Strategy Tester Report
0ll_e_Va-Bank_55_090915
RoboForex-Pro (Build 840)

СимволAUDUSD (Australian Dollar vs US Dollar)
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="AUDUSD 5.5 nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=1000; TakeProfit=300; В_Х_О_Д="=============================================="; MinWeekBar=790; MaxWeekBar=3600; Время_открытия="------------------"; StartMinut=53; MaxSpread=60; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=0; GAP1_TOut=0; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=260; GAP2_TOut=5; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=350; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=600; tral_OUT_par1=550; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=30; Технические="-------------------"; Slippage=50; Magic=10008; Comm="VB";
Баров в истории16975Смоделировано тиков43463840Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль793.90Общая прибыль1420.20Общий убыток-626.30
Прибыльность2.27Матожидание выигрыша12.40
Абсолютная просадка122.90Максимальная просадка181.40 (11.43%)Относительная просадка15.92% (166.10)
Всего сделок64Короткие позиции (% выигравших)25 (80.00%)Длинные позиции (% выигравших)39 (79.49%)
Прибыльные сделки (% от всех)51 (79.69%)Убыточные сделки (% от всех)13 (20.31%)
Самая большаяприбыльная сделка30.00убыточная сделка-100.00
Средняяприбыльная сделка27.85убыточная сделка-48.18
Максимальное количествонепрерывных выигрышей (прибыль)11 (308.90)непрерывных проигрышей (убыток)2 (-65.50)
Макс.непрерывная прибыль (число выигрышей)308.90 (11)непрерывный убыток (число проигрышей)-100.00 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 00:53sell10.101.050120.000000.00000
22013.01.07 00:53modify10.101.050121.060121.04712
32013.01.08 07:53modify10.101.050121.049401.04712
42013.01.08 10:18s/l10.101.049401.049401.047127.201007.20
52013.01.28 00:53buy20.101.042070.000000.00000
62013.01.28 00:53modify20.101.042071.032071.04507
72013.01.29 04:18t/p20.101.045071.032071.0450730.001037.20
82013.02.11 00:53buy30.101.031840.000000.00000
92013.02.11 00:53modify30.101.031841.021841.03484
102013.02.12 07:53modify30.101.031841.024481.02648
112013.02.12 08:57s/l30.101.024481.024481.02648-73.60963.60
122013.03.04 00:53buy40.101.020120.000000.00000
132013.03.04 00:53modify40.101.020121.010121.02312
142013.03.05 05:37t/p40.101.023121.010121.0231230.00993.60
152013.03.17 23:53sell50.101.034940.000000.00000
162013.03.17 23:53modify50.101.034941.044941.03194
172013.03.19 06:53modify50.101.034941.040161.03816
182013.03.19 08:14t/p50.101.038161.040161.03816-32.20961.40
192013.03.24 23:53sell60.101.044280.000000.00000
202013.03.24 23:53modify60.101.044281.054281.04128
212013.03.26 06:53modify60.101.044281.047611.04561
222013.03.26 09:06s/l60.101.047611.047611.04561-33.30928.10
232013.04.15 00:53sell70.101.050130.000000.00000
242013.04.15 00:53modify70.101.050131.060131.04713
252013.04.15 05:00t/p70.101.047131.060131.0471330.00958.10
262013.04.22 00:53buy80.101.027710.000000.00000
272013.04.22 00:53modify80.101.027711.017711.03071
282013.04.22 04:38t/p80.101.030711.017711.0307130.00988.10
292013.05.13 00:53buy90.101.001230.000000.00000
302013.05.13 00:53modify90.101.001230.991231.00423
312013.05.14 07:53modify90.101.001230.997490.99949
322013.05.14 08:48t/p90.100.999490.997490.99949-17.40970.70
332013.05.20 00:53buy100.100.975890.000000.00000
342013.05.20 00:53modify100.100.975890.965890.97889
352013.05.20 07:00t/p100.100.978890.965890.9788930.001000.70
362013.05.27 00:53buy110.100.965160.000000.00000
372013.05.27 00:53modify110.100.965160.955160.96816
382013.05.28 07:53modify110.100.965160.962640.96464
392013.05.28 08:24t/p110.100.964640.962640.96464-5.20995.50
402013.06.10 05:53buy120.100.942290.000000.00000
412013.06.10 05:53modify120.100.942290.932290.94529
422013.06.10 15:17t/p120.100.945290.932290.9452930.001025.50
432013.06.17 00:53sell130.100.956670.000000.00000
442013.06.17 00:53modify130.100.956670.966670.95367
452013.06.17 18:35t/p130.100.953670.966670.9536730.001055.50
462013.06.24 00:53buy140.100.922090.000000.00000
472013.06.24 00:53modify140.100.922090.912090.92509
482013.06.24 02:48t/p140.100.925090.912090.9250930.001085.50
492013.07.01 00:53buy150.100.913340.000000.00000
502013.07.01 00:53modify150.100.913340.903340.91634
512013.07.01 04:12t/p150.100.916340.903340.9163430.001115.50
522013.07.22 00:53sell160.100.918470.000000.00000
532013.07.22 00:53modify160.100.918470.928470.91547
542013.07.23 05:07s/l160.100.928470.928470.91547-100.001015.50
552013.08.05 00:53buy170.100.891110.000000.00000
562013.08.05 00:53modify170.100.891110.881110.89411
572013.08.06 00:45t/p170.100.894110.881110.8941130.001045.50
582013.08.12 00:53sell180.100.917890.000000.00000
592013.08.12 00:53modify180.100.917890.927890.91489
602013.08.12 13:14t/p180.100.914890.927890.9148930.001075.50
612013.08.26 00:53buy190.100.902970.000000.00000
622013.08.26 00:53modify190.100.902970.892970.90597
632013.08.26 15:50t/p190.100.905970.892970.9059730.001105.50
642013.09.02 00:54buy200.100.893920.000000.00000
652013.09.02 00:54modify200.100.893920.883920.89692
662013.09.02 06:07t/p200.100.896920.883920.8969230.001135.50
672013.09.09 00:53sell210.100.920060.000000.00000
682013.09.09 00:53modify210.100.920060.930060.91706
692013.09.10 07:53modify210.100.920060.927920.92592
702013.09.10 08:26s/l210.100.927920.927920.92592-78.601056.90
712013.09.16 05:53sell220.100.933770.000000.00000
722013.09.16 05:53modify220.100.933770.943770.93077
732013.09.17 04:30t/p220.100.930770.943770.9307730.001086.90
742013.10.07 00:53sell230.100.943100.000000.00000
752013.10.07 00:53modify230.100.943100.953100.94010
762013.10.07 10:03t/p230.100.940100.953100.9401030.001116.90
772013.10.21 00:53sell240.100.966780.000000.00000
782013.10.21 00:53modify240.100.966780.976780.96378
792013.10.22 07:53modify240.100.966780.966280.96378
802013.10.22 09:15s/l240.100.966280.966280.963785.001121.90
812013.10.27 23:53buy250.100.958920.000000.00000
822013.10.27 23:53modify250.100.958920.948920.96192
832013.10.28 11:38t/p250.100.961920.948920.9619230.001151.90
842013.11.04 00:53buy260.100.945150.000000.00000
852013.11.04 00:53modify260.100.945150.935150.94815
862013.11.04 02:30t/p260.100.948150.935150.9481530.001181.90
872013.11.25 00:53buy270.100.917280.000000.00000
882013.11.25 00:53modify270.100.917280.907280.92028
892013.11.26 03:58t/p270.100.920280.907280.9202830.001211.90
902013.12.16 00:53buy280.100.895970.000000.00000
912013.12.16 00:53modify280.100.895970.885970.89897
922013.12.17 07:53modify280.100.895970.893840.89584
932013.12.17 10:01s/l280.100.893840.893840.89584-21.301190.60
942014.01.06 00:53sell290.100.895380.000000.00000
952014.01.06 00:53modify290.100.895380.905380.89238
962014.01.07 07:00t/p290.100.892380.905380.8923830.001220.60
972014.01.20 00:54buy300.100.878050.000000.00000
982014.01.20 00:54modify300.100.878050.868050.88105
992014.01.20 11:44t/p300.100.881050.868050.8810530.001250.60
1002014.01.27 00:53buy310.100.870000.000000.00000
1012014.01.27 00:53modify310.100.870000.860000.87300
1022014.01.27 05:57t/p310.100.873000.860000.8730030.001280.60
1032014.02.10 00:53sell320.100.895160.000000.00000
1042014.02.10 00:53modify320.100.895160.905160.89216
1052014.02.10 10:28t/p320.100.892160.905160.8921630.001310.60
1062014.02.17 05:53sell330.100.905670.000000.00000
1072014.02.17 05:53modify330.100.905670.915670.90267
1082014.02.18 02:30t/p330.100.902670.915670.9026730.001340.60
1092014.02.24 00:53buy340.100.897470.000000.00000
1102014.02.24 00:53modify340.100.897470.887470.90047
1112014.02.24 17:45t/p340.100.900470.887470.9004730.001370.60
1122014.03.03 05:53buy350.100.891940.000000.00000
1132014.03.03 05:53modify350.100.891940.881940.89494
1142014.03.04 02:30t/p350.100.894940.881940.8949430.001400.60
1152014.03.09 23:53sell360.100.905050.000000.00000
1162014.03.09 23:53modify360.100.905050.915050.90205
1172014.03.10 16:42t/p360.100.902050.915050.9020530.001430.60
1182014.03.23 23:53sell370.100.909640.000000.00000
1192014.03.23 23:53modify370.100.909640.919640.90664
1202014.03.24 03:45t/p370.100.906640.919640.9066430.001460.60
1212014.03.31 00:53sell380.100.924790.000000.00000
1222014.03.31 00:53modify380.100.924790.934790.92179
1232014.04.01 07:53modify380.100.924790.927330.92533
1242014.04.01 09:03s/l380.100.927330.927330.92533-25.401435.20
1252014.04.14 00:53sell390.100.939390.000000.00000
1262014.04.14 00:53modify390.100.939390.949390.93639
1272014.04.15 07:53modify390.100.939390.940690.93869
1282014.04.15 09:34t/p390.100.938690.940690.938697.001442.20
1292014.05.26 00:57buy400.100.923800.000000.00000
1302014.05.26 00:57modify400.100.923800.913800.92680
1312014.05.27 07:57modify400.100.923800.924950.92680
1322014.05.27 09:00t/p400.100.926800.924950.9268030.001472.20
1332014.08.04 00:53buy410.100.931490.000000.00000
1342014.08.04 00:53modify410.100.931490.921490.93449
1352014.08.05 07:53modify410.100.931490.932700.93449
1362014.08.05 12:56s/l410.100.932700.932700.9344912.101484.30
1372014.09.15 05:53buy420.100.901340.000000.00000
1382014.09.15 05:53modify420.100.901340.891340.90434
1392014.09.15 16:51t/p420.100.904340.891340.9043430.001514.30
1402014.09.29 00:53buy430.100.876360.000000.00000
1412014.09.29 00:53modify430.100.876360.866360.87936
1422014.09.30 07:53modify430.100.876360.875390.87739
1432014.09.30 08:19s/l430.100.875390.875390.87739-9.701504.60
1442014.11.10 00:53buy440.100.865080.000000.00000
1452014.11.10 00:53modify440.100.865080.855080.86808
1462014.11.10 04:15t/p440.100.868080.855080.8680830.001534.60
1472014.11.17 05:53sell450.100.878270.000000.00000
1482014.11.17 05:53modify450.100.878270.888270.87527
1492014.11.17 11:09t/p450.100.875270.888270.8752730.001564.60
1502014.11.24 00:53buy460.100.867730.000000.00000
1512014.11.24 00:53modify460.100.867730.857730.87073
1522014.11.25 04:59s/l460.100.857730.857730.87073-100.001464.60
1532014.12.01 05:53buy470.100.845090.000000.00000
1542014.12.01 05:53modify470.100.845090.835090.84809
1552014.12.01 10:40t/p470.100.848090.835090.8480930.001494.60
1562014.12.08 00:53buy480.100.831180.000000.00000
1572014.12.08 00:53modify480.100.831180.821180.83418
1582014.12.09 07:53modify480.100.831180.822380.82438
1592014.12.09 08:10t/p480.100.824380.822380.82438-68.001426.60
1602014.12.22 00:53buy490.100.814050.000000.00000
1612014.12.22 00:53modify490.100.814050.804050.81705
1622014.12.22 08:17t/p490.100.817050.804050.8170530.001456.60
1632015.01.12 00:53sell500.100.822300.000000.00000
1642015.01.12 00:53modify500.100.822300.832300.81930
1652015.01.12 10:33t/p500.100.819300.832300.8193030.001486.60
1662015.01.26 00:53buy510.100.788810.000000.00000
1672015.01.26 00:53modify510.100.788810.778810.79181
1682015.01.26 11:39t/p510.100.791810.778810.7918130.001516.60
1692015.02.02 00:53buy520.100.777080.000000.00000
1702015.02.02 00:53modify520.100.777080.767080.78008
1712015.02.02 10:49t/p520.100.780080.767080.7800830.001546.60
1722015.03.08 23:53buy530.100.771490.000000.00000
1732015.03.08 23:53modify530.100.771490.761490.77449
1742015.03.10 06:53modify530.100.771490.763330.76533
1752015.03.10 07:20t/p530.100.765330.763330.76533-61.601485.00
1762015.03.15 23:53buy540.100.762950.000000.00000
1772015.03.15 23:53modify540.100.762950.752950.76595
1782015.03.16 15:15t/p540.100.765950.752950.7659530.001515.00
1792015.03.22 23:53sell550.100.779950.000000.00000
1802015.03.22 23:53modify550.100.779950.789950.77695
1812015.03.23 10:05t/p550.100.776950.789950.7769530.001545.00
1822015.04.06 00:53buy560.100.763920.000000.00000
1832015.04.06 00:53modify560.100.763920.753920.76692
1842015.04.07 07:29t/p560.100.766920.753920.7669230.001575.00
1852015.04.20 05:53sell570.100.780620.000000.00000
1862015.04.20 05:53modify570.100.780620.790620.77762
1872015.04.20 14:33t/p570.100.777620.790620.7776230.001605.00
1882015.05.11 00:53sell580.100.792270.000000.00000
1892015.05.11 00:53modify580.100.792270.802270.78927
1902015.05.11 06:07t/p580.100.789270.802270.7892730.001635.00
1912015.05.18 00:53sell590.100.803980.000000.00000
1922015.05.18 00:53modify590.100.803980.813980.80098
1932015.05.18 04:50t/p590.100.800980.813980.8009830.001665.00
1942015.05.25 00:53buy600.100.781580.000000.00000
1952015.05.25 00:53modify600.100.781580.771580.78458
1962015.05.26 07:53modify600.100.781580.782470.78458
1972015.05.26 08:05s/l600.100.782470.782470.784588.901673.90
1982015.06.01 00:53buy610.100.765560.000000.00000
1992015.06.01 00:53modify610.100.765560.755560.76856
2002015.06.02 07:53modify610.100.765560.766240.76856
2012015.06.02 08:23t/p610.100.768560.766240.7685630.001703.90
2022015.06.15 00:53sell620.100.774500.000000.00000
2032015.06.15 00:53modify620.100.774500.784500.77150
2042015.06.15 04:47t/p620.100.771500.784500.7715030.001733.90
2052015.06.29 05:53buy630.100.766090.000000.00000
2062015.06.29 05:53modify630.100.766090.756090.76909
2072015.06.29 20:33t/p630.100.769090.756090.7690930.001763.90
2082015.07.06 05:53buy640.100.749600.000000.00000
2092015.07.06 05:53modify640.100.749600.739600.75260
2102015.07.06 17:47t/p640.100.752600.739600.7526030.001793.90