Strategy Tester Report
0ll_e_Va-Bank_56_limit
RoboForex-Pro (Build 920)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Час (H1) 2011.12.01 00:00 - 2015.11.12 23:59 (2011.12.12 - 2016.03.20)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="GBPUSD 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=950; TakeProfit=550; В_Х_О_Д="=============================================="; MinWeekBar=1000; MaxWeekBar=2000; Use_LimitOrder=true; Part_of_Shadow=0.5; Время_открытия="--------------------"; StartMinut=5; MaxSpread=60; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=250; GAP1_TOut=1; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=100; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=200; BU_Delta=50; Трал_ВЫХОД="-------------------"; tral_OUT_START=450; tral_OUT_par1=5; tral_OUT_par2=5; TimeOUT="-------------------"; TimeOUT_Hour=20; Технические="-------------------"; Slippage=20; Magic=201655; Comm="VB 5.6";
Баров в истории24642Смоделировано тиков76095646Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред60
Чистая прибыль218.57Общая прибыль230.62Общий убыток-12.05
Прибыльность19.14Матожидание выигрыша4.97
Абсолютная просадка1.10Максимальная просадка13.13 (6.49%)Относительная просадка9.05% (10.24)
Всего сделок44Короткие позиции (% выигравших)24 (91.67%)Длинные позиции (% выигравших)20 (100.00%)
Прибыльные сделки (% от всех)42 (95.45%)Убыточные сделки (% от всех)2 (4.55%)
Самая большаяприбыльная сделка5.50убыточная сделка-9.50
Средняяприбыльная сделка5.49убыточная сделка-6.03
Максимальное количествонепрерывных выигрышей (прибыль)23 (126.37)непрерывных проигрышей (убыток)1 (-9.50)
Макс.непрерывная прибыль (число выигрышей)126.37 (23)непрерывный убыток (число проигрышей)-9.50 (1)
Среднийнепрерывный выигрыш14непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.12.19 02:05buy limit10.011.547551.538051.55305
22011.12.19 07:42buy10.011.547551.538051.55305
32011.12.19 17:18t/p10.011.553051.538051.553055.50105.50
42012.01.16 03:05buy limit20.011.525561.516061.53106
52012.01.17 00:05delete20.011.525561.516061.53106
62012.03.12 02:05buy limit30.011.566231.556731.57173
72012.03.12 09:47buy30.011.566231.556731.57173
82012.03.13 19:31t/p30.011.571731.556731.571735.48110.98
92012.03.19 01:05sell limit40.011.584741.594241.57924
102012.03.19 01:56sell40.011.584741.594241.57924
112012.03.22 13:30t/p40.011.579241.594241.579245.48116.47
122012.04.02 01:05sell limit50.011.602911.612411.59741
132012.04.02 10:37sell50.011.602911.612411.59741
142012.04.03 16:35t/p50.011.597411.612411.597415.50121.96
152012.04.09 01:06buy limit60.011.584531.575031.59003
162012.04.09 05:10buy60.011.584531.575031.59003
172012.04.09 20:38t/p60.011.590031.575031.590035.50127.46
182012.04.30 01:05sell limit70.011.627531.637031.62203
192012.04.30 03:15sell70.011.627531.637031.62203
202012.05.01 10:52t/p70.011.622031.637031.622035.50132.96
212012.05.07 02:05buy limit80.011.613741.604241.61924
222012.05.07 02:16buy80.011.613741.604241.61924
232012.05.07 19:11t/p80.011.619241.604241.619245.50138.46
242012.05.28 01:05buy limit90.011.566051.556551.57155
252012.05.28 22:05delete90.011.566051.556551.57155
262012.06.11 02:05sell limit100.011.555311.564811.54981
272012.06.11 04:51sell100.011.555311.564811.54981
282012.06.11 21:00t/p100.011.549811.564811.549815.50143.96
292012.06.18 01:05sell110.011.570870.000000.00000
302012.06.18 01:05modify110.011.570871.580371.56537
312012.06.18 12:25t/p110.011.565371.580371.565375.50149.46
322012.06.25 02:05buy limit120.011.556071.546571.56157
332012.06.25 11:28buy120.011.556071.546571.56157
342012.06.26 11:30t/p120.011.561571.546571.561575.48154.94
352012.07.02 01:05sell limit130.011.570081.579581.56458
362012.07.02 16:41sell130.011.570081.579581.56458
372012.07.04 12:11t/p130.011.564581.579581.564585.49160.44
382012.07.30 01:05sell limit140.011.575131.584631.56963
392012.07.30 22:05delete140.011.575131.584631.56963
402012.08.06 02:05buy limit150.011.555241.545741.56074
412012.08.06 14:11buy150.011.555241.545741.56074
422012.08.06 18:59t/p150.011.560741.545741.560745.50165.94
432012.08.27 02:05sell limit160.011.586571.596071.58107
442012.08.27 23:05delete160.011.586571.596071.58107
452012.09.10 01:05sell limit170.011.602491.611991.59699
462012.09.10 22:05delete170.011.602491.611991.59699
472012.10.29 01:05sell limit180.011.612271.621771.60677
482012.10.29 22:05delete180.011.612271.621771.60677
492012.11.12 02:05buy limit190.011.589401.579901.59490
502012.11.12 12:06buy190.011.589401.579901.59490
512012.11.21 23:53t/p190.011.594901.579901.594905.35171.29
522012.11.26 02:05sell limit200.011.604141.613641.59864
532012.11.26 23:05delete200.011.604141.613641.59864
542012.12.17 02:05sell210.011.617380.000000.00000
552012.12.17 02:05modify210.011.617381.626881.61188
562012.12.17 23:05modify210.011.617381.620731.61993
572012.12.17 23:34t/p210.011.619931.620731.61993-2.55168.74
582013.01.07 02:05buy limit220.011.604011.594511.60951
592013.01.07 09:01buy220.011.604011.594511.60951
602013.01.07 20:38t/p220.011.609511.594511.609515.50174.24
612013.02.11 02:14sell limit230.011.581831.591331.57633
622013.02.11 23:05delete230.011.581831.591331.57633
632013.03.11 01:05buy limit240.011.490031.480531.49553
642013.03.11 14:48buy240.011.490031.480531.49553
652013.03.13 11:58t/p240.011.495531.480531.495535.47179.71
662013.03.25 01:05sell limit250.011.523831.533331.51833
672013.03.25 03:39sell250.011.523831.533331.51833
682013.03.25 17:36t/p250.011.518331.533331.518335.50185.21
692013.04.08 01:05sell limit260.011.533541.543041.52804
702013.04.08 01:35sell260.011.533541.543041.52804
712013.04.08 19:02t/p260.011.528041.543041.528045.50190.71
722013.04.22 01:05buy limit270.011.522391.512891.52789
732013.04.22 04:42buy270.011.522391.512891.52789
742013.04.22 22:39t/p270.011.527891.512891.527895.50196.21
752013.05.20 01:05buy limit280.011.517241.507741.52274
762013.05.20 02:58buy280.011.517241.507741.52274
772013.05.20 19:08t/p280.011.522741.507741.522745.50201.71
782013.07.01 01:05buy limit290.011.518321.508821.52382
792013.07.01 22:05delete290.011.518321.508821.52382
802013.07.22 01:05sell limit300.011.527591.537091.52209
812013.07.22 03:38sell300.011.527591.537091.52209
822013.07.22 18:00s/l300.011.537091.537091.52209-9.50192.21
832013.07.29 01:05sell limit310.011.540761.550261.53526
842013.07.29 12:41sell310.011.540761.550261.53526
852013.07.29 16:28t/p310.011.535261.550261.535265.50197.71
862013.08.12 01:05sell limit320.011.553211.562711.54771
872013.08.12 22:05delete320.011.553211.562711.54771
882013.08.19 01:05sell limit330.011.563771.573271.55827
892013.08.19 05:41sell330.011.563771.573271.55827
902013.08.22 12:19t/p330.011.558271.573271.558275.48203.19
912013.10.07 01:05buy limit340.011.602041.592541.60754
922013.10.07 01:12buy340.011.602041.592541.60754
932013.10.07 15:16t/p340.011.607541.592541.607545.50208.69
942013.11.18 02:05sell limit350.011.612791.622291.60729
952013.11.18 09:01sell350.011.612791.622291.60729
962013.11.19 15:17t/p350.011.607291.622291.607295.50214.19
972013.11.25 02:05sell360.011.622340.000000.00000
982013.11.25 02:05modify360.011.622341.631841.61684
992013.11.25 18:08t/p360.011.616841.631841.616845.50219.69
1002013.12.02 02:05sell limit370.011.637661.647161.63216
1012013.12.02 02:56sell370.011.637661.647161.63216
1022013.12.05 17:30t/p370.011.632161.647161.632165.48225.17
1032013.12.30 02:05sell limit380.011.652701.662201.64720
1042013.12.30 19:57sell380.011.652701.662201.64720
1052014.01.02 17:42t/p380.011.647201.662201.647205.48230.65
1062014.02.24 02:05buy limit390.011.661911.652411.66741
1072014.02.24 12:06buy390.011.661911.652411.66741
1082014.02.24 14:00t/p390.011.667411.652411.667415.50236.15
1092014.03.24 02:05buy limit400.011.646611.637111.65211
1102014.03.24 23:05delete400.011.646611.637111.65211
1112014.03.31 02:05sell limit410.011.665251.674751.65975
1122014.03.31 15:08sell410.011.665251.674751.65975
1132014.04.03 14:25t/p410.011.659751.674751.659755.48241.63
1142014.04.14 01:05sell limit420.011.676911.686411.67141
1152014.04.14 22:05delete420.011.676911.686411.67141
1162014.06.16 01:05sell limit430.011.698181.707681.69268
1172014.06.16 05:13sell430.011.698181.707681.69268
1182014.06.18 22:00t/p430.011.692681.707681.692685.49247.13
1192014.07.07 01:05sell limit440.011.717331.726831.71183
1202014.07.07 22:05delete440.011.717331.726831.71183
1212014.07.28 01:05buy limit450.011.696941.687441.70244
1222014.07.28 22:05delete450.011.696941.687441.70244
1232014.08.04 01:05buy limit460.011.682301.672801.68780
1242014.08.04 02:24buy460.011.682301.672801.68780
1252014.08.05 12:30t/p460.011.687801.672801.687805.48252.61
1262014.09.15 02:05sell limit470.011.627601.637101.62210
1272014.09.15 23:05delete470.011.627601.637101.62210
1282014.10.13 01:05sell limit480.011.614961.624461.60946
1292014.10.13 22:05delete480.011.614961.624461.60946
1302014.11.03 02:05buy limit490.011.595171.585671.60067
1312014.11.03 03:44buy490.011.595171.585671.60067
1322014.11.03 12:30t/p490.011.600671.585671.600675.50258.11
1332014.12.15 01:05sell limit500.011.573931.583431.56843
1342014.12.15 09:57sell500.011.573931.583431.56843
1352014.12.15 13:20t/p500.011.568431.583431.568435.50263.61
1362015.01.12 01:05buy limit510.011.510541.501041.51604
1372015.01.12 11:48buy510.011.510541.501041.51604
1382015.01.12 16:17t/p510.011.516041.501041.516045.50269.11
1392015.01.26 01:05buy limit520.011.497941.488441.50344
1402015.01.26 22:05delete520.011.497941.488441.50344
1412015.02.09 01:05sell limit530.011.528871.538371.52337
1422015.02.09 22:05delete530.011.528871.538371.52337
1432015.02.16 02:05sell limit540.011.542231.551731.53673
1442015.02.16 03:47sell540.011.542231.551731.53673
1452015.02.16 20:01t/p540.011.536731.551731.536735.50274.61
1462015.06.01 00:05buy limit550.011.526411.516911.53191
1472015.06.01 10:55buy550.011.526411.516911.53191
1482015.06.02 16:16t/p550.011.531911.516911.531915.48280.10
1492015.06.29 01:05buy560.011.567720.000000.00000
1502015.06.29 01:05modify560.011.567721.558221.57322
1512015.06.29 09:29t/p560.011.573221.558221.573225.50285.60
1522015.07.06 01:05buy limit570.011.555481.545981.56098
1532015.07.06 03:55buy570.011.555481.545981.56098
1542015.07.06 17:48t/p570.011.560981.545981.560985.50291.10
1552015.08.03 01:05sell limit580.011.566061.575561.56056
1562015.08.03 22:05delete580.011.566061.575561.56056
1572015.08.10 00:05buy limit590.011.545571.536071.55107
1582015.08.10 21:05delete590.011.545571.536071.55107
1592015.08.17 01:05sell limit600.011.565641.575141.56014
1602015.08.17 06:35sell600.011.565641.575141.56014
1612015.08.17 18:00t/p600.011.560141.575141.560145.50296.60
1622015.10.12 00:05sell limit610.011.534431.543931.52893
1632015.10.12 09:38sell610.011.534431.543931.52893
1642015.10.13 11:20t/p610.011.528931.543931.528935.50302.09
1652015.10.19 00:05sell limit620.011.547271.556771.54177
1662015.10.19 11:05sell620.011.547271.556771.54177
1672015.10.22 00:47t/p620.011.541771.556771.541775.48307.57
1682015.10.26 00:05buy limit630.011.531311.521811.53681
1692015.10.26 00:53buy630.011.531311.521811.53681
1702015.10.26 17:21t/p630.011.536811.521811.536815.50313.07
1712015.11.02 02:05sell limit640.011.545821.555321.54032
1722015.11.02 12:14sell640.011.545821.555321.54032
1732015.11.03 14:50t/p640.011.540321.555321.540325.50318.57