Strategy Tester Report
0ll_e_Va-Bank_55_090915
RoboForex-Pro (Build 840)

СимволGBPJPY (Great Britain Pound vs Japanese Yen)
Период1 Час (H1) 2012.12.12 00:00 - 2015.08.26 23:59 (2013.01.01 - 2015.08.26)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="GBPJPY PZ evolution"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=1280; TakeProfit=350; В_Х_О_Д="=============================================="; MinWeekBar=1450; MaxWeekBar=10000; Время_открытия="--------------------"; StartMinut=85; MaxSpread=90; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=250; GAP1_TOut=2; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=200; GAP2_TOut=9; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=850; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=250; tral_OUT_par1=400; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=23; Технические="-------------------"; Slippage=50; Magic=100112; Comm="VB";
Баров в истории16844Смоделировано тиков80402691Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль933.26Общая прибыль1136.87Общий убыток-203.61
Прибыльность5.58Матожидание выигрыша20.29
Абсолютная просадка14.16Максимальная просадка111.40 (6.08%)Относительная просадка7.04% (92.19)
Всего сделок46Короткие позиции (% выигравших)33 (81.82%)Длинные позиции (% выигравших)13 (92.31%)
Прибыльные сделки (% от всех)39 (84.78%)Убыточные сделки (% от всех)7 (15.22%)
Самая большаяприбыльная сделка29.16убыточная сделка-89.15
Средняяприбыльная сделка29.15убыточная сделка-29.09
Максимальное количествонепрерывных выигрышей (прибыль)10 (291.52)непрерывных проигрышей (убыток)1 (-89.15)
Макс.непрерывная прибыль (число выигрышей)291.52 (10)непрерывный убыток (число проигрышей)-89.15 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 01:25sell10.10141.7300.0000.000
22013.01.07 01:25modify10.10141.730143.010141.380
32013.01.07 02:11modify10.10141.730141.878141.380
42013.01.07 02:22modify10.10141.730141.822141.380
52013.01.07 02:23t/p10.10141.380141.822141.38029.151029.15
62013.01.14 01:25sell20.10144.4210.0000.000
72013.01.14 01:25modify20.10144.421145.701144.071
82013.01.14 02:10modify20.10144.421144.564144.071
92013.01.14 04:15s/l20.10144.564144.564144.071-11.911017.24
102013.02.04 01:25sell30.10145.8410.0000.000
112013.02.04 01:25modify30.10145.841147.121145.491
122013.02.04 02:02modify30.10145.841145.990145.491
132013.02.04 02:03modify30.10145.841145.920145.491
142013.02.04 02:10t/p30.10145.491145.920145.49129.151046.39
152013.02.25 03:25buy40.10142.4370.0000.000
162013.02.25 03:25modify40.10142.437141.157142.787
172013.02.25 08:14modify40.10142.437142.290142.787
182013.02.25 08:50modify40.10142.437142.353142.787
192013.02.25 08:52t/p40.10142.787142.353142.78729.161075.55
202013.03.04 01:25buy50.10140.7260.0000.000
212013.03.04 01:25modify50.10140.726139.446141.076
222013.03.04 20:29modify50.10140.726140.583141.076
232013.03.04 21:36modify50.10140.726140.649141.076
242013.03.04 21:48t/p50.10141.076140.649141.07629.161104.71
252013.03.11 00:25sell60.10143.3480.0000.000
262013.03.11 00:25modify60.10143.348144.628142.998
272013.03.11 12:49modify60.10143.348143.497142.998
282013.03.11 12:58modify60.10143.348143.440142.998
292013.03.11 12:59t/p60.10142.998143.440142.99829.141133.85
302013.06.17 03:25buy70.10148.6600.0000.000
312013.06.17 03:25modify70.10148.660147.380149.010
322013.06.17 09:02modify70.10148.660148.512149.010
332013.06.17 09:10modify70.10148.660148.572149.010
342013.06.17 09:13t/p70.10149.010148.572149.01029.151163.00
352013.06.24 03:25sell80.10151.2750.0000.000
362013.06.24 03:25modify80.10151.275152.555150.925
372013.06.24 10:20modify80.10151.275151.403150.925
382013.06.24 10:21modify80.10151.275151.326150.925
392013.06.24 10:21t/p80.10150.925151.326150.92529.151192.15
402013.07.22 01:25sell90.10153.3860.0000.000
412013.07.22 01:25modify90.10153.386154.666153.036
422013.07.22 03:00modify90.10153.386153.530153.036
432013.07.22 03:00modify90.10153.386153.474153.036
442013.07.22 03:00t/p90.10153.036153.474153.03629.151221.30
452013.08.12 01:25buy100.10149.4300.0000.000
462013.08.12 01:25modify100.10149.430148.150149.780
472013.08.12 05:25modify100.10149.430149.286149.780
482013.08.12 10:07modify100.10149.430149.348149.780
492013.08.12 10:10t/p100.10149.780149.348149.78029.151250.45
502013.08.19 01:25sell110.10152.5270.0000.000
512013.08.19 01:25modify110.10152.527153.807152.177
522013.08.19 04:20modify110.10152.527152.672152.177
532013.08.19 09:15s/l110.10152.672152.672152.177-12.071238.38
542013.09.16 03:25sell120.10157.7550.0000.000
552013.09.16 03:25modify120.10157.755159.035157.405
562013.09.16 11:00modify120.10157.755157.903157.405
572013.09.16 11:28modify120.10157.755157.832157.405
582013.09.16 15:42t/p120.10157.405157.832157.40529.151267.53
592013.09.23 01:25sell130.10158.9840.0000.000
602013.09.23 01:25modify130.10158.984160.264158.634
612013.09.23 09:12modify130.10158.984159.128158.634
622013.09.23 09:15modify130.10158.984159.051158.634
632013.09.23 09:15t/p130.10158.634159.051158.63429.151296.68
642013.11.25 01:25sell140.10164.3740.0000.000
652013.11.25 01:25modify140.10164.374165.654164.024
662013.11.25 18:29modify140.10164.374164.522164.024
672013.11.25 22:17modify140.10164.374164.440164.024
682013.11.25 22:21t/p140.10164.024164.440164.02429.151325.83
692013.12.23 01:25sell150.10169.8780.0000.000
702013.12.23 01:25modify150.10169.878171.158169.528
712013.12.24 01:25modify150.10169.878170.469170.269
722013.12.24 01:49t/p150.10170.269170.469170.269-32.861292.97
732013.12.30 01:25sell160.10173.6560.0000.000
742013.12.30 01:25modify160.10173.656174.936173.306
752013.12.30 12:36modify160.10173.656173.800173.306
762013.12.30 13:11modify160.10173.656173.737173.306
772013.12.30 13:12t/p160.10173.306173.737173.30629.151322.12
782014.01.27 01:25buy170.10168.2230.0000.000
792014.01.27 01:25modify170.10168.223166.943168.573
802014.01.27 02:02modify170.10168.223168.077168.573
812014.01.27 02:02modify170.10168.223168.137168.573
822014.01.27 02:02t/p170.10168.573168.137168.57329.151351.27
832014.02.17 01:25sell180.10170.5060.0000.000
842014.02.17 01:25modify180.10170.506171.786170.156
852014.02.17 01:50modify180.10170.506170.651170.156
862014.02.17 02:11modify180.10170.506170.581170.156
872014.02.17 02:17t/p180.10170.156170.581170.15629.141380.41
882014.03.10 00:25sell190.10172.5740.0000.000
892014.03.10 00:25modify190.10172.574173.854172.224
902014.03.10 09:07modify190.10172.574172.721172.224
912014.03.10 09:59modify190.10172.574172.646172.224
922014.03.10 10:01t/p190.10172.224172.646172.22429.151409.56
932014.06.09 01:25sell200.10172.4550.0000.000
942014.06.09 01:25modify200.10172.455173.735172.105
952014.06.09 12:25modify200.10172.455172.604172.105
962014.06.09 15:22modify200.10172.455172.543172.105
972014.06.09 15:27t/p200.10172.105172.543172.10529.151438.71
982014.07.07 01:25sell210.10175.2530.0000.000
992014.07.07 01:25modify210.10175.253176.533174.903
1002014.07.07 11:00modify210.10175.253175.395174.903
1012014.07.07 11:15modify210.10175.253175.339174.903
1022014.07.07 11:43t/p210.10174.903175.339174.90329.151467.86
1032014.07.14 03:25buy220.10173.5950.0000.000
1042014.07.14 03:25modify220.10173.595172.315173.945
1052014.07.14 10:15modify220.10173.595173.446173.945
1062014.07.14 11:18modify220.10173.595173.507173.945
1072014.07.14 11:19t/p220.10173.945173.507173.94529.161497.02
1082014.09.15 01:25sell230.10174.5000.0000.000
1092014.09.15 01:25modify230.10174.500175.780174.150
1102014.09.15 04:28modify230.10174.500174.649174.150
1112014.09.15 06:14modify230.10174.500174.588174.150
1122014.09.15 06:56t/p230.10174.150174.588174.15029.151526.17
1132014.10.06 01:25buy240.10175.3760.0000.000
1142014.10.06 01:25modify240.10175.376174.096175.726
1152014.10.07 01:25modify240.10175.376174.708174.908
1162014.10.07 01:30t/p240.10174.908174.708174.908-39.041487.13
1172014.10.13 01:25buy250.10172.6620.0000.000
1182014.10.13 01:25modify250.10172.662171.382173.012
1192014.10.13 09:13modify250.10172.662172.518173.012
1202014.10.13 09:14modify250.10172.662172.577173.012
1212014.10.13 09:29t/p250.10173.012172.577173.01229.151516.28
1222014.11.10 01:25sell260.10181.7970.0000.000
1232014.11.10 01:25modify260.10181.797183.077181.447
1242014.11.10 02:12modify260.10181.797181.939181.447
1252014.11.10 04:02modify260.10181.797181.878181.447
1262014.11.10 04:02t/p260.10181.447181.878181.44729.151545.43
1272014.11.24 01:25sell270.10184.4270.0000.000
1282014.11.24 01:25modify270.10184.427185.707184.077
1292014.11.24 02:04modify270.10184.427184.572184.077
1302014.11.24 02:44modify270.10184.427184.502184.077
1312014.11.24 04:56s/l270.10184.502184.502184.077-6.251539.18
1322014.12.01 01:25sell280.10185.7560.0000.000
1332014.12.01 01:25modify280.10185.756187.036185.406
1342014.12.01 02:25modify280.10185.756185.903185.406
1352014.12.01 02:32modify280.10185.756185.838185.406
1362014.12.01 02:32t/p280.10185.406185.838185.40629.151568.33
1372014.12.08 01:25sell290.10189.5320.0000.000
1382014.12.08 01:25modify290.10189.532190.812189.182
1392014.12.08 01:50modify290.10189.532189.673189.182
1402014.12.08 03:04modify290.10189.532189.609189.182
1412014.12.08 03:04t/p290.10189.182189.609189.18229.151597.48
1422014.12.15 01:25buy300.10185.8020.0000.000
1432014.12.15 01:25modify300.10185.802184.522186.152
1442014.12.15 02:34modify300.10185.802185.654186.152
1452014.12.15 02:36modify300.10185.802185.718186.152
1462014.12.15 02:36t/p300.10186.152185.718186.15229.151626.63
1472015.01.12 01:25buy310.10179.5950.0000.000
1482015.01.12 01:25modify310.10179.595178.315179.945
1492015.01.12 11:42modify310.10179.595179.446179.945
1502015.01.12 11:49modify310.10179.595179.518179.945
1512015.01.12 11:51t/p310.10179.945179.518179.94529.161655.79
1522015.02.09 03:25sell320.10181.2240.0000.000
1532015.02.09 03:25modify320.10181.224182.504180.874
1542015.02.09 10:30modify320.10181.224181.371180.874
1552015.02.09 10:32modify320.10181.224181.310180.874
1562015.02.09 10:37t/p320.10180.874181.310180.87429.151684.94
1572015.02.16 01:25sell330.10182.7370.0000.000
1582015.02.16 01:25modify330.10182.737184.017182.387
1592015.02.16 12:23modify330.10182.737182.886182.387
1602015.02.16 12:35modify330.10182.737182.820182.387
1612015.02.16 12:43t/p330.10182.387182.820182.38729.151714.09
1622015.03.09 00:25buy340.10181.6800.0000.000
1632015.03.09 00:25modify340.10181.680180.400182.030
1642015.03.09 03:10modify340.10181.680181.531182.030
1652015.03.09 04:32modify340.10181.680181.592182.030
1662015.03.09 04:44t/p340.10182.030181.592182.03029.161743.25
1672015.03.16 00:25buy350.10179.0010.0000.000
1682015.03.16 00:25modify350.10179.001177.721179.351
1692015.03.16 10:29modify350.10179.001178.860179.351
1702015.03.16 10:35modify350.10179.001178.934179.351
1712015.03.16 10:37t/p350.10179.351178.934179.35129.151772.40
1722015.03.30 03:25buy360.10177.2910.0000.000
1732015.03.30 03:25modify360.10177.291176.011177.641
1742015.03.30 10:35modify360.10177.291177.150177.641
1752015.03.30 11:04modify360.10177.291177.211177.641
1762015.03.30 11:09t/p360.10177.641177.211177.64129.151801.55
1772015.04.20 01:25sell370.10177.9020.0000.000
1782015.04.20 01:25modify370.10177.902179.182177.552
1792015.04.20 08:01modify370.10177.902178.047177.552
1802015.04.20 08:01modify370.10177.902177.985177.552
1812015.04.20 08:03t/p370.10177.552177.985177.55229.151830.70
1822015.04.27 03:25sell380.10180.3750.0000.000
1832015.04.27 03:25modify380.10180.375181.655180.025
1842015.04.28 03:25modify380.10180.375181.442181.242
1852015.04.28 03:52s/l380.10181.442181.442181.242-89.151741.55
1862015.05.04 01:25sell390.10182.1220.0000.000
1872015.05.04 01:25modify390.10182.122183.402181.772
1882015.05.04 09:41modify390.10182.122182.270181.772
1892015.05.04 09:42modify390.10182.122182.208181.772
1902015.05.04 09:47t/p390.10181.772182.208181.77229.151770.70
1912015.05.11 01:25sell400.10184.9690.0000.000
1922015.05.11 01:25modify400.10184.969186.249184.619
1932015.05.11 03:57modify400.10184.969185.117184.619
1942015.05.11 10:52s/l400.10185.117185.117184.619-12.331758.37
1952015.05.18 01:25sell410.10187.8760.0000.000
1962015.05.18 01:25modify410.10187.876189.156187.526
1972015.05.18 10:09modify410.10187.876188.018187.526
1982015.05.18 10:18modify410.10187.876187.960187.526
1992015.05.18 11:12t/p410.10187.526187.960187.52629.141787.51
2002015.06.01 01:25sell420.10189.7570.0000.000
2012015.06.01 01:25modify420.10189.757191.037189.407
2022015.06.01 09:56modify420.10189.757189.903189.407
2032015.06.01 10:54modify420.10189.757189.846189.407
2042015.06.01 10:55t/p420.10189.407189.846189.40729.151816.66
2052015.06.08 01:25sell430.10191.7820.0000.000
2062015.06.08 01:25modify430.10191.782193.062191.432
2072015.06.08 03:55modify430.10191.782191.930191.432
2082015.06.08 04:37modify430.10191.782191.868191.432
2092015.06.08 04:59t/p430.10191.432191.868191.43229.151845.81
2102015.07.20 01:25sell440.10193.6720.0000.000
2112015.07.20 01:25modify440.10193.672194.952193.322
2122015.07.20 12:20modify440.10193.672193.821193.322
2132015.07.20 12:25modify440.10193.672193.759193.322
2142015.07.20 12:25t/p440.10193.322193.759193.32229.151874.96
2152015.08.03 01:25sell450.10193.6340.0000.000
2162015.08.03 01:25modify450.10193.634194.914193.284
2172015.08.03 19:13modify450.10193.634193.783193.284
2182015.08.03 19:18modify450.10193.634193.717193.284
2192015.08.03 19:25t/p450.10193.284193.717193.28429.151904.11
2202015.08.17 01:25sell460.10194.4730.0000.000
2212015.08.17 01:25modify460.10194.473195.753194.123
2222015.08.17 17:39modify460.10194.473194.622194.123
2232015.08.17 17:51modify460.10194.473194.562194.123
2242015.08.17 17:57t/p460.10194.123194.562194.12329.151933.26