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

СимволUSDCHF (US 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="USDCHF 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=1300; TakeProfit=215; В_Х_О_Д="=============================================="; MinWeekBar=1250; MaxWeekBar=3045; Время_открытия="------------------"; StartMinut=17; MaxSpread=100; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=230; GAP1_TOut=4; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=190; GAP2_TOut=4; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=150; BU_Delta=65; Трал_ВЫХОД="-------------------"; tral_OUT_START=400; tral_OUT_par1=350; tral_OUT_par2=240; TimeOUT="-------------------"; TimeOUT_Hour=38; Технические="-------------------"; Slippage=60; Magic=1019; Comm="VaBank 5.5.1";
Баров в истории24669Смоделировано тиков63565923Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (24)
Чистая прибыль91.06Общая прибыль113.31Общий убыток-22.24
Прибыльность5.09Матожидание выигрыша1.66
Абсолютная просадка11.82Максимальная просадка15.20 (14.70%)Относительная просадка14.70% (15.20)
Всего сделок55Короткие позиции (% выигравших)29 (93.10%)Длинные позиции (% выигравших)26 (92.31%)
Прибыльные сделки (% от всех)51 (92.73%)Убыточные сделки (% от всех)4 (7.27%)
Самая большаяприбыльная сделка2.45убыточная сделка-9.45
Средняяприбыльная сделка2.22убыточная сделка-5.56
Максимальное количествонепрерывных выигрышей (прибыль)26 (57.66)непрерывных проигрышей (убыток)1 (-9.45)
Макс.непрерывная прибыль (число выигрышей)57.66 (26)непрерывный убыток (число проигрышей)-9.45 (1)
Среднийнепрерывный выигрыш10непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.09 06:17sell10.010.956770.000000.00000
22012.01.09 06:17modify10.010.956770.969770.95462
32012.01.09 10:21t/p10.010.954620.969770.954622.25102.25
42012.01.23 06:17buy20.010.936430.000000.00000
52012.01.23 06:17modify20.010.936430.923430.93858
62012.01.24 21:17modify20.010.936430.927670.93007
72012.01.24 23:16s/l20.010.927670.927670.93007-9.4592.80
82012.01.30 02:17buy30.010.912790.000000.00000
92012.01.30 02:17modify30.010.912790.899790.91494
102012.01.30 05:37t/p30.010.914940.899790.914942.3595.15
112012.02.27 02:17buy40.010.894330.000000.00000
122012.02.27 02:17modify40.010.894330.881330.89648
132012.02.27 10:32t/p40.010.896480.881330.896482.4097.55
142012.03.05 02:17sell50.010.914160.000000.00000
152012.03.05 02:17modify50.010.914160.927160.91201
162012.03.05 17:20t/p50.010.912010.927160.912012.3699.91
172012.04.09 01:17sell60.010.916360.000000.00000
182012.04.09 01:17modify60.010.916360.929360.91421
192012.04.10 16:17modify60.010.916360.918690.91629
202012.04.10 16:30t/p60.010.916290.918690.916290.0799.98
212012.05.07 05:17sell70.010.925370.000000.00000
222012.05.07 05:17modify70.010.925370.938370.92322
232012.05.07 10:34t/p70.010.923220.938370.923222.33102.31
242012.05.28 05:17sell80.010.955910.000000.00000
252012.05.28 05:17modify80.010.955910.968910.95376
262012.05.28 10:33t/p80.010.953760.968910.953762.25104.56
272012.06.11 05:17buy90.010.950530.000000.00000
282012.06.11 05:17modify90.010.950530.937530.95268
292012.06.11 11:27t/p90.010.952680.937530.952682.26106.82
302012.07.30 01:17buy100.010.976280.000000.00000
312012.07.30 01:17modify100.010.976280.963280.97843
322012.07.30 11:00t/p100.010.978430.963280.978432.20109.02
332012.08.27 01:17buy110.010.960150.000000.00000
342012.08.27 01:17modify110.010.960150.947150.96230
352012.08.28 05:02t/p110.010.962300.947150.962302.22111.24
362012.09.17 01:17buy120.010.926450.000000.00000
372012.09.17 01:17modify120.010.926450.913450.92860
382012.09.17 11:45t/p120.010.928600.913450.928602.32113.56
392012.11.26 02:17buy130.010.928190.000000.00000
402012.11.26 02:17modify130.010.928190.915190.93034
412012.11.27 14:50t/p130.010.930340.915190.930342.30115.86
422012.12.17 02:17buy140.010.917220.000000.00000
432012.12.17 02:17modify140.010.917220.904220.91937
442012.12.17 06:55t/p140.010.919370.904220.919372.34118.20
452013.01.21 02:17sell150.010.934200.000000.00000
462013.01.21 02:17modify150.010.934200.947200.93205
472013.01.21 13:03t/p150.010.932050.947200.932052.31120.51
482013.02.04 02:17buy160.010.907980.000000.00000
492013.02.04 02:17modify160.010.907980.894980.91013
502013.02.04 12:49t/p160.010.910130.894980.910132.36122.87
512013.03.04 02:17sell170.010.942180.000000.00000
522013.03.04 02:17modify170.010.942180.955180.94003
532013.03.05 12:20t/p170.010.940030.955180.940032.28125.15
542013.04.08 01:17buy180.010.933980.000000.00000
552013.04.08 01:17modify180.010.933980.920980.93613
562013.04.09 11:13t/p180.010.936130.920980.936132.29127.44
572013.05.13 01:17sell190.010.958270.000000.00000
582013.05.13 01:17modify190.010.958270.971270.95612
592013.05.13 10:37t/p190.010.956120.971270.956122.25129.69
602013.06.10 01:17buy200.010.936720.000000.00000
612013.06.10 01:17modify200.010.936720.923720.93887
622013.06.10 11:08t/p200.010.938870.923720.938872.29131.98
632013.06.17 01:17buy210.010.921880.000000.00000
642013.06.17 01:17modify210.010.921880.908880.92403
652013.06.17 08:17t/p210.010.924030.908880.924032.33134.31
662013.06.24 01:17sell220.010.935960.000000.00000
672013.06.24 01:17modify220.010.935960.948960.93381
682013.06.24 12:52t/p220.010.933810.948960.933812.30136.61
692013.07.08 05:17sell230.010.965450.000000.00000
702013.07.08 05:17modify230.010.965450.978450.96330
712013.07.08 20:42t/p230.010.963300.978450.963302.23138.84
722013.07.15 01:17buy240.010.945280.000000.00000
732013.07.15 01:17modify240.010.945280.932280.94743
742013.07.15 10:39t/p240.010.947430.932280.947432.27141.11
752013.07.29 01:17buy250.010.928330.000000.00000
762013.07.29 01:17modify250.010.928330.915330.93048
772013.07.29 10:56t/p250.010.930480.915330.930482.31143.42
782013.09.16 05:17buy260.010.924750.000000.00000
792013.09.16 05:17modify260.010.924750.911750.92690
802013.09.16 13:11t/p260.010.926900.911750.926902.32145.74
812013.09.23 01:17buy270.010.909720.000000.00000
822013.09.23 01:17modify270.010.909720.896720.91187
832013.09.23 06:01t/p270.010.911870.896720.911872.36148.10
842013.11.04 02:17sell280.010.911850.000000.00000
852013.11.04 02:17modify280.010.911850.924850.90970
862013.11.04 23:38t/p280.010.909700.924850.909702.36150.46
872013.12.09 02:17buy290.010.891710.000000.00000
882013.12.09 02:17modify290.010.891710.878710.89386
892013.12.10 17:17modify290.010.891710.886690.88909
902013.12.10 18:03s/l290.010.886690.886690.88909-5.67144.79
912014.01.06 02:17sell300.010.904630.000000.00000
922014.01.06 02:17modify300.010.904630.917630.90248
932014.01.06 21:48t/p300.010.902480.917630.902482.38147.17
942014.01.27 02:17buy310.010.894450.000000.00000
952014.01.27 02:17modify310.010.894450.881450.89660
962014.01.27 14:54t/p310.010.896600.881450.896602.40149.57
972014.04.14 05:17buy320.010.877440.000000.00000
982014.04.14 05:17modify320.010.877440.864440.87959
992014.04.14 13:00t/p320.010.879590.864440.879592.44152.01
1002014.08.25 05:17sell330.010.916200.000000.00000
1012014.08.25 05:17modify330.010.916200.929200.91405
1022014.08.26 10:35t/p330.010.914050.929200.914052.34154.34
1032014.10.06 01:17sell340.010.967510.000000.00000
1042014.10.06 01:17modify340.010.967510.980510.96536
1052014.10.06 14:12t/p340.010.965360.980510.965362.23156.57
1062014.11.03 05:17sell350.010.966360.000000.00000
1072014.11.03 05:17modify350.010.966360.979360.96421
1082014.11.03 12:18t/p350.010.964210.979360.964212.23158.80
1092014.11.24 05:17sell360.010.970740.000000.00000
1102014.11.24 05:17modify360.010.970740.983740.96859
1112014.11.24 16:54t/p360.010.968590.983740.968592.22161.02
1122014.12.08 01:17sell370.010.978560.000000.00000
1132014.12.08 01:17modify370.010.978560.991560.97641
1142014.12.08 20:31t/p370.010.976410.991560.976412.20163.22
1152014.12.15 01:17buy380.010.963700.000000.00000
1162014.12.15 01:17modify380.010.963700.950700.96585
1172014.12.15 06:59t/p380.010.965850.950700.965852.23165.45
1182014.12.22 01:17sell390.010.984060.000000.00000
1192014.12.22 01:17modify390.010.984060.997060.98191
1202014.12.22 10:24t/p390.010.981910.997060.981912.19167.64
1212015.01.05 05:17sell400.011.004510.000000.00000
1222015.01.05 05:17modify400.011.004511.017511.00236
1232015.01.06 20:17modify400.011.004511.007301.00490
1242015.01.06 20:20t/p400.011.004901.007301.00490-0.40167.24
1252015.01.26 01:17sell410.010.880800.000000.00000
1262015.01.26 01:17modify410.010.880800.893800.87865
1272015.01.26 03:12t/p410.010.878650.893800.878652.45169.69
1282015.03.02 01:17sell420.010.953420.000000.00000
1292015.03.02 01:17modify420.010.953420.966420.95127
1302015.03.03 16:17modify420.010.953420.962260.95986
1312015.03.03 17:11t/p420.010.959860.962260.95986-6.72162.97
1322015.03.16 00:17sell430.011.005080.000000.00000
1332015.03.16 00:17modify430.011.005081.018081.00293
1342015.03.16 16:51t/p430.011.002931.018081.002932.14165.11
1352015.03.30 00:17buy440.010.961410.000000.00000
1362015.03.30 00:17modify440.010.961410.948410.96356
1372015.03.30 09:58t/p440.010.963560.948410.963562.23167.34
1382015.04.13 00:17sell450.010.979860.000000.00000
1392015.04.13 00:17modify450.010.979860.992860.97771
1402015.04.13 18:34t/p450.010.977710.992860.977712.20169.54
1412015.04.20 00:17buy460.010.950880.000000.00000
1422015.04.20 00:17modify460.010.950880.937880.95303
1432015.04.20 02:01t/p460.010.953030.937880.953032.26171.80
1442015.05.04 00:17buy470.010.933220.000000.00000
1452015.05.04 00:17modify470.010.933220.920220.93537
1462015.05.04 09:43t/p470.010.935370.920220.935372.30174.10
1472015.05.18 00:17buy480.010.915190.000000.00000
1482015.05.18 00:17modify480.010.915190.902190.91734
1492015.05.18 03:53t/p480.010.917340.902190.917342.34176.44
1502015.05.25 00:17sell490.010.943030.000000.00000
1512015.05.25 00:17modify490.010.943030.956030.94088
1522015.05.25 09:00t/p490.010.940880.956030.940882.29178.73
1532015.06.22 00:17buy500.010.917010.000000.00000
1542015.06.22 00:17modify500.010.917010.904010.91916
1552015.06.22 10:32t/p500.010.919160.904010.919162.34181.07
1562015.06.29 04:17sell510.010.937690.000000.00000
1572015.06.29 04:17modify510.010.937690.950690.93554
1582015.06.29 09:29t/p510.010.935540.950690.935542.30183.37
1592015.07.20 00:17sell520.010.961180.000000.00000
1602015.07.20 00:17modify520.010.961180.974180.95903
1612015.07.21 15:17modify520.010.961180.961890.95903
1622015.07.21 16:13t/p520.010.959030.961890.959032.23185.60
1632015.08.10 00:17sell530.010.982420.000000.00000
1642015.08.10 00:17modify530.010.982420.995420.98027
1652015.08.11 15:17modify530.010.982420.983800.98140
1662015.08.11 16:03t/p530.010.981400.983800.981401.03186.62
1672015.08.31 00:17sell540.010.962620.000000.00000
1682015.08.31 00:17modify540.010.962620.975620.96047
1692015.08.31 03:52t/p540.010.960470.975620.960472.24188.86
1702015.10.26 00:17sell550.010.978690.000000.00000
1712015.10.26 00:17modify550.010.978690.991690.97654
1722015.10.26 06:48t/p550.010.976540.991690.976542.20191.06