Strategy Tester Report
0ll_e_Va-Bank_55
ICMarkets-Live05 (Build 920)

СимволAUDCHF (Australian Dollar vs Swiss Franc)
Период1 Час (H1) 2014.01.01 22:01 - 2016.04.22 20:59 (2014.01.07 - 2016.03.24)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="AUDCHF"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=850; TakeProfit=300; В_Х_О_Д="=============================================="; MinWeekBar=750; MaxWeekBar=2450; Время_открытия="------------------"; StartMinut=85; MaxSpread=60; EnterTime=1; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=200; GAP1_TOut=1; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=200; GAP2_TOut=7; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=230; BU_Delta=70; Трал_ВЫХОД="-------------------"; tral_OUT_START=150; tral_OUT_par1=700; tral_OUT_par2=50; TimeOUT="-------------------"; TimeOUT_Hour=34; Технические="-------------------"; Slippage=50; Magic=10008; Comm="VB";
Баров в истории14372Смоделировано тиков42248610Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред50
Чистая прибыль1022.14Общая прибыль1402.31Общий убыток-380.18
Прибыльность3.69Матожидание выигрыша17.93
Абсолютная просадка8.01Максимальная просадка94.71 (0.87%)Относительная просадка0.87% (94.71)
Всего сделок57Короткие позиции (% выигравших)29 (79.31%)Длинные позиции (% выигравших)28 (89.29%)
Прибыльные сделки (% от всех)48 (84.21%)Убыточные сделки (% от всех)9 (15.79%)
Самая большаяприбыльная сделка31.32убыточная сделка-87.25
Средняяприбыльная сделка29.21убыточная сделка-42.24
Максимальное количествонепрерывных выигрышей (прибыль)12 (369.52)непрерывных проигрышей (убыток)1 (-87.25)
Макс.непрерывная прибыль (число выигрышей)369.52 (12)непрерывный убыток (число проигрышей)-87.25 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.20 02:25buy10.100.799810.000000.00000
22014.01.20 02:25modify10.100.799810.791310.80281
32014.01.20 04:59modify10.100.799810.794380.80281
42014.01.20 05:03modify10.100.799810.794910.80281
52014.01.20 14:12modify10.100.799810.795470.80281
62014.01.20 14:25t/p10.100.802810.795470.8028130.7910030.79
72014.01.27 02:25buy20.100.777420.000000.00000
82014.01.27 02:25modify20.100.777420.768920.78042
92014.01.27 05:53modify20.100.777420.771960.78042
102014.01.27 06:49modify20.100.777420.772480.78042
112014.01.27 06:55modify20.100.777420.773000.78042
122014.01.27 06:56t/p20.100.780420.773000.7804230.7910061.58
132014.02.03 02:25sell30.100.793870.000000.00000
142014.02.03 02:25modify30.100.793870.802370.79087
152014.02.03 09:13modify30.100.793870.799320.79087
162014.02.03 09:15modify30.100.793870.798770.79087
172014.02.03 19:51modify30.100.793870.798260.79087
182014.02.03 20:04t/p30.100.790870.798260.7908730.7910092.37
192014.02.10 02:25sell40.100.803840.000000.00000
202014.02.10 02:25modify40.100.803840.812340.80084
212014.02.10 10:17modify40.100.803840.809320.80084
222014.02.10 10:19modify40.100.803840.808800.80084
232014.02.10 10:31modify40.100.803840.808270.80084
242014.02.10 11:10t/p40.100.800840.808270.8008430.7910123.16
252014.02.24 02:25buy50.100.796570.000000.00000
262014.02.24 02:25modify50.100.796570.788070.79957
272014.02.24 14:36modify50.100.796570.791080.79957
282014.02.24 14:40modify50.100.796570.791590.79957
292014.02.24 15:00modify50.100.796570.792100.79957
302014.02.24 15:06t/p50.100.799570.792100.7995730.8010153.96
312014.03.03 02:25buy60.100.783140.000000.00000
322014.03.03 02:25modify60.100.783140.774640.78614
332014.03.03 06:27modify60.100.783140.777710.78614
342014.03.03 08:30modify60.100.783140.778220.78614
352014.03.03 10:39modify60.100.783140.778730.78614
362014.03.03 10:40t/p60.100.786140.778730.7861430.7910184.75
372014.03.10 02:25sell70.100.795050.000000.00000
382014.03.10 02:25modify70.100.795050.803550.79205
392014.03.10 04:12modify70.100.795050.800540.79205
402014.03.10 04:18modify70.100.795050.800030.79205
412014.03.10 08:36modify70.100.795050.799510.79205
422014.03.10 08:47t/p70.100.792050.799510.7920530.7910215.54
432014.03.17 08:25buy80.100.791510.000000.00000
442014.03.17 08:25modify80.100.791510.783010.79451
452014.03.17 10:54modify80.100.791510.786020.79451
462014.03.17 11:43modify80.100.791510.786550.79451
472014.03.17 12:48modify80.100.791510.787060.79451
482014.03.17 13:02t/p80.100.794510.787060.7945130.8010246.34
492014.03.24 01:25sell90.100.802610.000000.00000
502014.03.24 01:25modify90.100.802610.811110.79961
512014.03.24 04:45modify90.100.802610.806760.79961
522014.03.24 04:45t/p90.100.799610.806760.7996130.7910277.13
532014.03.31 02:25sell100.100.820680.000000.00000
542014.03.31 02:25modify100.100.820680.829180.81768
552014.03.31 07:27modify100.100.820680.826170.81768
562014.03.31 08:44modify100.100.820680.825660.81768
572014.03.31 12:19modify100.100.820680.825120.81768
582014.03.31 12:20t/p100.100.817680.825120.8176830.8010307.93
592014.04.07 02:25sell110.100.828000.000000.00000
602014.04.07 02:25modify110.100.828000.836500.82500
612014.04.07 14:20modify110.100.828000.833500.82500
622014.04.07 14:42modify110.100.828000.832980.82500
632014.04.07 14:50modify110.100.828000.832460.82500
642014.04.07 15:00t/p110.100.825000.832460.8250030.7910338.72
652014.04.28 02:25buy120.100.817370.000000.00000
662014.04.28 02:25modify120.100.817370.808870.82037
672014.04.28 04:08modify120.100.817370.811890.82037
682014.04.28 05:57modify120.100.817370.812410.82037
692014.04.28 10:04modify120.100.817370.812920.82037
702014.04.28 10:05t/p120.100.820370.812920.8203730.8010369.52
712014.05.12 02:25sell130.100.829950.000000.00000
722014.05.12 02:25modify130.100.829950.838450.82695
732014.05.13 11:20modify130.100.829950.835440.82695
742014.05.13 13:25modify130.100.829950.830450.82845
752014.05.13 14:07s/l130.100.830450.830450.82845-5.9310363.59
762014.05.26 02:25buy140.100.827460.000000.00000
772014.05.26 02:25modify140.100.827460.818960.83046
782014.05.27 09:50modify140.100.827460.821960.83046
792014.05.27 10:00modify140.100.827460.822470.83046
802014.05.27 10:00modify140.100.827460.823100.83046
812014.05.27 13:25modify140.100.827460.828460.83046
822014.05.27 14:08s/l140.100.828460.828460.8304610.7810374.37
832014.06.16 02:25sell150.100.846300.000000.00000
842014.06.16 02:25modify150.100.846300.854800.84330
852014.06.16 13:59modify150.100.846300.851800.84330
862014.06.16 14:34modify150.100.846300.851300.84330
872014.06.16 16:44modify150.100.846300.850750.84330
882014.06.16 16:45t/p150.100.843300.850750.8433030.7910405.16
892014.08.25 09:25sell160.100.852960.000000.00000
902014.08.25 09:25modify160.100.852960.861460.84996
912014.08.25 17:15modify160.100.852960.858450.84996
922014.08.25 17:40modify160.100.852960.857900.84996
932014.08.25 18:39modify160.100.852960.857400.84996
942014.08.26 04:04t/p160.100.849960.857400.8499629.9910435.15
952014.09.08 02:25sell170.100.871950.000000.00000
962014.09.08 02:25modify170.100.871950.880450.86895
972014.09.08 15:42modify170.100.871950.877450.86895
982014.09.08 16:27modify170.100.871950.876950.86895
992014.09.08 16:45modify170.100.871950.876420.86895
1002014.09.08 17:54t/p170.100.868950.876420.8689530.7910465.94
1012014.10.06 02:25sell180.100.838610.000000.00000
1022014.10.06 02:25modify180.100.838610.847110.83561
1032014.10.07 13:25modify180.100.838610.844440.84244
1042014.10.07 13:36t/p180.100.842440.844440.84244-40.1110425.82
1052014.10.13 02:25buy190.100.828840.000000.00000
1062014.10.13 02:25modify190.100.828840.820340.83184
1072014.10.13 04:41modify190.100.828840.823350.83184
1082014.10.13 04:45modify190.100.828840.823860.83184
1092014.10.13 05:11modify190.100.828840.824470.83184
1102014.10.13 05:57t/p190.100.831840.824470.8318430.8010456.62
1112014.10.27 01:25sell200.100.837660.000000.00000
1122014.10.27 01:25modify200.100.837660.846160.83466
1132014.10.27 11:01modify200.100.837660.843160.83466
1142014.10.27 17:08modify200.100.837660.842600.83466
1152014.10.27 17:22modify200.100.837660.842090.83466
1162014.10.28 12:25modify200.100.837660.840680.83868
1172014.10.28 15:51t/p200.100.838680.840680.83868-11.2710445.35
1182014.11.10 02:25buy210.100.834630.000000.00000
1192014.11.10 02:25modify210.100.834630.826130.83763
1202014.11.10 04:52modify210.100.834630.829150.83763
1212014.11.10 08:55modify210.100.834630.829690.83763
1222014.11.11 13:25modify210.100.834630.833350.83535
1232014.11.11 14:20t/p210.100.835350.833350.835357.9110453.26
1242014.11.17 09:25sell220.100.841450.000000.00000
1252014.11.17 09:25modify220.100.841450.849950.83845
1262014.11.17 12:51modify220.100.841450.846950.83845
1272014.11.17 13:13modify220.100.841450.846450.83845
1282014.11.17 16:47modify220.100.841450.845930.83845
1292014.11.17 17:03t/p220.100.838450.845930.8384530.7910484.05
1302014.12.15 02:25buy230.100.794130.000000.00000
1312014.12.15 02:25modify230.100.794130.785630.79713
1322014.12.15 07:43modify230.100.794130.788650.79713
1332014.12.15 08:55modify230.100.794130.789150.79713
1342014.12.15 11:37modify230.100.794130.789660.79713
1352014.12.15 11:51t/p230.100.797130.789660.7971330.7910514.84
1362014.12.22 02:25sell240.100.801910.000000.00000
1372014.12.22 02:25modify240.100.801910.810410.79891
1382014.12.22 04:12modify240.100.801910.807390.79891
1392014.12.22 11:38modify240.100.801910.806870.79891
1402014.12.22 12:07modify240.100.801910.806360.79891
1412014.12.22 12:20t/p240.100.798910.806360.7989130.7910545.63
1422015.01.05 02:25sell250.100.811940.000000.00000
1432015.01.05 02:25modify250.100.811940.820440.80894
1442015.01.05 06:31modify250.100.811940.817440.80894
1452015.01.05 08:34modify250.100.811940.816910.80894
1462015.01.05 09:56modify250.100.811940.816400.80894
1472015.01.05 11:03t/p250.100.808940.816400.8089430.7910576.42
1482015.01.12 02:25sell260.100.832600.000000.00000
1492015.01.12 02:25modify260.100.832600.841100.82960
1502015.01.12 12:42modify260.100.832600.838100.82960
1512015.01.12 12:43modify260.100.832600.837600.82960
1522015.01.12 13:04modify260.100.832600.837070.82960
1532015.01.12 15:55t/p260.100.829600.837070.8296030.7910607.21
1542015.01.26 02:25buy270.100.693380.000000.00000
1552015.01.26 02:25modify270.100.693380.684880.69638
1562015.01.26 03:02modify270.100.693380.687900.69638
1572015.01.26 05:34modify270.100.693380.688450.69638
1582015.01.26 11:00modify270.100.693380.689000.69638
1592015.01.26 11:00t/p270.100.696380.689000.6963830.7910638.00
1602015.02.23 09:25sell280.100.739150.000000.00000
1612015.02.23 09:25modify280.100.739150.747650.73615
1622015.02.23 11:42modify280.100.739150.744630.73615
1632015.02.23 11:44modify280.100.739150.744120.73615
1642015.02.24 11:58modify280.100.739150.743600.73615
1652015.02.24 11:59t/p280.100.736150.743600.7361529.9910667.99
1662015.03.09 01:25sell290.100.760390.000000.00000
1672015.03.09 01:25modify290.100.760390.768890.75739
1682015.03.09 05:17modify290.100.760390.765870.75739
1692015.03.10 01:51modify290.100.760390.765350.75739
1702015.03.10 02:32modify290.100.760390.764850.75739
1712015.03.10 03:39t/p290.100.757390.764850.7573929.9910697.97
1722015.03.23 01:25buy300.100.761380.000000.00000
1732015.03.23 01:25modify300.100.761380.752880.76438
1742015.03.23 06:24modify300.100.761380.755880.76438
1752015.03.23 06:29modify300.100.761380.756420.76438
1762015.03.23 06:54modify300.100.761380.756930.76438
1772015.03.23 07:01t/p300.100.764380.756930.7643830.7910728.76
1782015.03.30 02:25buy310.100.744540.000000.00000
1792015.03.30 02:25modify310.100.744540.736040.74754
1802015.03.31 13:25modify310.100.744540.739750.74175
1812015.03.31 13:58t/p310.100.741750.739750.74175-28.1110700.66
1822015.04.06 03:25buy320.100.727030.000000.00000
1832015.04.06 03:25modify320.100.727030.718530.73003
1842015.04.06 18:39modify320.100.727030.721550.73003
1852015.04.06 18:43modify320.100.727030.722100.73003
1862015.04.06 20:20modify320.100.727030.722600.73003
1872015.04.07 08:29t/p320.100.730030.722600.7300331.3210731.98
1882015.04.20 03:25buy330.100.743400.000000.00000
1892015.04.20 03:25modify330.100.743400.734900.74640
1902015.04.20 09:11modify330.100.743400.737900.74640
1912015.04.20 10:03modify330.100.743400.738450.74640
1922015.04.20 14:39modify330.100.743400.738960.74640
1932015.04.20 14:50t/p330.100.746400.738960.7464030.8010762.78
1942015.05.04 02:25buy340.100.731340.000000.00000
1952015.05.04 02:25modify340.100.731340.722840.73434
1962015.05.04 10:48modify340.100.731340.725890.73434
1972015.05.04 11:07modify340.100.731340.726410.73434
1982015.05.04 11:09modify340.100.731340.726920.73434
1992015.05.04 11:29t/p340.100.734340.726920.7343430.8010793.58
2002015.06.01 09:25buy350.100.721510.000000.00000
2012015.06.01 09:25modify350.100.721510.713010.72451
2022015.06.01 10:25modify350.100.721510.716030.72451
2032015.06.01 10:29modify350.100.721510.716560.72451
2042015.06.01 10:47modify350.100.721510.717070.72451
2052015.06.01 10:50t/p350.100.724510.717070.7245130.7910824.37
2062015.06.22 02:25buy360.100.712910.000000.00000
2072015.06.22 02:25modify360.100.712910.704410.71591
2082015.06.22 09:45modify360.100.712910.707460.71591
2092015.06.22 09:58modify360.100.712910.707980.71591
2102015.06.22 11:44modify360.100.712910.708500.71591
2112015.06.22 11:50t/p360.100.715910.708500.7159130.7910855.16
2122015.07.06 02:25buy370.100.707700.000000.00000
2132015.07.06 02:25modify370.100.707700.699200.71070
2142015.07.06 10:45modify370.100.707700.702200.71070
2152015.07.06 13:58modify370.100.707700.702710.71070
2162015.07.06 14:07modify370.100.707700.703220.71070
2172015.07.06 17:04t/p370.100.710700.703220.7107030.7910885.95
2182015.07.20 02:25sell380.100.708780.000000.00000
2192015.07.20 02:25modify380.100.708780.717280.70578
2202015.07.20 06:58modify380.100.708780.714250.70578
2212015.07.20 06:58modify380.100.708780.713690.70578
2222015.07.20 07:16modify380.100.708780.713170.70578
2232015.07.21 13:25modify380.100.708780.710690.70869
2242015.07.21 14:56t/p380.100.708690.710690.708690.1310886.08
2252015.07.27 02:25buy390.100.700760.000000.00000
2262015.07.27 02:25modify390.100.700760.692260.70376
2272015.07.28 06:39modify390.100.700760.695290.70376
2282015.07.28 08:40modify390.100.700760.695820.70376
2292015.07.28 08:46modify390.100.700760.696340.70376
2302015.07.28 08:46t/p390.100.703760.696340.7037631.3210917.40
2312015.08.10 02:25sell400.100.728250.000000.00000
2322015.08.10 02:25modify400.100.728250.736750.72525
2332015.08.10 10:55modify400.100.728250.733750.72525
2342015.08.10 10:56modify400.100.728250.733200.72525
2352015.08.10 11:01modify400.100.728250.732700.72525
2362015.08.10 11:05t/p400.100.725250.732700.7252530.7910948.19
2372015.08.17 02:25buy410.100.720760.000000.00000
2382015.08.17 02:25modify410.100.720760.712260.72376
2392015.08.17 19:29modify410.100.720760.715280.72376
2402015.08.18 13:25modify410.100.720760.715280.71767
2412015.08.18 13:55t/p410.100.717670.715280.71767-31.1910917.00
2422015.09.07 03:25buy420.100.673250.000000.00000
2432015.09.07 03:25modify420.100.673250.664750.67625
2442015.09.07 04:04modify420.100.673250.667770.67625
2452015.09.07 04:05modify420.100.673250.668310.67625
2462015.09.07 05:36modify420.100.673250.668810.67625
2472015.09.07 15:06t/p420.100.676250.668810.6762530.7910947.79
2482015.09.14 02:25sell430.100.685950.000000.00000
2492015.09.14 02:25modify430.100.685950.694450.68295
2502015.09.14 10:14modify430.100.685950.691450.68295
2512015.09.14 10:23modify430.100.685950.690930.68295
2522015.09.14 12:22s/l430.100.690930.690930.68295-51.1110896.68
2532015.09.21 02:25sell440.100.697030.000000.00000
2542015.09.21 02:25modify440.100.697030.705530.69403
2552015.09.21 05:35modify440.100.697030.702500.69403
2562015.09.21 05:43modify440.100.697030.701930.69403
2572015.09.21 05:48modify440.100.697030.701400.69403
2582015.09.21 06:21t/p440.100.694030.701400.6940330.7910927.47
2592015.09.28 02:25buy450.100.687270.000000.00000
2602015.09.28 02:25modify450.100.687270.678770.69027
2612015.09.28 07:00modify450.100.687270.681780.69027
2622015.09.28 11:11modify450.100.687270.682290.69027
2632015.09.28 11:35modify450.100.687270.682790.69027
2642015.09.28 11:35t/p450.100.690270.682790.6902730.8010958.27
2652015.10.12 02:25sell460.100.703300.000000.00000
2662015.10.12 02:25modify460.100.703300.711800.70030
2672015.10.13 11:39modify460.100.703300.708800.70030
2682015.10.13 11:45modify460.100.703300.708300.70030
2692015.10.13 12:15modify460.100.703300.707790.70030
2702015.10.13 12:27t/p460.100.700300.707790.7003029.9910988.26
2712015.10.19 09:25buy470.100.693750.000000.00000
2722015.10.19 09:25modify470.100.693750.685250.69675
2732015.10.19 11:00modify470.100.693750.688250.69675
2742015.10.19 11:05modify470.100.693750.688760.69675
2752015.10.19 11:15modify470.100.693750.689270.69675
2762015.10.19 13:37t/p470.100.696750.689270.6967530.7911019.05
2772015.10.26 01:25sell480.100.706010.000000.00000
2782015.10.26 01:25modify480.100.706010.714510.70301
2792015.10.27 12:25modify480.100.706010.714510.71265
2802015.10.27 13:10t/p480.100.712650.714510.71265-68.9510950.10
2812015.11.16 02:25sell490.100.716700.000000.00000
2822015.11.16 02:25modify490.100.716700.725200.71370
2832015.11.16 13:30modify490.100.716700.722200.71370
2842015.11.16 14:46modify490.100.716700.721700.71370
2852015.11.16 16:25modify490.100.716700.721190.71370
2862015.11.16 19:05t/p490.100.713700.721190.7137030.7910980.89
2872015.11.23 02:25sell500.100.736870.000000.00000
2882015.11.23 02:25modify500.100.736870.745370.73387
2892015.11.23 04:12modify500.100.736870.742340.73387
2902015.11.23 04:31modify500.100.736870.741790.73387
2912015.11.23 04:37modify500.100.736870.741250.73387
2922015.11.23 04:49t/p500.100.733870.741250.7338730.7911011.68
2932015.12.07 02:25buy510.100.731570.000000.00000
2942015.12.07 02:25modify510.100.731570.723070.73457
2952015.12.07 10:55modify510.100.731570.726090.73457
2962015.12.07 22:59s/l510.100.726090.726090.73457-56.2510955.43
2972015.12.14 03:25buy520.100.705510.000000.00000
2982015.12.14 03:25modify520.100.705510.697010.70851
2992015.12.14 05:41modify520.100.705510.700010.70851
3002015.12.14 05:49modify520.100.705510.700520.70851
3012015.12.14 06:13modify520.100.705510.701050.70851
3022015.12.14 06:16t/p520.100.708510.701050.7085130.7910986.22
3032016.01.04 02:25sell530.100.728780.000000.00000
3042016.01.04 02:25modify530.100.728780.737280.72578
3052016.01.04 04:09modify530.100.728780.734250.72578
3062016.01.04 04:11modify530.100.728780.733750.72578
3072016.01.04 04:11modify530.100.728780.733240.72578
3082016.01.04 04:11t/p530.100.725780.733240.7257830.7911017.01
3092016.01.18 09:25buy540.100.692560.000000.00000
3102016.01.18 09:25modify540.100.692560.684060.69556
3112016.01.18 10:01modify540.100.692560.687090.69556
3122016.01.18 10:12modify540.100.692560.687600.69556
3132016.01.18 11:28modify540.100.692560.688100.69556
3142016.01.18 11:29t/p540.100.695560.688100.6955630.8011047.81
3152016.02.01 02:25sell550.100.724450.000000.00000
3162016.02.01 02:25modify550.100.724450.732950.72145
3172016.02.01 03:09modify550.100.724450.729950.72145
3182016.02.01 03:26modify550.100.724450.729450.72145
3192016.02.01 03:30modify550.100.724450.728900.72145
3202016.02.01 03:54t/p550.100.721450.728900.7214530.7911078.60
3212016.02.08 02:25buy560.100.703920.000000.00000
3222016.02.08 02:25modify560.100.703920.695420.70692
3232016.02.08 08:46modify560.100.703920.698440.70692
3242016.02.08 10:30modify560.100.703920.698950.70692
3252016.02.08 10:37modify560.100.703920.699450.70692
3262016.02.08 10:54t/p560.100.706920.699450.7069230.7911109.39
3272016.02.22 02:25sell570.100.707330.000000.00000
3282016.02.22 02:25modify570.100.707330.715830.70433
3292016.02.22 13:12s/l570.100.715830.715830.70433-87.2511022.14