Символ		EURUSD (Euro vs US Dollar)
Период		5 Минут (M5) 2010.01.04 00:00 - 2010.01.22 22:55 (2010.01.01 - 2010.01.23)
Модель		Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры		period_EMA=26; period_WMA=11; stoploss=130; takeprofit=90; risk=100;
Баров в истории	5282	Смоделировано тиков	396013	Качество моделирования	n/a
Ошибки рассогласования графиков	316
Начальный депозит	10000.00
Чистая прибыль	120227.29	Общая прибыль	673948.16	Общий убыток	-553720.87
Прибыльность	1.22	Матожидание выигрыша	1397.99
Абсолютная просадка	4516.09	Максимальная просадка	221493.00 (68.29%)	Относительная просадка	78.38% (19880.00)
Всего сделок	86	Короткие позиции (% выигравших)	43 (41.86%)	Длинные позиции (% выигравших)	43 (30.23%)
		Прибыльные сделки (% от всех)	31 (36.05%)	Убыточные сделки (% от всех)	55 (63.95%)
Самая большая		прибыльная сделка	90000.00	убыточная сделка	-66000.00
Средняя		прибыльная сделка	21740.26	убыточная сделка	-10067.65
Максимальное количество		непрерывных выигрышей (прибыль)	5 (207236.90)	непрерывных проигрышей (убыток)	9 (-59180.00)
Максимальная		непрерывная прибыль (число выигрышей)	207236.90 (5)	непрерывный убыток (число проигрышей)	-123110.00 (6)
Средний		непрерывный выигрыш	1	непрерывный проигрыш	3

№	Время	Тип	Ордер	Объём	Цена	S / L	T / P	Прибыль	Баланс
1	2010.01.05 21:45	sell	1	13.90	1.4365	1.4495	1.4275
2	2010.01.06 03:40	sell	2	2.10	1.4352	1.4482	1.4262
3	2010.01.06 03:55	close	1	13.90	1.43629	1.4495	1.4275	276.61	10276.61
4	2010.01.06 03:55	buy	3	0.10	1.43629	1.4233	1.4453
5	2010.01.06 06:15	close	3	0.10	1.4354	1.4233	1.4453	-8.90	10267.71
6	2010.01.06 14:20	close	2	2.10	1.4365	1.4482	1.4262	-273.00	9994.71
7	2010.01.06 14:20	buy	4	11.80	1.4365	1.4235	1.4455
8	2010.01.06 19:20	close	4	11.80	1.4388	1.4235	1.4455	2714.00	12708.71
9	2010.01.06 19:20	sell	5	5.90	1.4388	1.4518	1.4298
10	2010.01.06 21:35	sell	6	10.10	1.4406	1.4536	1.4316
11	2010.01.07 01:05	close	5	5.90	1.4416	1.4518	1.4298	-1671.47	11037.24
12	2010.01.07 01:05	buy	7	0.10	1.4416	1.4286	1.4506
13	2010.01.07 09:40	close	7	0.10	1.4366	1.4286	1.4506	-50.00	10987.24
14	2010.01.07 14:02	t/p	6	10.10	1.4316	1.4536	1.4316	9056.67	20043.91
15	2010.01.08 08:25	buy	8	28.00	1.4315	1.4185	1.4405
16	2010.01.08 14:54	t/p	8	28.00	1.4405	1.4185	1.4405	25200.00	45243.91
17	2010.01.08 16:15	sell	9	63.20	1.4313	1.4443	1.4223
18	2010.01.08 17:35	close	9	63.20	1.4343	1.4443	1.4223	-18960.00	26283.91
19	2010.01.08 17:35	buy	10	0.10	1.4343	1.4213	1.4433
20	2010.01.08 17:40	buy	11	36.50	1.4345	1.4215	1.4435
21	2010.01.08 19:15	t/p	10	0.10	1.4433	1.4213	1.4433	90.00	26373.91
22	2010.01.08 19:16	t/p	11	36.50	1.4435	1.4215	1.4435	32850.00	59223.91
23	2010.01.11 20:05	buy	12	81.50	1.4532	1.4402	1.4622
24	2010.01.12 00:55	close	12	81.50	1.45071	1.4402	1.4622	-20342.40	38881.51
25	2010.01.12 00:55	sell	13	0.10	1.45071	1.4637	1.4417
26	2010.01.12 11:20	close	13	0.10	1.45059	1.4637	1.4417	1.20	38882.71
27	2010.01.12 11:20	buy	14	53.50	1.45059	1.4376	1.4596
28	2010.01.13 00:30	close	14	53.50	1.44871	1.4376	1.4596	-10090.10	28792.61
29	2010.01.13 00:30	sell	15	0.10	1.44871	1.4617	1.4397
30	2010.01.13 03:15	close	15	0.10	1.4474	1.4617	1.4397	13.10	28805.71
31	2010.01.13 03:15	buy	16	39.70	1.4474	1.4344	1.4564
32	2010.01.13 04:20	close	16	39.70	1.4471	1.4344	1.4564	-1191.00	27614.71
33	2010.01.13 04:20	sell	17	0.10	1.4471	1.4601	1.4381
34	2010.01.13 04:55	close	17	0.10	1.4481	1.4601	1.4381	-10.00	27604.71
35	2010.01.13 04:55	buy	18	38.00	1.4481	1.4351	1.4571
36	2010.01.13 13:08	t/p	18	38.00	1.4571	1.4351	1.4571	34200.00	61804.71
37	2010.01.13 20:30	buy	19	85.20	1.4505	1.4375	1.4595
38	2010.01.14 05:20	close	19	85.20	1.4535	1.4375	1.4595	25406.64	87211.35
39	2010.01.14 05:20	sell	20	35.00	1.4535	1.4665	1.4445
40	2010.01.14 07:45	sell	21	85.90	1.45311	1.4661	1.4441
41	2010.01.14 15:20	sell	22	81.50	1.44809	1.4611	1.4391
42	2010.01.15 02:54	t/p	20	35.00	1.4445	1.4665	1.4445	31461.50	118672.85
43	2010.01.15 02:54	t/p	21	85.90	1.4441	1.4661	1.4441	77301.41	195974.26
44	2010.01.15 07:15	close	22	81.50	1.44331	1.4611	1.4391	38867.35	234841.61
45	2010.01.15 07:15	buy	23	100.00	1.44331	1.4303	1.4523
46	2010.01.15 07:45	close	23	100.00	1.4411	1.4303	1.4523	-22100.00	212741.61
47	2010.01.15 07:45	sell	24	100.00	1.4411	1.4541	1.4321
48	2010.01.15 17:30	close	24	100.00	1.4383	1.4541	1.4321	28000.00	240741.61
49	2010.01.15 17:30	buy	25	100.00	1.4383	1.4253	1.4473
50	2010.01.18 00:05	close	25	100.00	1.4353	1.4253	1.4473	-30060.00	210681.61
51	2010.01.18 00:05	sell	26	100.00	1.4353	1.4483	1.4263
52	2010.01.18 03:45	close	26	100.00	1.4356	1.4483	1.4263	-3000.00	207681.61
53	2010.01.18 03:45	buy	27	100.00	1.4356	1.4226	1.4446
54	2010.01.18 08:50	close	27	100.00	1.4371	1.4226	1.4446	15000.00	222681.61
55	2010.01.18 08:50	sell	28	100.00	1.4371	1.4501	1.4281
56	2010.01.18 09:10	close	28	100.00	1.4389	1.4501	1.4281	-18000.00	204681.61
57	2010.01.18 09:10	buy	29	100.00	1.4389	1.4259	1.4479
58	2010.01.18 09:55	close	29	100.00	1.4374	1.4259	1.4479	-15000.00	189681.61
59	2010.01.18 09:55	sell	30	100.00	1.4374	1.4504	1.4284
60	2010.01.18 11:15	close	30	100.00	1.4384	1.4504	1.4284	-10000.00	179681.61
61	2010.01.18 11:15	buy	31	100.00	1.4384	1.4254	1.4474
62	2010.01.18 12:20	close	31	100.00	1.4375	1.4254	1.4474	-9000.00	170681.61
63	2010.01.18 12:20	sell	32	100.00	1.4375	1.4505	1.4285
64	2010.01.18 13:25	close	32	100.00	1.4381	1.4505	1.4285	-6000.00	164681.61
65	2010.01.18 13:25	buy	33	100.00	1.4381	1.4251	1.4471
66	2010.01.18 14:05	close	33	100.00	1.4369	1.4251	1.4471	-12000.00	152681.61
67	2010.01.18 14:05	sell	34	100.00	1.4369	1.4499	1.4279
68	2010.01.18 15:25	close	34	100.00	1.4379	1.4499	1.4279	-10000.00	142681.61
69	2010.01.18 15:25	buy	35	98.50	1.4379	1.4249	1.4469
70	2010.01.18 17:30	close	35	98.50	1.4382	1.4249	1.4469	2955.00	145636.61
71	2010.01.18 17:30	sell	36	100.00	1.4382	1.4512	1.4292
72	2010.01.18 18:00	close	36	100.00	1.4393	1.4512	1.4292	-11000.00	134636.61
73	2010.01.18 18:00	buy	37	87.20	1.4393	1.4263	1.4483
74	2010.01.18 20:15	close	37	87.20	1.4388	1.4263	1.4483	-4360.00	130276.61
75	2010.01.18 20:15	sell	38	93.90	1.4388	1.4518	1.4298
76	2010.01.18 23:35	close	38	93.90	1.4388	1.4518	1.4298	0.00	130276.61
77	2010.01.18 23:35	buy	39	87.20	1.4388	1.4258	1.4478
78	2010.01.19 03:15	close	39	87.20	1.4398	1.4258	1.4478	8667.68	138944.29
79	2010.01.19 03:15	sell	40	100.00	1.4398	1.4528	1.4308
80	2010.01.19 05:20	close	40	100.00	1.4394	1.4528	1.4308	4000.00	142944.29
81	2010.01.19 05:20	buy	41	98.60	1.4394	1.4264	1.4484
82	2010.01.19 06:20	close	41	98.60	1.4389	1.4264	1.4484	-4930.00	138014.29
83	2010.01.19 06:20	sell	42	93.20	1.4389	1.4519	1.4299
84	2010.01.19 07:15	close	42	93.20	1.4400	1.4519	1.4299	-10252.00	127762.29
85	2010.01.19 07:15	buy	43	84.30	1.4400	1.4270	1.4490
86	2010.01.19 09:20	close	43	84.30	1.4392	1.4270	1.4490	-6744.00	121018.29
87	2010.01.19 09:20	sell	44	83.80	1.4392	1.4522	1.4302
88	2010.01.19 12:47	t/p	44	83.80	1.4302	1.4522	1.4302	75420.00	196438.29
89	2010.01.19 15:55	buy	45	100.00	1.4296	1.4166	1.4386
90	2010.01.19 16:35	close	45	100.00	1.4280	1.4166	1.4386	-16000.00	180438.29
91	2010.01.19 16:35	sell	46	100.00	1.4280	1.4410	1.4190
92	2010.01.19 18:40	close	46	100.00	1.4279	1.4410	1.4190	1000.00	181438.29
93	2010.01.19 18:40	buy	47	100.00	1.4279	1.4149	1.4369
94	2010.01.19 22:55	close	47	100.00	1.4285	1.4149	1.4369	6000.00	187438.29
95	2010.01.19 22:55	sell	48	100.00	1.4285	1.4415	1.4195
96	2010.01.20 02:00	close	48	100.00	1.4288	1.4415	1.4195	-3110.00	184328.29
97	2010.01.20 02:00	buy	49	100.00	1.4288	1.4158	1.4378
98	2010.01.20 02:15	close	49	100.00	1.4273	1.4158	1.4378	-15000.00	169328.29
99	2010.01.20 02:15	sell	50	100.00	1.4273	1.4403	1.4183
100	2010.01.20 06:43	t/p	50	100.00	1.4183	1.4403	1.4183	90000.00	259328.29
101	2010.01.20 08:20	buy	51	100.00	1.4200	1.4070	1.4290
102	2010.01.20 08:55	close	51	100.00	1.4193	1.4070	1.4290	-7000.00	252328.29
103	2010.01.20 08:55	sell	52	100.00	1.4193	1.4323	1.4103
104	2010.01.20 10:05	close	52	100.00	1.4201	1.4323	1.4103	-8000.00	244328.29
105	2010.01.20 10:05	buy	53	100.00	1.4201	1.4071	1.4291
106	2010.01.20 11:05	close	53	100.00	1.4191	1.4071	1.4291	-10000.00	234328.29
107	2010.01.20 11:05	sell	54	100.00	1.4191	1.4321	1.4101
108	2010.01.20 17:20	t/p	54	100.00	1.4101	1.4321	1.4101	90000.00	324328.29
109	2010.01.20 19:05	buy	55	100.00	1.4108	1.3978	1.4198
110	2010.01.20 19:50	close	55	100.00	1.4102	1.3978	1.4198	-6000.00	318328.29
111	2010.01.20 19:50	sell	56	100.00	1.4102	1.4232	1.4012
112	2010.01.20 20:50	close	56	100.00	1.4110	1.4232	1.4012	-8000.00	310328.29
113	2010.01.20 20:50	buy	57	100.00	1.4110	1.3980	1.4200
114	2010.01.20 21:30	close	57	100.00	1.4102	1.3980	1.4200	-8000.00	302328.29
115	2010.01.20 21:30	sell	58	100.00	1.4102	1.4232	1.4012
116	2010.01.20 23:00	close	58	100.00	1.4106	1.4232	1.4012	-4000.00	298328.29
117	2010.01.20 23:00	buy	59	100.00	1.4106	1.3976	1.4196
118	2010.01.20 23:05	close	59	100.00	1.4098	1.3976	1.4196	-8000.00	290328.29
119	2010.01.20 23:05	sell	60	100.00	1.4098	1.4228	1.4008
120	2010.01.20 23:11	close	60	100.00	1.4105	1.4228	1.4008	-7000.00	283328.29
121	2010.01.20 23:11	buy	61	100.00	1.4105	1.3975	1.4195
122	2010.01.20 23:16	close	61	100.00	1.4101	1.3975	1.4195	-4000.00	279328.29
123	2010.01.20 23:16	sell	62	100.00	1.4101	1.4231	1.4011
124	2010.01.20 23:50	close	62	100.00	1.4110	1.4231	1.4011	-9000.00	270328.29
125	2010.01.20 23:50	buy	63	100.00	1.4110	1.3980	1.4200
126	2010.01.21 03:05	close	63	100.00	1.4105	1.3980	1.4200	-5180.00	265148.29
127	2010.01.21 03:05	sell	64	100.00	1.4105	1.4235	1.4015
128	2010.01.21 05:15	close	64	100.00	1.4103	1.4235	1.4015	2000.00	267148.29
129	2010.01.21 05:15	buy	65	100.00	1.4103	1.3973	1.4193
130	2010.01.21 06:15	close	65	100.00	1.4094	1.3973	1.4193	-9000.00	258148.29
131	2010.01.21 06:15	sell	66	100.00	1.4094	1.4224	1.4004
132	2010.01.21 07:15	close	66	100.00	1.4098	1.4224	1.4004	-4000.00	254148.29
133	2010.01.21 07:15	buy	67	100.00	1.4098	1.3968	1.4188
134	2010.01.21 08:50	close	67	100.00	1.4092	1.3968	1.4188	-6000.00	248148.29
135	2010.01.21 08:50	sell	68	100.00	1.4092	1.4222	1.4002
136	2010.01.21 13:05	close	68	100.00	1.4070	1.4222	1.4002	22000.00	270148.29
137	2010.01.21 13:05	buy	69	100.00	1.4070	1.3940	1.4160
138	2010.01.21 16:35	close	69	100.00	1.4054	1.3940	1.4160	-16000.00	254148.29
139	2010.01.21 16:35	sell	70	100.00	1.4054	1.4184	1.3964
140	2010.01.21 17:55	close	70	100.00	1.4120	1.4184	1.3964	-66000.00	188148.29
141	2010.01.21 17:55	buy	71	100.00	1.4120	1.3990	1.4210
142	2010.01.21 20:55	close	71	100.00	1.4101	1.3990	1.4210	-19000.00	169148.29
143	2010.01.21 20:55	sell	72	100.00	1.4101	1.4231	1.4011
144	2010.01.21 21:00	close	72	100.00	1.4106	1.4231	1.4011	-5000.00	164148.29
145	2010.01.21 21:00	buy	73	100.00	1.4106	1.3976	1.4196
146	2010.01.21 21:05	close	73	100.00	1.4094	1.3976	1.4196	-12000.00	152148.29
147	2010.01.21 21:05	sell	74	100.00	1.4094	1.4224	1.4004
148	2010.01.22 01:00	close	74	100.00	1.4099	1.4224	1.4004	-5110.00	147038.29
149	2010.01.22 01:00	buy	75	100.00	1.4099	1.3969	1.4189
150	2010.01.22 04:50	close	75	100.00	1.4118	1.3969	1.4189	19000.00	166038.29
151	2010.01.22 04:50	sell	76	100.00	1.4118	1.4248	1.4028
152	2010.01.22 05:55	close	76	100.00	1.4127	1.4248	1.4028	-9000.00	157038.29
153	2010.01.22 05:55	buy	77	100.00	1.4127	1.3997	1.4217
154	2010.01.22 06:45	close	77	100.00	1.4120	1.3997	1.4217	-7000.00	150038.29
155	2010.01.22 06:45	sell	78	100.00	1.4120	1.4250	1.4030
156	2010.01.22 06:50	close	78	100.00	1.4128	1.4250	1.4030	-8000.00	142038.29
157	2010.01.22 06:50	buy	79	100.00	1.4128	1.3998	1.4218
158	2010.01.22 10:10	close	79	100.00	1.4136	1.3998	1.4218	8000.00	150038.29
159	2010.01.22 10:10	sell	80	100.00	1.4136	1.4266	1.4046
160	2010.01.22 10:35	close	80	100.00	1.4148	1.4266	1.4046	-12000.00	138038.29
161	2010.01.22 10:35	buy	81	95.20	1.4148	1.4018	1.4238
162	2010.01.22 12:10	close	81	95.20	1.4139	1.4018	1.4238	-8568.00	129470.29
163	2010.01.22 12:10	sell	82	87.90	1.4139	1.4269	1.4049
164	2010.01.22 14:35	close	82	87.90	1.4138	1.4269	1.4049	879.00	130349.29
165	2010.01.22 14:35	buy	83	96.50	1.4138	1.4008	1.4228
166	2010.01.22 14:55	close	83	96.50	1.4120	1.4008	1.4228	-17370.00	112979.29
167	2010.01.22 14:55	sell	84	63.40	1.4120	1.4250	1.4030
168	2010.01.22 17:00	close	84	63.40	1.4130	1.4250	1.4030	-6340.00	106639.29
169	2010.01.22 17:00	buy	85	87.60	1.4130	1.4000	1.4220
170	2010.01.22 20:00	close	85	87.60	1.4149	1.4000	1.4220	16644.00	123283.29
171	2010.01.22 20:00	sell	86	86.80	1.4149	1.4279	1.4059
172	2010.01.22 22:59	close at stop	86	86.80	1.4141	1.4279	1.4059	6944.00	130227.29

Используются технологии uCoz