Optimization Report
tmaEA_v4.04
ICMarkets-Demo01 (Build 920)
| Символ | GBPCHF (Great Britain Pound vs Swiss Franc) |
| Период | 5 Минут (M5) 2014.01.01 22:02 - 2016.06.10 20:59 (2014.01.01 - 2016.05.31) |
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) |
| Начальный депозит | 10000.00 |
| Спред | 20 |
| Проход | Прибыль | Всего сделок | Прибыльность | Матожидание выигрыша | Просадка $ | Просадка % |
| 20 | 3140.69 | 2216 | 1.63 | 1.42 | 1429.13 | 12.20 |
| 19 | 3122.55 | 2202 | 1.62 | 1.42 | 1428.95 | 12.21 |
| 3 | 3057.84 | 1897 | 1.73 | 1.61 | 2432.69 | 19.43 |
| 17 | 3014.25 | 2192 | 1.55 | 1.38 | 1429.75 | 12.15 |
| 12 | 3002.35 | 2203 | 1.63 | 1.36 | 1434.30 | 12.17 |
| 13 | 2989.11 | 2188 | 1.62 | 1.37 | 1429.11 | 12.17 |
| 18 | 2982.69 | 2208 | 1.58 | 1.35 | 1429.59 | 12.19 |
| 16 | 2977.58 | 2179 | 1.54 | 1.37 | 1429.97 | 12.19 |
| 23 | 2971.60 | 2186 | 1.57 | 1.36 | 1431.53 | 12.24 |
| 22 | 2967.16 | 2183 | 1.56 | 1.36 | 1431.55 | 12.27 |
| 15 | 2958.79 | 2167 | 1.56 | 1.37 | 1431.24 | 12.21 |
| 24 | 2954.64 | 2180 | 1.58 | 1.36 | 1431.84 | 12.25 |
| 10 | 2941.66 | 2150 | 1.59 | 1.37 | 1645.96 | 12.40 |
| 11 | 2939.69 | 2166 | 1.62 | 1.36 | 1178.70 | 10.04 |
| 25 | 2906.86 | 2140 | 1.58 | 1.36 | 1158.58 | 9.95 |
| 14 | 2906.86 | 2147 | 1.55 | 1.35 | 1432.97 | 12.26 |
| 26 | 2882.69 | 2135 | 1.58 | 1.35 | 1158.94 | 9.95 |
| 59 | 2880.67 | 1913 | 1.81 | 1.51 | 1391.72 | 11.13 |
| 27 | 2872.36 | 2116 | 1.57 | 1.36 | 1158.77 | 9.96 |
| 9 | 2800.54 | 2077 | 1.59 | 1.35 | 1643.55 | 12.51 |
| 28 | 2773.08 | 2080 | 1.50 | 1.33 | 2411.34 | 18.62 |
| 29 | 2744.51 | 2062 | 1.49 | 1.33 | 2412.74 | 18.66 |
| 21 | 2733.67 | 2206 | 1.50 | 1.24 | 2420.43 | 18.78 |
| 2 | 2732.86 | 1958 | 1.54 | 1.40 | 2431.90 | 19.13 |
| 30 | 2724.25 | 2049 | 1.49 | 1.33 | 2413.45 | 18.66 |
| 31 | 2653.13 | 2035 | 1.48 | 1.30 | 2414.09 | 18.76 |
| 33 | 2630.88 | 2025 | 1.48 | 1.30 | 2413.71 | 18.79 |
| 32 | 2626.42 | 2032 | 1.48 | 1.29 | 2414.21 | 18.79 |
| 7 | 2621.19 | 1902 | 1.52 | 1.38 | 2417.24 | 18.93 |
| 8 | 2546.60 | 1963 | 1.46 | 1.30 | 2412.97 | 18.81 |
| 55 | 2536.76 | 1928 | 1.62 | 1.32 | 1390.87 | 11.10 |
| 60 | 2499.53 | 1905 | 1.69 | 1.31 | 946.66 | 8.00 |
| 61 | 2488.59 | 1899 | 1.69 | 1.31 | 943.26 | 7.96 |
| 36 | 2482.86 | 2001 | 1.48 | 1.24 | 2415.32 | 19.24 |
| 38 | 2475.07 | 1989 | 1.50 | 1.24 | 2415.48 | 19.27 |
| 37 | 2471.94 | 1988 | 1.50 | 1.24 | 2415.89 | 19.26 |
| 62 | 2465.74 | 1895 | 1.68 | 1.30 | 942.88 | 7.97 |
| 39 | 2452.54 | 1981 | 1.51 | 1.24 | 2417.45 | 19.32 |
| 64 | 2449.68 | 1886 | 1.71 | 1.30 | 943.23 | 7.97 |
| 45 | 2436.43 | 1947 | 1.50 | 1.25 | 2221.35 | 17.84 |
| 65 | 2425.68 | 1879 | 1.70 | 1.29 | 943.22 | 7.98 |
| 63 | 2421.65 | 1874 | 1.68 | 1.29 | 943.27 | 7.98 |
| 47 | 2410.76 | 1940 | 1.51 | 1.24 | 2219.90 | 17.87 |
| 40 | 2409.35 | 1954 | 1.51 | 1.23 | 2219.25 | 17.76 |
| 6 | 2408.86 | 1846 | 1.53 | 1.30 | 2207.92 | 17.70 |
| 43 | 2407.87 | 1952 | 1.51 | 1.23 | 2220.88 | 17.78 |
| 42 | 2400.89 | 1955 | 1.50 | 1.23 | 2220.39 | 17.77 |
| 44 | 2400.70 | 1955 | 1.51 | 1.23 | 2221.03 | 17.80 |
| 50 | 2394.83 | 1929 | 1.56 | 1.24 | 1389.03 | 11.07 |
| 48 | 2384.52 | 1928 | 1.50 | 1.24 | 2220.05 | 17.87 |
| 46 | 2373.81 | 1958 | 1.49 | 1.21 | 2221.50 | 17.84 |
| 53 | 2371.84 | 1918 | 1.57 | 1.24 | 1390.73 | 11.10 |
| 51 | 2368.38 | 1912 | 1.57 | 1.24 | 1390.32 | 11.10 |
| 52 | 2358.79 | 1908 | 1.56 | 1.24 | 1390.72 | 11.10 |
| 54 | 2358.72 | 1923 | 1.56 | 1.23 | 1390.80 | 11.10 |
| 56 | 2357.72 | 1918 | 1.59 | 1.23 | 946.51 | 7.98 |
| 49 | 2355.22 | 1918 | 1.49 | 1.23 | 2219.29 | 17.89 |
| 57 | 2339.87 | 1900 | 1.59 | 1.23 | 946.46 | 7.98 |
| 34 | 2337.98 | 2020 | 1.42 | 1.16 | 2414.60 | 19.18 |
| 58 | 2337.19 | 1912 | 1.58 | 1.22 | 1391.67 | 11.11 |
| 35 | 2314.67 | 2006 | 1.42 | 1.15 | 2415.46 | 19.21 |
| 5 | 2304.59 | 1792 | 1.52 | 1.29 | 2207.54 | 17.82 |
| 67 | 2267.29 | 1882 | 1.64 | 1.20 | 943.44 | 7.97 |
| 66 | 2264.23 | 1874 | 1.64 | 1.21 | 943.23 | 7.98 |
| 69 | 2246.68 | 1877 | 1.63 | 1.20 | 943.34 | 7.98 |
| 1 | 2241.71 | 1835 | 1.43 | 1.22 | 2419.15 | 19.29 |
| 68 | 2233.23 | 1867 | 1.63 | 1.20 | 943.51 | 7.99 |
| 41 | 2225.72 | 1949 | 1.45 | 1.14 | 2220.64 | 17.78 |
| 70 | 2223.48 | 1870 | 1.62 | 1.19 | 943.48 | 8.00 |
| 4 | 2214.41 | 1813 | 1.50 | 1.22 | 2221.76 | 17.86 |
| 71 | 2209.82 | 1862 | 1.61 | 1.19 | 944.04 | 8.01 |
| 78 | 2193.47 | 1850 | 1.63 | 1.19 | 943.81 | 8.01 |
| 76 | 2190.74 | 1856 | 1.63 | 1.18 | 943.76 | 8.02 |
| 79 | 2186.06 | 1843 | 1.62 | 1.19 | 943.47 | 8.02 |
| 75 | 2184.33 | 1857 | 1.63 | 1.18 | 943.67 | 8.02 |
| 72 | 2183.65 | 1852 | 1.61 | 1.18 | 943.68 | 8.02 |
| 77 | 2181.21 | 1848 | 1.62 | 1.18 | 943.62 | 8.01 |
| 73 | 2181.12 | 1848 | 1.63 | 1.18 | 943.48 | 8.02 |
| 74 | 2180.47 | 1849 | 1.62 | 1.18 | 943.62 | 8.03 |
| 80 | 2154.59 | 1832 | 1.58 | 1.18 | 943.80 | 8.03 |
| 81 | 2143.30 | 1827 | 1.58 | 1.17 | 943.72 | 8.03 |