Strategy Tester Report
0ll_e_Va-Bank_55
RoboForex-FixCent (Build 765)

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
Период1 Час (H1) 2011.12.01 00:00 - 2015.09.25 20:59 (2011.12.12 - 2015.09.12)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="GBPCHF"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=92; TakeProfit=31; В_Х_О_Д="=============================================="; MinWeekBar=150; MaxWeekBar=360; Время_открытия="------------------"; StartMinut=21; MaxSpread=10; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=20; GAP1_TOut=8; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=30; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=15; BU_Delta=21; Трал_ВЫХОД="-------------------"; tral_OUT_START=20; tral_OUT_par1=3; tral_OUT_par2=3; TimeOUT="-------------------"; TimeOUT_Hour=20; Технические="-------------------"; Slippage=20; Magic=24030; Comm="VB 5.5";
Баров в истории23824Смоделировано тиков76695831Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (10)
Чистая прибыль116.86Общая прибыль149.68Общий убыток-32.83
Прибыльность4.56Матожидание выигрыша2.16
Абсолютная просадка4.20Максимальная просадка15.77 (11.40%)Относительная просадка11.40% (15.77)
Всего сделок54Короткие позиции (% выигравших)30 (83.33%)Длинные позиции (% выигравших)24 (95.83%)
Прибыльные сделки (% от всех)48 (88.89%)Убыточные сделки (% от всех)6 (11.11%)
Самая большаяприбыльная сделка5.41убыточная сделка-9.46
Среднийприбыльная сделка3.12убыточная сделка-5.47
Максимальное количествонепрерывных выигрышей (прибыль)16 (53.06)непрерывных проигрышей (убыток)1 (-9.46)
Максимальнаянепрерывная прибыль (число выигрышей)53.06 (16)непрерывный убыток (число проигрышей)-9.46 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.09 01:21sell10.011.47520.00000.0000
22012.01.09 01:21modify10.011.47521.48441.4721
32012.01.09 10:35t/p10.011.47211.48441.47213.18103.18
42012.01.16 01:21buy20.011.46040.00000.0000
52012.01.16 01:21modify20.011.46041.45121.4635
62012.01.16 10:01t/p20.011.46351.45121.46353.18106.36
72012.01.30 01:21buy30.011.43610.00000.0000
82012.01.30 01:21modify30.011.43611.42691.4392
92012.01.30 13:19t/p30.011.43921.42691.43923.18109.54
102012.02.06 01:21sell40.011.45430.00000.0000
112012.02.06 01:21modify40.011.45431.46351.4512
122012.02.06 22:21modify40.011.45431.45961.4512
132012.02.07 10:37t/p40.011.45121.45961.45123.13112.67
142012.02.27 01:21buy50.011.42230.00000.0000
152012.02.27 01:21modify50.011.42231.41311.4254
162012.02.27 13:39t/p50.011.42541.41311.42543.18115.85
172012.03.05 01:21sell60.011.44770.00000.0000
182012.03.05 01:21modify60.011.44771.45691.4446
192012.03.05 11:09t/p60.011.44461.45691.44463.17119.02
202012.07.09 00:21sell70.011.51580.00000.0000
212012.07.09 00:21modify70.011.51581.52501.5127
222012.07.09 13:29t/p70.011.51271.52501.51273.18122.20
232012.07.23 00:21sell80.011.54610.00000.0000
242012.07.23 00:21modify80.011.54611.55531.5430
252012.07.23 11:36t/p80.011.54301.55531.54303.18125.38
262012.08.06 00:21buy90.011.51580.00000.0000
272012.08.06 00:21modify90.011.51581.50661.5189
282012.08.06 21:21modify90.011.51581.50661.5165
292012.08.06 23:13t/p90.011.51651.50661.51650.72126.10
302012.08.13 00:21sell100.011.53120.00000.0000
312012.08.13 00:21modify100.011.53121.54041.5281
322012.08.13 14:13t/p100.011.52811.54041.52813.18129.28
332012.10.08 00:21buy110.011.50080.00000.0000
342012.10.08 00:21modify110.011.50081.49161.5039
352012.10.08 09:35t/p110.011.50391.49161.50393.18132.46
362012.10.29 00:21sell120.011.50270.00000.0000
372012.10.29 00:21modify120.011.50271.51191.4996
382012.10.29 21:21modify120.011.50271.50621.4996
392012.10.30 13:33t/p120.011.49961.50621.49963.13135.60
402012.12.10 01:21sell130.011.50150.00000.0000
412012.12.10 01:21modify130.011.50151.51071.4984
422012.12.10 22:21modify130.011.50151.50511.4984
432012.12.11 11:08s/l130.011.50511.50511.4984-3.73131.87
442012.12.17 01:21buy140.011.48440.00000.0000
452012.12.17 01:21modify140.011.48441.47521.4875
462012.12.17 13:19t/p140.011.48751.47521.48753.18135.05
472013.01.28 01:21buy150.011.46360.00000.0000
482013.01.28 01:21modify150.011.46361.45441.4667
492013.01.28 19:20s/l150.011.45441.45441.4667-9.43125.62
502013.02.04 01:21buy160.011.42640.00000.0000
512013.02.04 01:21modify160.011.42641.41721.4295
522013.02.04 11:39t/p160.011.42951.41721.42953.17128.79
532013.02.11 01:21sell170.011.44900.00000.0000
542013.02.11 01:21modify170.011.44901.45821.4459
552013.02.11 12:00t/p170.011.44591.45821.44593.17131.96
562013.02.18 01:21buy180.011.43100.00000.0000
572013.02.18 01:21modify180.011.43101.42181.4341
582013.02.18 22:21modify180.011.43101.42181.4317
592013.02.19 13:00t/p180.011.43171.42181.43170.70132.66
602013.02.25 01:21buy190.011.40450.00000.0000
612013.02.25 01:21modify190.011.40451.39531.4076
622013.02.25 03:05t/p190.011.40761.39531.40763.17135.83
632013.03.04 01:21sell200.011.41600.00000.0000
642013.03.04 01:21modify200.011.41601.42521.4129
652013.03.04 22:21modify200.011.41601.42521.4178
662013.03.05 09:44s/l200.011.42521.42521.4178-9.46126.38
672013.05.13 00:21sell210.011.47150.00000.0000
682013.05.13 00:21modify210.011.47151.48071.4684
692013.05.13 14:19t/p210.011.46841.48071.46843.18129.56
702013.05.27 00:21buy220.011.45480.00000.0000
712013.05.27 00:21modify220.011.45481.44561.4579
722013.05.27 21:21modify220.011.45481.45211.4601
732013.05.28 07:52t/p220.011.46011.45211.46015.41134.97
742013.09.09 00:21sell230.011.46610.00000.0000
752013.09.09 00:21modify230.011.46611.47531.4630
762013.09.09 19:15t/p230.011.46301.47531.46303.18138.15
772013.09.23 00:21buy240.011.45630.00000.0000
782013.09.23 00:21modify240.011.45631.44711.4594
792013.09.23 04:16t/p240.011.45941.44711.45943.18141.33
802013.10.28 00:21buy250.011.44340.00000.0000
812013.10.28 00:21modify250.011.44341.43421.4465
822013.10.28 10:59t/p250.011.44651.43421.44653.18144.51
832013.11.11 01:21sell260.011.47610.00000.0000
842013.11.11 01:21modify260.011.47611.48531.4730
852013.11.11 13:53t/p260.011.47301.48531.47303.18147.69
862013.12.09 01:21buy270.011.45800.00000.0000
872013.12.09 01:21modify270.011.45801.44881.4611
882013.12.09 10:30t/p270.011.46111.44881.46113.18150.87
892014.01.06 02:21sell280.011.48400.00000.0000
902014.01.06 02:21modify280.011.48401.49321.4809
912014.01.06 13:28t/p280.011.48091.49321.48093.18154.05
922014.01.27 02:21buy290.011.47460.00000.0000
932014.01.27 02:21modify290.011.47461.46541.4777
942014.01.27 09:48t/p290.011.47771.46541.47773.18157.23
952014.02.17 02:21sell300.011.49440.00000.0000
962014.02.17 02:21modify300.011.49441.50361.4913
972014.02.17 19:57t/p300.011.49131.50361.49133.17160.40
982014.02.24 02:21buy310.011.47650.00000.0000
992014.02.24 02:21modify310.011.47651.46731.4796
1002014.02.24 16:07t/p310.011.47961.46731.47963.17163.57
1012014.03.17 01:21buy320.011.45250.00000.0000
1022014.03.17 01:21modify320.011.45251.44331.4556
1032014.03.17 12:39t/p320.011.45561.44331.45563.17166.74
1042014.03.31 01:21sell330.011.47480.00000.0000
1052014.03.31 01:21modify330.011.47481.48401.4717
1062014.03.31 13:52t/p330.011.47171.48401.47173.18169.92
1072014.06.16 01:21sell340.011.52720.00000.0000
1082014.06.16 01:21modify340.011.52721.53641.5241
1092014.06.16 19:37t/p340.011.52411.53641.52413.17173.09
1102014.07.07 01:21sell350.011.53470.00000.0000
1112014.07.07 01:21modify350.011.53471.54391.5316
1122014.07.07 14:59t/p350.011.53161.54391.53163.17176.26
1132014.09.08 01:21buy360.011.50730.00000.0000
1142014.09.08 01:21modify360.011.50731.49811.5104
1152014.09.08 02:55t/p360.011.51041.49811.51043.18179.44
1162014.09.22 01:21sell370.011.53510.00000.0000
1172014.09.22 01:21modify370.011.53511.54431.5320
1182014.09.22 22:21modify370.011.53511.54431.5358
1192014.09.23 11:31t/p370.011.53581.54431.5358-0.76178.68
1202014.11.17 01:21buy380.011.50380.00000.0000
1212014.11.17 01:21modify380.011.50381.49461.5069
1222014.11.17 17:43t/p380.011.50691.49461.50693.17181.85
1232014.11.24 01:21sell390.011.52100.00000.0000
1242014.11.24 01:21modify390.011.52101.53021.5179
1252014.11.24 12:12t/p390.011.51791.53021.51793.17185.02
1262014.12.22 01:21sell400.011.53770.00000.0000
1272014.12.22 01:21modify400.011.53771.54691.5346
1282014.12.22 11:40t/p400.011.53461.54691.53463.18188.20
1292015.01.26 01:21sell410.011.32180.00000.0000
1302015.01.26 01:21modify410.011.32181.33101.3187
1312015.01.26 03:12t/p410.011.31871.33101.31873.18191.38
1322015.02.16 01:21sell420.011.43590.00000.0000
1332015.02.16 01:21modify420.011.43591.44511.4328
1342015.02.16 13:36t/p420.011.43281.44511.43283.18194.56
1352015.03.02 01:21sell430.011.47030.00000.0000
1362015.03.02 01:21modify430.011.47031.47951.4672
1372015.03.02 22:21modify430.011.47031.47951.4703
1382015.03.03 04:58t/p430.011.47031.47951.4703-0.04194.53
1392015.03.23 00:21buy440.011.45950.00000.0000
1402015.03.23 00:21modify440.011.45951.45031.4626
1412015.03.23 01:34t/p440.011.46261.45031.46263.18197.71
1422015.03.30 00:21buy450.011.43200.00000.0000
1432015.03.30 00:21modify450.011.43201.42281.4351
1442015.03.30 19:58t/p450.011.43511.42281.43513.18200.89
1452015.04.06 00:21buy460.011.42030.00000.0000
1462015.04.06 00:21modify460.011.42031.41111.4234
1472015.04.06 17:20t/p460.011.42341.41111.42343.17204.06
1482015.04.13 00:21sell470.011.43290.00000.0000
1492015.04.13 00:21modify470.011.43291.44211.4298
1502015.04.13 08:31t/p470.011.42981.44211.42983.17207.23
1512015.04.27 00:21sell480.011.44790.00000.0000
1522015.04.27 00:21modify480.011.44791.45711.4448
1532015.04.27 20:48s/l480.011.45711.45711.4448-9.42197.81
1542015.05.04 00:21buy490.011.41360.00000.0000
1552015.05.04 00:21modify490.011.41361.40441.4167
1562015.05.04 09:43t/p490.011.41671.40441.41673.18200.99
1572015.05.11 00:21sell500.011.43900.00000.0000
1582015.05.11 00:21modify500.011.43901.44821.4359
1592015.05.11 11:11t/p500.011.43591.44821.43593.17204.16
1602015.05.25 00:21sell510.011.46030.00000.0000
1612015.05.25 00:21modify510.011.46031.46951.4572
1622015.05.25 09:00t/p510.011.45721.46951.45723.18207.34
1632015.06.01 00:21buy520.011.43620.00000.0000
1642015.06.01 00:21modify520.011.43621.42701.4393
1652015.06.01 03:00t/p520.011.43931.42701.43933.17210.51
1662015.06.29 00:21sell530.011.47400.00000.0000
1672015.06.29 00:21modify530.011.47401.48321.4709
1682015.06.29 09:39t/p530.011.47091.48321.47093.18213.69
1692015.08.03 00:21sell540.011.50970.00000.0000
1702015.08.03 00:21modify540.011.50971.51891.5066
1712015.08.03 12:58t/p540.011.50661.51891.50663.17216.86