Strategy Tester Report
0ll_e_Va-Bank_52
(Build 625)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Час (H1) 2012.11.01 00:00 - 2015.07.27 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=1350; TakeProfit=525; В_Х_О_Д="=============================================="; MinWeekBar=900; 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=30; Технические="-------------------"; Slippage=20; Magic=1111; Comm="exp_VB51";
Баров в истории17010Смоделировано тиков51450969Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (50)
Чистая прибыль1586.35Общая прибыль3346.47Общий убыток-1760.12
Прибыльность1.90Матожидание выигрыша20.60
Абсолютная просадка79.74Максимальная просадка386.48 (15.22%)Относительная просадка23.85% (297.87)
Всего сделок77Короткие позиции (% выигравших)42 (85.71%)Длинные позиции (% выигравших)35 (80.00%)
Прибыльные сделки (% от всех)64 (83.12%)Убыточные сделки (% от всех)13 (16.88%)
Самая большаяприбыльная сделка52.64убыточная сделка-137.77
Средняяприбыльная сделка52.29убыточная сделка-135.39
Максимальное количествонепрерывных выигрышей (прибыль)16 (833.50)непрерывных проигрышей (убыток)1 (-137.77)
Максимальнаянепрерывная прибыль (число выигрышей)833.50 (16)непрерывный убыток (число проигрышей)-137.77 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.11.12 00:10buy10.101.590650.000000.00000
22012.11.12 00:10modify10.101.590651.577151.59590
32012.11.22 01:14t/p10.101.595901.577151.5959052.641052.64
42012.11.26 00:10sell20.101.602530.000000.00000
52012.11.26 00:10modify20.101.602531.616031.59728
62012.11.28 14:58t/p20.101.597281.616031.5972852.101104.75
72012.12.17 00:10sell30.101.617900.000000.00000
82012.12.17 00:10modify30.101.617901.631401.61265
92012.12.24 17:59t/p30.101.612651.631401.6126551.111155.86
102013.01.07 00:10buy40.101.606900.000000.00000
112013.01.07 00:10modify40.101.606901.593401.61215
122013.01.08 00:45t/p40.101.612151.593401.6121552.511208.37
132013.01.21 00:10buy50.101.585210.000000.00000
142013.01.21 00:10modify50.101.585211.571711.59046
152013.01.28 09:52s/l50.101.571711.571711.59046-134.921073.46
162013.02.11 00:14sell60.101.579240.000000.00000
172013.02.11 00:14modify60.101.579241.592741.57399
182013.02.11 11:04t/p60.101.573991.592741.5739952.501125.96
192013.02.18 00:10buy70.101.550940.000000.00000
202013.02.18 00:10modify70.101.550941.537441.55619
212013.02.20 11:30s/l70.101.537441.537441.55619-134.98990.98
222013.02.25 00:10buy80.101.508100.000000.00000
232013.02.25 00:10modify80.101.508101.494601.51335
242013.02.25 02:18t/p80.101.513351.494601.5133552.501043.48
252013.03.10 23:10buy90.101.492090.000000.00000
262013.03.10 23:10modify90.101.492091.478591.49734
272013.03.13 12:31t/p90.101.497341.478591.4973452.541096.02
282013.03.17 23:10sell100.101.512630.000000.00000
292013.03.17 23:10modify100.101.512631.526131.50738
302013.03.20 10:38t/p100.101.507381.526131.5073851.911147.92
312013.03.24 23:10sell110.101.523050.000000.00000
322013.03.24 23:10modify110.101.523051.536551.51780
332013.03.25 16:12t/p110.101.517801.536551.5178052.301200.23
342013.04.08 00:10sell120.101.532540.000000.00000
352013.04.08 00:10modify120.101.532541.546041.52729
362013.04.08 18:15t/p120.101.527291.546041.5272952.501252.73
372013.04.22 00:10buy130.101.523490.000000.00000
382013.04.22 00:10modify130.101.523491.509991.52874
392013.04.22 22:11t/p130.101.528741.509991.5287452.501305.23
402013.04.29 00:10sell140.101.548800.000000.00000
412013.04.29 00:10modify140.101.548801.562301.54355
422013.05.09 21:59t/p140.101.543551.562301.5435550.121355.35
432013.05.13 00:10buy150.101.535880.000000.00000
442013.05.13 00:10modify150.101.535881.522381.54113
452013.05.14 21:32s/l150.101.522381.522381.54113-134.991220.36
462013.05.20 00:10buy160.101.518990.000000.00000
472013.05.20 00:10modify160.101.518991.505491.52424
482013.05.20 19:32t/p160.101.524241.505491.5242452.501272.86
492013.06.10 00:10sell170.101.552130.000000.00000
502013.06.10 00:10modify170.101.552131.565631.54688
512013.06.11 22:59s/l170.101.565631.565631.54688-135.201137.66
522013.06.17 00:10sell180.101.571530.000000.00000
532013.06.17 00:10modify180.101.571531.585031.56628
542013.06.18 12:12t/p180.101.566281.585031.5662852.301189.97
552013.06.24 00:10buy190.101.539630.000000.00000
562013.06.24 00:10modify190.101.539631.526131.54488
572013.06.24 21:04t/p190.101.544881.526131.5448852.501242.47
582013.07.01 00:10buy200.101.520660.000000.00000
592013.07.01 00:10modify200.101.520661.507161.52591
602013.07.03 14:15t/p200.101.525911.507161.5259152.521294.99
612013.07.08 00:10buy210.101.488490.000000.00000
622013.07.08 00:10modify210.101.488491.474991.49374
632013.07.08 16:31t/p210.101.493741.474991.4937452.501347.49
642013.07.15 00:10sell220.101.510940.000000.00000
652013.07.15 00:10modify220.101.510941.524441.50569
662013.07.15 11:37t/p220.101.505691.524441.5056952.501399.99
672013.07.22 00:12sell230.101.526700.000000.00000
682013.07.22 00:12modify230.101.526701.540201.52145
692013.07.25 22:32s/l230.101.540201.540201.52145-135.991264.00
702013.07.29 00:10sell240.101.537670.000000.00000
712013.07.29 00:10modify240.101.537671.551171.53242
722013.07.30 06:27t/p240.101.532421.551171.5324252.301316.30
732013.08.12 00:10sell250.101.550840.000000.00000
742013.08.12 00:10modify250.101.550841.564341.54559
752013.08.13 03:30t/p250.101.545591.564341.5455952.301368.60
762013.08.19 00:10sell260.101.562060.000000.00000
772013.08.19 00:10modify260.101.562061.575561.55681
782013.08.22 13:24t/p260.101.556811.575561.5568151.511420.11
792013.09.09 00:10sell270.101.562570.000000.00000
802013.09.09 00:10modify270.101.562571.576071.55732
812013.09.11 11:27s/l270.101.576071.576071.55732-135.401284.72
822013.09.16 00:10sell280.101.594590.000000.00000
832013.09.16 00:10modify280.101.594591.608091.58934
842013.09.17 05:08t/p280.101.589341.608091.5893452.301337.02
852013.09.30 00:10sell290.101.614230.000000.00000
862013.09.30 00:10modify290.101.614231.627731.60898
872013.10.04 12:41t/p290.101.608981.627731.6089851.311388.33
882013.10.07 00:10buy300.101.602250.000000.00000
892013.10.07 00:10modify300.101.602251.588751.60750
902013.10.07 14:16t/p300.101.607501.588751.6075052.501440.83
912013.10.21 00:10sell310.101.616810.000000.00000
922013.10.21 00:10modify310.101.616811.630311.61156
932013.10.29 02:28t/p310.101.611561.630311.6115650.921491.75
942013.11.04 00:10buy320.101.593210.000000.00000
952013.11.04 00:10modify320.101.593211.579711.59846
962013.11.05 11:28t/p320.101.598461.579711.5984652.511544.26
972013.11.11 00:10sell330.101.600760.000000.00000
982013.11.11 00:10modify330.101.600761.614261.59551
992013.11.12 09:53t/p330.101.595511.614261.5955152.301596.56
1002013.11.18 00:10sell340.101.612270.000000.00000
1012013.11.18 00:10modify340.101.612271.625771.60702
1022013.11.19 13:20t/p340.101.607021.625771.6070252.301648.86
1032013.11.25 00:10sell350.101.622440.000000.00000
1042013.11.25 00:10modify350.101.622441.635941.61719
1052013.11.25 15:58t/p350.101.617191.635941.6171952.501701.36
1062013.12.02 00:10sell360.101.637060.000000.00000
1072013.12.02 00:10modify360.101.637061.650561.63181
1082013.12.05 15:30t/p360.101.631811.650561.6318151.511752.87
1092013.12.30 00:10sell370.101.648290.000000.00000
1102013.12.30 00:10modify370.101.648291.661791.64304
1112014.01.02 16:59t/p370.101.643041.661791.6430451.511804.38
1122014.02.17 00:10sell380.101.676000.000000.00000
1132014.02.17 00:10modify380.101.676001.689501.67075
1142014.02.17 19:03t/p380.101.670751.689501.6707552.501856.88
1152014.02.24 00:10buy390.101.663800.000000.00000
1162014.02.24 00:10modify390.101.663801.650301.66905
1172014.02.25 12:00t/p390.101.669051.650301.6690552.511909.40
1182014.03.03 00:10sell400.101.672610.000000.00000
1192014.03.03 00:10modify400.101.672611.686111.66736
1202014.03.03 19:59t/p400.101.667361.686111.6673652.501961.90
1212014.03.23 23:10buy410.101.647890.000000.00000
1222014.03.23 23:10modify410.101.647891.634391.65314
1232014.03.24 19:59t/p410.101.653141.634391.6531452.512014.41
1242014.03.31 00:10sell420.101.664420.000000.00000
1252014.03.31 00:10modify420.101.664421.677921.65917
1262014.04.03 13:27t/p420.101.659171.677921.6591751.512065.92
1272014.04.14 00:10sell430.101.673410.000000.00000
1282014.04.14 00:10modify430.101.673411.686911.66816
1292014.04.15 11:29t/p430.101.668161.686911.6681652.302118.22
1302014.06.16 00:10sell440.101.697090.000000.00000
1312014.06.16 00:10modify440.101.697091.710591.69184
1322014.06.30 18:00s/l440.101.710591.710591.69184-137.771980.45
1332014.07.07 00:10sell450.101.716350.000000.00000
1342014.07.07 00:10modify450.101.716351.729851.71110
1352014.07.08 11:30t/p450.101.711101.729851.7111052.302032.75
1362014.07.28 00:10buy460.101.698170.000000.00000
1372014.07.28 00:10modify460.101.698171.684671.70342
1382014.08.01 11:30s/l460.101.684671.684671.70342-134.931897.82
1392014.08.04 00:11buy470.101.683380.000000.00000
1402014.08.04 00:11modify470.101.683381.669881.68863
1412014.08.05 11:34t/p470.101.688631.669881.6886352.511950.33
1422014.08.25 00:10buy480.101.655440.000000.00000
1432014.08.25 00:10modify480.101.655441.641941.66069
1442014.08.28 11:27t/p480.101.660691.641941.6606952.562002.89
1452014.09.08 00:10buy490.101.618010.000000.00000
1462014.09.08 00:10modify490.101.618011.604511.62326
1472014.09.11 10:57t/p490.101.623261.604511.6232652.562055.45
1482014.09.15 00:10sell500.101.626700.000000.00000
1492014.09.15 00:10modify500.101.626701.640201.62145
1502014.09.16 09:18t/p500.101.621451.640201.6214552.302107.76
1512014.10.06 00:10buy510.101.597230.000000.00000
1522014.10.06 00:10modify510.101.597231.583731.60248
1532014.10.06 18:56t/p510.101.602481.583731.6024852.502160.26
1542014.10.13 00:10sell520.101.606710.000000.00000
1552014.10.13 00:10modify520.101.606711.620211.60146
1562014.10.14 11:30t/p520.101.601461.620211.6014652.302212.56
1572014.11.10 00:10buy530.101.588420.000000.00000
1582014.11.10 00:10modify530.101.588421.574921.59367
1592014.11.11 21:05t/p530.101.593671.574921.5936752.512265.07
1602014.11.17 00:10buy540.101.568280.000000.00000
1612014.11.17 00:10modify540.101.568281.554781.57353
1622014.11.20 16:45t/p540.101.573531.554781.5735352.562317.63
1632014.12.15 00:10sell550.101.571890.000000.00000
1642014.12.15 00:10modify550.101.571891.585391.56664
1652014.12.15 12:51t/p550.101.566641.585391.5666452.502370.13
1662014.12.22 00:10buy560.101.563130.000000.00000
1672014.12.22 00:10modify560.101.563131.549631.56838
1682014.12.23 16:01s/l560.101.549631.549631.56838-134.992235.14
1692015.01.05 00:10buy570.101.521510.000000.00000
1702015.01.05 00:10modify570.101.521511.508011.52676
1712015.01.05 00:40t/p570.101.526761.508011.5267652.502287.64
1722015.01.12 00:10buy580.101.517470.000000.00000
1732015.01.12 00:10modify580.101.517471.503971.52272
1742015.01.14 15:31t/p580.101.522721.503971.5227252.522340.17
1752015.01.26 00:10buy590.101.501210.000000.00000
1762015.01.26 00:10modify590.101.501211.487711.50646
1772015.01.26 17:15t/p590.101.506461.487711.5064652.502392.67
1782015.02.09 00:10sell600.101.523400.000000.00000
1792015.02.09 00:10modify600.101.523401.536901.51815
1802015.02.12 14:13s/l600.101.536901.536901.51815-135.992256.68
1812015.02.16 00:10sell610.101.541450.000000.00000
1822015.02.16 00:10modify610.101.541451.554951.53620
1832015.02.16 19:02t/p610.101.536201.554951.5362052.502309.18
1842015.03.08 23:10buy620.101.504100.000000.00000
1852015.03.08 23:10modify620.101.504101.490601.50935
1862015.03.09 10:25t/p620.101.509351.490601.5093552.512361.69
1872015.03.15 23:10buy630.101.474000.000000.00000
1882015.03.15 23:10modify630.101.474001.460501.47925
1892015.03.16 10:59t/p630.101.479251.460501.4792552.512414.20
1902015.03.22 23:10sell640.101.496980.000000.00000
1912015.03.22 23:10modify640.101.496981.510481.49173
1922015.03.23 08:57t/p640.101.491731.510481.4917352.302466.50
1932015.03.30 00:10buy650.101.489270.000000.00000
1942015.03.30 00:10modify650.101.489271.475771.49452
1952015.03.30 16:12s/l650.101.475771.475771.49452-135.002331.50
1962015.04.13 00:10buy660.101.463070.000000.00000
1972015.04.13 00:10modify660.101.463071.449571.46832
1982015.04.14 03:53t/p660.101.468321.449571.4683252.512384.01
1992015.04.20 00:10sell670.101.495590.000000.00000
2002015.04.20 00:10modify670.101.495591.509091.49034
2012015.04.20 15:15t/p670.101.490341.509091.4903452.502436.51
2022015.04.27 00:10sell680.101.517720.000000.00000
2032015.04.27 00:10modify680.101.517721.531221.51247
2042015.04.27 14:21t/p680.101.512471.531221.5124752.502489.01
2052015.05.11 00:10sell690.101.544730.000000.00000
2062015.05.11 00:10modify690.101.544731.558231.53948
2072015.05.11 17:52s/l690.101.558231.558231.53948-135.002354.01
2082015.05.18 00:10sell700.101.572920.000000.00000
2092015.05.18 00:10modify700.101.572921.586421.56767
2102015.05.18 10:18t/p700.101.567671.586421.5676752.502406.51
2112015.05.25 00:10buy710.101.547640.000000.00000
2122015.05.25 00:10modify710.101.547641.534141.55289
2132015.05.27 15:37s/l710.101.534141.534141.55289-134.982271.54
2142015.06.01 00:10buy720.101.528940.000000.00000
2152015.06.01 00:10modify720.101.528941.515441.53419
2162015.06.02 17:02t/p720.101.534191.515441.5341952.512324.05
2172015.06.15 00:10sell730.101.554770.000000.00000
2182015.06.15 00:10modify730.101.554771.568271.54952
2192015.06.15 13:31t/p730.101.549521.568271.5495252.502376.55
2202015.06.22 00:10sell740.101.587290.000000.00000
2212015.06.22 00:10modify740.101.587291.600791.58204
2222015.06.22 13:59t/p740.101.582041.600791.5820452.502429.05
2232015.06.29 00:10buy750.101.569190.000000.00000
2242015.06.29 00:10modify750.101.569191.555691.57444
2252015.06.29 09:29t/p750.101.574441.555691.5744452.502481.55
2262015.07.06 00:10buy760.101.554880.000000.00000
2272015.07.06 00:10modify760.101.554881.541381.56013
2282015.07.06 17:48t/p760.101.560131.541381.5601352.502534.05
2292015.07.20 00:11sell770.101.559190.000000.00000
2302015.07.20 00:11modify770.101.559191.572691.55394
2312015.07.21 13:10t/p770.101.553941.572691.5539452.302586.35