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

СимволCADCHF (Canadian Dollar vs Swiss Franc)
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="CADCHF 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=880; TakeProfit=240; В_Х_О_Д="=============================================="; MinWeekBar=555; MaxWeekBar=2500; Время_открытия="------------------"; StartMinut=8; MaxSpread=120; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=185; GAP1_TOut=4; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=430; GAP2_TOut=6; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=155; BU_Delta=87; Трал_ВЫХОД="-------------------"; tral_OUT_START=240; tral_OUT_par1=3; tral_OUT_par2=3; TimeOUT="-------------------"; TimeOUT_Hour=29; Технические="-------------------"; Slippage=20; Magic=1012; Comm="VaBank 5.5.1";
Баров в истории24636Смоделировано тиков60297969Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (46)
Чистая прибыль155.85Общая прибыль226.45Общий убыток-70.60
Прибыльность3.21Матожидание выигрыша1.51
Абсолютная просадка1.09Максимальная просадка18.91 (7.87%)Относительная просадка12.03% (15.24)
Всего сделок103Короткие позиции (% выигравших)51 (86.27%)Длинные позиции (% выигравших)52 (98.08%)
Прибыльные сделки (% от всех)95 (92.23%)Убыточные сделки (% от всех)8 (7.77%)
Самая большаяприбыльная сделка2.41убыточная сделка-8.94
Средняяприбыльная сделка2.38убыточная сделка-8.82
Максимальное количествонепрерывных выигрышей (прибыль)23 (54.89)непрерывных проигрышей (убыток)2 (-17.61)
Макс.непрерывная прибыль (число выигрышей)54.89 (23)непрерывный убыток (число проигрышей)-17.61 (2)
Среднийнепрерывный выигрыш12непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.12.26 03:08sell10.010.915990.000000.00000
22011.12.26 03:08modify10.010.915990.924790.91359
32011.12.26 08:41t/p10.010.913590.924790.913592.39102.39
42012.01.09 02:08sell20.010.931160.000000.00000
52012.01.09 02:08modify20.010.931160.939960.92876
62012.01.09 05:02t/p20.010.928760.939960.928762.39104.78
72012.01.23 02:08buy30.010.922570.000000.00000
82012.01.23 02:08modify30.010.922570.913770.92497
92012.01.23 10:22t/p30.010.924970.913770.924972.39107.17
102012.01.30 02:08buy40.010.911080.000000.00000
112012.01.30 02:08modify40.010.911080.902280.91348
122012.01.30 14:30t/p40.010.913480.902280.913482.39109.56
132012.02.06 02:08sell50.010.925270.000000.00000
142012.02.06 02:08modify50.010.925270.934070.92287
152012.02.06 21:02t/p50.010.922870.934070.922872.39111.95
162012.02.13 02:08buy60.010.914180.000000.00000
172012.02.13 02:08modify60.010.914180.905380.91658
182012.02.13 23:11t/p60.010.916580.905380.916582.39114.34
192012.02.20 02:08sell70.010.923270.000000.00000
202012.02.20 02:08modify70.010.923270.932070.92087
212012.02.20 13:51t/p70.010.920870.932070.920872.40116.74
222012.03.26 01:08buy80.010.909260.000000.00000
232012.03.26 01:08modify80.010.909260.900460.91166
242012.03.26 11:32t/p80.010.911660.900460.911662.39119.13
252012.04.09 01:09sell90.010.918460.000000.00000
262012.04.09 01:09modify90.010.918460.927260.91606
272012.04.10 18:18t/p90.010.916060.927260.916062.36121.49
282012.04.30 01:08sell100.010.924180.000000.00000
292012.04.30 01:08modify100.010.924180.932980.92178
302012.04.30 17:10t/p100.010.921780.932980.921782.39123.88
312012.05.21 01:08buy110.010.919730.000000.00000
322012.05.21 01:08modify110.010.919730.910930.92213
332012.05.21 09:59t/p110.010.922130.910930.922132.39126.27
342012.05.28 01:08sell120.010.931180.000000.00000
352012.05.28 01:08modify120.010.931180.939980.92878
362012.05.29 23:31s/l120.010.939980.939980.92878-8.80117.46
372012.07.16 01:08sell130.010.965520.000000.00000
382012.07.16 01:08modify130.010.965520.974320.96312
392012.07.17 05:27t/p130.010.963120.974320.963122.37119.83
402012.07.23 01:08sell140.010.976110.000000.00000
412012.07.23 01:08modify140.010.976110.984910.97371
422012.07.23 18:59t/p140.010.973710.984910.973712.39122.22
432012.08.13 01:10sell150.010.985110.000000.00000
442012.08.13 01:10modify150.010.985110.993910.98271
452012.08.13 14:57t/p150.010.982710.993910.982712.40124.62
462012.08.27 01:08buy160.010.966980.000000.00000
472012.08.27 01:08modify160.010.966980.958180.96938
482012.08.27 10:54t/p160.010.969380.958180.969382.39127.01
492012.09.17 01:09buy170.010.954630.000000.00000
502012.09.17 01:09modify170.010.954630.945830.95703
512012.09.21 11:18t/p170.010.957030.945830.957032.41129.41
522012.10.22 01:08buy180.010.933030.000000.00000
532012.10.22 01:08modify180.010.933030.924230.93543
542012.10.23 16:41t/p180.010.935430.924230.935432.40131.82
552012.11.05 02:08sell190.010.944970.000000.00000
562012.11.05 02:08modify190.010.944970.953770.94257
572012.11.07 16:30s/l190.010.953770.953770.94257-8.84122.98
582012.11.26 02:08buy200.010.934780.000000.00000
592012.11.26 02:08modify200.010.934780.925980.93718
602012.11.27 14:49t/p200.010.937180.925980.937182.39125.37
612012.12.10 02:08sell210.010.948600.000000.00000
622012.12.10 02:08modify210.010.948600.957400.94620
632012.12.10 12:50t/p210.010.946200.957400.946202.40127.77
642012.12.17 02:08buy220.010.929900.000000.00000
652012.12.17 02:08modify220.010.929900.921100.93230
662012.12.17 06:23t/p220.010.932300.921100.932302.40130.17
672012.12.24 02:08buy230.010.921830.000000.00000
682012.12.24 02:08modify230.010.921830.913030.92423
692012.12.24 21:00t/p230.010.924230.913030.924232.39132.56
702012.12.31 02:08buy240.010.917220.000000.00000
712012.12.31 02:08modify240.010.917220.908420.91962
722012.12.31 09:59t/p240.010.919620.908420.919622.39134.95
732013.01.07 02:08sell250.010.936280.000000.00000
742013.01.07 02:08modify250.010.936280.945080.93388
752013.01.08 02:04t/p250.010.933880.945080.933882.36137.31
762013.01.14 02:08buy260.010.927860.000000.00000
772013.01.14 02:08modify260.010.927860.919060.93026
782013.01.14 13:04t/p260.010.930260.919060.930262.39139.70
792013.01.21 02:08sell270.010.941320.000000.00000
802013.01.21 02:08modify270.010.941320.950120.93892
812013.01.21 13:09t/p270.010.938920.950120.938922.39142.09
822013.01.28 02:08buy280.010.921160.000000.00000
832013.01.28 02:08modify280.010.921160.912360.92356
842013.01.30 16:50s/l280.010.912360.912360.92356-8.76133.32
852013.02.04 02:08buy290.010.911270.000000.00000
862013.02.04 02:08modify290.010.911270.902470.91367
872013.02.04 13:45t/p290.010.913670.902470.913672.39135.71
882013.02.25 02:08buy300.010.909100.000000.00000
892013.02.25 02:08modify300.010.909100.900300.91150
902013.03.01 15:04t/p300.010.911500.900300.911502.41138.12
912013.03.04 02:08sell310.010.916360.000000.00000
922013.03.04 02:08modify310.010.916360.925160.91396
932013.03.08 14:55t/p310.010.913960.925160.913962.18140.30
942013.03.11 01:08sell320.010.925220.000000.00000
952013.03.11 01:08modify320.010.925220.934020.92282
962013.03.12 01:01t/p320.010.922820.934020.922822.36142.66
972013.04.01 01:09sell330.010.933170.000000.00000
982013.04.01 01:09modify330.010.933170.941970.93077
992013.04.01 18:55t/p330.010.930770.941970.930772.39145.05
1002013.04.08 01:08buy340.010.918510.000000.00000
1012013.04.08 01:08modify340.010.918510.909710.92091
1022013.04.09 13:16t/p340.010.920910.909710.920912.39147.44
1032013.04.22 01:08buy350.010.909120.000000.00000
1042013.04.22 01:08modify350.010.909120.900320.91152
1052013.04.22 17:02t/p350.010.911520.900320.911522.39149.83
1062013.04.29 01:08sell360.010.924880.000000.00000
1072013.04.29 01:08modify360.010.924880.933680.92248
1082013.04.30 17:53t/p360.010.922480.933680.922482.36152.18
1092013.05.13 01:08sell370.010.946910.000000.00000
1102013.05.13 01:08modify370.010.946910.955710.94451
1112013.05.13 10:54t/p370.010.944510.955710.944512.39154.57
1122013.05.27 05:08buy380.010.931690.000000.00000
1132013.05.27 05:08modify380.010.931690.922890.93409
1142013.05.28 05:06t/p380.010.934090.922890.934092.39156.97
1152013.06.03 06:08buy390.010.923200.000000.00000
1162013.06.03 06:08modify390.010.923200.914400.92560
1172013.06.03 15:27t/p390.010.925600.914400.925602.39159.36
1182013.06.10 01:08buy400.010.916550.000000.00000
1192013.06.10 01:08modify400.010.916550.907750.91895
1202013.06.10 08:58t/p400.010.918950.907750.918952.39161.75
1212013.06.17 02:08buy410.010.906540.000000.00000
1222013.06.17 02:08modify410.010.906540.897740.90894
1232013.06.17 04:55t/p410.010.908940.897740.908942.39164.14
1242013.06.24 01:08buy420.010.893250.000000.00000
1252013.06.24 01:08modify420.010.893250.884450.89565
1262013.06.26 11:27t/p420.010.895650.884450.895652.40166.53
1272013.07.08 01:08sell430.010.911570.000000.00000
1282013.07.08 01:08modify430.010.911570.920370.90917
1292013.07.09 17:01s/l430.010.920370.920370.90917-8.80157.73
1302013.08.05 01:08buy440.010.894020.000000.00000
1312013.08.05 01:08modify440.010.894020.885220.89642
1322013.08.05 16:02t/p440.010.896420.885220.896422.39160.12
1332013.08.26 01:08buy450.010.876220.000000.00000
1342013.08.26 01:08modify450.010.876220.867420.87862
1352013.08.26 11:01t/p450.010.878620.867420.878622.39162.51
1362013.09.02 01:08sell460.010.883940.000000.00000
1372013.09.02 01:08modify460.010.883940.892740.88154
1382013.09.04 14:13s/l460.010.892740.892740.88154-8.83153.68
1392013.09.09 01:08sell470.010.900070.000000.00000
1402013.09.09 01:08modify470.010.900070.908870.89767
1412013.09.09 20:10t/p470.010.897670.908870.897672.39156.07
1422013.09.16 01:08buy480.010.895830.000000.00000
1432013.09.16 01:08modify480.010.895830.887030.89823
1442013.09.16 10:14t/p480.010.898230.887030.898232.39158.46
1452013.09.23 01:08buy490.010.881930.000000.00000
1462013.09.23 01:08modify490.010.881930.873130.88433
1472013.09.23 05:21t/p490.010.884330.873130.884332.39160.85
1482013.10.28 01:08buy500.010.853950.000000.00000
1492013.10.28 01:08modify500.010.853950.845150.85635
1502013.10.28 13:23t/p500.010.856350.845150.856352.39163.24
1512013.11.04 02:08sell510.010.874970.000000.00000
1522013.11.04 02:08modify510.010.874970.883770.87257
1532013.11.05 02:12t/p510.010.872570.883770.872572.36165.59
1542013.11.25 02:08buy520.010.861930.000000.00000
1552013.11.25 02:08modify520.010.861930.853130.86433
1562013.11.25 18:50t/p520.010.864330.853130.864332.39167.98
1572013.12.02 02:08buy530.010.853020.000000.00000
1582013.12.02 02:08modify530.010.853020.844220.85542
1592013.12.02 15:50t/p530.010.855420.844220.855422.39170.37
1602013.12.09 02:08buy540.010.837480.000000.00000
1612013.12.09 02:08modify540.010.837480.828680.83988
1622013.12.12 13:13t/p540.010.839880.828680.839882.41172.78
1632013.12.30 02:08buy550.010.832280.000000.00000
1642013.12.30 02:08modify550.010.832280.823480.83468
1652013.12.31 10:23t/p550.010.834680.823480.834682.39175.17
1662014.01.06 02:08sell560.010.850360.000000.00000
1672014.01.06 02:08modify560.010.850360.859160.84796
1682014.01.06 19:00t/p560.010.847960.859160.847962.40177.57
1692014.01.13 02:08buy570.010.827180.000000.00000
1702014.01.13 02:08modify570.010.827180.818380.82958
1712014.01.13 17:25t/p570.010.829580.818380.829582.40179.97
1722014.01.27 06:08buy580.010.808470.000000.00000
1732014.01.27 06:08modify580.010.808470.799670.81087
1742014.01.27 15:04t/p580.010.810870.799670.810872.39182.36
1752014.02.03 02:08sell590.010.815210.000000.00000
1762014.02.03 02:08modify590.010.815210.824010.81281
1772014.02.03 22:30t/p590.010.812810.824010.812812.39184.75
1782014.02.24 02:08buy600.010.799120.000000.00000
1792014.02.24 02:08modify600.010.799120.790320.80152
1802014.02.24 16:07t/p600.010.801520.790320.801522.39187.14
1812014.03.31 01:08sell610.010.800190.000000.00000
1822014.03.31 01:08modify610.010.800190.808990.79779
1832014.04.01 12:44t/p610.010.797790.808990.797792.36189.50
1842014.04.07 01:08sell620.010.811570.000000.00000
1852014.04.07 01:08modify620.010.811570.820370.80917
1862014.04.07 14:47t/p620.010.809170.820370.809172.39191.89
1872014.04.14 05:08buy630.010.798540.000000.00000
1882014.04.14 05:08modify630.010.798540.789740.80094
1892014.04.14 12:52t/p630.010.800940.789740.800942.39194.28
1902014.05.12 01:08sell640.010.812870.000000.00000
1912014.05.12 01:08modify640.010.812870.821670.81047
1922014.05.15 11:52s/l640.010.821670.821670.81047-8.94185.33
1932014.05.19 01:08sell650.010.821170.000000.00000
1942014.05.19 01:08modify650.010.821170.829970.81877
1952014.05.20 16:34t/p650.010.818770.829970.818772.36187.69
1962014.06.09 01:08buy660.010.817710.000000.00000
1972014.06.09 01:08modify660.010.817710.808910.82011
1982014.06.09 15:16t/p660.010.820110.808910.820112.39190.08
1992014.06.16 01:08sell670.010.828900.000000.00000
2002014.06.16 01:08modify670.010.828900.837700.82650
2012014.06.16 16:45t/p670.010.826500.837700.826502.39192.47
2022014.07.14 01:08buy680.010.831000.000000.00000
2032014.07.14 01:08modify680.010.831000.822200.83340
2042014.07.16 11:18t/p680.010.833400.822200.833402.40194.86
2052014.08.04 01:08buy690.010.829660.000000.00000
2062014.08.04 01:08modify690.010.829660.820860.83206
2072014.08.05 12:51t/p690.010.832060.820860.832062.39197.26
2082014.08.25 01:08sell700.010.836000.000000.00000
2092014.08.25 01:08modify700.010.836000.844800.83360
2102014.08.25 18:40t/p700.010.833600.844800.833602.40199.66
2112014.09.01 01:08sell710.010.844510.000000.00000
2122014.09.01 01:08modify710.010.844510.853310.84211
2132014.09.02 18:47t/p710.010.842110.853310.842112.37202.02
2142014.09.08 01:08sell720.010.854990.000000.00000
2152014.09.08 01:08modify720.010.854990.863790.85259
2162014.09.08 19:17t/p720.010.852590.863790.852592.39204.41
2172014.09.15 01:08buy730.010.841210.000000.00000
2182014.09.15 01:08modify730.010.841210.832410.84361
2192014.09.15 11:11t/p730.010.843610.832410.843612.39206.80
2202014.09.22 01:08sell740.010.857600.000000.00000
2212014.09.22 01:08modify740.010.857600.866400.85520
2222014.09.22 12:52t/p740.010.855200.866400.855202.39209.19
2232014.10.06 01:08sell750.010.859950.000000.00000
2242014.10.06 01:08modify750.010.859950.868750.85755
2252014.10.07 22:25t/p750.010.857550.868750.857552.36211.55
2262014.10.20 01:08buy760.010.839410.000000.00000
2272014.10.20 01:08modify760.010.839410.830610.84181
2282014.10.21 16:46t/p760.010.841810.830610.841812.40213.95
2292014.10.27 00:08sell770.010.846140.000000.00000
2302014.10.27 00:08modify770.010.846140.854940.84374
2312014.10.27 18:59t/p770.010.843740.854940.843742.39216.34
2322014.11.03 01:08sell780.010.854140.000000.00000
2332014.11.03 01:08modify780.010.854140.862940.85174
2342014.11.03 20:35t/p780.010.851740.862940.851742.39218.73
2352014.11.24 01:08sell790.010.864700.000000.00000
2362014.11.24 01:08modify790.010.864700.873500.86230
2372014.11.24 12:51t/p790.010.862300.873500.862302.39221.12
2382014.12.01 01:08buy800.010.846010.000000.00000
2392014.12.01 01:08modify800.010.846010.837210.84841
2402014.12.01 19:23t/p800.010.848410.837210.848412.39223.51
2412014.12.08 01:08sell810.010.855350.000000.00000
2422014.12.08 01:08modify810.010.855350.864150.85295
2432014.12.08 18:48t/p810.010.852950.864150.852952.39225.90
2442014.12.15 01:08buy820.010.831710.000000.00000
2452014.12.15 01:08modify820.010.831710.822910.83411
2462014.12.15 06:23t/p820.010.834110.822910.834112.39228.29
2472014.12.22 01:08sell830.010.847200.000000.00000
2482014.12.22 01:08modify830.010.847200.856000.84480
2492014.12.22 15:57t/p830.010.844800.856000.844802.40230.69
2502015.01.26 01:08buy840.010.706640.000000.00000
2512015.01.26 01:08modify840.010.706640.697840.70904
2522015.01.26 11:05t/p840.010.709040.697840.709042.40233.09
2532015.02.02 01:08sell850.010.729000.000000.00000
2542015.02.02 01:08modify850.010.729000.737800.72660
2552015.02.02 01:51t/p850.010.726600.737800.726602.39235.48
2562015.02.09 01:08sell860.010.738120.000000.00000
2572015.02.09 01:08modify860.010.738120.746920.73572
2582015.02.10 21:22t/p860.010.735720.746920.735722.36237.84
2592015.02.16 01:08sell870.010.748050.000000.00000
2602015.02.16 01:08modify870.010.748050.756850.74565
2612015.02.16 18:57t/p870.010.745650.756850.745652.39240.23
2622015.03.02 01:08sell880.010.761500.000000.00000
2632015.03.02 01:08modify880.010.761500.770300.75910
2642015.03.03 16:30s/l880.010.770300.770300.75910-8.80231.42
2652015.03.09 00:08sell890.010.781840.000000.00000
2662015.03.09 00:08modify890.010.781840.790640.77944
2672015.03.10 17:39s/l890.010.790640.790640.77944-8.80222.62
2682015.03.23 00:09buy900.010.776210.000000.00000
2692015.03.23 00:09modify900.010.776210.767410.77861
2702015.03.23 07:24t/p900.010.778610.767410.778612.40225.02
2712015.03.30 00:08buy910.010.762910.000000.00000
2722015.03.30 00:08modify910.010.762910.754110.76531
2732015.03.31 10:24t/p910.010.765310.754110.765312.39227.41
2742015.04.13 00:08sell920.010.778500.000000.00000
2752015.04.13 00:08modify920.010.778500.787300.77610
2762015.04.13 18:46t/p920.010.776100.787300.776102.39229.80
2772015.05.04 00:08buy930.010.767910.000000.00000
2782015.05.04 00:08modify930.010.767910.759110.77031
2792015.05.04 09:49t/p930.010.770310.759110.770312.39232.19
2802015.05.18 00:11buy940.010.762210.000000.00000
2812015.05.18 00:11modify940.010.762210.753410.76461
2822015.05.18 10:32t/p940.010.764610.753410.764612.39234.58
2832015.05.25 00:08sell950.010.767240.000000.00000
2842015.05.25 00:08modify950.010.767240.776040.76484
2852015.05.26 16:03t/p950.010.764840.776040.764842.36236.93
2862015.06.01 01:08buy960.010.754750.000000.00000
2872015.06.01 01:08modify960.010.754750.745950.75715
2882015.06.01 09:04t/p960.010.757150.745950.757152.39239.32
2892015.06.22 00:09buy970.010.747960.000000.00000
2902015.06.22 00:09modify970.010.747960.739160.75036
2912015.06.22 10:49t/p970.010.750360.739160.750362.39241.71
2922015.06.29 00:08sell980.010.760000.000000.00000
2932015.06.29 00:08modify980.010.760000.768800.75760
2942015.06.29 13:03t/p980.010.757600.768800.757602.40244.11
2952015.07.06 04:08buy990.010.748010.000000.00000
2962015.07.06 04:08modify990.010.748010.739210.75041
2972015.07.06 13:09t/p990.010.750410.739210.750412.39246.50
2982015.07.13 00:08buy1000.010.740650.000000.00000
2992015.07.13 00:08modify1000.010.740650.731850.74305
3002015.07.13 11:01t/p1000.010.743050.731850.743052.39248.89
3012015.08.10 00:08sell1010.010.748200.000000.00000
3022015.08.10 00:08modify1010.010.748200.757000.74580
3032015.08.10 10:47t/p1010.010.745800.757000.745802.39251.28
3042015.08.31 01:08sell1020.010.727500.000000.00000
3052015.08.31 01:08modify1020.010.727500.736300.72510
3062015.08.31 05:10t/p1020.010.725100.736300.725102.39253.67
3072015.11.02 01:08sell1030.010.753500.000000.00000
3082015.11.02 01:08modify1030.010.753500.762300.75110
3092015.11.06 16:29t/p1030.010.751100.762300.751102.18255.85