077.8 | -43.04 | 200.44 |
11 | 2015.11.05 09:30 | buy | 5 | 0.10 | 10865.7 | 10841.6 | 10945.7 | ||
12 | 2015.11.05 09:30 | modify | 5 | 0.10 | 10865.7 | 10816.4 | 10945.7 | ||
13 | 2015.11.05 11:39 | t/p | 5 | 0.10 | 10945.7 | 10816.4 | 10945.7 | 87.17 | 287.61 |
14 | 2015.11.06 14:00 | buy | 6 | 0.10 | 10984.3 | 10874.8 | 11064.3 | ||
15 | 2015.11.06 15:15 | modify | 6 | 0.10 | 10984.3 | 10934.6 | 11064.3 | ||
16 | 2015.11.06 15:30 | modify | 6 | 0.10 | 10984.3 | 10949.6 | 11064.3 | ||
17 | 2015.11.06 15:45 | modify | 6 | 0.10 | 10984.3 | 10968.6 | 11064.3 | ||
18 | 2015.11.06 16:15 | modify | 6 | 0.10 | 10984.3 | 10980.6 | 11064.3 | ||
19 | 2015.11.06 16:24 | s/l | 6 | 0.10 | 10980.6 | 10980.6 | 11064.3 | -4.03 | 283.58 |
20 | 2015.11.10 15:00 | buy | 7 | 0.10 | 10849.1 | 10798.9 | 10929.1 | ||
21 | 2015.11.10 15:24 | s/l | 7 | 0.10 | 10798.9 | 10798.9 | 10929.1 | -54.70 | 228.88 |
22 | 2015.11.11 08:15 | buy | 8 | 0.10 | 10914.1 | 10861.3 | 10994.1 | ||
23 | 2015.11.11 08:15 | modify | 8 | 0.10 | 10914.1 | 10836.1 | 10994.1 | ||
24 | 2015.11.11 10:30 | modify | 8 | 0.10 | 10914.1 | 10932.1 | 10994.1 | ||
25 | 2015.11.11 10:35 | s/l | 8 | 0.10 | 10932.1 | 10932.1 | 10994.1 | 19.61 | 248.49 |
26 | 2015.11.13 08:00 | buy | 9 | 0.10 | 10760.5 | 10720.9 | 10840.5 | ||
27 | 2015.11.13 08:15 | modify | 9 | 0.10 | 10760.5 | 10721.2 | 10840.5 | ||
28 | 2015.11.13 08:15 | s/l | 9 | 0.10 | 10721.2 | 10721.2 | 10840.5 | -42.82 | 205.67 |
29 | 2015.11.13 17:45 | buy | 10 | 0.10 | 10721.7 | 10687.0 | 10801.7 | ||
30 | 2015.11.13 18:11 | close | 10 | 0.10 | 10714.8 | 10687.0 | 10801.7 | -7.52 | 198.15 |
31 | 2015.11.16 07:45 | buy | 11 | 0.10 | 10591.2 | 10563.1 | 10671.2 | ||
32 | 2015.11.16 08:20 | t/p | 11 | 0.10 | 10671.2 | 10563.1 | 10671.2 | 87.17 | 285.32 |
33 | 2015.11.16 17:45 | buy | 12 | 0.10 | 10756.0 | 10714.5 | 10836.0 | ||
34 | 2015.11.16 21:30 | modify | 12 | 0.10 | 10756.0 | 10798.1 | 10836.0 | ||
35 | 2015.11.16 21:45 | modify | 12 | 0.10 | 10756.0 | 10801.5 | 10836.0 | ||
36 | 2015.11.16 23:01 | s/l | 12 | 0.10 | 10801.5 | 10801.5 | 10836.0 | 49.58 | 334.90 |
37 | 2015.11.17 08:30 | buy | 13 | 0.10 | 10847.0 | 10825.6 | 10927.0 | ||
38 | 2015.11.17 08:30 | modify | 13 | 0.10 | 10847.0 | 10816.7 | 10927.0 | ||
39 | 2015.11.17 11:07 | t/p | 13 | 0.10 | 10927.0 | 10816.7 | 10927.0 | 87.17 | 422.07 |
40 | 2015.11.18 12:00 | buy | 14 | 0.10 | 10933.0 | 10906.6 | 11013.0 | ||
41 | 2015.11.18 15:30 | modify | 14 | 0.10 | 10933.0 | 10923.7 | 11013.0 | ||
42 | 2015.11.18 15:45 | modify | 14 | 0.10 | 10933.0 | 10934.5 | 11013.0 | ||
43 | 2015.11.18 15:50 | s/l | 14 | 0.10 | 10934.5 | 10934.5 | 11013.0 | 1.63 | 423.70 |
44 | 2015.11.23 16:00 | buy | 15 | 0.10 | 11127.1 | 11092.3 | 11207.1 | ||
45 | 2015.11.23 16:30 | close | 15 | 0.10 | 11107.7 | 11092.3 | 11207.1 | -21.14 | 402.56 |
46 | 2015.11.23 20:15 | buy | 16 | 0.10 | 11058.1 | 11054.1 | 11138.1 | ||
47 | 2015.11.23 20:15 | modify | 16 | 0.10 | 11058.1 | 11046.5 | 11138.1 | ||
48 | 2015.11.23 20:30 | modify | 16 | 0.10 | 11058.1 | 11052.1 | 11138.1 | ||
49 | 2015.11.23 21:00 | modify | 16 | 0.10 | 11058.1 | 11053.6 | 11138.1 | ||
50 | 2015.11.23 23:00 | s/l | 16 | 0.10 | 11053.6 | 11053.6 | 11138.1 | -4.90 | 397.66 |
51 | 2015.11.24 18:45 | buy | 17 | 0.10 | 10966.6 | 10931.7 | 11046.6 | ||
52 | 2015.11.24 19:30 | modify | 17 | 0.10 | 10966.6 | 10942.1 | 11046.6 | ||
53 | 2015.11.24 20:00 | modify | 17 | 0.10 | 10966.6 | 10947.4 | 11046.6 | ||
54 | 2015.11.24 20:45 | modify | 17 | 0.10 | 10966.6 | 10957.1 | 11046.6 | ||
55 | 2015.11.24 20:47 | s/l | 17 | 0.10 | 10957.1 | 10957.1 | 11046.6 | -10.35 | 387.31 |
56 | 2015.11.26 08:00 | buy | 18 | 0.10 | 11190.2 | 11171.0 | 11270.2 | ||
57 | 2015.11.26 08:00 | modify | 18 | 0.10 | 11190.2 | 11168.2 | 11270.2 | ||
58 | 2015.11.26 08:15 | modify | 18 | 0.10 | 11190.2 | 11170.4 | 11270.2 | ||
59 | 2015.11.26 09:29 | t/p | 18 | 0.10 | 11270.2 | 11170.4 | 11270.2 | 87.17 | 474.48 |
60 | 2015.11.27 09:45 | buy | 19 | 0.10 | 11329.4 | 11283.6 | 11409.4 | ||
61 | 2015.11.27 11:15 | modify | 19 | 0.10 | 11329.4 | 11317.4 | 11409.4 | ||
62 | 2015.11.27 11:15 | s/l | 19 | 0.10 | 11317.4 | 11317.4 | 11409.4 | -13.07 | 461.41 |
63 | 2015.11.30 07:00 | buy | 20 | 0.10 | 11283.2 | 11272.8 | 11363.2 | ||
64 | 2015.11.30 07:45 | modify | 20 | 0.10 | 11283.2 | 11275.6 | 11363.2 | ||
65 | 2015.11.30 08:00 | s/l | 20 | 0.10 | 11275.6 | 11275.6 | 11363.2 | -8.28 | 453.13 |
66 | 2015.11.30 23:15 | buy | 21 | 0.10 | 11399.6 | 11363.4 | 11479.6 | ||
67 | 2015.12.01 03:20 | close | 21 | 0.10 | 11417.7 | 11363.4 | 11479.6 | 19.45 | 472.58 |
68 | 2015.12.02 10:15 | buy | 22 | 0.10 | 11311.1 | 11278.5 | 11391.1 | ||
69 | 2015.12.02 10:15 | modify | 22 | 0.10 | 11311.1 | 11264.4 | 11391.1 | ||
70 | 2015.12.02 11:18 | close | 22 | 0.10 | 11293.3 | 11264.4 | 11391.1 | -19.39 | 453.19 |
71 | 2015.12.04 07:15 | buy | 23 | 0.10 | 10733.1 | 10702.3 | 10813.1 | ||
72 | 2015.12.04 07:15 | modify | 23 | 0.10 | 10733.1 | 10690.1 | 10813.1 | ||
73 | 2015.12.04 08:31 | close | 23 | 0.10 | 10757.6 | 10690.1 | 10813.1 | 26.69 | 479.88 |
74 | 2015.12.04 15:30 | buy | 24 | 0.10 | 10758.9 | 10696.4 | 10838.9 | ||
75 | 2015.12.04 15:30 | modify | 24 | 0.10 | 10758.9 | 10697.1 | 10838.9 | ||
76 | 2015.12.04 18:07 | t/p | 24 | 0.10 | 10838.9 | 10697.1 | 10838.9 | 87.17 | 567.05 |
77 | 2015.12.07 07:00 | buy | 25 | 0.10 | 10874.1 | 10847.1 | 10954.1 | ||
78 | 2015.12.07 07:07 | s/l | 25 | 0.10 | 10847.1 | 10847.1 | 10954.1 | -29.42 | 537.63 |
79 | 2015.12.07 08:15 | buy | 26 | 0.10 | 10869.6 | 10845.5 | 10949.6 | ||
80 | 2015.12.07 08:15 | modify | 26 | 0.10 | 10869.6 | 10803.9 | 10949.6 | ||
81 | 2015.12.07 09:09 | t/p | 26 | 0.10 | 10949.6 | 10803.9 | 10949.6 | 87.17 | 624.80 |
82 | 2015.12.07 21:45 | buy | 27 | 0.10 | 10941.0 | 10894.3 | 11021.0 | ||
83 | 2015.12.07 23:00 | close | 27 | 0.10 | 10935.1 | 10894.3 | 11021.0 | -6.43 | 618.37 |
84 | 2015.12.09 07:30 | buy | 28 | 0.10 | 10708.5 | 10679.9 | 10788.5 | ||
85 | 2015.12.09 08:00 | s/l | 28 | 0.10 | 10679.9 | 10679.9 | 10788.5 | -31.16 | 587.21 |
86 | 2015.12.09 15:45 | buy | 29 | 0.10 | 10688.3 | 10614.7 | 10768.3 | ||
87 | 2015.12.09 16:24 | s/l | 29 | 0.10 | 10614.7 | 10614.7 | 10768.3 | -80.19 | 507.02 |
88 | 2015.12.10 07:30 | buy | 30 | 0.10 | 10546.3 | 10528.6 | 10626.3 | ||
89 | 2015.12.10 07:30 | modify | 30 | 0.10 | 10546.3 | 10521.9 | 10626.3 | ||
90 | 2015.12.10 08:09 | s/l | 30 | 0.10 | 10521.9 | 10521.9 | 10626.3 | -26.58 | 480.44 |
91 | 2015.12.14 21:45 | buy | 31 | 0.10 | 10282.2 | 10229.9 | 10362.2 | ||
92 | 2015.12.15 01:00 | modify | 31 | 0.10 | 10282.2 | 10289.0 | 10362.2 | ||
93 | 2015.12.15 01:15 | s/l | 31 | 0.10 | 10289.0 | 10289.0 | 10362.2 | 7.14 | 487.57 |
94 | 2015.12.15 08:15 | buy | 32 | 0.10 | 10291.5 | 10260.2 | 10371.5 | ||
95 | 2015.12.15 08:15 | modify | 32 | 0.10 | 10291.5 | 10224.5 | 10371.5 | ||
96 | 2015.12.15 09:54 | t/p | 32 | 0.10 | 10371.5 | 10224.5 | 10371.5 | 87.16 | 574.73 |
97 | 2015.12.16 11:15 | buy | 33 | 0.10 | 10520.9 | 10464.4 | 10600.9 | ||
98 | 2015.12.16 14:00 | modify | 33 | 0.10 | 10520.9 | 10544.6 | 10600.9 | ||
99 | 2015.12.16 14:09 | s/l | 33 | 0.10 | 10544.6 | 10544.6 | 10600.9 | 25.82 | 600.55 |
100 | 2015.12.16 20:00 | buy | 34 | 0.10 | 10599.9 | 10504.7 | 10679.9 | ||
101 | 2015.12.16 21:52 | close | 34 | 0.10 | 10601.8 | 10504.7 | 10679.9 | 2.07 | 602.62 |
102 | 2015.12.17 07:00 | buy | 35 | 0.10 | 10628.5 | 10589.3 | 10708.5 | ||
103 | 2015.12.17 07:06 | s/l | 35 | 0.10 | 10589.3 | 10589.3 | 10708.5 | -42.71 | 559.91 |
104 | 2015.12.18 10:45 | buy | 36 | 0.10 | 10692.2 | 10669.4 | 10772.2 | ||
105 | 2015.12.18 10:45 | modify | 36 | 0.10 | 10692.2 | 10670.1 | 10772.2 | ||
106 | 2015.12.18 11:16 | close | 36 | 0.10 | 10691.2 | 10670.1 | 10772.2 | -1.09 | 558.82 |
107 | 2015.12.21 07:15 | buy | 37 | 0.10 | 10605.4 | 10556.8 | 10685.4 | ||
108 | 2015.12.21 07:15 | modify | 37 | 0.10 | 10605.4 | 10542.3 | 10685.4 | ||
109 | 2015.12.21 08:03 | close | 37 | 0.10 | 10587.1 | 10542.3 | 10685.4 | -19.94 | 538.88 |
110 | 2015.12.22 07:00 | buy | 38 | 0.10 | 10590.6 | 10567.8 | 10670.6 | ||
111 | 2015.12.22 08:07 | close | 38 | 0.10 | 10598.9 | 10567.8 | 10670.6 | 9.04 | 547.92 |
112 | 2015.12.22 19:00 | buy | 39 | 0.10 | 10526.4 | 10515.4 | 10606.4 | ||
113 | 2015.12.22 19:00 | modify | 39 | 0.10 | 10526.4 | 10513.4 | 10606.4 | ||
114 | 2015.12.22 21:00 | modify | 39 | 0.10 | 10526.4 | 10522.9 | 10606.4 | ||
115 | 2015.12.22 23:16 | modify | 39 | 0.10 | 10526.4 | 10567.8 | 10606.4 | ||
116 | 2015.12.22 23:21 | s/l | 39 | 0.10 | 10567.8 | 10567.8 | 10606.4 | 45.11 | 593.03 |
117 | 2015.12.23 07:15 | buy | 40 | 0.10 | 10591.4 | 10569.2 | 10671.4 | ||
118 | 2015.12.23 07:15 | modify | 40 | 0.10 | 10591.4 | 10561.1 | 10671.4 | ||
119 | 2015.12.23 07:45 | modify | 40 | 0.10 | 10591.4 | 10571.2 | 10671.4 | ||
120 | 2015.12.23 08:00 | modify | 40 | 0.10 | 10591.4 | 10573.6 | 10671.4 | ||
121 | 2015.12.23 08:18 | t/p | 40 | 0.10 | 10671.4 | 10573.6 | 10671.4 | 87.16 | 680.19 |
122 | 2015.12.24 11:15 | buy | 41 | 0.10 | 10731.2 | 10722.4 | 10811.2 | ||
123 | 2015.12.24 13:45 | modify | 41 | 0.10 | 10731.2 | 10732.6 | 10811.2 | ||
124 | 2015.12.24 13:53 | s/l | 41 | 0.10 | 10732.6 | 10732.6 | 10811.2 | 1.53 | 681.72 |
125 | 2015.12.28 07:15 | buy | 42 | 0.10 | 10731.9 | 10715.4 | 10811.9 | ||
126 | 2015.12.28 07:15 | modify | 42 | 0.10 | 10731.9 | 10708.6 | 10811.9 | ||
127 | 2015.12.28 08:15 | modify | 42 | 0.10 | 10731.9 | 10725.7 | 10811.9 | ||
128 | 2015.12.28 08:26 | s/l | 42 | 0.10 | 10725.7 | 10725.7 | 10811.9 | -6.76 | 674.96 |
129 | 2015.12.28 18:30 | buy | 43 | 0.10 | 10691.2 | 10664.7 | 10771.2 | ||
130 | 2015.12.28 20:18 | close | 43 | 0.10 | 10681.7 | 10664.7 | 10771.2 | -10.35 | 664.61 |
131 | 2016.01.04 18:15 | buy | 44 | 0.10 | 10330.5 | 10282.5 | 10410.5 | ||
132 | 2016.01.04 19:45 | modify | 44 | 0.10 | 10330.5 | 10299.3 | 10410.5 | ||
133 | 2016.01.04 19:54 | s/l | 44 | 0.10 | 10299.3 | 10299.3 | 10410.5 | -33.99 | 630.62 |
134 | 2016.01.05 15:45 | buy | 45 | 0.10 | 10303.5 | 10287.8 | 10383.5 | ||
135 | 2016.01.05 15:45 | modify | 45 | 0.10 | 10303.5 | 10260.2 | 10383.5 | ||
136 | 2016.01.05 16:30 | modify | 45 | 0.10 | 10303.5 | 10271.7 | 10383.5 | ||
137 | 2016.01.05 16:45 | modify | 45 | 0.10 | 10303.5 | 10276.7 | 10383.5 | ||
138 | 2016.01.05 17:00 | modify | 45 | 0.10 | 10303.5 | 10303.3 | 10383.5 | ||
139 | 2016.01.05 17:01 | s/l | 45 | 0.10 | 10303.3 | 10303.3 | 10383.5 | -0.22 | 630.40 |
140 | 2016.01.06 16:30 | buy | 46 | 0.10 | 10219.0 | 10137.9 | 10299.0 | ||
141 | 2016.01.06 18:07 | close | 46 | 0.10 | 10198.6 | 10137.9 | 10299.0 | -22.23 | 608.17 |
142 | 2016.01.07 14:45 | buy | 47 | 0.10 | 9959.5 | 9874.9 | 10039.5 | ||
143 | 2016.01.07 15:55 | t/p | 47 | 0.10 | 10039.5 | 9874.9 | 10039.5 | 87.16 | 695.33 |
144 | 2016.01.11 23:45 | buy | 48 | 0.10 | 9930.3 | 9867.9 | 10010.3 | ||
145 | 2016.01.12 01:30 | modify | 48 | 0.10 | 9930.3 | 9917.8 | 10010.3 | ||
146 | 2016.01.12 01:35 | s/l | 48 | 0.10 | 9917.8 | 9917.8 | 10010.3 | -13.89 | 681.44 |
147 | 2016.01.12 08:30 | buy | 49 | 0.10 | 9914.7 | 9809.5 | 9994.7 | ||
148 | 2016.01.12 09:53 | t/p | 49 | 0.10 | 9994.7 | 9809.5 | 9994.7 | 87.16 | 768.60 |
149 | 2016.01.14 15:30 | buy | 50 | 0.10 | 9810.8 | 9727.6 | 9890.8 | ||
150 | 2016.01.14 16:30 | modify | 50 | 0.10 | 9810.8 | 9780.7 | 9890.8 | ||
151 | 2016.01.14 16:37 | s/l | 50 | 0.10 | 9780.7 | 9780.7 | 9890.8 | -32.79 | 735.81 |