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

СимволUSDCAD (US 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="USDCAD 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=911; TakeProfit=1103; В_Х_О_Д="=============================================="; MinWeekBar=1055; MaxWeekBar=2750; Время_открытия="------------------"; StartMinut=65; MaxSpread=50; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=62; GAP1_TOut=10; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=10; GAP2_TOut=3; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=165; BU_Delta=160; Трал_ВЫХОД="-------------------"; tral_OUT_START=725; tral_OUT_par1=290; tral_OUT_par2=12; TimeOUT="-------------------"; TimeOUT_Hour=76; Технические="-------------------"; Slippage=60; Magic=1009; Comm="VaBank 5.5.1";
Баров в истории24662Смоделировано тиков52858385Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (25)
Чистая прибыль114.30Общая прибыль142.54Общий убыток-28.24
Прибыльность5.05Матожидание выигрыша2.48
Абсолютная просадка1.58Максимальная просадка15.05 (9.15%)Относительная просадка9.41% (10.56)
Всего сделок46Короткие позиции (% выигравших)30 (93.33%)Длинные позиции (% выигравших)16 (81.25%)
Прибыльные сделки (% от всех)41 (89.13%)Убыточные сделки (% от всех)5 (10.87%)
Самая большаяприбыльная сделка10.74убыточная сделка-7.81
Средняяприбыльная сделка3.48убыточная сделка-5.65
Максимальное количествонепрерывных выигрышей (прибыль)18 (61.85)непрерывных проигрышей (убыток)2 (-9.84)
Макс.непрерывная прибыль (число выигрышей)61.85 (18)непрерывный убыток (число проигрышей)-9.84 (2)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.12.19 13:05sell10.011.037570.000000.00000
22011.12.19 13:05modify10.011.037571.046681.02654
32011.12.20 18:08modify10.011.037571.033201.02654
42011.12.20 18:15modify10.011.037571.032531.02654
52011.12.20 18:16modify10.011.037571.031901.02654
62011.12.20 18:37modify10.011.037571.031301.02654
72011.12.20 18:38modify10.011.037571.030661.02654
82011.12.20 18:42modify10.011.037571.029921.02654
92011.12.20 19:51t/p10.011.026541.029921.0265410.74110.74
102011.12.26 03:05buy20.011.021680.000000.00000
112011.12.26 03:05modify20.011.021681.012571.03271
122011.12.29 08:05modify20.011.021681.022271.02467
132011.12.29 14:16t/p20.011.024671.022271.024672.72113.47
142012.01.30 06:05buy30.011.003470.000000.00000
152012.01.30 06:05modify30.011.003470.994361.01450
162012.01.30 13:17modify30.011.003471.005071.01450
172012.01.30 14:29s/l30.011.005071.005071.014501.59115.06
182012.04.30 02:05buy40.010.980730.000000.00000
192012.04.30 02:05modify40.010.980730.971620.99176
202012.04.30 16:30modify40.010.980730.982330.99176
212012.04.30 18:01modify40.010.980730.985110.99176
222012.04.30 19:16modify40.010.980730.985760.99176
232012.04.30 19:27modify40.010.980730.986450.99176
242012.05.01 15:49s/l40.010.986450.986450.991765.76120.82
252012.05.07 02:05sell50.010.996370.000000.00000
262012.05.07 02:05modify50.010.996371.005480.98534
272012.05.07 21:37modify50.010.996370.994770.98534
282012.05.08 10:31s/l50.010.994770.994770.985341.61122.43
292012.05.21 02:05sell60.011.021380.000000.00000
302012.05.21 02:05modify60.011.021381.030491.01035
312012.05.21 23:11modify60.011.021381.019781.01035
322012.05.22 20:06s/l60.011.019781.019781.010351.57124.01
332012.06.04 12:05sell70.011.041780.000000.00000
342012.06.04 12:05modify70.011.041781.050891.03075
352012.06.04 14:40modify70.011.041781.040181.03075
362012.06.04 18:00s/l70.011.040181.040181.030751.54125.55
372012.06.11 05:05buy80.011.020960.000000.00000
382012.06.11 05:05modify80.011.020961.011851.03199
392012.06.11 13:54modify80.011.020961.022561.03199
402012.06.11 18:51modify80.011.020961.025351.03199
412012.06.11 18:59modify80.011.020961.026041.03199
422012.06.11 19:20modify80.011.020961.026691.03199
432012.06.11 22:01modify80.011.020961.027321.03199
442012.06.11 22:46modify80.011.020961.027921.03199
452012.06.11 23:53modify80.011.020961.028551.03199
462012.06.12 01:11t/p80.011.031991.028551.0319910.65136.20
472012.07.02 02:05buy90.011.016540.000000.00000
482012.07.02 02:05modify90.011.016541.007431.02757
492012.07.02 18:31modify90.011.016541.018141.02757
502012.07.02 18:52s/l90.011.018141.018141.027571.57137.77
512012.10.22 05:05sell100.010.993400.000000.00000
522012.10.22 05:05modify100.010.993401.002510.98237
532012.10.24 16:14modify100.010.993400.991800.98237
542012.10.24 17:46s/l100.010.991800.991800.982371.62139.38
552013.01.28 06:05sell110.011.007840.000000.00000
562013.01.28 06:05modify110.011.007841.016950.99681
572013.01.29 19:16modify110.011.007841.006240.99681
582013.01.31 11:05modify110.011.007841.004721.00232
592013.01.31 13:15t/p110.011.002321.004721.002325.53144.91
602013.02.25 06:05sell120.011.023750.000000.00000
612013.02.25 06:05modify120.011.023751.032861.01272
622013.02.28 11:05modify120.011.023751.024951.02255
632013.02.28 11:41t/p120.011.022551.024951.022551.19146.10
642013.04.22 12:05sell130.011.026490.000000.00000
652013.04.22 12:05modify130.011.026491.035601.01546
662013.04.25 07:25modify130.011.026491.024891.01546
672013.04.25 17:05modify130.011.026491.022311.01991
682013.04.25 18:59t/p130.011.019911.022311.019916.47152.57
692013.05.20 05:05sell140.011.029250.000000.00000
702013.05.20 05:05modify140.011.029251.038361.01822
712013.05.20 20:36modify140.011.029251.027651.01822
722013.05.20 23:13modify140.011.029251.024871.01822
732013.05.21 04:02s/l140.011.024871.024871.018224.27156.84
742013.06.10 12:05buy150.011.020160.000000.00000
752013.06.10 12:05modify150.011.020161.011051.03119
762013.06.11 12:35modify150.011.020161.021761.03119
772013.06.11 17:35s/l150.011.021761.021761.031191.53158.37
782013.07.15 05:05buy160.011.039390.000000.00000
792013.07.15 05:05modify160.011.039391.030281.05042
802013.07.15 14:53modify160.011.039391.040991.05042
812013.07.15 16:32s/l160.011.040991.040991.050421.54159.91
822013.08.05 02:05sell170.011.039080.000000.00000
832013.08.05 02:05modify170.011.039081.048191.02805
842013.08.06 04:24modify170.011.039081.037481.02805
852013.08.06 13:39s/l170.011.037481.037481.028051.54161.46
862013.08.26 05:05sell180.011.050520.000000.00000
872013.08.26 05:05modify180.011.050521.059631.03949
882013.08.29 10:05modify180.011.050521.050121.04772
892013.08.29 10:48s/l180.011.050121.050121.047720.40161.85
902013.09.09 12:05buy190.011.039000.000000.00000
912013.09.09 12:05modify190.011.039001.029891.05003
922013.09.12 17:05modify190.011.039001.032091.03449
932013.09.12 18:08s/l190.011.032091.032091.03449-6.90154.96
942013.10.28 05:05sell200.011.044170.000000.00000
952013.10.28 05:05modify200.011.044171.053281.03314
962013.10.31 10:05modify200.011.044171.049671.04727
972013.10.31 12:00t/p200.011.047271.049671.04727-2.94152.02
982014.01.13 06:05sell210.011.090360.000000.00000
992014.01.13 06:05modify210.011.090361.099471.07933
1002014.01.13 18:47modify210.011.090361.088761.07933
1012014.01.14 03:35s/l210.011.088761.088761.079331.47153.49
1022014.02.24 03:05sell220.011.110420.000000.00000
1032014.02.24 03:05modify220.011.110421.119531.09939
1042014.02.24 19:52modify220.011.110421.108821.09939
1052014.02.25 18:54s/l220.011.108821.108821.099391.44154.93
1062014.03.24 12:05sell230.011.124100.000000.00000
1072014.03.24 12:05modify230.011.124101.133211.11307
1082014.03.24 18:08modify230.011.124101.122501.11307
1092014.03.24 20:39s/l230.011.122501.122501.113071.43156.36
1102014.03.31 02:05buy240.011.105700.000000.00000
1112014.03.31 02:05modify240.011.105701.096591.11673
1122014.04.03 07:05modify240.011.105701.101921.10432
1132014.04.03 10:06s/l240.011.101921.101921.10432-3.63152.74
1142014.09.15 12:05sell250.011.109550.000000.00000
1152014.09.15 12:05modify250.011.109551.118661.09852
1162014.09.15 17:58modify250.011.109551.107951.09852
1172014.09.16 16:47modify250.011.109551.105191.09852
1182014.09.16 16:58modify250.011.109551.104501.09852
1192014.09.16 17:14modify250.011.109551.103901.09852
1202014.09.16 19:54modify250.011.109551.103251.09852
1212014.09.16 19:55modify250.011.109551.102621.09852
1222014.09.16 19:56modify250.011.109551.102001.09852
1232014.09.16 19:57t/p250.011.098521.102001.0985210.04162.78
1242014.09.22 02:05buy260.011.095620.000000.00000
1252014.09.22 02:05modify260.011.095621.086511.10665
1262014.09.22 12:52modify260.011.095621.097221.10665
1272014.09.22 21:08modify260.011.095621.099991.10665
1282014.09.22 21:39modify260.011.095621.100651.10665
1292014.09.23 00:58modify260.011.095621.101271.10665
1302014.09.23 06:16modify260.011.095621.101951.10665
1312014.09.23 09:38s/l260.011.101951.101951.106655.70168.48
1322014.09.29 02:05sell270.011.115390.000000.00000
1332014.09.29 02:05modify270.011.115391.124501.10436
1342014.10.02 05:55modify270.011.115391.113791.10436
1352014.10.02 07:05modify270.011.115391.110521.10812
1362014.10.02 07:10t/p270.011.108121.110521.108126.58175.06
1372014.10.20 05:05sell280.011.127810.000000.00000
1382014.10.20 05:05modify280.011.127811.136921.11678
1392014.10.21 16:24modify280.011.127811.126211.11678
1402014.10.21 20:36modify280.011.127811.123441.11678
1412014.10.21 22:03s/l280.011.123441.123441.116783.89178.95
1422014.12.01 05:05sell290.011.144190.000000.00000
1432014.12.01 05:05modify290.011.144191.153301.13316
1442014.12.01 11:48modify290.011.144191.142591.13316
1452014.12.01 12:04s/l290.011.142591.142591.133161.40180.35
1462014.12.15 05:05sell300.011.157860.000000.00000
1472014.12.15 05:05modify300.011.157861.166971.14683
1482014.12.16 00:55s/l300.011.166971.166971.14683-7.81172.55
1492015.01.05 02:05sell310.011.180400.000000.00000
1502015.01.05 02:05modify310.011.180401.189511.16937
1512015.01.05 13:02modify310.011.180401.178801.16937
1522015.01.05 13:15s/l310.011.178801.178801.169371.36173.91
1532015.01.19 12:05sell320.011.197120.000000.00000
1542015.01.19 12:05modify320.011.197121.206231.18609
1552015.01.20 00:20modify320.011.197121.195521.18609
1562015.01.20 02:03s/l320.011.195521.195521.186091.34175.25
1572015.02.02 12:05sell330.011.276090.000000.00000
1582015.02.02 12:05modify330.011.276091.285201.26506
1592015.02.02 13:56modify330.011.276091.274491.26506
1602015.02.02 14:07modify330.011.276091.271721.26506
1612015.02.02 14:24modify330.011.276091.270991.26506
1622015.02.02 14:24modify330.011.276091.270361.26506
1632015.02.02 14:52modify330.011.276091.269701.26506
1642015.02.02 14:55modify330.011.276091.269011.26506
1652015.02.02 16:59modify330.011.276091.268271.26506
1662015.02.02 16:59t/p330.011.265061.268271.265068.72183.97
1672015.02.09 12:05buy340.011.250890.000000.00000
1682015.02.09 12:05modify340.011.250891.241781.26192
1692015.02.10 20:36modify340.011.250891.252491.26192
1702015.02.10 21:19modify340.011.250891.255251.26192
1712015.02.10 21:21modify340.011.250891.255941.26192
1722015.02.10 21:22modify340.011.250891.256621.26192
1732015.02.10 21:46modify340.011.250891.257261.26192
1742015.02.10 21:48modify340.011.250891.257861.26192
1752015.02.10 21:55modify340.011.250891.258631.26192
1762015.02.10 21:57t/p340.011.261921.258631.261928.70192.67
1772015.03.09 01:05sell350.011.261670.000000.00000
1782015.03.09 01:05modify350.011.261671.270781.25064
1792015.03.09 11:50modify350.011.261671.260071.25064
1802015.03.09 12:25s/l350.011.260071.260071.250641.27193.94
1812015.03.16 04:05sell360.011.280430.000000.00000
1822015.03.16 04:05modify360.011.280431.289541.26940
1832015.03.16 09:52modify360.011.280431.278831.26940
1842015.03.16 11:32s/l360.011.278831.278831.269401.25195.19
1852015.03.23 01:05buy370.011.254620.000000.00000
1862015.03.23 01:05modify370.011.254621.245511.26565
1872015.03.23 01:28modify370.011.254621.256221.26565
1882015.03.23 07:02s/l370.011.256221.256221.265651.27196.46
1892015.04.06 04:05buy380.011.247650.000000.00000
1902015.04.06 04:05modify380.011.247651.238541.25868
1912015.04.07 15:09modify380.011.247651.249251.25868
1922015.04.07 17:14s/l380.011.249251.249251.258681.24197.70
1932015.04.13 04:05sell390.011.258280.000000.00000
1942015.04.13 04:05modify390.011.258281.267391.24725
1952015.04.14 15:33modify390.011.258281.256681.24725
1962015.04.14 16:06modify390.011.258281.253851.24725
1972015.04.14 16:13modify390.011.258281.253241.24725
1982015.04.14 16:14modify390.011.258281.252601.24725
1992015.04.14 16:17modify390.011.258281.251991.24725
2002015.04.14 16:18modify390.011.258281.251381.24725
2012015.04.14 16:18modify390.011.258281.250731.24725
2022015.04.14 16:41t/p390.011.247251.250731.247258.84206.55
2032015.06.01 11:05sell400.011.247780.000000.00000
2042015.06.01 11:05modify400.011.247781.256891.23675
2052015.06.02 16:15modify400.011.247781.246181.23675
2062015.06.02 16:20s/l400.011.246181.246181.236751.28207.83
2072015.06.15 04:05buy410.011.232260.000000.00000
2082015.06.15 04:05modify410.011.232261.223151.24329
2092015.06.15 13:02modify410.011.232261.233861.24329
2102015.06.15 15:20s/l410.011.233861.233861.243291.30209.13
2112015.07.06 04:05sell420.011.260640.000000.00000
2122015.07.06 04:05modify420.011.260641.269751.24961
2132015.07.06 10:43modify420.011.260641.259041.24961
2142015.07.06 11:39s/l420.011.259041.259041.249611.27210.40
2152015.07.20 04:05sell430.011.298370.000000.00000
2162015.07.20 04:05modify430.011.298371.307481.28734
2172015.07.21 17:01modify430.011.298371.296771.28734
2182015.07.21 18:58s/l430.011.296771.296771.287341.23211.63
2192015.10.05 04:05buy440.011.315850.000000.00000
2202015.10.05 04:05modify440.011.315851.306741.32688
2212015.10.05 13:03s/l440.011.306741.306741.32688-6.97204.66
2222015.10.12 11:05buy450.011.291860.000000.00000
2232015.10.12 11:05modify450.011.291861.282751.30289
2242015.10.12 16:35modify450.011.291861.293461.30289
2252015.10.12 20:28modify450.011.291861.296221.30289
2262015.10.12 21:19modify450.011.291861.296821.30289
2272015.10.12 21:28modify450.011.291861.297471.30289
2282015.10.12 22:51modify450.011.291861.298081.30289
2292015.10.13 03:18modify450.011.291861.298721.30289
2302015.10.13 03:47modify450.011.291861.299331.30289
2312015.10.13 03:50modify450.011.291861.299971.30289
2322015.10.13 03:50t/p450.011.302891.299971.302898.42213.08
2332015.10.26 01:05sell460.011.316990.000000.00000
2342015.10.26 01:05modify460.011.316991.326101.30596
2352015.10.26 14:18modify460.011.316991.315391.30596
2362015.10.26 16:01s/l460.011.315391.315391.305961.22214.30