| Символ | EURUSD (Euro vs US Dollar) | ||||
| Период | 5 Минут (M5) 2017.01.02 09:00 - 2017.04.19 23:55 (2017.01.02 - 2017.04.20) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | mgNumber=334455; Slpg=10; Slpg_Close=3; comm="MIX"; Vol=0.01; Max_Open_Orders=0; Distance=0; str1="======Запись в Журнал======="; multiplier=0; multi_close_by=false; SL=0; TP=100; close_by=false; Safe=0; str2="==!!!При включенном Сейф и БУ>0 => БУ=БУ+Сейф!!!=="; BU=0; Proc_close_BU=0; Perevod_BU_Dolivki=true; Hour_Start=9; Hour_End=9; CloseOpenOrder_AfterHourEnd=false; Reverse=false; str3="=============Фильтрация входов============"; VLC1=0; VLC2=0; VLC3=0; DSS11=21; DSS12=12; DSS21=150; DSS22=90; WPR_Per=277; str4="Множитель лота не работает при Сейф>0"; switch_DSS1_cross=true; filter_DSS1=true; DSS1_Level_Buy=20; DSS1_Level_Sell=80; filter_DSS2=true; DSS2_Level_Buy=20; DSS2_Level_Sell=80; filter_WPR=false; WPR_Level_Buy=-50; WPR_Level_Sell=-50; pr_Vinin=false; str5="=====Вытягивающая сетка======="; Net_Work=true; Dis_On=100; NetFactorLots=1; str6="======Запись в Журнал======="; Parameters_Input=0; Parameters_NewBar=0; | ||||
| Баров в истории | 23172 | Смоделировано тиков | 8010533 | Качество моделирования | 90.00% |
| Ошибки рассогласования графиков | 1 | ||||
| Начальный депозит | 10000.00 | Спред | 10 | ||
| Чистая прибыль | 39.63 | Общая прибыль | 114.13 | Общий убыток | -74.50 |
| Прибыльность | 1.53 | Матожидание выигрыша | 0.66 | ||
| Абсолютная просадка | 109.02 | Максимальная просадка | 110.35 (1.10%) | Относительная просадка | 1.10% (110.35) |
| Всего сделок | 60 | Короткие позиции (% выигравших) | 27 (70.37%) | Длинные позиции (% выигравших) | 33 (81.82%) |
| Прибыльные сделки (% от всех) | 46 (76.67%) | Убыточные сделки (% от всех) | 14 (23.33%) | ||
| Самая большая | прибыльная сделка | 30.00 | убыточная сделка | -16.03 | |
| Средняя | прибыльная сделка | 2.48 | убыточная сделка | -5.32 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 12 (13.92) | непрерывных проигрышей (убыток) | 3 (-29.28) | |
| Макс. | непрерывная прибыль (число выигрышей) | 34.03 (5) | непрерывный убыток (число проигрышей) | -29.28 (3) | |
| Средний | непрерывный выигрыш | 5 | непрерывный проигрыш | 2 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2017.01.02 11:40 | buy | 1 | 0.01 | 1.04884 | 0.00000 | 1.04984 | ||
| 2 | 2017.01.03 05:31 | buy | 2 | 0.01 | 1.04793 | 0.00000 | 1.04893 | ||
| 3 | 2017.01.03 05:31 | modify | 1 | 0.01 | 1.04884 | 0.00000 | 1.04893 | ||
| 4 | 2017.01.03 06:54 | t/p | 1 | 0.01 | 1.04893 | 0.00000 | 1.04893 | 0.03 | 10000.03 |
| 5 | 2017.01.03 06:54 | t/p | 2 | 0.01 | 1.04893 | 0.00000 | 1.04893 | 1.00 | 10001.03 |
| 6 | 2017.01.03 08:55 | buy | 3 | 0.01 | 1.04851 | 0.00000 | 1.04951 | ||
| 7 | 2017.01.03 11:05 | buy | 4 | 0.05 | 1.04261 | 0.00000 | 1.04361 | ||
| 8 | 2017.01.03 11:05 | modify | 3 | 0.01 | 1.04851 | 0.00000 | 1.04361 | ||
| 9 | 2017.01.03 12:15 | buy | 5 | 0.07 | 1.04148 | 0.00000 | 1.04248 | ||
| 10 | 2017.01.03 12:15 | modify | 4 | 0.05 | 1.04261 | 0.00000 | 1.04248 | ||
| 11 | 2017.01.03 12:15 | modify | 3 | 0.01 | 1.04851 | 0.00000 | 1.04248 | ||
| 12 | 2017.01.03 18:15 | buy | 6 | 0.26 | 1.03951 | 0.00000 | 1.04051 | ||
| 13 | 2017.01.03 18:15 | modify | 5 | 0.07 | 1.04148 | 0.00000 | 1.04051 | ||
| 14 | 2017.01.03 18:15 | modify | 4 | 0.05 | 1.04261 | 0.00000 | 1.04051 | ||
| 15 | 2017.01.03 18:15 | modify | 3 | 0.01 | 1.04851 | 0.00000 | 1.04051 | ||
| 16 | 2017.01.03 18:18 | t/p | 3 | 0.01 | 1.04051 | 0.00000 | 1.04051 | -8.00 | 9993.03 |
| 17 | 2017.01.03 18:18 | t/p | 4 | 0.05 | 1.04051 | 0.00000 | 1.04051 | -10.50 | 9982.53 |
| 18 | 2017.01.03 18:18 | t/p | 5 | 0.07 | 1.04051 | 0.00000 | 1.04051 | -6.79 | 9975.74 |
| 19 | 2017.01.03 18:18 | t/p | 6 | 0.26 | 1.04051 | 0.00000 | 1.04051 | 26.00 | 10001.74 |
| 20 | 2017.01.03 18:18 | buy | 7 | 0.01 | 1.04061 | 0.00000 | 1.04161 | ||
| 21 | 2017.01.03 18:27 | t/p | 7 | 0.01 | 1.04161 | 0.00000 | 1.04161 | 1.00 | 10002.74 |
| 22 | 2017.01.03 20:15 | sell | 8 | 0.01 | 1.04219 | 0.00000 | 1.04119 | ||
| 23 | 2017.01.03 21:06 | t/p | 8 | 0.01 | 1.04119 | 0.00000 | 1.04119 | 1.00 | 10003.74 |
| 24 | 2017.01.03 22:40 | buy | 9 | 0.01 | 1.04141 | 0.00000 | 1.04241 | ||
| 25 | 2017.01.04 04:15 | buy | 10 | 0.01 | 1.04038 | 0.00000 | 1.04138 | ||
| 26 | 2017.01.04 04:15 | modify | 9 | 0.01 | 1.04141 | 0.00000 | 1.04138 | ||
| 27 | 2017.01.04 08:42 | t/p | 9 | 0.01 | 1.04138 | 0.00000 | 1.04138 | -0.09 | 10003.65 |
| 28 | 2017.01.04 08:42 | t/p | 10 | 0.01 | 1.04138 | 0.00000 | 1.04138 | 1.00 | 10004.65 |
| 29 | 2017.01.04 10:35 | sell | 11 | 0.01 | 1.04251 | 0.00000 | 1.04151 | ||
| 30 | 2017.01.05 08:15 | sell | 12 | 0.12 | 1.05538 | 0.00000 | 1.05438 | ||
| 31 | 2017.01.05 08:15 | modify | 11 | 0.01 | 1.04251 | 0.00000 | 1.05438 | ||
| 32 | 2017.01.05 09:23 | t/p | 11 | 0.01 | 1.05438 | 0.00000 | 1.05438 | -11.77 | 9992.88 |
| 33 | 2017.01.05 09:23 | t/p | 12 | 0.12 | 1.05438 | 0.00000 | 1.05438 | 12.00 | 10004.88 |
| 34 | 2017.01.05 12:25 | buy | 13 | 0.01 | 1.05089 | 0.00000 | 1.05189 | ||
| 35 | 2017.01.05 15:23 | t/p | 13 | 0.01 | 1.05189 | 0.00000 | 1.05189 | 1.00 | 10005.88 |
| 36 | 2017.01.05 17:35 | sell | 14 | 0.01 | 1.05676 | 0.00000 | 1.05576 | ||
| 37 | 2017.01.05 17:37 | sell | 15 | 0.01 | 1.05766 | 0.00000 | 1.05666 | ||
| 38 | 2017.01.05 17:37 | modify | 14 | 0.01 | 1.05676 | 0.00000 | 1.05666 | ||
| 39 | 2017.01.05 18:30 | sell | 16 | 0.02 | 1.05889 | 0.00000 | 1.05789 | ||
| 40 | 2017.01.05 18:30 | modify | 15 | 0.01 | 1.05766 | 0.00000 | 1.05789 | ||
| 41 | 2017.01.05 18:30 | modify | 14 | 0.01 | 1.05676 | 0.00000 | 1.05789 | ||
| 42 | 2017.01.06 00:45 | sell | 17 | 0.04 | 1.05993 | 0.00000 | 1.05893 | ||
| 43 | 2017.01.06 00:45 | modify | 16 | 0.02 | 1.05889 | 0.00000 | 1.05893 | ||
| 44 | 2017.01.06 00:45 | modify | 15 | 0.01 | 1.05766 | 0.00000 | 1.05893 | ||
| 45 | 2017.01.06 00:45 | modify | 14 | 0.01 | 1.05676 | 0.00000 | 1.05893 | ||
| 46 | 2017.01.06 02:37 | t/p | 14 | 0.01 | 1.05893 | 0.00000 | 1.05893 | -2.14 | 10003.74 |
| 47 | 2017.01.06 02:37 | t/p | 15 | 0.01 | 1.05893 | 0.00000 | 1.05893 | -1.24 | 10002.50 |
| 48 | 2017.01.06 02:37 | t/p | 16 | 0.02 | 1.05893 | 0.00000 | 1.05893 | -0.02 | 10002.49 |
| 49 | 2017.01.06 02:37 | t/p | 17 | 0.04 | 1.05893 | 0.00000 | 1.05893 | 4.00 | 10006.49 |
| 50 | 2017.01.06 04:05 | buy | 18 | 0.01 | 1.05839 | 0.00000 | 1.05939 | ||
| 51 | 2017.01.06 10:08 | t/p | 18 | 0.01 | 1.05939 | 0.00000 | 1.05939 | 1.00 | 10007.49 |
| 52 | 2017.01.06 11:10 | sell | 19 | 0.01 | 1.05878 | 0.00000 | 1.05778 | ||
| 53 | 2017.01.06 12:10 | sell | 20 | 0.01 | 1.05969 | 0.00000 | 1.05869 | ||
| 54 | 2017.01.06 12:10 | modify | 19 | 0.01 | 1.05878 | 0.00000 | 1.05869 | ||
| 55 | 2017.01.06 13:48 | t/p | 19 | 0.01 | 1.05869 | 0.00000 | 1.05869 | 0.09 | 10007.58 |
| 56 | 2017.01.06 13:48 | t/p | 20 | 0.01 | 1.05869 | 0.00000 | 1.05869 | 1.00 | 10008.58 |
| 57 | 2017.01.06 18:40 | sell | 21 | 0.01 | 1.05609 | 0.00000 | 1.05509 | ||
| 58 | 2017.01.06 19:12 | t/p | 21 | 0.01 | 1.05509 | 0.00000 | 1.05509 | 1.00 | 10009.58 |
| 59 | 2017.01.09 00:00 | sell | 22 | 0.01 | 1.05299 | 0.00000 | 1.05199 | ||
| 60 | 2017.01.09 07:50 | t/p | 22 | 0.01 | 1.05199 | 0.00000 | 1.05199 | 1.00 | 10010.58 |
| 61 | 2017.01.09 10:55 | sell | 23 | 0.01 | 1.05504 | 0.00000 | 1.05404 | ||
| 62 | 2017.01.09 11:09 | t/p | 23 | 0.01 | 1.05404 | 0.00000 | 1.05404 | 1.00 | 10011.58 |
| 63 | 2017.01.09 13:30 | buy | 24 | 0.01 | 1.05267 | 0.00000 | 1.05367 | ||
| 64 | 2017.01.09 13:34 | buy | 25 | 0.01 | 1.05176 | 0.00000 | 1.05276 | ||
| 65 | 2017.01.09 13:34 | modify | 24 | 0.01 | 1.05267 | 0.00000 | 1.05276 | ||
| 66 | 2017.01.09 13:40 | t/p | 24 | 0.01 | 1.05276 | 0.00000 | 1.05276 | 0.09 | 10011.67 |
| 67 | 2017.01.09 13:40 | t/p | 25 | 0.01 | 1.05276 | 0.00000 | 1.05276 | 1.00 | 10012.67 |
| 68 | 2017.01.09 15:20 | sell | 26 | 0.01 | 1.05126 | 0.00000 | 1.05026 | ||
| 69 | 2017.01.09 15:22 | sell | 27 | 0.01 | 1.05217 | 0.00000 | 1.05117 | ||
| 70 | 2017.01.09 15:22 | modify | 26 | 0.01 | 1.05126 | 0.00000 | 1.05117 | ||
| 71 | 2017.01.09 17:10 | sell | 28 | 0.04 | 1.05433 | 0.00000 | 1.05333 | ||
| 72 | 2017.01.09 17:10 | modify | 27 | 0.01 | 1.05217 | 0.00000 | 1.05333 | ||
| 73 | 2017.01.09 17:10 | modify | 26 | 0.01 | 1.05126 | 0.00000 | 1.05333 | ||
| 74 | 2017.01.10 11:15 | sell | 29 | 0.30 | 1.05937 | 0.00000 | 1.05837 | ||
| 75 | 2017.01.10 11:15 | modify | 28 | 0.04 | 1.05433 | 0.00000 | 1.05837 | ||
| 76 | 2017.01.10 11:15 | modify | 27 | 0.01 | 1.05217 | 0.00000 | 1.05837 | ||
| 77 | 2017.01.10 11:15 | modify | 26 | 0.01 | 1.05126 | 0.00000 | 1.05837 | ||
| 78 | 2017.01.10 12:22 | t/p | 26 | 0.01 | 1.05837 | 0.00000 | 1.05837 | -7.08 | 10005.59 |
| 79 | 2017.01.10 12:22 | t/p | 27 | 0.01 | 1.05837 | 0.00000 | 1.05837 | -6.17 | 9999.42 |
| 80 | 2017.01.10 12:22 | t/p | 28 | 0.04 | 1.05837 | 0.00000 | 1.05837 | -16.03 | 9983.39 |
| 81 | 2017.01.10 12:22 | t/p | 29 | 0.30 | 1.05837 | 0.00000 | 1.05837 | 30.00 | 10013.39 |
| 82 | 2017.01.10 13:05 | buy | 30 | 0.01 | 1.05884 | 0.00000 | 1.05984 | ||
| 83 | 2017.01.10 16:52 | t/p | 30 | 0.01 | 1.05984 | 0.00000 | 1.05984 | 1.00 | 10014.39 |
| 84 | 2017.01.10 17:40 | sell | 31 | 0.01 | 1.05757 | 0.00000 | 1.05657 | ||
| 85 | 2017.01.10 19:06 | t/p | 31 | 0.01 | 1.05657 | 0.00000 | 1.05657 | 1.00 | 10015.39 |
| 86 | 2017.01.10 21:55 | sell | 32 | 0.01 | 1.05589 | 0.00000 | 1.05489 | ||
| 87 | 2017.01.11 04:28 | t/p | 32 | 0.01 | 1.05489 | 0.00000 | 1.05489 | 1.03 | 10016.42 |
| 88 | 2017.01.11 08:35 | sell | 33 | 0.01 | 1.05502 | 0.00000 | 1.05402 | ||
| 89 | 2017.01.11 11:33 | t/p | 33 | 0.01 | 1.05402 | 0.00000 | 1.05402 | 1.00 | 10017.42 |
| 90 | 2017.01.11 13:30 | buy | 34 | 0.01 | 1.05210 | 0.00000 | 1.05310 | ||
| 91 | 2017.01.11 18:25 | buy | 35 | 0.04 | 1.04773 | 0.00000 | 1.04873 | ||
| 92 | 2017.01.11 18:25 | modify | 34 | 0.01 | 1.05210 | 0.00000 | 1.04873 | ||
| 93 | 2017.01.11 18:26 | t/p | 34 | 0.01 | 1.04873 | 0.00000 | 1.04873 | -3.37 | 10014.05 |
| 94 | 2017.01.11 18:26 | t/p | 35 | 0.04 | 1.04873 | 0.00000 | 1.04873 | 4.00 | 10018.05 |
| 95 | 2017.01.11 18:26 | buy | 36 | 0.01 | 1.04883 | 0.00000 | 1.04983 | ||
| 96 | 2017.01.11 18:26 | buy | 37 | 0.01 | 1.04792 | 0.00000 | 1.04892 | ||
| 97 | 2017.01.11 18:26 | modify | 36 | 0.01 | 1.04883 | 0.00000 | 1.04892 | ||
| 98 | 2017.01.11 18:28 | t/p | 36 | 0.01 | 1.04892 | 0.00000 | 1.04892 | 0.09 | 10018.14 |
| 99 | 2017.01.11 18:28 | t/p | 37 | 0.01 | 1.04892 | 0.00000 | 1.04892 | 1.00 | 10019.14 |
| 100 | 2017.01.11 18:28 | buy | 38 | 0.01 | 1.04903 | 0.00000 | 1.05003 | ||
| 101 | 2017.01.11 18:28 | t/p | 38 | 0.01 | 1.05003 | 0.00000 | 1.05003 | 1.00 | 10020.14 |
| 102 | 2017.01.11 18:28 | buy | 39 | 0.01 | 1.05013 | 0.00000 | 1.05113 | ||
| 103 | 2017.01.11 18:30 | t/p | 39 | 0.01 | 1.05113 | 0.00000 | 1.05113 | 1.00 | 10021.14 |
| 104 | 2017.01.11 21:30 | sell | 40 | 0.01 | 1.05843 | 0.00000 | 1.05743 | ||
| 105 | 2017.01.11 21:39 | t/p | 40 | 0.01 | 1.05743 | 0.00000 | 1.05743 | 1.00 | 10022.14 |
| 106 | 2017.01.11 23:25 | buy | 41 | 0.01 | 1.05806 | 0.00000 | 1.05906 | ||
| 107 | 2017.01.12 01:34 | t/p | 41 | 0.01 | 1.05906 | 0.00000 | 1.05906 | 0.83 | 10022.97 |
| 108 | 2017.01.12 04:00 | buy | 42 | 0.01 | 1.05841 | 0.00000 | 1.05941 | ||
| 109 | 2017.01.12 04:11 | t/p | 42 | 0.01 | 1.05941 | 0.00000 | 1.05941 | 1.00 | 10023.97 |
| 110 | 2017.01.12 08:05 | buy | 43 | 0.01 | 1.06080 | 0.00000 | 1.06180 | ||
| 111 | 2017.01.12 08:38 | t/p | 43 | 0.01 | 1.06180 | 0.00000 | 1.06180 | 1.00 | 10024.97 |
| 112 | 2017.01.12 13:05 | buy | 44 | 0.01 | 1.06389 | 0.00000 | 1.06489 | ||
| 113 | 2017.01.12 13:32 | t/p | 44 | 0.01 | 1.06489 | 0.00000 | 1.06489 | 1.00 | 10025.97 |
| 114 | 2017.01.12 15:30 | sell | 45 | 0.01 | 1.06635 | 0.00000 | 1.06535 | ||
| 115 | 2017.01.12 15:33 | t/p | 45 | 0.01 | 1.06535 | 0.00000 | 1.06535 | 1.00 | 10026.97 |
| 116 | 2017.01.12 15:33 | sell | 46 | 0.01 | 1.06525 | 0.00000 | 1.06425 | ||
| 117 | 2017.01.12 16:13 | t/p | 46 | 0.01 | 1.06425 | 0.00000 | 1.06425 | 1.00 | 10027.97 |
| 118 | 2017.01.12 17:15 | buy | 47 | 0.01 | 1.06670 | 0.00000 | 1.06770 | ||
| 119 | 2017.01.13 11:30 | buy | 48 | 0.02 | 1.06463 | 0.00000 | 1.06563 | ||
| 120 | 2017.01.13 11:30 | modify | 47 | 0.01 | 1.06670 | 0.00000 | 1.06563 | ||
| 121 | 2017.01.13 13:23 | t/p | 47 | 0.01 | 1.06563 | 0.00000 | 1.06563 | -1.13 | 10026.84 |
| 122 | 2017.01.13 13:23 | t/p | 48 | 0.02 | 1.06563 | 0.00000 | 1.06563 | 2.00 | 10028.84 |
| 123 | 2017.01.13 15:20 | buy | 49 | 0.01 | 1.06624 | 0.00000 | 1.06724 | ||
| 124 | 2017.01.13 15:30 | t/p | 49 | 0.01 | 1.06724 | 0.00000 | 1.06724 | 1.00 | 10029.84 |
| 125 | 2017.01.13 17:50 | buy | 50 | 0.01 | 1.06263 | 0.00000 | 1.06363 | ||
| 126 | 2017.01.13 19:27 | t/p | 50 | 0.01 | 1.06363 | 0.00000 | 1.06363 | 1.00 | 10030.84 |
| 127 | 2017.01.13 20:30 | sell | 51 | 0.01 | 1.06349 | 0.00000 | 1.06249 | ||
| 128 | 2017.01.16 00:00 | t/p | 51 | 0.01 | 1.06249 | 0.00000 | 1.06249 | 1.03 | 10031.87 |
| 129 | 2017.01.16 00:00 | buy | 52 | 0.01 | 1.06058 | 0.00000 | 1.06158 | ||
| 130 | 2017.01.16 00:02 | t/p | 52 | 0.01 | 1.06158 | 0.00000 | 1.06158 | 1.00 | 10032.87 |
| 131 | 2017.01.16 00:02 | buy | 53 | 0.01 | 1.06183 | 0.00000 | 1.06283 | ||
| 132 | 2017.01.16 00:16 | t/p | 53 | 0.01 | 1.06283 | 0.00000 | 1.06283 | 1.00 | 10033.87 |
| 133 | 2017.01.16 03:05 | sell | 54 | 0.01 | 1.06251 | 0.00000 | 1.06151 | ||
| 134 | 2017.01.16 04:04 | t/p | 54 | 0.01 | 1.06151 | 0.00000 | 1.06151 | 1.00 | 10034.87 |
| 135 | 2017.01.16 09:05 | sell | 55 | 0.01 | 1.06173 | 0.00000 | 1.06073 | ||
| 136 | 2017.01.16 09:25 | t/p | 55 | 0.01 | 1.06073 | 0.00000 | 1.06073 | 1.00 | 10035.87 |
| 137 | 2017.01.16 14:55 | sell | 56 | 0.01 | 1.05897 | 0.00000 | 1.05797 | ||
| 138 | 2017.01.16 17:15 | sell | 57 | 0.01 | 1.06015 | 0.00000 | 1.05915 | ||
| 139 | 2017.01.16 17:15 | modify | 56 | 0.01 | 1.05897 | 0.00000 | 1.05915 | ||
| 140 | 2017.01.16 18:16 | t/p | 56 | 0.01 | 1.05915 | 0.00000 | 1.05915 | -0.18 | 10035.69 |
| 141 | 2017.01.16 18:16 | t/p | 57 | 0.01 | 1.05915 | 0.00000 | 1.05915 | 1.00 | 10036.69 |
| 142 | 2017.01.16 19:20 | buy | 58 | 0.01 | 1.06054 | 0.00000 | 1.06154 | ||
| 143 | 2017.01.17 02:22 | t/p | 58 | 0.01 | 1.06154 | 0.00000 | 1.06154 | 0.94 | 10037.63 |
| 144 | 2017.01.17 04:35 | buy | 59 | 0.01 | 1.06114 | 0.00000 | 1.06214 | ||
| 145 | 2017.01.17 05:24 | t/p | 59 | 0.01 | 1.06214 | 0.00000 | 1.06214 | 1.00 | 10038.63 |
| 146 | 2017.01.17 10:15 | buy | 60 | 0.01 | 1.06629 | 0.00000 | 1.06729 | ||
| 147 | 2017.01.17 11:20 | t/p | 60 | 0.01 | 1.06729 | 0.00000 | 1.06729 | 1.00 | 10039.63 |