| Символ | USDCHF (US Dollar vs Swiss Franc) | ||||
| Период | 15 Минут (M15) 2014.12.17 00:00 - 2016.11.10 23:45 (2015.01.01 - 2016.11.11) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | S_1="<==== Basic settings ====>"; Comm="USDCHF M15 Generic A-TLP v.11.86"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Max_Spread_mode2=0; Max_Spread_mode2_profit=0; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=60; 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; 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; DailyMA=150; DeltaMA=2.7; time_break=240; loss=68; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; 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"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; 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 | 47400 | Смоделировано тиков | 28311050 | Качество моделирования | 99.00% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 1000.00 | Спред | Variable | ||
| Чистая прибыль | 26.12 | Общая прибыль | 36.81 | Общий убыток | -10.69 |
| Прибыльность | 3.44 | Матожидание выигрыша | 0.58 | ||
| Абсолютная просадка | 6.59 | Максимальная просадка | 9.67 (0.95%) | Относительная просадка | 0.95% (9.67) |
| Всего сделок | 45 | Короткие позиции (% выигравших) | 20 (60.00%) | Длинные позиции (% выигравших) | 25 (84.00%) |
| Прибыльные сделки (% от всех) | 33 (73.33%) | Убыточные сделки (% от всех) | 12 (26.67%) | ||
| Самая большая | прибыльная сделка | 4.80 | убыточная сделка | -2.65 | |
| Средняя | прибыльная сделка | 1.12 | убыточная сделка | -0.89 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 9 (9.62) | непрерывных проигрышей (убыток) | 2 (-3.72) | |
| Макс. | непрерывная прибыль (число выигрышей) | 9.62 (9) | непрерывный убыток (число проигрышей) | -3.72 (2) | |
| Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 2 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2015.01.02 01:31 | sell | 1 | 0.01 | 0.99524 | 0.00000 | 0.00000 | ||
| 2 | 2015.01.02 01:31 | modify | 1 | 0.01 | 0.99524 | 1.00224 | 0.98824 | ||
| 3 | 2015.01.02 10:04 | close | 1 | 0.01 | 0.99636 | 1.00224 | 0.98824 | -1.19 | 998.81 |
| 4 | 2015.01.06 22:05 | sell | 2 | 0.01 | 1.00867 | 0.00000 | 0.00000 | ||
| 5 | 2015.01.06 22:05 | modify | 2 | 0.01 | 1.00867 | 1.01567 | 1.00167 | ||
| 6 | 2015.01.07 03:37 | close | 2 | 0.01 | 1.01110 | 1.01567 | 1.00167 | -2.53 | 996.28 |
| 7 | 2015.01.20 01:32 | buy | 3 | 0.01 | 0.87829 | 0.00000 | 0.00000 | ||
| 8 | 2015.01.20 01:32 | modify | 3 | 0.01 | 0.87829 | 0.87129 | 0.88529 | ||
| 9 | 2015.01.20 03:16 | close | 3 | 0.01 | 0.87929 | 0.87129 | 0.88529 | 1.07 | 997.35 |
| 10 | 2015.01.21 01:10 | buy | 4 | 0.01 | 0.87316 | 0.00000 | 0.00000 | ||
| 11 | 2015.01.21 01:10 | modify | 4 | 0.01 | 0.87316 | 0.86616 | 0.88016 | ||
| 12 | 2015.01.21 06:48 | close | 4 | 0.01 | 0.87336 | 0.86616 | 0.88016 | 0.16 | 997.51 |
| 13 | 2015.01.22 23:54 | buy | 5 | 0.01 | 0.87109 | 0.00000 | 0.00000 | ||
| 14 | 2015.01.22 23:54 | modify | 5 | 0.01 | 0.87109 | 0.86409 | 0.87809 | ||
| 15 | 2015.01.23 02:02 | close | 5 | 0.01 | 0.87213 | 0.86409 | 0.87809 | 1.12 | 998.63 |
| 16 | 2015.01.28 01:28 | buy | 6 | 0.01 | 0.90062 | 0.00000 | 0.00000 | ||
| 17 | 2015.01.28 01:28 | modify | 6 | 0.01 | 0.90062 | 0.89362 | 0.90762 | ||
| 18 | 2015.01.28 03:09 | close | 6 | 0.01 | 0.90166 | 0.89362 | 0.90762 | 1.08 | 999.71 |
| 19 | 2015.03.03 00:02 | buy | 7 | 0.01 | 0.95730 | 0.00000 | 0.00000 | ||
| 20 | 2015.03.03 00:03 | modify | 7 | 0.01 | 0.95730 | 0.95030 | 0.96430 | ||
| 21 | 2015.03.03 01:43 | close | 7 | 0.01 | 0.95835 | 0.95030 | 0.96430 | 1.03 | 1000.74 |
| 22 | 2015.03.20 22:17 | sell | 8 | 0.01 | 0.97763 | 0.00000 | 0.00000 | ||
| 23 | 2015.03.20 22:17 | modify | 8 | 0.01 | 0.97763 | 0.98463 | 0.97063 | ||
| 24 | 2015.03.20 23:51 | close | 8 | 0.01 | 0.97521 | 0.98463 | 0.97063 | 2.41 | 1003.15 |
| 25 | 2015.04.28 22:31 | sell | 9 | 0.01 | 0.95620 | 0.00000 | 0.00000 | ||
| 26 | 2015.04.28 22:31 | modify | 9 | 0.01 | 0.95620 | 0.96320 | 0.94920 | ||
| 27 | 2015.04.29 00:27 | close | 9 | 0.01 | 0.95516 | 0.96320 | 0.94920 | 0.96 | 1004.11 |
| 28 | 2015.05.01 22:53 | buy | 10 | 0.01 | 0.93262 | 0.00000 | 0.00000 | ||
| 29 | 2015.05.01 22:53 | modify | 10 | 0.01 | 0.93262 | 0.92562 | 0.93962 | ||
| 30 | 2015.05.04 03:18 | close | 10 | 0.01 | 0.93370 | 0.92562 | 0.93962 | 1.09 | 1005.20 |
| 31 | 2015.06.05 01:49 | sell | 11 | 0.01 | 0.93502 | 0.00000 | 0.00000 | ||
| 32 | 2015.06.05 01:49 | modify | 11 | 0.01 | 0.93502 | 0.94202 | 0.92802 | ||
| 33 | 2015.06.05 07:11 | close | 11 | 0.01 | 0.93430 | 0.94202 | 0.92802 | 0.70 | 1005.90 |
| 34 | 2015.06.12 22:13 | sell | 12 | 0.01 | 0.92891 | 0.00000 | 0.00000 | ||
| 35 | 2015.06.12 22:13 | modify | 12 | 0.01 | 0.92891 | 0.93591 | 0.92191 | ||
| 36 | 2015.06.15 09:53 | close | 12 | 0.01 | 0.93126 | 0.93591 | 0.92191 | -2.65 | 1003.24 |
| 37 | 2015.06.15 22:00 | buy | 13 | 0.01 | 0.93037 | 0.00000 | 0.00000 | ||
| 38 | 2015.06.15 22:00 | modify | 13 | 0.01 | 0.93037 | 0.92337 | 0.93737 | ||
| 39 | 2015.06.16 03:01 | close | 13 | 0.01 | 0.93030 | 0.92337 | 0.93737 | -0.15 | 1003.09 |
| 40 | 2015.07.07 22:24 | buy | 14 | 0.01 | 0.94533 | 0.00000 | 0.00000 | ||
| 41 | 2015.07.07 22:24 | modify | 14 | 0.01 | 0.94533 | 0.93833 | 0.95233 | ||
| 42 | 2015.07.07 23:15 | close | 14 | 0.01 | 0.94634 | 0.93833 | 0.95233 | 1.00 | 1004.09 |
| 43 | 2015.07.23 22:46 | sell | 15 | 0.01 | 0.95924 | 0.00000 | 0.00000 | ||
| 44 | 2015.07.23 22:46 | modify | 15 | 0.01 | 0.95924 | 0.96624 | 0.95224 | ||
| 45 | 2015.07.24 03:54 | close | 15 | 0.01 | 0.95914 | 0.96624 | 0.95224 | -0.03 | 1004.06 |
| 46 | 2015.07.31 22:00 | sell | 16 | 0.01 | 0.96784 | 0.00000 | 0.00000 | ||
| 47 | 2015.07.31 22:00 | modify | 16 | 0.01 | 0.96784 | 0.97484 | 0.96084 | ||
| 48 | 2015.07.31 22:10 | close | 16 | 0.01 | 0.96614 | 0.97484 | 0.96084 | 1.69 | 1005.75 |
| 49 | 2015.08.13 22:32 | buy | 17 | 0.01 | 0.97599 | 0.00000 | 0.00000 | ||
| 50 | 2015.08.13 22:32 | modify | 17 | 0.01 | 0.97599 | 0.96899 | 0.98299 | ||
| 51 | 2015.08.14 04:33 | close | 17 | 0.01 | 0.97651 | 0.96899 | 0.98299 | 0.46 | 1006.21 |
| 52 | 2015.08.14 23:05 | buy | 18 | 0.01 | 0.97580 | 0.00000 | 0.00000 | ||
| 53 | 2015.08.14 23:05 | modify | 18 | 0.01 | 0.97580 | 0.96880 | 0.98280 | ||
| 54 | 2015.08.17 01:02 | close | 18 | 0.01 | 0.97681 | 0.96880 | 0.98280 | 0.96 | 1007.17 |
| 55 | 2015.08.17 23:42 | sell | 19 | 0.01 | 0.97836 | 0.00000 | 0.00000 | ||
| 56 | 2015.08.17 23:42 | modify | 19 | 0.01 | 0.97836 | 0.98536 | 0.97136 | ||
| 57 | 2015.08.18 04:56 | close | 19 | 0.01 | 0.97826 | 0.98536 | 0.97136 | -0.03 | 1007.14 |
| 58 | 2015.08.25 22:34 | buy | 20 | 0.01 | 0.94170 | 0.00000 | 0.00000 | ||
| 59 | 2015.08.25 22:34 | modify | 20 | 0.01 | 0.94170 | 0.93470 | 0.94870 | ||
| 60 | 2015.08.26 02:25 | close | 20 | 0.01 | 0.94055 | 0.93470 | 0.94870 | -1.29 | 1005.85 |
| 61 | 2015.09.02 00:00 | buy | 21 | 0.01 | 0.95837 | 0.00000 | 0.00000 | ||
| 62 | 2015.09.02 00:00 | modify | 21 | 0.01 | 0.95837 | 0.95137 | 0.96537 | ||
| 63 | 2015.09.02 00:28 | close | 21 | 0.01 | 0.95940 | 0.95137 | 0.96537 | 1.00 | 1006.85 |
| 64 | 2015.09.03 23:20 | buy | 22 | 0.01 | 0.97221 | 0.00000 | 0.00000 | ||
| 65 | 2015.09.03 23:20 | modify | 22 | 0.01 | 0.97221 | 0.96521 | 0.97921 | ||
| 66 | 2015.09.04 00:30 | close | 22 | 0.01 | 0.97324 | 0.96521 | 0.97921 | 0.99 | 1007.84 |
| 67 | 2015.09.25 00:48 | sell | 23 | 0.01 | 0.97823 | 0.00000 | 0.00000 | ||
| 68 | 2015.09.25 00:48 | modify | 23 | 0.01 | 0.97823 | 0.98523 | 0.97123 | ||
| 69 | 2015.09.25 09:56 | close | 23 | 0.01 | 0.97855 | 0.98523 | 0.97123 | -0.40 | 1007.44 |
| 70 | 2015.10.16 22:32 | sell | 24 | 0.01 | 0.95257 | 0.00000 | 0.00000 | ||
| 71 | 2015.10.16 22:32 | modify | 24 | 0.01 | 0.95257 | 0.95957 | 0.94557 | ||
| 72 | 2015.10.19 09:11 | close | 24 | 0.01 | 0.95370 | 0.95957 | 0.94557 | -1.31 | 1006.13 |
| 73 | 2015.11.13 22:03 | buy | 25 | 0.01 | 1.00716 | 0.00000 | 0.00000 | ||
| 74 | 2015.11.13 22:03 | modify | 25 | 0.01 | 1.00716 | 1.00016 | 1.01416 | ||
| 75 | 2015.11.16 01:22 | close | 25 | 0.01 | 1.00818 | 1.00016 | 1.01416 | 0.94 | 1007.07 |
| 76 | 2015.12.01 23:50 | buy | 26 | 0.01 | 1.02578 | 0.00000 | 0.00000 | ||
| 77 | 2015.12.01 23:50 | modify | 26 | 0.01 | 1.02578 | 1.01878 | 1.03278 | ||
| 78 | 2015.12.02 02:25 | close | 26 | 0.01 | 1.02679 | 1.01878 | 1.03278 | 0.91 | 1007.98 |
| 79 | 2015.12.14 22:09 | sell | 27 | 0.01 | 0.98583 | 0.00000 | 0.00000 | ||
| 80 | 2015.12.14 22:09 | modify | 27 | 0.01 | 0.98583 | 0.99283 | 0.97883 | ||
| 81 | 2015.12.15 02:43 | close | 27 | 0.01 | 0.98487 | 0.99283 | 0.97883 | 0.84 | 1008.82 |
| 82 | 2015.12.18 00:29 | buy | 28 | 0.01 | 0.99564 | 0.00000 | 0.00000 | ||
| 83 | 2015.12.18 00:29 | modify | 28 | 0.01 | 0.99564 | 0.98864 | 1.00264 | ||
| 84 | 2015.12.18 05:52 | close | 28 | 0.01 | 0.99570 | 0.98864 | 1.00264 | -0.01 | 1008.81 |
| 85 | 2016.01.04 22:03 | buy | 29 | 0.01 | 1.00167 | 0.00000 | 0.00000 | ||
| 86 | 2016.01.04 22:03 | modify | 29 | 0.01 | 1.00167 | 0.99467 | 1.00867 | ||
| 87 | 2016.01.04 22:21 | close | 29 | 0.01 | 1.00268 | 0.99467 | 1.00867 | 0.94 | 1009.75 |
| 88 | 2016.01.08 22:41 | buy | 30 | 0.01 | 0.99400 | 0.00000 | 0.00000 | ||
| 89 | 2016.01.08 22:41 | modify | 30 | 0.01 | 0.99400 | 0.98700 | 1.00100 | ||
| 90 | 2016.01.11 09:41 | close | 30 | 0.01 | 0.99500 | 0.98700 | 1.00100 | 0.94 | 1010.69 |
| 91 | 2016.01.15 22:00 | sell | 31 | 0.01 | 1.00214 | 0.00000 | 0.00000 | ||
| 92 | 2016.01.15 22:00 | modify | 31 | 0.01 | 1.00214 | 1.00914 | 0.99514 | ||
| 93 | 2016.01.15 22:16 | close | 31 | 0.01 | 1.00113 | 1.00914 | 0.99514 | 0.94 | 1011.63 |
| 94 | 2016.01.25 22:33 | buy | 32 | 0.01 | 1.01374 | 0.00000 | 0.00000 | ||
| 95 | 2016.01.25 22:33 | modify | 32 | 0.01 | 1.01374 | 1.00674 | 1.02074 | ||
| 96 | 2016.01.26 02:35 | close | 32 | 0.01 | 1.01322 | 1.00674 | 1.02074 | -0.58 | 1011.05 |
| 97 | 2016.01.26 22:06 | buy | 33 | 0.01 | 1.01711 | 0.00000 | 0.00000 | ||
| 98 | 2016.01.26 22:06 | modify | 33 | 0.01 | 1.01711 | 1.01011 | 1.02411 | ||
| 99 | 2016.01.27 03:16 | close | 33 | 0.01 | 1.01782 | 1.01011 | 1.02411 | 0.63 | 1011.68 |
| 100 | 2016.02.10 00:25 | sell | 34 | 0.01 | 0.97386 | 0.00000 | 0.00000 | ||
| 101 | 2016.02.10 00:25 | modify | 34 | 0.01 | 0.97386 | 0.98086 | 0.96686 | ||
| 102 | 2016.02.10 02:34 | close | 34 | 0.01 | 0.97282 | 0.98086 | 0.96686 | 1.00 | 1012.68 |
| 103 | 2016.02.26 22:37 | buy | 35 | 0.01 | 0.99633 | 0.00000 | 0.00000 | ||
| 104 | 2016.02.26 22:37 | modify | 35 | 0.01 | 0.99633 | 0.98933 | 1.00333 | ||
| 105 | 2016.02.29 00:35 | close | 35 | 0.01 | 0.99733 | 0.98933 | 1.00333 | 0.93 | 1013.61 |
| 106 | 2016.03.03 23:53 | sell | 36 | 0.01 | 0.99215 | 0.00000 | 0.00000 | ||
| 107 | 2016.03.03 23:53 | modify | 36 | 0.01 | 0.99215 | 0.99915 | 0.98515 | ||
| 108 | 2016.03.04 02:55 | close | 36 | 0.01 | 0.99125 | 0.99915 | 0.98515 | 0.78 | 1014.38 |
| 109 | 2016.03.04 23:08 | buy | 37 | 0.01 | 0.99313 | 0.00000 | 0.00000 | ||
| 110 | 2016.03.04 23:08 | modify | 37 | 0.01 | 0.99313 | 0.98613 | 1.00013 | ||
| 111 | 2016.03.07 01:00 | close | 37 | 0.01 | 0.99415 | 0.98613 | 1.00013 | 0.96 | 1015.34 |
| 112 | 2016.03.10 22:44 | sell | 38 | 0.01 | 0.98461 | 0.00000 | 0.00000 | ||
| 113 | 2016.03.10 22:44 | modify | 38 | 0.01 | 0.98461 | 0.99161 | 0.97761 | ||
| 114 | 2016.03.11 02:07 | close | 38 | 0.01 | 0.98412 | 0.99161 | 0.97761 | 0.37 | 1015.71 |
| 115 | 2016.03.18 22:09 | sell | 39 | 0.01 | 0.97002 | 0.00000 | 0.00000 | ||
| 116 | 2016.03.18 22:09 | modify | 39 | 0.01 | 0.97002 | 0.97702 | 0.96302 | ||
| 117 | 2016.03.18 23:54 | close | 39 | 0.01 | 0.96902 | 0.97702 | 0.96302 | 0.96 | 1016.67 |
| 118 | 2016.03.31 22:54 | sell | 40 | 0.01 | 0.96154 | 0.00000 | 0.00000 | ||
| 119 | 2016.03.31 22:54 | modify | 40 | 0.01 | 0.96154 | 0.96854 | 0.95454 | ||
| 120 | 2016.04.01 03:08 | close | 40 | 0.01 | 0.96092 | 0.96854 | 0.95454 | 0.52 | 1017.19 |
| 121 | 2016.06.23 23:36 | sell | 41 | 0.01 | 0.95939 | 0.00000 | 0.00000 | ||
| 122 | 2016.06.23 23:36 | modify | 41 | 0.01 | 0.95939 | 0.96639 | 0.95239 | ||
| 123 | 2016.06.24 03:09 | close | 41 | 0.01 | 0.95975 | 0.96639 | 0.95239 | -0.51 | 1016.68 |
| 124 | 2016.06.24 22:26 | buy | 42 | 0.01 | 0.96814 | 0.00000 | 0.00000 | ||
| 125 | 2016.06.24 22:26 | modify | 42 | 0.01 | 0.96814 | 0.96114 | 0.97514 | ||
| 126 | 2016.06.24 23:01 | close | 42 | 0.01 | 0.97288 | 0.96114 | 0.97514 | 4.80 | 1021.48 |
| 127 | 2016.06.28 23:09 | buy | 43 | 0.01 | 0.98012 | 0.00000 | 0.00000 | ||
| 128 | 2016.06.28 23:09 | modify | 43 | 0.01 | 0.98012 | 0.97312 | 0.98712 | ||
| 129 | 2016.06.28 23:42 | close | 43 | 0.01 | 0.98112 | 0.97312 | 0.98712 | 0.95 | 1022.43 |
| 130 | 2016.07.15 23:33 | buy | 44 | 0.01 | 0.98179 | 0.00000 | 0.00000 | ||
| 131 | 2016.07.15 23:33 | modify | 44 | 0.01 | 0.98179 | 0.97479 | 0.98879 | ||
| 132 | 2016.07.15 23:44 | close | 44 | 0.01 | 0.98282 | 0.97479 | 0.98879 | 0.98 | 1023.41 |
| 133 | 2016.11.09 01:00 | sell | 45 | 0.01 | 0.98035 | 0.00000 | 0.00000 | ||
| 134 | 2016.11.09 01:00 | modify | 45 | 0.01 | 0.98035 | 0.98735 | 0.97335 | ||
| 135 | 2016.11.09 02:10 | close | 45 | 0.01 | 0.97763 | 0.98735 | 0.97335 | 2.71 | 1026.12 |