Optimization Report
tmaEA_v4.04
ICMarkets-Demo01 (Build 920)
| Символ | XAUUSD (Gold vs US Dollar) |
| Период | 5 Минут (M5) 2014.01.01 23:00 - 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 | 10 |
| Проход | Прибыль | Всего сделок | Прибыльность | Матожидание выигрыша | Просадка $ | Просадка % |
| 8 | 4897.04 | 2341 | 1.74 | 2.09 | 7696.27 | 69.07 |
| 9 | 4798.39 | 2345 | 1.67 | 2.05 | 7699.80 | 69.09 |
| 17 | 4782.98 | 2381 | 1.70 | 2.01 | 3350.65 | 25.06 |
| 16 | 4740.20 | 2378 | 1.68 | 1.99 | 4375.62 | 32.82 |
| 15 | 4718.45 | 2366 | 1.66 | 1.99 | 4374.91 | 32.90 |
| 14 | 4708.75 | 2377 | 1.68 | 1.98 | 3347.59 | 25.16 |
| 18 | 4694.84 | 2369 | 1.69 | 1.98 | 3350.79 | 25.13 |
| 6 | 4674.80 | 2251 | 1.70 | 2.08 | 3407.20 | 25.50 |
| 10 | 4660.69 | 2321 | 1.59 | 2.01 | 7698.08 | 69.62 |
| 7 | 4643.78 | 2295 | 1.69 | 2.02 | 3402.38 | 25.55 |
| 13 | 4624.10 | 2338 | 1.56 | 1.98 | 7695.90 | 69.60 |
| 12 | 4618.40 | 2338 | 1.57 | 1.98 | 7695.72 | 69.62 |
| 5 | 4617.45 | 2208 | 1.80 | 2.09 | 3413.47 | 25.56 |
| 11 | 4600.19 | 2324 | 1.57 | 1.98 | 7699.29 | 69.63 |
| 4 | 4599.03 | 2160 | 1.85 | 2.13 | 3409.42 | 25.52 |
| 19 | 4568.16 | 2329 | 1.57 | 1.96 | 6688.33 | 50.08 |
| 27 | 4533.49 | 2360 | 1.68 | 1.92 | 3350.33 | 25.30 |
| 21 | 4489.87 | 2320 | 1.55 | 1.94 | 6695.11 | 50.42 |
| 20 | 4488.58 | 2318 | 1.56 | 1.94 | 6695.85 | 50.42 |
| 24 | 4473.50 | 2351 | 1.67 | 1.90 | 3366.96 | 25.53 |
| 25 | 4465.01 | 2346 | 1.67 | 1.90 | 3335.12 | 25.24 |
| 26 | 4451.74 | 2348 | 1.67 | 1.90 | 3354.34 | 25.41 |
| 28 | 4449.20 | 2338 | 1.62 | 1.90 | 3331.85 | 25.26 |
| 31 | 4429.20 | 2316 | 1.62 | 1.91 | 3332.50 | 25.35 |
| 32 | 4410.09 | 2311 | 1.62 | 1.91 | 3332.55 | 25.36 |
| 30 | 4403.21 | 2314 | 1.62 | 1.90 | 3332.35 | 25.34 |
| 29 | 4397.33 | 2316 | 1.61 | 1.90 | 3332.39 | 25.37 |
| 22 | 4381.79 | 2314 | 1.55 | 1.89 | 6697.64 | 50.62 |
| 3 | 4370.32 | 2083 | 1.72 | 2.10 | 3382.69 | 25.66 |
| 23 | 4340.49 | 2306 | 1.54 | 1.88 | 6717.70 | 50.79 |
| 33 | 4291.09 | 2296 | 1.59 | 1.87 | 3341.04 | 25.61 |
| 34 | 4285.83 | 2283 | 1.58 | 1.88 | 3341.17 | 25.60 |
| 35 | 4250.60 | 2266 | 1.58 | 1.88 | 3341.26 | 25.64 |
| 36 | 4153.13 | 2265 | 1.57 | 1.83 | 3171.78 | 24.49 |
| 2 | 4148.33 | 2029 | 1.67 | 2.04 | 3893.36 | 29.90 |
| 37 | 4137.44 | 2259 | 1.57 | 1.83 | 3128.95 | 24.16 |
| 1 | 4081.05 | 1981 | 1.70 | 2.06 | 3413.72 | 26.33 |
| 38 | 4050.94 | 2254 | 1.57 | 1.80 | 3062.04 | 23.74 |
| 39 | 4048.81 | 2256 | 1.57 | 1.79 | 3062.28 | 23.75 |
| 41 | 4040.71 | 2239 | 1.51 | 1.80 | 5226.10 | 40.59 |
| 40 | 4004.30 | 2248 | 1.56 | 1.78 | 3058.62 | 23.77 |