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

СимволEURGBP (Euro vs Great Britain Pound )
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="EURGBP 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=400; MaxWeekBar=1250; Время_открытия="------------------"; StartMinut=10; MaxSpread=50; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=400; GAP1_TOut=11; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=120; GAP2_TOut=4; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=200; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=400; tral_OUT_par1=650; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=81; Технические="-------------------"; Slippage=50; Magic=10009; Comm="VB";
Баров в истории22987Смоделировано тиков60648717Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль921.34Общая прибыль2032.36Общий убыток-1111.02
Прибыльность1.83Матожидание выигрыша13.35
Абсолютная просадка140.64Максимальная просадка230.61 (18.03%)Относительная просадка18.06% (214.19)
Всего сделок69Короткие позиции (% выигравших)32 (78.13%)Длинные позиции (% выигравших)37 (70.27%)
Прибыльные сделки (% от всех)51 (73.91%)Убыточные сделки (% от всех)18 (26.09%)
Самая большаяприбыльная сделка46.08убыточная сделка-153.96
Средняяприбыльная сделка39.85убыточная сделка-61.72
Максимальное количествонепрерывных выигрышей (прибыль)9 (410.98)непрерывных проигрышей (убыток)2 (-170.26)
Макс.непрерывная прибыль (число выигрышей)410.98 (9)непрерывный убыток (число проигрышей)-170.26 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.21 00:10sell10.100.839760.000000.00000
22013.01.21 00:10modify10.100.839760.849760.83676
32013.01.24 10:10modify10.100.839760.841390.83939
42013.01.24 10:28s/l10.100.841390.841390.83939-26.96973.04
52013.03.04 00:10buy20.100.866150.000000.00000
62013.03.04 00:10modify20.100.866150.856150.86915
72013.03.07 10:10modify20.100.866150.867000.86915
82013.03.07 11:44t/p20.100.869150.867000.8691545.851018.89
92013.03.10 23:10sell30.100.870160.000000.00000
102013.03.10 23:10modify30.100.870160.880160.86716
112013.03.13 15:12modify30.100.870160.869560.86716
122013.03.13 15:41t/p30.100.867160.869560.8671644.911063.80
132013.04.01 00:10buy40.100.843280.000000.00000
142013.04.01 00:10modify40.100.843280.833280.84628
152013.04.02 13:15modify40.100.843280.843880.84628
162013.04.02 15:01t/p40.100.846280.843880.8462846.031109.83
172013.04.08 00:10sell50.100.847380.000000.00000
182013.04.08 00:10modify50.100.847380.857380.84438
192013.04.11 10:10modify50.100.847380.854290.85229
202013.04.11 10:54t/p50.100.852290.854290.85229-77.341032.49
212013.04.15 00:10sell60.100.854630.000000.00000
222013.04.15 00:10modify60.100.854630.864630.85163
232013.04.15 03:55modify60.100.854630.854030.85163
242013.04.15 05:29s/l60.100.854030.854030.851639.211041.70
252013.05.27 00:10sell70.100.854460.000000.00000
262013.05.27 00:10modify70.100.854460.864460.85146
272013.05.30 10:10modify70.100.854460.856660.85466
282013.05.30 13:02s/l70.100.856660.856660.85466-35.721005.98
292013.06.10 00:10buy80.100.849710.000000.00000
302013.06.10 00:10modify80.100.849710.839710.85271
312013.06.11 10:34modify80.100.849710.850310.85271
322013.06.11 10:50t/p80.100.852710.850310.8527146.021052.00
332013.07.01 00:10sell90.100.855300.000000.00000
342013.07.01 00:10modify90.100.855300.865300.85230
352013.07.03 10:57modify90.100.855300.854700.85230
362013.07.03 11:28t/p90.100.852300.854700.8523045.301097.30
372013.07.08 00:10sell100.100.861220.000000.00000
382013.07.08 00:10modify100.100.861220.871220.85822
392013.07.10 08:09modify100.100.861220.860620.85822
402013.07.10 08:09t/p100.100.858220.860620.8582245.301142.60
412013.07.22 00:12buy110.100.860610.000000.00000
422013.07.22 00:12modify110.100.860610.850610.86361
432013.07.25 10:12modify110.100.860610.859590.86159
442013.07.25 11:08s/l110.100.859590.859590.86159-15.881126.71
452013.08.05 00:10sell120.100.868000.000000.00000
462013.08.05 00:10modify120.100.868000.878000.86500
472013.08.05 11:34modify120.100.868000.867400.86500
482013.08.05 11:38t/p120.100.865000.867400.8650046.071172.78
492013.08.12 00:10buy130.100.860100.000000.00000
502013.08.12 00:10modify130.100.860100.850100.86310
512013.08.15 10:10modify130.100.860100.854530.85653
522013.08.15 11:16s/l130.100.854530.854530.85653-85.741087.04
532013.08.19 00:10buy140.100.853520.000000.00000
542013.08.19 00:10modify140.100.853520.843520.85652
552013.08.20 15:31modify140.100.853520.854120.85652
562013.08.20 15:56t/p140.100.856520.854120.8565246.031133.06
572013.08.26 00:10sell150.100.859210.000000.00000
582013.08.26 00:10modify150.100.859210.869210.85621
592013.08.29 09:32modify150.100.859210.858610.85621
602013.08.29 09:33t/p150.100.856210.858610.8562144.141177.21
612013.09.02 04:10buy160.100.851250.000000.00000
622013.09.02 04:10modify160.100.851250.841250.85425
632013.09.05 14:10modify160.100.851250.842800.84480
642013.09.05 15:34s/l160.100.842800.842800.84480-129.961047.24
652013.09.09 00:10buy170.100.843170.000000.00000
662013.09.09 00:10modify170.100.843170.833170.84617
672013.09.12 10:10modify170.100.843170.840560.84256
682013.09.12 12:17s/l170.100.840560.840560.84256-40.291006.95
692013.09.16 00:10buy180.100.838470.000000.00000
702013.09.16 00:10modify180.100.838470.828470.84147
712013.09.17 15:32modify180.100.838470.839070.84147
722013.09.17 16:46s/l180.100.839070.839070.841479.171016.11
732013.09.23 00:10sell190.100.846070.000000.00000
742013.09.23 00:10modify190.100.846070.856070.84307
752013.09.23 10:41modify190.100.846070.845470.84307
762013.09.23 10:45t/p190.100.843070.845470.8430746.081062.19
772013.09.30 04:10buy200.100.835320.000000.00000
782013.09.30 04:10modify200.100.835320.825320.83832
792013.09.30 15:45modify200.100.835320.835920.83832
802013.09.30 15:56t/p200.100.838320.835920.8383246.061108.25
812013.10.07 00:10sell210.100.846570.000000.00000
822013.10.07 00:10modify210.100.846570.856570.84357
832013.10.07 15:22modify210.100.846570.845970.84357
842013.10.07 15:45t/p210.100.843570.845970.8435746.071154.32
852013.10.27 23:10sell220.100.853550.000000.00000
862013.10.27 23:10modify220.100.853550.863550.85055
872013.10.31 09:10modify220.100.853550.856760.85476
882013.10.31 12:00t/p220.100.854760.856760.85476-20.891133.43
892013.11.04 00:10buy230.100.847370.000000.00000
902013.11.04 00:10modify230.100.847370.837370.85037
912013.11.07 10:10modify230.100.847370.839320.84132
922013.11.07 14:45s/l230.100.839320.839320.84132-123.821009.60
932013.11.11 00:10buy240.100.834950.000000.00000
942013.11.11 00:10modify240.100.834950.824950.83795
952013.11.11 12:54modify240.100.834950.835550.83795
962013.11.11 12:56t/p240.100.837950.835550.8379546.061055.66
972013.12.02 00:10buy250.100.830230.000000.00000
982013.12.02 00:10modify250.100.830230.820230.83323
992013.12.05 10:10modify250.100.830230.829780.83178
1002013.12.05 11:45t/p250.100.831780.829780.8317823.591079.25
1012013.12.09 00:10sell260.100.838850.000000.00000
1022013.12.09 00:10modify260.100.838850.848850.83585
1032013.12.10 04:10modify260.100.838850.838250.83585
1042013.12.10 12:44t/p260.100.835850.838250.8358545.681124.93
1052013.12.23 00:10buy270.100.837040.000000.00000
1062013.12.23 00:10modify270.100.837040.827040.84004
1072013.12.26 10:10modify270.100.837040.834380.83638
1082013.12.26 11:13t/p270.100.836380.834380.83638-10.351114.58
1092014.01.06 00:10buy280.100.829050.000000.00000
1102014.01.06 00:10modify280.100.829050.819050.83205
1112014.01.06 11:28modify280.100.829050.829650.83205
1122014.01.06 11:28t/p280.100.832050.829650.8320546.061160.64
1132014.01.20 00:10buy290.100.824650.000000.00000
1142014.01.20 00:10modify290.100.824650.814650.82765
1152014.01.23 10:10modify290.100.824650.818610.82061
1162014.01.23 10:36t/p290.100.820610.818610.82061-62.251098.39
1172014.01.27 00:10sell300.100.829680.000000.00000
1182014.01.27 00:10modify300.100.829680.839680.82668
1192014.01.27 12:34modify300.100.829680.829080.82668
1202014.01.27 12:37t/p300.100.826680.829080.8266846.071144.46
1212014.02.03 00:10buy310.100.821200.000000.00000
1222014.02.03 00:10modify310.100.821200.811200.82420
1232014.02.03 11:28modify310.100.821200.821800.82420
1242014.02.03 11:28t/p310.100.824200.821800.8242046.071190.53
1252014.02.10 00:10sell320.100.829960.000000.00000
1262014.02.10 00:10modify320.100.829960.839960.82696
1272014.02.12 12:30modify320.100.829960.829360.82696
1282014.02.12 12:30t/p320.100.826960.829360.8269645.301235.82
1292014.02.24 00:10sell330.100.825790.000000.00000
1302014.02.24 00:10modify330.100.825790.835790.82279
1312014.02.25 12:00modify330.100.825790.825190.82279
1322014.02.26 10:01s/l330.100.825190.825190.822798.441244.26
1332014.03.09 23:10sell340.100.829460.000000.00000
1342014.03.09 23:10modify340.100.829460.839460.82646
1352014.03.13 09:10modify340.100.829460.836980.83498
1362014.03.13 09:39s/l340.100.836980.836980.83498-117.801126.46
1372014.03.16 23:10sell350.100.835430.000000.00000
1382014.03.16 23:10modify350.100.835430.845430.83243
1392014.03.20 09:10modify350.100.835430.838320.83632
1402014.03.20 10:03t/p350.100.836320.838320.83632-15.971110.48
1412014.03.31 00:10buy360.100.826960.000000.00000
1422014.03.31 00:10modify360.100.826960.816960.82996
1432014.03.31 16:51modify360.100.826960.827560.82996
1442014.03.31 17:58s/l360.100.827560.827560.829969.221119.70
1452014.04.21 00:10buy370.100.823010.000000.00000
1462014.04.21 00:10modify370.100.823010.813010.82601
1472014.04.24 10:10modify370.100.823010.821730.82373
1482014.04.24 10:43t/p370.100.823730.821730.8237310.841130.54
1492014.05.12 00:10buy380.100.816970.000000.00000
1502014.05.12 00:10modify380.100.816970.806970.81997
1512014.05.15 10:10modify380.100.816970.816670.81867
1522014.05.15 10:53s/l380.100.816670.816670.81867-4.821125.72
1532014.05.26 00:10buy390.100.809650.000000.00000
1542014.05.26 00:10modify390.100.809650.799650.81265
1552014.05.28 09:47modify390.100.809650.810250.81265
1562014.05.28 10:01t/p390.100.812650.810250.8126545.981171.70
1572014.06.02 00:10sell400.100.813150.000000.00000
1582014.06.02 00:10modify400.100.813150.823150.81015
1592014.06.05 10:10modify400.100.813150.813580.81158
1602014.06.05 12:43t/p400.100.811580.813580.8115822.181193.88
1612014.07.07 00:10buy410.100.792590.000000.00000
1622014.07.07 00:10modify410.100.792590.782590.79559
1632014.07.08 11:30modify410.100.792590.793190.79559
1642014.07.08 11:32t/p410.100.795590.793190.7955946.031239.91
1652014.08.04 00:10sell420.100.797730.000000.00000
1662014.08.04 00:10modify420.100.797730.807730.79473
1672014.08.05 11:30modify420.100.797730.797130.79473
1682014.08.05 11:30t/p420.100.794730.797130.7947345.681285.59
1692014.09.01 00:10buy430.100.791730.000000.00000
1702014.09.01 00:10modify430.100.791730.781730.79473
1712014.09.02 16:14modify430.100.791730.792330.79473
1722014.09.02 16:28t/p430.100.794730.792330.7947346.021331.61
1732014.09.08 04:10sell440.100.798340.000000.00000
1742014.09.08 04:10modify440.100.798340.808340.79534
1752014.09.11 12:46modify440.100.798340.797740.79534
1762014.09.11 12:47t/p440.100.795340.797740.7953444.141375.75
1772014.09.15 00:10buy450.100.797390.000000.00000
1782014.09.15 00:10modify450.100.797390.787390.80039
1792014.09.16 11:22modify450.100.797390.797990.80039
1802014.09.16 11:25t/p450.100.800390.797990.8003946.031421.78
1812014.09.22 00:10buy460.100.786020.000000.00000
1822014.09.22 00:10modify460.100.786020.776020.78902
1832014.09.23 11:11modify460.100.786020.786620.78902
1842014.09.23 12:31s/l460.100.786620.786620.789029.171430.95
1852014.09.29 00:10buy470.100.781790.000000.00000
1862014.09.29 00:10modify470.100.781790.771790.78479
1872014.10.02 10:10modify470.100.781790.778240.78024
1882014.10.02 11:23t/p470.100.780240.778240.78024-24.011406.93
1892014.10.20 00:10sell480.100.791750.000000.00000
1902014.10.20 00:10modify480.100.791750.801750.78875
1912014.10.21 16:16modify480.100.791750.791150.78875
1922014.10.21 16:25t/p480.100.788750.791150.7887545.681452.62
1932014.11.03 00:10buy490.100.783330.000000.00000
1942014.11.03 00:10modify490.100.783330.773330.78633
1952014.11.05 11:38modify490.100.783330.783930.78633
1962014.11.05 12:39t/p490.100.786330.783930.7863345.981498.60
1972014.11.24 00:10buy500.100.791150.000000.00000
1982014.11.24 00:10modify500.100.791150.781150.79415
1992014.11.25 16:50modify500.100.791150.791750.79415
2002014.11.25 21:03t/p500.100.794150.791750.7941546.031544.63
2012014.12.01 00:10sell510.100.795360.000000.00000
2022014.12.01 00:10modify510.100.795360.805360.79236
2032014.12.01 21:01modify510.100.795360.794760.79236
2042014.12.02 10:46t/p510.100.792360.794760.7923645.681590.31
2052014.12.08 00:10buy520.100.789080.000000.00000
2062014.12.08 00:10modify520.100.789080.779080.79208
2072014.12.09 17:03modify520.100.789080.789680.79208
2082014.12.09 17:05t/p520.100.792080.789680.7920846.031636.34
2092014.12.15 00:10sell530.100.793020.000000.00000
2102014.12.15 00:10modify530.100.793020.803020.79002
2112014.12.18 09:12modify530.100.793020.792420.79002
2122014.12.18 09:16t/p530.100.790020.792420.7900244.141680.48
2132014.12.22 00:10buy540.100.782660.000000.00000
2142014.12.22 00:10modify540.100.782660.772660.78566
2152014.12.22 12:48modify540.100.782660.783260.78566
2162014.12.22 13:36t/p540.100.785660.783260.7856646.071726.55
2172015.02.02 00:10sell550.100.749730.000000.00000
2182015.02.02 00:10modify550.100.749730.759730.74673
2192015.02.04 23:30modify550.100.749730.749130.74673
2202015.02.04 23:37t/p550.100.746730.749130.7467345.301771.85
2212015.02.09 00:10buy560.100.742320.000000.00000
2222015.02.09 00:10modify560.100.742320.732320.74532
2232015.02.09 11:07modify560.100.742320.742920.74532
2242015.02.09 12:09t/p560.100.745320.742920.7453246.061817.91
2252015.03.08 23:10buy570.100.720560.000000.00000
2262015.03.08 23:10modify570.100.720560.710560.72356
2272015.03.10 17:20s/l570.100.710560.710560.72356-153.651664.26
2282015.03.16 03:10buy580.100.712000.000000.00000
2292015.03.16 03:10modify580.100.712000.702000.71500
2302015.03.16 15:36modify580.100.712000.712600.71500
2312015.03.16 15:40t/p580.100.715000.712600.7150046.071710.33
2322015.03.30 00:10sell590.100.731190.000000.00000
2332015.03.30 00:10modify590.100.731190.741190.72819
2342015.03.31 10:24modify590.100.731190.730590.72819
2352015.03.31 11:12t/p590.100.728190.730590.7281945.681756.02
2362015.04.06 04:10sell600.100.736630.000000.00000
2372015.04.06 04:10modify600.100.736630.746630.73363
2382015.04.06 22:17modify600.100.736630.736030.73363
2392015.04.07 08:13t/p600.100.733630.736030.7336345.681801.70
2402015.04.27 00:10buy610.100.716160.000000.00000
2412015.04.27 00:10modify610.100.716160.706160.71916
2422015.04.29 17:01modify610.100.716160.716760.71916
2432015.04.29 17:10t/p610.100.719160.716760.7191645.981847.69
2442015.06.01 00:10sell620.100.718240.000000.00000
2452015.06.01 00:10modify620.100.718240.728240.71524
2462015.06.01 10:22modify620.100.718240.717640.71524
2472015.06.01 10:23t/p620.100.715240.717640.7152446.081893.77
2482015.06.08 00:10sell630.100.727060.000000.00000
2492015.06.08 00:10modify630.100.727060.737060.72406
2502015.06.09 04:42s/l630.100.737060.737060.72406-153.961739.81
2512015.06.15 04:10buy640.100.722050.000000.00000
2522015.06.15 04:10modify640.100.722050.712050.72505
2532015.06.15 11:11modify640.100.722050.722650.72505
2542015.06.15 15:59s/l640.100.722650.722650.725059.211749.02
2552015.06.22 00:10buy650.100.716640.000000.00000
2562015.06.22 00:10modify650.100.716640.706640.71964
2572015.06.22 17:36modify650.100.716640.717240.71964
2582015.06.22 17:48t/p650.100.719640.717240.7196446.071795.09
2592015.07.06 11:10sell660.100.711600.000000.00000
2602015.07.06 11:10modify660.100.711600.721600.70860
2612015.07.06 14:40modify660.100.711600.711000.70860
2622015.07.06 14:59t/p660.100.708600.711000.7086046.071841.16
2632015.07.13 00:10sell670.100.715570.000000.00000
2642015.07.13 00:10modify670.100.715570.725570.71257
2652015.07.13 11:05modify670.100.715570.714970.71257
2662015.07.13 12:14t/p670.100.712570.714970.7125746.071887.23
2672015.08.03 04:10buy680.100.703120.000000.00000
2682015.08.03 04:10modify680.100.703120.693120.70612
2692015.08.06 14:10modify680.100.703120.702380.70438
2702015.08.06 15:11s/l680.100.702380.702380.70438-11.571875.66
2712015.08.10 00:10sell690.100.707390.000000.00000
2722015.08.10 00:10modify690.100.707390.717390.70439
2732015.08.11 08:55modify690.100.707390.706790.70439
2742015.08.11 09:05t/p690.100.704390.706790.7043945.681921.34