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=1000; TakeProfit=600; В_Х_О_Д="=============================================="; MinWeekBar=350; MaxWeekBar=3500; Время_открытия="--------------------"; StartMinut=57; MaxSpread=50; EnterTime=1; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=100; GAP1_TOut=5; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=300; GAP2_TOut=0; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=480; BU_Delta=80; Трал_ВЫХОД="-------------------"; tral_OUT_START=500; tral_OUT_par1=0; tral_OUT_par2=0; TimeOUT="-------------------"; TimeOUT_Hour=54; Технические="-------------------"; Slippage=50; Magic=10006; Comm="VB";
Баров в истории14304Смоделировано тиков43792447Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред50
Чистая прибыль1826.07Общая прибыль2546.93Общий убыток-720.87
Прибыльность3.53Матожидание выигрыша22.27
Абсолютная просадка111.22Максимальная просадка166.67 (1.53%)Относительная просадка1.53% (165.41)
Всего сделок82Короткие позиции (% выигравших)44 (79.55%)Длинные позиции (% выигравших)38 (86.84%)
Прибыльные сделки (% от всех)68 (82.93%)Убыточные сделки (% от всех)14 (17.07%)
Самая большаяприбыльная сделка50.94убыточная сделка-96.99
Средняяприбыльная сделка37.45убыточная сделка-51.49
Максимальное количествонепрерывных выигрышей (прибыль)22 (899.92)непрерывных проигрышей (убыток)2 (-96.48)
Макс.непрерывная прибыль (число выигрышей)899.92 (22)непрерывный убыток (число проигрышей)-96.99 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.13 01:57buy10.10104.1060.0000.000
22014.01.13 01:57modify10.10104.106103.106104.706
32014.01.13 17:08s/l10.10103.106103.106104.706-96.999903.01
42014.01.27 01:57buy20.10102.0630.0000.000
52014.01.27 01:57modify20.10102.063101.063102.663
62014.01.27 10:03modify20.10102.063102.564102.663
72014.01.27 10:03s/l20.10102.564102.564102.66348.859951.86
82014.02.10 01:57sell30.10102.6220.0000.000
92014.02.10 01:57modify30.10102.622103.622102.022
102014.02.10 11:12modify30.10102.622102.120102.022
112014.02.10 11:12s/l30.10102.120102.120102.02249.1610001.02
122014.02.17 01:57buy40.10101.7700.0000.000
132014.02.17 01:57modify40.10101.770100.770102.370
142014.02.18 06:36modify40.10101.770102.272102.370
152014.02.18 06:36s/l40.10102.272102.272102.37049.4310050.45
162014.02.24 01:57sell50.10102.5660.0000.000
172014.02.24 01:57modify50.10102.566103.566101.966
182014.02.25 18:00modify50.10102.566102.061101.966
192014.02.25 18:00s/l50.10102.061102.061101.96649.1310099.57
202014.03.03 01:57buy60.10101.5340.0000.000
212014.03.03 01:57modify60.10101.534100.534102.134
222014.03.04 18:00modify60.10101.534102.037102.134
232014.03.04 18:00s/l60.10102.037102.037102.13449.6410149.21
242014.03.10 05:57sell70.10103.0760.0000.000
252014.03.10 05:57modify70.10103.076104.076102.476
262014.03.12 12:57modify70.10103.076102.892102.692
272014.03.12 15:40t/p70.10102.692102.892102.69236.6910185.90
282014.03.17 00:57buy80.10101.4290.0000.000
292014.03.17 00:57modify80.10101.429100.429102.029
302014.03.18 03:03modify80.10101.429101.930102.029
312014.03.18 03:03s/l80.10101.930101.930102.02949.4910235.38
322014.03.24 05:57sell90.10102.5140.0000.000
332014.03.24 05:57modify90.10102.514103.514101.914
342014.03.26 12:57modify90.10102.514102.435102.235
352014.03.26 15:00s/l90.10102.435102.435102.2357.0210242.40
362014.03.31 01:57sell100.10102.9150.0000.000
372014.03.31 01:57modify100.10102.915103.915102.315
382014.04.02 05:08s/l100.10103.915103.915102.315-96.9310145.47
392014.04.14 01:57buy110.10101.6590.0000.000
402014.04.14 01:57modify110.10101.659100.659102.259
412014.04.16 06:00modify110.10101.659102.160102.259
422014.04.16 06:00s/l110.10102.160102.160102.25949.7110195.18
432014.04.21 01:59sell120.10102.4310.0000.000
442014.04.21 01:59modify120.10102.431103.431101.831
452014.04.23 09:00modify120.10102.431102.696102.496
462014.04.23 13:47t/p120.10102.496102.696102.496-7.0410188.13
472014.05.26 01:57sell130.10101.9600.0000.000
482014.05.26 01:57modify130.10101.960102.960101.360
492014.05.28 08:57modify130.10101.960102.073101.873
502014.05.28 11:30t/p130.10101.873102.073101.8737.8410195.97
512014.06.09 01:57sell140.10102.5600.0000.000
522014.06.09 01:57modify140.10102.560103.560101.960
532014.06.11 08:57modify140.10102.560102.417102.217
542014.06.11 13:05t/p140.10102.217102.417102.21732.8610228.83
552014.06.16 01:57buy150.10102.0370.0000.000
562014.06.16 01:57modify150.10102.037101.037102.637
572014.06.18 08:57modify150.10102.037102.195102.395
582014.06.18 14:05s/l150.10102.195102.195102.39516.1310244.96
592014.06.30 01:57buy160.10101.4870.0000.000
602014.06.30 01:57modify160.10101.487100.487102.087
612014.07.02 08:57modify160.10101.487101.498101.698
622014.07.02 11:02s/l160.10101.498101.498101.6981.7610246.72
632014.07.07 01:57sell170.10102.0640.0000.000
642014.07.07 01:57modify170.10102.064103.064101.464
652014.07.08 17:53modify170.10102.064101.562101.464
662014.07.08 17:53s/l170.10101.562101.562101.46449.0810295.80
672014.07.14 01:57buy180.10101.3960.0000.000
682014.07.14 01:57modify180.10101.396100.396101.996
692014.07.16 08:57modify180.10101.396101.646101.846
702014.07.16 10:49s/l180.10101.646101.646101.84625.2710321.07
712014.07.28 01:57sell190.10101.7970.0000.000
722014.07.28 01:57modify190.10101.797102.797101.197
732014.07.30 08:57modify190.10101.797102.238102.038
742014.07.30 11:10s/l190.10102.238102.238102.038-43.8310277.23
752014.08.04 01:57sell200.10102.5610.0000.000
762014.08.04 01:57modify200.10102.561103.561101.961
772014.08.06 08:57modify200.10102.561102.720102.520
782014.08.06 12:43t/p200.10102.520102.720102.5203.3010280.53
792014.08.11 06:57buy210.10102.1960.0000.000
802014.08.11 06:57modify210.10102.196101.196102.796
812014.08.13 13:57modify210.10102.196102.359102.559
822014.08.13 16:30s/l210.10102.359102.359102.55916.5910297.12
832014.08.25 01:57sell220.10104.2250.0000.000
842014.08.25 01:57modify220.10104.225105.225103.625
852014.08.27 08:57modify220.10104.225104.131103.931
862014.08.27 12:06t/p220.10103.931104.131103.93127.5910324.71
872014.09.08 06:57sell230.10105.0520.0000.000
882014.09.08 06:57modify230.10105.052106.052104.452
892014.09.08 21:11s/l230.10106.052106.052104.452-94.2910230.42
902014.09.15 06:57sell240.10107.2650.0000.000
912014.09.15 06:57modify240.10107.265108.265106.665
922014.09.17 13:57modify240.10107.265107.481107.281
932014.09.17 16:30t/p240.10107.281107.481107.281-2.1910228.23
942014.09.22 01:57sell250.10109.0220.0000.000
952014.09.22 01:57modify250.10109.022110.022108.422
962014.09.23 11:32modify250.10109.022108.521108.422
972014.09.23 11:32s/l250.10108.521108.521108.42245.8210274.04
982014.10.06 01:57sell260.10109.7870.0000.000
992014.10.06 01:57modify260.10109.787110.787109.187
1002014.10.06 16:00modify260.10109.787109.286109.187
1012014.10.06 16:01s/l260.10109.286109.286109.18745.8410319.88
1022014.10.13 01:57buy270.10107.5790.0000.000
1032014.10.13 01:57modify270.10107.579106.579108.179
1042014.10.15 08:57modify270.10107.579107.139107.339
1052014.10.15 09:48t/p270.10107.339107.139107.339-21.6910298.19
1062014.10.27 00:57sell280.10108.2660.0000.000
1072014.10.27 00:57modify280.10108.266109.266107.666
1082014.10.27 17:07modify280.10108.266107.765107.666
1092014.10.27 17:07s/l280.10107.765107.765107.66646.4910344.68
1102014.11.10 01:57sell290.10114.4900.0000.000
1112014.11.10 01:57modify290.10114.490115.490113.890
1122014.11.10 10:47modify290.10114.490113.988113.890
1132014.11.10 10:47s/l290.10113.988113.988113.89044.0410388.72
1142014.11.17 01:57sell300.10116.5900.0000.000
1152014.11.17 01:57modify300.10116.590117.590115.990
1162014.11.17 04:10modify300.10116.590116.085115.990
1172014.11.17 04:11s/l300.10116.085116.085115.99043.5010432.22
1182014.11.24 01:57sell310.10117.8650.0000.000
1192014.11.24 01:57modify310.10117.865118.865117.265
1202014.11.26 08:57modify310.10117.865117.927117.727
1212014.11.26 09:21t/p310.10117.727117.927117.72711.0210443.24
1222014.12.01 01:57sell320.10118.8230.0000.000
1232014.12.01 01:57modify320.10118.823119.823118.223
1242014.12.01 11:46modify320.10118.823118.311118.223
1252014.12.01 11:46s/l320.10118.311118.311118.22343.2810486.52
1262014.12.08 01:57sell330.10121.8390.0000.000
1272014.12.08 01:57modify330.10121.839122.839121.239
1282014.12.08 09:52modify330.10121.839121.337121.239
1292014.12.08 09:52s/l330.10121.337121.337121.23941.3710527.89
1302014.12.15 01:57buy340.10118.2850.0000.000
1312014.12.15 01:57modify340.10118.285117.285118.885
1322014.12.15 04:20modify340.10118.285118.786118.885
1332014.12.15 04:20s/l340.10118.786118.786118.88542.1810570.07
1342014.12.22 01:57sell350.10119.5210.0000.000
1352014.12.22 01:57modify350.10119.521120.521118.921
1362014.12.23 16:37s/l350.10120.521120.521118.921-83.3210486.75
1372014.12.29 01:57sell360.10120.3730.0000.000
1382014.12.29 01:57modify360.10120.373121.373119.773
1392014.12.30 10:43modify360.10120.373119.863119.773
1402014.12.30 10:43s/l360.10119.863119.863119.77342.2010528.95
1412015.01.12 01:57buy370.10118.3480.0000.000
1422015.01.12 01:57modify370.10118.348117.348118.948
1432015.01.12 12:01modify370.10118.348118.849118.948
1442015.01.12 12:01s/l370.10118.849118.849118.94842.1610571.11
1452015.01.19 01:57buy380.10117.4410.0000.000
1462015.01.19 01:57modify380.10117.441116.441118.041
1472015.01.20 04:00modify380.10117.441117.942118.041
1482015.01.20 04:00s/l380.10117.942117.942118.04142.8110613.91
1492015.02.02 01:57buy390.10117.1800.0000.000
1502015.02.02 01:57modify390.10117.180116.180117.780
1512015.02.02 05:59modify390.10117.180117.682117.780
1522015.02.02 05:59modify390.10117.180117.734117.780
1532015.02.02 05:59t/p390.10117.780117.734117.78050.9410664.85
1542015.02.09 01:57sell400.10119.0660.0000.000
1552015.02.09 01:57modify400.10119.066120.066118.466
1562015.02.09 12:52modify400.10119.066118.565118.466
1572015.02.09 12:52s/l400.10118.565118.565118.46642.2610707.11
1582015.02.16 01:57buy410.10118.6660.0000.000
1592015.02.16 01:57modify410.10118.666117.666119.266
1602015.02.17 21:04modify410.10118.666119.173119.266
1612015.02.17 21:04s/l410.10119.173119.173119.26642.8910750.00
1622015.02.23 01:57sell420.10119.0690.0000.000
1632015.02.23 01:57modify420.10119.069120.069118.469
1642015.02.25 08:57modify420.10119.069118.796118.596
1652015.02.25 09:12s/l420.10118.796118.796118.59622.2810772.28
1662015.03.02 01:57sell430.10119.6790.0000.000
1672015.03.02 01:57modify430.10119.679120.679119.079
1682015.03.04 08:57modify430.10119.679119.825119.625
1692015.03.04 09:51s/l430.10119.825119.825119.625-12.8810759.39
1702015.03.09 00:57sell440.10120.7820.0000.000
1712015.03.09 00:57modify440.10120.782121.782120.182
1722015.03.10 04:51s/l440.10121.782121.782120.182-82.4610676.93
1732015.03.16 00:57sell450.10121.3800.0000.000
1742015.03.16 00:57modify450.10121.380122.380120.780
1752015.03.18 07:57modify450.10121.380121.486121.286
1762015.03.18 11:27t/p450.10121.286121.486121.2867.0510683.98
1772015.03.23 00:57buy460.10119.8990.0000.000
1782015.03.23 00:57modify460.10119.899118.899120.499
1792015.03.25 07:57modify460.10119.899119.532119.732
1802015.03.25 09:49t/p460.10119.732119.532119.732-13.2810670.70
1812015.03.30 01:57buy470.10119.2240.0000.000
1822015.03.30 01:57modify470.10119.224118.224119.824
1832015.03.30 12:00modify470.10119.224119.726119.824
1842015.03.30 12:00s/l470.10119.726119.726119.82441.9310712.63
1852015.04.06 01:58buy480.10118.9210.0000.000
1862015.04.06 01:58modify480.10118.921117.921119.521
1872015.04.06 23:06modify480.10118.921119.422119.521
1882015.04.06 23:06s/l480.10119.422119.422119.52141.9510754.58
1892015.04.13 01:57sell490.10120.2670.0000.000
1902015.04.13 01:57modify490.10120.267121.267119.667
1912015.04.13 16:42modify490.10120.267119.744119.667
1922015.04.13 16:42s/l490.10119.744119.744119.66743.6710798.25
1932015.04.20 06:57buy500.10118.9270.0000.000
1942015.04.20 06:57modify500.10118.927117.927119.527
1952015.04.20 21:37modify500.10118.927119.429119.527
1962015.04.20 21:37s/l500.10119.429119.429119.52742.0310840.28
1972015.05.04 01:57sell510.10120.2170.0000.000
1982015.05.04 01:57modify510.10120.217121.217119.617
1992015.05.06 08:57modify510.10120.217120.064119.864
2002015.05.06 10:20t/p510.10119.864120.064119.86428.7510869.03
2012015.05.11 01:57buy520.10119.7960.0000.000
2022015.05.11 01:57modify520.10119.796118.796120.396
2032015.05.13 08:57modify520.10119.796119.771119.971
2042015.05.13 12:31s/l520.10119.771119.771119.971-1.4210867.61
2052015.05.18 01:57buy530.10119.4020.0000.000
2062015.05.18 01:57modify530.10119.402118.402120.002
2072015.05.18 21:40modify530.10119.402119.903120.002
2082015.05.18 21:40s/l530.10119.903119.903120.00241.7910909.40
2092015.05.25 01:57sell540.10121.5640.0000.000
2102015.05.25 01:57modify540.10121.564122.564120.964
2112015.05.26 10:31s/l540.10122.564122.564120.964-81.9010827.50
2122015.06.01 01:57sell550.10124.1170.0000.000
2132015.06.01 01:57modify550.10124.117125.117123.517
2142015.06.03 08:57modify550.10124.117124.066123.866
2152015.06.03 09:22t/p550.10123.866124.066123.86619.5610847.05
2162015.06.08 01:57sell560.10125.5890.0000.000
2172015.06.08 01:57modify560.10125.589126.589124.989
2182015.06.08 10:56modify560.10125.589125.083124.989
2192015.06.08 10:57s/l560.10125.083125.083124.98940.4510887.50
2202015.06.15 01:57buy570.10123.2210.0000.000
2212015.06.15 01:57modify570.10123.221122.221123.821
2222015.06.16 05:41modify570.10123.221123.727123.821
2232015.06.16 05:41s/l570.10123.727123.727123.82141.2410928.74
2242015.07.06 01:57buy580.10122.1100.0000.000
2252015.07.06 01:57modify580.10122.110121.110122.710
2262015.07.06 05:29modify580.10122.110122.611122.710
2272015.07.06 05:29s/l580.10122.611122.611122.71040.8610969.60
2282015.07.20 01:57sell590.10124.1230.0000.000
2292015.07.20 01:57modify590.10124.123125.123123.523
2302015.07.22 08:57modify590.10124.123123.830123.630
2312015.07.22 10:22t/p590.10123.630123.830123.63039.1811008.78
2322015.08.24 01:57buy600.10122.0160.0000.000
2332015.08.24 01:57modify600.10122.016121.016122.616
2342015.08.24 06:43s/l600.10121.016121.016122.616-82.6310926.15
2352015.09.07 01:57buy610.10118.9950.0000.000
2362015.09.07 01:57modify610.10118.995117.995119.595
2372015.09.07 05:35modify610.10118.995119.497119.595
2382015.09.07 05:35s/l610.10119.497119.497119.59542.0110968.16
2392015.09.14 01:57sell620.10120.5310.0000.000
2402015.09.14 01:57modify620.10120.531121.531119.931
2412015.09.14 17:59modify620.10120.531120.027119.931
2422015.09.14 17:59s/l620.10120.027120.027119.93141.9911010.15
2432015.09.21 06:57buy630.10119.8060.0000.000
2442015.09.21 06:57modify630.10119.806118.806120.406
2452015.09.21 13:03modify630.10119.806120.307120.406
2462015.09.21 13:03s/l630.10120.307120.307120.40641.6411051.79
2472015.09.28 01:57sell640.10120.4860.0000.000
2482015.09.28 01:57modify640.10120.486121.486119.886
2492015.09.28 18:00modify640.10120.486119.985119.886
2502015.09.28 18:00s/l640.10119.985119.985119.88641.7511093.54
2512015.10.05 01:57buy650.10120.0450.0000.000
2522015.10.05 01:57modify650.10120.045119.045120.645
2532015.10.05 21:06modify650.10120.045120.547120.645
2542015.10.05 21:06s/l650.10120.547120.547120.64541.6411135.18
2552015.10.19 01:57buy660.10119.4010.0000.000
2562015.10.19 01:57modify660.10119.401118.401120.001
2572015.10.20 18:58modify660.10119.401119.902120.001
2582015.10.20 18:58s/l660.10119.902119.902120.00142.1211177.29
2592015.10.26 00:57sell670.10121.4930.0000.000
2602015.10.26 00:57modify670.10121.493122.493120.893
2612015.10.26 10:20modify670.10121.493120.991120.893
2622015.10.26 10:20s/l670.10120.991120.991120.89341.4911218.78
2632015.11.02 01:57buy680.10120.5140.0000.000
2642015.11.02 01:57modify680.10120.514119.514121.114
2652015.11.03 16:47modify680.10120.514121.015121.114
2662015.11.03 16:47s/l680.10121.015121.015121.11441.7411260.52
2672015.11.09 01:57sell690.10123.3090.0000.000
2682015.11.09 01:57modify690.10123.309124.309122.709
2692015.11.11 05:30modify690.10123.309122.806122.709
2702015.11.11 05:30s/l690.10122.806122.806122.70940.2611300.77
2712015.11.16 01:57buy700.10122.4360.0000.000
2722015.11.16 01:57modify700.10122.436121.436123.036
2732015.11.16 12:14modify700.10122.436122.937123.036
2742015.11.16 12:14s/l700.10122.937122.937123.03640.7511341.52
2752015.11.23 01:57sell710.10122.8540.0000.000
2762015.11.23 01:57modify710.10122.854123.854122.254
2772015.11.25 05:06modify710.10122.854122.353122.254
2782015.11.25 05:06s/l710.10122.353122.353122.25440.2511381.77
2792015.12.07 01:57sell720.10123.2100.0000.000
2802015.12.07 01:57modify720.10123.210124.210122.610
2812015.12.09 08:17modify720.10123.210122.708122.610
2822015.12.09 08:17s/l720.10122.708122.708122.61040.2111421.98
2832015.12.14 06:57buy730.10121.2170.0000.000
2842015.12.14 06:57modify730.10121.217120.217121.817
2852015.12.15 18:58modify730.10121.217121.718121.817
2862015.12.15 18:59s/l730.10121.718121.718121.81741.5011463.47
2872015.12.28 01:57buy740.10120.3130.0000.000
2882015.12.28 01:57modify740.10120.313119.313120.913
2892015.12.30 08:57modify740.10120.313120.281120.481
2902015.12.30 12:50t/p740.10120.481120.281120.48114.6111478.08
2912016.01.11 01:57buy750.10116.8100.0000.000
2922016.01.11 01:57modify750.10116.810115.810117.410
2932016.01.11 04:15modify750.10116.810117.323117.410
2942016.01.11 04:15s/l750.10117.323117.323117.41043.7311521.81
2952016.01.18 01:57buy760.10116.9350.0000.000
2962016.01.18 01:57modify760.10116.935115.935117.535
2972016.01.18 11:29modify760.10116.935117.436117.535
2982016.01.18 11:29s/l760.10117.436117.436117.53542.6611564.47
2992016.01.25 06:57sell770.10118.6940.0000.000
3002016.01.25 06:57modify770.10118.694119.694118.094
3012016.01.26 03:03modify770.10118.694118.193118.094
3022016.01.26 03:03s/l770.10118.193118.193118.09442.0311606.50
3032016.02.01 01:57sell780.10121.3730.0000.000
3042016.02.01 01:57modify780.10121.373122.373120.773
3052016.02.01 17:56modify780.10121.373120.872120.773
3062016.02.01 17:56s/l780.10120.872120.872120.77341.4511647.95
3072016.02.15 06:57buy790.10113.9570.0000.000
3082016.02.15 06:57modify790.10113.957112.957114.557
3092016.02.15 18:16modify790.10113.957114.458114.557
3102016.02.15 18:16s/l790.10114.458114.458114.55743.7711691.72
3112016.02.22 01:57buy800.10112.6580.0000.000
3122016.02.22 01:57modify800.10112.658111.658113.258
3132016.02.22 13:06modify800.10112.658113.159113.258
3142016.02.22 13:06s/l800.10113.159113.159113.25844.2811736.00
3152016.02.29 01:57sell810.10113.7220.0000.000
3162016.02.29 01:57modify810.10113.722114.722113.122
3172016.02.29 07:54modify810.10113.722113.215113.122
3182016.02.29 07:54s/l810.10113.215113.215113.12244.7811780.78
3192016.03.21 00:58buy820.10111.6200.0000.000
3202016.03.21 00:58modify820.10111.620110.620112.220
3212016.03.22 01:47modify820.10111.620112.124112.220
3222016.03.22 01:47s/l820.10112.124112.124112.22045.2911826.07