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 % |
| 13 | 3856.02 | 2984 | 1.76 | 1.29 | 1560.44 | 14.69 |
| 14 | 3779.41 | 2892 | 1.77 | 1.31 | 1568.84 | 14.78 |
| 32 | 3655.32 | 2067 | 1.86 | 1.77 | 1536.63 | 14.67 |
| 33 | 3650.54 | 2045 | 1.86 | 1.79 | 1538.00 | 14.69 |
| 31 | 3634.67 | 2078 | 1.86 | 1.75 | 1418.27 | 13.55 |
| 15 | 3590.79 | 2755 | 1.75 | 1.30 | 1506.43 | 14.23 |
| 27 | 3582.64 | 2152 | 1.78 | 1.66 | 1570.61 | 15.00 |
| 35 | 3549.64 | 2042 | 1.85 | 1.74 | 1442.12 | 11.64 |
| 34 | 3524.21 | 2052 | 1.84 | 1.72 | 1671.54 | 13.51 |
| 16 | 3505.17 | 2676 | 1.77 | 1.31 | 1511.92 | 14.27 |
| 28 | 3481.27 | 2133 | 1.75 | 1.63 | 1571.25 | 15.00 |
| 36 | 3479.05 | 1994 | 1.80 | 1.74 | 1679.69 | 16.05 |
| 30 | 3477.82 | 2087 | 1.81 | 1.67 | 1420.58 | 13.55 |
| 12 | 3470.53 | 3015 | 1.67 | 1.15 | 1267.93 | 11.00 |
| 29 | 3455.22 | 2108 | 1.74 | 1.64 | 1423.25 | 13.59 |
| 11 | 3392.08 | 2978 | 1.65 | 1.14 | 1316.15 | 12.36 |
| 17 | 3388.96 | 2565 | 1.74 | 1.32 | 1608.38 | 15.20 |
| 37 | 3386.31 | 1964 | 1.74 | 1.72 | 1685.54 | 16.12 |
| 38 | 3363.46 | 1945 | 1.75 | 1.73 | 1691.43 | 16.18 |
| 10 | 3361.12 | 2959 | 1.66 | 1.14 | 1311.70 | 12.33 |
| 39 | 3332.65 | 1930 | 1.72 | 1.73 | 1694.41 | 16.22 |
| 40 | 3331.39 | 1914 | 1.75 | 1.74 | 1720.80 | 16.48 |
| 53 | 3313.72 | 1898 | 1.91 | 1.75 | 1187.77 | 9.21 |
| 45 | 3309.63 | 1910 | 1.89 | 1.73 | 1052.11 | 8.18 |
| 54 | 3292.39 | 1891 | 1.93 | 1.74 | 1187.74 | 9.22 |
| 9 | 3290.54 | 2939 | 1.65 | 1.12 | 1309.92 | 12.32 |
| 55 | 3276.40 | 1892 | 1.90 | 1.73 | 1189.59 | 9.25 |
| 56 | 3267.06 | 1896 | 1.89 | 1.72 | 1190.15 | 9.26 |
| 41 | 3259.41 | 1891 | 1.74 | 1.72 | 1722.46 | 16.49 |
| 8 | 3255.90 | 2930 | 1.67 | 1.11 | 1308.89 | 12.31 |
| 48 | 3254.14 | 1870 | 1.81 | 1.74 | 1825.65 | 17.45 |
| 18 | 3251.94 | 2465 | 1.69 | 1.32 | 1472.20 | 13.94 |
| 49 | 3247.46 | 1867 | 1.81 | 1.74 | 1831.78 | 17.52 |
| 24 | 3244.97 | 2200 | 1.72 | 1.47 | 1504.91 | 14.33 |
| 52 | 3239.03 | 1882 | 1.87 | 1.72 | 1048.44 | 8.16 |
| 20 | 3238.22 | 2326 | 1.66 | 1.39 | 1476.96 | 14.04 |
| 6 | 3234.13 | 2901 | 1.71 | 1.11 | 1258.48 | 11.85 |
| 44 | 3221.69 | 1904 | 1.85 | 1.69 | 1051.62 | 8.19 |
| 58 | 3219.42 | 1873 | 1.79 | 1.72 | 1192.74 | 9.37 |
| 23 | 3216.73 | 2226 | 1.72 | 1.45 | 1483.61 | 14.12 |
| 25 | 3216.41 | 2168 | 1.71 | 1.48 | 1655.95 | 15.78 |
| 7 | 3212.78 | 2908 | 1.68 | 1.10 | 1260.42 | 11.87 |
| 50 | 3208.89 | 1862 | 1.81 | 1.72 | 1896.77 | 18.14 |
| 22 | 3199.74 | 2238 | 1.72 | 1.43 | 1481.49 | 14.09 |
| 51 | 3196.80 | 1855 | 1.79 | 1.72 | 1932.66 | 18.48 |
| 57 | 3181.80 | 1882 | 1.79 | 1.69 | 1191.44 | 9.33 |
| 19 | 3172.72 | 2399 | 1.66 | 1.32 | 1476.03 | 13.98 |
| 43 | 3171.27 | 1889 | 1.74 | 1.68 | 1723.99 | 16.55 |
| 4 | 3167.63 | 2849 | 1.70 | 1.11 | 1228.10 | 10.79 |
| 3 | 3165.16 | 2859 | 1.69 | 1.11 | 1303.89 | 12.30 |
| 42 | 3161.51 | 1884 | 1.70 | 1.68 | 1724.01 | 16.52 |
| 1 | 3144.97 | 2850 | 1.71 | 1.10 | 1223.24 | 10.75 |
| 2 | 3142.47 | 2852 | 1.70 | 1.10 | 1349.48 | 12.73 |
| 5 | 3119.47 | 2889 | 1.68 | 1.08 | 1260.16 | 11.88 |
| 26 | 3074.56 | 2143 | 1.68 | 1.43 | 1566.47 | 14.94 |
| 59 | 3065.64 | 1878 | 1.78 | 1.63 | 1193.51 | 9.43 |
| 21 | 3057.46 | 2269 | 1.63 | 1.35 | 1479.13 | 14.05 |
| 47 | 3014.41 | 1907 | 1.80 | 1.58 | 1052.52 | 8.74 |
| 46 | 2961.06 | 1912 | 1.78 | 1.55 | 1052.29 | 8.71 |
| 61 | 2866.22 | 1890 | 1.88 | 1.52 | 939.62 | 7.93 |
| 60 | 2848.74 | 1885 | 1.82 | 1.51 | 936.47 | 7.91 |
| 62 | 2481.44 | 1900 | 1.69 | 1.31 | 939.52 | 7.93 |
| 63 | 2462.30 | 1881 | 1.64 | 1.31 | 941.97 | 7.96 |
| 75 | 2423.06 | 1875 | 1.49 | 1.29 | 2553.97 | 22.82 |
| 74 | 2421.89 | 1872 | 1.49 | 1.29 | 2549.36 | 22.76 |
| 64 | 2415.53 | 1865 | 1.60 | 1.30 | 1299.71 | 10.43 |
| 76 | 2399.89 | 1868 | 1.48 | 1.28 | 2556.26 | 22.86 |
| 73 | 2399.85 | 1865 | 1.49 | 1.29 | 2546.90 | 22.75 |
| 65 | 2392.84 | 1870 | 1.60 | 1.28 | 1301.51 | 10.46 |
| 77 | 2385.43 | 1868 | 1.49 | 1.28 | 2280.53 | 20.41 |
| 81 | 2380.72 | 1871 | 1.47 | 1.27 | 2287.08 | 20.45 |
| 79 | 2380.69 | 1876 | 1.48 | 1.27 | 2284.45 | 20.44 |
| 80 | 2376.31 | 1870 | 1.47 | 1.27 | 2285.47 | 20.44 |
| 78 | 2366.22 | 1870 | 1.47 | 1.27 | 2280.88 | 20.43 |
| 68 | 2364.43 | 1859 | 1.49 | 1.27 | 2261.88 | 20.15 |
| 66 | 2357.21 | 1861 | 1.59 | 1.27 | 1302.18 | 10.46 |
| 71 | 2351.20 | 1861 | 1.49 | 1.26 | 2267.33 | 20.22 |
| 67 | 2351.15 | 1851 | 1.49 | 1.27 | 2259.57 | 20.13 |
| 72 | 2349.41 | 1864 | 1.49 | 1.26 | 2267.77 | 20.22 |
| 69 | 2338.17 | 1859 | 1.49 | 1.26 | 2262.82 | 20.17 |
| 70 | 2327.16 | 1861 | 1.50 | 1.25 | 2266.31 | 20.22 |