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

СимволEURCAD (Euro vs Canadian 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="EURCAD nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=1300; TakeProfit=540; В_Х_О_Д="=============================================="; MinWeekBar=1520; MaxWeekBar=4900; Время_открытия="--------------------"; StartMinut=36; MaxSpread=100; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=100; GAP1_TOut=5; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=250; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=270; BU_Delta=90; Трал_ВЫХОД="-------------------"; tral_OUT_START=300; tral_OUT_par1=600; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=22; Технические="-------------------"; Slippage=50; Magic=10001; Comm="VB";
Баров в истории16975Смоделировано тиков62141511Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль1254.24Общая прибыль1375.79Общий убыток-121.55
Прибыльность11.32Матожидание выигрыша25.08
Абсолютная просадка34.91Максимальная просадка109.49 (4.84%)Относительная просадка6.93% (79.03)
Всего сделок50Короткие позиции (% выигравших)24 (83.33%)Длинные позиции (% выигравших)26 (92.31%)
Прибыльные сделки (% от всех)44 (88.00%)Убыточные сделки (% от всех)6 (12.00%)
Самая большаяприбыльная сделка40.82убыточная сделка-45.50
Средняяприбыльная сделка31.27убыточная сделка-20.26
Максимальное количествонепрерывных выигрышей (прибыль)18 (475.30)непрерывных проигрышей (убыток)1 (-45.50)
Макс.непрерывная прибыль (число выигрышей)550.43 (16)непрерывный убыток (число проигрышей)-45.50 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 00:36buy10.101.290150.000000.00000
22013.01.07 00:36modify10.101.290151.277151.29555
32013.01.07 20:12modify10.101.290151.287161.29555
42013.01.07 23:36modify10.101.290151.291971.29397
52013.01.08 00:08t/p10.101.293971.291971.2939728.701028.70
62013.01.14 00:36sell20.101.315300.000000.00000
72013.01.14 00:36modify20.101.315301.328301.30990
82013.01.14 23:36modify20.101.315301.317501.31550
92013.01.15 04:12s/l20.101.317501.317501.31550-16.791011.91
102013.01.28 00:36sell30.101.355380.000000.00000
112013.01.28 00:36modify30.101.355381.368381.34998
122013.01.28 23:36modify30.101.355381.355301.35330
132013.01.29 00:17t/p30.101.353301.355301.3533015.551027.47
142013.02.11 00:36buy40.101.341140.000000.00000
152013.02.11 00:36modify40.101.341141.328141.34654
162013.02.11 08:09modify40.101.341141.338171.34654
172013.02.11 08:18modify40.101.341141.342041.34654
182013.02.11 10:54t/p40.101.346541.342041.3465440.811068.28
192013.03.18 00:36buy50.101.319550.000000.00000
202013.03.18 00:36modify50.101.319551.306551.32495
212013.03.18 09:49modify50.101.319551.316561.32495
222013.03.18 09:52modify50.101.319551.320451.32495
232013.03.18 10:13t/p50.101.324951.320451.3249540.811109.09
242013.04.01 00:36buy60.101.304370.000000.00000
252013.04.01 00:36modify60.101.304371.291371.30977
262013.04.01 17:15modify60.101.304371.301391.30977
272013.04.01 17:54modify60.101.304371.301961.30977
282013.04.01 17:54modify60.101.304371.305271.30977
292013.04.01 23:36modify60.101.304371.305271.30706
302013.04.02 03:35t/p60.101.307061.305271.3070620.161129.25
312013.04.08 05:36sell70.101.320950.000000.00000
322013.04.08 05:36modify70.101.320951.333951.31555
332013.04.09 04:36modify70.101.320951.328951.32695
342013.04.09 06:45t/p70.101.326951.328951.32695-45.501083.75
352013.08.26 00:36sell80.101.407840.000000.00000
362013.08.26 00:36modify80.101.407841.420841.40244
372013.08.26 10:08modify80.101.407841.410841.40244
382013.08.26 23:36modify80.101.407841.405781.40378
392013.08.27 00:00t/p80.101.403781.405781.4037830.511114.26
402013.09.09 00:36buy90.101.371240.000000.00000
412013.09.09 00:36modify90.101.371241.358241.37664
422013.09.09 17:52modify90.101.371241.368271.37664
432013.09.09 18:01modify90.101.371241.372141.37664
442013.09.09 19:10t/p90.101.376641.372141.3766440.811155.07
452013.09.23 01:36sell100.101.393470.000000.00000
462013.09.23 01:36modify100.101.393471.406471.38807
472013.09.23 16:08modify100.101.393471.396441.38807
482013.09.23 16:10modify100.101.393471.395881.38807
492013.09.23 16:10modify100.101.393471.392571.38807
502013.09.23 17:01t/p100.101.388071.392571.3880740.801195.87
512013.10.27 23:36sell110.101.442620.000000.00000
522013.10.27 23:36modify110.101.442621.455621.43722
532013.10.28 15:31modify110.101.442621.445591.43722
542013.10.28 17:23modify110.101.442621.441721.43722
552013.10.28 20:23s/l110.101.441721.441721.437226.631202.50
562013.11.04 00:36buy120.101.406260.000000.00000
572013.11.04 00:36modify120.101.406261.393261.41166
582013.11.04 23:36modify120.101.406261.407451.40945
592013.11.05 05:32t/p120.101.409451.407451.4094523.941226.45
602013.11.25 00:36sell130.101.426110.000000.00000
612013.11.25 00:36modify130.101.426111.439111.42071
622013.11.25 23:36modify130.101.426111.427001.42500
632013.11.26 00:01t/p130.101.425001.427001.425008.221234.67
642013.12.02 00:36sell140.101.442510.000000.00000
652013.12.02 00:36modify140.101.442511.455511.43711
662013.12.02 13:57modify140.101.442511.445501.43711
672013.12.02 15:06modify140.101.442511.441611.43711
682013.12.02 16:36s/l140.101.441611.441611.437116.801241.47
692013.12.09 00:36sell150.101.460550.000000.00000
702013.12.09 00:36modify150.101.460551.473551.45515
712013.12.09 23:36modify150.101.460551.462441.46044
722013.12.09 23:58t/p150.101.460441.462441.460440.831242.30
732013.12.30 00:36sell160.101.472880.000000.00000
742013.12.30 00:36modify160.101.472881.485881.46748
752013.12.30 19:04modify160.101.472881.475881.46748
762013.12.30 21:59modify160.101.472881.471981.46748
772013.12.30 23:36modify160.101.472881.469791.46748
782013.12.30 23:58s/l160.101.469791.469791.4674823.351265.65
792014.01.06 00:36buy170.101.445860.000000.00000
802014.01.06 00:36modify170.101.445861.432861.45126
812014.01.06 14:51modify170.101.445861.442901.45126
822014.01.06 14:53modify170.101.445861.446761.45126
832014.01.06 16:06t/p170.101.451261.446761.4512640.811306.46
842014.01.13 01:36sell180.101.490980.000000.00000
852014.01.13 01:36modify180.101.490981.503981.48558
862014.01.13 15:25modify180.101.490981.493971.48558
872014.01.13 15:28modify180.101.490981.493431.48558
882014.01.13 15:28modify180.101.490981.490081.48558
892014.01.13 15:41t/p180.101.485581.490081.4855840.801347.26
902014.01.27 05:36sell190.101.514840.000000.00000
912014.01.27 05:36modify190.101.514841.527841.50944
922014.01.27 13:56modify190.101.514841.517761.50944
932014.01.27 14:00modify190.101.514841.513941.50944
942014.01.27 14:20t/p190.101.509441.513941.5094440.801388.06
952014.02.24 05:36sell200.101.527540.000000.00000
962014.02.24 05:36modify200.101.527541.540541.52214
972014.02.24 14:00modify200.101.527541.530531.52214
982014.02.24 14:03modify200.101.527541.526641.52214
992014.02.24 15:56t/p200.101.522141.526641.5221440.801428.86
1002014.03.31 05:36buy210.101.520280.000000.00000
1012014.03.31 05:36modify210.101.520281.507281.52568
1022014.03.31 12:10modify210.101.520281.517351.52568
1032014.03.31 12:11modify210.101.520281.517871.52568
1042014.03.31 12:11modify210.101.520281.521181.52568
1052014.03.31 12:42t/p210.101.525681.521181.5256840.811469.67
1062014.04.07 00:36buy220.101.504540.000000.00000
1072014.04.07 00:36modify220.101.504541.491541.50994
1082014.04.07 12:11modify220.101.504541.501541.50994
1092014.04.07 12:37modify220.101.504541.505441.50994
1102014.04.07 13:47t/p220.101.509941.505441.5099440.811510.48
1112014.04.14 05:36sell230.101.521770.000000.00000
1122014.04.14 05:36modify230.101.521771.534771.51637
1132014.04.14 11:41modify230.101.521771.524751.51637
1142014.04.14 11:42modify230.101.521771.524211.51637
1152014.04.14 11:46modify230.101.521771.520871.51637
1162014.04.14 11:55t/p230.101.516371.520871.5163740.801551.28
1172014.05.12 00:36buy240.101.499870.000000.00000
1182014.05.12 00:36modify240.101.499871.486871.50527
1192014.05.12 23:36modify240.101.499871.498021.50002
1202014.05.13 03:45t/p240.101.500021.498021.500020.971552.25
1212014.06.16 00:36buy250.101.470010.000000.00000
1222014.06.16 00:36modify250.101.470011.457011.47541
1232014.06.16 14:05modify250.101.470011.467031.47541
1242014.06.16 15:45modify250.101.470011.470911.47541
1252014.06.16 16:56s/l250.101.470911.470911.475416.801559.05
1262014.09.01 00:36buy260.101.428010.000000.00000
1272014.09.01 00:36modify260.101.428011.415011.43341
1282014.09.01 23:36modify260.101.428011.425951.42795
1292014.09.02 04:18t/p260.101.427951.425951.42795-0.631558.42
1302014.09.08 00:36buy270.101.410240.000000.00000
1312014.09.08 00:36modify270.101.410241.397241.41564
1322014.09.08 15:27modify270.101.410241.407291.41564
1332014.09.08 17:29modify270.101.410241.411141.41564
1342014.09.08 18:21t/p270.101.415641.411141.4156440.811599.23
1352014.09.15 00:36sell280.101.437510.000000.00000
1362014.09.15 00:36modify280.101.437511.450511.43211
1372014.09.15 11:24modify280.101.437511.440511.43211
1382014.09.15 11:25modify280.101.437511.436611.43211
1392014.09.15 13:39t/p280.101.432111.436611.4321140.801640.03
1402014.09.22 05:36buy290.101.406540.000000.00000
1412014.09.22 05:36modify290.101.406541.393541.41194
1422014.09.22 10:09modify290.101.406541.403551.41194
1432014.09.22 10:25modify290.101.406541.404131.41194
1442014.09.22 10:26modify290.101.406541.407441.41194
1452014.09.22 11:50t/p290.101.411941.407441.4119440.811680.84
1462014.10.20 00:36sell300.101.438670.000000.00000
1472014.10.20 00:36modify300.101.438671.451671.43327
1482014.10.20 09:53modify300.101.438671.441641.43327
1492014.10.20 17:58s/l300.101.441641.441641.43327-22.441658.40
1502014.10.26 23:36buy310.101.424470.000000.00000
1512014.10.26 23:36modify310.101.424471.411471.42987
1522014.10.27 16:04modify310.101.424471.421481.42987
1532014.10.27 16:08modify310.101.424471.425371.42987
1542014.10.27 18:11t/p310.101.429871.425371.4298740.651699.05
1552014.11.24 01:36buy320.101.390010.000000.00000
1562014.11.24 01:36modify320.101.390011.377011.39541
1572014.11.24 09:24modify320.101.390011.387031.39541
1582014.11.24 09:36modify320.101.390011.387591.39541
1592014.11.24 09:36modify320.101.390011.390911.39541
1602014.11.24 13:47t/p320.101.395411.390911.3954140.811739.86
1612014.12.01 01:36sell330.101.423180.000000.00000
1622014.12.01 01:36modify330.101.423181.436181.41778
1632014.12.01 15:09modify330.101.423181.426161.41778
1642014.12.01 16:41modify330.101.423181.422281.41778
1652014.12.01 18:26t/p330.101.417781.422281.4177840.801780.66
1662014.12.08 00:36buy340.101.405800.000000.00000
1672014.12.08 00:36modify340.101.405801.392801.41120
1682014.12.08 17:47modify340.101.405801.402811.41120
1692014.12.08 17:48modify340.101.405801.403381.41120
1702014.12.08 17:48modify340.101.405801.406701.41120
1712014.12.08 18:53t/p340.101.411201.406701.4112040.821821.48
1722014.12.15 01:36sell350.101.441870.000000.00000
1732014.12.15 01:36modify350.101.441871.454871.43647
1742014.12.15 05:33modify350.101.441871.444871.43647
1752014.12.15 05:33modify350.101.441871.440971.43647
1762014.12.15 09:15s/l350.101.440971.440971.436476.801828.28
1772014.12.22 00:36buy360.101.418730.000000.00000
1782014.12.22 00:36modify360.101.418731.405731.42413
1792014.12.22 11:04modify360.101.418731.415741.42413
1802014.12.22 11:07modify360.101.418731.419631.42413
1812014.12.22 14:22t/p360.101.424131.419631.4241340.811869.09
1822015.01.19 00:36buy370.101.385350.000000.00000
1832015.01.19 00:36modify370.101.385351.372351.39075
1842015.01.19 11:24modify370.101.385351.382371.39075
1852015.01.19 11:25modify370.101.385351.386251.39075
1862015.01.19 11:40t/p370.101.390751.386251.3907540.811909.90
1872015.02.02 00:36sell380.101.435750.000000.00000
1882015.02.02 00:36modify380.101.435751.448751.43035
1892015.02.02 15:17modify380.101.435751.438751.43035
1902015.02.02 15:48modify380.101.435751.434851.43035
1912015.02.02 16:01t/p380.101.430351.434851.4303540.811950.71
1922015.02.09 00:36buy390.101.416720.000000.00000
1932015.02.09 00:36modify390.101.416721.403721.42212
1942015.02.09 09:32modify390.101.416721.413721.42212
1952015.02.09 10:03modify390.101.416721.417621.42212
1962015.02.09 11:53s/l390.101.417621.417621.422126.811957.52
1972015.03.02 01:36buy400.101.397390.000000.00000
1982015.03.02 01:36modify400.101.397391.384391.40279
1992015.03.02 10:25modify400.101.397391.394401.40279
2002015.03.02 10:26modify400.101.397391.398291.40279
2012015.03.02 13:18t/p400.101.402791.398291.4027940.811998.33
2022015.03.08 23:36buy410.101.367460.000000.00000
2032015.03.08 23:36modify410.101.367461.354461.37286
2042015.03.09 10:02modify410.101.367461.364471.37286
2052015.03.09 10:08modify410.101.367461.365001.37286
2062015.03.09 10:08modify410.101.367461.368361.37286
2072015.03.09 12:11t/p410.101.372861.368361.3728640.642038.97
2082015.03.15 23:36buy420.101.341190.000000.00000
2092015.03.15 23:36modify420.101.341191.328191.34659
2102015.03.16 02:13modify420.101.341191.338201.34659
2112015.03.16 03:14modify420.101.341191.342091.34659
2122015.03.16 03:24t/p420.101.346591.342091.3465940.642079.62
2132015.03.23 00:36sell430.101.364260.000000.00000
2142015.03.23 00:36modify430.101.364261.377261.35886
2152015.03.23 01:21modify430.101.364261.367261.35886
2162015.03.23 02:38modify430.101.364261.363361.35886
2172015.03.23 04:14t/p430.101.358861.363361.3588640.802120.42
2182015.04.13 00:36buy440.101.332970.000000.00000
2192015.04.13 00:36modify440.101.332971.319971.33837
2202015.04.13 04:59modify440.101.332971.329971.33837
2212015.04.13 05:51modify440.101.332971.333871.33837
2222015.04.13 10:59s/l440.101.333871.333871.338376.802127.22
2232015.05.04 05:36sell450.101.362390.000000.00000
2242015.05.04 05:36modify450.101.362391.375391.35699
2252015.05.04 10:08modify450.101.362391.365391.35699
2262015.05.04 10:16modify450.101.362391.361491.35699
2272015.05.04 10:37t/p450.101.356991.361491.3569940.812168.03
2282015.05.18 05:36sell460.101.376770.000000.00000
2292015.05.18 05:36modify460.101.376771.389771.37137
2302015.05.18 10:00modify460.101.376771.379601.37137
2312015.05.18 10:16modify460.101.376771.375871.37137
2322015.05.18 10:31t/p460.101.371371.375871.3713740.802208.83
2332015.05.25 00:36buy470.101.352440.000000.00000
2342015.05.25 00:36modify470.101.352441.339441.35784
2352015.05.25 23:36modify470.101.352441.350651.35265
2362015.05.26 03:00s/l470.101.350651.350651.35265-13.692195.14
2372015.06.29 01:36buy480.101.357650.000000.00000
2382015.06.29 01:36modify480.101.357651.344651.36305
2392015.06.29 03:08modify480.101.357651.354691.36305
2402015.06.29 09:08modify480.101.357651.358551.36305
2412015.06.29 09:29t/p480.101.363051.358551.3630540.812235.95
2422015.07.06 05:36sell490.101.393080.000000.00000
2432015.07.06 05:36modify490.101.393081.406081.38768
2442015.07.06 08:08modify490.101.393081.396061.38768
2452015.07.06 08:55s/l490.101.396061.396061.38768-22.512213.44
2462015.07.13 05:36sell500.101.413520.000000.00000
2472015.07.13 05:36modify500.101.413521.426521.40812
2482015.07.13 11:02modify500.101.413521.416481.40812
2492015.07.13 11:03modify500.101.413521.412621.40812
2502015.07.13 12:50t/p500.101.408121.412621.4081240.802254.24