Strategy Tester Report
MindTheGap Light v1.10
(Build 765)

СимволGBPUSD (British Pound vs US Dollar)
Период5 Минут (M5) 2012.11.01 00:00 - 2015.08.25 23:59 (2013.01.01 - 2015.08.25)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Настройки сигнала===="; UseAllGaps=false; MaxGap=450; MinGap=5; CandlesToWait=28; MinExitTP=0.3; ExitInLoss=true; CCIPeriod=14; WPRPeriod=18; CCIEnterLevel=100; CCIExitLevel=120; WPREnterLevel=20; WPRExitLevel=20; Settings02="====Настройки ММ===="; SL=60; TP=100; MinTP=0.6; MaxTP=1.8; FixLot=0.1; Risk=3; Settings03="====Настройки ММ===="; Allow_Second_Open_Trade=false; Distance=12; Lot_Factor=0.5; Settings04="====Прочие настройки===="; Slippage=1; Magic=0; MaxSpread=6; NumOfTry=3; SleepTime=4; SleepMaximum=25; UseMedianSpread=false; ECNAccount=true; Settings05="====Трал===="; TrailingFromBE=true; TralOnPips=false; TrailingStop=6; Settings06="====БУ===="; UseBE=false; BELevel=20; BEPlusPips=10;
Баров в истории210082Смоделировано тиков53281464Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (19)
Чистая прибыль899.80Общая прибыль931.60Общий убыток-31.80
Прибыльность29.30Матожидание выигрыша15.51
Абсолютная просадка5.80Максимальная просадка81.60 (0.80%)Относительная просадка0.80% (81.60)
Всего сделок58Короткие позиции (% выигравших)25 (76.00%)Длинные позиции (% выигравших)33 (93.94%)
Прибыльные сделки (% от всех)50 (86.21%)Убыточные сделки (% от всех)8 (13.79%)
Самая большаяприбыльная сделка100.00убыточная сделка-14.10
Среднийприбыльная сделка18.63убыточная сделка-3.97
Максимальное количествонепрерывных выигрышей (прибыль)16 (152.80)непрерывных проигрышей (убыток)2 (-15.20)
Максимальнаянепрерывная прибыль (число выигрышей)382.19 (10)непрерывный убыток (число проигрышей)-15.20 (2)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.21 00:05buy10.101.584820.000000.00000
22013.01.21 00:05modify10.101.584821.578821.59482
32013.01.21 01:05close10.101.585251.578821.594824.3010004.30
42013.01.28 00:05buy20.101.576710.000000.00000
52013.01.28 00:05modify20.101.576711.570711.58671
62013.01.28 01:00close20.101.578281.570711.5867115.7010020.00
72013.02.25 00:05buy30.101.508250.000000.00000
82013.02.25 00:05modify30.101.508251.502251.51825
92013.02.25 02:07close30.101.512201.502251.5182539.5010059.50
102013.04.29 00:05sell40.101.548490.000000.00000
112013.04.29 00:05modify40.101.548491.554491.53849
122013.04.29 01:30close40.101.547901.554491.538495.9010065.40
132013.05.13 00:10buy50.101.535570.000000.00000
142013.05.13 00:10modify50.101.535571.529571.54557
152013.05.13 01:10close50.101.535581.529571.545570.1010065.50
162013.05.20 00:13sell60.101.519030.000000.00000
172013.05.20 00:13modify60.101.519031.525031.50903
182013.05.20 01:23close60.101.518321.525031.509037.1010072.60
192013.05.20 01:56buy70.101.517660.000000.00000
202013.05.20 01:56modify70.101.517661.511661.52766
212013.05.20 22:13t/p70.101.527661.511661.52766100.0010172.60
222013.06.10 00:05buy80.101.552630.000000.00000
232013.06.10 00:05modify80.101.552631.546631.56263
242013.06.11 17:20t/p80.101.562631.546631.5626399.8110272.41
252013.06.17 01:36sell90.101.571630.000000.00000
262013.06.17 01:36modify90.101.571631.577631.56163
272013.06.18 14:06t/p90.101.561631.577631.5616399.4810371.89
282013.06.24 00:06buy100.101.538510.000000.00000
292013.06.24 00:06modify100.101.538511.532511.54851
302013.06.24 01:14close100.101.539541.532511.5485110.3010382.19
312013.07.08 00:05buy110.101.488170.000000.00000
322013.07.08 00:05modify110.101.488171.482171.49817
332013.07.08 01:15close110.101.487891.482171.49817-2.8010379.39
342013.07.15 00:05sell120.101.511820.000000.00000
352013.07.15 00:05modify120.101.511821.517821.50182
362013.07.15 00:46close120.101.510741.517821.5018210.8010390.19
372013.08.12 00:05buy130.101.549390.000000.00000
382013.08.12 00:05modify130.101.549391.543391.55939
392013.08.12 00:11close130.101.550801.543391.5593914.1010404.29
402013.09.02 00:05sell140.101.553000.000000.00000
412013.09.02 00:05modify140.101.553001.559001.54300
422013.09.02 01:20close140.101.551701.559001.5430013.0010417.29
432013.09.09 00:05buy150.101.561930.000000.00000
442013.09.09 00:05modify150.101.561931.555931.57193
452013.09.09 00:13close150.101.563491.555931.5719315.6010432.89
462013.09.16 00:05sell stop160.101.593401.599401.58388
472013.09.16 00:05sell170.101.593850.000000.00000
482013.09.16 00:05modify170.101.593851.599851.58385
492013.09.16 00:05delete160.101.593401.599401.58388
502013.09.16 02:43close170.101.593961.599851.58385-1.1010431.79
512013.10.07 00:41sell180.101.602090.000000.00000
522013.10.07 00:41modify180.101.602091.608091.59209
532013.10.07 02:53close180.101.603501.608091.59209-14.1010417.69
542013.10.14 00:05sell190.101.597040.000000.00000
552013.10.14 00:05modify190.101.597041.603041.58704
562013.10.14 01:10close190.101.596751.603041.587042.9010420.59
572013.11.11 00:05buy200.101.600350.000000.00000
582013.11.11 00:05modify200.101.600351.594351.61035
592013.11.11 02:03close200.101.600521.594351.610351.7010422.29
602014.01.06 00:06buy210.101.640390.000000.00000
612014.01.06 00:06modify210.101.640391.634391.65039
622014.01.06 01:47close210.101.641471.634391.6503910.8010433.09
632014.01.27 01:36sell220.101.648180.000000.00000
642014.01.27 01:36modify220.101.648181.654181.63818
652014.01.27 02:50close220.101.648321.654181.63818-1.4010431.69
662014.02.03 00:05buy230.101.642380.000000.00000
672014.02.03 00:05modify230.101.642381.636381.65238
682014.02.03 01:25close230.101.643241.636381.652388.6010440.29
692014.02.10 02:25buy240.101.640960.000000.00000
702014.02.10 02:25modify240.101.640961.634961.65096
712014.02.12 12:30t/p240.101.650961.634961.6509699.6110539.90
722014.02.17 00:05sell250.101.676700.000000.00000
732014.02.17 00:05modify250.101.676701.682701.66670
742014.02.17 01:15close250.101.675751.682701.666709.5010549.40
752014.03.03 01:52buy260.101.673000.000000.00000
762014.03.03 01:52modify260.101.673001.667001.68300
772014.03.03 02:18close260.101.673631.667001.683006.3010555.70
782014.06.16 00:06sell270.101.697280.000000.00000
792014.06.16 00:06modify270.101.697281.703281.68728
802014.06.16 01:56close270.101.697501.703281.68728-2.2010553.50
812014.07.07 00:05sell280.101.716500.000000.00000
822014.07.07 00:05modify280.101.716501.722501.70650
832014.07.07 01:09close280.101.716261.722501.706502.4010555.90
842014.07.21 00:40buy290.101.708140.000000.00000
852014.07.21 00:40modify290.101.708141.702141.71814
862014.07.21 01:43close290.101.708761.702141.718146.2010562.10
872014.08.18 00:27sell300.101.672450.000000.00000
882014.08.18 00:27modify300.101.672451.678451.66245
892014.08.18 01:29close300.101.671951.678451.662455.0010567.10
902014.08.25 00:05buy310.101.654840.000000.00000
912014.08.25 00:05modify310.101.654841.648841.66484
922014.08.25 02:04close310.101.654851.648841.664840.1010567.20
932014.09.08 00:05buy320.101.618660.000000.00000
942014.09.08 00:05modify320.101.618661.612661.62866
952014.09.08 01:05close320.101.618941.612661.628662.8010570.00
962014.09.15 00:05sell330.101.627390.000000.00000
972014.09.15 00:05modify330.101.627391.633391.61739
982014.09.15 01:11close330.101.626821.633391.617395.7010575.70
992014.09.22 00:05sell stop340.101.630571.636571.62726
1002014.09.22 00:05sell350.101.632120.000000.00000
1012014.09.22 00:05modify350.101.632121.638121.62212
1022014.09.22 00:05delete340.101.630571.636571.62726
1032014.09.22 00:39close350.101.629321.638121.6221228.0010603.70
1042014.09.29 01:29sell360.101.624810.000000.00000
1052014.09.29 01:29modify360.101.624811.630811.61481
1062014.09.29 01:59close360.101.623781.630811.6148110.3010614.00
1072014.10.20 00:05sell370.101.610380.000000.00000
1082014.10.20 00:05modify370.101.610381.616381.60038
1092014.10.20 01:08close370.101.609091.616381.6003812.9010626.90
1102014.11.03 00:05buy380.101.597180.000000.00000
1112014.11.03 00:05modify380.101.597181.591181.60718
1122014.11.03 02:04close380.101.597561.591181.607183.8010630.70
1132014.11.10 00:09sell390.101.588180.000000.00000
1142014.11.10 00:09modify390.101.588181.594181.57818
1152014.11.10 02:00close390.101.588251.594181.57818-0.7010630.00
1162014.11.17 00:05sell400.101.568450.000000.00000
1172014.11.17 00:05modify400.101.568451.574451.55845
1182014.11.17 00:26close400.101.566641.574451.5584518.1010648.10
1192014.11.24 00:05buy410.101.564300.000000.00000
1202014.11.24 00:05modify410.101.564301.558301.57430
1212014.11.24 01:05close410.101.565141.558301.574308.4010656.50
1222014.12.08 00:10buy420.101.557420.000000.00000
1232014.12.08 00:10modify420.101.557421.551421.56742
1242014.12.08 01:50close420.101.557051.551421.56742-3.7010652.80
1252015.01.05 00:05buy stop430.101.530021.524021.53452
1262015.01.05 00:05buy440.101.518480.000000.00000
1272015.01.05 00:05modify440.101.518481.512481.52848
1282015.01.05 00:05delete430.101.530021.524021.53452
1292015.01.05 01:00t/p440.101.528481.512481.52848100.0010752.80
1302015.01.12 00:17sell450.101.517240.000000.00000
1312015.01.12 00:17modify450.101.517241.523241.50724
1322015.01.12 02:12close450.101.517821.523241.50724-5.8010747.00
1332015.01.19 00:08buy460.101.513470.000000.00000
1342015.01.19 00:08modify460.101.513471.507471.52347
1352015.01.19 01:25close460.101.514081.507471.523476.1010753.10
1362015.01.26 00:05sell470.101.500910.000000.00000
1372015.01.26 00:05modify470.101.500911.506911.49091
1382015.01.26 01:27close470.101.500081.506911.490918.3010761.40
1392015.02.02 00:23sell480.101.508730.000000.00000
1402015.02.02 00:23modify480.101.508731.514731.49873
1412015.02.02 01:08close480.101.508001.514731.498737.3010768.70
1422015.02.09 00:05buy490.101.522460.000000.00000
1432015.02.09 00:05modify490.101.522461.516461.53246
1442015.02.09 01:13close490.101.523591.516461.5324611.3010780.00
1452015.02.16 00:05sell500.101.542180.000000.00000
1462015.02.16 00:05modify500.101.542181.548181.53218
1472015.02.16 01:09close500.101.540591.548181.5321815.9010795.90
1482015.03.02 00:05buy510.101.542240.000000.00000
1492015.03.02 00:05modify510.101.542241.536241.55224
1502015.03.02 01:03close510.101.542801.536241.552245.6010801.50
1512015.04.13 00:05buy520.101.462310.000000.00000
1522015.04.13 00:05modify520.101.462311.456311.47231
1532015.04.13 01:00close520.101.463161.456311.472318.5010810.00
1542015.04.27 00:05buy530.101.517670.000000.00000
1552015.04.27 00:05modify530.101.517671.511671.52767
1562015.04.27 02:45close530.101.518061.511671.527673.9010813.90
1572015.05.18 00:05sell540.101.574230.000000.00000
1582015.05.18 00:05modify540.101.574231.580231.56423
1592015.05.18 00:58close540.101.572531.580231.5642317.0010830.90
1602015.05.25 00:05buy550.101.547150.000000.00000
1612015.05.25 00:05modify550.101.547151.541151.55715
1622015.05.25 01:25close550.101.548081.541151.557159.3010840.20
1632015.06.15 00:05buy560.101.554980.000000.00000
1642015.06.15 00:05modify560.101.554981.548981.56498
1652015.06.15 01:35close560.101.556201.548981.5649812.2010852.40
1662015.06.29 00:05buy570.101.569870.000000.00000
1672015.06.29 00:05modify570.101.569871.563871.57987
1682015.06.29 01:17close570.101.569881.563871.579870.1010852.50
1692015.07.06 00:05buy580.101.554380.000000.00000
1702015.07.06 00:05modify580.101.554381.548381.56438
1712015.07.06 01:05close580.101.555611.548381.5643812.3010864.80
1722015.07.20 00:05buy590.101.558910.000000.00000
1732015.07.20 00:05modify590.101.558911.552911.56891
1742015.07.20 01:13close590.101.560671.552911.5689117.6010882.40
1752015.08.03 00:05sell600.101.562920.000000.00000
1762015.08.03 00:05modify600.101.562921.568921.55292
1772015.08.03 01:16close600.101.562161.568921.552927.6010890.00
1782015.08.24 00:05buy610.101.568070.000000.00000
1792015.08.24 00:05modify610.101.568071.562071.57807
1802015.08.24 00:52close610.101.569051.562071.578079.8010899.80