Strategy Tester Report
MindTheGap v1.17
(Build 902)

СимволAUDJPY (Australian Dollar vs Japanese Yen)
Период5 Минут (M5) 2012.01.01 22:00 - 2015.11.01 23:59 (2012.01.01 - 2015.11.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Настройки сигнала===="; ExpertName="MindTheGap v1.17"; Magic=1002; MaxSpread=3; MaxSpread2=3; UseAllGaps=false; MaxGap=500; MinGap=14; CandlesToWait=5; CCIPeriod=36; WPRPeriod=10; CCIEnterLevel=260; CCIExitLevel=80; WPREnterLevel=16; WPRExitLevel=4; ExitInLoss=true; MaxExitSL=10; MinExitTP=40; Settings02="====Настройки Stoploss и Takeprofit===="; SL=70; TP=110; Settings04="====Настройки ММ===="; FixLot=0.1; Risk=3; MoneyForMinLot=200; VolRisk=3; VolHistBars=20; UseDynamicDecrease=true; DynamicDecreaseFactor=7; Settings05="==== Двойные входы ===="; Allow_Second_Open_Trade=true; Distance=50; Lot_Factor=50; Settings06="==== Частичный выход ===="; AllowPartialExit=true; ExitDistance=70; ClosePercent=50; Settings08="====Трал стандартный===="; TralOnPips=true; TrailingStop=20; TralStep=3; Settings09="====Трал по теням свечей===="; UseTrailingByShadows=false; BarsUse=4; BarsOtstup=3; Settings10="====Трал по ATR===="; UseTrailingByATR=false; AtrPeriod=12; AtrShift=0; AtrCoeff=3; Settings12="====Трал по МА===="; UseMATrailing=true; iMAPeriod=46; iMAShift=4; iMAOtstup=3; Settings13="====БУ===="; UseBE=true; BELevel=28; BEPlusPips=5; Settings14="====БУ в процентах от гэпа===="; UsePercBE=true; BEPerc=20; Settings17="====Служебные настройки===="; CandlesToDelete=60; Settings18="====Прочие настройки===="; Slippage=1; NumOfTry=3; SleepTime=4; SleepMaximum=25; ECNAccount=true; UseComments=true;
Баров в истории286739Смоделировано тиков54516682Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред22
Чистая прибыль-37.25Общая прибыль1048.49Общий убыток-1085.74
Прибыльность0.97Матожидание выигрыша-0.69
Абсолютная просадка295.60Максимальная просадка414.51 (4.10%)Относительная просадка4.10% (414.51)
Всего сделок54Короткие позиции (% выигравших)26 (61.54%)Длинные позиции (% выигравших)28 (53.57%)
Прибыльные сделки (% от всех)31 (57.41%)Убыточные сделки (% от всех)23 (42.59%)
Самая большаяприбыльная сделка125.57убыточная сделка-182.79
Средняяприбыльная сделка33.82убыточная сделка-47.21
Максимальное количествонепрерывных выигрышей (прибыль)6 (123.30)непрерывных проигрышей (убыток)4 (-55.86)
Макс.непрерывная прибыль (число выигрышей)223.36 (2)непрерывный убыток (число проигрышей)-215.64 (2)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.02.20 00:05sell10.4385.7330.0000.000
22012.02.20 00:05modify10.4385.73386.43384.633
32012.02.20 01:10sell20.2186.1220.0000.000
42012.02.20 01:10modify20.2186.12286.43384.633
52012.02.20 04:25modify20.2186.12285.81184.633
62012.02.20 04:55modify10.4385.73385.85984.633
72012.02.20 05:00modify10.4385.73385.84884.633
82012.02.20 05:05modify10.4385.73385.83684.633
92012.02.20 05:10modify10.4385.73385.82384.633
102012.02.20 05:15modify10.4385.73385.81284.633
112012.02.20 05:29s/l10.4385.81285.81284.633-28.619971.39
122012.02.20 05:29s/l20.2185.81185.81184.63355.0010026.39
132012.02.27 00:05sell30.4386.9710.0000.000
142012.02.27 00:05modify30.4386.97187.67185.871
152012.02.27 01:30close30.4387.02787.67185.871-20.2810006.11
162012.04.09 00:05buy40.4383.9210.0000.000
172012.04.09 00:05modify40.4383.92183.22185.021
182012.04.09 01:55buy50.2183.5650.0000.000
192012.04.09 01:55modify50.2183.56583.22185.021
202012.04.09 12:35close50.2183.68183.22185.02120.5210026.63
212012.04.09 12:35close40.4383.68183.22185.021-86.939939.70
222012.05.28 00:05sell60.3778.1690.0000.000
232012.05.28 00:05modify60.3778.16978.86977.069
242012.05.28 07:40close60.3778.22678.86977.069-17.769921.94
252012.06.11 00:05sell70.3079.4630.0000.000
262012.06.11 00:05modify70.3079.46380.16378.363
272012.06.11 02:25modify70.3079.46379.41378.363
282012.06.11 02:25modify70.3079.46379.33078.363
292012.06.11 02:48s/l70.3079.33079.33078.36333.609955.54
302012.06.18 00:05sell80.3079.7340.0000.000
312012.06.18 00:05modify80.3079.73480.43478.634
322012.06.18 01:30sell90.1280.0720.0000.000
332012.06.18 01:30modify90.1280.07280.43478.634
342012.06.18 07:30close90.1279.96980.43478.63410.419965.95
352012.06.18 07:30close80.3079.96980.43478.634-59.379906.58
362012.06.25 00:10buy100.1880.8110.0000.000
372012.06.25 00:10modify100.1880.81180.11181.911
382012.06.25 05:10buy110.0980.4700.0000.000
392012.06.25 05:10modify110.0980.47080.11181.911
402012.06.25 06:40close110.0980.56380.11181.9117.059913.63
412012.06.25 06:40close100.1880.56380.11181.911-37.609876.03
422012.07.16 00:05sell120.1881.2190.0000.000
432012.07.16 00:05modify120.1881.21981.91980.119
442012.07.16 02:45modify120.1881.21981.09680.119
452012.07.16 03:10modify120.1881.21981.08480.119
462012.07.16 03:45modify120.1881.21981.06280.119
472012.07.16 03:55modify120.1881.21981.05680.119
482012.07.16 04:00modify120.1881.21981.05280.119
492012.07.16 04:05modify120.1881.21981.04680.119
502012.07.16 04:10modify120.1881.21981.04080.119
512012.07.16 04:15modify120.1881.21981.03380.119
522012.07.16 04:20modify120.1881.21981.02680.119
532012.07.16 04:25modify120.1881.21981.01880.119
542012.07.16 04:35modify120.1881.21981.00480.119
552012.07.16 04:40modify120.1881.21980.99780.119
562012.07.16 04:45modify120.1881.21980.99280.119
572012.07.16 05:05modify120.1881.21980.96880.119
582012.07.16 05:10modify120.1881.21980.96280.119
592012.07.16 05:15modify120.1881.21980.95780.119
602012.07.16 05:20modify120.1881.21980.95280.119
612012.07.16 05:25modify120.1881.21980.94780.119
622012.07.16 05:30modify120.1881.21980.94080.119
632012.07.16 06:05modify120.1881.21980.90080.119
642012.07.16 06:23s/l120.1880.90080.90080.11948.359924.38
652012.07.23 00:05buy130.1881.2340.0000.000
662012.07.23 00:05modify130.1881.23480.53482.334
672012.07.23 04:05buy140.0980.8840.0000.000
682012.07.23 04:05modify140.0980.88480.53482.334
692012.07.23 08:53s/l130.1880.53480.53482.334-106.139818.25
702012.07.23 08:53s/l140.0980.53480.53482.334-26.539791.72
712012.08.06 00:05sell150.1883.1230.0000.000
722012.08.06 00:05modify150.1883.12383.82382.023
732012.08.06 03:05modify150.1883.12383.05582.023
742012.08.06 03:15modify150.1883.12383.05282.023
752012.08.06 03:25modify150.1883.12383.04582.023
762012.08.06 03:30modify150.1883.12383.04082.023
772012.08.06 03:35modify150.1883.12383.03682.023
782012.08.06 03:40modify150.1883.12383.03282.023
792012.08.06 03:45modify150.1883.12383.02782.023
802012.08.06 04:00s/l150.1883.02783.02782.02314.569806.28
812012.08.27 00:05sell160.2482.0070.0000.000
822012.08.27 00:05modify160.2482.00782.70780.907
832012.08.27 04:20modify160.2482.00781.99980.907
842012.08.27 04:23s/l160.2481.99981.99980.9071.629807.90
852012.09.03 00:05buy170.2480.5800.0000.000
862012.09.03 00:05modify170.2480.58079.88081.680
872012.09.04 08:15close170.2480.53279.88081.680-8.959798.95
882012.10.15 00:05sell180.1880.4070.0000.000
892012.10.15 00:05modify180.1880.40781.10779.307
902012.10.15 02:45modify180.1880.40780.29779.307
912012.10.15 03:05modify180.1880.40780.28779.307
922012.10.15 03:10modify180.1880.40780.28479.307
932012.10.15 03:20modify180.1880.40780.27879.307
942012.10.15 03:20modify180.1880.40780.27179.307
952012.10.15 03:30modify180.1880.40780.26679.307
962012.10.15 03:35modify180.1880.40780.26179.307
972012.10.15 03:40modify180.1880.40780.25179.307
982012.10.15 03:45modify180.1880.40780.24279.307
992012.10.15 03:50modify180.1880.40780.23479.307
1002012.10.15 03:55modify180.1880.40780.22679.307
1012012.10.15 04:00modify180.1880.40780.21879.307
1022012.10.15 04:05modify180.1880.40780.20879.307
1032012.10.15 04:10modify180.1880.40780.19979.307
1042012.10.15 04:15modify180.1880.40780.18879.307
1052012.10.15 04:49s/l180.1880.18880.18879.30733.209832.15
1062012.12.17 00:05sell190.1888.8620.0000.000
1072012.12.17 00:05modify190.1888.86289.56287.762
1082012.12.17 00:20modify190.1888.86288.81287.762
1092012.12.17 00:20modify190.1888.86288.71487.762
1102012.12.17 00:24s/l190.1888.71488.71487.76222.449854.59
1112012.12.31 00:05buy200.2488.8690.0000.000
1122012.12.31 00:05modify200.2488.86988.16989.969
1132012.12.31 00:20modify200.2488.86988.87689.969
1142012.12.31 01:15modify200.2488.86988.90889.969
1152012.12.31 01:30modify200.2488.86989.08189.969
1162012.12.31 01:36s/l200.2489.08189.08189.96942.869897.45
1172013.01.14 00:15sell210.1894.1850.0000.000
1182013.01.14 00:15modify210.1894.18594.88593.085
1192013.01.14 03:10close210.1894.19294.88593.085-1.069896.39
1202013.05.20 00:20buy220.24100.2500.0000.000
1212013.05.20 00:20modify220.24100.25099.550101.350
1222013.05.20 00:37s/l220.2499.55099.550101.350-141.529754.87
1232013.06.10 00:05buy230.2492.0240.0000.000
1242013.06.10 00:05modify230.2492.02491.32493.124
1252013.06.10 01:25modify230.2492.02492.07493.124
1262013.06.10 01:25modify230.2492.02492.13193.124
1272013.06.10 01:30modify230.2492.02492.14493.124
1282013.06.10 01:35modify230.2492.02492.27793.124
1292013.06.10 01:40modify230.2492.02492.32093.124
1302013.06.10 01:50modify230.2492.02492.34993.124
1312013.06.10 01:55modify230.2492.02492.37493.124
1322013.06.10 02:10modify230.2492.02492.44693.124
1332013.06.10 02:15modify230.2492.02492.49093.124
1342013.06.10 02:20modify230.2492.02492.49693.124
1352013.06.10 02:25modify230.2492.02492.54693.124
1362013.06.10 02:45modify230.2492.02492.55193.124
1372013.06.10 03:23s/l230.2492.55192.55193.124106.549861.41
1382013.07.15 00:05sell240.3090.2280.0000.000
1392013.07.15 00:05modify240.3090.22890.92889.128
1402013.07.15 01:45modify240.3090.22890.22389.128
1412013.07.15 01:50modify240.3090.22890.18689.128
1422013.07.15 02:26s/l240.3090.18690.18689.12810.619872.02
1432013.09.02 00:05sell250.3088.0050.0000.000
1442013.09.02 00:05modify250.3088.00588.70586.905
1452013.09.02 01:15modify250.3088.00587.95586.905
1462013.09.02 02:57s/l250.3087.95587.95586.90512.639884.65
1472013.09.09 00:05sell260.2491.7140.0000.000
1482013.09.09 00:05modify260.2491.71492.41490.614
1492013.09.09 03:20close260.2491.76592.41490.614-10.319874.34
1502013.09.16 00:05sell270.2492.2600.0000.000
1512013.09.16 00:05modify270.2492.26092.96091.160
1522013.09.16 00:15modify270.2492.26092.21091.160
1532013.09.16 00:18s/l270.2492.21092.21091.16010.109884.44
1542013.09.16 00:25sell280.3092.2510.0000.000
1552013.09.16 00:25modify280.3092.25192.95191.151
1562013.09.16 04:00close280.3092.31092.95191.151-14.919869.53
1572013.09.23 00:05buy290.3092.9820.0000.000
1582013.09.23 00:05modify290.3092.98292.28294.082
1592013.09.23 01:25modify290.3092.98293.03294.082
1602013.09.23 01:30modify290.3092.98293.05594.082
1612013.09.23 01:35modify290.3092.98293.07394.082
1622013.09.23 01:55modify290.3092.98293.18894.082
1632013.09.23 02:40modify290.3092.98293.19394.082
1642013.09.23 02:45modify290.3092.98293.19794.082
1652013.09.23 02:55modify290.3092.98293.20294.082
1662013.09.23 03:00modify290.3092.98293.20894.082
1672013.09.23 03:05modify290.3092.98293.21494.082
1682013.09.23 03:28s/l290.3093.21493.21494.08258.639928.16
1692013.09.30 00:05buy300.2490.9640.0000.000
1702013.09.30 00:05modify300.2490.96490.26492.064
1712013.09.30 06:55modify300.2490.96491.01492.064
1722013.09.30 07:05modify300.2490.96491.03492.064
1732013.09.30 07:10modify300.2490.96491.07092.064
1742013.09.30 09:01s/l300.2491.07091.07092.06421.439949.59
1752013.10.07 00:05buy310.2491.7040.0000.000
1762013.10.07 00:05modify310.2491.70491.00492.804
1772013.10.07 02:55modify310.2491.70491.75392.804
1782013.10.07 03:30modify310.2491.70491.76892.804
1792013.10.07 03:45modify310.2491.70491.77292.804
1802013.10.07 04:01s/l310.2491.77291.77292.80413.749963.33
1812013.10.14 00:05buy320.2492.7320.0000.000
1822013.10.14 00:05modify320.2492.73292.03293.832
1832013.10.14 03:00modify320.2492.73292.79493.832
1842013.10.14 03:10s/l320.2492.79492.79493.83212.539975.86
1852013.12.02 00:05sell330.3193.5390.0000.000
1862013.12.02 00:05modify330.3193.53994.23992.439
1872013.12.02 03:20modify330.3193.53993.48092.439
1882013.12.02 03:25s/l330.3193.48093.48092.43915.409991.26
1892013.12.09 00:15sell340.3193.9270.0000.000
1902013.12.09 00:15modify340.3193.92794.62792.827
1912013.12.09 03:05modify340.3193.92793.92592.827
1922013.12.09 03:20modify340.3193.92793.92192.827
1932013.12.09 03:22s/l340.3193.92193.92192.8271.579992.83
1942014.03.03 00:10buy350.3190.3770.0000.000
1952014.03.03 00:10modify350.3190.37789.67791.477
1962014.03.03 04:15close350.3190.34089.67791.477-9.669983.17
1972014.08.11 00:05sell360.3194.7520.0000.000
1982014.08.11 00:05modify360.3194.75295.45293.652
1992014.08.11 08:00close360.3194.80095.45293.652-12.539970.64
2002014.08.25 00:05sell370.3797.0200.0000.000
2012014.08.25 00:05modify370.3797.02097.72095.920
2022014.08.25 10:05close370.3797.07897.72095.920-18.089952.56
2032014.09.15 00:05buy380.3796.6340.0000.000
2042014.09.15 00:05modify380.3796.63495.93497.734
2052014.09.15 12:00close380.3796.58495.93497.734-15.599936.97
2062014.11.17 00:05sell390.37102.1980.0000.000
2072014.11.17 00:05modify390.37102.198102.898101.098
2082014.11.17 03:00modify390.37102.198102.082101.098
2092014.11.17 03:05modify390.37102.198102.068101.098
2102014.11.17 03:10modify390.37102.198102.028101.098
2112014.11.17 03:15modify390.37102.198102.023101.098
2122014.11.17 04:05modify390.37102.198102.010101.098
2132014.11.17 04:10modify390.37102.198102.000101.098
2142014.11.17 04:15modify390.37102.198101.993101.098
2152014.11.17 04:15modify390.37102.198101.918101.098
2162014.11.17 04:20modify390.37102.198101.903101.098
2172014.11.17 04:25modify390.37102.198101.813101.098
2182014.11.17 04:35modify390.37102.198101.806101.098
2192014.11.17 04:40modify390.37102.198101.795101.098
2202014.11.17 04:55s/l390.37101.795101.795101.098125.5710062.54
2212014.11.24 00:05sell400.31102.2920.0000.000
2222014.11.24 00:05modify400.31102.292102.992101.192
2232014.11.24 08:55close400.31102.350102.992101.192-15.1410047.40
2242014.12.01 00:05buy410.25100.6210.0000.000
2252014.12.01 00:05modify410.25100.62199.921101.721
2262014.12.01 03:15buy420.09100.2920.0000.000
2272014.12.01 03:15modify420.09100.29299.921101.721
2282014.12.01 10:25close420.09100.38699.921101.7217.1310054.53
2292014.12.01 10:25close410.25100.38699.921101.721-49.4810005.05
2302015.01.26 00:05buy430.1892.5620.0000.000
2312015.01.26 00:05modify430.1892.56291.86293.662
2322015.01.26 00:45modify430.1892.56292.57193.662
2332015.01.26 00:50modify430.1892.56292.63393.662
2342015.01.26 01:15s/l430.1892.63392.63393.66210.7610015.81
2352015.02.02 00:05buy440.1290.7600.0000.000
2362015.02.02 00:05modify440.1290.76090.06091.860
2372015.02.02 00:20modify440.1290.76090.81091.860
2382015.02.02 00:35modify440.1290.76090.89391.860
2392015.02.02 01:30modify440.1290.76090.90991.860
2402015.02.02 01:45modify440.1290.76090.91791.860
2412015.02.02 01:50modify440.1290.76090.93891.860
2422015.02.02 01:55modify440.1290.76090.97991.860
2432015.02.02 02:10modify440.1290.76091.11191.860
2442015.02.02 02:20modify440.1290.76091.14191.860
2452015.02.02 03:00modify440.1290.76091.16191.860
2462015.02.02 03:25modify440.1290.76091.16891.860
2472015.02.02 03:30modify440.1290.76091.17591.860
2482015.02.02 03:35modify440.1290.76091.18391.860
2492015.02.02 03:35modify440.1290.76091.19791.860
2502015.02.02 03:40modify440.1290.76091.21391.860
2512015.02.02 03:45modify440.1290.76091.37991.860
2522015.02.02 03:45close440.0691.57991.37991.86041.3910057.20
2532015.02.02 03:45buy450.0690.76091.37991.860
2542015.02.02 04:00modify450.0690.76091.39991.860
2552015.02.02 04:25s/l450.0691.39991.39991.86032.3010089.50
2562015.02.09 00:05buy460.1292.4140.0000.000
2572015.02.09 00:05modify460.1292.41491.71493.514
2582015.02.09 09:10close460.1292.34691.71493.514-6.8710082.63
2592015.04.20 00:05sell470.1293.1000.0000.000
2602015.04.20 00:05modify470.1293.10093.80092.000
2612015.04.20 00:45modify470.1293.10093.08892.000
2622015.04.20 00:50modify470.1293.10093.07892.000
2632015.04.20 00:55modify470.1293.10093.06492.000
2642015.04.20 01:00modify470.1293.10093.06092.000
2652015.04.20 01:05modify470.1293.10093.02692.000
2662015.04.20 01:10modify470.1293.10092.99992.000
2672015.04.20 01:20modify470.1293.10092.91292.000
2682015.04.20 01:49s/l470.1292.91292.91292.00019.0010101.63
2692015.06.22 00:05sell480.1995.4690.0000.000
2702015.06.22 00:05modify480.1995.46996.16994.369
2712015.06.22 05:50close480.1995.46996.16994.3690.0010101.63
2722015.06.29 00:05buy490.3193.5640.0000.000
2732015.06.29 00:05modify490.3193.56492.86494.664
2742015.06.29 00:35buy500.1293.1890.0000.000
2752015.06.29 00:35modify500.1293.18992.86494.664
2762015.06.29 01:02s/l490.3192.86492.86494.664-182.799918.84
2772015.06.29 01:02s/l500.1292.86492.86494.664-32.859885.99
2782015.07.06 00:05buy510.3091.2340.0000.000
2792015.07.06 00:05modify510.3091.23490.53492.334
2802015.07.06 01:15modify510.3091.23491.28492.334
2812015.07.06 01:15modify510.3091.23491.34892.334
2822015.07.06 01:20modify510.3091.23491.47192.334
2832015.07.06 01:25modify510.3091.23491.47592.334
2842015.07.06 02:10modify510.3091.23491.48292.334
2852015.07.06 02:20modify510.3091.23491.65892.334
2862015.07.06 02:42s/l510.3091.65891.65892.334107.159993.14
2872015.07.13 00:05buy520.3190.7000.0000.000
2882015.07.13 00:05modify520.3190.70090.00091.800
2892015.07.13 00:55modify520.3190.70090.72091.800
2902015.07.13 01:00modify520.3190.70090.80291.800
2912015.07.13 01:05modify520.3190.70090.88291.800
2922015.07.13 01:10modify520.3190.70090.97991.800
2932015.07.13 01:15modify520.3190.70091.01891.800
2942015.07.13 01:20modify520.3190.70091.14591.800
2952015.07.13 01:25s/l520.3191.14591.14591.800116.2110109.35
2962015.08.24 00:05buy530.3189.0040.0000.000
2972015.08.24 00:05modify530.3189.00488.30490.104
2982015.08.24 02:02s/l530.3188.30488.30490.104-182.799926.56
2992015.10.19 00:05buy540.2486.6610.0000.000
3002015.10.19 00:05modify540.2486.66185.96187.761
3012015.10.19 05:45modify540.2486.66186.67087.761
3022015.10.19 05:50modify540.2486.66186.80187.761
3032015.10.19 06:05modify540.2486.66186.84087.761
3042015.10.19 07:00s/l540.2486.84086.84087.76136.199962.75