Strategy Tester Report
0ll_e_Va-Bank_55_090915
(Build 840)

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
Период1 Час (H1) 2013.01.01 22:04 - 2015.09.01 23:59 (2013.01.10 - 2015.08.26)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="GBPCHF PZ Evolution"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=940; TakeProfit=470; В_Х_О_Д="=============================================="; MinWeekBar=1500; MaxWeekBar=8500; Время_открытия="--------------------"; StartMinut=30; MaxSpread=90; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=350; GAP1_TOut=1; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=0; GAP2_TOut=0; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=550; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=360; tral_OUT_par1=50; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=32; Технические="-------------------"; Slippage=50; Magic=10015; Comm="VB";
Баров в истории16608Смоделировано тиков56507711Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль1030.11Общая прибыль1507.06Общий убыток-476.95
Прибыльность3.16Матожидание выигрыша23.41
Абсолютная просадка111.30Максимальная просадка138.84 (13.51%)Относительная просадка13.51% (138.84)
Всего сделок44Короткие позиции (% выигравших)25 (76.00%)Длинные позиции (% выигравших)19 (84.21%)
Прибыльные сделки (% от всех)35 (79.55%)Убыточные сделки (% от всех)9 (20.45%)
Самая большаяприбыльная сделка48.15убыточная сделка-96.29
Средняяприбыльная сделка43.06убыточная сделка-52.99
Максимальное количествонепрерывных выигрышей (прибыль)17 (685.43)непрерывных проигрышей (убыток)2 (-111.39)
Макс.непрерывная прибыль (число выигрышей)685.43 (17)непрерывный убыток (число проигрышей)-111.39 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.28 00:30buy10.101.462950.000000.00000
22013.01.28 00:30modify10.101.462951.453551.46765
32013.01.28 19:47s/l10.101.453551.453551.46765-96.29903.71
42013.02.04 00:30buy20.101.425910.000000.00000
52013.02.04 00:30modify20.101.425911.416511.43061
62013.02.04 11:21modify20.101.425911.429311.43061
72013.02.04 11:23t/p20.101.430611.429311.4306148.15951.86
82013.02.11 00:30sell30.101.448660.000000.00000
92013.02.11 00:30modify30.101.448661.458061.44396
102013.02.11 11:04modify30.101.448661.444861.44396
112013.02.11 11:04t/p30.101.443961.444861.4439648.13999.99
122013.02.18 00:30buy40.101.430670.000000.00000
132013.02.18 00:30modify40.101.430671.421271.43537
142013.02.19 09:30modify40.101.430671.428841.43084
152013.02.19 09:46s/l40.101.428841.428841.43084-18.90981.09
162013.02.25 00:30buy50.101.405630.000000.00000
172013.02.25 00:30modify50.101.405631.396231.41033
182013.02.25 19:43t/p50.101.410331.396231.4103348.151029.24
192013.03.04 00:30sell60.101.416100.000000.00000
202013.03.04 00:30modify60.101.416101.425501.41140
212013.03.05 09:30modify60.101.416101.423941.42194
222013.03.05 10:03t/p60.101.421941.423941.42194-60.17969.07
232013.04.29 00:30sell70.101.457340.000000.00000
242013.04.29 00:30modify70.101.457341.466741.45264
252013.04.29 17:53t/p70.101.452641.466741.4526448.131017.20
262013.05.13 00:30sell80.101.471690.000000.00000
272013.05.13 00:30modify80.101.471691.481091.46699
282013.05.13 17:09t/p80.101.466991.481091.4669948.121065.32
292013.05.27 00:30buy90.101.454460.000000.00000
302013.05.27 00:30modify90.101.454461.445061.45916
312013.05.28 04:06modify90.101.454461.458071.45916
322013.05.28 04:07t/p90.101.459161.458071.4591647.991113.31
332013.09.09 00:30sell100.101.466030.000000.00000
342013.09.09 00:30modify100.101.466031.475431.46133
352013.09.10 09:30modify100.101.466031.465411.46341
362013.09.10 10:01s/l100.101.465411.465411.463415.981119.29
372013.09.23 00:30buy110.101.454890.000000.00000
382013.09.23 00:30modify110.101.454891.445491.45959
392013.09.23 03:02modify110.101.454891.458031.45959
402013.09.23 03:32s/l110.101.458031.458031.4595932.161151.45
412013.10.27 23:30buy120.101.443430.000000.00000
422013.10.27 23:30modify120.101.443431.434031.44813
432013.10.28 11:15modify120.101.443431.447171.44813
442013.10.28 11:15t/p120.101.448131.447171.4481347.981199.43
452013.11.11 00:30sell130.101.475630.000000.00000
462013.11.11 00:30modify130.101.475631.485031.47093
472013.11.11 12:55t/p130.101.470931.485031.4709348.131247.56
482013.12.09 00:30buy140.101.457980.000000.00000
492013.12.09 00:30modify140.101.457981.448581.46268
502013.12.09 12:29modify140.101.457981.461181.46268
512013.12.09 12:44modify140.101.457981.461711.46268
522013.12.09 12:50t/p140.101.462681.461711.4626848.141295.70
532014.01.06 00:30sell150.101.484480.000000.00000
542014.01.06 00:30modify150.101.484481.493881.47978
552014.01.06 10:37modify150.101.484481.481381.47978
562014.01.06 10:46s/l150.101.481381.481381.4797831.741327.44
572014.01.27 01:30buy160.101.472880.000000.00000
582014.01.27 01:30modify160.101.472881.463481.47758
592014.01.27 06:00modify160.101.472881.476181.47758
602014.01.27 07:47t/p160.101.477581.476181.4775848.141375.58
612014.02.17 00:30sell170.101.494330.000000.00000
622014.02.17 00:30modify170.101.494331.503731.48963
632014.02.17 18:46modify170.101.494331.491231.48963
642014.02.17 19:03t/p170.101.489631.491231.4896348.131423.71
652014.02.24 00:30buy180.101.476330.000000.00000
662014.02.24 00:30modify180.101.476331.466931.48103
672014.02.24 17:51modify180.101.476331.479431.48103
682014.02.24 17:54s/l180.101.479431.479431.4810331.751455.46
692014.03.16 23:30buy190.101.451300.000000.00000
702014.03.16 23:30modify190.101.451301.441901.45600
712014.03.17 10:39modify190.101.451301.455081.45600
722014.03.17 10:56s/l190.101.455081.455081.4560038.561494.02
732014.03.31 00:30sell200.101.475370.000000.00000
742014.03.31 00:30modify200.101.475371.484771.47067
752014.03.31 14:14modify200.101.475371.472201.47067
762014.03.31 15:03s/l200.101.472201.472201.4706732.461526.48
772014.06.16 00:30sell210.101.527450.000000.00000
782014.06.16 00:30modify210.101.527451.536851.52275
792014.06.16 18:39modify210.101.527451.524351.52275
802014.06.16 19:06s/l210.101.524351.524351.5227531.751558.23
812014.07.07 00:30sell220.101.534900.000000.00000
822014.07.07 00:30modify220.101.534901.544301.53020
832014.07.07 15:19modify220.101.534901.531151.53020
842014.07.07 15:24t/p220.101.530201.531151.5302048.131606.36
852014.09.08 00:30buy230.101.507030.000000.00000
862014.09.08 00:30modify230.101.507031.497631.51173
872014.09.08 05:50t/p230.101.511731.497631.5117348.141654.50
882014.09.22 00:30sell240.101.533090.000000.00000
892014.09.22 00:30modify240.101.533091.542491.52839
902014.09.23 09:30modify240.101.533091.540011.53801
912014.09.23 09:58t/p240.101.538011.540011.53801-50.751603.75
922014.11.17 00:30buy250.101.503880.000000.00000
932014.11.17 00:30modify250.101.503881.494481.50858
942014.11.17 17:55t/p250.101.508581.494481.5085848.141651.89
952014.11.24 00:30sell260.101.521110.000000.00000
962014.11.24 00:30modify260.101.521111.530511.51641
972014.11.24 11:13modify260.101.521111.517981.51641
982014.11.24 11:14t/p260.101.516411.517981.5164148.131700.02
992014.12.22 00:30sell270.101.537410.000000.00000
1002014.12.22 00:30modify270.101.537411.546811.53271
1012014.12.22 11:19modify270.101.537411.533761.53271
1022014.12.22 11:19t/p270.101.532711.533761.5327148.131748.15
1032015.01.26 00:30sell280.101.322490.000000.00000
1042015.01.26 00:30modify280.101.322491.331891.31779
1052015.01.26 02:12t/p280.101.317791.331891.3177948.131796.28
1062015.02.02 00:30sell290.101.396840.000000.00000
1072015.02.02 00:30modify290.101.396841.406241.39214
1082015.02.02 00:49t/p290.101.392141.406241.3921448.131844.41
1092015.02.16 00:30sell300.101.435910.000000.00000
1102015.02.16 00:30modify300.101.435911.445311.43121
1112015.02.16 12:37t/p300.101.431211.445311.4312148.131892.54
1122015.03.02 00:30sell310.101.471050.000000.00000
1132015.03.02 00:30modify310.101.471051.480451.46635
1142015.03.03 09:30modify310.101.471051.475001.47300
1152015.03.03 09:32t/p310.101.473001.475001.47300-20.341872.20
1162015.03.22 23:30buy320.101.458970.000000.00000
1172015.03.22 23:30modify320.101.458971.449571.46367
1182015.03.23 00:55modify320.101.458971.462131.46367
1192015.03.23 01:19s/l320.101.462131.462131.4636732.211904.41
1202015.03.30 00:30buy330.101.431260.000000.00000
1212015.03.30 00:30modify330.101.431261.421861.43596
1222015.03.30 20:02modify330.101.431261.434961.43596
1232015.03.30 20:07t/p330.101.435961.434961.4359648.151952.56
1242015.04.06 00:30buy340.101.419730.000000.00000
1252015.04.06 00:30modify340.101.419731.410331.42443
1262015.04.06 17:39modify340.101.419731.422861.42443
1272015.04.06 18:19modify340.101.419731.423441.42443
1282015.04.06 18:20t/p340.101.424431.423441.4244348.142000.70
1292015.04.13 00:30sell350.101.433350.000000.00000
1302015.04.13 00:30modify350.101.433351.442751.42865
1312015.04.13 09:01t/p350.101.428651.442751.4286548.132048.83
1322015.04.27 00:30sell360.101.448080.000000.00000
1332015.04.27 00:30modify360.101.448081.457481.44338
1342015.04.28 09:30modify360.101.448081.456721.45472
1352015.04.28 09:39s/l360.101.456721.456721.45472-88.841959.99
1362015.05.04 00:30buy370.101.413260.000000.00000
1372015.05.04 00:30modify370.101.413261.403861.41796
1382015.05.04 10:00t/p370.101.417961.403861.4179648.142008.13
1392015.05.11 00:30sell380.101.439060.000000.00000
1402015.05.11 00:30modify380.101.439061.448461.43436
1412015.05.11 11:14modify380.101.439061.435641.43436
1422015.05.11 11:20s/l380.101.435641.435641.4343635.022043.15
1432015.05.25 00:30sell390.101.460460.000000.00000
1442015.05.25 00:30modify390.101.460461.469861.45576
1452015.05.26 09:30modify390.101.460461.465381.46338
1462015.05.26 09:38t/p390.101.463381.465381.46338-30.272012.88
1472015.06.01 00:30buy400.101.436470.000000.00000
1482015.06.01 00:30modify400.101.436471.427071.44117
1492015.06.01 04:55modify400.101.436471.439571.44117
1502015.06.01 05:56t/p400.101.441171.439571.4411748.142061.02
1512015.06.29 00:30sell410.101.474300.000000.00000
1522015.06.29 00:30modify410.101.474301.483701.46960
1532015.06.29 09:39t/p410.101.469601.483701.4696048.132109.15
1542015.07.20 00:30sell420.101.499520.000000.00000
1552015.07.20 00:30modify420.101.499521.508921.49482
1562015.07.20 14:56modify420.101.499521.496361.49482
1572015.07.20 14:59s/l420.101.496361.496361.4948232.352141.50
1582015.08.03 00:30sell430.101.508650.000000.00000
1592015.08.03 00:30modify430.101.508651.518051.50395
1602015.08.04 09:30modify430.101.508651.512091.51009
1612015.08.04 09:49t/p430.101.510091.512091.51009-15.112126.39
1622015.08.24 00:30buy440.101.485770.000000.00000
1632015.08.24 00:30modify440.101.485771.476371.49047
1642015.08.24 05:33s/l440.101.476371.476371.49047-96.282030.11