Optimization Report
Generic A-TLP 11.94.3 TP1C
Tickmill-DemoUK (Build 1010)
| 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) |
| Начальный депозит | 1000.00 |
| Спред | Текущий (34) |
| Проход | Прибыль | Всего сделок | Прибыльность | Матожидание выигрыша | Просадка $ | Просадка % |
| 53 | 16.17 | 15 | 20.16 | 1.08 | 4.38 | 0.44 |
| 102 | 16.57 | 15 | 8.10 | 1.10 | 3.94 | 0.39 |
| 151 | 18.04 | 15 | 7.65 | 1.20 | 4.80 | 0.48 |
| 207 | 27.42 | 29 | 7.24 | 0.95 | 6.72 | 0.67 |
| 4 | 13.12 | 15 | 7.09 | 0.87 | 4.84 | 0.48 |
| 200 | 18.52 | 15 | 7.09 | 1.23 | 5.63 | 0.56 |
| 60 | 19.80 | 29 | 6.15 | 0.68 | 5.93 | 0.59 |
| 158 | 24.51 | 29 | 5.71 | 0.85 | 6.72 | 0.67 |
| 199 | 23.79 | 29 | 5.06 | 0.82 | 6.51 | 0.64 |
| 101 | 19.25 | 29 | 4.94 | 0.66 | 5.08 | 0.50 |
| 11 | 15.15 | 29 | 4.88 | 0.52 | 6.66 | 0.66 |
| 109 | 21.55 | 29 | 4.82 | 0.74 | 6.72 | 0.67 |
| 3 | 15.29 | 29 | 4.18 | 0.53 | 4.35 | 0.43 |
| 150 | 20.08 | 29 | 4.08 | 0.69 | 5.82 | 0.57 |
| 88 | 19.94 | 24 | 4.05 | 0.83 | 8.15 | 0.80 |
| 89 | 57.10 | 75 | 3.97 | 0.76 | 10.62 | 1.00 |
| 235 | 23.54 | 23 | 3.82 | 1.02 | 11.61 | 1.14 |
| 136 | 22.95 | 19 | 3.72 | 1.21 | 8.88 | 0.86 |
| 198 | 45.77 | 64 | 3.62 | 0.72 | 10.01 | 0.98 |
| 186 | 20.67 | 23 | 3.26 | 0.90 | 11.61 | 1.14 |
| 19 | 24.04 | 49 | 3.02 | 0.49 | 9.66 | 0.95 |
| 108 | 30.53 | 63 | 3.01 | 0.48 | 9.00 | 0.90 |
| 52 | 14.41 | 29 | 2.96 | 0.50 | 5.08 | 0.50 |
| 138 | 51.25 | 74 | 2.89 | 0.69 | 13.22 | 1.26 |
| 39 | 12.55 | 33 | 2.83 | 0.38 | 7.61 | 0.75 |
| 40 | 34.38 | 81 | 2.71 | 0.42 | 12.49 | 1.20 |
| 117 | 27.37 | 48 | 2.70 | 0.57 | 13.93 | 1.36 |
| 54 | 4.82 | 7 | 2.62 | 0.69 | 4.93 | 0.49 |
| 12 | 9.05 | 17 | 2.58 | 0.53 | 5.40 | 0.54 |
| 149 | 34.31 | 64 | 2.46 | 0.54 | 9.87 | 0.97 |
| 59 | 23.95 | 63 | 2.43 | 0.38 | 9.27 | 0.92 |
| 213 | 56.12 | 118 | 2.42 | 0.48 | 13.18 | 1.29 |
| 5 | 3.97 | 7 | 2.40 | 0.57 | 4.57 | 0.46 |
| 115 | 46.38 | 118 | 2.38 | 0.39 | 9.17 | 0.90 |
| 87 | 15.82 | 19 | 2.37 | 0.83 | 10.23 | 1.00 |
| 201 | 4.32 | 7 | 2.36 | 0.62 | 7.29 | 0.73 |
| 103 | 4.53 | 7 | 2.34 | 0.65 | 5.63 | 0.56 |
| 38 | 16.05 | 26 | 2.33 | 0.62 | 8.56 | 0.84 |
| 157 | 28.13 | 63 | 2.32 | 0.45 | 10.17 | 1.01 |
| 234 | 18.90 | 19 | 2.32 | 0.99 | 13.84 | 1.34 |
| 185 | 18.41 | 19 | 2.28 | 0.97 | 14.33 | 1.39 |
| 233 | 35.39 | 38 | 2.27 | 0.93 | 18.22 | 1.74 |
| 236 | 46.46 | 74 | 2.26 | 0.63 | 23.50 | 2.21 |
| 68 | 22.39 | 48 | 2.26 | 0.47 | 15.37 | 1.50 |
| 206 | 28.45 | 63 | 2.21 | 0.45 | 10.48 | 1.02 |
| 164 | 47.98 | 118 | 2.21 | 0.41 | 14.60 | 1.43 |
| 187 | 44.97 | 74 | 2.20 | 0.61 | 23.50 | 2.22 |
| 18 | 17.99 | 64 | 2.20 | 0.28 | 9.66 | 0.95 |
| 205 | 52.03 | 111 | 2.18 | 0.47 | 15.75 | 1.53 |
| 10 | 18.05 | 63 | 2.14 | 0.29 | 10.06 | 1.00 |
| 137 | 14.21 | 23 | 2.11 | 0.62 | 14.74 | 1.45 |
| 214 | 27.37 | 63 | 2.10 | 0.43 | 9.77 | 0.96 |
| 67 | 20.84 | 64 | 2.04 | 0.33 | 9.66 | 0.95 |
| 25 | 31.36 | 138 | 2.02 | 0.23 | 9.66 | 0.94 |
| 130 | 62.14 | 160 | 2.02 | 0.39 | 11.95 | 1.14 |
| 20 | 18.55 | 46 | 2.01 | 0.40 | 14.22 | 1.40 |
| 32 | 40.95 | 168 | 1.98 | 0.24 | 8.82 | 0.85 |
| 100 | 26.14 | 64 | 1.97 | 0.41 | 10.61 | 1.04 |
| 37 | 25.14 | 48 | 1.94 | 0.52 | 17.66 | 1.70 |
| 135 | 27.91 | 38 | 1.93 | 0.73 | 21.35 | 2.04 |
| 66 | 34.56 | 118 | 1.92 | 0.29 | 9.47 | 0.93 |
| 184 | 28.54 | 38 | 1.89 | 0.75 | 23.07 | 2.21 |
| 81 | 51.51 | 162 | 1.88 | 0.32 | 11.68 | 1.12 |
| 221 | 51.71 | 132 | 1.87 | 0.39 | 16.30 | 1.55 |
| 215 | 22.15 | 48 | 1.86 | 0.46 | 14.30 | 1.40 |
| 152 | 3.31 | 7 | 1.79 | 0.47 | 7.29 | 0.73 |
| 172 | 43.32 | 132 | 1.76 | 0.33 | 16.19 | 1.54 |
| 116 | 18.47 | 63 | 1.74 | 0.29 | 12.62 | 1.24 |
| 41 | 40.74 | 158 | 1.73 | 0.26 | 11.66 | 1.12 |
| 69 | 17.03 | 46 | 1.71 | 0.37 | 16.91 | 1.66 |
| 21 | 12.16 | 43 | 1.70 | 0.28 | 13.77 | 1.35 |
| 156 | 35.37 | 111 | 1.70 | 0.32 | 16.88 | 1.67 |
| 123 | 36.85 | 132 | 1.69 | 0.28 | 13.65 | 1.31 |
| 179 | 55.82 | 160 | 1.68 | 0.35 | 18.18 | 1.75 |
| 74 | 31.27 | 133 | 1.68 | 0.24 | 14.75 | 1.43 |
| 165 | 18.55 | 63 | 1.66 | 0.29 | 11.25 | 1.11 |
| 222 | 35.11 | 103 | 1.66 | 0.34 | 13.49 | 1.30 |
| 33 | 40.81 | 204 | 1.65 | 0.20 | 19.76 | 1.88 |
| 166 | 18.15 | 48 | 1.65 | 0.38 | 15.18 | 1.49 |
| 86 | 22.30 | 38 | 1.63 | 0.59 | 24.83 | 2.38 |
| 17 | 22.55 | 119 | 1.63 | 0.19 | 11.03 | 1.09 |
| 220 | 63.61 | 213 | 1.60 | 0.30 | 20.33 | 1.95 |
| 51 | 16.04 | 64 | 1.57 | 0.25 | 10.32 | 1.02 |
| 228 | 54.92 | 160 | 1.57 | 0.34 | 22.77 | 2.15 |
| 42 | 51.33 | 243 | 1.52 | 0.21 | 15.15 | 1.43 |
| 110 | 6.18 | 17 | 1.52 | 0.36 | 12.17 | 1.21 |
| 82 | 43.18 | 192 | 1.52 | 0.22 | 25.42 | 2.40 |
| 118 | 15.07 | 46 | 1.52 | 0.33 | 18.83 | 1.86 |
| 107 | 24.01 | 111 | 1.47 | 0.22 | 15.54 | 1.54 |
| 173 | 26.07 | 103 | 1.46 | 0.25 | 15.46 | 1.50 |
| 34 | 36.78 | 201 | 1.46 | 0.18 | 23.02 | 2.18 |
| 132 | 50.07 | 197 | 1.45 | 0.25 | 32.71 | 3.06 |
| 229 | 50.03 | 189 | 1.42 | 0.26 | 39.01 | 3.65 |
| 35 | 33.13 | 197 | 1.42 | 0.17 | 17.59 | 1.69 |
| 167 | 13.29 | 46 | 1.41 | 0.29 | 17.58 | 1.74 |
| 111 | 4.47 | 16 | 1.38 | 0.28 | 12.06 | 1.19 |
| 26 | 13.45 | 105 | 1.38 | 0.13 | 15.15 | 1.49 |
| 90 | 34.39 | 147 | 1.37 | 0.23 | 22.68 | 2.15 |
| 122 | 34.52 | 214 | 1.37 | 0.16 | 15.33 | 1.50 |
| 124 | 20.53 | 103 | 1.37 | 0.20 | 19.99 | 1.94 |
| 62 | 4.01 | 16 | 1.37 | 0.25 | 12.06 | 1.19 |
| 24 | 27.00 | 225 | 1.37 | 0.12 | 10.15 | 1.00 |
| 83 | 37.80 | 198 | 1.36 | 0.19 | 32.33 | 3.04 |
| 2 | 10.07 | 64 | 1.36 | 0.16 | 10.45 | 1.04 |
| 171 | 40.07 | 213 | 1.36 | 0.19 | 22.67 | 2.19 |
| 75 | 16.75 | 103 | 1.35 | 0.16 | 18.23 | 1.78 |
| 14 | 3.63 | 18 | 1.35 | 0.20 | 11.70 | 1.16 |
| 180 | 40.79 | 190 | 1.34 | 0.21 | 36.47 | 3.44 |
| 131 | 37.13 | 192 | 1.34 | 0.19 | 35.27 | 3.33 |
| 133 | 40.04 | 194 | 1.32 | 0.21 | 39.63 | 3.73 |
| 181 | 42.27 | 196 | 1.32 | 0.22 | 44.59 | 4.17 |
| 227 | 40.72 | 199 | 1.32 | 0.20 | 26.55 | 2.53 |
| 148 | 13.64 | 71 | 1.31 | 0.19 | 26.64 | 2.60 |
| 61 | 3.66 | 17 | 1.28 | 0.22 | 12.26 | 1.22 |
| 13 | 2.96 | 16 | 1.27 | 0.19 | 12.06 | 1.20 |
| 99 | 10.78 | 71 | 1.26 | 0.15 | 23.31 | 2.28 |
| 230 | 36.21 | 195 | 1.26 | 0.19 | 53.00 | 4.96 |
| 28 | 13.69 | 105 | 1.25 | 0.13 | 18.30 | 1.78 |
| 125 | 16.41 | 100 | 1.25 | 0.16 | 18.43 | 1.80 |
| 126 | 16.90 | 105 | 1.23 | 0.16 | 22.82 | 2.21 |
| 119 | 6.42 | 43 | 1.22 | 0.15 | 19.13 | 1.89 |
| 84 | 26.29 | 196 | 1.22 | 0.13 | 39.41 | 3.75 |
| 216 | 8.30 | 46 | 1.22 | 0.18 | 21.43 | 2.13 |
| 27 | 10.49 | 100 | 1.22 | 0.10 | 23.41 | 2.28 |
| 140 | 36.01 | 228 | 1.21 | 0.16 | 40.08 | 3.76 |
| 188 | 23.61 | 145 | 1.20 | 0.16 | 39.00 | 3.69 |
| 139 | 22.42 | 146 | 1.20 | 0.15 | 41.57 | 3.92 |
| 237 | 23.18 | 145 | 1.19 | 0.16 | 43.92 | 4.14 |
| 31 | 16.53 | 216 | 1.19 | 0.08 | 23.91 | 2.33 |
| 134 | 16.52 | 97 | 1.19 | 0.17 | 49.35 | 4.65 |
| 178 | 24.41 | 199 | 1.19 | 0.12 | 23.85 | 2.31 |
| 197 | 8.57 | 71 | 1.17 | 0.12 | 34.25 | 3.34 |
| 238 | 31.29 | 228 | 1.17 | 0.14 | 41.00 | 3.84 |
| 182 | 23.94 | 193 | 1.17 | 0.12 | 52.67 | 4.99 |
| 189 | 30.45 | 228 | 1.17 | 0.13 | 44.34 | 4.16 |
| 231 | 24.05 | 193 | 1.16 | 0.12 | 50.81 | 4.81 |
| 91 | 25.25 | 233 | 1.15 | 0.11 | 41.73 | 3.94 |
| 174 | 11.00 | 100 | 1.15 | 0.11 | 20.67 | 2.02 |
| 76 | 8.93 | 100 | 1.14 | 0.09 | 25.52 | 2.48 |
| 58 | 7.79 | 111 | 1.14 | 0.07 | 16.92 | 1.68 |
| 208 | 2.40 | 17 | 1.13 | 0.14 | 14.63 | 1.46 |
| 73 | 13.21 | 215 | 1.13 | 0.06 | 20.21 | 1.98 |
| 77 | 9.30 | 105 | 1.13 | 0.09 | 28.53 | 2.77 |
| 80 | 13.90 | 201 | 1.12 | 0.07 | 32.99 | 3.19 |
| 70 | 3.34 | 43 | 1.11 | 0.08 | 19.50 | 1.92 |
| 219 | 19.42 | 268 | 1.10 | 0.07 | 55.39 | 5.31 |
| 96 | 24.26 | 762 | 1.10 | 0.03 | 32.98 | 3.13 |
| 85 | 7.32 | 97 | 1.09 | 0.08 | 36.88 | 3.54 |
| 204 | 6.84 | 123 | 1.07 | 0.06 | 39.81 | 3.86 |
| 9 | 3.56 | 111 | 1.06 | 0.03 | 16.92 | 1.69 |
| 36 | 4.25 | 102 | 1.06 | 0.04 | 38.52 | 3.70 |
| 129 | 7.26 | 199 | 1.05 | 0.04 | 34.34 | 3.32 |
| 245 | 19.47 | 482 | 1.05 | 0.04 | 83.32 | 7.64 |
| 183 | 4.84 | 97 | 1.05 | 0.05 | 58.87 | 5.57 |
| 223 | 3.89 | 100 | 1.05 | 0.04 | 32.47 | 3.18 |
| 232 | 4.76 | 97 | 1.04 | 0.05 | 50.62 | 4.83 |
| 106 | 3.18 | 123 | 1.04 | 0.03 | 28.19 | 2.78 |
| 175 | 2.83 | 105 | 1.03 | 0.03 | 34.71 | 3.38 |
| 159 | 0.40 | 17 | 1.02 | 0.02 | 15.62 | 1.56 |
| 97 | 6.08 | 618 | 1.02 | 0.01 | 50.40 | 4.79 |
| 144 | 5.88 | 764 | 1.02 | 0.01 | 53.46 | 5.11 |
| 226 | 3.24 | 255 | 1.01 | 0.01 | 90.29 | 8.53 |
| 98 | 4.18 | 543 | 1.01 | 0.01 | 78.51 | 7.29 |
| 212 | 1.36 | 180 | 1.01 | 0.01 | 48.97 | 4.79 |
| 160 | 0.16 | 16 | 1.01 | 0.01 | 12.06 | 1.20 |
| 155 | 0.37 | 123 | 1.00 | 0.00 | 34.47 | 3.38 |
| 147 | 0.84 | 492 | 1.00 | 0.00 | 99.54 | 9.13 |
| 196 | -0.25 | 486 | 1.00 | -0.00 | 102.58 | 9.44 |
| 224 | -0.33 | 105 | 1.00 | -0.00 | 32.89 | 3.21 |
| 146 | -1.48 | 537 | 1.00 | -0.00 | 71.71 | 6.74 |
| 50 | -0.21 | 71 | 1.00 | -0.00 | 25.95 | 2.56 |
| 121 | -1.46 | 268 | 0.99 | -0.01 | 51.21 | 5.00 |
| 195 | -9.09 | 521 | 0.98 | -0.02 | 90.29 | 8.46 |
| 244 | -9.92 | 514 | 0.98 | -0.02 | 93.08 | 8.73 |
| 193 | -12.89 | 706 | 0.97 | -0.02 | 78.47 | 7.43 |
| 95 | -9.19 | 1095 | 0.97 | -0.01 | 47.09 | 4.57 |
| 128 | -7.87 | 255 | 0.96 | -0.03 | 69.32 | 6.65 |
| 145 | -16.14 | 602 | 0.96 | -0.03 | 67.64 | 6.48 |
| 170 | -10.32 | 268 | 0.95 | -0.04 | 64.45 | 6.25 |
| 72 | -8.68 | 268 | 0.95 | -0.03 | 48.77 | 4.77 |
| 203 | -0.39 | 6 | 0.95 | -0.06 | 8.32 | 0.83 |
| 154 | -0.39 | 6 | 0.95 | -0.06 | 8.32 | 0.83 |
| 105 | -0.39 | 6 | 0.95 | -0.06 | 8.32 | 0.83 |
| 56 | -0.39 | 6 | 0.95 | -0.06 | 8.32 | 0.83 |
| 7 | -0.39 | 6 | 0.95 | -0.06 | 8.32 | 0.83 |
| 241 | -27.65 | 679 | 0.95 | -0.04 | 109.46 | 10.31 |
| 211 | -8.98 | 176 | 0.94 | -0.05 | 68.91 | 6.65 |
| 242 | -31.90 | 691 | 0.94 | -0.05 | 120.35 | 11.26 |
| 194 | -28.81 | 568 | 0.94 | -0.05 | 80.15 | 7.67 |
| 143 | -27.75 | 754 | 0.93 | -0.04 | 87.49 | 8.34 |
| 177 | -16.30 | 255 | 0.92 | -0.06 | 84.79 | 8.14 |
| 23 | -11.19 | 270 | 0.92 | -0.04 | 36.52 | 3.61 |
| 112 | -1.39 | 18 | 0.92 | -0.08 | 18.27 | 1.81 |
| 243 | -41.79 | 556 | 0.91 | -0.08 | 102.29 | 9.72 |
| 63 | -1.57 | 18 | 0.91 | -0.09 | 18.27 | 1.81 |
| 1 | -4.38 | 71 | 0.90 | -0.06 | 20.08 | 1.99 |
| 142 | -42.87 | 688 | 0.90 | -0.06 | 98.20 | 9.35 |
| 168 | -4.10 | 43 | 0.90 | -0.10 | 22.29 | 2.21 |
| 240 | -57.62 | 647 | 0.89 | -0.09 | 121.45 | 11.50 |
| 79 | -20.48 | 258 | 0.89 | -0.08 | 70.58 | 6.78 |
| 192 | -56.72 | 693 | 0.88 | -0.08 | 112.78 | 10.72 |
| 162 | -20.77 | 176 | 0.86 | -0.12 | 67.85 | 6.60 |
| 218 | -36.36 | 262 | 0.86 | -0.14 | 98.04 | 9.47 |
| 92 | -59.75 | 752 | 0.85 | -0.08 | 114.47 | 10.90 |
| 30 | -23.34 | 265 | 0.85 | -0.09 | 54.13 | 5.28 |
| 114 | -18.17 | 180 | 0.85 | -0.10 | 45.06 | 4.47 |
| 163 | -21.44 | 180 | 0.85 | -0.12 | 56.04 | 5.53 |
| 191 | -82.02 | 651 | 0.84 | -0.13 | 136.68 | 13.02 |
| 113 | -23.97 | 176 | 0.83 | -0.14 | 60.69 | 5.97 |
| 141 | -80.13 | 636 | 0.83 | -0.13 | 125.09 | 12.03 |
| 225 | -58.74 | 327 | 0.83 | -0.18 | 130.20 | 12.53 |
| 169 | -44.97 | 262 | 0.82 | -0.17 | 91.94 | 8.93 |
| 127 | -54.55 | 327 | 0.81 | -0.17 | 108.59 | 10.48 |
| 57 | -18.48 | 123 | 0.79 | -0.15 | 35.78 | 3.55 |
| 93 | -89.93 | 912 | 0.78 | -0.10 | 142.59 | 13.60 |
| 190 | -122.53 | 624 | 0.78 | -0.20 | 168.72 | 16.22 |
| 239 | -134.36 | 622 | 0.78 | -0.22 | 187.12 | 17.98 |
| 120 | -51.86 | 262 | 0.78 | -0.20 | 93.01 | 9.10 |
| 176 | -74.82 | 327 | 0.78 | -0.23 | 129.05 | 12.45 |
| 78 | -59.11 | 327 | 0.78 | -0.18 | 111.51 | 10.76 |
| 65 | -25.72 | 180 | 0.78 | -0.14 | 43.90 | 4.37 |
| 217 | -11.53 | 43 | 0.76 | -0.27 | 24.37 | 2.42 |
| 71 | -54.84 | 262 | 0.74 | -0.21 | 90.85 | 8.89 |
| 94 | -93.92 | 1091 | 0.74 | -0.09 | 131.73 | 12.73 |
| 16 | -27.29 | 181 | 0.74 | -0.15 | 40.17 | 4.01 |
| 209 | -5.91 | 16 | 0.73 | -0.37 | 15.86 | 1.58 |
| 22 | -53.69 | 263 | 0.72 | -0.20 | 79.60 | 7.80 |
| 29 | -69.07 | 332 | 0.72 | -0.21 | 109.04 | 10.54 |
| 202 | -2.34 | 5 | 0.68 | -0.47 | 9.72 | 0.97 |
| 153 | -2.34 | 5 | 0.68 | -0.47 | 9.72 | 0.97 |
| 104 | -2.34 | 5 | 0.68 | -0.47 | 9.72 | 0.97 |
| 55 | -2.34 | 5 | 0.68 | -0.47 | 9.72 | 0.97 |
| 6 | -2.34 | 5 | 0.68 | -0.47 | 9.72 | 0.97 |
| 64 | -48.41 | 176 | 0.66 | -0.28 | 75.87 | 7.48 |
| 8 | -30.44 | 123 | 0.66 | -0.25 | 35.61 | 3.56 |
| 15 | -57.13 | 176 | 0.60 | -0.32 | 76.02 | 7.51 |
| 210 | -13.17 | 18 | 0.55 | -0.73 | 21.80 | 2.17 |
| 161 | -13.17 | 18 | 0.55 | -0.73 | 21.80 | 2.17 |
| 49 | -785.20 | 3546 | 0.17 | -0.22 | 788.11 | 78.78 |
| 43 | -990.49 | 3953 | 0.17 | -0.25 | 1007.56 | 99.07 |
| 44 | -990.43 | 3732 | 0.12 | -0.27 | 1000.90 | 99.16 |
| 48 | -990.07 | 4405 | 0.12 | -0.22 | 990.52 | 99.02 |
| 47 | -990.22 | 3786 | 0.09 | -0.26 | 990.60 | 99.02 |
| 45 | -990.15 | 3525 | 0.08 | -0.28 | 996.06 | 99.02 |
| 46 | -990.14 | 3443 | 0.05 | -0.29 | 992.21 | 99.02 |