| Символ | CADCHF (Canadian Dollar vs Swiss Franc) | ||||
| Период | 15 Минут (M15) 2016.01.04 00:00 - 2016.10.17 11:59 (2016.01.04 - 2016.10.18) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | S_1="<==== Basic settings ====>"; Comm="CADCHF M15 Generic A-TLP v.11.86"; MagicNumber=100111; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=70; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=12; period_StDev=0; Entry_Break=5; Min_Volatility=15; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=35; time_break=240; loss=68; 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=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="02:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="02:00"; friday_pause_stop="22:00"; 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 | 19725 | Смоделировано тиков | 18146096 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | Текущий (20) | ||
| Чистая прибыль | 51.80 | Общая прибыль | 55.75 | Общий убыток | -3.95 |
| Прибыльность | 14.11 | Матожидание выигрыша | 1.13 | ||
| Абсолютная просадка | 3.86 | Максимальная просадка | 7.03 (4.99%) | Относительная просадка | 6.46% (6.64) |
| Всего сделок | 46 | Короткие позиции (% выигравших) | 12 (91.67%) | Длинные позиции (% выигравших) | 34 (85.29%) |
| Прибыльные сделки (% от всех) | 40 (86.96%) | Убыточные сделки (% от всех) | 6 (13.04%) | ||
| Самая большая | прибыльная сделка | 7.07 | убыточная сделка | -1.26 | |
| Средняя | прибыльная сделка | 1.39 | убыточная сделка | -0.66 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 16 (20.46) | непрерывных проигрышей (убыток) | 1 (-1.26) | |
| Макс. | непрерывная прибыль (число выигрышей) | 20.46 (16) | непрерывный убыток (число проигрышей) | -1.26 (1) | |
| Средний | непрерывный выигрыш | 7 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.01.08 01:00 | buy | 1 | 0.01 | 0.70165 | 0.00000 | 0.00000 | ||
| 2 | 2016.01.08 01:00 | modify | 1 | 0.01 | 0.70165 | 0.69465 | 0.70865 | ||
| 3 | 2016.01.08 01:05 | close | 1 | 0.01 | 0.70380 | 0.69465 | 0.70865 | 2.17 | 102.17 |
| 4 | 2016.01.08 23:46 | buy | 2 | 0.01 | 0.70134 | 0.00000 | 0.00000 | ||
| 5 | 2016.01.08 23:46 | modify | 2 | 0.01 | 0.70134 | 0.69434 | 0.70834 | ||
| 6 | 2016.01.11 03:15 | close | 2 | 0.01 | 0.70119 | 0.69434 | 0.70834 | -0.16 | 102.01 |
| 7 | 2016.01.11 22:28 | sell | 3 | 0.01 | 0.70407 | 0.00000 | 0.00000 | ||
| 8 | 2016.01.11 22:28 | modify | 3 | 0.01 | 0.70407 | 0.71107 | 0.69707 | ||
| 9 | 2016.01.12 00:25 | close | 3 | 0.01 | 0.70265 | 0.71107 | 0.69707 | 1.44 | 103.45 |
| 10 | 2016.01.18 22:31 | buy | 4 | 0.01 | 0.68964 | 0.00000 | 0.00000 | ||
| 11 | 2016.01.18 22:31 | modify | 4 | 0.01 | 0.68964 | 0.68264 | 0.69664 | ||
| 12 | 2016.01.19 00:58 | close | 4 | 0.01 | 0.69064 | 0.68264 | 0.69664 | 1.01 | 104.46 |
| 13 | 2016.01.22 00:36 | buy | 5 | 0.01 | 0.70341 | 0.00000 | 0.00000 | ||
| 14 | 2016.01.22 00:36 | modify | 5 | 0.01 | 0.70341 | 0.69641 | 0.71041 | ||
| 15 | 2016.01.22 00:36 | close | 5 | 0.01 | 0.70529 | 0.69641 | 0.71041 | 1.90 | 106.36 |
| 16 | 2016.01.22 00:56 | buy | 6 | 0.01 | 0.70365 | 0.00000 | 0.00000 | ||
| 17 | 2016.01.22 00:57 | modify | 6 | 0.01 | 0.70365 | 0.69665 | 0.71065 | ||
| 18 | 2016.01.22 00:58 | close | 6 | 0.01 | 0.70520 | 0.69665 | 0.71065 | 1.57 | 107.93 |
| 19 | 2016.01.26 23:32 | buy | 7 | 0.01 | 0.72135 | 0.00000 | 0.00000 | ||
| 20 | 2016.01.26 23:32 | modify | 7 | 0.01 | 0.72135 | 0.71435 | 0.72835 | ||
| 21 | 2016.01.27 02:30 | close | 7 | 0.01 | 0.72060 | 0.71435 | 0.72835 | -0.75 | 107.18 |
| 22 | 2016.01.28 23:28 | sell | 8 | 0.01 | 0.72241 | 0.00000 | 0.00000 | ||
| 23 | 2016.01.28 23:28 | modify | 8 | 0.01 | 0.72241 | 0.72941 | 0.71541 | ||
| 24 | 2016.01.29 00:39 | close | 8 | 0.01 | 0.72135 | 0.72941 | 0.71541 | 1.07 | 108.25 |
| 25 | 2016.02.03 00:39 | buy | 9 | 0.01 | 0.72355 | 0.00000 | 0.00000 | ||
| 26 | 2016.02.03 00:39 | modify | 9 | 0.01 | 0.72355 | 0.71655 | 0.73055 | ||
| 27 | 2016.02.03 00:54 | close | 9 | 0.01 | 0.72455 | 0.71655 | 0.73055 | 1.01 | 109.26 |
| 28 | 2016.02.05 00:44 | buy | 10 | 0.01 | 0.72054 | 0.00000 | 0.00000 | ||
| 29 | 2016.02.05 00:44 | modify | 10 | 0.01 | 0.72054 | 0.71354 | 0.72754 | ||
| 30 | 2016.02.05 00:45 | close | 10 | 0.01 | 0.72164 | 0.71354 | 0.72754 | 1.12 | 110.38 |
| 31 | 2016.02.09 00:54 | buy | 11 | 0.01 | 0.70639 | 0.00000 | 0.00000 | ||
| 32 | 2016.02.09 00:54 | modify | 11 | 0.01 | 0.70639 | 0.69939 | 0.71339 | ||
| 33 | 2016.02.09 00:55 | close | 11 | 0.01 | 0.70761 | 0.69939 | 0.71339 | 1.23 | 111.61 |
| 34 | 2016.02.10 00:26 | sell | 12 | 0.01 | 0.70183 | 0.00000 | 0.00000 | ||
| 35 | 2016.02.10 00:26 | modify | 12 | 0.01 | 0.70183 | 0.70883 | 0.69483 | ||
| 36 | 2016.02.10 02:19 | close | 12 | 0.01 | 0.70080 | 0.70883 | 0.69483 | 1.04 | 112.65 |
| 37 | 2016.02.19 00:30 | buy | 13 | 0.01 | 0.72139 | 0.00000 | 0.00000 | ||
| 38 | 2016.02.19 00:30 | modify | 13 | 0.01 | 0.72139 | 0.71439 | 0.72839 | ||
| 39 | 2016.02.19 00:31 | close | 13 | 0.01 | 0.72304 | 0.71439 | 0.72839 | 1.67 | 114.32 |
| 40 | 2016.02.26 23:56 | buy | 14 | 0.01 | 0.73548 | 0.00000 | 0.00000 | ||
| 41 | 2016.02.26 23:56 | modify | 14 | 0.01 | 0.73548 | 0.72848 | 0.74248 | ||
| 42 | 2016.02.26 23:56 | close | 14 | 0.01 | 0.73649 | 0.72848 | 0.74248 | 1.02 | 115.34 |
| 43 | 2016.02.26 23:57 | buy | 15 | 0.01 | 0.73575 | 0.00000 | 0.00000 | ||
| 44 | 2016.02.26 23:57 | modify | 15 | 0.01 | 0.73575 | 0.72875 | 0.74275 | ||
| 45 | 2016.02.26 23:58 | close | 15 | 0.01 | 0.73677 | 0.72875 | 0.74275 | 1.03 | 116.37 |
| 46 | 2016.02.26 23:58 | buy | 16 | 0.01 | 0.73585 | 0.00000 | 0.00000 | ||
| 47 | 2016.02.26 23:58 | modify | 16 | 0.01 | 0.73585 | 0.72885 | 0.74285 | ||
| 48 | 2016.02.29 00:25 | close | 16 | 0.01 | 0.73714 | 0.72885 | 0.74285 | 1.31 | 117.68 |
| 49 | 2016.03.01 22:22 | buy | 17 | 0.01 | 0.74365 | 0.00000 | 0.00000 | ||
| 50 | 2016.03.01 22:22 | modify | 17 | 0.01 | 0.74365 | 0.73665 | 0.75065 | ||
| 51 | 2016.03.02 06:00 | close | 17 | 0.01 | 0.74346 | 0.73665 | 0.75065 | -0.20 | 117.48 |
| 52 | 2016.03.04 23:15 | buy | 18 | 0.01 | 0.74459 | 0.00000 | 0.00000 | ||
| 53 | 2016.03.04 23:15 | modify | 18 | 0.01 | 0.74459 | 0.73759 | 0.75159 | ||
| 54 | 2016.03.04 23:33 | close | 18 | 0.01 | 0.74560 | 0.73759 | 0.75159 | 1.02 | 118.50 |
| 55 | 2016.03.10 22:53 | sell | 19 | 0.01 | 0.73796 | 0.00000 | 0.00000 | ||
| 56 | 2016.03.10 22:53 | modify | 19 | 0.01 | 0.73796 | 0.74496 | 0.73096 | ||
| 57 | 2016.03.11 00:38 | close | 19 | 0.01 | 0.73695 | 0.74496 | 0.73096 | 1.02 | 119.52 |
| 58 | 2016.03.18 22:55 | buy | 20 | 0.01 | 0.74247 | 0.00000 | 0.00000 | ||
| 59 | 2016.03.18 22:55 | modify | 20 | 0.01 | 0.74247 | 0.73547 | 0.74947 | ||
| 60 | 2016.03.18 22:55 | close | 20 | 0.01 | 0.74349 | 0.73547 | 0.74947 | 1.03 | 120.55 |
| 61 | 2016.03.18 22:59 | buy | 21 | 0.01 | 0.74246 | 0.00000 | 0.00000 | ||
| 62 | 2016.03.20 23:04 | modify | 21 | 0.01 | 0.74246 | 0.73546 | 0.74946 | ||
| 63 | 2016.03.20 23:04 | close | 21 | 0.01 | 0.74371 | 0.73546 | 0.74946 | 1.27 | 121.82 |
| 64 | 2016.04.15 23:14 | sell | 22 | 0.01 | 0.75478 | 0.00000 | 0.00000 | ||
| 65 | 2016.04.15 23:14 | modify | 22 | 0.01 | 0.75478 | 0.76178 | 0.74778 | ||
| 66 | 2016.04.18 00:00 | t/p | 22 | 0.01 | 0.74778 | 0.76178 | 0.74778 | 7.07 | 128.89 |
| 67 | 2016.04.20 01:54 | buy | 23 | 0.01 | 0.75788 | 0.00000 | 0.00000 | ||
| 68 | 2016.04.20 01:54 | modify | 23 | 0.01 | 0.75788 | 0.75088 | 0.76488 | ||
| 69 | 2016.04.20 09:47 | close | 23 | 0.01 | 0.75663 | 0.75088 | 0.76488 | -1.26 | 127.63 |
| 70 | 2016.05.06 23:47 | sell | 24 | 0.01 | 0.75403 | 0.00000 | 0.00000 | ||
| 71 | 2016.05.06 23:47 | modify | 24 | 0.01 | 0.75403 | 0.76103 | 0.74703 | ||
| 72 | 2016.05.09 00:25 | close | 24 | 0.01 | 0.75133 | 0.76103 | 0.74703 | 2.73 | 130.36 |
| 73 | 2016.05.13 00:00 | buy | 25 | 0.01 | 0.75491 | 0.00000 | 0.00000 | ||
| 74 | 2016.05.13 00:00 | modify | 25 | 0.01 | 0.75491 | 0.74791 | 0.76191 | ||
| 75 | 2016.05.13 02:10 | close | 25 | 0.01 | 0.75592 | 0.74791 | 0.76191 | 1.02 | 131.38 |
| 76 | 2016.06.03 23:57 | buy | 26 | 0.01 | 0.75260 | 0.00000 | 0.00000 | ||
| 77 | 2016.06.03 23:57 | modify | 26 | 0.01 | 0.75260 | 0.74560 | 0.75960 | ||
| 78 | 2016.06.06 00:53 | close | 26 | 0.01 | 0.75364 | 0.74560 | 0.75960 | 1.06 | 132.44 |
| 79 | 2016.06.07 23:50 | sell | 27 | 0.01 | 0.75736 | 0.00000 | 0.00000 | ||
| 80 | 2016.06.07 23:50 | modify | 27 | 0.01 | 0.75736 | 0.76436 | 0.75036 | ||
| 81 | 2016.06.08 10:14 | close | 27 | 0.01 | 0.75687 | 0.76436 | 0.75036 | 0.49 | 132.93 |
| 82 | 2016.06.13 23:57 | buy | 28 | 0.01 | 0.75143 | 0.00000 | 0.00000 | ||
| 83 | 2016.06.13 23:57 | modify | 28 | 0.01 | 0.75143 | 0.74443 | 0.75843 | ||
| 84 | 2016.06.14 07:50 | close | 28 | 0.01 | 0.75165 | 0.74443 | 0.75843 | 0.22 | 133.15 |
| 85 | 2016.06.15 00:04 | buy | 29 | 0.01 | 0.74784 | 0.00000 | 0.00000 | ||
| 86 | 2016.06.15 00:04 | modify | 29 | 0.01 | 0.74784 | 0.74084 | 0.75484 | ||
| 87 | 2016.06.15 02:45 | close | 29 | 0.01 | 0.74885 | 0.74084 | 0.75484 | 1.02 | 134.17 |
| 88 | 2016.06.17 23:53 | buy | 30 | 0.01 | 0.74390 | 0.00000 | 0.00000 | ||
| 89 | 2016.06.17 23:53 | modify | 30 | 0.01 | 0.74390 | 0.73690 | 0.75090 | ||
| 90 | 2016.06.20 00:25 | close | 30 | 0.01 | 0.74750 | 0.73690 | 0.75090 | 3.64 | 137.81 |
| 91 | 2016.06.21 00:18 | buy | 31 | 0.01 | 0.74916 | 0.00000 | 0.00000 | ||
| 92 | 2016.06.21 00:18 | modify | 31 | 0.01 | 0.74916 | 0.74216 | 0.75616 | ||
| 93 | 2016.06.21 00:25 | close | 31 | 0.01 | 0.75054 | 0.74216 | 0.75616 | 1.39 | 139.20 |
| 94 | 2016.06.24 00:06 | sell | 32 | 0.01 | 0.75170 | 0.00000 | 0.00000 | ||
| 95 | 2016.06.24 00:06 | modify | 32 | 0.01 | 0.75170 | 0.75870 | 0.74470 | ||
| 96 | 2016.06.24 02:01 | close | 32 | 0.01 | 0.75050 | 0.75870 | 0.74470 | 1.21 | 140.41 |
| 97 | 2016.06.27 22:40 | sell | 33 | 0.01 | 0.74840 | 0.00000 | 0.00000 | ||
| 98 | 2016.06.27 22:40 | modify | 33 | 0.01 | 0.74840 | 0.75540 | 0.74140 | ||
| 99 | 2016.06.28 00:51 | close | 33 | 0.01 | 0.74738 | 0.75540 | 0.74140 | 1.03 | 141.44 |
| 100 | 2016.06.30 22:59 | sell | 34 | 0.01 | 0.75602 | 0.00000 | 0.00000 | ||
| 101 | 2016.06.30 22:59 | modify | 34 | 0.01 | 0.75602 | 0.76302 | 0.74902 | ||
| 102 | 2016.06.30 23:17 | close | 34 | 0.01 | 0.75501 | 0.76302 | 0.74902 | 1.02 | 142.46 |
| 103 | 2016.07.01 00:52 | buy | 35 | 0.01 | 0.75311 | 0.00000 | 0.00000 | ||
| 104 | 2016.07.01 00:52 | modify | 35 | 0.01 | 0.75311 | 0.74611 | 0.76011 | ||
| 105 | 2016.07.01 01:21 | close | 35 | 0.01 | 0.75411 | 0.74611 | 0.76011 | 1.01 | 143.47 |
| 106 | 2016.07.01 23:54 | buy | 36 | 0.01 | 0.75266 | 0.00000 | 0.00000 | ||
| 107 | 2016.07.01 23:54 | modify | 36 | 0.01 | 0.75266 | 0.74566 | 0.75966 | ||
| 108 | 2016.07.04 00:38 | close | 36 | 0.01 | 0.75366 | 0.74566 | 0.75966 | 1.02 | 144.49 |
| 109 | 2016.07.15 23:33 | buy | 37 | 0.01 | 0.75775 | 0.00000 | 0.00000 | ||
| 110 | 2016.07.15 23:33 | modify | 37 | 0.01 | 0.75775 | 0.75075 | 0.76475 | ||
| 111 | 2016.07.18 00:56 | close | 37 | 0.01 | 0.75879 | 0.75075 | 0.76475 | 1.05 | 145.54 |
| 112 | 2016.07.18 22:20 | sell | 38 | 0.01 | 0.75980 | 0.00000 | 0.00000 | ||
| 113 | 2016.07.18 22:20 | modify | 38 | 0.01 | 0.75980 | 0.76680 | 0.75280 | ||
| 114 | 2016.07.19 00:25 | close | 38 | 0.01 | 0.75834 | 0.76680 | 0.75280 | 1.48 | 147.02 |
| 115 | 2016.07.19 00:39 | buy | 39 | 0.01 | 0.75775 | 0.00000 | 0.00000 | ||
| 116 | 2016.07.19 00:39 | modify | 39 | 0.01 | 0.75775 | 0.75075 | 0.76475 | ||
| 117 | 2016.07.19 01:03 | close | 39 | 0.01 | 0.75881 | 0.75075 | 0.76475 | 1.07 | 148.09 |
| 118 | 2016.07.21 22:10 | buy | 40 | 0.01 | 0.75312 | 0.00000 | 0.00000 | ||
| 119 | 2016.07.21 22:10 | modify | 40 | 0.01 | 0.75312 | 0.74612 | 0.76012 | ||
| 120 | 2016.07.22 09:12 | close | 40 | 0.01 | 0.75192 | 0.74612 | 0.76012 | -1.21 | 146.88 |
| 121 | 2016.07.22 23:53 | buy | 41 | 0.01 | 0.75007 | 0.00000 | 0.00000 | ||
| 122 | 2016.07.22 23:53 | modify | 41 | 0.01 | 0.75007 | 0.74307 | 0.75707 | ||
| 123 | 2016.07.25 00:27 | close | 41 | 0.01 | 0.75113 | 0.74307 | 0.75707 | 1.07 | 147.95 |
| 124 | 2016.07.29 23:55 | buy | 42 | 0.01 | 0.74141 | 0.00000 | 0.00000 | ||
| 125 | 2016.07.29 23:55 | modify | 42 | 0.01 | 0.74141 | 0.73441 | 0.74841 | ||
| 126 | 2016.07.29 23:57 | close | 42 | 0.01 | 0.74242 | 0.73441 | 0.74841 | 1.02 | 148.97 |
| 127 | 2016.08.02 00:12 | buy | 43 | 0.01 | 0.73711 | 0.00000 | 0.00000 | ||
| 128 | 2016.08.02 00:12 | modify | 43 | 0.01 | 0.73711 | 0.73011 | 0.74411 | ||
| 129 | 2016.08.02 00:49 | close | 43 | 0.01 | 0.73812 | 0.73011 | 0.74411 | 1.02 | 149.99 |
| 130 | 2016.08.17 00:00 | buy | 44 | 0.01 | 0.74695 | 0.00000 | 0.00000 | ||
| 131 | 2016.08.17 00:00 | modify | 44 | 0.01 | 0.74695 | 0.73995 | 0.75395 | ||
| 132 | 2016.08.17 00:38 | close | 44 | 0.01 | 0.74801 | 0.73995 | 0.75395 | 1.07 | 151.06 |
| 133 | 2016.09.14 00:00 | buy | 45 | 0.01 | 0.74040 | 0.00000 | 0.00000 | ||
| 134 | 2016.09.14 00:00 | modify | 45 | 0.01 | 0.74040 | 0.73340 | 0.74740 | ||
| 135 | 2016.09.14 00:27 | close | 45 | 0.01 | 0.74150 | 0.73340 | 0.74740 | 1.11 | 152.17 |
| 136 | 2016.09.20 23:39 | sell | 46 | 0.01 | 0.74220 | 0.00000 | 0.00000 | ||
| 137 | 2016.09.20 23:39 | modify | 46 | 0.01 | 0.74220 | 0.74920 | 0.73520 | ||
| 138 | 2016.09.21 10:36 | close | 46 | 0.01 | 0.74257 | 0.74920 | 0.73520 | -0.37 | 151.80 |