Optimization Report
diplomka stochastic dynam

SymbolEURUSD (Euro vs US Dollar)
ObdobíDenní (D1) 2010.01.04 00:00 - 2012.12.27 00:00 (2010.01.01 - 2012.12.28)
ModelVšechny cenové pohyby (nejpřesnější metoda založena na všech dostupných nižších časových intervalech)
Počáteční depozit10000.00
SpreadCurrent (16)
Optimization Graph
TestZiskTransakce celkemFaktor ziskuPřepokládaný ziskPokles $Pokles %
4219521.80531.96368.348048.0041.68
26218705.80761.74246.138526.6038.92
4318084.20122.061507.0211359.4069.44
20815845.201001.51158.457073.0033.29
5715488.80392.73397.155769.0044.37
23215311.80931.57164.647963.0037.64
17015197.40841.59180.928196.0037.27
18514224.20871.53163.508876.0037.27
19913545.40441.52307.857347.0057.74
29713275.00422.42316.073784.0029.76
1213216.80951.45139.129014.0039.35
5312898.20701.63184.267978.0037.32
4512873.001001.32128.7310739.8035.12
21212827.40711.50180.6710529.0035.65
28112613.60711.35177.666219.4049.81
6512493.80801.30156.1710389.0069.65
9312447.20861.49144.737073.0033.42
29012304.60861.45143.087958.0039.23
14512092.80551.83219.876829.4035.78
13912015.60651.53184.866886.0041.27
12411957.40731.33163.808123.0081.21
21711941.401201.2399.5110193.2043.78
17711706.40891.41131.537643.0036.52
12811666.60591.72197.747484.0042.19
21911478.60981.32117.138607.0063.00
12011407.60551.71207.415147.0028.33
17611322.20371.46306.017316.0065.07
18611159.00251.50446.3610871.0098.10
30910916.60771.54141.777712.0032.56
4410904.60381.49286.967230.0042.16
13810680.20371.66288.659958.0086.22
19310666.20941.42113.477958.0036.68
16510568.00591.41179.127767.0033.03
25810531.001161.2490.788134.0042.98
1110474.20501.79209.486212.2039.21
6710327.20601.21172.129834.4076.19
26010236.20621.38165.107132.0038.70
22310123.20441.62230.077596.0062.31
16910068.00681.45148.068490.0034.40
25110054.80861.37116.928128.0031.07
219914.201391.2171.337953.4034.36
1169845.00521.53189.337052.0032.30
229801.80991.3199.016684.0045.43
489774.00521.33187.9613714.6098.44
3149770.601331.2273.467881.0042.51
1629704.40761.31127.698759.0038.37
2969533.001531.2062.317816.0036.58
1239426.401221.2177.2711339.0057.09
399371.80291.33323.178110.0074.99
1329359.601241.1775.489743.8058.25
689355.20761.30123.0910001.4037.53
719355.00232.13406.746313.0045.81
799277.00371.76250.737811.0034.68
809197.60831.18110.8112118.6065.36
2119121.20381.35240.038185.0048.49
1889101.40342.13267.699595.6038.95
3249024.40721.44125.347073.0041.51
418898.60381.74234.175460.4031.77
738896.40381.72234.125843.0042.41
1598770.20441.52199.327838.8066.74
358710.80791.28110.269500.6062.24
2288702.80911.2095.6415512.8069.76
2458670.201181.1773.4811414.2055.79
1338631.20471.34183.649793.0084.53
2828604.20331.50260.7310102.0071.68
708402.00561.54150.044643.0042.19
2538365.60252.33334.629052.0045.25
2318204.00571.47143.936067.0045.51
2878118.00681.29119.3811929.0042.14
2938105.601991.1340.739319.8044.57
2738018.80351.73229.117166.4066.30
67965.00501.34159.3011148.0047.41
1467942.00381.36209.009533.0084.71
967779.001131.2068.847354.0043.90
1057749.60651.37119.225213.0050.90
517743.40781.3099.275576.4039.76
3207725.20571.37135.537351.0053.54
1177632.00381.45200.849288.2054.38
2167501.60321.61234.428209.0063.26
977366.20531.47138.985863.0043.00
1317285.80221.30331.1712128.8067.61
3167132.40211.70339.648166.0055.10
2727027.40891.2378.968878.2046.59
266986.40751.2293.157148.8037.90
2356980.00791.2188.358865.0040.88
2766941.601021.2068.0512351.6058.35
2666916.00121.70576.336361.0055.66
2246883.40771.3189.394706.0045.95
2336857.60341.31201.697626.6048.11
2856846.00341.23201.3510149.0093.49
2686798.80471.49144.664480.0031.86
1816783.60521.60130.455150.8028.33
3086751.60521.38129.846260.0033.67
906709.80531.44126.604929.0045.95
1146673.201561.1342.7810104.8050.43
2136672.40841.2379.4310373.0057.76
2866656.001031.1864.6211247.0043.66
1616648.00371.56179.689722.0078.26
2846604.201841.1135.899896.8048.46
316564.00201.54328.206342.0055.49
26557.40551.35119.237667.0036.69
1576552.201081.2060.6711850.6056.84
546483.00901.2172.0313293.0050.09
2956450.001571.1341.086959.6031.53
96431.40621.30103.739737.0046.57
3186423.40841.2376.4710772.0045.01
1426407.00991.2464.728689.6043.53
2036404.20381.39168.537942.0045.46
2896402.60641.33100.044802.0026.66
1076282.801601.1239.277814.0039.98
2656271.20241.33261.3010354.0095.26
1546263.00401.17156.5812551.0067.42
336246.201191.1452.4911013.4049.69
1096217.60271.46230.289786.0046.54
3076196.80801.2377.465991.0043.65
1256171.60401.45154.299571.0047.86
3176152.401161.1753.048155.6048.73
2986037.801251.1348.3012352.4067.48
2945995.00341.57176.324309.0029.68
2995947.00531.39112.215553.0033.67
2745916.401131.1652.3610869.8056.56
2155890.801131.1552.139175.6043.44
1895857.40671.2987.428084.8042.96
1795816.60591.2298.598782.4080.90
1735801.601151.1150.459137.8049.96
2645763.801101.1652.4010205.0046.59
1115743.60781.2273.649346.4043.15
1685730.401041.1755.109627.2047.48
255729.201041.1855.0911522.6055.39
2215686.20511.36111.495748.0033.67
1065660.20491.37115.515437.0033.70
35621.00481.34117.105366.0040.59
1565563.801021.1754.558367.4046.37
2225563.20201.40278.166675.0058.40
1985507.60331.41166.908756.0084.13
475434.00191.34286.006850.0050.93
1745399.00171.40317.598668.0075.84
1405384.20401.40134.605220.0037.89
1515380.00671.2180.3015370.0056.89
1945355.80671.2979.945414.0048.85
1785353.40461.34116.385295.0040.25
635300.20781.2067.9511301.0052.84
1555251.40731.2571.947100.0047.52
1225247.201141.1446.0313021.0066.04
695245.80671.2478.306794.0044.92
1295221.80391.50133.896005.0058.10
2305212.80651.2480.207499.0045.95
365210.80511.32102.1710210.6079.04
285156.601081.1547.759722.0053.05
2205153.40641.2580.526865.0044.38
1495117.801121.1545.697326.8044.44
1925100.00701.2172.869357.0043.08
1004990.80181.36277.277260.0063.52
1904963.401011.1549.147898.0037.33
2364954.20401.37123.856689.0048.55
644954.20401.37123.856689.0048.55
494939.60331.33149.689238.0053.55
2754847.001691.0928.6810405.0052.43
2544836.40161.22302.2810864.8095.00
844810.601131.1342.577748.4046.34
2524775.20401.40119.385881.0042.69
864770.40961.1349.6910844.0051.78
1874651.001011.1446.0511029.0049.36
3104582.80911.1650.367335.6044.44
2804468.60581.2677.044706.0045.95
1014425.60211.33210.749716.0068.47
724410.601071.1241.229935.0054.25
3134396.60611.2172.086046.0044.38
2264383.00143.31313.072416.8019.94
3054302.40111.28391.1313105.2074.15
1804293.00621.1269.247236.2054.98
384244.60631.1567.3710237.4048.85
1914224.401071.0939.4811203.2061.84
1584215.00531.1479.5311686.0098.57
2484173.201361.0930.6912557.2052.94
1134138.601041.1339.798252.2045.08
1354103.80661.1862.185411.0042.17
44067.601191.1134.186860.6037.18
3004042.00371.35109.248829.0047.46
2064007.60651.1961.666071.6038.46
2343912.00401.2297.807563.0068.25
373903.60331.18118.2910839.0089.94
3043831.80801.1547.907857.2040.14
1043803.602251.0516.9013357.4065.17
1533792.00811.1346.8112341.4050.65
2423771.40511.1073.958782.8074.36
183683.80461.1180.0810157.4068.47
1213680.00501.2573.606620.0039.87
2503667.60201.41183.388267.0057.33
1603665.001211.0830.299157.2055.24
593649.60711.1451.408595.2060.11
3023631.801361.0826.7012475.4056.17
13569.80461.1577.608504.0069.52
2703559.40861.1241.3910295.2062.73
1673538.40481.2273.728114.0054.89
3063534.80581.2060.944706.0045.95
913534.00541.2265.4410697.8047.47
583533.001861.0518.9912499.8058.94
173439.40471.1473.189239.6063.13
83400.40421.1980.967360.0045.09
813357.00371.2690.736723.0057.81
1033332.401541.0621.649595.0044.24
2633280.00551.1059.6410628.0068.84
1633178.20221.13144.468464.0060.24
2403144.20431.2173.126503.4046.97
613140.60381.2882.655558.0040.34
2183106.60901.1034.529369.0044.55
2463069.00201.29153.454954.0033.82
2373047.40681.1444.817602.6040.05
463008.60901.1133.4313542.6061.63
3222986.40381.1878.596623.0054.08
622948.20741.1039.8411598.8065.40
3032872.60591.1348.698437.8048.11
662853.20881.0932.428446.4053.96
782841.201231.0723.1013087.2061.73
272802.80841.0933.379009.0053.50
1662802.0052.56560.401966.0018.11
3112801.00441.2263.667613.6073.17
2552792.60511.1554.767117.6039.31
342774.60861.0932.2614424.4070.08
1642750.20701.1339.295219.2034.24
852747.60481.1057.2410604.4078.07
2042737.00361.1476.038494.0050.01
922731.60681.1140.177366.0067.95
3192700.80551.1049.119115.0068.40
2092694.80721.1037.438904.0046.18
2592676.401161.0623.078510.2052.85
3122651.20911.0829.1311628.0056.87
552630.801261.0520.8811160.6060.99
402549.80451.1756.665913.0043.24
2412545.20481.1353.029393.0081.08
2712542.60401.1463.577578.0061.04
892526.20211.54120.304315.6039.21
502524.00441.1757.364706.0045.95
1952467.0053.52493.401606.0012.59
132433.2061.32405.538854.4081.32
2102422.80141.16173.0610372.0069.72
832341.00811.0828.907903.4041.07
152340.80321.0973.1512843.0084.92
292337.201251.0618.7010438.4052.05
302318.401081.0621.4712443.0067.93
952317.60231.15100.777411.0048.82
2832263.60681.1133.294683.0030.11
3232258.80481.1247.068613.2050.12
992218.00531.1441.857153.0041.25
1752181.20751.0629.089461.2051.67
3212162.80731.0829.639109.0065.36
1182120.60451.1447.126067.0045.95
882107.80271.1178.0710073.6052.42
822073.00541.0938.399605.0053.68
602067.00391.1653.006138.0045.45
202016.20361.1156.018347.2054.04
1972008.00391.1651.496138.0045.45
2792002.00541.1237.078679.0052.39
71963.80981.0520.047859.0054.47
2571934.60751.0925.798350.0044.02
2291862.00221.1484.646506.0046.42
1721796.60331.0854.447171.0055.56
1821719.201091.0515.7711553.6057.83
2491711.00761.0722.519392.6067.52
771708.20711.0624.069408.0084.99
1341658.00431.1138.569447.4090.43
561650.401101.0415.0014405.0094.49
1371638.401151.0514.259616.2052.85
941573.802131.027.3912545.0063.08
871517.20561.0827.097401.6048.62
981502.201231.0412.2111536.0055.31
2141486.00301.0849.5311071.2061.52
2441464.60961.0415.2613209.8058.91
1441437.60891.0416.159260.0090.41
1191422.00471.0530.269484.8058.48
2431405.601071.0413.149931.2048.68
1711402.20541.0825.976542.2043.31
2781376.40641.0521.519638.0076.17
3011365.401121.0412.1914832.8069.42
1021306.001201.0310.8810094.0058.63
1521297.201841.027.059949.0073.06
1081257.80201.3662.894545.6030.55
2391252.80251.0750.1111638.0074.21
1261231.60741.0216.6414194.0091.14
1961230.001281.029.6112308.0063.55
1501171.60321.0936.616389.0038.91
741149.201441.027.9810979.2068.88
2471143.00631.0418.1419817.0067.03
2071081.20201.0354.0612483.0058.54
2921001.401281.027.829799.2051.50
143983.60421.0423.4215230.6075.68
127982.20511.0319.266911.0051.93
291940.60671.0414.046605.0040.44
202906.00871.0310.417914.0044.10
225896.00541.0516.596870.0042.75
269890.60421.0321.2010603.0097.67
238880.001951.014.5114344.6075.87
200874.20861.0310.1710197.0080.01
16862.80151.2757.523056.0022.54
112840.60481.0417.517602.0047.53
261770.80871.038.868259.0051.59
10719.601441.025.008196.8046.90
148718.001091.026.599453.4049.67
315712.40201.1135.624613.0045.04
184663.00751.038.847840.0047.65
227657.60101.0565.769022.0086.06
130641.80831.027.7311242.0077.30
205626.00991.016.327432.0051.34
52570.60221.0325.948587.6070.80
256544.40621.028.7812196.2077.47
147538.40431.0312.525802.0043.05
19530.001271.014.1712755.0078.89
76526.20811.026.5015949.0075.34
75490.20471.0210.4312478.0068.46
5422.80641.026.619968.8063.42
115419.60851.014.9416633.0088.00
14398.80321.0312.466235.6043.67
183395.20381.0310.405937.0043.83
24371.40461.028.076261.0047.53
136316.601071.012.9614366.2071.07
267313.80351.028.9710450.0066.60
201260.60341.027.665612.4042.79
277236.00371.026.386318.0047.23
288211.00291.027.287304.0054.50
141182.20401.014.5610360.0093.48
23158.60781.012.037104.4046.51
32123.401301.000.9512456.0057.53
11059.60541.001.1011112.4089.66