Strategy Tester Report
0ll_e_Va-Bank_55_090915
(Build 840)

СимволAUDJPY (Australian Dollar vs Japanese Yen)
Период1 Час (H1) 2012.11.01 00:00 - 2015.07.26 23:59 (2013.01.01 - 2015.07.26)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="AUDJPY 5.5 nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=1010; TakeProfit=1250; В_Х_О_Д="=============================================="; MinWeekBar=1050; MaxWeekBar=4550; Время_открытия="------------------"; StartMinut=15; MaxSpread=90; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=170; GAP1_TOut=7; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=400; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=500; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=600; tral_OUT_par1=750; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=16; Технические="-------------------"; Slippage=50; Magic=10007; Comm="VB";
Баров в истории16989Смоделировано тиков64617484Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль901.36Общая прибыль1492.56Общий убыток-591.20
Прибыльность2.52Матожидание выигрыша16.39
Абсолютная просадка130.61Максимальная просадка213.83 (19.74%)Относительная просадка19.74% (213.83)
Всего сделок55Короткие позиции (% выигравших)25 (56.00%)Длинные позиции (% выигравших)30 (66.67%)
Прибыльные сделки (% от всех)34 (61.82%)Убыточные сделки (% от всех)21 (38.18%)
Самая большаяприбыльная сделка104.26убыточная сделка-69.03
Средняяприбыльная сделка43.90убыточная сделка-28.15
Максимальное количествонепрерывных выигрышей (прибыль)5 (283.74)непрерывных проигрышей (убыток)3 (-148.03)
Макс.непрерывная прибыль (число выигрышей)283.74 (5)непрерывный убыток (число проигрышей)-148.03 (3)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 00:15sell10.1092.5370.0000.000
22013.01.07 00:15modify10.1092.53793.54791.287
32013.01.07 08:14modify10.1092.53792.68591.287
42013.01.07 08:28modify10.1092.53792.63291.287
52013.01.07 10:11modify10.1092.53792.58191.287
62013.01.07 17:15modify10.1092.53792.24092.040
72013.01.07 17:58t/p10.1092.04092.24092.04041.241041.24
82013.01.14 00:15sell20.1094.1830.0000.000
92013.01.14 00:15modify20.1094.18395.19392.933
102013.01.14 17:15modify20.1094.18394.24994.049
112013.01.14 17:55s/l20.1094.24994.24994.049-5.481035.76
122013.02.04 00:15sell30.1096.6600.0000.000
132013.02.04 00:15modify30.1096.66097.67095.410
142013.02.04 17:15modify30.1096.66096.82696.626
152013.02.04 17:33t/p30.1096.62696.82696.6262.821038.58
162013.02.11 00:15buy40.1095.6240.0000.000
172013.02.11 00:15modify40.1095.62494.61496.874
182013.02.11 17:15modify40.1095.62495.65795.857
192013.02.11 17:26t/p40.1095.85795.65795.85719.331057.91
202013.03.04 00:15buy50.1095.2190.0000.000
212013.03.04 00:15modify50.1095.21994.20996.469
222013.03.04 17:15modify50.1095.21994.64394.843
232013.03.04 17:40t/p50.1094.84394.64394.843-31.211026.70
242013.03.11 06:15sell60.1098.3020.0000.000
252013.03.11 06:15modify60.1098.30299.31297.052
262013.03.11 23:15modify60.1098.30299.12598.925
272013.03.12 00:12s/l60.1099.12599.12598.925-69.03957.67
282013.04.08 01:15sell70.10102.1780.0000.000
292013.04.08 01:15modify70.10102.178103.188100.928
302013.04.08 18:15modify70.10102.178102.954102.754
312013.04.08 18:41t/p70.10102.754102.954102.754-47.79909.88
322013.04.15 07:15sell80.10102.1210.0000.000
332013.04.15 07:15modify80.10102.121103.131100.871
342013.04.15 20:31modify80.10102.121102.061100.871
352013.04.15 21:02modify80.10102.121101.994100.871
362013.04.15 21:03modify80.10102.121101.914100.871
372013.04.15 21:03modify80.10102.121101.840100.871
382013.04.15 21:03modify80.10102.121101.789100.871
392013.04.15 21:05modify80.10102.121101.737100.871
402013.04.15 21:06modify80.10102.121101.684100.871
412013.04.15 21:07modify80.10102.121101.629100.871
422013.04.15 21:07t/p80.10100.871101.629100.871103.721013.60
432013.04.29 00:15buy90.10100.7770.0000.000
442013.04.29 00:15modify90.10100.77799.767102.027
452013.04.29 17:05modify90.10100.777100.837102.027
462013.04.29 17:15modify90.10100.777101.224101.424
472013.04.29 17:37t/p90.10101.424101.224101.42453.691067.29
482013.05.06 00:15sell100.10102.1870.0000.000
492013.05.06 00:15modify100.10102.187103.197100.937
502013.05.06 15:45modify100.10102.187102.127100.937
512013.05.06 17:15modify100.10102.187101.802101.602
522013.05.06 18:48s/l100.10101.802101.802101.60231.941099.23
532013.05.20 00:15buy110.10100.3160.0000.000
542013.05.20 00:15modify110.10100.31699.306101.566
552013.05.20 17:15modify110.10100.316100.191100.391
562013.05.20 18:04t/p110.10100.391100.191100.3916.221105.45
572013.05.27 00:15buy120.1097.5830.0000.000
582013.05.27 00:15modify120.1097.58396.57398.833
592013.05.27 17:15modify120.1097.58397.16597.365
602013.05.27 17:59t/p120.1097.36597.16597.365-18.091087.36
612013.06.10 01:15buy130.1092.1830.0000.000
622013.06.10 01:15modify130.1092.18391.17393.433
632013.06.10 02:11modify130.1092.18392.24393.433
642013.06.10 05:54s/l130.1092.24392.24393.4334.981092.34
652013.06.17 00:15buy140.1090.0950.0000.000
662013.06.17 00:15modify140.1090.09589.08591.345
672013.06.17 03:06modify140.1090.09590.15591.345
682013.06.17 04:11modify140.1090.09590.21191.345
692013.06.17 04:15modify140.1090.09590.26291.345
702013.06.17 04:16modify140.1090.09590.31491.345
712013.06.17 04:20modify140.1090.09590.37991.345
722013.06.17 07:05modify140.1090.09590.43291.345
732013.06.17 07:10modify140.1090.09590.48491.345
742013.06.17 09:00modify140.1090.09590.55491.345
752013.06.17 09:04t/p140.1091.34590.55491.345103.731196.07
762013.07.08 00:15sell150.1091.6400.0000.000
772013.07.08 00:15modify150.1091.64092.65090.390
782013.07.08 17:15modify150.1091.64092.30492.104
792013.07.08 17:30s/l150.1092.30492.30492.104-55.101140.97
802013.07.15 07:15buy160.1090.3160.0000.000
812013.07.15 07:15modify160.1090.31689.30691.566
822013.07.15 15:10modify160.1090.31690.37691.566
832013.07.16 00:15modify160.1090.31690.75690.956
842013.07.16 00:35t/p160.1090.95690.75690.95653.631194.61
852013.07.22 00:15sell170.1092.2100.0000.000
862013.07.22 00:15modify170.1092.21093.22090.960
872013.07.22 17:15modify170.1092.21092.18491.984
882013.07.22 17:34t/p170.1091.98492.18491.98418.751213.36
892013.07.29 00:15buy180.1090.8320.0000.000
902013.07.29 00:15modify180.1090.83289.82292.082
912013.07.29 17:15modify180.1090.83290.25290.452
922013.07.29 17:42s/l180.1090.25290.25290.452-48.141165.22
932013.08.05 00:15buy190.1088.2840.0000.000
942013.08.05 00:15modify190.1088.28487.27489.534
952013.08.05 17:15modify190.1088.28487.72287.922
962013.08.05 17:34t/p190.1087.92287.72287.922-30.041135.18
972013.08.19 00:15sell200.1089.6460.0000.000
982013.08.19 00:15modify200.1089.64690.65688.396
992013.08.19 17:15modify200.1089.64689.86589.665
1002013.08.19 17:43t/p200.1089.66589.86589.665-1.571133.61
1012013.09.02 07:15buy210.1088.5130.0000.000
1022013.09.02 07:15modify210.1088.51387.50389.763
1032013.09.02 10:34modify210.1088.51388.57389.763
1042013.09.02 12:07modify210.1088.51388.64189.763
1052013.09.02 12:27modify210.1088.51388.70289.763
1062013.09.02 12:31modify210.1088.51388.76289.763
1072013.09.03 00:15modify210.1088.51389.10889.308
1082013.09.03 00:19t/p210.1089.30889.10889.30866.491200.10
1092013.09.09 01:15sell220.1091.7990.0000.000
1102013.09.09 01:15modify220.1091.79992.80990.549
1112013.09.09 18:15modify220.1091.79991.89091.690
1122013.09.09 18:40s/l220.1091.89091.89091.690-7.551192.55
1132013.09.30 01:15buy230.1091.1670.0000.000
1142013.09.30 01:15modify230.1091.16790.15792.417
1152013.09.30 17:59modify230.1091.16791.22792.417
1162013.09.30 18:15modify230.1091.16791.53291.732
1172013.09.30 18:30t/p230.1091.73291.53291.73246.891239.44
1182013.10.21 00:15sell240.1094.5460.0000.000
1192013.10.21 00:15modify240.1094.54695.55693.296
1202013.10.21 17:15modify240.1094.54695.06094.860
1212013.10.21 18:50t/p240.1094.86095.06094.860-26.061213.38
1222013.11.25 00:15buy250.1092.9260.0000.000
1232013.11.25 00:15modify250.1092.92691.91694.176
1242013.11.25 17:15modify250.1092.92692.97093.170
1252013.11.25 21:14t/p250.1093.17092.97093.17020.241233.62
1262013.12.16 00:15buy260.1092.5140.0000.000
1272013.12.16 00:15modify260.1092.51491.50493.764
1282013.12.16 17:15modify260.1092.51492.13792.337
1292013.12.16 17:54t/p260.1092.33792.13792.337-14.681218.94
1302014.01.20 00:15buy270.1091.5200.0000.000
1312014.01.20 00:15modify270.1091.52090.51092.770
1322014.01.20 17:15modify270.1091.52091.54491.744
1332014.01.20 22:40t/p270.1091.74491.54491.74418.591237.53
1342014.01.27 00:15buy280.1088.5610.0000.000
1352014.01.27 00:15modify280.1088.56187.55189.811
1362014.01.27 04:51modify280.1088.56188.62189.811
1372014.01.27 05:56modify280.1088.56188.68389.811
1382014.01.27 05:57modify280.1088.56188.73589.811
1392014.01.27 09:05modify280.1088.56188.79789.811
1402014.01.27 09:10modify280.1088.56188.85089.811
1412014.01.27 09:11modify280.1088.56188.90389.811
1422014.01.27 10:06modify280.1088.56188.95589.811
1432014.01.27 13:49modify280.1088.56189.01689.811
1442014.01.27 13:52t/p280.1089.81189.01689.811103.741341.27
1452014.02.10 00:15sell290.1091.7430.0000.000
1462014.02.10 00:15modify290.1091.74392.75390.493
1472014.02.10 09:33modify290.1091.74391.68390.493
1482014.02.10 17:15modify290.1091.74391.43591.235
1492014.02.10 17:46t/p290.1091.23591.43591.23542.151383.42
1502014.03.03 01:15buy300.1090.3950.0000.000
1512014.03.03 01:15modify300.1090.39589.38591.645
1522014.03.03 18:15modify300.1090.39590.43190.631
1532014.03.03 18:47s/l300.1090.43190.43190.6312.991386.41
1542014.03.10 06:15sell310.1093.2120.0000.000
1552014.03.10 06:15modify310.1093.21294.22291.962
1562014.03.10 23:15modify310.1093.21293.30993.109
1572014.03.11 00:53s/l310.1093.30993.30993.109-8.791377.62
1582014.03.16 23:15buy320.1091.2580.0000.000
1592014.03.16 23:15modify320.1091.25890.24892.508
1602014.03.17 06:07modify320.1091.25891.31892.508
1612014.03.17 08:05modify320.1091.25891.38092.508
1622014.03.17 10:19modify320.1091.25891.44092.508
1632014.03.17 10:23modify320.1091.25891.49892.508
1642014.03.17 10:38modify320.1091.25891.54992.508
1652014.03.17 10:39modify320.1091.25891.60092.508
1662014.03.17 11:04modify320.1091.25891.65692.508
1672014.03.17 12:03modify320.1091.25891.70992.508
1682014.03.17 14:09t/p320.1092.50891.70992.508104.261481.88
1692014.03.23 23:15sell330.1093.0140.0000.000
1702014.03.23 23:15modify330.1093.01494.02491.764
1712014.03.24 16:15modify330.1093.01493.37293.172
1722014.03.24 16:39s/l330.1093.37293.37293.172-30.451451.44
1732014.03.31 00:15sell340.1095.1860.0000.000
1742014.03.31 00:15modify340.1095.18696.19693.936
1752014.03.31 17:15modify340.1095.18695.59795.397
1762014.03.31 17:45s/l340.1095.59795.59795.397-34.101417.34
1772014.05.26 00:15buy350.1094.2070.0000.000
1782014.05.26 00:15modify350.1094.20793.19795.457
1792014.05.26 17:15modify350.1094.20794.02894.228
1802014.05.26 19:29t/p350.1094.22894.02894.2281.751419.09
1812014.08.25 00:15sell360.1096.9880.0000.000
1822014.08.25 00:15modify360.1096.98897.99895.738
1832014.08.25 17:15modify360.1096.98896.81996.619
1842014.08.26 01:01s/l360.1096.81996.81996.61913.281432.37
1852014.09.08 07:15sell370.1098.4640.0000.000
1862014.09.08 07:15modify370.1098.46499.47497.214
1872014.09.09 00:15modify370.1098.46498.56198.361
1882014.09.09 04:30t/p370.1098.36198.56198.3617.811440.18
1892014.09.15 01:15buy380.1096.7630.0000.000
1902014.09.15 01:15modify380.1096.76395.75398.013
1912014.09.15 18:15modify380.1096.76396.67096.870
1922014.09.16 07:31s/l380.1096.67096.67096.870-7.201432.98
1932014.09.29 00:44buy390.1095.7870.0000.000
1942014.09.29 00:44modify390.1095.78794.77797.037
1952014.09.29 17:44modify390.1095.78795.23095.430
1962014.09.29 18:03t/p390.1095.43095.23095.430-29.621403.36
1972014.10.13 00:15buy400.1093.4190.0000.000
1982014.10.13 00:15modify400.1093.41992.40994.669
1992014.10.13 13:09modify400.1093.41993.47994.669
2002014.10.13 16:39modify400.1093.41993.53694.669
2012014.10.13 17:15modify400.1093.41994.06394.263
2022014.10.13 17:19s/l400.1094.06394.06394.26353.441456.80
2032014.10.26 23:15sell410.1095.3200.0000.000
2042014.10.26 23:15modify410.1095.32096.33094.070
2052014.10.27 16:15modify410.1095.32094.89994.699
2062014.10.27 16:37s/l410.1094.89994.89994.69934.191491.00
2072014.11.03 00:15sell420.1098.8580.0000.000
2082014.11.03 00:15modify420.1098.85899.86897.608
2092014.11.03 03:00modify420.1098.85898.79897.608
2102014.11.03 12:09s/l420.1098.79898.79897.6084.981495.98
2112014.11.17 01:15sell430.10102.1610.0000.000
2122014.11.17 01:15modify430.10102.161103.171100.911
2132014.11.17 04:21modify430.10102.161102.101100.911
2142014.11.17 18:15modify430.10102.161101.541101.341
2152014.11.17 18:54s/l430.10101.541101.541101.34151.451547.43
2162014.12.01 00:15buy440.10100.7350.0000.000
2172014.12.01 00:15modify440.10100.73599.725101.985
2182014.12.01 17:15modify440.10100.735100.329100.529
2192014.12.01 17:37s/l440.10100.329100.329100.529-33.691513.74
2202014.12.15 00:15buy450.1097.7390.0000.000
2212014.12.15 00:15modify450.1097.73996.72998.989
2222014.12.15 17:15modify450.1097.73997.25697.456
2232014.12.15 17:23s/l450.1097.25697.25697.456-40.091473.65
2242015.01.26 01:15buy460.1092.6930.0000.000
2252015.01.26 01:15modify460.1092.69391.68393.943
2262015.01.26 09:03modify460.1092.69392.75393.943
2272015.01.26 10:47modify460.1092.69392.81893.943
2282015.01.26 11:50modify460.1092.69392.88393.943
2292015.01.26 13:13modify460.1092.69392.93593.943
2302015.01.26 15:34modify460.1092.69392.99593.943
2312015.01.26 15:38modify460.1092.69393.04693.943
2322015.01.26 18:00modify460.1092.69393.10393.943
2332015.01.26 18:13modify460.1092.69393.15793.943
2342015.01.26 18:15modify460.1092.69393.78793.943
2352015.01.26 19:14t/p460.1093.94393.78793.943103.731577.38
2362015.02.02 01:15buy470.1091.0270.0000.000
2372015.02.02 01:15modify470.1091.02790.01792.277
2382015.02.02 03:44modify470.1091.02791.08792.277
2392015.02.02 10:49modify470.1091.02791.15992.277
2402015.02.02 10:49modify470.1091.02791.22392.277
2412015.02.02 10:49modify470.1091.02791.28392.277
2422015.02.02 18:15modify470.1091.02791.60691.806
2432015.02.02 18:21s/l470.1091.60691.60691.80648.051625.43
2442015.02.09 07:15sell480.1092.2820.0000.000
2452015.02.09 07:15modify480.1092.28293.29291.032
2462015.02.10 00:15modify480.1092.28292.63692.436
2472015.02.10 00:25t/p480.1092.43692.63692.436-13.521611.91
2482015.02.23 00:15sell490.1093.3790.0000.000
2492015.02.23 00:15modify490.1093.37994.38992.129
2502015.02.23 12:32modify490.1093.37993.31992.129
2512015.02.23 17:15modify490.1093.37992.84092.640
2522015.02.23 17:58s/l490.1092.84092.84092.64044.721656.63
2532015.03.30 00:15buy500.1092.1610.0000.000
2542015.03.30 00:15modify500.1092.16191.15193.411
2552015.03.30 17:15modify500.1092.16191.69191.891
2562015.03.30 17:48s/l500.1091.69191.69191.891-39.011617.62
2572015.04.06 00:15buy510.1090.8550.0000.000
2582015.04.06 00:15modify510.1090.85589.84592.105
2592015.04.06 17:15modify510.1090.85590.85791.057
2602015.04.06 17:31t/p510.1091.05790.85791.05716.761634.38
2612015.04.13 00:15sell520.1092.2320.0000.000
2622015.04.13 00:15modify520.1092.23293.24290.982
2632015.04.13 05:07modify520.1092.23292.17290.982
2642015.04.13 07:12modify520.1092.23292.10690.982
2652015.04.13 11:55modify520.1092.23292.03190.982
2662015.04.13 15:40modify520.1092.23291.96590.982
2672015.04.13 15:40modify520.1092.23291.90590.982
2682015.04.13 15:40modify520.1092.23291.83890.982
2692015.04.13 15:40modify520.1092.23291.78190.982
2702015.04.13 15:42t/p520.1090.98291.78190.982103.731738.11
2712015.05.04 00:15sell530.1094.1970.0000.000
2722015.05.04 00:15modify530.1094.19795.20792.947
2732015.05.04 17:15modify530.1094.19794.35994.159
2742015.05.04 23:35t/p530.1094.15994.35994.1593.161741.27
2752015.06.29 01:15buy540.1093.3530.0000.000
2762015.06.29 01:15modify540.1093.35392.34394.603
2772015.06.29 03:49modify540.1093.35393.41394.603
2782015.06.29 05:09modify540.1093.35393.49294.603
2792015.06.29 05:09modify540.1093.35393.56094.603
2802015.06.29 05:09modify540.1093.35393.62994.603
2812015.06.29 05:10modify540.1093.35393.72294.603
2822015.06.29 05:20modify540.1093.35393.79694.603
2832015.06.29 05:20t/p540.1094.60393.79694.603103.741845.01
2842015.07.06 01:15buy550.1091.5950.0000.000
2852015.07.06 01:15modify550.1091.59590.58592.845
2862015.07.06 10:03modify550.1091.59591.65592.845
2872015.07.06 18:15modify550.1091.59592.07492.274
2882015.07.06 19:11t/p550.1092.27492.07492.27456.351901.36