Strategy Tester Report
0ll_e_Va-Bank_5.5.1
RoboForex-Pro (Build 920)

СимволEURAUD (Euro vs Australian Dollar)
Период1 Час (H1) 2011.12.01 00:00 - 2015.11.13 21:59 (2011.12.12 - 2015.11.08)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="EURAUD 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=1080; TakeProfit=705; В_Х_О_Д="=============================================="; MinWeekBar=1920; MaxWeekBar=5200; Время_открытия="------------------"; StartMinut=60; MaxSpread=100; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=80; GAP1_TOut=11; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=280; GAP2_TOut=11; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=550; BU_Delta=30; Трал_ВЫХОД="-------------------"; tral_OUT_START=580; tral_OUT_par1=395; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=33; Технические="-------------------"; Slippage=70; Magic=1006; Comm="VaBank 5.5.1";
Баров в истории24647Смоделировано тиков106867892Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (30)
Чистая прибыль190.91Общая прибыль228.99Общий убыток-38.08
Прибыльность6.01Матожидание выигрыша2.94
Абсолютная просадка2.67Максимальная просадка12.84 (8.19%)Относительная просадка9.31% (12.49)
Всего сделок65Короткие позиции (% выигравших)34 (79.41%)Длинные позиции (% выигравших)31 (83.87%)
Прибыльные сделки (% от всех)53 (81.54%)Убыточные сделки (% от всех)12 (18.46%)
Самая большаяприбыльная сделка5.07убыточная сделка-7.68
Средняяприбыльная сделка4.32убыточная сделка-3.17
Максимальное количествонепрерывных выигрышей (прибыль)21 (102.14)непрерывных проигрышей (убыток)2 (-8.05)
Макс.непрерывная прибыль (число выигрышей)102.14 (21)непрерывный убыток (число проигрышей)-8.05 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.12.26 03:00buy10.011.283870.000000.00000
22011.12.26 03:00modify10.011.283871.273071.29092
32011.12.27 13:00modify10.011.283871.285751.28855
42011.12.27 15:46s/l10.011.285751.285751.288551.22101.22
52012.01.09 03:00buy20.011.244120.000000.00000
62012.01.09 03:00modify20.011.244121.233321.25117
72012.01.09 06:02modify20.011.244121.245991.25117
82012.01.09 18:08s/l20.011.245991.245991.251171.33102.55
92012.02.06 03:00buy30.011.219940.000000.00000
102012.02.06 03:00modify30.011.219941.209141.22699
112012.02.07 13:00modify30.011.219941.215401.21820
122012.02.07 14:02t/p30.011.218201.215401.21820-1.34101.22
132012.02.27 03:00sell40.011.256590.000000.00000
142012.02.27 03:00modify40.011.256591.267391.24954
152012.02.27 19:13modify40.011.256591.254741.24954
162012.02.27 19:40modify40.011.256591.254021.24954
172012.02.27 19:40t/p40.011.249541.254021.249545.01106.23
182012.03.05 03:00buy50.011.230150.000000.00000
192012.03.05 03:00modify50.011.230151.219351.23720
202012.03.05 17:09modify50.011.230151.232021.23720
212012.03.05 17:46modify50.011.230151.232761.23720
222012.03.05 18:20t/p50.011.237201.232761.237205.01111.24
232012.03.26 02:00sell60.011.267220.000000.00000
242012.03.26 02:00modify60.011.267221.278021.26017
252012.03.27 12:00modify60.011.267221.268781.26598
262012.03.27 13:21s/l60.011.268781.268781.26598-1.06110.17
272012.07.09 02:00buy70.011.204880.000000.00000
282012.07.09 02:00modify70.011.204881.194081.21193
292012.07.10 12:00modify70.011.204881.204591.20739
302012.07.10 12:45s/l70.011.204591.204591.20739-0.32109.86
312012.07.23 02:00buy80.011.170190.000000.00000
322012.07.23 02:00modify80.011.170191.159391.17724
332012.07.23 12:22modify80.011.170191.172041.17724
342012.07.23 12:35modify80.011.170191.172991.17724
352012.07.23 13:18t/p80.011.177241.172991.177245.01114.87
362012.08.20 02:00sell90.011.182840.000000.00000
372012.08.20 02:00modify90.011.182841.193641.17579
382012.08.21 12:00modify90.011.182841.181611.17881
392012.08.21 12:36s/l90.011.181611.181611.178810.92115.78
402012.09.03 13:00sell100.011.226430.000000.00000
412012.09.03 13:00modify100.011.226431.237231.21938
422012.09.04 23:00modify100.011.226431.230901.22810
432012.09.05 03:39t/p100.011.228101.230901.22810-1.09114.70
442012.10.08 13:00sell110.011.273860.000000.00000
452012.10.08 13:00modify110.011.273861.284661.26681
462012.10.09 06:12modify110.011.273861.272001.26681
472012.10.09 11:39modify110.011.273861.271211.26681
482012.10.09 11:43t/p110.011.266811.271211.266815.06119.75
492012.10.15 13:00buy120.011.266860.000000.00000
502012.10.15 13:00modify120.011.266861.256061.27391
512012.10.16 23:00modify120.011.266861.268971.27177
522012.10.17 01:16t/p120.011.271771.268971.271773.28123.03
532013.01.07 03:00buy130.011.244570.000000.00000
542013.01.07 03:00modify130.011.244571.233771.25162
552013.01.07 20:00modify130.011.244571.246431.25162
562013.01.08 06:30modify130.011.244571.247311.25162
572013.01.08 06:35t/p130.011.251621.247311.251624.90127.93
582013.01.28 03:00sell140.011.292060.000000.00000
592013.01.28 03:00modify140.011.292061.302861.28501
602013.01.29 11:23modify140.011.292061.290201.28501
612013.01.29 11:48modify140.011.292061.289451.28501
622013.01.29 11:49t/p140.011.285011.289451.285015.06132.99
632013.03.18 13:00buy150.011.250370.000000.00000
642013.03.18 13:00modify150.011.250371.239571.25742
652013.03.19 23:00modify150.011.250371.239571.24291
662013.03.19 23:14t/p150.011.242911.239571.24291-5.41127.58
672013.04.08 02:00sell160.011.252710.000000.00000
682013.04.08 02:00modify160.011.252711.263511.24566
692013.04.09 12:00modify160.011.252711.251031.24823
702013.04.09 12:47t/p160.011.248231.251031.248233.24130.82
712013.04.22 02:00sell170.011.271700.000000.00000
722013.04.22 02:00modify170.011.271701.282501.26465
732013.04.23 12:00modify170.011.271701.270591.26779
742013.04.23 13:09t/p170.011.267791.270591.267792.83133.64
752013.05.13 02:00sell180.011.296220.000000.00000
762013.05.13 02:00modify180.011.296221.307021.28917
772013.05.14 12:00modify180.011.296221.305231.30243
782013.05.14 12:27s/l180.011.305231.305231.30243-6.35127.29
792013.05.20 13:00sell190.011.315080.000000.00000
802013.05.20 13:00modify190.011.315081.325881.30803
812013.05.21 23:00modify190.011.315081.317601.31480
822013.05.22 04:06s/l190.011.317601.317601.31480-1.70125.59
832013.05.27 02:00sell200.011.339860.000000.00000
842013.05.27 02:00modify200.011.339861.350661.33281
852013.05.28 11:59modify200.011.339861.338001.33281
862013.05.28 12:00modify200.011.339861.335341.33281
872013.05.28 12:38s/l200.011.335341.335341.332813.27128.86
882013.06.10 13:00sell210.011.402100.000000.00000
892013.06.10 13:00modify210.011.402101.412901.39505
902013.06.10 19:28modify210.011.402101.400251.39505
912013.06.10 21:28s/l210.011.400251.400251.395051.32130.18
922013.06.24 13:00sell220.011.429460.000000.00000
932013.06.24 13:00modify220.011.429461.440261.42241
942013.06.24 15:59modify220.011.429461.427601.42241
952013.06.24 16:19modify220.011.429461.426851.42241
962013.06.24 16:21t/p220.011.422411.426851.422415.01135.19
972013.07.15 13:00sell230.011.432370.000000.00000
982013.07.15 13:00modify230.011.432371.443171.42532
992013.07.16 05:35modify230.011.432371.430511.42532
1002013.07.16 05:35modify230.011.432371.429781.42532
1012013.07.16 05:58t/p230.011.425321.429781.425325.07140.25
1022013.08.12 02:00buy240.011.452860.000000.00000
1032013.08.12 02:00modify240.011.452861.442061.45991
1042013.08.13 03:58modify240.011.452861.454751.45991
1052013.08.13 04:35modify240.011.452861.455731.45991
1062013.08.13 04:36t/p240.011.459911.455731.459914.90145.16
1072013.08.26 02:00sell250.011.482230.000000.00000
1082013.08.26 02:00modify250.011.482231.493031.47518
1092013.08.26 16:50modify250.011.482231.480311.47518
1102013.08.26 18:01s/l250.011.480311.480311.475181.37146.53
1112013.09.09 13:00buy260.011.431090.000000.00000
1122013.09.09 13:00modify260.011.431091.420291.43814
1132013.09.09 18:39modify260.011.431091.432981.43814
1142013.09.09 19:01modify260.011.431091.433891.43814
1152013.09.09 19:01t/p260.011.438141.433891.438145.01151.54
1162013.10.21 13:00buy270.011.413610.000000.00000
1172013.10.21 13:00modify270.011.413611.402811.42066
1182013.10.22 16:30modify270.011.413611.416021.42066
1192013.10.22 16:30s/l270.011.416021.416021.420661.60153.14
1202013.10.28 02:00sell280.011.440470.000000.00000
1212013.10.28 02:00modify280.011.440471.451271.43342
1222013.10.29 12:00modify280.011.440471.450051.44725
1232013.10.29 12:59t/p280.011.447251.450051.44725-4.77148.37
1242013.11.25 03:00sell290.011.478360.000000.00000
1252013.11.25 03:00modify290.011.478361.489161.47131
1262013.11.26 02:52modify290.011.478361.476371.47131
1272013.11.26 02:52modify290.011.478361.475431.47131
1282013.11.26 02:52t/p290.011.471311.475431.471315.06153.42
1292013.12.16 03:00sell300.011.535040.000000.00000
1302013.12.16 03:00modify300.011.535041.545841.52799
1312013.12.17 13:00modify300.011.535041.542521.53972
1322013.12.17 13:06t/p300.011.539721.542521.53972-3.27150.15
1332013.12.30 03:00sell310.011.555050.000000.00000
1342013.12.30 03:00modify310.011.555051.565851.54800
1352013.12.30 20:04modify310.011.555051.553171.54800
1362013.12.30 20:13modify310.011.555051.552451.54800
1372013.12.30 20:21t/p310.011.548001.552451.548005.01155.16
1382014.01.06 03:00buy320.011.519510.000000.00000
1392014.01.06 03:00modify320.011.519511.508711.52656
1402014.01.07 04:39modify320.011.519511.521371.52656
1412014.01.07 05:56modify320.011.519511.522131.52656
1422014.01.07 06:01t/p320.011.526561.522131.526564.91160.07
1432014.01.20 03:00sell330.011.542270.000000.00000
1442014.01.20 03:00modify330.011.542271.553071.53522
1452014.01.21 02:27modify330.011.542271.540411.53522
1462014.01.21 05:03modify330.011.542271.539701.53522
1472014.01.21 05:26t/p330.011.535221.539701.535225.06165.13
1482014.01.27 14:00sell340.011.571820.000000.00000
1492014.01.27 14:00modify340.011.571821.582621.56477
1502014.01.27 15:03modify340.011.571821.569911.56477
1512014.01.27 15:06modify340.011.571821.569061.56477
1522014.01.27 15:06t/p340.011.564771.569061.564775.01170.14
1532014.02.03 03:00buy350.011.539250.000000.00000
1542014.02.03 03:00modify350.011.539251.528451.54630
1552014.02.03 23:52modify350.011.539251.541131.54630
1562014.02.04 00:01modify350.011.539251.541971.54630
1572014.02.04 00:11t/p350.011.546301.541971.546304.90175.04
1582014.03.24 02:00buy360.011.516770.000000.00000
1592014.03.24 02:00modify360.011.516771.505971.52382
1602014.03.24 05:45modify360.011.516771.518991.52382
1612014.03.24 05:45modify360.011.516771.519721.52382
1622014.03.24 05:45t/p360.011.523821.519721.523825.01180.05
1632014.03.31 13:00buy370.011.488500.000000.00000
1642014.03.31 13:00modify370.011.488501.477701.49555
1652014.03.31 14:59modify370.011.488501.490381.49555
1662014.03.31 15:18modify370.011.488501.491321.49555
1672014.03.31 15:25t/p370.011.495551.491321.495555.01185.06
1682014.05.12 02:00buy380.011.470450.000000.00000
1692014.05.12 02:00modify380.011.470451.459651.47750
1702014.05.13 12:00modify380.011.470451.472871.47567
1712014.05.13 13:00s/l380.011.472871.472871.475671.61186.68
1722014.06.16 13:00buy390.011.441220.000000.00000
1732014.06.16 13:00modify390.011.441221.430421.44827
1742014.06.17 05:35modify390.011.441221.443081.44827
1752014.06.17 05:41modify390.011.441221.444071.44827
1762014.06.17 05:42t/p390.011.448271.444071.448274.90191.58
1772014.08.25 13:00buy400.011.417280.000000.00000
1782014.08.25 13:00modify400.011.417281.406481.42433
1792014.08.26 23:00modify400.011.417281.413731.41653
1802014.08.27 02:50s/l400.011.413731.413731.41653-2.73188.85
1812014.09.08 13:00buy410.011.384350.000000.00000
1822014.09.08 13:00modify410.011.384351.373551.39140
1832014.09.08 18:30modify410.011.384351.386221.39140
1842014.09.08 19:05modify410.011.384351.387181.39140
1852014.09.08 19:07t/p410.011.391401.387181.391405.01193.86
1862014.12.01 13:00sell420.011.469430.000000.00000
1872014.12.01 13:00modify420.011.469431.480231.46238
1882014.12.02 07:06modify420.011.469431.467571.46238
1892014.12.02 07:08modify420.011.469431.466721.46238
1902014.12.02 09:23t/p420.011.462381.466721.462385.06198.91
1912014.12.15 02:00sell430.011.511200.000000.00000
1922014.12.15 02:00modify430.011.511201.522001.50415
1932014.12.15 12:23modify430.011.511201.509261.50415
1942014.12.15 12:29modify430.011.511201.508351.50415
1952014.12.15 12:32t/p430.011.504151.508351.504155.01203.92
1962015.01.12 02:00buy440.011.443370.000000.00000
1972015.01.12 02:00modify440.011.443371.432571.45042
1982015.01.12 15:57modify440.011.443371.445221.45042
1992015.01.12 16:00modify440.011.443371.445921.45042
2002015.01.12 16:16t/p440.011.450421.445921.450425.01208.93
2012015.01.19 02:00buy450.011.406530.000000.00000
2022015.01.19 02:00modify450.011.406531.395731.41358
2032015.01.19 11:54modify450.011.406531.408381.41358
2042015.01.19 12:25modify450.011.406531.409281.41358
2052015.01.19 12:25t/p450.011.413581.409281.413585.01213.94
2062015.02.02 13:00sell460.011.457970.000000.00000
2072015.02.02 13:00modify460.011.457971.468771.45092
2082015.02.02 14:06modify460.011.457971.456101.45092
2092015.02.02 14:25modify460.011.457971.455181.45092
2102015.02.02 14:25t/p460.011.450921.455181.450925.01218.95
2112015.03.02 02:00buy470.011.432500.000000.00000
2122015.03.02 02:00modify470.011.432501.421701.43955
2132015.03.02 06:24modify470.011.432501.434361.43955
2142015.03.02 06:35modify470.011.432501.435221.43955
2152015.03.02 06:58t/p470.011.439551.435221.439555.01223.96
2162015.03.09 01:00buy480.011.404960.000000.00000
2172015.03.09 01:00modify480.011.404961.394161.41201
2182015.03.10 01:51modify480.011.404961.406811.41201
2192015.03.10 01:53modify480.011.404961.407541.41201
2202015.03.10 03:39t/p480.011.412011.407541.412014.90228.87
2212015.03.16 01:00buy490.011.375070.000000.00000
2222015.03.16 01:00modify490.011.375071.364271.38212
2232015.03.16 12:14modify490.011.375071.376941.38212
2242015.03.16 16:54modify490.011.375071.377831.38212
2252015.03.16 16:55t/p490.011.382121.377831.382125.01233.88
2262015.04.06 01:00sell500.011.439630.000000.00000
2272015.04.06 01:00modify500.011.439631.450431.43258
2282015.04.07 07:29modify500.011.439631.437461.43258
2292015.04.07 07:29t/p500.011.432581.437461.432585.06238.93
2302015.05.04 01:00sell510.011.428620.000000.00000
2312015.05.04 01:00modify510.011.428621.439421.42157
2322015.05.04 11:17modify510.011.428621.426771.42157
2332015.05.04 12:43modify510.011.428621.425971.42157
2342015.05.04 12:56t/p510.011.421571.425971.421575.01243.94
2352015.06.01 01:00sell520.011.435920.000000.00000
2362015.06.01 01:00modify520.011.435921.446721.42887
2372015.06.01 04:30modify520.011.435921.433921.42887
2382015.06.01 04:54modify520.011.435921.432931.42887
2392015.06.01 04:54t/p520.011.428871.432931.428875.01248.95
2402015.06.29 12:00buy530.011.451890.000000.00000
2412015.06.29 12:00modify530.011.451891.441091.45894
2422015.06.29 17:24modify530.011.451891.453771.45894
2432015.06.29 17:25modify530.011.451891.454681.45894
2442015.06.29 17:28t/p530.011.458941.454681.458945.01253.96
2452015.07.06 12:00sell540.011.474680.000000.00000
2462015.07.06 12:00modify540.011.474681.485481.46763
2472015.07.06 15:10modify540.011.474681.472831.46763
2482015.07.06 15:13modify540.011.474681.472121.46763
2492015.07.06 17:30s/l540.011.472121.472121.467631.82255.78
2502015.07.13 12:00sell550.011.489940.000000.00000
2512015.07.13 12:00modify550.011.489941.500741.48289
2522015.07.14 03:54modify550.011.489941.488021.48289
2532015.07.14 04:30modify550.011.489941.487241.48289
2542015.07.14 04:30t/p550.011.482891.487241.482895.06260.84
2552015.07.20 01:00buy560.011.468950.000000.00000
2562015.07.20 01:00modify560.011.468951.458151.47600
2572015.07.20 05:58modify560.011.468951.471001.47600
2582015.07.20 06:00modify560.011.468951.471881.47600
2592015.07.20 06:16t/p560.011.476001.471881.476005.01265.85
2602015.07.27 12:00sell570.011.520190.000000.00000
2612015.07.27 12:00modify570.011.520191.530991.51314
2622015.07.28 07:46modify570.011.520191.518271.51314
2632015.07.28 07:48modify570.011.520191.517561.51314
2642015.07.28 08:13t/p570.011.513141.517561.513145.06270.91
2652015.08.10 01:00buy580.011.479970.000000.00000
2662015.08.10 01:00modify580.011.479971.469171.48702
2672015.08.10 10:41modify580.011.479971.481821.48702
2682015.08.10 10:50modify580.011.479971.482751.48702
2692015.08.10 11:00t/p580.011.487021.482751.487025.01275.92
2702015.08.17 01:00sell590.011.506670.000000.00000
2712015.08.17 01:00modify590.011.506671.517471.49962
2722015.08.17 17:59modify590.011.506671.504771.49962
2732015.08.17 18:23modify590.011.506671.503911.49962
2742015.08.17 19:16t/p590.011.499621.503911.499625.01280.93
2752015.09.07 12:00sell600.011.609120.000000.00000
2762015.09.07 12:00modify600.011.609121.619921.60207
2772015.09.08 04:42modify600.011.609121.607091.60207
2782015.09.08 04:42modify600.011.609121.606371.60207
2792015.09.08 04:42t/p600.011.602071.606371.602075.06285.98
2802015.09.21 01:00buy610.011.570980.000000.00000
2812015.09.21 01:00modify610.011.570981.560181.57803
2822015.09.21 04:43modify610.011.570981.572841.57803
2832015.09.21 04:48modify610.011.570981.573641.57803
2842015.09.21 05:20t/p610.011.578031.573641.578035.01290.99
2852015.09.28 12:00sell620.011.591040.000000.00000
2862015.09.28 12:00modify620.011.591041.601841.58399
2872015.09.28 17:56s/l620.011.601841.601841.58399-7.68283.31
2882015.10.12 12:00buy630.011.545910.000000.00000
2892015.10.12 12:00modify630.011.545911.535111.55296
2902015.10.13 05:09modify630.011.545911.547841.55296
2912015.10.13 05:09modify630.011.545911.548941.55296
2922015.10.13 05:09t/p630.011.552961.548941.552964.90288.21
2932015.10.26 01:00buy640.011.527110.000000.00000
2942015.10.26 01:00modify640.011.527111.516311.53416
2952015.10.27 11:00modify640.011.527111.523951.52675
2962015.10.27 11:11s/l640.011.523951.523951.52675-2.36285.86
2972015.11.02 13:00sell650.011.543200.000000.00000
2982015.11.02 13:00modify650.011.543201.554001.53615
2992015.11.03 03:52modify650.011.543201.541311.53615
3002015.11.03 03:59modify650.011.543201.540551.53615
3012015.11.03 04:00t/p650.011.536151.540551.536155.06290.91