| Символ | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
| Период | 1 Час (H1) 2013.01.01 22:03 - 2015.09.01 23:59 (2013.01.10 - 2015.08.26) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | Expert_VaBank="CHFJPY PZ Evolution"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=940; TakeProfit=300; В_Х_О_Д="=============================================="; MinWeekBar=1500; MaxWeekBar=8900; Время_открытия="--------------------"; StartMinut=30; MaxSpread=90; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=100; GAP1_TOut=2; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=0; GAP2_TOut=0; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=800; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=810; tral_OUT_par1=1100; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=14; Технические="-------------------"; Slippage=50; Magic=10016; Comm="VB"; | ||||
| Баров в истории | 16607 | Смоделировано тиков | 64246454 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 1000.00 | Спред | 50 | ||
| Чистая прибыль | 787.71 | Общая прибыль | 910.61 | Общий убыток | -122.90 |
| Прибыльность | 7.41 | Матожидание выигрыша | 16.76 | ||
| Абсолютная просадка | 18.17 | Максимальная просадка | 95.93 (8.73%) | Относительная просадка | 8.73% (95.93) |
| Всего сделок | 47 | Короткие позиции (% выигравших) | 29 (86.21%) | Длинные позиции (% выигравших) | 18 (77.78%) |
| Прибыльные сделки (% от всех) | 39 (82.98%) | Убыточные сделки (% от всех) | 8 (17.02%) | ||
| Самая большая | прибыльная сделка | 24.90 | убыточная сделка | -33.03 | |
| Средняя | прибыльная сделка | 23.35 | убыточная сделка | -15.36 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 23 (572.41) | непрерывных проигрышей (убыток) | 2 (-42.99) | |
| Макс. | непрерывная прибыль (число выигрышей) | 572.41 (23) | непрерывный убыток (число проигрышей) | -42.99 (2) | |
| Средний | непрерывный выигрыш | 6 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2013.01.14 00:30 | sell | 1 | 0.10 | 98.048 | 0.000 | 0.000 | ||
| 2 | 2013.01.14 00:30 | modify | 1 | 0.10 | 98.048 | 98.988 | 97.748 | ||
| 3 | 2013.01.14 10:05 | t/p | 1 | 0.10 | 97.748 | 98.988 | 97.748 | 24.89 | 1024.89 |
| 4 | 2013.01.28 00:30 | sell | 2 | 0.10 | 98.173 | 0.000 | 0.000 | ||
| 5 | 2013.01.28 00:30 | modify | 2 | 0.10 | 98.173 | 99.113 | 97.873 | ||
| 6 | 2013.01.28 08:45 | t/p | 2 | 0.10 | 97.873 | 99.113 | 97.873 | 24.89 | 1049.78 |
| 7 | 2013.02.04 00:30 | sell | 3 | 0.10 | 102.244 | 0.000 | 0.000 | ||
| 8 | 2013.02.04 00:30 | modify | 3 | 0.10 | 102.244 | 103.184 | 101.944 | ||
| 9 | 2013.02.04 03:08 | t/p | 3 | 0.10 | 101.944 | 103.184 | 101.944 | 24.89 | 1074.67 |
| 10 | 2013.03.04 00:30 | buy | 4 | 0.10 | 99.140 | 0.000 | 0.000 | ||
| 11 | 2013.03.04 00:30 | modify | 4 | 0.10 | 99.140 | 98.200 | 99.440 | ||
| 12 | 2013.03.04 15:30 | modify | 4 | 0.10 | 99.140 | 99.230 | 99.440 | ||
| 13 | 2013.03.04 16:06 | s/l | 4 | 0.10 | 99.230 | 99.230 | 99.440 | 7.47 | 1082.14 |
| 14 | 2013.04.08 00:30 | sell | 5 | 0.10 | 105.147 | 0.000 | 0.000 | ||
| 15 | 2013.04.08 00:30 | modify | 5 | 0.10 | 105.147 | 106.087 | 104.847 | ||
| 16 | 2013.04.08 15:30 | modify | 5 | 0.10 | 105.147 | 105.726 | 105.526 | ||
| 17 | 2013.04.08 15:46 | t/p | 5 | 0.10 | 105.526 | 105.726 | 105.526 | -31.44 | 1050.70 |
| 18 | 2013.04.29 00:30 | buy | 6 | 0.10 | 103.953 | 0.000 | 0.000 | ||
| 19 | 2013.04.29 00:30 | modify | 6 | 0.10 | 103.953 | 103.013 | 104.253 | ||
| 20 | 2013.04.29 10:42 | t/p | 6 | 0.10 | 104.253 | 103.013 | 104.253 | 24.89 | 1075.59 |
| 21 | 2013.05.06 00:30 | sell | 7 | 0.10 | 106.022 | 0.000 | 0.000 | ||
| 22 | 2013.05.06 00:30 | modify | 7 | 0.10 | 106.022 | 106.962 | 105.722 | ||
| 23 | 2013.05.06 15:30 | modify | 7 | 0.10 | 106.022 | 106.171 | 105.971 | ||
| 24 | 2013.05.06 15:59 | t/p | 7 | 0.10 | 105.971 | 106.171 | 105.971 | 4.23 | 1079.82 |
| 25 | 2013.06.17 00:30 | buy | 8 | 0.10 | 102.137 | 0.000 | 0.000 | ||
| 26 | 2013.06.17 00:30 | modify | 8 | 0.10 | 102.137 | 101.197 | 102.437 | ||
| 27 | 2013.06.17 03:06 | t/p | 8 | 0.10 | 102.437 | 101.197 | 102.437 | 24.90 | 1104.72 |
| 28 | 2013.06.24 02:30 | sell | 9 | 0.10 | 105.021 | 0.000 | 0.000 | ||
| 29 | 2013.06.24 02:30 | modify | 9 | 0.10 | 105.021 | 105.961 | 104.721 | ||
| 30 | 2013.06.24 12:28 | t/p | 9 | 0.10 | 104.721 | 105.961 | 104.721 | 24.89 | 1129.61 |
| 31 | 2013.07.22 02:30 | sell | 10 | 0.10 | 106.802 | 0.000 | 0.000 | ||
| 32 | 2013.07.22 02:30 | modify | 10 | 0.10 | 106.802 | 107.742 | 106.502 | ||
| 33 | 2013.07.22 03:01 | t/p | 10 | 0.10 | 106.502 | 107.742 | 106.502 | 24.89 | 1154.50 |
| 34 | 2013.08.12 00:30 | buy | 11 | 0.10 | 104.411 | 0.000 | 0.000 | ||
| 35 | 2013.08.12 00:30 | modify | 11 | 0.10 | 104.411 | 103.471 | 104.711 | ||
| 36 | 2013.08.12 15:30 | modify | 11 | 0.10 | 104.411 | 104.215 | 104.415 | ||
| 37 | 2013.08.12 16:09 | s/l | 11 | 0.10 | 104.215 | 104.215 | 104.415 | -16.27 | 1138.23 |
| 38 | 2013.08.26 00:30 | sell | 12 | 0.10 | 107.038 | 0.000 | 0.000 | ||
| 39 | 2013.08.26 00:30 | modify | 12 | 0.10 | 107.038 | 107.978 | 106.738 | ||
| 40 | 2013.08.26 10:00 | t/p | 12 | 0.10 | 106.738 | 107.978 | 106.738 | 24.90 | 1163.13 |
| 41 | 2013.09.23 00:30 | sell | 13 | 0.10 | 109.108 | 0.000 | 0.000 | ||
| 42 | 2013.09.23 00:30 | modify | 13 | 0.10 | 109.108 | 110.048 | 108.808 | ||
| 43 | 2013.09.23 04:46 | t/p | 13 | 0.10 | 108.808 | 110.048 | 108.808 | 24.89 | 1188.02 |
| 44 | 2013.11.18 00:30 | sell | 14 | 0.10 | 109.597 | 0.000 | 0.000 | ||
| 45 | 2013.11.18 00:30 | modify | 14 | 0.10 | 109.597 | 110.537 | 109.297 | ||
| 46 | 2013.11.18 15:30 | modify | 14 | 0.10 | 109.597 | 109.863 | 109.663 | ||
| 47 | 2013.11.18 15:59 | t/p | 14 | 0.10 | 109.663 | 109.863 | 109.663 | -5.48 | 1182.54 |
| 48 | 2013.11.25 00:30 | sell | 15 | 0.10 | 111.639 | 0.000 | 0.000 | ||
| 49 | 2013.11.25 00:30 | modify | 15 | 0.10 | 111.639 | 112.579 | 111.339 | ||
| 50 | 2013.11.25 15:30 | modify | 15 | 0.10 | 111.639 | 111.851 | 111.651 | ||
| 51 | 2013.11.25 16:14 | t/p | 15 | 0.10 | 111.651 | 111.851 | 111.651 | -1.00 | 1181.54 |
| 52 | 2013.12.09 00:30 | sell | 16 | 0.10 | 115.652 | 0.000 | 0.000 | ||
| 53 | 2013.12.09 00:30 | modify | 16 | 0.10 | 115.652 | 116.592 | 115.352 | ||
| 54 | 2013.12.09 05:35 | t/p | 16 | 0.10 | 115.352 | 116.592 | 115.352 | 24.89 | 1206.43 |
| 55 | 2013.12.30 00:30 | sell | 17 | 0.10 | 118.265 | 0.000 | 0.000 | ||
| 56 | 2013.12.30 00:30 | modify | 17 | 0.10 | 118.265 | 119.205 | 117.965 | ||
| 57 | 2013.12.30 07:28 | t/p | 17 | 0.10 | 117.965 | 119.205 | 117.965 | 24.89 | 1231.32 |
| 58 | 2014.01.06 00:30 | buy | 18 | 0.10 | 115.904 | 0.000 | 0.000 | ||
| 59 | 2014.01.06 00:30 | modify | 18 | 0.10 | 115.904 | 114.964 | 116.204 | ||
| 60 | 2014.01.06 15:30 | modify | 18 | 0.10 | 115.904 | 115.306 | 115.506 | ||
| 61 | 2014.01.06 16:12 | t/p | 18 | 0.10 | 115.506 | 115.306 | 115.506 | -33.03 | 1198.29 |
| 62 | 2014.02.03 00:30 | buy | 19 | 0.10 | 112.705 | 0.000 | 0.000 | ||
| 63 | 2014.02.03 00:30 | modify | 19 | 0.10 | 112.705 | 111.765 | 113.005 | ||
| 64 | 2014.02.03 15:30 | modify | 19 | 0.10 | 112.705 | 112.585 | 112.785 | ||
| 65 | 2014.02.03 15:45 | s/l | 19 | 0.10 | 112.585 | 112.585 | 112.785 | -9.96 | 1188.33 |
| 66 | 2014.02.10 00:30 | sell | 20 | 0.10 | 113.998 | 0.000 | 0.000 | ||
| 67 | 2014.02.10 00:30 | modify | 20 | 0.10 | 113.998 | 114.938 | 113.698 | ||
| 68 | 2014.02.10 15:30 | modify | 20 | 0.10 | 113.998 | 113.988 | 113.788 | ||
| 69 | 2014.02.10 17:46 | t/p | 20 | 0.10 | 113.788 | 113.988 | 113.788 | 17.43 | 1205.76 |
| 70 | 2014.03.10 01:30 | sell | 21 | 0.10 | 117.572 | 0.000 | 0.000 | ||
| 71 | 2014.03.10 01:30 | modify | 21 | 0.10 | 117.572 | 118.512 | 117.272 | ||
| 72 | 2014.03.10 16:30 | modify | 21 | 0.10 | 117.572 | 117.614 | 117.414 | ||
| 73 | 2014.03.10 16:39 | s/l | 21 | 0.10 | 117.614 | 117.614 | 117.414 | -3.48 | 1202.28 |
| 74 | 2014.05.12 00:30 | buy | 22 | 0.10 | 114.903 | 0.000 | 0.000 | ||
| 75 | 2014.05.12 00:30 | modify | 22 | 0.10 | 114.903 | 113.963 | 115.203 | ||
| 76 | 2014.05.12 15:30 | modify | 22 | 0.10 | 114.903 | 114.828 | 115.028 | ||
| 77 | 2014.05.12 16:47 | t/p | 22 | 0.10 | 115.028 | 114.828 | 115.028 | 10.37 | 1212.65 |
| 78 | 2014.09.15 00:30 | sell | 23 | 0.10 | 114.912 | 0.000 | 0.000 | ||
| 79 | 2014.09.15 00:30 | modify | 23 | 0.10 | 114.912 | 115.852 | 114.612 | ||
| 80 | 2014.09.15 11:48 | t/p | 23 | 0.10 | 114.612 | 115.852 | 114.612 | 24.89 | 1237.54 |
| 81 | 2014.10.06 00:30 | buy | 24 | 0.10 | 113.443 | 0.000 | 0.000 | ||
| 82 | 2014.10.06 00:30 | modify | 24 | 0.10 | 113.443 | 112.503 | 113.743 | ||
| 83 | 2014.10.06 15:30 | modify | 24 | 0.10 | 113.443 | 113.175 | 113.375 | ||
| 84 | 2014.10.06 15:49 | s/l | 24 | 0.10 | 113.175 | 113.175 | 113.375 | -22.24 | 1215.30 |
| 85 | 2014.11.03 00:30 | sell | 25 | 0.10 | 117.110 | 0.000 | 0.000 | ||
| 86 | 2014.11.03 00:30 | modify | 25 | 0.10 | 117.110 | 118.050 | 116.810 | ||
| 87 | 2014.11.03 02:43 | t/p | 25 | 0.10 | 116.810 | 118.050 | 116.810 | 24.89 | 1240.19 |
| 88 | 2014.11.10 00:30 | sell | 26 | 0.10 | 118.592 | 0.000 | 0.000 | ||
| 89 | 2014.11.10 00:30 | modify | 26 | 0.10 | 118.592 | 119.532 | 118.292 | ||
| 90 | 2014.11.10 07:09 | t/p | 26 | 0.10 | 118.292 | 119.532 | 118.292 | 24.89 | 1265.08 |
| 91 | 2014.11.17 00:30 | sell | 27 | 0.10 | 121.514 | 0.000 | 0.000 | ||
| 92 | 2014.11.17 00:30 | modify | 27 | 0.10 | 121.514 | 122.454 | 121.214 | ||
| 93 | 2014.11.17 03:08 | t/p | 27 | 0.10 | 121.214 | 122.454 | 121.214 | 24.89 | 1289.97 |
| 94 | 2014.12.01 00:30 | sell | 28 | 0.10 | 122.972 | 0.000 | 0.000 | ||
| 95 | 2014.12.01 00:30 | modify | 28 | 0.10 | 122.972 | 123.912 | 122.672 | ||
| 96 | 2014.12.01 09:40 | t/p | 28 | 0.10 | 122.672 | 123.912 | 122.672 | 24.90 | 1314.87 |
| 97 | 2014.12.22 00:30 | buy | 29 | 0.10 | 121.420 | 0.000 | 0.000 | ||
| 98 | 2014.12.22 00:30 | modify | 29 | 0.10 | 121.420 | 120.480 | 121.720 | ||
| 99 | 2014.12.22 09:22 | t/p | 29 | 0.10 | 121.720 | 120.480 | 121.720 | 24.90 | 1339.77 |
| 100 | 2015.01.05 00:30 | buy | 30 | 0.10 | 119.623 | 0.000 | 0.000 | ||
| 101 | 2015.01.05 00:30 | modify | 30 | 0.10 | 119.623 | 118.683 | 119.923 | ||
| 102 | 2015.01.05 10:40 | t/p | 30 | 0.10 | 119.923 | 118.683 | 119.923 | 24.90 | 1364.67 |
| 103 | 2015.01.12 00:30 | buy | 31 | 0.10 | 116.918 | 0.000 | 0.000 | ||
| 104 | 2015.01.12 00:30 | modify | 31 | 0.10 | 116.918 | 115.978 | 117.218 | ||
| 105 | 2015.01.12 12:00 | t/p | 31 | 0.10 | 117.218 | 115.978 | 117.218 | 24.90 | 1389.57 |
| 106 | 2015.01.26 00:30 | buy | 32 | 0.10 | 133.390 | 0.000 | 0.000 | ||
| 107 | 2015.01.26 00:30 | modify | 32 | 0.10 | 133.390 | 132.450 | 133.690 | ||
| 108 | 2015.01.26 02:04 | t/p | 32 | 0.10 | 133.690 | 132.450 | 133.690 | 24.90 | 1414.47 |
| 109 | 2015.02.02 00:30 | buy | 33 | 0.10 | 126.544 | 0.000 | 0.000 | ||
| 110 | 2015.02.02 00:30 | modify | 33 | 0.10 | 126.544 | 125.604 | 126.844 | ||
| 111 | 2015.02.02 00:48 | t/p | 33 | 0.10 | 126.844 | 125.604 | 126.844 | 24.90 | 1439.37 |
| 112 | 2015.02.09 00:30 | sell | 34 | 0.10 | 128.519 | 0.000 | 0.000 | ||
| 113 | 2015.02.09 00:30 | modify | 34 | 0.10 | 128.519 | 129.459 | 128.219 | ||
| 114 | 2015.02.09 09:57 | t/p | 34 | 0.10 | 128.219 | 129.459 | 128.219 | 24.89 | 1464.26 |
| 115 | 2015.03.08 23:30 | buy | 35 | 0.10 | 122.387 | 0.000 | 0.000 | ||
| 116 | 2015.03.08 23:30 | modify | 35 | 0.10 | 122.387 | 121.447 | 122.687 | ||
| 117 | 2015.03.09 01:13 | t/p | 35 | 0.10 | 122.687 | 121.447 | 122.687 | 24.81 | 1489.07 |
| 118 | 2015.03.15 23:30 | buy | 36 | 0.10 | 120.594 | 0.000 | 0.000 | ||
| 119 | 2015.03.15 23:30 | modify | 36 | 0.10 | 120.594 | 119.654 | 120.894 | ||
| 120 | 2015.03.16 03:16 | t/p | 36 | 0.10 | 120.894 | 119.654 | 120.894 | 24.81 | 1513.88 |
| 121 | 2015.03.23 01:30 | sell | 37 | 0.10 | 122.779 | 0.000 | 0.000 | ||
| 122 | 2015.03.23 01:30 | modify | 37 | 0.10 | 122.779 | 123.719 | 122.479 | ||
| 123 | 2015.03.23 10:50 | t/p | 37 | 0.10 | 122.479 | 123.719 | 122.479 | 24.89 | 1538.77 |
| 124 | 2015.04.13 00:30 | buy | 38 | 0.10 | 122.687 | 0.000 | 0.000 | ||
| 125 | 2015.04.13 00:30 | modify | 38 | 0.10 | 122.687 | 121.747 | 122.987 | ||
| 126 | 2015.04.13 09:10 | t/p | 38 | 0.10 | 122.987 | 121.747 | 122.987 | 24.89 | 1563.66 |
| 127 | 2015.04.20 00:30 | sell | 39 | 0.10 | 124.999 | 0.000 | 0.000 | ||
| 128 | 2015.04.20 00:30 | modify | 39 | 0.10 | 124.999 | 125.939 | 124.699 | ||
| 129 | 2015.04.20 06:54 | t/p | 39 | 0.10 | 124.699 | 125.939 | 124.699 | 24.89 | 1588.55 |
| 130 | 2015.05.04 00:30 | sell | 40 | 0.10 | 128.790 | 0.000 | 0.000 | ||
| 131 | 2015.05.04 00:30 | modify | 40 | 0.10 | 128.790 | 129.730 | 128.490 | ||
| 132 | 2015.05.04 09:41 | t/p | 40 | 0.10 | 128.490 | 129.730 | 128.490 | 24.90 | 1613.45 |
| 133 | 2015.05.18 02:30 | sell | 41 | 0.10 | 130.380 | 0.000 | 0.000 | ||
| 134 | 2015.05.18 02:30 | modify | 41 | 0.10 | 130.380 | 131.320 | 130.080 | ||
| 135 | 2015.05.18 10:16 | t/p | 41 | 0.10 | 130.080 | 131.320 | 130.080 | 24.89 | 1638.34 |
| 136 | 2015.06.01 02:30 | sell | 42 | 0.10 | 131.945 | 0.000 | 0.000 | ||
| 137 | 2015.06.01 02:30 | modify | 42 | 0.10 | 131.945 | 132.885 | 131.645 | ||
| 138 | 2015.06.01 07:33 | t/p | 42 | 0.10 | 131.645 | 132.885 | 131.645 | 24.89 | 1663.23 |
| 139 | 2015.06.08 02:30 | sell | 43 | 0.10 | 133.636 | 0.000 | 0.000 | ||
| 140 | 2015.06.08 02:30 | modify | 43 | 0.10 | 133.636 | 134.576 | 133.336 | ||
| 141 | 2015.06.08 03:55 | t/p | 43 | 0.10 | 133.336 | 134.576 | 133.336 | 24.89 | 1688.12 |
| 142 | 2015.06.22 00:30 | sell | 44 | 0.10 | 133.973 | 0.000 | 0.000 | ||
| 143 | 2015.06.22 00:30 | modify | 44 | 0.10 | 133.973 | 134.913 | 133.673 | ||
| 144 | 2015.06.22 09:02 | t/p | 44 | 0.10 | 133.673 | 134.913 | 133.673 | 24.90 | 1713.02 |
| 145 | 2015.06.29 00:30 | buy | 45 | 0.10 | 130.316 | 0.000 | 0.000 | ||
| 146 | 2015.06.29 00:30 | modify | 45 | 0.10 | 130.316 | 129.376 | 130.616 | ||
| 147 | 2015.06.29 01:00 | t/p | 45 | 0.10 | 130.616 | 129.376 | 130.616 | 24.89 | 1737.91 |
| 148 | 2015.08.10 02:30 | buy | 46 | 0.10 | 126.440 | 0.000 | 0.000 | ||
| 149 | 2015.08.10 02:30 | modify | 46 | 0.10 | 126.440 | 125.500 | 126.740 | ||
| 150 | 2015.08.10 09:56 | t/p | 46 | 0.10 | 126.740 | 125.500 | 126.740 | 24.90 | 1762.81 |
| 151 | 2015.08.24 02:30 | sell | 47 | 0.10 | 128.414 | 0.000 | 0.000 | ||
| 152 | 2015.08.24 02:30 | modify | 47 | 0.10 | 128.414 | 129.354 | 128.114 | ||
| 153 | 2015.08.24 10:42 | t/p | 47 | 0.10 | 128.114 | 129.354 | 128.114 | 24.90 | 1787.71 |