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

СимволAUDCAD (Australian Dollar vs Canadian 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="AUDCAD 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=880; TakeProfit=375; В_Х_О_Д="=============================================="; MinWeekBar=770; MaxWeekBar=1625; Время_открытия="------------------"; StartMinut=37; MaxSpread=120; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=220; GAP1_TOut=13; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=200; GAP2_TOut=4; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=130; BU_Delta=170; Трал_ВЫХОД="-------------------"; tral_OUT_START=115; tral_OUT_par1=21; tral_OUT_par2=60; TimeOUT="-------------------"; TimeOUT_Hour=19; Технические="-------------------"; Slippage=50; Magic=1011; Comm="VaBank 5.5.1";
Баров в истории24647Смоделировано тиков71108084Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (32)
Чистая прибыль70.97Общая прибыль91.70Общий убыток-20.73
Прибыльность4.42Матожидание выигрыша1.25
Абсолютная просадка1.17Максимальная просадка6.85 (6.14%)Относительная просадка6.14% (6.85)
Всего сделок57Короткие позиции (% выигравших)29 (72.41%)Длинные позиции (% выигравших)28 (85.71%)
Прибыльные сделки (% от всех)45 (78.95%)Убыточные сделки (% от всех)12 (21.05%)
Самая большаяприбыльная сделка2.82убыточная сделка-3.15
Средняяприбыльная сделка2.04убыточная сделка-1.73
Максимальное количествонепрерывных выигрышей (прибыль)12 (30.04)непрерывных проигрышей (убыток)2 (-4.85)
Макс.непрерывная прибыль (число выигрышей)30.04 (12)непрерывный убыток (число проигрышей)-4.85 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.23 02:37sell10.011.064560.000000.00000
22012.01.23 02:37modify10.011.064561.073361.06081
32012.01.23 22:37modify10.011.064561.063381.06138
42012.01.24 00:53t/p10.011.061381.063381.061382.34102.34
52012.03.12 01:37buy20.011.045530.000000.00000
62012.03.12 01:37modify20.011.045531.036731.04928
72012.03.12 03:18modify20.011.045531.046521.04928
82012.03.12 03:35s/l20.011.046521.046521.049280.75103.09
92012.04.09 01:40buy30.011.026900.000000.00000
102012.04.09 01:40modify30.011.026901.018101.03065
112012.04.09 18:49modify30.011.026901.029071.03065
122012.04.09 18:58s/l30.011.029071.029071.030651.63104.72
132012.04.16 01:37sell40.011.035620.000000.00000
142012.04.16 01:37modify40.011.035621.044421.03187
152012.04.16 04:58t/p40.011.031871.044421.031872.81107.53
162012.05.07 05:37buy50.011.010940.000000.00000
172012.05.07 05:37modify50.011.010941.002141.01469
182012.05.07 10:47modify50.011.010941.011911.01469
192012.05.07 15:00t/p50.011.014691.011911.014692.82110.35
202012.05.14 01:37buy60.011.002360.000000.00000
212012.05.14 01:37modify60.011.002360.993561.00611
222012.05.14 21:37modify60.011.002360.998891.00089
232012.05.14 22:09t/p60.011.000890.998891.00089-1.11109.24
242012.06.11 05:37sell70.011.019330.000000.00000
252012.06.11 05:37modify70.011.019331.028131.01558
262012.06.12 01:37modify70.011.019331.018691.01669
272012.06.12 02:53modify70.011.019331.018011.01669
282012.06.12 03:08t/p70.011.016691.018011.016691.93111.16
292012.06.18 05:37sell80.011.031380.000000.00000
302012.06.18 05:37modify80.011.031381.040181.02763
312012.06.19 01:37modify80.011.031381.037261.03526
322012.06.19 02:34t/p80.011.035261.037261.03526-2.96108.20
332012.07.02 05:37sell90.011.042430.000000.00000
342012.07.02 05:37modify90.011.042431.051231.03868
352012.07.03 01:37modify90.011.042431.043541.04154
362012.07.03 03:01t/p90.011.041541.043541.041540.62108.82
372012.07.23 01:37sell100.011.050340.000000.00000
382012.07.23 01:37modify100.011.050341.059141.04659
392012.07.23 10:27modify100.011.050341.047691.04659
402012.07.23 10:37s/l100.011.047691.047691.046591.99110.81
412012.08.13 01:37buy110.011.046090.000000.00000
422012.08.13 01:37modify110.011.046091.037291.04984
432012.08.13 21:37modify110.011.046091.042111.04411
442012.08.14 00:18t/p110.011.044111.042111.04411-1.47109.34
452012.08.20 01:37buy120.011.031090.000000.00000
462012.08.20 01:37modify120.011.031091.022291.03484
472012.08.20 18:02modify120.011.031091.032811.03484
482012.08.20 21:34s/l120.011.032811.032811.034841.29110.63
492012.09.17 01:37sell130.011.023190.000000.00000
502012.09.17 01:37modify130.011.023191.031991.01944
512012.09.17 17:09modify130.011.023191.021631.01944
522012.09.17 17:28s/l130.011.021631.021631.019441.17111.80
532012.10.15 01:37sell140.011.003170.000000.00000
542012.10.15 01:37modify140.011.003171.011970.99942
552012.10.15 17:56modify140.011.003171.001910.99942
562012.10.15 18:16s/l140.011.001911.001910.999420.94112.74
572012.11.12 02:37sell150.011.039020.000000.00000
582012.11.12 02:37modify150.011.039021.047821.03527
592012.11.12 22:37modify150.011.039021.043721.04172
602012.11.13 04:49t/p150.011.041721.043721.04172-2.07110.67
612013.02.04 02:37buy160.011.038400.000000.00000
622013.02.04 02:37modify160.011.038401.029601.04215
632013.02.04 22:03modify160.011.038401.039901.04215
642013.02.04 22:54t/p160.011.042151.039901.042152.81113.48
652013.03.25 01:37sell170.011.068450.000000.00000
662013.03.25 01:37modify170.011.068451.077251.06470
672013.03.25 21:37modify170.011.068451.069241.06724
682013.03.26 00:59s/l170.011.069241.069241.06724-0.64112.84
692013.04.15 01:37sell180.011.064460.000000.00000
702013.04.15 01:37modify180.011.064461.073261.06071
712013.04.15 17:43modify180.011.064461.061601.06071
722013.04.15 17:51t/p180.011.060711.061601.060712.81115.65
732013.04.22 01:37buy190.011.053730.000000.00000
742013.04.22 01:37modify190.011.053731.044931.05748
752013.04.22 21:37modify190.011.053731.051981.05398
762013.04.22 22:27t/p190.011.053981.051981.053980.19115.84
772013.04.29 01:37buy200.011.045890.000000.00000
782013.04.29 01:37modify200.011.045891.037091.04964
792013.04.29 11:34modify200.011.045891.047801.04964
802013.04.29 12:44s/l200.011.047801.047801.049641.44117.28
812013.05.27 05:37buy210.010.994330.000000.00000
822013.05.27 05:37modify210.010.994330.985530.99808
832013.05.27 12:27modify210.010.994330.995500.99808
842013.05.27 13:12modify210.010.994330.996530.99808
852013.05.27 14:30s/l210.010.996530.996530.998081.65118.93
862013.06.17 01:37sell220.010.972540.000000.00000
872013.06.17 01:37modify220.010.972540.981340.96879
882013.06.17 21:37modify220.010.972540.973280.97128
892013.06.17 22:24t/p220.010.971280.973280.971280.95119.88
902013.06.24 01:37buy230.010.965820.000000.00000
912013.06.24 01:37modify230.010.965820.957020.96957
922013.06.24 16:31t/p230.010.969570.957020.969572.82122.70
932013.07.15 01:37buy240.010.942320.000000.00000
942013.07.15 01:37modify240.010.942320.933520.94607
952013.07.15 05:58modify240.010.942320.943600.94607
962013.07.15 05:59t/p240.010.946070.943600.946072.82125.52
972013.07.22 01:37sell250.010.951560.000000.00000
982013.07.22 01:37modify250.010.951560.960360.94781
992013.07.22 21:37modify250.010.951560.957690.95569
1002013.07.23 01:00t/p250.010.955690.957690.95569-3.15122.36
1012013.10.07 01:37sell260.010.970410.000000.00000
1022013.10.07 01:37modify260.010.970410.979210.96666
1032013.10.07 21:37modify260.010.970410.974590.97259
1042013.10.08 00:07t/p260.010.972590.974590.97259-1.69120.67
1052013.11.04 02:37buy270.010.984960.000000.00000
1062013.11.04 02:37modify270.010.984960.976160.98871
1072013.11.04 05:11t/p270.010.988710.976160.988712.81123.48
1082013.11.25 02:37buy280.010.964940.000000.00000
1092013.11.25 02:37modify280.010.964940.956140.96869
1102013.11.25 05:01t/p280.010.968690.956140.968692.82126.30
1112014.02.03 02:37sell290.010.973730.000000.00000
1122014.02.03 02:37modify290.010.973730.982530.96998
1132014.02.03 22:37modify290.010.973730.973740.97174
1142014.02.03 22:51t/p290.010.971740.973740.971741.49127.79
1152014.02.10 02:37sell300.010.987860.000000.00000
1162014.02.10 02:37modify300.010.987860.996660.98411
1172014.02.10 11:22t/p300.010.984110.996660.984112.82130.61
1182014.03.03 06:37buy310.010.985440.000000.00000
1192014.03.03 06:37modify310.010.985440.976640.98919
1202014.03.03 15:02t/p310.010.989190.976640.989192.81133.42
1212014.04.14 01:37sell320.011.030580.000000.00000
1222014.04.14 01:37modify320.011.030581.039381.02683
1232014.04.14 21:37modify320.011.030581.033081.03108
1242014.04.14 23:48s/l320.011.033081.033081.03108-1.88131.54
1252014.05.26 01:37buy330.011.004090.000000.00000
1262014.05.26 01:37modify330.011.004090.995291.00784
1272014.05.26 21:37modify330.011.004091.002211.00421
1282014.05.27 03:24t/p330.011.004211.002211.004210.10131.64
1292014.06.09 01:37sell340.011.020190.000000.00000
1302014.06.09 01:37modify340.011.020191.028991.01644
1312014.06.09 21:37modify340.011.020191.021851.01985
1322014.06.10 01:38t/p340.011.019851.021851.019850.21131.85
1332014.06.23 01:37buy350.011.008700.000000.00000
1342014.06.23 01:37modify350.011.008700.999901.01245
1352014.06.23 05:45t/p350.011.012450.999901.012452.82134.67
1362014.07.07 01:37buy360.010.997300.000000.00000
1372014.07.07 01:37modify360.010.997300.988501.00105
1382014.07.07 21:37modify360.010.997300.998891.00105
1392014.07.07 23:22t/p360.011.001050.998891.001052.81137.48
1402014.07.14 01:37sell370.011.007140.000000.00000
1412014.07.14 01:37modify370.011.007141.015941.00339
1422014.07.14 21:37modify370.011.007141.007111.00511
1432014.07.14 23:49s/l370.011.007111.007111.005110.03137.51
1442014.07.28 01:37sell380.011.015940.000000.00000
1452014.07.28 01:37modify380.011.015941.024741.01219
1462014.07.28 21:37modify380.011.015941.018061.01606
1472014.07.29 00:54t/p380.011.016061.018061.01606-0.14137.37
1482014.11.10 01:37buy390.010.978550.000000.00000
1492014.11.10 01:37modify390.010.978550.969750.98230
1502014.11.10 05:15t/p390.010.982300.969750.982302.82140.19
1512014.11.17 05:37sell400.010.990690.000000.00000
1522014.11.17 05:37modify400.010.990690.999490.98694
1532014.11.17 17:03t/p400.010.986940.999490.986942.81143.00
1542014.11.24 01:37buy410.010.974700.000000.00000
1552014.11.24 01:37modify410.010.974700.965900.97845
1562014.11.24 21:37modify410.010.974700.971670.97367
1572014.11.25 01:00s/l410.010.971670.971670.97367-2.26140.73
1582014.12.22 01:37buy420.010.945030.000000.00000
1592014.12.22 01:37modify420.010.945030.936230.94878
1602014.12.22 21:37modify420.010.945030.946300.94878
1612014.12.22 23:56s/l420.010.946300.946300.948780.96141.69
1622015.01.19 01:37sell430.010.985790.000000.00000
1632015.01.19 01:37modify430.010.985790.994590.98204
1642015.01.19 06:13t/p430.010.982040.994590.982042.81144.50
1652015.02.09 05:37buy440.010.972310.000000.00000
1662015.02.09 05:37modify440.010.972310.963510.97606
1672015.02.09 13:10t/p440.010.976060.963510.976062.81147.31
1682015.02.23 01:37sell450.010.982730.000000.00000
1692015.02.23 01:37modify450.010.982730.991530.97898
1702015.02.23 21:37modify450.010.982730.981960.97996
1712015.02.24 05:29t/p450.010.979960.981960.979962.03149.34
1722015.04.13 00:37sell460.010.964800.000000.00000
1732015.04.13 00:37modify460.010.964800.973600.96105
1742015.04.13 05:07t/p460.010.961050.973600.961052.82152.16
1752015.06.01 00:37buy470.010.952200.000000.00000
1762015.06.01 00:37modify470.010.952200.943400.95595
1772015.06.01 11:02modify470.010.952200.954470.95595
1782015.06.01 12:00s/l470.010.954470.954470.955951.71153.87
1792015.06.29 04:37buy480.010.942550.000000.00000
1802015.06.29 04:37modify480.010.942550.933750.94630
1812015.06.29 05:09t/p480.010.946300.933750.946302.82156.69
1822015.07.20 00:37sell490.010.956580.000000.00000
1832015.07.20 00:37modify490.010.956580.965380.95283
1842015.07.20 06:16t/p490.010.952830.965380.952832.82159.51
1852015.07.27 00:37buy500.010.948480.000000.00000
1862015.07.27 00:37modify500.010.948480.939680.95223
1872015.07.27 16:40t/p500.010.952230.939680.952232.81162.32
1882015.08.03 04:37sell510.010.958910.000000.00000
1892015.08.03 04:37modify510.010.958910.967710.95516
1902015.08.03 17:51t/p510.010.955160.967710.955162.81165.13
1912015.08.10 00:37sell520.010.972840.000000.00000
1922015.08.10 00:37modify520.010.972840.981640.96909
1932015.08.10 12:04modify520.010.972840.970970.96909
1942015.08.10 13:00t/p520.010.969090.970970.969092.82167.95
1952015.09.21 00:37sell530.010.950090.000000.00000
1962015.09.21 00:37modify530.010.950090.958890.94634
1972015.09.21 09:54t/p530.010.946340.958890.946342.82170.77
1982015.09.28 00:37buy540.010.936340.000000.00000
1992015.09.28 00:37modify540.010.936340.927540.94009
2002015.09.28 20:37modify540.010.936340.933330.93533
2012015.09.28 21:36t/p540.010.935330.933330.93533-0.76170.01
2022015.10.05 00:37buy550.010.927760.000000.00000
2032015.10.05 00:37modify550.010.927760.918960.93151
2042015.10.05 12:02modify550.010.927760.928720.93151
2052015.10.05 12:09s/l550.010.928720.928720.931510.72170.73
2062015.10.19 04:37buy560.010.937960.000000.00000
2072015.10.19 04:37modify560.010.937960.929160.94171
2082015.10.19 09:56t/p560.010.941710.929160.941712.82173.55
2092015.10.26 00:37sell570.010.950190.000000.00000
2102015.10.26 00:37modify570.010.950190.958990.94644
2112015.10.26 20:37modify570.010.950190.953630.95163
2122015.10.26 21:05s/l570.010.953630.953630.95163-2.58170.97