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

СимволUSDCHF (US Dollar vs Swiss Franc)
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=200; MinGap=2; CandlesToWait=36; MinExitTP=0.4; ExitInLoss=true; CCIPeriod=20; WPRPeriod=14; CCIEnterLevel=200; CCIExitLevel=200; WPREnterLevel=40; WPRExitLevel=30; Settings02="====Настройки ММ===="; SL=45; TP=60; MinTP=1; 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=8; Settings06="====БУ===="; UseBE=true; BELevel=15; BEPlusPips=10;
Баров в истории210142Смоделировано тиков42220622Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (36)
Чистая прибыль563.66Общая прибыль668.92Общий убыток-105.26
Прибыльность6.35Матожидание выигрыша9.09
Абсолютная просадка8.10Максимальная просадка80.27 (0.76%)Относительная просадка0.77% (79.48)
Всего сделок62Короткие позиции (% выигравших)28 (57.14%)Длинные позиции (% выигравших)34 (82.35%)
Прибыльные сделки (% от всех)44 (70.97%)Убыточные сделки (% от всех)18 (29.03%)
Самая большаяприбыльная сделка67.79убыточная сделка-43.82
Среднийприбыльная сделка15.20убыточная сделка-5.85
Максимальное количествонепрерывных выигрышей (прибыль)7 (281.16)непрерывных проигрышей (убыток)2 (-2.17)
Максимальнаянепрерывная прибыль (число выигрышей)281.16 (7)непрерывный убыток (число проигрышей)-43.82 (1)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.14 00:05buy10.100.913020.000000.00000
22013.01.14 00:05modify10.100.913020.908520.91902
32013.01.14 00:31close10.100.913200.908520.919021.9710001.97
42013.02.11 00:15sell20.100.917620.000000.00000
52013.02.11 00:15modify20.100.917620.922120.91162
62013.02.11 01:15close20.100.917640.922120.91162-0.2210001.75
72013.02.18 00:05sell30.100.922480.000000.00000
82013.02.18 00:05modify30.100.922480.926980.91648
92013.02.18 01:20close30.100.922660.926980.91648-1.959999.80
102013.02.25 00:05buy40.100.929560.000000.00000
112013.02.25 00:05modify40.100.929560.925060.93556
122013.02.25 00:19close40.100.930290.925060.935567.8510007.65
132013.04.22 00:05buy50.100.932430.000000.00000
142013.04.22 00:05modify50.100.932430.927930.93843
152013.04.22 01:05close50.100.932640.927930.938432.2510009.90
162013.04.29 00:05buy60.100.941170.000000.00000
172013.04.29 00:05modify60.100.941170.936670.94717
182013.04.29 01:11close60.100.941440.936670.947172.8710012.77
192013.05.13 02:03sell70.100.958920.000000.00000
202013.05.13 02:03modify70.100.958920.963420.95292
212013.05.14 03:48t/p70.100.952920.963420.9529262.6910075.46
222013.05.20 00:05buy80.100.970850.000000.00000
232013.05.20 00:05modify80.100.970850.966350.97685
242013.05.20 01:22close80.100.971010.966350.976851.6510077.11
252013.05.20 01:29sell stop90.100.971010.975510.96941
262013.05.20 01:44sell90.100.971010.975510.96941
272013.05.20 02:37close90.100.971120.975510.96941-1.1310075.98
282013.06.24 00:05sell100.100.936020.000000.00000
292013.06.24 00:05modify100.100.936020.940520.93002
302013.06.24 01:07close100.100.935840.940520.930021.9210077.90
312013.07.01 00:05sell110.100.945630.000000.00000
322013.07.01 00:05modify110.100.945630.950130.93963
332013.07.01 00:36close110.100.944680.950130.9396310.0610087.96
342013.07.08 00:05sell120.100.965120.000000.00000
352013.07.08 00:05modify120.100.965120.969620.95912
362013.07.08 01:12close120.100.965700.969620.95912-6.0110081.95
372013.07.15 00:07buy130.100.945410.000000.00000
382013.07.15 00:07modify130.100.945410.940910.95141
392013.07.15 00:20close130.100.945980.940910.951416.0310087.98
402013.08.12 00:05sell140.100.923640.000000.00000
412013.08.12 00:05modify140.100.923640.928140.91764
422013.08.12 00:16close140.100.922640.928140.9176410.8410098.82
432013.09.02 00:05sell150.100.931460.000000.00000
442013.09.02 00:05modify150.100.931460.935960.92546
452013.09.02 01:09close150.100.931470.935960.92546-0.1110098.71
462013.09.09 00:05sell160.100.938840.000000.00000
472013.09.09 00:05modify160.100.938840.943340.93284
482013.09.09 00:14close160.100.938010.943340.932848.8510107.56
492013.09.16 00:05buy170.100.923880.000000.00000
502013.09.16 00:05modify170.100.923880.919380.92988
512013.09.16 01:06close170.100.924490.919380.929886.6010114.16
522013.09.23 00:05buy180.100.908890.000000.00000
532013.09.23 00:05modify180.100.908890.904390.91489
542013.09.23 01:06close180.100.909800.904390.9148910.0010124.16
552013.10.07 00:06buy190.100.906880.000000.00000
562013.10.07 00:06modify190.100.906880.902380.91288
572013.10.07 02:28close190.100.905500.902380.91288-15.2410108.92
582013.10.14 00:05buy200.100.909770.000000.00000
592013.10.14 00:05modify200.100.909770.905270.91577
602013.10.14 01:10close200.100.910150.905270.915774.1810113.10
612013.12.16 00:07sell210.100.890520.000000.00000
622013.12.16 00:07modify210.100.890520.895020.88452
632013.12.16 00:32close210.100.889690.895020.884529.3310122.43
642013.12.30 00:05buy220.100.890850.000000.00000
652013.12.30 00:05modify220.100.890850.886350.89685
662013.12.30 01:11close220.100.891200.886350.896853.9310126.36
672014.01.13 00:05buy230.100.902080.000000.00000
682014.01.13 00:05modify230.100.902080.897580.90808
692014.01.13 01:02close230.100.902350.897580.908082.9910129.35
702014.02.03 01:46sell240.100.906580.000000.00000
712014.02.03 01:46modify240.100.906580.911080.90058
722014.02.06 15:35t/p240.100.900580.911080.9005865.3010194.66
732014.02.17 01:59buy250.100.891930.000000.00000
742014.02.17 01:59modify250.100.891930.887430.89793
752014.02.17 02:08close250.100.891820.887430.89793-1.2310193.43
762014.02.24 01:10buy260.100.887320.000000.00000
772014.02.24 01:10modify260.100.887320.882820.89332
782014.02.24 01:36close260.100.887290.882820.89332-0.3410193.09
792014.03.31 00:05buy270.100.886190.000000.00000
802014.03.31 00:05modify270.100.886190.881690.89219
812014.03.31 00:40close270.100.886510.881690.892193.6110196.70
822014.04.14 00:05sell280.100.877250.000000.00000
832014.04.14 00:05modify280.100.877250.881750.87125
842014.04.14 01:05close280.100.877220.881750.871250.3410197.04
852014.04.28 00:05buy290.100.880940.000000.00000
862014.04.28 00:05modify290.100.880940.876440.88694
872014.04.28 01:05close290.100.880890.876440.88694-0.5710196.47
882014.05.05 00:05buy300.100.877130.000000.00000
892014.05.05 00:05modify300.100.877130.872630.88313
902014.05.05 01:04close300.100.877590.872630.883135.2410201.71
912014.05.12 00:26buy310.100.886350.000000.00000
922014.05.12 00:26modify310.100.886350.881850.89235
932014.05.12 00:26close310.100.886300.881850.89235-0.5610201.15
942014.05.19 02:58buy320.100.892320.000000.00000
952014.05.19 02:58modify320.100.892320.887820.89832
962014.05.26 00:00modify320.100.892320.893320.89832
972014.05.26 00:01close320.100.896250.893320.8983242.4510243.60
982014.05.26 00:05sell330.100.896350.000000.00000
992014.05.26 00:05modify330.100.896350.900850.89035
1002014.05.26 00:47close330.100.895980.900850.890354.1310247.73
1012014.06.02 00:05buy340.100.895190.000000.00000
1022014.06.02 00:05modify340.100.895190.890690.90119
1032014.06.02 01:02close340.100.895440.890690.901192.7910250.52
1042014.07.14 00:05sell350.100.892520.000000.00000
1052014.07.14 00:05modify350.100.892520.897020.88652
1062014.07.14 00:11close350.100.892250.897020.886523.0310253.55
1072014.08.04 00:05buy360.100.905600.000000.00000
1082014.08.04 00:05modify360.100.905600.901100.91160
1092014.08.04 00:42close360.100.905600.901100.911600.0010253.55
1102014.08.25 00:05sell370.100.916930.000000.00000
1112014.08.25 00:05modify370.100.916930.921430.91093
1122014.08.25 01:14close370.100.917280.921430.91093-3.8210249.73
1132014.09.01 00:05sell380.100.918750.000000.00000
1142014.09.01 00:05modify380.100.918750.923250.91275
1152014.09.01 01:07close380.100.918950.923250.91275-2.1810247.55
1162014.09.08 00:05buy390.100.930960.000000.00000
1172014.09.08 00:05modify390.100.930960.926460.93696
1182014.09.08 00:28close390.100.931050.926460.936960.9710248.52
1192014.09.15 00:05buy400.100.932750.000000.00000
1202014.09.15 00:05modify400.100.932750.928250.93875
1212014.09.15 01:00close400.100.933200.928250.938754.8210253.34
1222014.10.06 00:05sell410.100.968290.000000.00000
1232014.10.06 00:05modify410.100.968290.972790.96229
1242014.10.06 00:31close410.100.967820.972790.962294.8610258.20
1252014.11.03 00:05sell420.100.963990.000000.00000
1262014.11.03 00:05modify420.100.963990.968490.95799
1272014.11.03 01:36close420.100.964310.968490.95799-3.3210254.88
1282014.11.10 00:05buy430.100.965160.000000.00000
1292014.11.10 00:05modify430.100.965160.960660.97116
1302014.11.10 01:40close430.100.964870.960660.97116-3.0110251.87
1312014.11.24 00:05sell440.100.972480.000000.00000
1322014.11.24 00:05modify440.100.972480.976980.96648
1332014.11.24 01:05close440.100.972110.976980.966483.8110255.68
1342014.12.15 00:05buy450.100.963090.000000.00000
1352014.12.15 00:05modify450.100.963090.958590.96909
1362014.12.15 01:32close450.100.963170.958590.969090.8310256.51
1372014.12.29 00:05buy460.100.987290.000000.00000
1382014.12.29 00:05modify460.100.987290.982790.99329
1392014.12.29 00:51close460.100.987400.982790.993291.1110257.62
1402015.01.05 00:05sell stop470.101.005661.010160.99966
1412015.01.05 00:05sell480.101.007330.000000.00000
1422015.01.05 00:05modify480.101.007331.011831.00133
1432015.01.05 00:05delete470.101.005661.010160.99966
1442015.01.05 00:09s/l480.101.011831.011831.00133-43.8210213.80
1452015.01.05 00:09sell stop490.101.005661.010160.99966
1462015.01.05 00:09sell500.101.026580.000000.00000
1472015.01.05 00:09modify500.101.026581.031081.02058
1482015.01.05 00:09delete490.101.005661.010160.99966
1492015.01.05 00:09modify500.101.026581.025581.02058
1502015.01.05 00:09t/p500.101.020581.025581.0205859.4810273.28
1512015.01.05 00:09sell stop510.101.005661.010160.99966
1522015.01.05 00:40sell510.101.005661.010160.99966
1532015.01.05 00:43close510.101.006181.010160.99966-5.1710268.11
1542015.01.12 00:05buy520.101.013580.000000.00000
1552015.01.12 00:05modify520.101.013581.009081.01958
1562015.01.13 14:50t/p520.101.019581.009081.0195858.6510326.76
1572015.01.19 01:26sell530.100.862320.000000.00000
1582015.01.19 01:26modify530.100.862320.866820.85632
1592015.01.19 01:56modify530.100.862320.861320.85632
1602015.01.19 01:59close530.100.858430.861320.8563245.3210372.08
1612015.01.26 02:05buy540.100.879100.000000.00000
1622015.01.26 02:05modify540.100.879100.874600.88510
1632015.01.26 10:32t/p540.100.885100.874600.8851067.7910439.87
1642015.02.02 00:05sell550.100.926020.000000.00000
1652015.02.02 00:05modify550.100.926020.930520.92002
1662015.02.02 00:46modify550.100.926020.925020.92002
1672015.02.02 01:05close550.100.923240.925020.9200230.1110469.98
1682015.02.16 02:03buy560.100.931380.000000.00000
1692015.02.16 02:03modify560.100.931380.926880.93738
1702015.02.17 20:48t/p560.100.937380.926880.9373863.8110533.79
1712015.05.18 00:08buy570.100.915250.000000.00000
1722015.05.18 00:08modify570.100.915250.910750.92125
1732015.05.18 00:33close570.100.915450.910750.921252.1810535.97
1742015.06.01 00:05buy580.100.938890.000000.00000
1752015.06.01 00:05modify580.100.938890.934390.94489
1762015.06.01 00:15close580.100.940140.934390.9448913.3010549.27
1772015.06.29 00:05sell590.100.937950.000000.00000
1782015.06.29 00:05modify590.100.937950.942450.93195
1792015.06.29 01:19close590.100.938930.942450.93195-10.4410538.83
1802015.07.06 00:05sell stop600.100.940950.945450.93965
1812015.07.06 00:05sell610.100.943300.000000.00000
1822015.07.06 00:05modify610.100.943300.947800.93730
1832015.07.06 00:05delete600.100.940950.945450.93965
1842015.07.06 01:03modify610.100.943300.942300.93730
1852015.07.06 01:03s/l610.100.942300.942300.9373010.6110549.44
1862015.07.20 01:12buy620.100.961020.000000.00000
1872015.07.20 01:12modify620.100.961020.956520.96702
1882015.07.20 02:30close620.100.961320.956520.967023.1210552.56
1892015.07.27 00:05buy630.100.961810.000000.00000
1902015.07.27 00:05modify630.100.961810.957310.96781
1912015.07.27 00:14close630.100.963000.957310.9678112.3610564.92
1922015.08.10 00:05buy640.100.982570.000000.00000
1932015.08.10 00:05modify640.100.982570.978070.98857
1942015.08.10 01:05close640.100.983050.978070.988574.8810569.80
1952015.08.17 01:00sell650.100.976390.000000.00000
1962015.08.17 01:00modify650.100.976390.980890.97039
1972015.08.17 02:21close650.100.976990.980890.97039-6.1410563.66