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 % |
| 77 | 2643.61 | 1919 | 1.64 | 1.38 | 941.19 | 7.90 |
| 81 | 2636.40 | 1912 | 1.58 | 1.38 | 1382.77 | 10.94 |
| 79 | 2635.04 | 1909 | 1.59 | 1.38 | 1383.47 | 10.95 |
| 78 | 2631.54 | 1910 | 1.60 | 1.38 | 1385.86 | 10.96 |
| 73 | 2626.75 | 1924 | 1.67 | 1.37 | 941.48 | 7.90 |
| 74 | 2626.06 | 1926 | 1.67 | 1.36 | 940.81 | 7.89 |
| 80 | 2618.01 | 1910 | 1.58 | 1.37 | 1382.69 | 10.95 |
| 76 | 2617.17 | 1919 | 1.63 | 1.36 | 940.92 | 7.90 |
| 75 | 2603.25 | 1918 | 1.63 | 1.36 | 940.88 | 7.91 |
| 72 | 2599.84 | 1919 | 1.67 | 1.35 | 941.05 | 7.90 |
| 47 | 2591.77 | 1877 | 1.66 | 1.38 | 1877.05 | 18.00 |
| 70 | 2587.20 | 1907 | 1.63 | 1.36 | 1388.12 | 11.03 |
| 71 | 2574.87 | 1911 | 1.63 | 1.35 | 1388.34 | 11.01 |
| 69 | 2561.68 | 1907 | 1.63 | 1.34 | 1387.29 | 11.04 |
| 68 | 2521.11 | 1899 | 1.62 | 1.33 | 1386.95 | 11.07 |
| 66 | 2514.98 | 1899 | 1.62 | 1.32 | 1387.55 | 11.08 |
| 67 | 2511.73 | 1899 | 1.62 | 1.32 | 1387.15 | 11.08 |
| 64 | 2502.42 | 1905 | 1.68 | 1.31 | 939.73 | 7.92 |
| 65 | 2502.29 | 1899 | 1.63 | 1.32 | 1387.24 | 11.08 |
| 63 | 2481.44 | 1900 | 1.69 | 1.31 | 939.52 | 7.93 |
| 62 | 2465.74 | 1895 | 1.68 | 1.30 | 942.88 | 7.97 |
| 61 | 2448.56 | 1898 | 1.68 | 1.29 | 939.82 | 7.94 |
| 35 | 2447.53 | 1873 | 1.66 | 1.31 | 1879.00 | 18.03 |
| 36 | 2444.93 | 1873 | 1.65 | 1.31 | 1878.21 | 18.02 |
| 34 | 2444.02 | 1871 | 1.65 | 1.31 | 1879.05 | 18.04 |
| 37 | 2443.51 | 1867 | 1.65 | 1.31 | 1878.00 | 18.02 |
| 60 | 2426.88 | 1894 | 1.67 | 1.28 | 939.78 | 7.95 |
| 33 | 2410.80 | 1867 | 1.63 | 1.29 | 1879.11 | 18.04 |
| 59 | 2400.75 | 1889 | 1.67 | 1.27 | 939.61 | 7.96 |
| 32 | 2395.05 | 1864 | 1.63 | 1.28 | 1878.69 | 18.04 |
| 29 | 2390.52 | 1861 | 1.63 | 1.28 | 1878.63 | 18.04 |
| 28 | 2381.16 | 1856 | 1.65 | 1.28 | 1879.39 | 18.05 |
| 26 | 2378.69 | 1855 | 1.64 | 1.28 | 1880.34 | 18.06 |
| 31 | 2378.38 | 1865 | 1.64 | 1.28 | 1878.70 | 18.04 |
| 23 | 2372.07 | 1850 | 1.64 | 1.28 | 1878.33 | 18.05 |
| 30 | 2371.68 | 1863 | 1.64 | 1.27 | 1878.78 | 18.04 |
| 24 | 2371.35 | 1848 | 1.64 | 1.28 | 1879.01 | 18.05 |
| 25 | 2366.95 | 1850 | 1.64 | 1.28 | 1879.71 | 18.05 |
| 27 | 2363.87 | 1850 | 1.65 | 1.28 | 1878.73 | 18.04 |
| 22 | 2357.85 | 1850 | 1.64 | 1.27 | 1879.16 | 18.05 |
| 21 | 2351.12 | 1850 | 1.63 | 1.27 | 1881.25 | 18.07 |
| 58 | 2329.14 | 1871 | 1.60 | 1.24 | 1877.02 | 17.94 |
| 57 | 2320.53 | 1866 | 1.60 | 1.24 | 1876.95 | 17.95 |
| 56 | 2301.38 | 1867 | 1.56 | 1.23 | 1877.31 | 17.95 |
| 55 | 2281.74 | 1865 | 1.56 | 1.22 | 1876.84 | 17.95 |
| 20 | 2279.84 | 1847 | 1.63 | 1.23 | 1881.87 | 18.08 |
| 53 | 2267.50 | 1874 | 1.55 | 1.21 | 1877.70 | 17.98 |
| 52 | 2247.86 | 1874 | 1.54 | 1.20 | 1877.73 | 17.99 |
| 54 | 2228.81 | 1873 | 1.54 | 1.19 | 1877.20 | 17.98 |
| 51 | 2228.21 | 1873 | 1.53 | 1.19 | 1878.19 | 18.00 |
| 50 | 2212.96 | 1870 | 1.53 | 1.18 | 1877.56 | 17.99 |
| 49 | 2201.54 | 1869 | 1.53 | 1.18 | 1877.19 | 17.99 |
| 48 | 2183.07 | 1869 | 1.52 | 1.17 | 1876.83 | 18.00 |
| 45 | 2153.76 | 1862 | 1.53 | 1.16 | 1876.42 | 17.99 |
| 44 | 2143.37 | 1860 | 1.53 | 1.15 | 1877.66 | 18.01 |
| 43 | 2124.44 | 1861 | 1.52 | 1.14 | 1878.69 | 18.02 |
| 46 | 2123.90 | 1864 | 1.52 | 1.14 | 1876.83 | 18.00 |
| 42 | 2108.91 | 1858 | 1.52 | 1.14 | 1878.96 | 18.02 |
| 41 | 2100.95 | 1858 | 1.52 | 1.13 | 1879.97 | 18.03 |
| 40 | 2099.80 | 1863 | 1.52 | 1.13 | 1880.88 | 18.04 |
| 39 | 2083.52 | 1858 | 1.52 | 1.12 | 1879.48 | 18.03 |
| 38 | 2067.09 | 1858 | 1.51 | 1.11 | 1879.34 | 18.04 |
| 19 | 1906.08 | 1835 | 1.49 | 1.04 | 1883.31 | 18.10 |
| 18 | 1899.71 | 1837 | 1.49 | 1.03 | 1884.10 | 18.11 |
| 17 | 1895.07 | 1834 | 1.48 | 1.03 | 1885.36 | 18.12 |
| 16 | 1887.70 | 1830 | 1.49 | 1.03 | 1885.67 | 18.13 |
| 15 | 1852.10 | 1825 | 1.48 | 1.01 | 1885.68 | 18.13 |
| 14 | 1836.11 | 1818 | 1.51 | 1.01 | 1885.54 | 18.14 |
| 13 | 1812.27 | 1812 | 1.50 | 1.00 | 1886.38 | 18.15 |
| 12 | 1796.79 | 1810 | 1.50 | 0.99 | 1886.54 | 18.15 |
| 11 | 1781.10 | 1807 | 1.50 | 0.99 | 1887.99 | 18.17 |
| 10 | 1773.42 | 1811 | 1.51 | 0.98 | 1886.81 | 18.16 |
| 9 | 1762.88 | 1807 | 1.51 | 0.98 | 1886.72 | 18.16 |
| 7 | 1746.74 | 1802 | 1.51 | 0.97 | 1888.09 | 18.18 |
| 8 | 1744.87 | 1806 | 1.50 | 0.97 | 1887.74 | 18.17 |
| 6 | 1722.01 | 1795 | 1.50 | 0.96 | 1889.18 | 18.20 |
| 5 | 1716.55 | 1792 | 1.51 | 0.96 | 1888.70 | 18.20 |
| 1 | 1703.78 | 1791 | 1.53 | 0.95 | 1888.08 | 18.18 |
| 4 | 1703.76 | 1791 | 1.51 | 0.95 | 1888.99 | 18.20 |
| 2 | 1702.73 | 1792 | 1.52 | 0.95 | 1887.57 | 18.18 |
| 3 | 1694.74 | 1790 | 1.50 | 0.95 | 1889.64 | 18.20 |