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

СимволGBPJPY (Great Britain Pound vs Japanese Yen)
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="GBPJPY 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=760; TakeProfit=1865; В_Х_О_Д="=============================================="; MinWeekBar=540; MaxWeekBar=1400; Время_открытия="--------------------"; StartMinut=115; MaxSpread=100; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=100; GAP1_TOut=3; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=150; GAP2_TOut=9; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=475; BU_Delta=148; Трал_ВЫХОД="-------------------"; tral_OUT_START=400; tral_OUT_par1=747; tral_OUT_par2=400; TimeOUT="-------------------"; TimeOUT_Hour=23; Технические="-------------------"; Slippage=20; Magic=1018; Comm="VaBank 5.5.1";
Баров в истории24665Смоделировано тиков110260447Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (22)
Чистая прибыль288.93Общая прибыль381.98Общий убыток-93.05
Прибыльность4.10Матожидание выигрыша5.25
Абсолютная просадка2.40Максимальная просадка20.74 (7.09%)Относительная просадка9.35% (14.78)
Всего сделок55Короткие позиции (% выигравших)28 (78.57%)Длинные позиции (% выигравших)27 (66.67%)
Прибыльные сделки (% от всех)40 (72.73%)Убыточные сделки (% от всех)15 (27.27%)
Самая большаяприбыльная сделка15.17убыточная сделка-6.35
Средняяприбыльная сделка9.55убыточная сделка-6.20
Максимальное количествонепрерывных выигрышей (прибыль)7 (92.19)непрерывных проигрышей (убыток)2 (-12.45)
Макс.непрерывная прибыль (число выигрышей)92.19 (7)непрерывный убыток (число проигрышей)-12.45 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.12.19 03:55buy10.01120.8120.0000.000
22011.12.19 03:55modify10.01120.812120.052122.677
32011.12.22 12:16t/p10.01122.677120.052122.67715.15115.15
42011.12.26 03:55sell20.01121.7320.0000.000
52011.12.26 03:55modify20.01121.732122.492119.867
62011.12.29 12:58t/p20.01119.867122.492119.86715.03130.18
72012.01.09 03:55buy30.01118.6390.0000.000
82012.01.09 03:55modify30.01118.639117.879120.504
92012.01.11 20:25s/l30.01117.879117.879120.504-6.20123.98
102012.01.16 03:55buy40.01117.6650.0000.000
112012.01.16 03:55modify40.01117.665116.905119.530
122012.01.18 18:49modify40.01117.665117.813119.530
132012.01.19 20:41t/p40.01119.530117.813119.53015.15139.13
142012.01.30 03:55sell50.01120.6560.0000.000
152012.01.30 03:55modify50.01120.656121.416118.791
162012.01.30 17:58modify50.01120.656120.508118.791
172012.01.31 14:46s/l50.01120.508120.508118.7911.18140.31
182012.02.13 03:55sell60.01122.6030.0000.000
192012.02.13 03:55modify60.01122.603123.363120.738
202012.02.14 03:02modify60.01122.603122.455120.738
212012.02.14 08:03s/l60.01122.455122.455120.7381.18141.49
222012.03.26 05:55buy70.01131.3040.0000.000
232012.03.26 05:55modify70.01131.304130.544133.169
242012.03.26 17:49modify70.01131.304131.452133.169
252012.03.27 17:43t/p70.01133.169131.452133.16915.16156.65
262012.04.30 02:55buy80.01130.6820.0000.000
272012.04.30 02:55modify80.01130.682129.922132.547
282012.04.30 16:33s/l80.01129.922129.922132.547-6.18150.47
292012.07.23 02:55buy90.01122.4790.0000.000
302012.07.23 02:55modify90.01122.479121.719124.344
312012.07.23 06:42s/l90.01121.719121.719124.344-6.19144.28
322012.07.30 02:55sell100.01123.4310.0000.000
332012.07.30 02:55modify100.01123.431124.191121.566
342012.07.30 12:15modify100.01123.431123.283121.566
352012.08.02 15:00t/p100.01121.566123.283121.56615.03159.32
362012.08.06 02:55buy110.01122.9290.0000.000
372012.08.06 02:55modify110.01122.929122.169124.794
382012.08.06 11:41s/l110.01122.169122.169124.794-6.19153.13
392012.09.10 02:55sell120.01125.2980.0000.000
402012.09.10 02:55modify120.01125.298126.058123.433
412012.09.13 17:34modify120.01125.298125.150123.433
422012.09.13 20:37s/l120.01125.150125.150123.4331.07154.20
432012.10.01 02:55buy130.01125.8560.0000.000
442012.10.01 02:55modify130.01125.856125.096127.721
452012.10.04 06:32modify130.01125.856126.004127.721
462012.10.05 16:51t/p130.01127.721126.004127.72115.13169.33
472012.10.08 02:55sell140.01126.9640.0000.000
482012.10.08 02:55modify140.01126.964127.724125.099
492012.10.08 11:03modify140.01126.964126.816125.099
502012.10.09 18:58t/p140.01125.099126.816125.09915.14184.47
512012.10.15 02:55buy150.01126.0560.0000.000
522012.10.15 02:55modify150.01126.056125.296127.921
532012.10.15 16:30modify150.01126.056126.204127.921
542012.10.18 13:10t/p150.01127.921126.204127.92115.14199.61
552012.10.22 02:55sell160.01126.7760.0000.000
562012.10.22 02:55modify160.01126.776127.536124.911
572012.10.22 08:57s/l160.01127.536127.536124.911-6.18193.43
582012.10.29 02:55sell170.01128.2620.0000.000
592012.10.29 02:55modify170.01128.262129.022126.397
602012.10.29 16:44modify170.01128.262128.114126.397
612012.10.30 05:10s/l170.01128.114128.114126.3971.18194.61
622012.11.05 03:55sell180.01128.9750.0000.000
632012.11.05 03:55modify180.01128.975129.735127.110
642012.11.05 13:26modify180.01128.975128.827127.110
652012.11.07 11:35s/l180.01128.827128.827127.1101.15195.77
662013.01.21 03:55buy190.01143.0470.0000.000
672013.01.21 03:55modify190.01143.047142.287144.912
682013.01.21 04:34s/l190.01142.287142.287144.912-6.18189.59
692013.01.28 03:55sell200.01143.8720.0000.000
702013.01.28 03:55modify200.01143.872144.632142.007
712013.01.28 05:33modify200.01143.872143.724142.007
722013.01.29 03:15t/p200.01142.007143.724142.00715.14204.73
732013.02.11 06:55sell210.01146.2160.0000.000
742013.02.11 06:55modify210.01146.216146.976144.351
752013.02.12 00:37s/l210.01146.976146.976144.351-6.21198.52
762013.02.18 06:55buy220.01145.7590.0000.000
772013.02.18 06:55modify220.01145.759144.999147.624
782013.02.19 03:45s/l220.01144.999144.999147.624-6.19192.33
792013.03.18 11:55buy230.01142.9700.0000.000
802013.03.18 11:55modify230.01142.970142.210144.835
812013.03.18 12:43modify230.01142.970143.118144.835
822013.03.20 17:06t/p230.01144.835143.118144.83515.16207.49
832013.03.25 05:55sell240.01144.6520.0000.000
842013.03.25 05:55modify240.01144.652145.412142.787
852013.03.25 12:07modify240.01144.652144.504142.787
862013.03.25 20:29t/p240.01142.787144.504142.78715.17222.66
872013.04.22 11:55sell250.01151.8540.0000.000
882013.04.22 11:55modify250.01151.854152.614149.989
892013.04.22 18:23modify250.01151.854151.706149.989
902013.04.22 20:05s/l250.01151.706151.706149.9891.21223.87
912013.06.10 05:55buy260.01152.2730.0000.000
922013.06.10 05:55modify260.01152.273151.513154.138
932013.06.10 12:11modify260.01152.273152.421154.138
942013.06.10 18:39t/p260.01154.138152.421154.13815.17239.04
952013.08.26 05:55sell270.01153.7360.0000.000
962013.08.26 05:55modify270.01153.736154.496151.871
972013.08.27 03:35modify270.01153.736153.588151.871
982013.08.27 12:06t/p270.01151.871153.588151.87115.14254.18
992013.09.02 05:55buy280.01153.2240.0000.000
1002013.09.02 05:55modify280.01153.224152.464155.089
1012013.09.02 11:03modify280.01153.224153.372155.089
1022013.09.03 11:31t/p280.01155.089153.372155.08915.17269.36
1032013.09.30 11:55buy290.01157.8610.0000.000
1042013.09.30 11:55modify290.01157.861157.101159.726
1052013.09.30 18:55modify290.01157.861158.009159.726
1062013.10.01 06:05t/p290.01159.726158.009159.72615.16284.52
1072013.10.14 05:55sell300.01157.0170.0000.000
1082013.10.14 05:55modify300.01157.017157.777155.152
1092013.10.16 12:30s/l300.01157.777157.777155.152-6.25278.28
1102013.10.21 11:55sell310.01158.6260.0000.000
1112013.10.21 11:55modify310.01158.626159.386156.761
1122013.10.22 17:48s/l310.01159.386159.386156.761-6.21272.07
1132013.11.04 06:55buy320.01157.3610.0000.000
1142013.11.04 06:55modify320.01157.361156.601159.226
1152013.11.05 19:05modify320.01157.361157.509159.226
1162013.11.07 18:09t/p320.01159.226157.509159.22615.14287.21
1172013.11.11 03:55sell330.01158.7200.0000.000
1182013.11.11 03:55modify330.01158.720159.480156.855
1192013.11.12 13:33modify330.01158.720158.572156.855
1202013.11.12 17:05s/l330.01158.572158.572156.8551.18288.39
1212013.12.09 12:55sell340.01168.7740.0000.000
1222013.12.09 12:55modify340.01168.774169.534166.909
1232013.12.09 21:31s/l340.01169.534169.534166.909-6.18282.21
1242014.02.03 12:55buy350.01167.5290.0000.000
1252014.02.03 12:55modify350.01167.529166.769169.394
1262014.02.03 13:49s/l350.01166.769166.769169.394-6.18276.03
1272014.02.10 03:55sell360.01168.2540.0000.000
1282014.02.10 03:55modify360.01168.254169.014166.389
1292014.02.10 11:19modify360.01168.254168.106166.389
1302014.02.11 09:27s/l360.01168.106168.106166.3891.18277.21
1312014.03.03 12:55buy370.01169.4810.0000.000
1322014.03.03 12:55modify370.01169.481168.721171.346
1332014.03.04 12:11modify370.01169.481169.629171.346
1342014.03.05 17:24t/p370.01171.346169.629171.34615.16292.37
1352014.04.14 02:55buy380.01169.7570.0000.000
1362014.04.14 02:55modify380.01169.757168.997171.622
1372014.04.14 16:30modify380.01169.757169.905171.622
1382014.04.15 10:57s/l380.01169.905169.905171.6221.20293.57
1392014.05.05 02:55sell390.01172.5300.0000.000
1402014.05.05 02:55modify390.01172.530173.290170.665
1412014.05.05 06:48modify390.01172.530172.382170.665
1422014.05.06 02:17s/l390.01172.382172.382170.6651.17294.74
1432014.05.12 02:55buy400.01171.6940.0000.000
1442014.05.12 02:55modify400.01171.694170.934173.559
1452014.05.12 17:40modify400.01171.694171.842173.559
1462014.05.14 12:05s/l400.01171.842171.842173.5591.20295.94
1472014.05.19 02:55buy410.01170.8130.0000.000
1482014.05.19 02:55modify410.01170.813170.053172.678
1492014.05.19 13:37s/l410.01170.053170.053172.678-6.18289.76
1502014.05.26 02:55sell420.01171.6440.0000.000
1512014.05.26 02:55modify420.01171.644172.404169.779
1522014.05.28 10:45modify420.01171.644171.496169.779
1532014.05.29 11:04t/p420.01169.779171.496169.77915.03304.79
1542014.06.02 05:55buy430.01170.8080.0000.000
1552014.06.02 05:55modify430.01170.808170.048172.673
1562014.06.02 19:29modify430.01170.808170.956172.673
1572014.06.13 07:53t/p430.01172.673170.956172.67315.10319.89
1582014.06.16 11:55sell440.01173.0620.0000.000
1592014.06.16 11:55modify440.01173.062173.822171.197
1602014.06.20 11:04s/l440.01173.822173.822171.197-6.35313.55
1612014.06.30 02:55buy450.01172.8200.0000.000
1622014.06.30 02:55modify450.01172.820172.060174.685
1632014.07.01 04:29modify450.01172.820172.968174.685
1642014.07.02 18:35t/p450.01174.685172.968174.68515.16328.70
1652014.08.11 05:55buy460.01171.3400.0000.000
1662014.08.11 05:55modify460.01171.340170.580173.205
1672014.08.13 10:02modify460.01171.340171.488173.205
1682014.08.13 13:35s/l460.01171.488171.488173.2051.20329.90
1692014.08.25 11:55sell470.01172.5170.0000.000
1702014.08.25 11:55modify470.01172.517173.277170.652
1712014.08.28 13:59modify470.01172.517172.369170.652
1722014.08.29 11:37s/l470.01172.369172.369170.6521.03330.93
1732014.11.17 11:55sell480.01181.8310.0000.000
1742014.11.17 11:55modify480.01181.831182.591179.966
1752014.11.17 12:28modify480.01181.831181.683179.966
1762014.11.17 13:35s/l480.01181.683181.683179.9661.21332.14
1772014.12.29 02:55sell490.01187.2900.0000.000
1782014.12.29 02:55modify490.01187.290188.050185.425
1792014.12.30 09:11modify490.01187.290187.142185.425
1802014.12.30 11:05t/p490.01185.425187.142185.42515.14347.29
1812015.02.23 02:55sell500.01183.2500.0000.000
1822015.02.23 02:55modify500.01183.250184.010181.385
1832015.02.23 14:05modify500.01183.250183.102181.385
1842015.02.23 15:37s/l500.01183.102183.102181.3851.21348.50
1852015.03.02 02:55sell510.01184.6140.0000.000
1862015.03.02 02:55modify510.01184.614185.374182.749
1872015.03.03 05:56modify510.01184.614184.466182.749
1882015.03.04 18:26t/p510.01182.749184.466182.74915.11363.61
1892015.04.13 01:55buy520.01175.9980.0000.000
1902015.04.13 01:55modify520.01175.998175.238177.863
1912015.04.14 11:30s/l520.01175.238175.238177.863-6.20357.41
1922015.08.10 01:55buy530.01192.5930.0000.000
1932015.08.10 01:55modify530.01192.593191.833194.458
1942015.08.10 14:26modify530.01192.593192.741194.458
1952015.08.11 04:29t/p530.01194.458192.741194.45815.16372.58
1962015.09.21 10:55sell540.01186.9200.0000.000
1972015.09.21 10:55modify540.01186.920187.680185.055
1982015.09.22 10:02modify540.01186.920186.772185.055
1992015.09.22 13:05t/p540.01185.055186.772185.05515.14387.72
2002015.10.05 04:55buy550.01182.4340.0000.000
2012015.10.05 04:55modify550.01182.434181.674184.299
2022015.10.05 10:50modify550.01182.434182.582184.299
2032015.10.05 11:30s/l550.01182.582182.582184.2991.21388.93