| Символ | CADCHF (Canadian Dollar vs Swiss Franc) | ||||
| Период | 15 Минут (M15) 2016.01.04 00:00 - 2016.10.02 23:59 (2016.01.04 - 2016.10.02) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | S_1="<==== General settings ====>"; Comm="CADCHF M15 Generic A-TLP v.11.86"; MagicNumber=999999; Show_Info_Panel=true; Col_info=Aqua; Max_Spread=4; Slippage=5; S_2="<==== ENTER SETTINGS ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== EXIT SETTINGS ====>"; Stop_Loss=55; Take_Profit=120; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=0; Trail_Size=7; Trail_Step=1; S_4="<==== Trailing stop/Breakeven ====>"; S_5="<==== Trade Time Filter ====>"; Channel_Period=15; period_StDev=0; Entry_Break=5; Min_Volatility=15; S_6="<==== Roll Over Filter ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Other Settings ====>"; MaxDailyRange=85; time_break=240; loss=43; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=2; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=10; cci_Period_close=0; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:55"; rollover_end="00:35"; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35"; | ||||
| Баров в истории | 18717 | Смоделировано тиков | 16718374 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | Текущий (20) | ||
| Чистая прибыль | 36.79 | Общая прибыль | 43.67 | Общий убыток | -6.88 |
| Прибыльность | 6.35 | Матожидание выигрыша | 1.08 | ||
| Абсолютная просадка | 3.57 | Максимальная просадка | 7.17 (5.05%) | Относительная просадка | 5.13% (7.14) |
| Всего сделок | 34 | Короткие позиции (% выигравших) | 6 (100.00%) | Длинные позиции (% выигравших) | 28 (89.29%) |
| Прибыльные сделки (% от всех) | 31 (91.18%) | Убыточные сделки (% от всех) | 3 (8.82%) | ||
| Самая большая | прибыльная сделка | 10.39 | убыточная сделка | -5.65 | |
| Средняя | прибыльная сделка | 1.41 | убыточная сделка | -2.29 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 29 (42.46) | непрерывных проигрышей (убыток) | 2 (-1.23) | |
| Макс. | непрерывная прибыль (число выигрышей) | 42.46 (29) | непрерывный убыток (число проигрышей) | -5.65 (1) | |
| Средний | непрерывный выигрыш | 16 | непрерывный проигрыш | 2 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.01.26 23:34 | buy | 1 | 0.01 | 0.72120 | 0.00000 | 0.00000 | ||
| 2 | 2016.01.26 23:34 | modify | 1 | 0.01 | 0.72120 | 0.71570 | 0.73320 | ||
| 3 | 2016.01.27 03:16 | close | 1 | 0.01 | 0.72115 | 0.71570 | 0.73320 | -0.05 | 99.95 |
| 4 | 2016.02.02 23:57 | buy | 2 | 0.01 | 0.72495 | 0.00000 | 0.00000 | ||
| 5 | 2016.02.02 23:57 | modify | 2 | 0.01 | 0.72495 | 0.71945 | 0.73695 | ||
| 6 | 2016.02.03 09:01 | close | 2 | 0.01 | 0.72380 | 0.71945 | 0.73695 | -1.18 | 98.77 |
| 7 | 2016.02.05 00:44 | buy | 3 | 0.01 | 0.72054 | 0.00000 | 0.00000 | ||
| 8 | 2016.02.05 00:44 | modify | 3 | 0.01 | 0.72054 | 0.71504 | 0.73254 | ||
| 9 | 2016.02.05 00:45 | close | 3 | 0.01 | 0.72164 | 0.71504 | 0.73254 | 1.13 | 99.90 |
| 10 | 2016.02.09 00:54 | buy | 4 | 0.01 | 0.70621 | 0.00000 | 0.00000 | ||
| 11 | 2016.02.09 00:54 | modify | 4 | 0.01 | 0.70621 | 0.70071 | 0.71821 | ||
| 12 | 2016.02.09 00:55 | close | 4 | 0.01 | 0.70761 | 0.70071 | 0.71821 | 1.44 | 101.34 |
| 13 | 2016.02.10 00:26 | sell | 5 | 0.01 | 0.70183 | 0.00000 | 0.00000 | ||
| 14 | 2016.02.10 00:26 | modify | 5 | 0.01 | 0.70183 | 0.70733 | 0.68983 | ||
| 15 | 2016.02.10 02:19 | close | 5 | 0.01 | 0.70080 | 0.70733 | 0.68983 | 1.06 | 102.40 |
| 16 | 2016.02.12 23:52 | buy | 6 | 0.01 | 0.70354 | 0.00000 | 0.00000 | ||
| 17 | 2016.02.12 23:52 | modify | 6 | 0.01 | 0.70354 | 0.69804 | 0.71554 | ||
| 18 | 2016.02.12 23:55 | close | 6 | 0.01 | 0.70465 | 0.69804 | 0.71554 | 1.14 | 103.54 |
| 19 | 2016.02.16 00:06 | buy | 7 | 0.01 | 0.71279 | 0.00000 | 0.00000 | ||
| 20 | 2016.02.16 00:07 | modify | 7 | 0.01 | 0.71279 | 0.70729 | 0.72479 | ||
| 21 | 2016.02.16 01:25 | close | 7 | 0.01 | 0.71380 | 0.70729 | 0.72479 | 1.04 | 104.58 |
| 22 | 2016.02.19 00:30 | buy | 8 | 0.01 | 0.72178 | 0.00000 | 0.00000 | ||
| 23 | 2016.02.19 00:30 | modify | 8 | 0.01 | 0.72178 | 0.71628 | 0.73378 | ||
| 24 | 2016.02.19 00:31 | close | 8 | 0.01 | 0.72304 | 0.71628 | 0.73378 | 1.30 | 105.88 |
| 25 | 2016.02.19 23:55 | buy | 9 | 0.01 | 0.71683 | 0.00000 | 0.00000 | ||
| 26 | 2016.02.19 23:55 | modify | 9 | 0.01 | 0.71683 | 0.71133 | 0.72883 | ||
| 27 | 2016.02.22 00:03 | close | 9 | 0.01 | 0.71794 | 0.71133 | 0.72883 | 1.14 | 107.02 |
| 28 | 2016.02.26 23:56 | buy | 10 | 0.01 | 0.73548 | 0.00000 | 0.00000 | ||
| 29 | 2016.02.26 23:56 | modify | 10 | 0.01 | 0.73548 | 0.72998 | 0.74748 | ||
| 30 | 2016.02.26 23:56 | close | 10 | 0.01 | 0.73649 | 0.72998 | 0.74748 | 1.03 | 108.05 |
| 31 | 2016.02.26 23:57 | buy | 11 | 0.01 | 0.73575 | 0.00000 | 0.00000 | ||
| 32 | 2016.02.26 23:57 | modify | 11 | 0.01 | 0.73575 | 0.73025 | 0.74775 | ||
| 33 | 2016.02.26 23:58 | close | 11 | 0.01 | 0.73677 | 0.73025 | 0.74775 | 1.05 | 109.10 |
| 34 | 2016.02.26 23:58 | buy | 12 | 0.01 | 0.73585 | 0.00000 | 0.00000 | ||
| 35 | 2016.02.26 23:58 | modify | 12 | 0.01 | 0.73585 | 0.73035 | 0.74785 | ||
| 36 | 2016.02.29 00:03 | close | 12 | 0.01 | 0.73707 | 0.73035 | 0.74785 | 1.25 | 110.35 |
| 37 | 2016.03.21 23:05 | buy | 13 | 0.01 | 0.73997 | 0.00000 | 0.00000 | ||
| 38 | 2016.03.21 23:05 | modify | 13 | 0.01 | 0.73997 | 0.73447 | 0.75197 | ||
| 39 | 2016.03.22 00:23 | close | 13 | 0.01 | 0.74097 | 0.73447 | 0.75197 | 1.03 | 111.38 |
| 40 | 2016.04.01 23:57 | buy | 14 | 0.01 | 0.73420 | 0.00000 | 0.00000 | ||
| 41 | 2016.04.01 23:57 | modify | 14 | 0.01 | 0.73420 | 0.72870 | 0.74620 | ||
| 42 | 2016.04.04 01:00 | close | 14 | 0.01 | 0.73521 | 0.72870 | 0.74620 | 1.04 | 112.42 |
| 43 | 2016.04.08 23:56 | buy | 15 | 0.01 | 0.73227 | 0.00000 | 0.00000 | ||
| 44 | 2016.04.08 23:56 | modify | 15 | 0.01 | 0.73227 | 0.72677 | 0.74427 | ||
| 45 | 2016.04.11 01:00 | close | 15 | 0.01 | 0.73327 | 0.72677 | 0.74427 | 1.02 | 113.44 |
| 46 | 2016.04.15 23:14 | sell | 16 | 0.01 | 0.75489 | 0.00000 | 0.00000 | ||
| 47 | 2016.04.15 23:14 | modify | 16 | 0.01 | 0.75489 | 0.76039 | 0.74289 | ||
| 48 | 2016.04.18 00:04 | close | 16 | 0.01 | 0.74479 | 0.76039 | 0.74289 | 10.39 | 123.83 |
| 49 | 2016.04.29 00:02 | buy | 17 | 0.01 | 0.76898 | 0.00000 | 0.00000 | ||
| 50 | 2016.04.29 00:02 | modify | 17 | 0.01 | 0.76898 | 0.76348 | 0.78098 | ||
| 51 | 2016.04.29 01:04 | close | 17 | 0.01 | 0.76999 | 0.76348 | 0.78098 | 1.04 | 124.87 |
| 52 | 2016.05.13 23:55 | buy | 18 | 0.01 | 0.75224 | 0.00000 | 0.00000 | ||
| 53 | 2016.05.13 23:55 | modify | 18 | 0.01 | 0.75224 | 0.74674 | 0.76424 | ||
| 54 | 2016.05.16 01:00 | close | 18 | 0.01 | 0.75328 | 0.74674 | 0.76424 | 1.06 | 125.93 |
| 55 | 2016.06.03 23:55 | buy | 19 | 0.01 | 0.75206 | 0.00000 | 0.00000 | ||
| 56 | 2016.06.03 23:55 | modify | 19 | 0.01 | 0.75206 | 0.74656 | 0.76406 | ||
| 57 | 2016.06.03 23:56 | close | 19 | 0.01 | 0.75307 | 0.74656 | 0.76406 | 1.04 | 126.97 |
| 58 | 2016.06.03 23:57 | buy | 20 | 0.01 | 0.75260 | 0.00000 | 0.00000 | ||
| 59 | 2016.06.03 23:57 | modify | 20 | 0.01 | 0.75260 | 0.74710 | 0.76460 | ||
| 60 | 2016.06.06 00:07 | close | 20 | 0.01 | 0.75367 | 0.74710 | 0.76460 | 1.10 | 128.07 |
| 61 | 2016.06.07 23:50 | sell | 21 | 0.01 | 0.75729 | 0.00000 | 0.00000 | ||
| 62 | 2016.06.07 23:50 | modify | 21 | 0.01 | 0.75729 | 0.76279 | 0.74529 | ||
| 63 | 2016.06.08 10:14 | close | 21 | 0.01 | 0.75687 | 0.76279 | 0.74529 | 0.43 | 128.50 |
| 64 | 2016.06.13 23:58 | buy | 22 | 0.01 | 0.75107 | 0.00000 | 0.00000 | ||
| 65 | 2016.06.13 23:58 | modify | 22 | 0.01 | 0.75107 | 0.74557 | 0.76307 | ||
| 66 | 2016.06.14 07:50 | close | 22 | 0.01 | 0.75163 | 0.74557 | 0.76307 | 0.58 | 129.08 |
| 67 | 2016.06.15 00:04 | buy | 23 | 0.01 | 0.74784 | 0.00000 | 0.00000 | ||
| 68 | 2016.06.15 00:04 | modify | 23 | 0.01 | 0.74784 | 0.74234 | 0.75984 | ||
| 69 | 2016.06.15 02:45 | close | 23 | 0.01 | 0.74885 | 0.74234 | 0.75984 | 1.04 | 130.12 |
| 70 | 2016.06.17 23:53 | buy | 24 | 0.01 | 0.74392 | 0.00000 | 0.00000 | ||
| 71 | 2016.06.17 23:53 | modify | 24 | 0.01 | 0.74392 | 0.73842 | 0.75592 | ||
| 72 | 2016.06.20 00:04 | close | 24 | 0.01 | 0.74733 | 0.73842 | 0.75592 | 3.51 | 133.63 |
| 73 | 2016.06.21 00:08 | buy | 25 | 0.01 | 0.74902 | 0.00000 | 0.00000 | ||
| 74 | 2016.06.21 00:08 | modify | 25 | 0.01 | 0.74902 | 0.74352 | 0.76102 | ||
| 75 | 2016.06.21 00:08 | close | 25 | 0.01 | 0.75004 | 0.74352 | 0.76102 | 1.04 | 134.67 |
| 76 | 2016.06.21 00:10 | buy | 26 | 0.01 | 0.74945 | 0.00000 | 0.00000 | ||
| 77 | 2016.06.21 00:10 | modify | 26 | 0.01 | 0.74945 | 0.74395 | 0.76145 | ||
| 78 | 2016.06.21 00:24 | close | 26 | 0.01 | 0.75051 | 0.74395 | 0.76145 | 1.09 | 135.76 |
| 79 | 2016.06.24 00:06 | sell | 27 | 0.01 | 0.75170 | 0.00000 | 0.00000 | ||
| 80 | 2016.06.24 00:06 | modify | 27 | 0.01 | 0.75170 | 0.75720 | 0.73970 | ||
| 81 | 2016.06.24 00:08 | close | 27 | 0.01 | 0.75057 | 0.75720 | 0.73970 | 1.16 | 136.92 |
| 82 | 2016.06.24 00:09 | sell | 28 | 0.01 | 0.75222 | 0.00000 | 0.00000 | ||
| 83 | 2016.06.24 00:09 | modify | 28 | 0.01 | 0.75222 | 0.75772 | 0.74022 | ||
| 84 | 2016.06.24 02:01 | close | 28 | 0.01 | 0.75109 | 0.75772 | 0.74022 | 1.16 | 138.08 |
| 85 | 2016.07.15 23:33 | buy | 29 | 0.01 | 0.75757 | 0.00000 | 0.00000 | ||
| 86 | 2016.07.15 23:33 | modify | 29 | 0.01 | 0.75757 | 0.75207 | 0.76957 | ||
| 87 | 2016.07.18 00:35 | close | 29 | 0.01 | 0.75861 | 0.75207 | 0.76957 | 1.07 | 139.15 |
| 88 | 2016.07.29 23:55 | buy | 30 | 0.01 | 0.74141 | 0.00000 | 0.00000 | ||
| 89 | 2016.07.29 23:55 | modify | 30 | 0.01 | 0.74141 | 0.73591 | 0.75341 | ||
| 90 | 2016.07.29 23:57 | close | 30 | 0.01 | 0.74242 | 0.73591 | 0.75341 | 1.04 | 140.19 |
| 91 | 2016.08.02 00:12 | buy | 31 | 0.01 | 0.73711 | 0.00000 | 0.00000 | ||
| 92 | 2016.08.02 00:12 | modify | 31 | 0.01 | 0.73711 | 0.73161 | 0.74911 | ||
| 93 | 2016.08.02 00:23 | close | 31 | 0.01 | 0.73812 | 0.73161 | 0.74911 | 1.04 | 141.23 |
| 94 | 2016.09.08 23:58 | buy | 32 | 0.01 | 0.75187 | 0.00000 | 0.00000 | ||
| 95 | 2016.09.08 23:58 | modify | 32 | 0.01 | 0.75187 | 0.74637 | 0.76387 | ||
| 96 | 2016.09.12 00:00 | s/l | 32 | 0.01 | 0.74637 | 0.74637 | 0.76387 | -5.65 | 135.58 |
| 97 | 2016.09.14 00:00 | buy | 33 | 0.01 | 0.74040 | 0.00000 | 0.00000 | ||
| 98 | 2016.09.14 00:00 | modify | 33 | 0.01 | 0.74040 | 0.73490 | 0.75240 | ||
| 99 | 2016.09.14 00:13 | close | 33 | 0.01 | 0.74155 | 0.73490 | 0.75240 | 1.19 | 136.77 |
| 100 | 2016.09.20 23:39 | sell | 34 | 0.01 | 0.74245 | 0.00000 | 0.00000 | ||
| 101 | 2016.09.20 23:39 | modify | 34 | 0.01 | 0.74245 | 0.74795 | 0.73045 | ||
| 102 | 2016.09.21 10:36 | close | 34 | 0.01 | 0.74243 | 0.74795 | 0.73045 | 0.02 | 136.79 |