Strategy Tester Report
0ll_e_Va-Bank_55
RoboForex-FixCent (Build 765)

СимволCADJPY (Canadian Dollar vs Japanese Yen)
Период1 Час (H1) 2011.12.01 00:00 - 2015.09.10 23:59 (2011.12.12 - 2015.09.06)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="CADJPY"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=90; TakeProfit=85; В_Х_О_Д="=============================================="; MinWeekBar=85; MaxWeekBar=370; Время_открытия="------------------"; StartMinut=110; MaxSpread=8; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=19; GAP1_TOut=12; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=45; GAP2_TOut=2; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=30; BU_Delta=30; Трал_ВЫХОД="-------------------"; tral_OUT_START=40; tral_OUT_par1=3; tral_OUT_par2=3; TimeOUT="-------------------"; TimeOUT_Hour=71; Технические="-------------------"; Slippage=15; Magic=17011; Comm="VB 5.5";
Баров в истории23548Смоделировано тиков74979182Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (6)
Чистая прибыль175.09Общая прибыль291.10Общий убыток-116.01
Прибыльность2.51Матожидание выигрыша2.16
Абсолютная просадка1.29Максимальная просадка31.37 (11.54%)Относительная просадка11.54% (31.37)
Всего сделок81Короткие позиции (% выигравших)42 (69.05%)Длинные позиции (% выигравших)39 (74.36%)
Прибыльные сделки (% от всех)58 (71.60%)Убыточные сделки (% от всех)23 (28.40%)
Самая большаяприбыльная сделка6.86убыточная сделка-7.29
Среднийприбыльная сделка5.02убыточная сделка-5.04
Максимальное количествонепрерывных выигрышей (прибыль)13 (69.90)непрерывных проигрышей (убыток)3 (-21.79)
Максимальнаянепрерывная прибыль (число выигрышей)69.90 (13)непрерывный убыток (число проигрышей)-21.79 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.12.19 03:50buy10.0174.950.000.00
22011.12.19 03:50modify10.0174.9574.0575.80
32011.12.21 04:57t/p10.0175.8074.0575.806.85106.85
42011.12.26 03:50sell20.0176.420.000.00
52011.12.26 03:50modify20.0176.4277.3275.57
62011.12.29 03:50modify20.0176.4276.4075.80
72011.12.30 14:40t/p20.0175.8076.4075.804.84111.69
82012.01.02 02:50buy30.0175.740.000.00
92012.01.02 02:50modify30.0175.7474.8476.59
102012.01.05 02:50modify30.0175.7475.4376.03
112012.01.05 12:51s/l30.0175.4375.4376.03-2.47109.22
122012.02.20 02:50sell40.0180.500.000.00
132012.02.20 02:50modify40.0180.5081.4079.65
142012.02.20 11:09modify40.0180.5080.2079.65
152012.02.20 12:50s/l40.0180.2080.2079.652.41111.63
162012.02.27 02:50sell50.0181.510.000.00
172012.02.27 02:50modify50.0181.5182.4180.66
182012.02.27 10:17modify50.0181.5181.2180.66
192012.02.27 11:34t/p50.0180.6681.2180.666.83118.46
202012.03.05 02:50sell60.0182.530.000.00
212012.03.05 02:50modify60.0182.5383.4381.68
222012.03.05 10:58modify60.0182.5382.2381.68
232012.03.05 14:08t/p60.0181.6882.2381.686.83125.29
242012.03.19 01:50sell70.0184.270.000.00
252012.03.19 01:50modify70.0184.2785.1783.42
262012.03.22 01:50modify70.0184.2784.4383.83
272012.03.22 06:16t/p70.0183.8384.4383.833.41128.70
282012.03.26 01:50buy80.0182.810.000.00
292012.03.26 01:50modify80.0182.8181.9183.66
302012.03.26 17:10modify80.0182.8183.1183.66
312012.03.26 17:49t/p80.0183.6683.1183.666.83135.53
322012.04.09 01:50buy90.0181.470.000.00
332012.04.09 01:50modify90.0181.4780.5782.32
342012.04.10 03:52modify90.0181.4781.7782.32
352012.04.10 07:35s/l90.0181.7781.7782.322.41137.95
362012.04.23 01:50sell100.0182.200.000.00
372012.04.23 01:50modify100.0182.2083.1081.35
382012.04.23 10:15modify100.0182.2081.9081.35
392012.04.23 11:01t/p100.0181.3581.9081.356.84144.79
402012.05.07 01:50buy110.0179.950.000.00
412012.05.07 01:50modify110.0179.9579.0580.80
422012.05.08 03:57modify110.0179.9580.2580.80
432012.05.08 10:02s/l110.0180.2580.2580.802.41147.20
442012.05.21 01:50buy120.0177.440.000.00
452012.05.21 01:50modify120.0177.4476.5478.29
462012.05.22 02:53modify120.0177.4477.7478.29
472012.05.22 10:49t/p120.0178.2977.7478.296.84154.05
482012.06.04 01:50buy130.0175.110.000.00
492012.06.04 01:50modify130.0175.1174.2175.96
502012.06.05 16:01modify130.0175.1175.4175.96
512012.06.05 16:05t/p130.0175.9675.4175.966.83160.88
522012.06.11 03:50sell140.0177.960.000.00
532012.06.11 03:50modify140.0177.9678.8677.11
542012.06.11 17:48modify140.0177.9677.6677.11
552012.06.11 21:19t/p140.0177.1177.6677.116.84167.72
562012.06.25 13:50sell150.0177.630.000.00
572012.06.25 13:50modify150.0177.6378.5376.78
582012.06.28 13:50modify150.0177.6377.6477.04
592012.06.28 16:26t/p150.0177.0477.6477.044.62172.34
602012.08.20 02:09sell160.0180.420.000.00
612012.08.20 02:09modify160.0180.4281.3279.57
622012.08.22 15:30modify160.0180.4280.1279.57
632012.08.22 21:21t/p160.0179.5780.1279.576.78179.12
642012.08.27 01:50buy170.0179.410.000.00
652012.08.27 01:50modify170.0179.4178.5180.26
662012.08.30 01:50modify170.0179.4179.2679.86
672012.08.30 11:43s/l170.0179.2679.2679.86-1.19177.94
682012.10.08 01:50sell180.0180.440.000.00
692012.10.08 01:50modify180.0180.4481.3479.59
702012.10.08 11:24modify180.0180.4480.1479.59
712012.10.08 17:44s/l180.0180.1480.1479.592.42180.36
722012.11.05 02:50sell190.0180.830.000.00
732012.11.05 02:50modify190.0180.8381.7379.98
742012.11.07 19:24modify190.0180.8380.5379.98
752012.11.08 19:02t/p190.0179.9880.5379.986.70187.06
762012.11.12 02:50buy200.0179.480.000.00
772012.11.12 02:50modify200.0179.4878.5880.33
782012.11.14 15:44modify200.0179.4879.7880.33
792012.11.15 07:13t/p200.0180.3379.7880.336.86193.92
802012.11.19 02:50sell210.0181.390.000.00
812012.11.19 02:50modify210.0181.3982.2980.54
822012.11.21 06:30s/l210.0182.2982.2980.54-7.28186.64
832012.11.26 02:50sell220.0183.020.000.00
842012.11.26 02:50modify220.0183.0283.9282.17
852012.11.28 04:34modify220.0183.0282.7282.17
862012.11.28 18:01t/p220.0182.1782.7282.176.79193.43
872012.12.17 04:50sell230.0185.220.000.00
882012.12.17 04:50modify230.0185.2286.1284.37
892012.12.20 04:50modify230.0185.2285.5384.93
902012.12.20 08:31t/p230.0184.9385.5384.932.20195.63
912012.12.31 02:50sell240.0186.450.000.00
922012.12.31 02:50modify240.0186.4587.3585.60
932012.12.31 20:00s/l240.0187.3587.3585.60-7.24188.39
942013.01.07 02:50sell250.0189.490.000.00
952013.01.07 02:50modify250.0189.4990.3988.64
962013.01.07 08:31modify250.0189.4989.1988.64
972013.01.07 18:18s/l250.0189.1989.1988.642.41190.80
982013.01.14 02:50sell260.0190.920.000.00
992013.01.14 02:50modify260.0190.9291.8290.07
1002013.01.15 06:06modify260.0190.9290.6290.07
1012013.01.15 06:25s/l260.0190.6290.6290.072.38193.19
1022013.02.04 02:50sell270.0193.110.000.00
1032013.02.04 02:50modify270.0193.1194.0192.26
1042013.02.04 21:46modify270.0193.1192.8192.26
1052013.02.05 01:48t/p270.0192.2692.8192.266.80199.99
1062013.03.04 02:50buy280.0191.150.000.00
1072013.03.04 02:50modify280.0191.1590.2592.00
1082013.03.07 02:50modify280.0191.1590.7191.31
1092013.03.07 12:38t/p280.0191.3190.7191.311.30201.29
1102013.03.11 01:50sell290.0193.490.000.00
1112013.03.11 01:50modify290.0193.4994.3992.64
1122013.03.14 01:50modify290.0193.4993.7993.19
1132013.03.14 10:34s/l290.0193.7993.7993.19-2.54198.76
1142013.03.18 03:50buy300.0192.690.000.00
1152013.03.18 03:50modify300.0192.6991.7993.54
1162013.03.18 20:47modify300.0192.6992.9993.54
1172013.03.18 21:17t/p300.0193.5492.9993.546.83205.59
1182013.04.29 01:50buy310.0196.340.000.00
1192013.04.29 01:50modify310.0196.3495.4497.19
1202013.04.29 22:00modify310.0196.3496.6497.19
1212013.04.29 23:07s/l310.0196.6496.6497.192.41208.00
1222013.05.06 01:50sell320.0198.330.000.00
1232013.05.06 01:50modify320.0198.3399.2397.48
1242013.05.09 01:50modify320.0198.3399.0098.40
1252013.05.09 15:05t/p320.0198.4099.0098.40-0.69207.31
1262013.05.13 01:50sell330.01100.730.000.00
1272013.05.13 01:50modify330.01100.73101.6399.88
1282013.05.14 16:25modify330.01100.73100.4399.88
1292013.05.14 17:52s/l330.01100.43100.4399.882.39209.70
1302013.05.27 01:50buy340.0198.140.000.00
1312013.05.27 01:50modify340.0198.1497.2498.99
1322013.05.28 10:57modify340.0198.1498.4498.99
1332013.05.28 17:00t/p340.0198.9998.4498.996.84216.55
1342013.06.03 01:50buy350.0197.090.000.00
1352013.06.03 01:50modify350.0197.0996.1997.94
1362013.06.03 18:10s/l350.0196.1996.1997.94-7.24209.31
1372013.06.10 01:50buy360.0196.280.000.00
1382013.06.10 01:50modify360.0196.2895.3897.13
1392013.06.10 11:51modify360.0196.2896.5897.13
1402013.06.10 16:10t/p360.0197.1396.5897.136.83216.14
1412013.06.17 01:50buy370.0192.730.000.00
1422013.06.17 01:50modify370.0192.7391.8393.58
1432013.06.17 08:57modify370.0192.7393.0393.58
1442013.06.17 09:35t/p370.0193.5893.0393.586.84222.98
1452013.07.08 01:50sell380.0195.860.000.00
1462013.07.08 01:50modify380.0195.8696.7695.01
1472013.07.10 11:06modify380.0195.8695.5695.01
1482013.07.10 16:57s/l380.0195.5695.5695.012.36225.34
1492013.07.22 01:50sell390.0196.880.000.00
1502013.07.22 01:50modify390.0196.8897.7896.03
1512013.07.22 03:11modify390.0196.8896.5896.03
1522013.07.22 03:30s/l390.0196.5896.5896.032.41227.75
1532013.07.29 01:50buy400.0195.540.000.00
1542013.07.29 01:50modify400.0195.5494.6496.39
1552013.08.01 01:50modify400.0195.5494.6495.38
1562013.08.01 04:31t/p400.0195.3894.6495.38-1.26226.49
1572013.08.12 01:50buy410.0193.690.000.00
1582013.08.12 01:50modify410.0193.6992.7994.54
1592013.08.13 01:09modify410.0193.6993.9994.54
1602013.08.13 08:07t/p410.0194.5493.9994.546.84233.33
1612013.09.09 03:50sell420.0195.850.000.00
1622013.09.09 03:50modify420.0195.8596.7595.00
1632013.09.10 13:56s/l420.0196.7596.7595.00-7.27226.07
1642013.09.30 03:50buy430.0194.910.000.00
1652013.09.30 03:50modify430.0194.9194.0195.76
1662013.09.30 18:44modify430.0194.9195.2195.76
1672013.10.01 00:53s/l430.0195.2195.2195.762.42228.49
1682013.10.28 13:50buy440.0193.520.000.00
1692013.10.28 13:50modify440.0193.5292.6294.37
1702013.10.31 13:50modify440.0193.5293.6594.37
1712013.10.31 15:30modify440.0193.5293.8294.37
1722013.10.31 21:27t/p440.0194.3793.8294.376.86235.36
1732013.11.04 02:50sell450.0194.740.000.00
1742013.11.04 02:50modify450.0194.7495.6493.89
1752013.11.05 10:56modify450.0194.7494.4493.89
1762013.11.05 19:03s/l450.0194.4494.4493.892.38237.74
1772013.11.18 02:50sell460.0196.140.000.00
1782013.11.18 02:50modify460.0196.1497.0495.29
1792013.11.19 04:43modify460.0196.1495.8495.29
1802013.11.19 11:06s/l460.0195.8495.8495.292.38240.13
1812014.01.13 03:50buy470.0195.390.000.00
1822014.01.13 03:50modify470.0195.3994.4996.24
1832014.01.16 03:50modify470.0195.3995.1995.79
1842014.01.16 06:38t/p470.0195.7995.1995.793.23243.36
1852014.01.27 03:50buy480.0192.310.000.00
1862014.01.27 03:50modify480.0192.3191.4193.16
1872014.01.27 15:54modify480.0192.3192.6193.16
1882014.01.27 16:20t/p480.0193.1692.6193.166.84250.20
1892014.02.10 03:50sell490.0192.900.000.00
1902014.02.10 03:50modify490.0192.9093.8092.05
1912014.02.11 04:19modify490.0192.9092.6092.05
1922014.02.11 13:58s/l490.0192.6092.6092.052.38252.58
1932014.03.10 14:50sell500.0192.950.000.00
1942014.03.10 14:50modify500.0192.9593.8592.10
1952014.03.12 15:09modify500.0192.9592.6592.10
1962014.03.12 17:46t/p500.0192.1092.6592.106.79259.37
1972014.03.17 02:50buy510.0191.280.000.00
1982014.03.17 02:50modify510.0191.2890.3892.13
1992014.03.17 12:52modify510.0191.2891.5892.13
2002014.03.17 14:20t/p510.0192.1391.5892.136.84266.21
2012014.03.31 02:50sell520.0193.060.000.00
2022014.03.31 02:50modify520.0193.0693.9692.21
2032014.03.31 17:25s/l520.0193.9693.9692.21-7.24258.97
2042014.04.07 02:50sell530.0194.100.000.00
2052014.04.07 02:50modify530.0194.1095.0093.25
2062014.04.08 16:24modify530.0194.1093.8093.25
2072014.04.08 22:06t/p530.0193.2593.8093.256.81265.79
2082014.04.14 02:50buy540.0192.520.000.00
2092014.04.14 02:50modify540.0192.5291.6293.37
2102014.04.16 09:58modify540.0192.5292.8293.37
2112014.04.16 18:58s/l540.0192.8292.8293.372.42268.21
2122014.07.14 02:50buy550.0194.520.000.00
2132014.07.14 02:50modify550.0194.5293.6295.37
2142014.07.17 02:50modify550.0194.5294.3394.93
2152014.07.17 14:51s/l550.0194.3394.3394.93-1.51266.70
2162014.08.25 02:50sell560.0195.040.000.00
2172014.08.25 02:50modify560.0195.0495.9494.19
2182014.08.27 22:19s/l560.0195.9495.9494.19-7.28259.42
2192014.09.22 02:50sell570.0199.440.000.00
2202014.09.22 02:50modify570.0199.44100.3498.59
2212014.09.22 21:04modify570.0199.4499.1498.59
2222014.09.23 00:58t/p570.0198.5999.1498.596.80266.22
2232014.09.29 02:50buy580.0198.060.000.00
2242014.09.29 02:50modify580.0198.0697.1698.91
2252014.10.02 02:50modify580.0198.0697.4098.00
2262014.10.02 05:55t/p580.0198.0097.4098.00-0.46265.77
2272014.10.13 02:50buy590.0195.880.000.00
2282014.10.13 02:50modify590.0195.8894.9896.73
2292014.10.14 13:12s/l590.0194.9894.9896.73-7.24258.53
2302014.10.20 02:50buy600.0194.930.000.00
2312014.10.20 02:50modify600.0194.9394.0395.78
2322014.10.22 18:05modify600.0194.9395.2395.78
2332014.10.22 18:22t/p600.0195.7895.2395.786.84265.37
2342014.10.27 01:50sell610.0196.300.000.00
2352014.10.27 01:50modify610.0196.3097.2095.45
2362014.10.29 16:23s/l610.0197.2097.2095.45-7.29258.08
2372014.11.03 02:50sell620.0199.990.000.00
2382014.11.03 02:50modify620.0199.99100.8999.14
2392014.11.03 16:08s/l620.01100.89100.8999.14-7.23250.85
2402014.11.10 02:50sell630.01101.100.000.00
2412014.11.10 02:50modify630.01101.10102.00100.25
2422014.11.11 18:01s/l630.01102.00102.00100.25-7.27243.58
2432014.11.17 02:50sell640.01103.330.000.00
2442014.11.17 02:50modify640.01103.33104.23102.48
2452014.11.17 05:16modify640.01103.33103.03102.48
2462014.11.17 05:35t/p640.01102.48103.03102.486.84250.42
2472014.11.24 02:50sell650.01104.810.000.00
2482014.11.24 02:50modify650.01104.81105.71103.96
2492014.11.27 02:50modify650.01104.81104.88104.28
2502014.11.27 06:53t/p650.01104.28104.88104.284.13254.56
2512014.12.01 02:50buy660.01103.880.000.00
2522014.12.01 02:50modify660.01103.88102.98104.73
2532014.12.01 22:37modify660.01103.88104.18104.73
2542014.12.02 10:50t/p660.01104.73104.18104.736.84261.40
2552014.12.08 02:50sell670.01106.340.000.00
2562014.12.08 02:50modify670.01106.34107.24105.49
2572014.12.08 16:37modify670.01106.34106.04105.49
2582014.12.08 18:47t/p670.01105.49106.04105.496.84268.24
2592015.01.05 02:50buy680.01102.170.000.00
2602015.01.05 02:50modify680.01102.17101.27103.02
2612015.01.05 18:42s/l680.01101.27101.27103.02-7.24261.00
2622015.01.12 02:50buy690.0199.810.000.00
2632015.01.12 02:50modify690.0199.8198.91100.66
2642015.01.12 13:21modify690.0199.81100.11100.66
2652015.01.12 15:59s/l690.01100.11100.11100.662.42263.42
2662015.01.19 02:50buy700.0198.240.000.00
2672015.01.19 02:50modify700.0198.2497.3499.09
2682015.01.20 05:05modify700.0198.2498.5499.09
2692015.01.20 16:44s/l700.0198.5498.5499.092.42265.85
2702015.01.26 02:50buy710.0194.210.000.00
2712015.01.26 02:50modify710.0194.2193.3195.06
2722015.01.26 09:46modify710.0194.2194.5195.06
2732015.01.26 16:18t/p710.0195.0694.5195.066.84272.69
2742015.02.02 02:50buy720.0192.430.000.00
2752015.02.02 02:50modify720.0192.4391.5393.28
2762015.02.02 17:00modify720.0192.4392.7393.28
2772015.02.02 17:45t/p720.0193.2892.7393.286.84279.53
2782015.02.09 02:50sell730.0194.980.000.00
2792015.02.09 02:50modify730.0194.9895.8894.13
2802015.02.12 02:50modify730.0194.9895.6395.03
2812015.02.12 11:25t/p730.0195.0395.6395.03-0.54278.99
2822015.03.16 01:50buy740.0194.930.000.00
2832015.03.16 01:50modify740.0194.9394.0395.78
2842015.03.18 22:14modify740.0194.9395.2395.78
2852015.03.18 22:15t/p740.0195.7895.2395.786.84285.83
2862015.03.30 01:50buy750.0194.630.000.00
2872015.03.30 01:50modify750.0194.6393.7395.48
2882015.04.02 01:50modify750.0194.6394.5595.15
2892015.04.02 16:49t/p750.0195.1594.5595.154.21290.04
2902015.04.20 01:50sell760.0197.260.000.00
2912015.04.20 01:50modify760.0197.2698.1696.41
2922015.04.23 01:50modify760.0197.2698.1697.72
2932015.04.23 10:00t/p760.0197.7298.1697.72-3.83286.21
2942015.05.04 01:50sell770.0198.840.000.00
2952015.05.04 01:50modify770.0198.8499.7497.99
2962015.05.05 15:05s/l770.0199.7499.7497.99-7.27278.95
2972015.06.08 01:50sell780.01100.920.000.00
2982015.06.08 01:50modify780.01100.92101.82100.07
2992015.06.09 09:03modify780.01100.92100.62100.07
3002015.06.09 13:04t/p780.01100.07100.62100.076.81285.76
3012015.06.15 01:50buy790.01100.170.000.00
3022015.06.15 01:50modify790.01100.1799.27101.02
3032015.06.17 16:47modify790.01100.17100.47101.02
3042015.06.18 01:50modify790.01100.17100.64101.24
3052015.06.18 07:10s/l790.01100.64100.64101.243.80289.56
3062015.07.06 03:50buy800.0197.300.000.00
3072015.07.06 03:50modify800.0197.3096.4098.15
3082015.07.07 13:11s/l800.0196.4096.4098.15-7.24282.33
3092015.08.24 01:50buy810.0192.140.000.00
3102015.08.24 01:50modify810.0192.1491.2492.99
3112015.08.24 05:46s/l810.0191.2491.2492.99-7.24275.09