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=56; 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 прибыль1833.14Общая прибыль2554.78Общий убыток-721.64
Прибыльность3.54Матожидание выигрыша22.36
Абсолютная просадка110.13Максимальная просадка166.82 (1.53%)Относительная просадка1.53% (165.59)
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 сделка49.91убыточная сделка-96.98
Средняяприбыльная сделка37.57убыточная сделка-51.55
Максимальное количествонепрерывных выигрышей (прибыль)22 (903.69)непрерывных проигрышей (убыток)2 (-96.75)
Макс.непрерывная прибыль (число выигрышей)903.69 (22)непрерывный убыток (число проигрышей)-96.98 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.13 01:56buy10.10104.1150.0000.000
22014.01.13 01:56modify10.10104.115103.115104.715
32014.01.13 17:01s/l10.10103.115103.115104.715-96.989903.02
42014.01.27 01:56buy20.10102.0520.0000.000
52014.01.27 01:56modify20.10102.052101.052102.652
62014.01.27 10:02modify20.10102.052102.553102.652
72014.01.27 10:02s/l20.10102.553102.553102.65248.869951.88
82014.02.10 01:56sell30.10102.6360.0000.000
92014.02.10 01:56modify30.10102.636103.636102.036
102014.02.10 11:10modify30.10102.636102.133102.036
112014.02.10 11:10s/l30.10102.133102.133102.03649.2510001.13
122014.02.17 01:56buy40.10101.7690.0000.000
132014.02.17 01:56modify40.10101.769100.769102.369
142014.02.18 06:36modify40.10101.769102.270102.369
152014.02.18 06:36s/l40.10102.270102.270102.36949.3310050.46
162014.02.24 01:56sell50.10102.5580.0000.000
172014.02.24 01:56modify50.10102.558103.558101.958
182014.02.25 18:00modify50.10102.558102.057101.958
192014.02.25 18:00s/l50.10102.057102.057101.95848.7410099.19
202014.03.03 01:56buy60.10101.5260.0000.000
212014.03.03 01:56modify60.10101.526100.526102.126
222014.03.04 17:56modify60.10101.526102.029102.126
232014.03.04 17:56s/l60.10102.029102.029102.12649.6410148.83
242014.03.10 05:56sell70.10103.0790.0000.000
252014.03.10 05:56modify70.10103.079104.079102.479
262014.03.12 12:56modify70.10103.079102.891102.691
272014.03.12 15:40t/p70.10102.691102.891102.69137.0810185.91
282014.03.17 00:56buy80.10101.4190.0000.000
292014.03.17 00:56modify80.10101.419100.419102.019
302014.03.18 03:03modify80.10101.419101.921102.019
312014.03.18 03:03s/l80.10101.921101.921102.01949.5910235.49
322014.03.24 05:56sell90.10102.5170.0000.000
332014.03.24 05:56modify90.10102.517103.517101.917
342014.03.26 12:56modify90.10102.517102.429102.229
352014.03.26 14:59s/l90.10102.429102.429102.2297.8910243.38
362014.03.31 01:56sell100.10102.9190.0000.000
372014.03.31 01:56modify100.10102.919103.919102.319
382014.04.02 05:08s/l100.10103.919103.919102.319-96.9310146.45
392014.04.14 01:56buy110.10101.6550.0000.000
402014.04.14 01:56modify110.10101.655100.655102.255
412014.04.16 06:00modify110.10101.655102.158102.255
422014.04.16 06:00s/l110.10102.158102.158102.25549.9110196.36
432014.04.21 01:56sell120.10102.4330.0000.000
442014.04.21 01:56modify120.10102.433103.433101.833
452014.04.23 08:56modify120.10102.433102.694102.494
462014.04.23 13:47t/p120.10102.494102.694102.494-6.6510189.70
472014.05.26 01:56sell130.10101.9550.0000.000
482014.05.26 01:56modify130.10101.955102.955101.355
492014.05.28 08:56modify130.10101.955102.062101.862
502014.05.28 12:00t/p130.10101.862102.062101.8628.4310198.13
512014.06.09 01:56sell140.10102.5640.0000.000
522014.06.09 01:56modify140.10102.564103.564101.964
532014.06.11 08:56modify140.10102.564102.420102.220
542014.06.11 13:05t/p140.10102.220102.420102.22032.9510231.08
552014.06.16 01:56buy150.10102.0390.0000.000
562014.06.16 01:56modify150.10102.039101.039102.639
572014.06.18 08:56modify150.10102.039102.199102.399
582014.06.18 14:04s/l150.10102.199102.199102.39916.3310247.41
592014.06.30 01:56buy160.10101.4880.0000.000
602014.06.30 01:56modify160.10101.488100.488102.088
612014.07.02 08:56modify160.10101.488101.508101.708
622014.07.02 10:44s/l160.10101.508101.508101.7082.6410250.05
632014.07.07 01:56sell170.10102.0680.0000.000
642014.07.07 01:56modify170.10102.068103.068101.468
652014.07.08 17:49modify170.10102.068101.567101.468
662014.07.08 17:49s/l170.10101.567101.567101.46848.9810299.03
672014.07.14 01:56buy180.10101.3970.0000.000
682014.07.14 01:56modify180.10101.397100.397101.997
692014.07.16 08:56modify180.10101.397101.646101.846
702014.07.16 10:49s/l180.10101.646101.646101.84625.1710324.20
712014.07.28 01:56sell190.10101.7950.0000.000
722014.07.28 01:56modify190.10101.795102.795101.195
732014.07.30 08:56modify190.10101.795102.239102.039
742014.07.30 12:28s/l190.10102.239102.239102.039-44.1310280.06
752014.08.04 01:56sell200.10102.5600.0000.000
762014.08.04 01:56modify200.10102.560103.560101.960
772014.08.06 08:56modify200.10102.560102.721102.521
782014.08.06 12:43t/p200.10102.521102.721102.5213.1010283.16
792014.08.11 06:56buy210.10102.1900.0000.000
802014.08.11 06:56modify210.10102.190101.190102.790
812014.08.13 13:56modify210.10102.190102.363102.563
822014.08.13 16:30s/l210.10102.363102.363102.56317.5710300.73
832014.08.25 01:56sell220.10104.2260.0000.000
842014.08.25 01:56modify220.10104.226105.226103.626
852014.08.27 08:56modify220.10104.226104.136103.936
862014.08.27 11:45t/p220.10103.936104.136103.93627.2010327.93
872014.09.08 06:56sell230.10105.0560.0000.000
882014.09.08 06:56modify230.10105.056106.056104.456
892014.09.08 21:11s/l230.10106.056106.056104.456-94.2810233.65
902014.09.15 06:56sell240.10107.2600.0000.000
912014.09.15 06:56modify240.10107.260108.260106.660
922014.09.17 13:56modify240.10107.260107.479107.279
932014.09.17 16:30t/p240.10107.279107.479107.279-2.4710231.18
942014.09.22 01:56sell250.10109.0180.0000.000
952014.09.22 01:56modify250.10109.018110.018108.418
962014.09.23 11:32modify250.10109.018108.516108.418
972014.09.23 11:32s/l250.10108.516108.516108.41845.9110277.08
982014.10.06 01:56sell260.10109.7890.0000.000
992014.10.06 01:56modify260.10109.789110.789109.189
1002014.10.06 16:00modify260.10109.789109.288109.189
1012014.10.06 16:01s/l260.10109.288109.288109.18945.8410322.92
1022014.10.13 01:56buy270.10107.5830.0000.000
1032014.10.13 01:56modify270.10107.583106.583108.183
1042014.10.15 08:56modify270.10107.583107.141107.341
1052014.10.15 09:48t/p270.10107.341107.141107.341-21.8710301.05
1062014.10.27 00:56sell280.10108.2670.0000.000
1072014.10.27 00:56modify280.10108.267109.267107.667
1082014.10.27 17:07modify280.10108.267107.765107.667
1092014.10.27 17:07s/l280.10107.765107.765107.66746.5810347.63
1102014.11.10 01:56sell290.10114.4890.0000.000
1112014.11.10 01:56modify290.10114.489115.489113.889
1122014.11.10 10:47modify290.10114.489113.988113.889
1132014.11.10 10:47s/l290.10113.988113.988113.88943.9510391.58
1142014.11.17 01:56sell300.10116.5940.0000.000
1152014.11.17 01:56modify300.10116.594117.594115.994
1162014.11.17 04:10modify300.10116.594116.085115.994
1172014.11.17 04:11s/l300.10116.085116.085115.99443.8410435.42
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/p310.10117.727117.927117.72711.0210446.44
1222014.12.01 01:56sell320.10118.8080.0000.000
1232014.12.01 01:56modify320.10118.808119.808118.208
1242014.12.01 11:46modify320.10118.808118.302118.208
1252014.12.01 11:46s/l320.10118.302118.302118.20842.7710489.21
1262014.12.08 01:56sell330.10121.8200.0000.000
1272014.12.08 01:56modify330.10121.820122.820121.220
1282014.12.08 09:52modify330.10121.820121.319121.220
1292014.12.08 09:52s/l330.10121.319121.319121.22041.2910530.50
1302014.12.15 01:56buy340.10118.2380.0000.000
1312014.12.15 01:56modify340.10118.238117.238118.838
1322014.12.15 04:19modify340.10118.238118.744118.838
1332014.12.15 04:19s/l340.10118.744118.744118.83842.6110573.11
1342014.12.22 01:56sell350.10119.5230.0000.000
1352014.12.22 01:56modify350.10119.523120.523118.923
1362014.12.23 16:37s/l350.10120.523120.523118.923-83.3210489.79
1372014.12.29 01:56sell360.10120.3550.0000.000
1382014.12.29 01:56modify360.10120.355121.355119.755
1392014.12.30 10:43modify360.10120.355119.852119.755
1402014.12.30 10:43modify360.10120.355119.798119.755
1412014.12.30 10:43s/l360.10119.798119.798119.75546.1410535.93
1422015.01.12 01:56buy370.10118.3510.0000.000
1432015.01.12 01:56modify370.10118.351117.351118.951
1442015.01.12 12:01modify370.10118.351118.861118.951
1452015.01.12 12:01s/l370.10118.861118.861118.95142.9210578.85
1462015.01.19 01:56buy380.10117.4300.0000.000
1472015.01.19 01:56modify380.10117.430116.430118.030
1482015.01.20 03:59modify380.10117.430117.931118.030
1492015.01.20 03:59s/l380.10117.931117.931118.03042.8210621.66
1502015.02.02 01:56buy390.10117.1890.0000.000
1512015.02.02 01:56modify390.10117.189116.189117.789
1522015.02.02 05:59modify390.10117.189117.690117.789
1532015.02.02 05:59s/l390.10117.690117.690117.78942.5710664.23
1542015.02.09 01:56sell400.10119.0620.0000.000
1552015.02.09 01:56modify400.10119.062120.062118.462
1562015.02.09 12:59modify400.10119.062118.560118.462
1572015.02.09 12:59s/l400.10118.560118.560118.46242.3410706.57
1582015.02.16 01:56buy410.10118.6690.0000.000
1592015.02.16 01:56modify410.10118.669117.669119.269
1602015.02.17 21:04modify410.10118.669119.173119.269
1612015.02.17 21:04s/l410.10119.173119.173119.26942.6310749.20
1622015.02.23 01:56sell420.10119.0720.0000.000
1632015.02.23 01:56modify420.10119.072120.072118.472
1642015.02.25 08:56modify420.10119.072118.797118.597
1652015.02.25 09:12s/l420.10118.797118.797118.59722.4510771.65
1662015.03.02 01:56sell430.10119.6830.0000.000
1672015.03.02 01:56modify430.10119.683120.683119.083
1682015.03.04 08:56modify430.10119.683119.818119.618
1692015.03.04 09:50s/l430.10119.818119.818119.618-11.9710759.67
1702015.03.09 00:56sell440.10120.7820.0000.000
1712015.03.09 00:56modify440.10120.782121.782120.182
1722015.03.10 04:51s/l440.10121.782121.782120.182-82.4610677.21
1732015.03.16 00:56sell450.10121.3800.0000.000
1742015.03.16 00:56modify450.10121.380122.380120.780
1752015.03.18 07:56modify450.10121.380121.484121.284
1762015.03.18 11:27t/p450.10121.284121.484121.2847.2210684.43
1772015.03.23 00:56buy460.10119.9100.0000.000
1782015.03.23 00:56modify460.10119.910118.910120.510
1792015.03.25 07:56modify460.10119.910119.532119.732
1802015.03.25 09:49t/p460.10119.732119.532119.732-14.2010670.23
1812015.03.30 01:56buy470.10119.2120.0000.000
1822015.03.30 01:56modify470.10119.212118.212119.812
1832015.03.30 12:00modify470.10119.212119.719119.812
1842015.03.30 12:00s/l470.10119.719119.719119.81242.3510712.58
1852015.04.06 01:56buy480.10118.9190.0000.000
1862015.04.06 01:56modify480.10118.919117.919119.519
1872015.04.06 23:06modify480.10118.919119.420119.519
1882015.04.06 23:06s/l480.10119.420119.420119.51941.9510754.53
1892015.04.13 01:56sell490.10120.2670.0000.000
1902015.04.13 01:56modify490.10120.267121.267119.667
1912015.04.13 16:42modify490.10120.267119.744119.667
1922015.04.13 16:42s/l490.10119.744119.744119.66743.6710798.20
1932015.04.20 06:56buy500.10118.9260.0000.000
1942015.04.20 06:56modify500.10118.926117.926119.526
1952015.04.20 21:37modify500.10118.926119.427119.526
1962015.04.20 21:37s/l500.10119.427119.427119.52641.9510840.15
1972015.05.04 01:56sell510.10120.2120.0000.000
1982015.05.04 01:56modify510.10120.212121.212119.612
1992015.05.06 08:56modify510.10120.212120.066119.866
2002015.05.06 10:20t/p510.10119.866120.066119.86628.1710868.32
2012015.05.11 01:56buy520.10119.8050.0000.000
2022015.05.11 01:56modify520.10119.805118.805120.405
2032015.05.13 08:56modify520.10119.805119.775119.975
2042015.05.13 12:23s/l520.10119.775119.775119.975-1.8310866.49
2052015.05.18 01:56buy530.10119.3980.0000.000
2062015.05.18 01:56modify530.10119.398118.398119.998
2072015.05.18 21:33modify530.10119.398119.899119.998
2082015.05.18 21:33s/l530.10119.899119.899119.99841.7910908.28
2092015.05.25 01:56sell540.10121.5650.0000.000
2102015.05.25 01:56modify540.10121.565122.565120.965
2112015.05.26 10:31s/l540.10122.565122.565120.965-81.9010826.38
2122015.06.01 01:56sell550.10124.1160.0000.000
2132015.06.01 01:56modify550.10124.116125.116123.516
2142015.06.03 08:56modify550.10124.116124.056123.856
2152015.06.03 09:23t/p550.10123.856124.056123.85620.2910846.66
2162015.06.08 01:56sell560.10125.5890.0000.000
2172015.06.08 01:56modify560.10125.589126.589124.989
2182015.06.08 10:56modify560.10125.589125.083124.989
2192015.06.08 10:57s/l560.10125.083125.083124.98940.4510887.11
2202015.06.15 01:56buy570.10123.2160.0000.000
2212015.06.15 01:56modify570.10123.216122.216123.816
2222015.06.16 05:41modify570.10123.216123.717123.816
2232015.06.16 05:41modify570.10123.216123.768123.816
2242015.06.16 05:41s/l570.10123.768123.768123.81644.9410932.05
2252015.07.06 01:56buy580.10122.1090.0000.000
2262015.07.06 01:56modify580.10122.109121.109122.709
2272015.07.06 05:29modify580.10122.109122.610122.709
2282015.07.06 05:29s/l580.10122.610122.610122.70940.8610972.91
2292015.07.20 01:56sell590.10124.1230.0000.000
2302015.07.20 01:56modify590.10124.123125.123123.523
2312015.07.22 08:56modify590.10124.123123.830123.630
2322015.07.22 10:22t/p590.10123.630123.830123.63039.1811012.09
2332015.08.24 01:56buy600.10122.0150.0000.000
2342015.08.24 01:56modify600.10122.015121.015122.615
2352015.08.24 06:44s/l600.10121.015121.015122.615-82.6310929.46
2362015.09.07 01:57buy610.10118.9950.0000.000
2372015.09.07 01:57modify610.10118.995117.995119.595
2382015.09.07 05:35modify610.10118.995119.497119.595
2392015.09.07 05:35s/l610.10119.497119.497119.59542.0110971.47
2402015.09.14 01:56sell620.10120.5370.0000.000
2412015.09.14 01:56modify620.10120.537121.537119.937
2422015.09.14 17:59modify620.10120.537120.034119.937
2432015.09.14 17:59s/l620.10120.034120.034119.93741.9011013.37
2442015.09.21 06:56buy630.10119.8070.0000.000
2452015.09.21 06:56modify630.10119.807118.807120.407
2462015.09.21 13:03modify630.10119.807120.308120.407
2472015.09.21 13:03s/l630.10120.308120.308120.40741.6411055.01
2482015.09.28 01:56sell640.10120.4830.0000.000
2492015.09.28 01:56modify640.10120.483121.483119.883
2502015.09.28 18:00modify640.10120.483119.980119.883
2512015.09.28 18:00s/l640.10119.980119.980119.88341.9211096.93
2522015.10.05 01:56buy650.10120.0470.0000.000
2532015.10.05 01:56modify650.10120.047119.047120.647
2542015.10.05 21:06modify650.10120.047120.548120.647
2552015.10.05 21:06s/l650.10120.548120.548120.64741.5611138.49
2562015.10.19 01:56buy660.10119.3810.0000.000
2572015.10.19 01:56modify660.10119.381118.381119.981
2582015.10.20 18:45modify660.10119.381119.883119.981
2592015.10.20 18:45s/l660.10119.883119.883119.98142.2111180.69
2602015.10.26 00:56sell670.10121.4960.0000.000
2612015.10.26 00:56modify670.10121.496122.496120.896
2622015.10.26 10:20modify670.10121.496120.995120.896
2632015.10.26 10:20s/l670.10120.995120.995120.89641.4111222.10
2642015.11.02 01:56buy680.10120.5080.0000.000
2652015.11.02 01:56modify680.10120.508119.508121.108
2662015.11.03 16:45modify680.10120.508121.011121.108
2672015.11.03 16:45s/l680.10121.011121.011121.10841.9111264.01
2682015.11.09 01:56sell690.10123.3040.0000.000
2692015.11.09 01:56modify690.10123.304124.304122.704
2702015.11.11 05:30modify690.10123.304122.802122.704
2712015.11.11 05:30s/l690.10122.802122.802122.70440.1811304.18
2722015.11.16 01:56buy700.10122.4370.0000.000
2732015.11.16 01:56modify700.10122.437121.437123.037
2742015.11.16 12:14modify700.10122.437122.939123.037
2752015.11.16 12:14s/l700.10122.939122.939123.03740.8311345.01
2762015.11.23 01:56sell710.10122.8760.0000.000
2772015.11.23 01:56modify710.10122.876123.876122.276
2782015.11.24 22:29modify710.10122.876122.376122.276
2792015.11.24 22:30s/l710.10122.376122.376122.27640.5111385.52
2802015.12.07 01:56sell720.10123.2120.0000.000
2812015.12.07 01:56modify720.10123.212124.212122.612
2822015.12.09 08:17modify720.10123.212122.711122.612
2832015.12.09 08:18s/l720.10122.711122.711122.61240.1311425.65
2842015.12.14 06:56buy730.10121.2200.0000.000
2852015.12.14 06:56modify730.10121.220120.220121.820
2862015.12.15 18:58modify730.10121.220121.721121.820
2872015.12.15 18:59s/l730.10121.721121.721121.82041.5011467.14
2882015.12.28 01:56buy740.10120.3140.0000.000
2892015.12.28 01:56modify740.10120.314119.314120.914
2902015.12.30 08:56modify740.10120.314120.280120.480
2912015.12.30 12:50t/p740.10120.480120.280120.48014.4511481.59
2922016.01.11 01:56buy750.10116.8090.0000.000
2932016.01.11 01:56modify750.10116.809115.809117.409
2942016.01.11 04:15modify750.10116.809117.310117.409
2952016.01.11 04:15s/l750.10117.310117.310117.40942.7111524.30
2962016.01.18 01:56buy760.10116.9540.0000.000
2972016.01.18 01:56modify760.10116.954115.954117.554
2982016.01.19 03:00modify760.10116.954117.456117.554
2992016.01.19 03:00s/l760.10117.456117.456117.55443.0811567.38
3002016.01.25 06:56sell770.10118.7020.0000.000
3012016.01.25 06:56modify770.10118.702119.702118.102
3022016.01.26 03:03modify770.10118.702118.198118.102
3032016.01.26 03:03s/l770.10118.198118.198118.10242.2911609.67
3042016.02.01 01:56sell780.10121.3790.0000.000
3052016.02.01 01:56modify780.10121.379122.379120.779
3062016.02.01 17:56modify780.10121.379120.877120.779
3072016.02.01 17:56s/l780.10120.877120.877120.77941.5311651.20
3082016.02.15 06:56buy790.10113.9600.0000.000
3092016.02.15 06:56modify790.10113.960112.960114.560
3102016.02.15 18:16modify790.10113.960114.462114.560
3112016.02.15 18:16s/l790.10114.462114.462114.56043.8611695.06
3122016.02.22 01:56buy800.10112.6710.0000.000
3132016.02.22 01:56modify800.10112.671111.671113.271
3142016.02.22 13:07modify800.10112.671113.172113.271
3152016.02.22 13:08modify800.10112.671113.223113.271
3162016.02.22 13:08s/l800.10113.223113.223113.27148.7511743.81
3172016.02.29 01:56sell810.10113.7650.0000.000
3182016.02.29 01:56modify810.10113.765114.765113.165
3192016.02.29 07:54modify810.10113.765113.264113.165
3202016.02.29 07:54s/l810.10113.264113.264113.16544.2311788.04
3212016.03.21 00:56buy820.10111.6220.0000.000
3222016.03.21 00:56modify820.10111.622110.622112.222
3232016.03.22 01:47modify820.10111.622112.124112.222
3242016.03.22 01:47s/l820.10112.124112.124112.22245.1111833.14