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

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Час (H1) 2011.12.20 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="USDJPY PZ evolution 1450-3900"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=720; TakeProfit=740; В_Х_О_Д="=============================================="; MinWeekBar=1450; MaxWeekBar=3900; Время_открытия="--------------------"; StartMinut=110; MaxSpread=90; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=200; GAP1_TOut=3; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=200; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=550; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=200; tral_OUT_par1=700; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=25; Технические="-------------------"; Slippage=50; Magic=100062; Comm="VB";
Баров в истории22972Смоделировано тиков58189926Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред50
Чистая прибыль1237.86Общая прибыль1504.50Общий убыток-266.64
Прибыльность5.64Матожидание выигрыша32.58
Абсолютная просадка5.66Максимальная просадка108.95 (4.68%)Относительная просадка9.23% (108.90)
Всего сделок38Короткие позиции (% выигравших)20 (75.00%)Длинные позиции (% выигравших)18 (83.33%)
Прибыльные сделки (% от всех)30 (78.95%)Убыточные сделки (% от всех)8 (21.05%)
Самая большаяприбыльная сделка84.37убыточная сделка-46.71
Средняяприбыльная сделка50.15убыточная сделка-33.33
Максимальное количествонепрерывных выигрышей (прибыль)14 (814.26)непрерывных проигрышей (убыток)2 (-64.16)
Макс.непрерывная прибыль (число выигрышей)814.26 (14)непрерывный убыток (число проигрышей)-64.16 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 01:50sell10.1088.2660.0000.000
22013.01.07 01:50modify10.1088.26688.98687.526
32013.01.07 02:24modify10.1088.26688.76687.526
42013.01.07 03:42modify10.1088.26688.70587.526
52013.01.07 07:26modify10.1088.26688.65487.526
62013.01.07 07:26modify10.1088.26688.60187.526
72013.01.07 07:31modify10.1088.26688.55087.526
82013.01.07 08:14modify10.1088.26688.49687.526
92013.01.07 08:29modify10.1088.26688.44287.526
102013.01.07 10:23modify10.1088.26688.38787.526
112013.01.08 00:39modify10.1088.26688.32987.526
122013.01.08 00:40modify10.1088.26688.27487.526
132013.01.08 00:50t/p10.1087.52688.27487.52684.371084.37
142013.02.04 01:50sell20.1092.8220.0000.000
152013.02.04 01:50modify20.1092.82293.54292.082
162013.02.04 03:08modify20.1092.82293.32292.082
172013.02.04 03:15modify20.1092.82293.25992.082
182013.02.04 20:33modify20.1092.82293.20092.082
192013.02.04 20:36modify20.1092.82293.14892.082
202013.02.04 20:46modify20.1092.82293.09792.082
212013.02.04 20:49modify20.1092.82293.04592.082
222013.02.04 22:46modify20.1092.82292.98592.082
232013.02.05 00:39modify20.1092.82292.92792.082
242013.02.05 00:39modify20.1092.82292.76292.082
252013.02.05 00:50t/p20.1092.08292.76292.08280.191164.57
262013.03.11 00:50sell30.1096.1580.0000.000
272013.03.11 00:50modify30.1096.15896.87895.418
282013.03.12 02:50modify30.1096.15896.67696.476
292013.03.12 02:53t/p30.1096.47696.67696.476-33.141131.43
302013.03.18 01:50buy40.1094.8790.0000.000
312013.03.18 01:50modify40.1094.87994.15995.619
322013.03.18 10:48modify40.1094.87994.38295.619
332013.03.18 14:12modify40.1094.87994.45895.619
342013.03.18 19:21modify40.1094.87994.52495.619
352013.03.18 19:43modify40.1094.87994.58095.619
362013.03.18 19:43modify40.1094.87994.63595.619
372013.03.18 19:47modify40.1094.87994.68795.619
382013.03.18 20:04modify40.1094.87994.73895.619
392013.03.18 20:05modify40.1094.87994.79095.619
402013.03.18 20:14modify40.1094.87994.84195.619
412013.03.18 20:17modify40.1094.87994.89395.619
422013.03.19 03:50modify40.1094.87995.39895.619
432013.03.19 03:56t/p40.1095.61995.39895.61977.341208.78
442013.04.22 02:50sell50.1099.8610.0000.000
452013.04.22 02:50modify50.1099.861100.58199.121
462013.04.22 08:34modify50.1099.861100.36099.121
472013.04.22 15:51modify50.1099.861100.30099.121
482013.04.22 16:32modify50.1099.861100.24099.121
492013.04.22 17:03modify50.1099.861100.18699.121
502013.04.22 17:03modify50.1099.861100.13499.121
512013.04.22 17:12modify50.1099.861100.08299.121
522013.04.22 17:12modify50.1099.861100.02999.121
532013.04.22 17:22modify50.1099.86199.80199.121
542013.04.22 17:26t/p50.1099.12199.80199.12174.661283.44
552013.04.29 01:50buy60.1097.9410.0000.000
562013.04.29 01:50modify60.1097.94197.22198.681
572013.04.29 17:27modify60.1097.94197.44398.681
582013.04.30 03:50modify60.1097.94197.76097.960
592013.04.30 04:01t/p60.1097.96097.76097.9601.891285.33
602013.05.13 02:50sell70.10102.0180.0000.000
612013.05.13 02:50modify70.10102.018102.738101.278
622013.05.13 08:04modify70.10102.018102.510101.278
632013.05.13 08:07modify70.10102.018102.453101.278
642013.05.13 08:17modify70.10102.018102.390101.278
652013.05.13 08:50modify70.10102.018102.330101.278
662013.05.13 10:31modify70.10102.018102.277101.278
672013.05.14 03:30modify70.10102.018102.214101.278
682013.05.14 03:31modify70.10102.018102.150101.278
692013.05.14 04:50modify70.10102.018101.696101.496
702013.05.14 06:09s/l70.10101.696101.696101.49631.481316.81
712013.05.27 02:50buy80.10101.1130.0000.000
722013.05.27 02:50modify80.10101.113100.393101.853
732013.05.28 03:07modify80.10101.113100.615101.853
742013.05.28 03:08modify80.10101.113100.675101.853
752013.05.28 03:10modify80.10101.113100.738101.853
762013.05.28 03:11modify80.10101.113100.793101.853
772013.05.28 03:14modify80.10101.113100.844101.853
782013.05.28 03:14modify80.10101.113100.895101.853
792013.05.28 03:15modify80.10101.113100.946101.853
802013.05.28 03:24modify80.10101.113100.999101.853
812013.05.28 03:24modify80.10101.113101.173101.853
822013.05.28 04:06t/p80.10101.853101.173101.85372.601389.41
832013.06.10 04:50buy90.1097.9690.0000.000
842013.06.10 04:50modify90.1097.96997.24998.709
852013.06.10 06:33modify90.1097.96997.46998.709
862013.06.10 07:07modify90.1097.96997.53398.709
872013.06.10 07:14modify90.1097.96997.58698.709
882013.06.10 08:30modify90.1097.96997.63898.709
892013.06.10 08:59modify90.1097.96997.69198.709
902013.06.10 10:26modify90.1097.96997.74398.709
912013.06.10 11:10modify90.1097.96997.82498.709
922013.06.10 11:24modify90.1097.96998.02998.709
932013.06.10 11:50t/p90.1098.70998.02998.70974.971464.38
942013.06.17 01:50buy100.1094.3190.0000.000
952013.06.17 01:50modify100.1094.31993.59995.059
962013.06.17 03:06modify100.1094.31993.81995.059
972013.06.17 03:36modify100.1094.31993.88295.059
982013.06.17 03:52modify100.1094.31993.93695.059
992013.06.17 04:06modify100.1094.31993.98795.059
1002013.06.17 04:11modify100.1094.31994.03995.059
1012013.06.17 06:57modify100.1094.31994.09995.059
1022013.06.17 09:01modify100.1094.31994.17995.059
1032013.06.17 09:13modify100.1094.31994.37995.059
1042013.06.17 09:54t/p100.1095.05994.37995.05977.851542.23
1052013.06.24 01:50sell110.1098.2560.0000.000
1062013.06.24 01:50modify110.1098.25698.97697.516
1072013.06.24 11:53modify110.1098.25698.73097.516
1082013.06.24 12:03modify110.1098.25698.67297.516
1092013.06.24 12:03modify110.1098.25698.62097.516
1102013.06.24 12:05modify110.1098.25698.53797.516
1112013.06.24 15:44modify110.1098.25698.47297.516
1122013.06.24 15:44modify110.1098.25698.41897.516
1132013.06.24 15:44modify110.1098.25698.19697.516
1142013.06.24 15:50t/p110.1097.51698.19697.51675.881618.11
1152013.07.08 01:50sell120.10101.3770.0000.000
1162013.07.08 01:50modify120.10101.377102.097100.637
1172013.07.08 04:51modify120.10101.377101.877100.637
1182013.07.08 08:17modify120.10101.377101.817100.637
1192013.07.08 09:06modify120.10101.377101.755100.637
1202013.07.08 09:07modify120.10101.377101.699100.637
1212013.07.08 19:57modify120.10101.377101.634100.637
1222013.07.08 19:59modify120.10101.377101.571100.637
1232013.07.09 03:50modify120.10101.377101.215101.015
1242013.07.09 04:30t/p120.10101.015101.215101.01535.661653.78
1252013.07.15 01:50buy130.1099.2530.0000.000
1262013.07.15 01:50modify130.1099.25398.53399.993
1272013.07.15 10:08modify130.1099.25398.75499.993
1282013.07.15 10:15modify130.1099.25398.81699.993
1292013.07.15 10:38modify130.1099.25398.88499.993
1302013.07.15 11:19modify130.1099.25398.94699.993
1312013.07.15 11:19modify130.1099.25399.00799.993
1322013.07.15 11:31modify130.1099.25399.07199.993
1332013.07.15 11:34modify130.1099.25399.13099.993
1342013.07.15 11:45modify130.1099.25399.31399.993
1352013.07.15 13:26t/p130.1099.99399.31399.99374.001727.78
1362013.07.29 01:50buy140.1098.1240.0000.000
1372013.07.29 01:50modify140.1098.12497.40498.864
1382013.07.30 03:50modify140.1098.12497.94098.140
1392013.07.30 04:26t/p140.1098.14097.94098.1401.581729.36
1402013.08.12 01:50buy150.1096.3500.0000.000
1412013.08.12 01:50modify150.1096.35095.63097.090
1422013.08.12 05:23modify150.1096.35095.85197.090
1432013.08.12 05:25modify150.1096.35095.91497.090
1442013.08.12 10:05modify150.1096.35095.97897.090
1452013.08.12 10:10modify150.1096.35096.03197.090
1462013.08.12 10:29modify150.1096.35096.08397.090
1472013.08.12 10:34modify150.1096.35096.13497.090
1482013.08.12 15:13modify150.1096.35096.20197.090
1492013.08.13 00:46modify150.1096.35096.41097.090
1502013.08.13 00:47t/p150.1097.09096.41097.09076.171805.53
1512013.09.30 02:50buy160.1097.8930.0000.000
1522013.09.30 02:50modify160.1097.89397.17398.633
1532013.09.30 17:59modify160.1097.89397.39598.633
1542013.09.30 18:02modify160.1097.89397.45598.633
1552013.09.30 18:08modify160.1097.89397.51398.633
1562013.09.30 18:46modify160.1097.89397.59298.633
1572013.09.30 19:00modify160.1097.89397.65298.633
1582013.09.30 20:24modify160.1097.89397.71498.633
1592013.10.01 02:50modify160.1097.89397.76998.633
1602013.10.01 04:37modify160.1097.89397.95398.633
1612013.10.01 04:50modify160.1097.89398.36698.566
1622013.10.01 05:02t/p160.1098.56698.36698.56668.231873.76
1632014.01.27 01:50buy170.10102.1370.0000.000
1642014.01.27 01:50modify170.10102.137101.417102.877
1652014.01.27 02:25modify170.10102.137101.637102.877
1662014.01.27 02:43modify170.10102.137101.699102.877
1672014.01.27 05:49modify170.10102.137101.776102.877
1682014.01.27 06:23modify170.10102.137101.836102.877
1692014.01.27 09:03modify170.10102.137101.899102.877
1702014.01.27 09:11modify170.10102.137101.959102.877
1712014.01.27 09:40modify170.10102.137102.012102.877
1722014.01.27 10:01modify170.10102.137102.197102.877
1732014.01.27 14:20t/p170.10102.877102.197102.87771.931945.69
1742014.03.10 03:50sell180.10103.0160.0000.000
1752014.03.10 03:50modify180.10103.016103.736102.276
1762014.03.11 05:50modify180.10103.016103.460103.260
1772014.03.11 06:25t/p180.10103.260103.460103.260-23.811921.89
1782014.03.17 00:50buy190.10101.3800.0000.000
1792014.03.17 00:50modify190.10101.380100.660102.120
1802014.03.17 08:03modify190.10101.380100.880102.120
1812014.03.17 08:03modify190.10101.380100.941102.120
1822014.03.17 10:20modify190.10101.380100.992102.120
1832014.03.17 10:32modify190.10101.380101.043102.120
1842014.03.17 10:39modify190.10101.380101.096102.120
1852014.03.17 11:04modify190.10101.380101.148102.120
1862014.03.18 02:03modify190.10101.380101.224102.120
1872014.03.18 02:50modify190.10101.380101.720101.920
1882014.03.18 03:47s/l190.10101.720101.720101.92033.381955.27
1892014.04.14 01:50buy200.10101.5100.0000.000
1902014.04.14 01:50modify200.10101.510100.790102.250
1912014.04.14 11:59modify200.10101.510101.011102.250
1922014.04.14 14:13modify200.10101.510101.063102.250
1932014.04.14 15:00modify200.10101.510101.114102.250
1942014.04.14 15:11modify200.10101.510101.186102.250
1952014.04.14 15:30modify200.10101.510101.251102.250
1962014.04.15 03:50modify200.10101.510101.745101.945
1972014.04.15 06:35t/p200.10101.945101.745101.94542.621997.89
1982014.08.25 02:50sell210.10104.2000.0000.000
1992014.08.25 02:50modify210.10104.200104.920103.460
2002014.08.25 13:21modify210.10104.200104.700103.460
2012014.08.25 13:45modify210.10104.200104.639103.460
2022014.08.26 04:50modify210.10104.200104.020103.820
2032014.08.26 06:05t/p210.10103.820104.020103.82036.422034.31
2042014.09.15 01:50sell220.10107.3000.0000.000
2052014.09.15 01:50modify220.10107.300108.020106.560
2062014.09.15 16:50modify220.10107.300107.800106.560
2072014.09.16 03:50modify220.10107.300107.310107.110
2082014.09.16 04:11t/p220.10107.110107.310107.11017.562051.88
2092014.09.22 01:50sell230.10108.9420.0000.000
2102014.09.22 01:50modify230.10108.942109.662108.202
2112014.09.22 06:02modify230.10108.942109.441108.202
2122014.09.23 03:50modify230.10108.942108.907108.707
2132014.09.23 04:24t/p230.10108.707108.907108.70721.442073.32
2142014.10.13 01:50buy240.10107.3240.0000.000
2152014.10.13 01:50modify240.10107.324106.604108.064
2162014.10.13 11:38modify240.10107.324106.825108.064
2172014.10.13 23:43s/l240.10106.825106.825108.064-46.712026.61
2182014.11.10 01:50sell250.10114.5450.0000.000
2192014.11.10 01:50modify250.10114.545115.265113.805
2202014.11.10 02:12modify250.10114.545115.045113.805
2212014.11.10 03:55modify250.10114.545114.975113.805
2222014.11.10 04:01modify250.10114.545114.924113.805
2232014.11.10 04:03modify250.10114.545114.873113.805
2242014.11.10 04:15modify250.10114.545114.823113.805
2252014.11.10 07:04modify250.10114.545114.769113.805
2262014.11.10 07:09modify250.10114.545114.718113.805
2272014.11.10 09:48modify250.10114.545114.640113.805
2282014.11.10 09:48modify250.10114.545114.485113.805
2292014.11.10 16:43s/l250.10114.485114.485113.8055.242031.85
2302014.11.17 02:50sell260.10116.4420.0000.000
2312014.11.17 02:50modify260.10116.442117.162115.702
2322014.11.17 03:04modify260.10116.442116.941115.702
2332014.11.17 03:08modify260.10116.442116.879115.702
2342014.11.17 03:08modify260.10116.442116.829115.702
2352014.11.17 03:11modify260.10116.442116.774115.702
2362014.11.17 03:48modify260.10116.442116.712115.702
2372014.11.17 04:10modify260.10116.442116.647115.702
2382014.11.17 04:14modify260.10116.442116.595115.702
2392014.11.17 04:16modify260.10116.442116.544115.702
2402014.11.17 04:19modify260.10116.442116.382115.702
2412014.11.17 04:21t/p260.10115.702116.382115.70263.962095.81
2422014.12.08 01:50sell270.10121.7210.0000.000
2432014.12.08 01:50modify270.10121.721122.441120.981
2442014.12.08 02:08modify270.10121.721122.220120.981
2452014.12.08 03:06modify270.10121.721122.158120.981
2462014.12.08 03:16modify270.10121.721122.102120.981
2472014.12.08 08:50modify270.10121.721122.041120.981
2482014.12.08 10:02modify270.10121.721121.963120.981
2492014.12.08 11:04modify270.10121.721121.886120.981
2502014.12.08 11:10modify270.10121.721121.833120.981
2512014.12.08 11:13modify270.10121.721121.661120.981
2522014.12.08 14:11t/p270.10120.981121.661120.98161.162156.97
2532014.12.15 01:50buy280.10117.9320.0000.000
2542014.12.15 01:50modify280.10117.932117.212118.672
2552014.12.15 01:54modify280.10117.932117.433118.672
2562014.12.15 01:55modify280.10117.932117.494118.672
2572014.12.15 02:02modify280.10117.932117.551118.672
2582014.12.15 02:02modify280.10117.932117.606118.672
2592014.12.15 02:36modify280.10117.932117.683118.672
2602014.12.15 02:43modify280.10117.932117.756118.672
2612014.12.15 02:45modify280.10117.932117.809118.672
2622014.12.15 02:50modify280.10117.932117.992118.672
2632014.12.15 03:18t/p280.10118.672117.992118.67262.352219.32
2642015.01.12 01:50buy290.10118.2230.0000.000
2652015.01.12 01:50modify290.10118.223117.503118.963
2662015.01.12 04:03modify290.10118.223117.734118.963
2672015.01.12 04:22modify290.10118.223117.786118.963
2682015.01.12 10:19modify290.10118.223117.840118.963
2692015.01.12 10:20modify290.10118.223117.893118.963
2702015.01.12 10:23modify290.10118.223117.944118.963
2712015.01.12 10:27modify290.10118.223117.999118.963
2722015.01.12 10:31modify290.10118.223118.050118.963
2732015.01.12 10:34modify290.10118.223118.104118.963
2742015.01.12 11:01modify290.10118.223118.283118.963
2752015.01.12 11:41t/p290.10118.963118.283118.96362.202281.52
2762015.02.09 01:50sell300.10118.9160.0000.000
2772015.02.09 01:50modify300.10118.916119.636118.176
2782015.02.09 10:30modify300.10118.916119.409118.176
2792015.02.09 10:32modify300.10118.916119.350118.176
2802015.02.09 11:49modify300.10118.916119.298118.176
2812015.02.09 11:59modify300.10118.916119.247118.176
2822015.02.09 21:48modify300.10118.916119.196118.176
2832015.02.09 21:48modify300.10118.916119.144118.176
2842015.02.09 21:49modify300.10118.916119.094118.176
2852015.02.10 03:50modify300.10118.916118.594118.394
2862015.02.10 07:39s/l300.10118.594118.594118.39426.972308.50
2872015.03.23 01:50buy310.10120.0740.0000.000
2882015.03.23 01:50modify310.10120.074119.354120.814
2892015.03.24 03:50modify310.10120.074119.654119.854
2902015.03.24 07:10s/l310.10119.654119.654119.854-35.152273.35
2912015.04.13 01:50sell320.10120.2210.0000.000
2922015.04.13 01:50modify320.10120.221120.941119.481
2932015.04.13 15:40modify320.10120.221120.707119.481
2942015.04.13 15:42modify320.10120.221120.644119.481
2952015.04.13 15:42modify320.10120.221120.572119.481
2962015.04.13 15:42modify320.10120.221120.486119.481
2972015.04.14 03:50modify320.10120.221120.046119.846
2982015.04.14 03:55t/p320.10119.846120.046119.84631.112304.46
2992015.05.25 01:50sell330.10121.5260.0000.000
3002015.05.25 01:50modify330.10121.526122.246120.786
3012015.05.26 03:50modify330.10121.526121.897121.697
3022015.05.26 07:50s/l330.10121.897121.897121.697-30.622273.85
3032015.06.01 01:50sell340.10124.1910.0000.000
3042015.06.01 01:50modify340.10124.191124.911123.451
3052015.06.01 07:33modify340.10124.191124.691123.451
3062015.06.01 15:44modify340.10124.191124.609123.451
3072015.06.01 18:02s/l340.10124.609124.609123.451-33.542240.31
3082015.06.08 01:50sell350.10125.6370.0000.000
3092015.06.08 01:50modify350.10125.637126.357124.897
3102015.06.08 04:36modify350.10125.637126.137124.897
3112015.06.08 04:37modify350.10125.637126.082124.897
3122015.06.08 09:52modify350.10125.637126.021124.897
3132015.06.08 09:52modify350.10125.637125.968124.897
3142015.06.08 09:52modify350.10125.637125.913124.897
3152015.06.08 09:56modify350.10125.637125.860124.897
3162015.06.08 09:56modify350.10125.637125.809124.897
3172015.06.08 09:57modify350.10125.637125.755124.897
3182015.06.08 18:43modify350.10125.637125.577124.897
3192015.06.08 20:17t/p350.10124.897125.577124.89759.252299.56
3202015.06.15 01:50buy360.10123.3430.0000.000
3212015.06.15 01:50modify360.10123.343122.623124.083
3222015.06.15 04:14modify360.10123.343122.843124.083
3232015.06.15 10:27modify360.10123.343122.907124.083
3242015.06.16 03:50modify360.10123.343123.368123.568
3252015.06.16 04:03s/l360.10123.368123.368123.5681.982301.54
3262015.07.20 01:50sell370.10124.1030.0000.000
3272015.07.20 01:50modify370.10124.103124.823123.363
3282015.07.21 03:51modify370.10124.103124.526124.326
3292015.07.21 08:45s/l370.10124.526124.526124.326-34.152267.40
3302015.08.24 01:50buy380.10121.5770.0000.000
3312015.08.24 01:50modify380.10121.577120.857122.317
3322015.08.24 02:44modify380.10121.577121.078122.317
3332015.08.24 02:44modify380.10121.577121.166122.317
3342015.08.24 02:44modify380.10121.577121.219122.317
3352015.08.24 04:37s/l380.10121.219121.219122.317-29.542237.86