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 % |
| 56 | 2882.20 | 2273 | 1.89 | 1.27 | 809.27 | 6.34 |
| 63 | 2374.70 | 2249 | 1.71 | 1.06 | 811.52 | 6.37 |
| 65 | 2313.96 | 2222 | 1.67 | 1.04 | 812.39 | 6.41 |
| 66 | 2311.98 | 2220 | 1.68 | 1.04 | 812.71 | 6.41 |
| 52 | 2974.31 | 2316 | 1.94 | 1.28 | 812.97 | 6.33 |
| 53 | 2947.23 | 2305 | 1.92 | 1.28 | 813.00 | 6.34 |
| 64 | 2344.06 | 2237 | 1.72 | 1.05 | 813.05 | 6.40 |
| 58 | 2402.86 | 2263 | 1.68 | 1.06 | 813.97 | 6.38 |
| 54 | 2929.33 | 2294 | 1.94 | 1.28 | 814.15 | 6.36 |
| 55 | 2907.11 | 2283 | 1.94 | 1.27 | 814.54 | 6.37 |
| 62 | 2360.30 | 2236 | 1.71 | 1.06 | 814.60 | 6.41 |
| 57 | 2859.04 | 2262 | 1.88 | 1.26 | 814.63 | 6.39 |
| 61 | 2400.51 | 2260 | 1.72 | 1.06 | 814.66 | 6.39 |
| 60 | 2389.40 | 2255 | 1.71 | 1.06 | 815.15 | 6.40 |
| 59 | 2398.65 | 2260 | 1.71 | 1.06 | 815.17 | 6.39 |
| 71 | 2272.74 | 2196 | 1.64 | 1.03 | 887.40 | 8.00 |
| 73 | 2219.61 | 2172 | 1.60 | 1.02 | 887.62 | 8.01 |
| 72 | 2257.76 | 2187 | 1.64 | 1.03 | 887.65 | 8.00 |
| 69 | 2258.75 | 2192 | 1.63 | 1.03 | 890.92 | 8.03 |
| 70 | 2260.37 | 2193 | 1.63 | 1.03 | 891.24 | 8.03 |
| 74 | 2237.71 | 2176 | 1.60 | 1.03 | 891.75 | 8.05 |
| 68 | 2271.12 | 2201 | 1.65 | 1.03 | 891.90 | 8.03 |
| 67 | 2285.14 | 2210 | 1.65 | 1.03 | 891.91 | 8.03 |
| 75 | 2283.53 | 2157 | 1.64 | 1.06 | 893.00 | 8.07 |
| 40 | 2335.93 | 2389 | 1.50 | 0.98 | 1391.47 | 11.34 |
| 42 | 2324.26 | 2367 | 1.54 | 0.98 | 1393.24 | 11.36 |
| 47 | 3028.84 | 2355 | 1.86 | 1.29 | 1397.76 | 11.42 |
| 45 | 3034.23 | 2361 | 1.87 | 1.29 | 1398.15 | 11.41 |
| 48 | 2988.20 | 2345 | 1.86 | 1.27 | 1398.27 | 11.43 |
| 51 | 2963.09 | 2316 | 1.86 | 1.28 | 1398.54 | 11.44 |
| 50 | 2977.26 | 2334 | 1.86 | 1.28 | 1398.80 | 11.43 |
| 49 | 2999.13 | 2347 | 1.85 | 1.28 | 1398.96 | 11.43 |
| 46 | 3036.08 | 2364 | 1.85 | 1.28 | 1399.20 | 11.41 |
| 15 | 2833.23 | 2700 | 1.49 | 1.05 | 1532.79 | 11.87 |
| 13 | 2814.31 | 2686 | 1.52 | 1.05 | 1533.40 | 11.11 |
| 14 | 2818.45 | 2705 | 1.49 | 1.04 | 1533.57 | 11.91 |
| 21 | 2501.26 | 2571 | 1.43 | 0.97 | 1553.12 | 12.15 |
| 20 | 2532.86 | 2592 | 1.43 | 0.98 | 1553.13 | 12.12 |
| 22 | 2446.11 | 2546 | 1.42 | 0.96 | 1553.25 | 12.10 |
| 23 | 2428.38 | 2543 | 1.42 | 0.95 | 1553.99 | 12.12 |
| 25 | 2392.73 | 2518 | 1.39 | 0.95 | 2174.28 | 16.33 |
| 24 | 2407.53 | 2528 | 1.39 | 0.95 | 2175.80 | 16.32 |
| 44 | 3050.14 | 2378 | 1.75 | 1.28 | 2366.96 | 18.89 |
| 4 | 1972.41 | 2188 | 1.40 | 0.90 | 2518.56 | 20.27 |
| 5 | 2043.79 | 2190 | 1.46 | 0.93 | 2579.38 | 20.65 |
| 36 | 2365.74 | 2415 | 1.45 | 0.98 | 2747.64 | 21.80 |
| 39 | 3102.91 | 2394 | 1.70 | 1.30 | 2748.23 | 21.88 |
| 33 | 3215.93 | 2446 | 1.72 | 1.31 | 2748.55 | 21.71 |
| 35 | 2077.48 | 2410 | 1.37 | 0.86 | 2748.71 | 21.80 |
| 34 | 3174.63 | 2429 | 1.71 | 1.31 | 2749.27 | 21.77 |
| 41 | 2302.27 | 2371 | 1.47 | 0.97 | 2749.38 | 21.92 |
| 32 | 3257.02 | 2468 | 1.71 | 1.32 | 2749.48 | 21.65 |
| 37 | 2340.67 | 2397 | 1.45 | 0.98 | 2749.79 | 21.85 |
| 31 | 3256.23 | 2465 | 1.63 | 1.32 | 2749.96 | 21.62 |
| 38 | 2318.70 | 2396 | 1.44 | 0.97 | 2750.17 | 21.88 |
| 29 | 2305.75 | 2507 | 1.39 | 0.92 | 2750.27 | 21.47 |
| 30 | 3346.70 | 2501 | 1.70 | 1.34 | 2750.44 | 21.52 |
| 43 | 2271.62 | 2368 | 1.46 | 0.96 | 2750.58 | 21.93 |
| 28 | 2303.09 | 2496 | 1.38 | 0.92 | 2751.64 | 21.50 |
| 27 | 2288.38 | 2498 | 1.38 | 0.92 | 2752.73 | 21.51 |
| 26 | 2309.04 | 2496 | 1.35 | 0.93 | 2754.50 | 21.46 |
| 1 | 2026.29 | 2200 | 1.34 | 0.92 | 2764.40 | 21.99 |
| 2 | 2249.85 | 2337 | 1.39 | 0.96 | 2770.74 | 21.75 |
| 6 | 2094.31 | 2258 | 1.42 | 0.93 | 2772.46 | 22.09 |
| 3 | 2100.77 | 2256 | 1.40 | 0.93 | 2781.09 | 22.20 |
| 17 | 2615.56 | 2636 | 1.41 | 0.99 | 3040.35 | 23.29 |
| 18 | 2574.70 | 2612 | 1.40 | 0.99 | 3041.82 | 23.35 |
| 19 | 2552.25 | 2609 | 1.40 | 0.98 | 3043.01 | 23.40 |
| 10 | 2909.75 | 2610 | 1.53 | 1.11 | 3043.58 | 23.25 |
| 16 | 2618.53 | 2641 | 1.40 | 0.99 | 3046.71 | 23.32 |
| 12 | 2771.70 | 2662 | 1.44 | 1.04 | 3056.86 | 23.19 |
| 9 | 2491.05 | 2545 | 1.45 | 0.98 | 3160.71 | 24.39 |
| 7 | 2087.32 | 2347 | 1.38 | 0.89 | 3160.72 | 24.94 |
| 8 | 2570.58 | 2449 | 1.48 | 1.05 | 3161.59 | 24.63 |
| 11 | 2923.21 | 2631 | 1.51 | 1.11 | 3461.37 | 26.44 |