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

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Час (H1) 2014.01.01 22:00 - 2016.04.19 23:59 (2014.01.07 - 2016.03.24)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="USDJPY 5.5 nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=800; TakeProfit=550; В_Х_О_Д="=============================================="; MinWeekBar=400; MaxWeekBar=3800; Время_открытия="--------------------"; StartMinut=72; MaxSpread=50; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=100; GAP1_TOut=8; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=300; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=500; BU_Delta=60; Трал_ВЫХОД="-------------------"; tral_OUT_START=500; tral_OUT_par1=230; tral_OUT_par2=30; TimeOUT="-------------------"; TimeOUT_Hour=51; Технические="-------------------"; Slippage=50; Magic=10006; Comm="VB";
Баров в истории14304Смоделировано тиков43792447Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред50
Чистая прибыль1237.73Общая прибыль2064.60Общий убыток-826.87
Прибыльность2.50Матожидание выигрыша16.50
Абсолютная просадка83.10Максимальная просадка214.05 (2.00%)Относительная просадка2.00% (214.05)
Всего сделок75Короткие позиции (% выигравших)41 (70.73%)Длинные позиции (% выигравших)34 (85.29%)
Прибыльные сделки (% от всех)58 (77.33%)Убыточные сделки (% от всех)17 (22.67%)
Самая большаяприбыльная сделка54.50убыточная сделка-77.49
Средняяприбыльная сделка35.60убыточная сделка-48.64
Максимальное количествонепрерывных выигрышей (прибыль)9 (352.63)непрерывных проигрышей (убыток)3 (-138.87)
Макс.непрерывная прибыль (число выигрышей)352.63 (9)непрерывный убыток (число проигрышей)-138.87 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.13 02:12buy10.10104.1380.0000.000
22014.01.13 02:12modify10.10104.138103.338104.688
32014.01.13 05:07s/l10.10103.338103.338104.688-77.419922.59
42014.01.27 02:12buy20.10102.0310.0000.000
52014.01.27 02:12modify20.10102.031101.231102.581
62014.01.27 07:23modify20.10102.031102.303102.581
72014.01.27 10:03t/p20.10102.581102.303102.58153.629976.21
82014.02.10 02:12sell30.10102.5820.0000.000
92014.02.10 02:12modify30.10102.582103.382102.032
102014.02.10 18:46modify30.10102.582102.309102.032
112014.02.11 00:57s/l30.10102.309102.309102.03226.3310002.54
122014.02.17 02:12buy40.10101.8120.0000.000
132014.02.17 02:12modify40.10101.812101.012102.362
142014.02.18 06:39modify40.10101.812102.090102.362
152014.02.18 06:39t/p40.10102.362102.090102.36254.0710056.60
162014.02.24 02:12sell50.10102.5630.0000.000
172014.02.24 02:12modify50.10102.563103.363102.013
182014.02.25 18:00modify50.10102.563102.291102.013
192014.02.25 19:31s/l50.10102.291102.291102.01326.2410082.84
202014.03.03 02:12buy60.10101.4520.0000.000
212014.03.03 02:12modify60.10101.452100.652102.002
222014.03.04 17:32modify60.10101.452101.723102.002
232014.03.04 17:50t/p60.10102.002101.723102.00254.2610137.10
242014.03.10 09:12sell70.10103.1320.0000.000
252014.03.10 09:12modify70.10103.132103.932102.582
262014.03.12 13:12modify70.10103.132102.901102.701
272014.03.12 15:40t/p70.10102.701102.901102.70141.2710178.36
282014.03.17 01:12buy80.10101.4130.0000.000
292014.03.17 01:12modify80.10101.413100.613101.963
302014.03.18 02:59modify80.10101.413101.684101.963
312014.03.18 09:44s/l80.10101.684101.684101.96326.9910205.35
322014.03.24 09:12sell90.10102.4130.0000.000
332014.03.24 09:12modify90.10102.413103.213101.863
342014.03.26 13:12modify90.10102.413102.428102.228
352014.03.26 14:59s/l90.10102.428102.428102.228-2.1610203.19
362014.03.31 02:12sell100.10102.9010.0000.000
372014.03.31 02:12modify100.10102.901103.701102.351
382014.04.01 21:45s/l100.10103.701103.701102.351-77.4910125.70
392014.04.14 02:12buy110.10101.6060.0000.000
402014.04.14 02:12modify110.10101.606100.806102.156
412014.04.16 04:53modify110.10101.606101.880102.156
422014.04.16 06:00t/p110.10102.156101.880102.15654.5010180.20
432014.04.21 02:12sell120.10102.4400.0000.000
442014.04.21 02:12modify120.10102.440103.240101.890
452014.04.23 06:12modify120.10102.440102.722102.522
462014.04.23 12:39t/p120.10102.522102.722102.522-8.7010171.49
472014.06.09 02:12sell130.10102.6100.0000.000
482014.06.09 02:12modify130.10102.610103.410102.060
492014.06.11 06:12modify130.10102.610102.491102.291
502014.06.11 07:25t/p130.10102.291102.491102.29130.4910201.98
512014.06.16 02:12buy140.10102.0600.0000.000
522014.06.16 02:12modify140.10102.060101.260102.610
532014.06.18 06:12modify140.10102.060102.051102.251
542014.06.18 08:27t/p140.10102.251102.051102.25119.3510221.33
552014.06.30 02:12buy150.10101.4980.0000.000
562014.06.30 02:12modify150.10101.498100.698102.048
572014.07.02 06:12modify150.10101.498101.544101.744
582014.07.02 10:34s/l150.10101.544101.544101.7445.2010226.53
592014.07.07 02:12sell160.10102.0840.0000.000
602014.07.07 02:12modify160.10102.084102.884101.534
612014.07.08 17:41modify160.10102.084101.813101.534
622014.07.09 02:38t/p160.10101.534101.813101.53453.4810280.01
632014.07.14 02:12buy170.10101.4050.0000.000
642014.07.14 02:12modify170.10101.405100.605101.955
652014.07.16 06:12modify170.10101.405101.637101.837
662014.07.16 10:55s/l170.10101.637101.637101.83723.5010303.51
672014.07.28 02:12sell180.10101.7990.0000.000
682014.07.28 02:12modify180.10101.799102.599101.249
692014.07.30 06:12modify180.10101.799102.250102.050
702014.07.30 12:48s/l180.10102.250102.250102.050-44.8110258.70
712014.08.04 02:12sell190.10102.5570.0000.000
722014.08.04 02:12modify190.10102.557103.357102.007
732014.08.06 06:12modify190.10102.557102.744102.544
742014.08.06 11:40t/p190.10102.544102.744102.5440.5710259.26
752014.08.25 03:12sell200.10104.1920.0000.000
762014.08.25 03:12modify200.10104.192104.992103.642
772014.08.27 07:12modify200.10104.192104.185103.985
782014.08.27 07:27t/p200.10103.985104.185103.98519.2110278.47
792014.09.08 10:12sell210.10105.1140.0000.000
802014.09.08 10:12modify210.10105.114105.914104.564
812014.09.08 20:55s/l210.10105.914105.914104.564-75.5310202.94
822014.09.15 10:12sell220.10107.2260.0000.000
832014.09.15 10:12modify220.10107.226108.026106.676
842014.09.17 14:12modify220.10107.226107.481107.281
852014.09.17 16:30t/p220.10107.281107.481107.281-5.8210197.12
862014.09.22 02:12sell230.10108.9800.0000.000
872014.09.22 02:12modify230.10108.980109.780108.430
882014.09.23 11:50modify230.10108.980108.706108.430
892014.09.23 12:07t/p230.10108.430108.706108.43050.3810247.50
902014.10.06 02:12sell240.10109.8390.0000.000
912014.10.06 02:12modify240.10109.839110.639109.289
922014.10.06 15:54modify240.10109.839109.567109.289
932014.10.06 15:58t/p240.10109.289109.567109.28950.3310297.83
942014.10.13 02:12buy250.10107.4570.0000.000
952014.10.13 02:12modify250.10107.457106.657108.007
962014.10.15 06:12modify250.10107.457107.063107.263
972014.10.15 06:25s/l250.10107.063107.063107.263-36.1310261.70
982014.10.27 01:12sell260.10108.2130.0000.000
992014.10.27 01:12modify260.10108.213109.013107.663
1002014.10.27 17:08modify260.10108.213107.940107.663
1012014.10.27 19:32t/p260.10107.663107.940107.66351.0910312.79
1022014.11.10 02:12sell270.10114.4710.0000.000
1032014.11.10 02:12modify270.10114.471115.271113.921
1042014.11.10 10:47modify270.10114.471114.198113.921
1052014.11.10 10:48t/p270.10113.921114.198113.92148.2810361.07
1062014.11.17 02:12sell280.10116.5720.0000.000
1072014.11.17 02:12modify280.10116.572117.372116.022
1082014.11.17 04:11modify280.10116.572116.301116.022
1092014.11.17 04:23s/l280.10116.301116.301116.02223.3110384.38
1102014.11.24 02:12sell290.10117.8850.0000.000
1112014.11.24 02:12modify290.10117.885118.685117.335
1122014.11.26 06:12modify290.10117.885117.941117.741
1132014.11.26 09:18t/p290.10117.741117.941117.74111.5410395.91
1142014.12.01 02:12sell300.10118.7900.0000.000
1152014.12.01 02:12modify300.10118.790119.590118.240
1162014.12.01 11:48modify300.10118.790118.516118.240
1172014.12.01 11:59s/l300.10118.516118.516118.24023.1210419.03
1182014.12.08 02:12sell310.10121.7520.0000.000
1192014.12.08 02:12modify310.10121.752122.552121.202
1202014.12.08 11:02modify310.10121.752121.480121.202
1212014.12.08 12:04t/p310.10121.202121.480121.20245.3810464.41
1222014.12.15 02:12buy320.10118.3190.0000.000
1232014.12.15 02:12modify320.10118.319117.519118.869
1242014.12.15 04:22modify320.10118.319118.591118.869
1252014.12.15 04:22t/p320.10118.869118.591118.86946.2710510.68
1262014.12.22 02:12sell330.10119.5460.0000.000
1272014.12.22 02:12modify330.10119.546120.346118.996
1282014.12.23 16:30s/l330.10120.346120.346118.996-66.8210443.86
1292014.12.29 02:12sell340.10120.3860.0000.000
1302014.12.29 02:12modify340.10120.386121.186119.836
1312014.12.30 10:43modify340.10120.386120.104119.836
1322014.12.30 10:43t/p340.10119.836120.104119.83645.5510489.41
1332015.01.12 02:12buy350.10118.3380.0000.000
1342015.01.12 02:12modify350.10118.338117.538118.888
1352015.01.12 12:01modify350.10118.338118.610118.888
1362015.01.12 12:01t/p350.10118.888118.610118.88846.2610535.67
1372015.01.19 02:12buy360.10117.5060.0000.000
1382015.01.19 02:12modify360.10117.506116.706118.056
1392015.01.20 04:13modify360.10117.506117.778118.056
1402015.01.20 04:14t/p360.10118.056117.778118.05646.9310582.60
1412015.02.02 03:12buy370.10117.3280.0000.000
1422015.02.02 03:12modify370.10117.328116.528117.878
1432015.02.02 06:01modify370.10117.328117.601117.878
1442015.02.02 06:01t/p370.10117.878117.601117.87846.6610629.26
1452015.02.09 02:12sell380.10119.0410.0000.000
1462015.02.09 02:12modify380.10119.041119.841118.491
1472015.02.09 12:59modify380.10119.041118.769118.491
1482015.02.09 17:31s/l380.10118.769118.769118.49122.9010652.16
1492015.02.16 02:12buy390.10118.7170.0000.000
1502015.02.16 02:12modify390.10118.717117.917119.267
1512015.02.17 21:06modify390.10118.717118.994119.267
1522015.02.17 21:12t/p390.10119.267118.994119.26746.4610698.61
1532015.02.23 02:12sell400.10119.0570.0000.000
1542015.02.23 02:12modify400.10119.057119.857118.507
1552015.02.24 18:02s/l400.10119.857119.857118.507-67.1010631.51
1562015.03.02 02:12sell410.10119.7080.0000.000
1572015.03.02 02:12modify410.10119.708120.508119.158
1582015.03.04 06:13modify410.10119.708119.767119.567
1592015.03.04 07:17s/l410.10119.767119.767119.567-5.6310625.88
1602015.03.09 01:12sell420.10120.8210.0000.000
1612015.03.09 01:12modify420.10120.821121.621120.271
1622015.03.10 02:33s/l420.10121.621121.621120.271-66.1310559.74
1632015.03.16 01:12sell430.10121.3960.0000.000
1642015.03.16 01:12modify430.10121.396122.196120.846
1652015.03.18 05:12modify430.10121.396121.473121.273
1662015.03.18 12:33t/p430.10121.273121.473121.2739.4410569.18
1672015.03.23 01:12buy440.10119.9680.0000.000
1682015.03.23 01:12modify440.10119.968119.168120.518
1692015.03.25 05:12modify440.10119.968119.589119.789
1702015.03.25 06:35s/l440.10119.589119.589119.789-31.0210538.16
1712015.03.30 02:12buy450.10119.2640.0000.000
1722015.03.30 02:12modify450.10119.264118.464119.814
1732015.03.30 12:24modify450.10119.264119.535119.814
1742015.03.30 15:13t/p450.10119.814119.535119.81445.9110584.07
1752015.04.13 02:12sell460.10120.2860.0000.000
1762015.04.13 02:12modify460.10120.286121.086119.736
1772015.04.13 16:42modify460.10120.286120.011119.736
1782015.04.13 16:43s/l460.10120.011120.011119.73622.9110606.98
1792015.04.20 10:12buy470.10118.6720.0000.000
1802015.04.20 10:12modify470.10118.672117.872119.222
1812015.04.20 18:01modify470.10118.672118.945119.222
1822015.04.20 18:10t/p470.10119.222118.945119.22246.1310653.11
1832015.05.04 02:12sell480.10120.2160.0000.000
1842015.05.04 02:12modify480.10120.216121.016119.666
1852015.05.06 06:12modify480.10120.216120.094119.894
1862015.05.06 09:41t/p480.10119.894120.094119.89426.1610679.27
1872015.05.11 02:12buy490.10119.8110.0000.000
1882015.05.11 02:12modify490.10119.811119.011120.361
1892015.05.13 06:12modify490.10119.811119.690119.890
1902015.05.13 07:51t/p490.10119.890119.690119.8907.2610686.53
1912015.05.25 02:12sell500.10121.5940.0000.000
1922015.05.25 02:12modify500.10121.594122.394121.044
1932015.05.26 10:16s/l500.10122.394122.394121.044-65.7010620.83
1942015.06.01 02:12sell510.10124.1490.0000.000
1952015.06.01 02:12modify510.10124.149124.949123.599
1962015.06.01 20:56s/l510.10124.949124.949123.599-64.0310556.80
1972015.06.08 02:12sell520.10125.6580.0000.000
1982015.06.08 02:12modify520.10125.658126.458125.108
1992015.06.08 10:56modify520.10125.658125.373125.108
2002015.06.08 10:56t/p520.10125.108125.373125.10843.9610600.76
2012015.06.15 02:12buy530.10123.3900.0000.000
2022015.06.15 02:12modify530.10123.390122.590123.940
2032015.06.17 06:12modify530.10123.390123.293123.493
2042015.06.17 09:03t/p530.10123.493123.293123.4939.0110609.77
2052015.07.06 03:12buy540.10122.3480.0000.000
2062015.07.06 03:12modify540.10122.348121.548122.898
2072015.07.06 15:11modify540.10122.348122.619122.898
2082015.07.06 15:12t/p540.10122.898122.619122.89844.7510654.52
2092015.07.20 02:12sell550.10124.0790.0000.000
2102015.07.20 02:12modify550.10124.079124.879123.529
2112015.07.22 06:12modify550.10124.079123.826123.626
2122015.07.22 08:30s/l550.10123.826123.826123.62619.7310674.25
2132015.08.24 02:12buy560.10122.0120.0000.000
2142015.08.24 02:12modify560.10122.012121.212122.562
2152015.08.24 03:14s/l560.10121.212121.212122.562-66.0010608.25
2162015.09.07 02:12buy570.10119.0400.0000.000
2172015.09.07 02:12modify570.10119.040118.240119.590
2182015.09.07 05:40modify570.10119.040119.311119.590
2192015.09.07 06:09s/l570.10119.311119.311119.59022.7110630.96
2202015.09.14 02:12sell580.10120.5620.0000.000
2212015.09.14 02:12modify580.10120.562121.362120.012
2222015.09.14 17:57modify580.10120.562120.291120.012
2232015.09.14 19:28t/p580.10120.012120.291120.01245.8310676.79
2242015.10.05 02:12buy590.10119.9740.0000.000
2252015.10.05 02:12modify590.10119.974119.174120.524
2262015.10.05 20:21modify590.10119.974120.245120.524
2272015.10.05 21:06t/p590.10120.524120.245120.52445.6310722.42
2282015.10.19 02:12buy600.10119.4680.0000.000
2292015.10.19 02:12modify600.10119.468118.668120.018
2302015.10.21 06:12modify600.10119.468119.835120.018
2312015.10.21 09:33t/p600.10120.018119.835120.01846.5010768.92
2322015.10.26 01:12sell610.10121.4210.0000.000
2332015.10.26 01:12modify610.10121.421122.221120.871
2342015.10.26 10:53modify610.10121.421121.151120.871
2352015.10.26 11:21t/p610.10120.871121.151120.87145.5010814.42
2362015.11.02 02:12buy620.10120.6050.0000.000
2372015.11.02 02:12modify620.10120.605119.805121.155
2382015.11.03 17:11modify620.10120.605120.877121.155
2392015.11.03 17:45t/p620.10121.155120.877121.15545.7410860.15
2402015.11.09 02:12sell630.10123.3260.0000.000
2412015.11.09 02:12modify630.10123.326124.126122.776
2422015.11.11 05:26modify630.10123.326123.055122.776
2432015.11.11 06:12modify630.10123.326123.055122.891
2442015.11.11 06:53t/p630.10122.891123.055122.89134.7010894.85
2452015.11.16 03:12buy640.10122.4960.0000.000
2462015.11.16 03:12modify640.10122.496121.696123.046
2472015.11.16 13:22modify640.10122.496122.768123.046
2482015.11.16 14:12t/p640.10123.046122.768123.04644.7010939.55
2492015.11.23 02:12sell650.10122.8640.0000.000
2502015.11.23 02:12modify650.10122.864123.664122.314
2512015.11.24 22:29modify650.10122.864122.594122.314
2522015.11.25 00:32s/l650.10122.594122.594122.31421.3310960.88
2532015.12.14 10:12buy660.10121.3360.0000.000
2542015.12.14 10:12modify660.10121.336120.536121.886
2552015.12.14 19:12s/l660.10120.536120.536121.886-66.3710894.51
2562015.12.28 02:12buy670.10120.2510.0000.000
2572015.12.28 02:12modify670.10120.251119.451120.801
2582015.12.30 06:12modify670.10120.251120.373120.573
2592015.12.30 08:42s/l670.10120.373120.373120.57310.8110905.32
2602016.01.11 02:12buy680.10116.9860.0000.000
2612016.01.11 02:12modify680.10116.986116.186117.536
2622016.01.11 11:04modify680.10116.986117.257117.536
2632016.01.11 11:06t/p680.10117.536117.257117.53646.7910952.11
2642016.01.18 02:12buy690.10116.9940.0000.000
2652016.01.18 02:12modify690.10116.994116.194117.544
2662016.01.19 03:18modify690.10116.994117.267117.544
2672016.01.19 03:35t/p690.10117.544117.267117.54447.1310999.23
2682016.01.25 10:12sell700.10118.7310.0000.000
2692016.01.25 10:12modify700.10118.731119.531118.181
2702016.01.25 12:03modify700.10118.731118.457118.181
2712016.01.25 12:35s/l700.10118.457118.457118.18123.1311022.36
2722016.02.01 02:12sell710.10121.4390.0000.000
2732016.02.01 02:12modify710.10121.439122.239120.889
2742016.02.01 17:48modify710.10121.439121.168120.889
2752016.02.01 17:56t/p710.10120.889121.168120.88945.4911067.85
2762016.02.15 10:12buy720.10113.9320.0000.000
2772016.02.15 10:12modify720.10113.932113.132114.482
2782016.02.15 18:16modify720.10113.932114.203114.482
2792016.02.15 18:45t/p720.10114.482114.203114.48248.0411115.89
2802016.02.22 02:12buy730.10112.5470.0000.000
2812016.02.22 02:12modify730.10112.547111.747113.097
2822016.02.22 04:15modify730.10112.547112.819113.097
2832016.02.22 05:03s/l730.10112.819112.819113.09724.1111140.00
2842016.02.29 02:12sell740.10113.6960.0000.000
2852016.02.29 02:12modify740.10113.696114.496113.146
2862016.02.29 07:55modify740.10113.696113.423113.146
2872016.02.29 08:05t/p740.10113.146113.423113.14648.6111188.61
2882016.03.21 01:12buy750.10111.4070.0000.000
2892016.03.21 01:12modify750.10111.407110.607111.957
2902016.03.21 22:11modify750.10111.407111.680111.957
2912016.03.21 23:54t/p750.10111.957111.680111.95749.1211237.73