Strategy Tester Report
0ll_e_Va-Bank_52
(Build 625)

СимволAUDUSD (Australian Dollar vs US Dollar)
Период1 Час (H1) 2012.11.01 00:00 - 2015.07.26 23:59 (2012.11.11 - 2015.07.26)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="PZ for OPT light"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=1200; TakeProfit=300; В_Х_О_Д="=============================================="; MinWeekBar=300; Время_открытия="------------------"; StartMinut=10; MaxSpread=60; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=350; GAP1_TOut=2; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=150; GAP2_TOut=2; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=500; BU_Delta=40; Трал_ВЫХОД="-------------------"; tral_OUT_START=200; tral_OUT_par1=400; tral_OUT_par2=30; tral_TOUT_Hour=14; Технические="-------------------"; Slippage=20; Magic=1111; Comm="exp_VB51";
Баров в истории16975Смоделировано тиков43463840Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (50)
Чистая прибыль1170.00Общая прибыль2730.00Общий убыток-1560.00
Прибыльность1.75Матожидание выигрыша11.25
Абсолютная просадка71.10Максимальная просадка305.10 (13.88%)Относительная просадка20.50% (266.50)
Всего сделок104Короткие позиции (% выигравших)45 (86.67%)Длинные позиции (% выигравших)59 (88.14%)
Прибыльные сделки (% от всех)91 (87.50%)Убыточные сделки (% от всех)13 (12.50%)
Самая большаяприбыльная сделка30.00убыточная сделка-120.00
Средняяприбыльная сделка30.00убыточная сделка-120.00
Максимальное количествонепрерывных выигрышей (прибыль)16 (480.00)непрерывных проигрышей (убыток)2 (-240.00)
Максимальнаянепрерывная прибыль (число выигрышей)480.00 (16)непрерывный убыток (число проигрышей)-240.00 (2)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.11.12 00:10sell10.101.039200.000000.00000
22012.11.12 00:10modify10.101.039201.051201.03620
32012.11.15 02:02t/p10.101.036201.051201.0362030.001030.00
42012.11.19 00:10buy20.101.035340.000000.00000
52012.11.19 00:10modify20.101.035341.023341.03834
62012.11.19 10:54t/p20.101.038341.023341.0383430.001060.00
72012.11.26 00:10sell30.101.045360.000000.00000
82012.11.26 00:10modify30.101.045361.057361.04236
92012.11.29 18:42t/p30.101.042361.057361.0423630.001090.00
102012.12.10 00:10sell40.101.048770.000000.00000
112012.12.10 00:10modify40.101.048771.060771.04577
122012.12.21 03:09t/p40.101.045771.060771.0457730.001120.00
132012.12.24 00:10buy50.101.040080.000000.00000
142012.12.24 00:10modify50.101.040081.028081.04308
152013.01.02 03:18t/p50.101.043081.028081.0430830.001150.00
162013.01.07 00:10sell60.101.048790.000000.00000
172013.01.07 00:10modify60.101.048791.060791.04579
182013.01.24 17:23t/p60.101.045791.060791.0457930.001180.00
192013.01.28 00:10buy70.101.041880.000000.00000
202013.01.28 00:10modify70.101.041881.029881.04488
212013.01.29 04:18t/p70.101.044881.029881.0448830.001210.00
222013.02.11 00:14buy80.101.031660.000000.00000
232013.02.11 00:14modify80.101.031661.019661.03466
242013.02.13 04:41t/p80.101.034661.019661.0346630.001240.00
252013.02.25 00:10sell90.101.028710.000000.00000
262013.02.25 00:10modify90.101.028711.040711.02571
272013.02.25 23:43t/p90.101.025711.040711.0257130.001270.00
282013.03.04 00:10buy100.101.020180.000000.00000
292013.03.04 00:10modify100.101.020181.008181.02318
302013.03.05 05:37t/p100.101.023181.008181.0231830.001300.00
312013.03.10 23:10sell110.101.020500.000000.00000
322013.03.10 23:10modify110.101.020501.032501.01750
332013.03.12 14:19s/l110.101.032501.032501.01750-120.001180.00
342013.03.17 23:10sell120.101.034800.000000.00000
352013.03.17 23:10modify120.101.034801.046801.03180
362013.03.25 08:50s/l120.101.046801.046801.03180-120.001060.00
372013.04.08 00:10buy130.101.037380.000000.00000
382013.04.08 00:10modify130.101.037381.025381.04038
392013.04.08 13:46t/p130.101.040381.025381.0403830.001090.00
402013.04.15 00:10sell140.101.050400.000000.00000
412013.04.15 00:10modify140.101.050401.062401.04740
422013.04.15 05:00t/p140.101.047401.062401.0474030.001120.00
432013.04.22 00:10buy150.101.028060.000000.00000
442013.04.22 00:10modify150.101.028061.016061.03106
452013.04.25 04:30t/p150.101.031061.016061.0310630.001150.00
462013.05.06 00:10sell160.101.030480.000000.00000
472013.05.06 00:10modify160.101.030481.042481.02748
482013.05.06 10:01t/p160.101.027481.042481.0274830.001180.00
492013.05.13 00:10buy170.101.000510.000000.00000
502013.05.13 00:10modify170.101.000510.988511.00351
512013.05.14 18:39s/l170.100.988510.988511.00351-120.001060.00
522013.05.20 00:10buy180.100.975600.000000.00000
532013.05.20 00:10modify180.100.975600.963600.97860
542013.05.20 07:00t/p180.100.978600.963600.9786030.001090.00
552013.05.27 00:10buy190.100.965090.000000.00000
562013.05.27 00:10modify190.100.965090.953090.96809
572013.05.28 13:35t/p190.100.968090.953090.9680930.001120.00
582013.06.03 00:10buy200.100.960450.000000.00000
592013.06.03 00:10modify200.100.960450.948450.96345
602013.06.03 04:44t/p200.100.963450.948450.9634530.001150.00
612013.06.10 00:10buy210.100.941670.000000.00000
622013.06.10 00:10modify210.100.941670.929670.94467
632013.06.10 03:23t/p210.100.944670.929670.9446730.001180.00
642013.06.17 00:12sell220.100.956460.000000.00000
652013.06.17 00:12modify220.100.956460.968460.95346
662013.06.17 18:36t/p220.100.953460.968460.9534630.001210.00
672013.06.24 00:10buy230.100.921880.000000.00000
682013.06.24 00:10modify230.100.921880.909880.92488
692013.06.24 02:47t/p230.100.924880.909880.9248830.001240.00
702013.07.01 00:10buy240.100.912870.000000.00000
712013.07.01 00:10modify240.100.912870.900870.91587
722013.07.01 04:05t/p240.100.915870.900870.9158730.001270.00
732013.07.08 00:10buy250.100.905460.000000.00000
742013.07.08 00:10modify250.100.905460.893460.90846
752013.07.08 12:58t/p250.100.908460.893460.9084630.001300.00
762013.07.22 00:12sell260.100.917830.000000.00000
772013.07.22 00:12modify260.100.917830.929830.91483
782013.07.23 20:35s/l260.100.929830.929830.91483-120.001180.00
792013.07.29 00:10sell270.100.925510.000000.00000
802013.07.29 00:10modify270.100.925510.937510.92251
812013.07.29 17:10t/p270.100.922510.937510.9225130.001210.00
822013.08.05 00:10buy280.100.891280.000000.00000
832013.08.05 00:10modify280.100.891280.879280.89428
842013.08.06 07:30t/p280.100.894280.879280.8942830.001240.00
852013.08.12 00:10sell290.100.918570.000000.00000
862013.08.12 00:10modify290.100.918570.930570.91557
872013.08.12 11:06t/p290.100.915570.930570.9155730.001270.00
882013.08.26 00:10buy300.100.903340.000000.00000
892013.08.26 00:10modify300.100.903340.891340.90634
902013.08.26 15:50t/p300.100.906340.891340.9063430.001300.00
912013.09.02 00:10buy310.100.893620.000000.00000
922013.09.02 00:10modify310.100.893620.881620.89662
932013.09.02 04:38t/p310.100.896620.881620.8966230.001330.00
942013.09.09 00:10sell320.100.920720.000000.00000
952013.09.09 00:10modify320.100.920720.932720.91772
962013.09.09 04:09t/p320.100.917720.932720.9177230.001360.00
972013.09.16 00:10sell330.100.933790.000000.00000
982013.09.16 00:10modify330.100.933790.945790.93079
992013.09.17 04:30t/p330.100.930790.945790.9307930.001390.00
1002013.09.23 00:10sell340.100.936820.000000.00000
1012013.09.23 00:10modify340.100.936820.948820.93382
1022013.09.27 05:00t/p340.100.933820.948820.9338230.001420.00
1032013.09.30 00:10buy350.100.931980.000000.00000
1042013.09.30 00:10modify350.100.931980.919980.93498
1052013.09.30 17:27t/p350.100.934980.919980.9349830.001450.00
1062013.10.07 00:10sell360.100.942360.000000.00000
1072013.10.07 00:10modify360.100.942360.954360.93936
1082013.10.07 11:05t/p360.100.939360.954360.9393630.001480.00
1092013.10.21 00:10sell370.100.966080.000000.00000
1102013.10.21 00:10modify370.100.966080.978080.96308
1112013.10.23 11:11t/p370.100.963080.978080.9630830.001510.00
1122013.10.27 23:10buy380.100.958740.000000.00000
1132013.10.27 23:10modify380.100.958740.946740.96174
1142013.10.28 11:20t/p380.100.961740.946740.9617430.001540.00
1152013.11.04 00:10buy390.100.946050.000000.00000
1162013.11.04 00:10modify390.100.946050.934050.94905
1172013.11.04 02:32t/p390.100.949050.934050.9490530.001570.00
1182013.11.11 00:10buy400.100.938700.000000.00000
1192013.11.11 00:10modify400.100.938700.926700.94170
1202013.11.18 10:23t/p400.100.941700.926700.9417030.001600.00
1212013.11.25 00:10buy410.100.916850.000000.00000
1222013.11.25 00:10modify410.100.916850.904850.91985
1232013.11.26 03:56t/p410.100.919850.904850.9198530.001630.00
1242013.12.02 00:10buy420.100.913240.000000.00000
1252013.12.02 00:10modify420.100.913240.901240.91624
1262013.12.02 04:07t/p420.100.916240.901240.9162430.001660.00
1272013.12.16 00:10buy430.100.896350.000000.00000
1282013.12.16 00:10modify430.100.896350.884350.89935
1292013.12.18 21:00s/l430.100.884350.884350.89935-120.001540.00
1302013.12.23 00:10buy440.100.892840.000000.00000
1312013.12.23 00:10modify440.100.892840.880840.89584
1322014.01.03 06:17t/p440.100.895840.880840.8958430.001570.00
1332014.01.06 00:10sell450.100.895620.000000.00000
1342014.01.06 00:10modify450.100.895620.907620.89262
1352014.01.07 06:57t/p450.100.892620.907620.8926230.001600.00
1362014.01.13 00:10sell460.100.899430.000000.00000
1372014.01.13 00:10modify460.100.899430.911430.89643
1382014.01.14 20:56t/p460.100.896430.911430.8964330.001630.00
1392014.01.20 00:10buy470.100.877800.000000.00000
1402014.01.20 00:10modify470.100.877800.865800.88080
1412014.01.20 11:41t/p470.100.880800.865800.8808030.001660.00
1422014.01.27 00:10buy480.100.869570.000000.00000
1432014.01.27 00:10modify480.100.869570.857570.87257
1442014.01.27 05:56t/p480.100.872570.857570.8725730.001690.00
1452014.02.03 00:10sell490.100.876310.000000.00000
1462014.02.03 00:10modify490.100.876310.888310.87331
1472014.02.04 06:28s/l490.100.888310.888310.87331-120.001570.00
1482014.02.10 00:10sell500.100.895510.000000.00000
1492014.02.10 00:10modify500.100.895510.907510.89251
1502014.02.10 09:36t/p500.100.892510.907510.8925130.001600.00
1512014.02.17 00:10sell510.100.905900.000000.00000
1522014.02.17 00:10modify510.100.905900.917900.90290
1532014.02.17 10:15t/p510.100.902900.917900.9029030.001630.00
1542014.02.24 00:10buy520.100.898480.000000.00000
1552014.02.24 00:10modify520.100.898480.886480.90148
1562014.02.24 17:54t/p520.100.901480.886480.9014830.001660.00
1572014.03.03 00:10buy530.100.890400.000000.00000
1582014.03.03 00:10modify530.100.890400.878400.89340
1592014.03.03 09:42t/p530.100.893400.878400.8934030.001690.00
1602014.03.09 23:11sell540.100.903970.000000.00000
1612014.03.09 23:11modify540.100.903970.915970.90097
1622014.03.11 18:17t/p540.100.900970.915970.9009730.001720.00
1632014.03.23 23:10sell550.100.910490.000000.00000
1642014.03.23 23:10modify550.100.910490.922490.90749
1652014.03.24 03:45t/p550.100.907490.922490.9074930.001750.00
1662014.03.31 00:10sell560.100.924160.000000.00000
1672014.03.31 00:10modify560.100.924160.936160.92116
1682014.04.03 08:32t/p560.100.921160.936160.9211630.001780.00
1692014.04.07 00:10sell570.100.928510.000000.00000
1702014.04.07 00:10modify570.100.928510.940510.92551
1712014.04.10 04:30s/l570.100.940510.940510.92551-120.001660.00
1722014.04.14 00:10sell580.100.939010.000000.00000
1732014.04.14 00:10modify580.100.939010.951010.93601
1742014.04.15 16:46t/p580.100.936010.951010.9360130.001690.00
1752014.04.21 00:10buy590.100.933740.000000.00000
1762014.04.21 00:10modify590.100.933740.921740.93674
1772014.04.22 09:39t/p590.100.936740.921740.9367430.001720.00
1782014.04.28 00:10buy600.100.927850.000000.00000
1792014.04.28 00:10modify600.100.927850.915850.93085
1802014.04.28 11:15t/p600.100.930850.915850.9308530.001750.00
1812014.05.12 00:10sell610.100.935840.000000.00000
1822014.05.12 00:10modify610.100.935840.947840.93284
1832014.05.20 01:36t/p610.100.932840.947840.9328430.001780.00
1842014.05.26 00:10buy620.100.923950.000000.00000
1852014.05.26 00:10modify620.100.923950.911950.92695
1862014.05.27 09:00t/p620.100.926950.911950.9269530.001810.00
1872014.06.02 00:10sell630.100.930720.000000.00000
1882014.06.02 00:10modify630.100.930720.942720.92772
1892014.06.02 05:00t/p630.100.927720.942720.9277230.001840.00
1902014.06.16 00:10sell640.100.939540.000000.00000
1912014.06.16 00:10modify640.100.939540.951540.93654
1922014.06.17 06:10t/p640.100.936540.951540.9365430.001870.00
1932014.06.30 00:10sell650.100.941910.000000.00000
1942014.06.30 00:10modify650.100.941910.953910.93891
1952014.07.03 04:02t/p650.100.938910.953910.9389130.001900.00
1962014.07.07 00:10buy660.100.936720.000000.00000
1972014.07.07 00:10modify660.100.936720.924720.93972
1982014.07.08 11:15t/p660.100.939720.924720.9397230.001930.00
1992014.08.04 00:10buy670.100.931260.000000.00000
2002014.08.04 00:10modify670.100.931260.919260.93426
2012014.08.05 07:45t/p670.100.934260.919260.9342630.001960.00
2022014.08.11 00:11buy680.100.928090.000000.00000
2032014.08.11 00:11modify680.100.928090.916090.93109
2042014.08.13 15:31t/p680.100.931090.916090.9310930.001990.00
2052014.08.18 00:10sell690.100.931760.000000.00000
2062014.08.18 00:10modify690.100.931760.943760.92876
2072014.08.20 08:57t/p690.100.928760.943760.9287630.002020.00
2082014.09.08 00:10sell700.100.936500.000000.00000
2092014.09.08 00:10modify700.100.936500.948500.93350
2102014.09.08 15:05t/p700.100.933500.948500.9335030.002050.00
2112014.09.15 00:10buy710.100.901560.000000.00000
2122014.09.15 00:10modify710.100.901560.889560.90456
2132014.09.15 16:52t/p710.100.904560.889560.9045630.002080.00
2142014.09.22 00:10buy720.100.893570.000000.00000
2152014.09.22 00:10modify720.100.893570.881570.89657
2162014.09.25 08:09s/l720.100.881570.881570.89657-120.001960.00
2172014.09.29 00:10buy730.100.876080.000000.00000
2182014.09.29 00:10modify730.100.876080.864080.87908
2192014.10.02 04:56t/p730.100.879080.864080.8790830.001990.00
2202014.10.06 00:10buy740.100.867930.000000.00000
2212014.10.06 00:10modify740.100.867930.855930.87093
2222014.10.06 09:20t/p740.100.870930.855930.8709330.002020.00
2232014.10.20 00:10sell750.100.875490.000000.00000
2242014.10.20 00:10modify750.100.875490.887490.87249
2252014.10.24 03:49t/p750.100.872490.887490.8724930.002050.00
2262014.11.10 00:10buy760.100.865100.000000.00000
2272014.11.10 00:10modify760.100.865100.853100.86810
2282014.11.10 04:15t/p760.100.868100.853100.8681030.002080.00
2292014.11.17 00:10sell770.100.876940.000000.00000
2302014.11.17 00:10modify770.100.876940.888940.87394
2312014.11.17 11:48t/p770.100.873940.888940.8739430.002110.00
2322014.11.24 00:10buy780.100.867950.000000.00000
2332014.11.24 00:10modify780.100.867950.855950.87095
2342014.11.25 10:46s/l780.100.855950.855950.87095-120.001990.00
2352014.12.01 00:10buy790.100.848170.000000.00000
2362014.12.01 00:10modify790.100.848170.836170.85117
2372014.12.01 15:30t/p790.100.851170.836170.8511730.002020.00
2382014.12.08 00:10buy800.100.831470.000000.00000
2392014.12.08 00:10modify800.100.831470.819470.83447
2402014.12.09 17:15t/p800.100.834470.819470.8344730.002050.00
2412014.12.15 00:10buy810.100.824960.000000.00000
2422014.12.15 00:10modify810.100.824960.812960.82796
2432014.12.17 21:45s/l810.100.812960.812960.82796-120.001930.00
2442014.12.22 00:10buy820.100.815000.000000.00000
2452014.12.22 00:10modify820.100.815000.803000.81800
2462014.12.30 15:27t/p820.100.818000.803000.8180030.001960.00
2472015.01.05 00:10buy830.100.808030.000000.00000
2482015.01.05 00:10modify830.100.808030.796030.81103
2492015.01.06 02:30t/p830.100.811030.796030.8110330.001990.00
2502015.01.12 00:10sell840.100.820940.000000.00000
2512015.01.12 00:10modify840.100.820940.832940.81794
2522015.01.12 11:25t/p840.100.817940.832940.8179430.002020.00
2532015.01.26 00:10buy850.100.787420.000000.00000
2542015.01.26 00:10modify850.100.787420.775420.79042
2552015.01.26 02:19t/p850.100.790420.775420.7904230.002050.00
2562015.02.02 00:10buy860.100.775800.000000.00000
2572015.02.02 00:10modify860.100.775800.763800.77880
2582015.02.02 03:15t/p860.100.778800.763800.7788030.002080.00
2592015.02.09 00:10sell870.100.776330.000000.00000
2602015.02.09 00:10modify870.100.776330.788330.77333
2612015.02.11 13:31t/p870.100.773330.788330.7733330.002110.00
2622015.02.23 00:10sell880.100.784540.000000.00000
2632015.02.23 00:10modify880.100.784540.796540.78154
2642015.02.23 09:29t/p880.100.781540.796540.7815430.002140.00
2652015.03.02 00:10buy890.100.780870.000000.00000
2662015.03.02 00:10modify890.100.780870.768870.78387
2672015.03.03 05:30t/p890.100.783870.768870.7838730.002170.00
2682015.03.08 23:10buy900.100.771080.000000.00000
2692015.03.08 23:10modify900.100.771080.759080.77408
2702015.03.11 06:14s/l900.100.759080.759080.77408-120.002050.00
2712015.03.15 23:10buy910.100.762800.000000.00000
2722015.03.15 23:10modify910.100.762800.750800.76580
2732015.03.16 03:34t/p910.100.765800.750800.7658030.002080.00
2742015.03.22 23:10sell920.100.778820.000000.00000
2752015.03.22 23:10modify920.100.778820.790820.77582
2762015.03.24 12:57s/l920.100.790820.790820.77582-120.001960.00
2772015.04.06 00:10buy930.100.764290.000000.00000
2782015.04.06 00:10modify930.100.764290.752290.76729
2792015.04.07 07:29t/p930.100.767290.752290.7672930.001990.00
2802015.04.13 00:10sell940.100.766950.000000.00000
2812015.04.13 00:10modify940.100.766950.778950.76395
2822015.04.13 05:06t/p940.100.763950.778950.7639530.002020.00
2832015.04.20 00:10sell950.100.781670.000000.00000
2842015.04.20 00:10modify950.100.781670.793670.77867
2852015.04.20 12:25t/p950.100.778670.793670.7786730.002050.00
2862015.05.11 00:10sell960.100.791880.000000.00000
2872015.05.11 00:10modify960.100.791880.803880.78888
2882015.05.11 06:10t/p960.100.788880.803880.7888830.002080.00
2892015.05.18 00:10sell970.100.803790.000000.00000
2902015.05.18 00:10modify970.100.803790.815790.80079
2912015.05.18 10:08t/p970.100.800790.815790.8007930.002110.00
2922015.05.25 00:10buy980.100.783320.000000.00000
2932015.05.25 00:10modify980.100.783320.771320.78632
2942015.05.27 14:29s/l980.100.771320.771320.78632-120.001990.00
2952015.06.01 00:10buy990.100.764560.000000.00000
2962015.06.01 00:10modify990.100.764560.752560.76756
2972015.06.02 07:48t/p990.100.767560.752560.7675630.002020.00
2982015.06.15 00:10sell1000.100.774560.000000.00000
2992015.06.15 00:10modify1000.100.774560.786560.77156
3002015.06.15 04:47t/p1000.100.771560.786560.7715630.002050.00
3012015.06.29 00:10buy1010.100.762830.000000.00000
3022015.06.29 00:10modify1010.100.762830.750830.76583
3032015.06.29 05:09t/p1010.100.765830.750830.7658330.002080.00
3042015.07.06 00:10buy1020.100.747940.000000.00000
3052015.07.06 00:10modify1020.100.747940.735940.75094
3062015.07.06 02:23t/p1020.100.750940.735940.7509430.002110.00
3072015.07.13 00:10buy1030.100.742480.000000.00000
3082015.07.13 00:10modify1030.100.742480.730480.74548
3092015.07.13 06:10t/p1030.100.745480.730480.7454830.002140.00
3102015.07.20 00:10buy1040.100.738220.000000.00000
3112015.07.20 00:10modify1040.100.738220.726220.74122
3122015.07.21 17:05t/p1040.100.741220.726220.7412230.002170.00