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

СимволGBPCHF (Great Britain Pound 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="GBPCHF 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=1125; TakeProfit=270; В_Х_О_Д="=============================================="; MinWeekBar=1400; MaxWeekBar=3850; Время_открытия="------------------"; StartMinut=21; MaxSpread=100; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=200; GAP1_TOut=9; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=345; GAP2_TOut=8; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=75; BU_Delta=51; Трал_ВЫХОД="-------------------"; tral_OUT_START=155; tral_OUT_par1=30; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=15; Технические="-------------------"; Slippage=20; Magic=1010; Comm="VaBank 5.5.1";
Баров в истории24664Смоделировано тиков83457507Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (61)
Чистая прибыль141.89Общая прибыль164.38Общий убыток-22.49
Прибыльность7.31Матожидание выигрыша2.22
Абсолютная просадка3.64Максимальная просадка18.06 (11.67%)Относительная просадка11.67% (18.06)
Всего сделок64Короткие позиции (% выигравших)36 (94.44%)Длинные позиции (% выигравших)28 (100.00%)
Прибыльные сделки (% от всех)62 (96.88%)Убыточные сделки (% от всех)2 (3.13%)
Самая большаяприбыльная сделка2.70убыточная сделка-11.25
Средняяприбыльная сделка2.65убыточная сделка-11.25
Максимальное количествонепрерывных выигрышей (прибыль)30 (80.58)непрерывных проигрышей (убыток)1 (-11.25)
Макс.непрерывная прибыль (число выигрышей)80.58 (30)непрерывный убыток (число проигрышей)-11.25 (1)
Среднийнепрерывный выигрыш21непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.09 02:21sell10.011.475220.000000.00000
22012.01.09 02:21modify10.011.475221.486471.47252
32012.01.09 10:38t/p10.011.472521.486471.472522.69102.69
42012.01.16 02:21buy20.011.460030.000000.00000
52012.01.16 02:21modify20.011.460031.448781.46273
62012.01.16 10:47t/p20.011.462731.448781.462732.70105.39
72012.01.30 02:21buy30.011.435750.000000.00000
82012.01.30 02:21modify30.011.435751.424501.43845
92012.01.30 10:35t/p30.011.438451.424501.438452.70108.09
102012.02.06 02:21sell40.011.454270.000000.00000
112012.02.06 02:21modify40.011.454271.465521.45157
122012.02.07 11:36t/p40.011.451571.465521.451572.65110.74
132012.02.27 02:21buy50.011.421930.000000.00000
142012.02.27 02:21modify50.011.421931.410681.42463
152012.02.27 14:29t/p50.011.424631.410681.424632.69113.43
162012.03.05 02:21sell60.011.447740.000000.00000
172012.03.05 02:21modify60.011.447741.458991.44504
182012.03.05 05:56t/p60.011.445041.458991.445042.69116.12
192012.06.04 01:21buy70.011.485040.000000.00000
202012.06.04 01:21modify70.011.485041.473791.48774
212012.06.04 04:47t/p70.011.487741.473791.487742.69118.81
222012.07.09 01:21sell80.011.515760.000000.00000
232012.07.09 01:21modify80.011.515761.527011.51306
242012.07.09 12:03t/p80.011.513061.527011.513062.69121.50
252012.07.23 01:21sell90.011.546080.000000.00000
262012.07.23 01:21modify90.011.546081.557331.54338
272012.07.23 12:24t/p90.011.543381.557331.543382.69124.19
282012.08.06 01:21buy100.011.515390.000000.00000
292012.08.06 01:21modify100.011.515391.504141.51809
302012.08.07 00:13t/p100.011.518091.504141.518092.67126.87
312012.08.13 01:21sell110.011.531190.000000.00000
322012.08.13 01:21modify110.011.531191.542441.52849
332012.08.13 13:23t/p110.011.528491.542441.528492.69129.56
342012.10.08 01:21buy120.011.500410.000000.00000
352012.10.08 01:21modify120.011.500411.489161.50311
362012.10.08 08:05t/p120.011.503111.489161.503112.69132.25
372012.10.22 01:21buy130.011.486260.000000.00000
382012.10.22 01:21modify130.011.486261.475011.48896
392012.10.22 12:36t/p130.011.488961.475011.488962.69134.94
402012.10.29 01:21sell140.011.502730.000000.00000
412012.10.29 01:21modify140.011.502731.513981.50003
422012.10.30 11:09t/p140.011.500031.513981.500032.65137.59
432012.12.10 02:21sell150.011.501520.000000.00000
442012.12.10 02:21modify150.011.501521.512771.49882
452012.12.10 05:39t/p150.011.498821.512771.498822.69140.28
462012.12.17 02:21buy160.011.483970.000000.00000
472012.12.17 02:21modify160.011.483971.472721.48667
482012.12.17 10:15t/p160.011.486671.472721.486672.70142.98
492013.01.28 02:21buy170.011.463200.000000.00000
502013.01.28 02:21modify170.011.463201.451951.46590
512013.01.28 03:21modify170.011.463201.463711.46590
522013.01.28 03:22s/l170.011.463711.463711.465900.51143.49
532013.02.04 02:21buy180.011.425970.000000.00000
542013.02.04 02:21modify180.011.425971.414721.42867
552013.02.04 11:46t/p180.011.428671.414721.428672.69146.18
562013.02.11 02:21sell190.011.448950.000000.00000
572013.02.11 02:21modify190.011.448951.460201.44625
582013.02.11 12:58t/p190.011.446251.460201.446252.69148.87
592013.02.18 02:21buy200.011.430600.000000.00000
602013.02.18 02:21modify200.011.430601.419351.43330
612013.02.18 07:17t/p200.011.433301.419351.433302.69151.56
622013.02.25 02:21buy210.011.404150.000000.00000
632013.02.25 02:21modify210.011.404151.392901.40685
642013.02.25 02:39t/p210.011.406851.392901.406852.69154.25
652013.03.04 02:21sell220.011.415960.000000.00000
662013.03.04 02:21modify220.011.415961.427211.41326
672013.03.05 13:32s/l220.011.427211.427211.41326-11.25143.01
682013.04.29 01:21sell230.011.456200.000000.00000
692013.04.29 01:21modify230.011.456201.467451.45350
702013.04.29 18:35t/p230.011.453501.467451.453502.69145.70
712013.05.13 01:21sell240.011.471500.000000.00000
722013.05.13 01:21modify240.011.471501.482751.46880
732013.05.13 14:54t/p240.011.468801.482751.468802.69148.39
742013.05.27 01:21buy250.011.454400.000000.00000
752013.05.27 01:21modify250.011.454401.443151.45710
762013.05.27 21:00t/p250.011.457101.443151.457102.69151.08
772013.09.09 01:21sell260.011.466130.000000.00000
782013.09.09 01:21modify260.011.466131.477381.46343
792013.09.09 20:10t/p260.011.463431.477381.463432.69153.77
802013.09.23 01:21buy270.011.455860.000000.00000
812013.09.23 01:21modify270.011.455861.444611.45856
822013.09.23 03:59t/p270.011.458561.444611.458562.69156.46
832013.10.28 01:21buy280.011.442990.000000.00000
842013.10.28 01:21modify280.011.442991.431741.44569
852013.10.28 09:26t/p280.011.445691.431741.445692.69159.15
862013.11.11 02:21sell290.011.476080.000000.00000
872013.11.11 02:21modify290.011.476081.487331.47338
882013.11.11 14:29t/p290.011.473381.487331.473382.69161.84
892013.12.09 02:21buy300.011.457600.000000.00000
902013.12.09 02:21modify300.011.457601.446351.46030
912013.12.09 11:02t/p300.011.460301.446351.460302.69164.53
922014.01.06 02:21sell310.011.483980.000000.00000
932014.01.06 02:21modify310.011.483981.495231.48128
942014.01.06 12:20t/p310.011.481281.495231.481282.69167.22
952014.01.27 02:21buy320.011.474240.000000.00000
962014.01.27 02:21modify320.011.474241.462991.47694
972014.01.27 08:00t/p320.011.476941.462991.476942.69169.91
982014.02.10 02:21buy330.011.474810.000000.00000
992014.02.10 02:21modify330.011.474811.463561.47751
1002014.02.11 22:10t/p330.011.477511.463561.477512.67172.58
1012014.02.17 02:21sell340.011.494380.000000.00000
1022014.02.17 02:21modify340.011.494381.505631.49168
1032014.02.17 15:58t/p340.011.491681.505631.491682.69175.27
1042014.02.24 02:21buy350.011.476140.000000.00000
1052014.02.24 02:21modify350.011.476141.464891.47884
1062014.02.24 14:07t/p350.011.478841.464891.478842.69177.96
1072014.03.17 01:21buy360.011.452140.000000.00000
1082014.03.17 01:21modify360.011.452141.440891.45484
1092014.03.17 11:44t/p360.011.454841.440891.454842.69180.65
1102014.03.31 01:21sell370.011.474780.000000.00000
1112014.03.31 01:21modify370.011.474781.486031.47208
1122014.03.31 13:51t/p370.011.472081.486031.472082.69183.34
1132014.04.21 01:21sell380.011.482660.000000.00000
1142014.04.21 01:21modify380.011.482661.493911.47996
1152014.04.23 14:14t/p380.011.479961.493911.479962.62185.96
1162014.06.16 01:21sell390.011.527160.000000.00000
1172014.06.16 01:21modify390.011.527161.538411.52446
1182014.06.16 19:04t/p390.011.524461.538411.524462.69188.65
1192014.07.07 01:21sell400.011.534710.000000.00000
1202014.07.07 01:21modify400.011.534711.545961.53201
1212014.07.07 14:38t/p400.011.532011.545961.532012.69191.34
1222014.09.08 01:21buy410.011.506890.000000.00000
1232014.09.08 01:21modify410.011.506891.495641.50959
1242014.09.08 02:50t/p410.011.509591.495641.509592.69194.03
1252014.09.22 01:21sell420.011.535050.000000.00000
1262014.09.22 01:21modify420.011.535051.546301.53235
1272014.09.23 12:08t/p420.011.532351.546301.532352.65196.69
1282014.11.17 01:21buy430.011.503380.000000.00000
1292014.11.17 01:21modify430.011.503381.492131.50608
1302014.11.17 17:17t/p430.011.506081.492131.506082.69199.38
1312014.11.24 01:21sell440.011.521040.000000.00000
1322014.11.24 01:21modify440.011.521041.532291.51834
1332014.11.24 12:00t/p440.011.518341.532291.518342.69202.07
1342014.12.22 01:21sell450.011.537670.000000.00000
1352014.12.22 01:21modify450.011.537671.548921.53497
1362014.12.22 11:38t/p450.011.534971.548921.534972.69204.76
1372015.01.26 01:21sell460.011.321750.000000.00000
1382015.01.26 01:21modify460.011.321751.333001.31905
1392015.01.26 03:08t/p460.011.319051.333001.319052.69207.45
1402015.02.16 01:21sell470.011.435850.000000.00000
1412015.02.16 01:21modify470.011.435851.447101.43315
1422015.02.16 04:00modify470.011.435851.435341.43315
1432015.02.16 04:11t/p470.011.433151.435341.433152.69210.14
1442015.03.02 01:21sell480.011.470340.000000.00000
1452015.03.02 01:21modify480.011.470341.481591.46764
1462015.03.02 19:44t/p480.011.467641.481591.467642.69212.83
1472015.03.23 00:21buy490.011.459090.000000.00000
1482015.03.23 00:21modify490.011.459091.447841.46179
1492015.03.23 01:25t/p490.011.461791.447841.461792.69215.52
1502015.03.30 00:21buy500.011.431610.000000.00000
1512015.03.30 00:21modify500.011.431611.420361.43431
1522015.03.30 19:46t/p500.011.434311.420361.434312.69218.21
1532015.04.06 00:21buy510.011.419930.000000.00000
1542015.04.06 00:21modify510.011.419931.408681.42263
1552015.04.06 10:03t/p510.011.422631.408681.422632.69220.90
1562015.04.13 00:21sell520.011.432940.000000.00000
1572015.04.13 00:21modify520.011.432941.444191.43024
1582015.04.13 08:31t/p520.011.430241.444191.430242.69223.59
1592015.04.27 00:21sell530.011.447880.000000.00000
1602015.04.27 00:21modify530.011.447881.459131.44518
1612015.04.28 12:18s/l530.011.459131.459131.44518-11.25212.34
1622015.05.04 00:21buy540.011.413160.000000.00000
1632015.05.04 00:21modify540.011.413161.401911.41586
1642015.05.04 09:42t/p540.011.415861.401911.415862.69215.03
1652015.05.11 00:21sell550.011.438960.000000.00000
1662015.05.11 00:21modify550.011.438961.450211.43626
1672015.05.11 09:59t/p550.011.436261.450211.436262.69217.72
1682015.05.25 00:21sell560.011.460310.000000.00000
1692015.05.25 00:21modify560.011.460311.471561.45761
1702015.05.25 09:00t/p560.011.457611.471561.457612.70220.42
1712015.06.01 00:21buy570.011.435760.000000.00000
1722015.06.01 00:21modify570.011.435761.424511.43846
1732015.06.01 01:00modify570.011.435761.436271.43846
1742015.06.01 02:36t/p570.011.438461.436271.438462.70223.12
1752015.06.29 00:21sell580.011.474040.000000.00000
1762015.06.29 00:21modify580.011.474041.485291.47134
1772015.06.29 01:21t/p580.011.471341.485291.471342.69225.81
1782015.07.20 00:21sell590.011.499630.000000.00000
1792015.07.20 00:21modify590.011.499631.510881.49693
1802015.07.20 14:44t/p590.011.496931.510881.496932.70228.51
1812015.08.03 00:21sell600.011.509680.000000.00000
1822015.08.03 00:21modify600.011.509681.520931.50698
1832015.08.03 12:58t/p600.011.506981.520931.506982.69231.20
1842015.09.14 00:21sell610.011.494300.000000.00000
1852015.09.14 00:21modify610.011.494301.505551.49160
1862015.09.16 10:00t/p610.011.491601.505551.491602.62233.82
1872015.09.28 00:21buy620.011.485380.000000.00000
1882015.09.28 00:21modify620.011.485381.474131.48808
1892015.09.28 01:00t/p620.011.488081.474131.488082.69236.51
1902015.10.26 00:21sell630.011.498700.000000.00000
1912015.10.26 00:21modify630.011.498701.509951.49600
1922015.10.26 10:16t/p630.011.496001.509951.496002.69239.20
1932015.11.02 01:21sell640.011.520830.000000.00000
1942015.11.02 01:21modify640.011.520831.532081.51813
1952015.11.02 18:59t/p640.011.518131.532081.518132.69241.89