Strategy Tester Report
0ll_e_Va-Bank_56_limit
RoboForex-Pro (Build 920)

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
Период1 Час (H1) 2011.12.01 00:00 - 2016.04.10 23:59 (2011.12.11 - 2016.04.10)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="GBPCHF 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=1400; TakeProfit=300; В_Х_О_Д="=============================================="; MinWeekBar=900; MaxWeekBar=4300; Use_LimitOrder=true; Part_of_Shadow=0.1; Время_открытия="------------------"; StartMinut=15; MaxSpread=70; EnterTime=3; Обработка_ГЭПа="---------- ---------"; Действия_ГЭП1="--- 1. Попутного ---"; GAP1_size=10; GAP1_TOut=1; Действия_ГЭП2="--- 2. Встречного --"; GAP2_size=180; GAP2_TOut=2; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=150; BU_Delta=150; Трал_ВЫХОД="-------------------"; tral_OUT_START=200; tral_OUT_par1=800; tral_OUT_par2=50; TimeOUT="-------------------"; TimeOUT_Hour=11; Технические="-------------------"; Slippage=20; Magic=201656; Comm="VB 5.6_limit";
Баров в истории27149Смоделировано тиков95237851Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред70
Чистая прибыль135.46Общая прибыль135.46Общий убыток-0.00
ПрибыльностьМатожидание выигрыша3.08
Абсолютная просадка0.78Максимальная просадка14.45 (11.64%)Относительная просадка11.64% (14.45)
Всего сделок44Короткие позиции (% выигравших)32 (100.00%)Длинные позиции (% выигравших)12 (100.00%)
Прибыльные сделки (% от всех)44 (100.00%)Убыточные сделки (% от всех)0 (0.00%)
Самая большаяприбыльная сделка3.10убыточная сделка-0.00
Средняяприбыльная сделка3.08убыточная сделка-0.00
Максимальное количествонепрерывных выигрышей (прибыль)44 (135.46)непрерывных проигрышей (убыток)0 (-0.00)
Макс.непрерывная прибыль (число выигрышей)135.46 (44)непрерывный убыток (число проигрышей)-0.00 (0)
Среднийнепрерывный выигрыш44непрерывный проигрыш0
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.16 03:15buy limit10.011.457491.443491.46049
22012.01.16 15:15delete10.011.457491.443491.46049
32012.01.30 03:15buy limit20.011.434641.420641.43764
42012.01.30 15:15delete20.011.434641.420641.43764
52012.02.20 03:15sell limit30.011.453911.467911.45091
62012.02.20 04:22sell30.011.453911.467911.45091
72012.02.20 13:19t/p30.011.450911.467911.450913.10103.10
82012.02.27 02:15buy limit40.011.420681.406681.42368
92012.02.27 11:51buy40.011.420681.406681.42368
102012.02.27 12:47t/p40.011.423681.406681.423683.09106.19
112012.03.19 01:15sell limit50.011.451331.465331.44833
122012.03.19 08:23sell50.011.451331.465331.44833
132012.03.19 19:37t/p50.011.448331.465331.448333.10109.29
142012.05.28 02:15sell limit60.011.500641.514641.49764
152012.05.28 02:27sell60.011.500641.514641.49764
162012.05.28 07:09t/p60.011.497641.514641.497643.10112.39
172012.06.18 02:15sell limit70.011.486721.500721.48372
182012.06.18 05:35sell70.011.486721.500721.48372
192012.06.18 10:04t/p70.011.483721.500721.483723.09115.48
202012.08.13 02:15sell80.011.532110.000000.00000
212012.08.13 02:15modify80.011.532111.546111.52911
222012.08.13 13:07t/p80.011.529111.546111.529113.10118.58
232012.10.08 02:15buy limit90.011.499791.485791.50279
242012.10.08 14:03buy90.011.499791.485791.50279
252012.10.09 19:11t/p90.011.502791.485791.502793.07121.65
262012.12.17 02:15buy limit100.011.481831.467831.48483
272012.12.17 14:15delete100.011.481831.467831.48483
282013.01.21 03:15sell limit110.011.483491.497491.48049
292013.01.21 15:15delete110.011.483491.497491.48049
302013.02.04 03:15buy limit120.011.424601.410601.42760
312013.02.04 15:15delete120.011.424601.410601.42760
322013.03.04 02:15sell limit130.011.417891.431891.41489
332013.03.04 11:00sell130.011.417891.431891.41489
342013.03.11 15:03t/p130.011.414891.431891.414892.83124.48
352013.05.27 02:15buy limit140.011.454631.440631.45763
362013.05.27 10:41buy140.011.454631.440631.45763
372013.05.28 04:24t/p140.011.457631.440631.457633.08127.57
382013.08.19 02:15sell150.011.448540.000000.00000
392013.08.19 02:15modify150.011.448541.462541.44554
402013.08.20 07:30t/p150.011.445541.462541.445543.05130.62
412013.10.28 02:15buy limit160.011.442081.428081.44508
422013.10.28 14:15delete160.011.442081.428081.44508
432013.12.02 02:15sell170.011.483430.000000.00000
442013.12.02 02:15modify170.011.483431.497431.48043
452013.12.04 13:28t/p170.011.480431.497431.480433.02133.64
462014.01.06 03:15sell180.011.485290.000000.00000
472014.01.06 03:15modify180.011.485291.499291.48229
482014.01.06 05:45t/p180.011.482291.499291.482293.10136.74
492014.01.27 03:15buy190.011.473720.000000.00000
502014.01.27 03:15modify190.011.473721.459721.47672
512014.01.27 07:57t/p190.011.476721.459721.476723.10139.84
522014.02.03 03:15sell200.011.489080.000000.00000
532014.02.03 03:15modify200.011.489081.503081.48608
542014.02.03 12:12t/p200.011.486081.503081.486083.10142.94
552014.02.10 02:15buy limit210.011.472401.458401.47540
562014.02.10 11:20buy210.011.472401.458401.47540
572014.02.11 18:11t/p210.011.475401.458401.475403.08146.02
582014.03.17 01:15buy limit220.011.450921.436921.45392
592014.03.17 13:15delete220.011.450921.436921.45392
602014.03.31 02:15sell230.011.476130.000000.00000
612014.03.31 02:15modify230.011.476131.490131.47313
622014.03.31 13:42t/p230.011.473131.490131.473133.09149.11
632014.04.21 01:15sell240.011.483650.000000.00000
642014.04.21 01:15modify240.011.483651.497651.48065
652014.04.23 14:10t/p240.011.480651.497651.480653.03152.14
662014.05.12 02:15sell250.011.494270.000000.00000
672014.05.12 02:15modify250.011.494271.508271.49127
682014.05.14 13:31t/p250.011.491271.508271.491273.03155.16
692014.06.16 01:15sell260.011.527080.000000.00000
702014.06.16 01:15modify260.011.527081.541081.52408
712014.06.16 19:18t/p260.011.524081.541081.524083.09158.25
722014.07.07 01:15sell270.011.534640.000000.00000
732014.07.07 01:15modify270.011.534641.548641.53164
742014.07.07 14:56t/p270.011.531641.548641.531643.10161.35
752014.08.18 02:15buy limit280.011.509351.495351.51235
762014.08.18 14:15delete280.011.509351.495351.51235
772014.09.15 02:15sell290.011.517910.000000.00000
782014.09.15 02:15modify290.011.517911.531911.51491
792014.09.16 10:55t/p290.011.514911.531911.514913.06164.42
802014.09.22 01:15sell300.011.535400.000000.00000
812014.09.22 01:15modify300.011.535401.549401.53240
822014.09.23 12:08t/p300.011.532401.549401.532403.05167.47
832014.09.29 02:15sell310.011.546070.000000.00000
842014.09.29 02:15modify310.011.546071.560071.54307
852014.09.29 16:01t/p310.011.543071.560071.543073.09170.56
862014.10.20 02:15buy limit320.011.522071.508071.52507
872014.10.20 11:54buy320.011.522071.508071.52507
882014.10.20 16:46t/p320.011.525071.508071.525073.10173.66
892014.11.03 01:15sell330.011.540360.000000.00000
902014.11.03 01:15modify330.011.540361.554361.53736
912014.11.04 18:31t/p330.011.537361.554361.537363.06176.72
922014.12.01 02:15buy limit340.011.510851.496851.51385
932014.12.01 03:24buy340.011.510851.496851.51385
942014.12.01 11:59t/p340.011.513851.496851.513853.10179.82
952014.12.08 02:15sell limit350.011.524781.538781.52178
962014.12.08 11:12sell350.011.524781.538781.52178
972014.12.09 15:22t/p350.011.521781.538781.521783.05182.87
982014.12.15 01:15buy limit360.011.513121.499121.51612
992014.12.15 13:15delete360.011.513121.499121.51612
1002015.02.16 01:15sell370.011.436240.000000.00000
1012015.02.16 01:15modify370.011.436241.450241.43324
1022015.02.16 04:11t/p370.011.433241.450241.433243.10185.97
1032015.03.02 02:15sell380.011.470980.000000.00000
1042015.03.02 02:15modify380.011.470981.484981.46798
1052015.03.02 19:34t/p380.011.467981.484981.467983.09189.06
1062015.03.30 01:15buy limit390.011.430291.416291.43329
1072015.03.30 04:06buy390.011.430291.416291.43329
1082015.03.30 10:35t/p390.011.433291.416291.433293.10192.16
1092015.04.06 01:15buy limit400.011.415701.401701.41870
1102015.04.06 13:15delete400.011.415701.401701.41870
1112015.04.13 00:15sell limit410.011.435191.449191.43219
1122015.04.13 10:56sell410.011.435191.449191.43219
1132015.04.13 20:00t/p410.011.432191.449191.432193.09195.25
1142015.04.27 00:15sell limit420.011.449711.463711.44671
1152015.04.27 07:36sell420.011.449711.463711.44671
1162015.04.27 13:48t/p420.011.446711.463711.446713.10198.35
1172015.05.04 01:15buy limit430.011.412981.398981.41598
1182015.05.04 13:15delete430.011.412981.398981.41598
1192015.06.15 00:15sell limit440.011.446381.460381.44338
1202015.06.15 00:50sell440.011.446381.460381.44338
1212015.06.15 12:21t/p440.011.443381.460381.443383.09201.44
1222015.07.20 01:15sell450.011.499350.000000.00000
1232015.07.20 01:15modify450.011.499351.513351.49635
1242015.07.20 14:46t/p450.011.496351.513351.496353.10204.54
1252015.08.10 01:15sell460.011.522970.000000.00000
1262015.08.10 01:15modify460.011.522971.536971.51997
1272015.08.10 10:05t/p460.011.519971.536971.519973.09207.63
1282015.09.14 01:15sell limit470.011.496311.510311.49331
1292015.09.14 02:07sell470.011.496311.510311.49331
1302015.09.14 16:31t/p470.011.493311.510311.493313.09210.72
1312015.09.28 00:15buy limit480.011.482911.468911.48591
1322015.09.28 12:15delete480.011.482911.468911.48591
1332015.11.02 02:15sell490.011.523260.000000.00000
1342015.11.02 02:15modify490.011.523261.537261.52026
1352015.11.02 18:55t/p490.011.520261.537261.520263.09213.81
1362015.11.09 02:15buy limit500.011.511861.497861.51486
1372015.11.09 10:45buy500.011.511861.497861.51486
1382015.11.09 14:54t/p500.011.514861.497861.514863.10216.91
1392015.11.16 02:15sell510.011.534210.000000.00000
1402015.11.16 02:15modify510.011.534211.548211.53121
1412015.11.16 10:31t/p510.011.531211.548211.531213.09220.00
1422015.12.07 02:15buy limit520.011.505491.491491.50849
1432015.12.07 14:15delete520.011.505491.491491.50849
1442015.12.21 02:15buy limit530.011.477801.463801.48080
1452015.12.21 14:15delete530.011.477801.463801.48080
1462016.01.11 02:15buy540.011.440930.000000.00000
1472016.01.11 02:15modify540.011.440931.426931.44393
1482016.01.11 05:18t/p540.011.443931.426931.443933.10223.10
1492016.01.25 01:15sell550.011.450370.000000.00000
1502016.01.25 01:15modify550.011.450371.464371.44737
1512016.01.25 11:02t/p550.011.447371.464371.447373.10226.20
1522016.02.08 01:15buy limit560.011.436141.422141.43914
1532016.02.08 13:15delete560.011.436141.422141.43914
1542016.02.15 01:15buy limit570.011.412881.398881.41588
1552016.02.15 13:15delete570.011.412881.398881.41588
1562016.02.29 02:15buy limit580.011.381231.367231.38423
1572016.02.29 03:08buy580.011.381231.367231.38423
1582016.02.29 10:46t/p580.011.384231.367231.384233.10229.30
1592016.03.07 02:15sell590.011.413790.000000.00000
1602016.03.07 02:15modify590.011.413791.427791.41079
1612016.03.08 11:57t/p590.011.410791.427791.410793.06232.37
1622016.03.28 01:15buy limit600.011.378381.364381.38138
1632016.03.28 13:15delete600.011.378381.364381.38138
1642016.04.04 01:15buy limit610.011.362561.348561.36556
1652016.04.04 10:38buy610.011.362561.348561.36556
1662016.04.04 11:39t/p610.011.365561.348561.365563.09235.46