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

СимволCADJPY (Canadian Dollar vs Japanese Yen)
Период1 Час (H1) 2011.12.20 00:00 - 2015.08.26 23:59 (2013.01.01 - 2015.08.26)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="CADJPY 5.5 nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=900; TakeProfit=850; В_Х_О_Д="=============================================="; MinWeekBar=850; MaxWeekBar=3700; Время_открытия="------------------"; StartMinut=110; MaxSpread=80; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=190; GAP1_TOut=2; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=450; GAP2_TOut=2; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=350; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=600; tral_OUT_par1=750; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=26; Технические="-------------------"; Slippage=50; Magic=10010; Comm="VB";
Баров в истории22972Смоделировано тиков72935685Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль979.83Общая прибыль1583.77Общий убыток-603.93
Прибыльность2.62Матожидание выигрыша16.61
Абсолютная просадка4.49Максимальная просадка155.46 (7.28%)Относительная просадка11.34% (130.10)
Всего сделок59Короткие позиции (% выигравших)29 (72.41%)Длинные позиции (% выигравших)30 (70.00%)
Прибыльные сделки (% от всех)42 (71.19%)Убыточные сделки (% от всех)17 (28.81%)
Самая большаяприбыльная сделка70.54убыточная сделка-74.69
Средняяприбыльная сделка37.71убыточная сделка-35.53
Максимальное количествонепрерывных выигрышей (прибыль)7 (361.33)непрерывных проигрышей (убыток)2 (-116.71)
Макс.непрерывная прибыль (число выигрышей)361.33 (7)непрерывный убыток (число проигрышей)-116.71 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 01:50sell10.1089.4910.0000.000
22013.01.07 01:50modify10.1089.49190.39188.641
32013.01.07 07:31modify10.1089.49189.63988.641
42013.01.07 08:15modify10.1089.49189.57188.641
52013.01.07 08:30modify10.1089.49189.50988.641
62013.01.08 00:51modify10.1089.49189.43588.641
72013.01.08 00:51t/p10.1088.64189.43588.64170.271070.27
82013.01.14 01:50sell20.1090.9240.0000.000
92013.01.14 01:50modify20.1090.92491.82490.074
102013.01.14 15:05modify20.1090.92490.86490.074
112013.01.14 19:01s/l20.1090.86490.86490.0744.981075.25
122013.02.04 01:50sell30.1093.1090.0000.000
132013.02.04 01:50modify30.1093.10994.00992.259
142013.02.04 19:09modify30.1093.10993.04992.259
152013.02.05 00:48t/p30.1092.25993.04992.25970.271145.51
162013.03.04 01:50buy40.1091.1410.0000.000
172013.03.04 01:50modify40.1091.14190.24191.991
182013.03.05 04:50modify40.1091.14190.77490.974
192013.03.05 05:22s/l40.1090.77490.77490.974-30.411115.10
202013.03.11 00:50sell50.1093.4920.0000.000
212013.03.11 00:50modify50.1093.49294.39292.642
222013.03.12 03:50modify50.1093.49294.32094.120
232013.03.12 05:55t/p50.1094.12094.32094.120-52.371062.73
242013.03.18 02:50buy60.1092.6830.0000.000
252013.03.18 02:50modify60.1092.68391.78393.533
262013.03.18 14:53modify60.1092.68392.74393.533
272013.03.18 20:17t/p60.1093.53392.74393.53370.541133.27
282013.04.29 01:50buy70.1096.3340.0000.000
292013.04.29 01:50modify70.1096.33495.43497.184
302013.04.29 17:51modify70.1096.33496.39497.184
312013.04.30 04:50modify70.1096.33496.70896.908
322013.04.30 05:03t/p70.1096.90896.70896.90847.681180.95
332013.05.06 01:50sell80.1098.3340.0000.000
342013.05.06 01:50modify80.1098.33499.23497.484
352013.05.07 04:50modify80.1098.33498.42598.225
362013.05.07 06:37s/l80.1098.42598.42598.225-7.811173.13
372013.05.13 01:50sell90.10100.7250.0000.000
382013.05.13 01:50modify90.10100.725101.62599.875
392013.05.14 04:50modify90.10100.725100.670100.470
402013.05.14 06:09s/l90.10100.670100.670100.4704.301177.43
412013.05.27 01:50buy100.1098.1310.0000.000
422013.05.27 01:50modify100.1098.13197.23198.981
432013.05.28 04:50modify100.1098.13198.21598.415
442013.05.28 05:17t/p100.1098.41598.21598.41523.621201.05
452013.06.03 01:50buy110.1097.0790.0000.000
462013.06.03 01:50modify110.1097.07996.17997.929
472013.06.03 18:10s/l110.1096.17996.17997.929-74.691126.36
482013.06.10 01:50buy120.1096.2660.0000.000
492013.06.10 01:50modify120.1096.26695.36697.116
502013.06.10 11:25modify120.1096.26696.32697.116
512013.06.10 16:10t/p120.1097.11696.32697.11670.541196.90
522013.06.17 01:50buy130.1092.7220.0000.000
532013.06.17 01:50modify130.1092.72291.82293.572
542013.06.17 03:36modify130.1092.72292.78293.572
552013.06.17 09:35t/p130.1093.57292.78293.57270.541267.44
562013.06.24 01:50sell140.1093.7510.0000.000
572013.06.24 01:50modify140.1093.75194.65192.901
582013.06.24 11:51modify140.1093.75193.69192.901
592013.06.24 15:31t/p140.1092.90193.69192.90170.531337.97
602013.07.08 01:50sell150.1095.8610.0000.000
612013.07.08 01:50modify150.1095.86196.76195.011
622013.07.08 09:07modify150.1095.86195.80195.011
632013.07.08 10:34s/l150.1095.80195.80195.0114.981342.95
642013.07.22 01:50sell160.1096.8840.0000.000
652013.07.22 01:50modify160.1096.88497.78496.034
662013.07.22 03:07modify160.1096.88496.82496.034
672013.07.22 17:03t/p160.1096.03496.82496.03470.541413.49
682013.07.29 01:50buy170.1095.5320.0000.000
692013.07.29 01:50modify170.1095.53294.63296.382
702013.07.30 04:50modify170.1095.53295.48895.688
712013.07.30 06:25t/p170.1095.68895.48895.68813.001426.49
722013.08.12 01:50buy180.1093.6830.0000.000
732013.08.12 01:50modify180.1093.68392.78394.533
742013.08.13 00:46modify180.1093.68393.74394.533
752013.08.13 04:50modify180.1093.68394.22094.420
762013.08.13 06:31t/p180.1094.42094.22094.42061.211487.69
772013.09.09 03:50sell190.1095.8510.0000.000
782013.09.09 03:50modify190.1095.85196.75195.001
792013.09.10 06:50modify190.1095.85196.21696.016
802013.09.10 08:31s/l190.1096.21696.21696.016-30.551457.14
812013.09.30 03:50buy200.1094.9010.0000.000
822013.09.30 03:50modify200.1094.90194.00195.751
832013.09.30 17:46modify200.1094.90194.96195.751
842013.10.01 06:50modify200.1094.90195.12595.325
852013.10.01 07:02s/l200.1095.12595.12595.32518.641475.78
862013.10.28 02:50buy210.1093.4410.0000.000
872013.10.28 02:50modify210.1093.44192.54194.291
882013.10.29 05:50modify210.1093.44193.19293.392
892013.10.29 07:26t/p210.1093.39293.19293.392-4.011471.77
902013.11.04 01:50sell220.1094.7430.0000.000
912013.11.04 01:50modify220.1094.74395.64393.893
922013.11.05 03:57modify220.1094.74394.68393.893
932013.11.05 04:50modify220.1094.74394.35294.152
942013.11.05 05:41s/l220.1094.35294.35294.15232.181503.94
952013.11.18 01:50sell230.1096.1350.0000.000
962013.11.18 01:50modify230.1096.13597.03595.285
972013.11.18 22:30modify230.1096.13596.07595.285
982013.11.19 04:50modify230.1096.13595.72295.522
992013.11.19 06:03s/l230.1095.72295.72295.52234.011537.95
1002014.01.13 01:50buy240.1095.3760.0000.000
1012014.01.13 01:50modify240.1095.37694.47696.226
1022014.01.14 04:50modify240.1095.37694.91595.115
1032014.01.14 05:26t/p240.1095.11594.91595.115-21.611516.34
1042014.01.27 01:50buy250.1092.2980.0000.000
1052014.01.27 01:50modify250.1092.29891.39893.148
1062014.01.27 08:42modify250.1092.29892.35893.148
1072014.01.27 14:20t/p250.1093.14892.35893.14870.541586.88
1082014.02.10 01:50sell260.1092.8990.0000.000
1092014.02.10 01:50modify260.1092.89993.79992.049
1102014.02.10 15:07modify260.1092.89992.83992.049
1112014.02.11 04:50modify260.1092.89992.37092.170
1122014.02.11 07:05s/l260.1092.37092.37092.17043.631630.51
1132014.03.10 02:50sell270.1092.8810.0000.000
1142014.03.10 02:50modify270.1092.88193.78192.031
1152014.03.11 05:50modify270.1092.88193.07792.877
1162014.03.11 07:03t/p270.1092.87793.07792.8770.071630.57
1172014.03.17 00:50buy280.1091.2710.0000.000
1182014.03.17 00:50modify280.1091.27190.37192.121
1192014.03.17 10:05modify280.1091.27191.33192.121
1202014.03.17 12:20t/p280.1092.12191.33192.12170.541701.11
1212014.03.31 01:50sell290.1093.0600.0000.000
1222014.03.31 01:50modify290.1093.06093.96092.210
1232014.04.01 04:50modify290.1093.06093.55893.358
1242014.04.01 10:40t/p290.1093.35893.55893.358-24.991676.12
1252014.04.07 01:50sell300.1094.1040.0000.000
1262014.04.07 01:50modify300.1094.10495.00493.254
1272014.04.08 04:50modify300.1094.10493.89993.699
1282014.04.08 05:56s/l300.1093.89993.89993.69916.751692.87
1292014.04.14 01:50buy310.1092.5130.0000.000
1302014.04.14 01:50modify310.1092.51391.61393.363
1312014.04.14 15:32modify310.1092.51392.57393.363
1322014.04.15 04:50modify310.1092.51392.75192.951
1332014.04.15 09:19s/l310.1092.75192.75192.95119.801712.67
1342014.07.14 01:50buy320.1094.5080.0000.000
1352014.07.14 01:50modify320.1094.50893.60895.358
1362014.07.15 04:50modify320.1094.50894.63794.837
1372014.07.15 09:10s/l320.1094.63794.63794.83710.761723.42
1382014.08.25 01:50sell330.1095.0380.0000.000
1392014.08.25 01:50modify330.1095.03895.93894.188
1402014.08.26 04:13modify330.1095.03894.97894.188
1412014.08.26 04:50modify330.1095.03894.77994.579
1422014.08.26 10:01s/l330.1094.77994.77994.57921.231744.65
1432014.09.22 01:50sell340.1099.4360.0000.000
1442014.09.22 01:50modify340.1099.436100.33698.586
1452014.09.22 17:19modify340.1099.43699.37698.586
1462014.09.22 23:58t/p340.1098.58699.37698.58670.531815.18
1472014.09.29 01:50buy350.1098.0510.0000.000
1482014.09.29 01:50modify350.1098.05197.15198.901
1492014.09.30 04:50modify350.1098.05197.95998.159
1502014.09.30 09:48t/p350.1098.15997.95998.1599.011824.19
1512014.10.13 01:50buy360.1095.8700.0000.000
1522014.10.13 01:50modify360.1095.87094.97096.720
1532014.10.14 04:50modify360.1095.87095.58395.783
1542014.10.14 05:22t/p360.1095.78395.58395.783-7.171817.02
1552014.10.20 01:50buy370.1094.9190.0000.000
1562014.10.20 01:50modify370.1094.91994.01995.769
1572014.10.21 04:50modify370.1094.91994.48294.682
1582014.10.21 05:00t/p370.1094.68294.48294.682-19.621797.39
1592014.10.27 00:50sell380.1096.3030.0000.000
1602014.10.27 00:50modify380.1096.30397.20395.453
1612014.10.27 15:07modify380.1096.30396.24395.453
1622014.10.28 03:50modify380.1096.30396.10695.906
1632014.10.28 04:47t/p380.1095.90696.10695.90632.691830.08
1642014.11.03 01:50sell390.1099.9900.0000.000
1652014.11.03 01:50modify390.1099.990100.89099.140
1662014.11.03 15:08s/l390.10100.890100.89099.140-74.681755.40
1672014.11.10 01:50sell400.10101.1000.0000.000
1682014.11.10 01:50modify400.10101.100102.000100.250
1692014.11.10 09:47modify400.10101.100101.040100.250
1702014.11.10 13:34s/l400.10101.040101.040100.2504.981760.38
1712014.11.17 01:50sell410.10103.3300.0000.000
1722014.11.17 01:50modify410.10103.330104.230102.480
1732014.11.17 03:08modify410.10103.330103.270102.480
1742014.11.17 04:35t/p410.10102.480103.270102.48070.531830.91
1752014.11.24 01:50sell420.10104.8130.0000.000
1762014.11.24 01:50modify420.10104.813105.713103.963
1772014.11.25 04:50modify420.10104.813104.667104.467
1782014.11.25 05:03t/p420.10104.467104.667104.46728.451859.36
1792014.12.01 01:50buy430.10103.8680.0000.000
1802014.12.01 01:50modify430.10103.868102.968104.718
1812014.12.01 19:23modify430.10103.868103.928104.718
1822014.12.02 04:50modify430.10103.868104.457104.657
1832014.12.02 09:19t/p430.10104.657104.457104.65765.531924.88
1842014.12.08 01:50sell440.10106.3370.0000.000
1852014.12.08 01:50modify440.10106.337107.237105.487
1862014.12.08 10:02modify440.10106.337106.277105.487
1872014.12.08 17:47t/p440.10105.487106.277105.48770.531995.41
1882015.01.05 01:50buy450.10102.1550.0000.000
1892015.01.05 01:50modify450.10102.155101.255103.005
1902015.01.05 17:42s/l450.10101.255101.255103.005-74.691920.72
1912015.01.12 01:50buy460.1099.7970.0000.000
1922015.01.12 01:50modify460.1099.79798.897100.647
1932015.01.12 11:48modify460.1099.79799.857100.647
1942015.01.12 15:35s/l460.1099.85799.857100.6474.981925.70
1952015.01.19 01:50buy470.1098.2290.0000.000
1962015.01.19 01:50modify470.1098.22997.32999.079
1972015.01.20 03:14modify470.1098.22998.28999.079
1982015.01.20 04:50modify470.1098.22998.56198.761
1992015.01.20 06:58t/p470.1098.76198.56198.76144.201969.90
2002015.01.26 01:50buy480.1094.1990.0000.000
2012015.01.26 01:50modify480.1094.19993.29995.049
2022015.01.26 02:18modify480.1094.19994.25995.049
2032015.01.26 15:18t/p480.1095.04994.25995.04970.542040.44
2042015.02.02 01:50buy490.1092.4170.0000.000
2052015.02.02 01:50modify490.1092.41791.51793.267
2062015.02.02 13:25modify490.1092.41792.47793.267
2072015.02.02 16:44t/p490.1093.26792.47793.26770.542110.98
2082015.02.09 01:50sell500.1094.9750.0000.000
2092015.02.09 01:50modify500.1094.97595.87594.125
2102015.02.10 04:50modify500.1094.97595.24695.046
2112015.02.10 08:08s/l500.1095.24695.24695.046-22.752088.23
2122015.03.16 00:50buy510.1094.9240.0000.000
2132015.03.16 00:50modify510.1094.92494.02495.774
2142015.03.17 03:50modify510.1094.92494.83895.038
2152015.03.17 09:25t/p510.1095.03894.83895.0389.512097.74
2162015.03.30 01:50buy520.1094.6230.0000.000
2172015.03.30 01:50modify520.1094.62393.72395.473
2182015.03.31 04:50modify520.1094.62394.62794.827
2192015.03.31 05:28s/l520.1094.62794.62794.8270.382098.11
2202015.04.20 01:50sell530.1097.2600.0000.000
2212015.04.20 01:50modify530.1097.26098.16096.410
2222015.04.21 04:50modify530.1097.26097.61097.410
2232015.04.21 05:33t/p530.1097.41097.61097.410-12.712085.40
2242015.05.04 01:50sell540.1098.8390.0000.000
2252015.05.04 01:50modify540.1098.83999.73997.989
2262015.05.05 04:50modify540.1098.83999.38799.187
2272015.05.05 06:51t/p540.1099.18799.38799.187-29.132056.27
2282015.06.01 01:50sell550.1099.6720.0000.000
2292015.06.01 01:50modify550.1099.672100.57298.822
2302015.06.01 15:53modify550.1099.67299.61298.822
2312015.06.01 21:05s/l550.1099.61299.61298.8224.982061.25
2322015.06.08 01:50sell560.10100.9240.0000.000
2332015.06.08 01:50modify560.10100.924101.824100.074
2342015.06.08 20:21modify560.10100.924100.864100.074
2352015.06.09 04:50modify560.10100.924100.539100.339
2362015.06.09 06:59s/l560.10100.539100.539100.33931.682092.93
2372015.06.15 01:50buy570.10100.1560.0000.000
2382015.06.15 01:50modify570.10100.15699.256101.006
2392015.06.16 04:50modify570.10100.156100.199100.399
2402015.06.16 10:25s/l570.10100.199100.199100.3993.622096.54
2412015.07.06 03:50buy580.1097.2930.0000.000
2422015.07.06 03:50modify580.1097.29396.39398.143
2432015.07.07 06:50modify580.1097.29396.78696.986
2442015.07.07 10:18s/l580.1096.78696.78696.986-42.022054.52
2452015.08.24 01:50buy590.1092.1320.0000.000
2462015.08.24 01:50modify590.1092.13291.23292.982
2472015.08.24 05:46s/l590.1091.23291.23292.982-74.691979.83