| Символ | NZDCAD (New Zealand Dollar vs Canadian Dollar) | ||||
| Период | 4 Часа (H4) 2006.01.03 00:00 - 2017.04.19 20:00 (2003.01.01 - 2017.04.20) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | a0=" ВХОДНЫЕ ПАРАМЕТРЫ STRING "; ТФ="W1"; Lots=0.01; LotExponent=1; Step=100; Candles=200; Slippage=3; TakeProfit=50; MaxTrades=20; Gep=15; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК "; UseBU=false; TakeProfitBU=50; HourBU=48; ac=" Динамический расчет сигнальной свечи (при kol_bar_sredn=0 работает Candles)"; kol_bar_sredn=0; K_Candles=1; UseDinStep=false; K_Step_Candles=0.5; K_TP=0.25; ad=" Изучаем свечу младшего ТФ "; UseFriday=false; MaxCandlesFriday=50; ae=" Исключаем из торгов новый год "; UseNY=true; DataStart="12.15"; DataEnd="01.15"; MagicBuy=111; MagicSell=222; | ||||
| Баров в истории | 17720 | Смоделировано тиков | 120450110 | Качество моделирования | 99.00% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (27) | ||
| Чистая прибыль | 160.17 | Общая прибыль | 164.24 | Общий убыток | -4.07 |
| Прибыльность | 40.40 | Матожидание выигрыша | 3.72 | ||
| Абсолютная просадка | 2.03 | Максимальная просадка | 34.02 (0.34%) | Относительная просадка | 0.34% (34.02) |
| Всего сделок | 43 | Короткие позиции (% выигравших) | 19 (84.21%) | Длинные позиции (% выигравших) | 24 (87.50%) |
| Прибыльные сделки (% от всех) | 37 (86.05%) | Убыточные сделки (% от всех) | 6 (13.95%) | ||
| Самая большая | прибыльная сделка | 11.34 | убыточная сделка | -3.58 | |
| Средняя | прибыльная сделка | 4.44 | убыточная сделка | -0.68 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 10 (41.05) | непрерывных проигрышей (убыток) | 1 (-3.58) | |
| Макс. | непрерывная прибыль (число выигрышей) | 41.05 (10) | непрерывный убыток (число проигрышей) | -3.58 (1) | |
| Средний | непрерывный выигрыш | 5 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2006.01.25 12:00 | buy | 1 | 0.01 | 0.78591 | 0.00000 | 0.00000 | ||
| 2 | 2006.01.25 12:00 | modify | 1 | 0.01 | 0.78591 | 0.00000 | 0.79091 | ||
| 3 | 2006.01.25 16:13 | t/p | 1 | 0.01 | 0.79091 | 0.00000 | 0.79091 | 3.71 | 10003.71 |
| 4 | 2006.12.04 01:03 | sell | 2 | 0.01 | 0.78667 | 0.00000 | 0.00000 | ||
| 5 | 2006.12.04 01:03 | modify | 2 | 0.01 | 0.78667 | 0.00000 | 0.78167 | ||
| 6 | 2006.12.05 12:07 | t/p | 2 | 0.01 | 0.78167 | 0.00000 | 0.78167 | 3.67 | 10007.38 |
| 7 | 2007.07.30 00:00 | buy | 3 | 0.01 | 0.81037 | 0.00000 | 0.00000 | ||
| 8 | 2007.07.30 00:00 | modify | 3 | 0.01 | 0.81037 | 0.00000 | 0.81537 | ||
| 9 | 2007.07.30 10:47 | t/p | 3 | 0.01 | 0.81537 | 0.00000 | 0.81537 | 3.71 | 10011.09 |
| 10 | 2007.08.20 00:00 | buy | 4 | 0.01 | 0.73663 | 0.00000 | 0.00000 | ||
| 11 | 2007.08.20 00:00 | modify | 4 | 0.01 | 0.73663 | 0.00000 | 0.74163 | ||
| 12 | 2007.08.20 04:56 | buy | 5 | 0.01 | 0.72658 | 0.00000 | 0.00000 | ||
| 13 | 2007.08.20 04:56 | modify | 5 | 0.01 | 0.72658 | 0.00000 | 0.73661 | ||
| 14 | 2007.08.20 04:56 | modify | 4 | 0.01 | 0.73663 | 0.00000 | 0.73661 | ||
| 15 | 2007.08.20 10:13 | t/p | 4 | 0.01 | 0.73661 | 0.00000 | 0.73661 | -0.02 | 10011.07 |
| 16 | 2007.08.20 10:13 | t/p | 5 | 0.01 | 0.73661 | 0.00000 | 0.73661 | 7.44 | 10018.51 |
| 17 | 2007.08.27 00:00 | sell | 6 | 0.01 | 0.75893 | 0.00000 | 0.00000 | ||
| 18 | 2007.08.27 00:00 | modify | 6 | 0.01 | 0.75893 | 0.00000 | 0.75393 | ||
| 19 | 2007.08.27 19:39 | t/p | 6 | 0.01 | 0.75393 | 0.00000 | 0.75393 | 3.71 | 10022.22 |
| 20 | 2007.10.22 00:00 | buy | 7 | 0.01 | 0.72070 | 0.00000 | 0.00000 | ||
| 21 | 2007.10.22 00:00 | modify | 7 | 0.01 | 0.72070 | 0.00000 | 0.72570 | ||
| 22 | 2007.10.22 16:10 | t/p | 7 | 0.01 | 0.72570 | 0.00000 | 0.72570 | 3.71 | 10025.93 |
| 23 | 2007.11.05 00:00 | buy | 8 | 0.01 | 0.71568 | 0.00000 | 0.00000 | ||
| 24 | 2007.11.05 00:00 | modify | 8 | 0.01 | 0.71568 | 0.00000 | 0.72068 | ||
| 25 | 2007.11.06 09:53 | t/p | 8 | 0.01 | 0.72068 | 0.00000 | 0.72068 | 3.73 | 10029.66 |
| 26 | 2008.02.25 00:00 | sell | 9 | 0.01 | 0.81747 | 0.00000 | 0.00000 | ||
| 27 | 2008.02.25 00:00 | modify | 9 | 0.01 | 0.81747 | 0.00000 | 0.81247 | ||
| 28 | 2008.02.25 12:53 | t/p | 9 | 0.01 | 0.81247 | 0.00000 | 0.81247 | 3.71 | 10033.37 |
| 29 | 2008.03.03 00:00 | buy | 10 | 0.01 | 0.78825 | 0.00000 | 0.00000 | ||
| 30 | 2008.03.03 00:00 | modify | 10 | 0.01 | 0.78825 | 0.00000 | 0.79325 | ||
| 31 | 2008.03.03 17:58 | t/p | 10 | 0.01 | 0.79325 | 0.00000 | 0.79325 | 3.71 | 10037.08 |
| 32 | 2008.05.12 00:00 | buy | 11 | 0.01 | 0.77083 | 0.00000 | 0.00000 | ||
| 33 | 2008.05.12 00:00 | modify | 11 | 0.01 | 0.77083 | 0.00000 | 0.77583 | ||
| 34 | 2008.05.14 14:23 | buy | 12 | 0.01 | 0.76073 | 0.00000 | 0.00000 | ||
| 35 | 2008.05.14 14:23 | modify | 12 | 0.01 | 0.76073 | 0.00000 | 0.77078 | ||
| 36 | 2008.05.14 14:23 | modify | 11 | 0.01 | 0.77083 | 0.00000 | 0.77078 | ||
| 37 | 2008.05.16 18:51 | t/p | 11 | 0.01 | 0.77078 | 0.00000 | 0.77078 | 0.08 | 10037.16 |
| 38 | 2008.05.16 18:51 | t/p | 12 | 0.01 | 0.77078 | 0.00000 | 0.77078 | 7.54 | 10044.69 |
| 39 | 2009.02.02 00:00 | buy | 13 | 0.01 | 0.62414 | 0.00000 | 0.00000 | ||
| 40 | 2009.02.02 00:00 | modify | 13 | 0.01 | 0.62414 | 0.00000 | 0.62914 | ||
| 41 | 2009.02.02 22:55 | t/p | 13 | 0.01 | 0.62914 | 0.00000 | 0.62914 | 3.71 | 10048.40 |
| 42 | 2009.02.09 00:00 | sell | 14 | 0.01 | 0.64797 | 0.00000 | 0.00000 | ||
| 43 | 2009.02.09 00:00 | modify | 14 | 0.01 | 0.64797 | 0.00000 | 0.64297 | ||
| 44 | 2009.02.09 02:56 | t/p | 14 | 0.01 | 0.64297 | 0.00000 | 0.64297 | 3.71 | 10052.11 |
| 45 | 2009.03.22 23:00 | sell | 15 | 0.01 | 0.69173 | 0.00000 | 0.00000 | ||
| 46 | 2009.03.22 23:00 | modify | 15 | 0.01 | 0.69173 | 0.00000 | 0.68673 | ||
| 47 | 2009.03.23 18:00 | sell | 16 | 0.01 | 0.70175 | 0.00000 | 0.00000 | ||
| 48 | 2009.03.23 18:00 | modify | 16 | 0.01 | 0.70175 | 0.00000 | 0.69174 | ||
| 49 | 2009.03.23 18:00 | modify | 15 | 0.01 | 0.69173 | 0.00000 | 0.69174 | ||
| 50 | 2009.03.24 12:20 | t/p | 15 | 0.01 | 0.69174 | 0.00000 | 0.69174 | -0.08 | 10052.03 |
| 51 | 2009.03.24 12:20 | t/p | 16 | 0.01 | 0.69174 | 0.00000 | 0.69174 | 7.39 | 10059.42 |
| 52 | 2009.04.20 00:00 | buy | 17 | 0.01 | 0.68963 | 0.00000 | 0.00000 | ||
| 53 | 2009.04.20 00:00 | modify | 17 | 0.01 | 0.68963 | 0.00000 | 0.69463 | ||
| 54 | 2009.04.20 20:17 | buy | 18 | 0.01 | 0.67947 | 0.00000 | 0.00000 | ||
| 55 | 2009.04.20 20:17 | modify | 18 | 0.01 | 0.67947 | 0.00000 | 0.68955 | ||
| 56 | 2009.04.20 20:17 | modify | 17 | 0.01 | 0.68963 | 0.00000 | 0.68955 | ||
| 57 | 2009.04.21 10:49 | t/p | 17 | 0.01 | 0.68955 | 0.00000 | 0.68955 | -0.04 | 10059.38 |
| 58 | 2009.04.21 10:49 | t/p | 18 | 0.01 | 0.68955 | 0.00000 | 0.68955 | 7.50 | 10066.88 |
| 59 | 2009.09.28 00:00 | sell | 19 | 0.01 | 0.78266 | 0.00000 | 0.00000 | ||
| 60 | 2009.09.28 00:00 | modify | 19 | 0.01 | 0.78266 | 0.00000 | 0.77766 | ||
| 61 | 2009.09.28 22:15 | t/p | 19 | 0.01 | 0.77766 | 0.00000 | 0.77766 | 3.71 | 10070.59 |
| 62 | 2010.05.03 00:00 | sell | 20 | 0.01 | 0.73950 | 0.00000 | 0.00000 | ||
| 63 | 2010.05.03 00:00 | modify | 20 | 0.01 | 0.73950 | 0.00000 | 0.73450 | ||
| 64 | 2010.05.06 02:21 | sell | 21 | 0.01 | 0.74955 | 0.00000 | 0.00000 | ||
| 65 | 2010.05.06 02:21 | modify | 21 | 0.01 | 0.74955 | 0.00000 | 0.73953 | ||
| 66 | 2010.05.06 02:21 | modify | 20 | 0.01 | 0.73950 | 0.00000 | 0.73953 | ||
| 67 | 2010.05.07 14:01 | t/p | 20 | 0.01 | 0.73953 | 0.00000 | 0.73953 | -0.26 | 10070.33 |
| 68 | 2010.05.07 14:01 | t/p | 21 | 0.01 | 0.73953 | 0.00000 | 0.73953 | 7.39 | 10077.72 |
| 69 | 2010.11.29 00:00 | buy | 22 | 0.01 | 0.76459 | 0.00000 | 0.00000 | ||
| 70 | 2010.11.29 00:00 | modify | 22 | 0.01 | 0.76459 | 0.00000 | 0.76959 | ||
| 71 | 2010.12.02 15:49 | buy | 23 | 0.01 | 0.75454 | 0.00000 | 0.00000 | ||
| 72 | 2010.12.02 15:49 | modify | 23 | 0.01 | 0.75454 | 0.00000 | 0.76457 | ||
| 73 | 2010.12.02 15:49 | modify | 22 | 0.01 | 0.76459 | 0.00000 | 0.76457 | ||
| 74 | 2010.12.03 15:45 | t/p | 22 | 0.01 | 0.76457 | 0.00000 | 0.76457 | 0.10 | 10077.82 |
| 75 | 2010.12.03 15:45 | t/p | 23 | 0.01 | 0.76457 | 0.00000 | 0.76457 | 7.46 | 10085.28 |
| 76 | 2011.05.30 00:00 | sell | 24 | 0.01 | 0.80005 | 0.00000 | 0.00000 | ||
| 77 | 2011.05.30 00:00 | modify | 24 | 0.01 | 0.80005 | 0.00000 | 0.79505 | ||
| 78 | 2011.06.01 03:58 | t/p | 24 | 0.01 | 0.79505 | 0.00000 | 0.79505 | 3.63 | 10088.91 |
| 79 | 2011.08.01 00:00 | sell | 25 | 0.01 | 0.83925 | 0.00000 | 0.00000 | ||
| 80 | 2011.08.01 00:00 | modify | 25 | 0.01 | 0.83925 | 0.00000 | 0.83425 | ||
| 81 | 2011.08.02 11:49 | t/p | 25 | 0.01 | 0.83425 | 0.00000 | 0.83425 | 3.67 | 10092.58 |
| 82 | 2011.11.21 00:00 | buy | 26 | 0.01 | 0.77604 | 0.00000 | 0.00000 | ||
| 83 | 2011.11.21 00:00 | modify | 26 | 0.01 | 0.77604 | 0.00000 | 0.78104 | ||
| 84 | 2011.11.28 00:00 | t/p | 26 | 0.01 | 0.78104 | 0.00000 | 0.78104 | 3.85 | 10096.43 |
| 85 | 2013.05.13 00:06 | buy | 27 | 0.01 | 0.83869 | 0.00000 | 0.00000 | ||
| 86 | 2013.05.13 00:06 | modify | 27 | 0.01 | 0.83869 | 0.00000 | 0.84369 | ||
| 87 | 2013.05.17 04:09 | buy | 28 | 0.01 | 0.82868 | 0.00000 | 0.00000 | ||
| 88 | 2013.05.17 04:09 | modify | 28 | 0.01 | 0.82868 | 0.00000 | 0.83869 | ||
| 89 | 2013.05.17 04:09 | modify | 27 | 0.01 | 0.83869 | 0.00000 | 0.83869 | ||
| 90 | 2013.05.20 14:28 | t/p | 27 | 0.01 | 0.83869 | 0.00000 | 0.83869 | 0.14 | 10096.56 |
| 91 | 2013.05.20 14:28 | t/p | 28 | 0.01 | 0.83869 | 0.00000 | 0.83869 | 7.44 | 10104.00 |
| 92 | 2013.06.10 00:00 | buy | 29 | 0.01 | 0.80003 | 0.00000 | 0.00000 | ||
| 93 | 2013.06.10 00:00 | modify | 29 | 0.01 | 0.80003 | 0.00000 | 0.80503 | ||
| 94 | 2013.06.10 14:10 | t/p | 29 | 0.01 | 0.80503 | 0.00000 | 0.80503 | 3.71 | 10107.71 |
| 95 | 2013.08.12 00:01 | sell | 30 | 0.01 | 0.82667 | 0.00000 | 0.00000 | ||
| 96 | 2013.08.12 00:01 | modify | 30 | 0.01 | 0.82667 | 0.00000 | 0.82167 | ||
| 97 | 2013.08.13 16:31 | t/p | 30 | 0.01 | 0.82167 | 0.00000 | 0.82167 | 3.67 | 10111.38 |
| 98 | 2015.08.31 01:00 | buy | 31 | 0.01 | 0.85371 | 0.00000 | 0.00000 | ||
| 99 | 2015.08.31 01:00 | modify | 31 | 0.01 | 0.85371 | 0.00000 | 0.85871 | ||
| 100 | 2015.08.31 17:58 | buy | 32 | 0.01 | 0.84365 | 0.00000 | 0.00000 | ||
| 101 | 2015.08.31 17:58 | modify | 32 | 0.01 | 0.84365 | 0.00000 | 0.85368 | ||
| 102 | 2015.08.31 17:58 | modify | 31 | 0.01 | 0.85371 | 0.00000 | 0.85368 | ||
| 103 | 2015.08.31 22:05 | buy | 33 | 0.01 | 0.83360 | 0.00000 | 0.00000 | ||
| 104 | 2015.08.31 22:05 | modify | 33 | 0.01 | 0.83360 | 0.00000 | 0.84865 | ||
| 105 | 2015.08.31 22:05 | modify | 32 | 0.01 | 0.84365 | 0.00000 | 0.84865 | ||
| 106 | 2015.08.31 22:05 | modify | 31 | 0.01 | 0.85371 | 0.00000 | 0.84865 | ||
| 107 | 2015.09.09 16:29 | t/p | 31 | 0.01 | 0.84865 | 0.00000 | 0.84865 | -3.58 | 10107.80 |
| 108 | 2015.09.09 16:29 | t/p | 32 | 0.01 | 0.84865 | 0.00000 | 0.84865 | 3.89 | 10111.68 |
| 109 | 2015.09.09 16:29 | t/p | 33 | 0.01 | 0.84865 | 0.00000 | 0.84865 | 11.34 | 10123.02 |
| 110 | 2015.12.07 00:01 | sell | 34 | 0.01 | 0.90082 | 0.00000 | 0.00000 | ||
| 111 | 2015.12.07 00:01 | modify | 34 | 0.01 | 0.90082 | 0.00000 | 0.89582 | ||
| 112 | 2015.12.07 10:40 | t/p | 34 | 0.01 | 0.89582 | 0.00000 | 0.89582 | 3.71 | 10126.73 |
| 113 | 2016.04.25 00:04 | buy | 35 | 0.01 | 0.86635 | 0.00000 | 0.00000 | ||
| 114 | 2016.04.25 00:04 | modify | 35 | 0.01 | 0.86635 | 0.00000 | 0.87135 | ||
| 115 | 2016.04.25 09:55 | t/p | 35 | 0.01 | 0.87135 | 0.00000 | 0.87135 | 3.71 | 10130.44 |
| 116 | 2016.06.06 00:01 | sell | 36 | 0.01 | 0.89852 | 0.00000 | 0.00000 | ||
| 117 | 2016.06.06 00:01 | modify | 36 | 0.01 | 0.89852 | 0.00000 | 0.89352 | ||
| 118 | 2016.06.06 16:58 | t/p | 36 | 0.01 | 0.89352 | 0.00000 | 0.89352 | 3.71 | 10134.15 |
| 119 | 2016.07.11 00:02 | sell | 37 | 0.01 | 0.95130 | 0.00000 | 0.00000 | ||
| 120 | 2016.07.11 00:02 | modify | 37 | 0.01 | 0.95130 | 0.00000 | 0.94630 | ||
| 121 | 2016.07.11 15:21 | t/p | 37 | 0.01 | 0.94630 | 0.00000 | 0.94630 | 3.71 | 10137.86 |
| 122 | 2016.07.18 00:04 | buy | 38 | 0.01 | 0.92364 | 0.00000 | 0.00000 | ||
| 123 | 2016.07.18 00:04 | modify | 38 | 0.01 | 0.92364 | 0.00000 | 0.92864 | ||
| 124 | 2016.07.19 00:29 | buy | 39 | 0.01 | 0.91361 | 0.00000 | 0.00000 | ||
| 125 | 2016.07.19 00:29 | modify | 39 | 0.01 | 0.91361 | 0.00000 | 0.92363 | ||
| 126 | 2016.07.19 00:29 | modify | 38 | 0.01 | 0.92364 | 0.00000 | 0.92363 | ||
| 127 | 2016.07.25 17:29 | t/p | 38 | 0.01 | 0.92363 | 0.00000 | 0.92363 | 0.13 | 10137.99 |
| 128 | 2016.07.25 17:29 | t/p | 39 | 0.01 | 0.92363 | 0.00000 | 0.92363 | 7.55 | 10145.53 |
| 129 | 2016.08.01 00:06 | sell | 40 | 0.01 | 0.93837 | 0.00000 | 0.00000 | ||
| 130 | 2016.08.01 00:06 | modify | 40 | 0.01 | 0.93837 | 0.00000 | 0.93337 | ||
| 131 | 2016.08.02 23:33 | sell | 41 | 0.01 | 0.94837 | 0.00000 | 0.00000 | ||
| 132 | 2016.08.02 23:33 | modify | 41 | 0.01 | 0.94837 | 0.00000 | 0.93837 | ||
| 133 | 2016.08.02 23:33 | modify | 40 | 0.01 | 0.93837 | 0.00000 | 0.93837 | ||
| 134 | 2016.08.03 17:07 | t/p | 40 | 0.01 | 0.93837 | 0.00000 | 0.93837 | -0.08 | 10145.45 |
| 135 | 2016.08.03 17:07 | t/p | 41 | 0.01 | 0.93837 | 0.00000 | 0.93837 | 7.38 | 10152.83 |
| 136 | 2016.10.24 00:01 | sell | 42 | 0.01 | 0.95378 | 0.00000 | 0.00000 | ||
| 137 | 2016.10.24 00:01 | modify | 42 | 0.01 | 0.95378 | 0.00000 | 0.94878 | ||
| 138 | 2016.10.24 23:38 | t/p | 42 | 0.01 | 0.94878 | 0.00000 | 0.94878 | 3.71 | 10156.54 |
| 139 | 2017.01.23 00:00 | sell | 43 | 0.01 | 0.95413 | 0.00000 | 0.00000 | ||
| 140 | 2017.01.23 00:00 | modify | 43 | 0.01 | 0.95413 | 0.00000 | 0.94913 | ||
| 141 | 2017.01.25 19:23 | t/p | 43 | 0.01 | 0.94913 | 0.00000 | 0.94913 | 3.63 | 10160.17 |