| Символ | NZDCHF (New Zealand Dollar vs Swiss Franc) | ||||
| Период | 1 Минута (M1) 2010.01.01 00:01 - 2017.04.23 23:59 (2010.01.01 - 2017.03.31) | ||||
| 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=30; HourBU=72; 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 | 2719450 | Смоделировано тиков | 132351089 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (23) | ||
| Чистая прибыль | 184.67 | Общая прибыль | 226.64 | Общий убыток | -41.97 |
| Прибыльность | 5.40 | Матожидание выигрыша | 4.62 | ||
| Абсолютная просадка | 59.81 | Максимальная просадка | 122.07 (1.21%) | Относительная просадка | 1.21% (122.07) |
| Всего сделок | 40 | Короткие позиции (% выигравших) | 17 (70.59%) | Длинные позиции (% выигравших) | 23 (86.96%) |
| Прибыльные сделки (% от всех) | 32 (80.00%) | Убыточные сделки (% от всех) | 8 (20.00%) | ||
| Самая большая | прибыльная сделка | 25.37 | убыточная сделка | -15.41 | |
| Средняя | прибыльная сделка | 7.08 | убыточная сделка | -5.25 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 9 (54.94) | непрерывных проигрышей (убыток) | 2 (-20.60) | |
| Макс. | непрерывная прибыль (число выигрышей) | 54.94 (9) | непрерывный убыток (число проигрышей) | -20.60 (2) | |
| Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2010.05.24 00:02 | buy | 1 | 0.01 | 0.77768 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.24 00:02 | modify | 1 | 0.01 | 0.77768 | 0.00000 | 0.78268 | ||
| 3 | 2010.05.24 19:09 | t/p | 1 | 0.01 | 0.78268 | 0.00000 | 0.78268 | 5.02 | 10005.02 |
| 4 | 2010.07.05 00:02 | buy | 2 | 0.01 | 0.73143 | 0.00000 | 0.00000 | ||
| 5 | 2010.07.05 00:02 | modify | 2 | 0.01 | 0.73143 | 0.00000 | 0.73643 | ||
| 6 | 2010.07.05 04:10 | t/p | 2 | 0.01 | 0.73643 | 0.00000 | 0.73643 | 5.02 | 10010.04 |
| 7 | 2010.07.26 00:02 | sell | 3 | 0.01 | 0.76495 | 0.00000 | 0.00000 | ||
| 8 | 2010.07.26 00:02 | modify | 3 | 0.01 | 0.76495 | 0.00000 | 0.75995 | ||
| 9 | 2010.07.27 10:34 | sell | 4 | 0.01 | 0.77495 | 0.00000 | 0.00000 | ||
| 10 | 2010.07.27 10:34 | modify | 4 | 0.01 | 0.77495 | 0.00000 | 0.76495 | ||
| 11 | 2010.07.27 10:34 | modify | 3 | 0.01 | 0.76495 | 0.00000 | 0.76495 | ||
| 12 | 2010.07.29 00:02 | t/p | 3 | 0.01 | 0.76495 | 0.00000 | 0.76495 | -0.65 | 10009.39 |
| 13 | 2010.07.29 00:02 | t/p | 4 | 0.01 | 0.76495 | 0.00000 | 0.76495 | 9.52 | 10018.91 |
| 14 | 2010.11.01 00:02 | sell | 5 | 0.01 | 0.75204 | 0.00000 | 0.00000 | ||
| 15 | 2010.11.01 00:02 | modify | 5 | 0.01 | 0.75204 | 0.00000 | 0.74704 | ||
| 16 | 2010.11.01 17:06 | sell | 6 | 0.01 | 0.76206 | 0.00000 | 0.00000 | ||
| 17 | 2010.11.01 17:06 | modify | 6 | 0.01 | 0.76206 | 0.00000 | 0.75205 | ||
| 18 | 2010.11.01 17:06 | modify | 5 | 0.01 | 0.75204 | 0.00000 | 0.75205 | ||
| 19 | 2010.11.03 00:16 | t/p | 5 | 0.01 | 0.75205 | 0.00000 | 0.75205 | -0.27 | 10018.64 |
| 20 | 2010.11.03 00:16 | t/p | 6 | 0.01 | 0.75205 | 0.00000 | 0.75205 | 9.79 | 10028.43 |
| 21 | 2010.11.29 00:00 | buy | 7 | 0.01 | 0.75315 | 0.00000 | 0.00000 | ||
| 22 | 2010.11.29 00:00 | modify | 7 | 0.01 | 0.75315 | 0.00000 | 0.75815 | ||
| 23 | 2010.11.30 05:32 | buy | 8 | 0.01 | 0.74311 | 0.00000 | 0.00000 | ||
| 24 | 2010.11.30 05:32 | modify | 8 | 0.01 | 0.74311 | 0.00000 | 0.75313 | ||
| 25 | 2010.11.30 05:32 | modify | 7 | 0.01 | 0.75315 | 0.00000 | 0.75313 | ||
| 26 | 2010.12.01 20:12 | t/p | 7 | 0.01 | 0.75313 | 0.00000 | 0.75313 | 0.09 | 10028.52 |
| 27 | 2010.12.01 20:12 | t/p | 8 | 0.01 | 0.75313 | 0.00000 | 0.75313 | 10.11 | 10038.63 |
| 28 | 2011.02.28 00:00 | buy | 9 | 0.01 | 0.69503 | 0.00000 | 0.00000 | ||
| 29 | 2011.02.28 00:00 | modify | 9 | 0.01 | 0.69503 | 0.00000 | 0.70003 | ||
| 30 | 2011.02.28 19:30 | t/p | 9 | 0.01 | 0.70003 | 0.00000 | 0.70003 | 5.02 | 10043.65 |
| 31 | 2011.03.21 00:18 | buy | 10 | 0.01 | 0.65742 | 0.00000 | 0.00000 | ||
| 32 | 2011.03.21 00:18 | modify | 10 | 0.01 | 0.65742 | 0.00000 | 0.66242 | ||
| 33 | 2011.03.21 05:12 | t/p | 10 | 0.01 | 0.66242 | 0.00000 | 0.66242 | 5.02 | 10048.67 |
| 34 | 2011.03.28 00:01 | sell | 11 | 0.01 | 0.69134 | 0.00000 | 0.00000 | ||
| 35 | 2011.03.28 00:01 | modify | 11 | 0.01 | 0.69134 | 0.00000 | 0.68634 | ||
| 36 | 2011.03.30 07:51 | sell | 12 | 0.01 | 0.70138 | 0.00000 | 0.00000 | ||
| 37 | 2011.03.30 07:51 | modify | 12 | 0.01 | 0.70138 | 0.00000 | 0.69136 | ||
| 38 | 2011.03.30 07:51 | modify | 11 | 0.01 | 0.69134 | 0.00000 | 0.69136 | ||
| 39 | 2011.04.01 16:46 | sell | 13 | 0.01 | 0.71143 | 0.00000 | 0.00000 | ||
| 40 | 2011.04.01 16:46 | modify | 13 | 0.01 | 0.71143 | 0.00000 | 0.69638 | ||
| 41 | 2011.04.01 16:46 | modify | 12 | 0.01 | 0.70138 | 0.00000 | 0.69638 | ||
| 42 | 2011.04.01 16:46 | modify | 11 | 0.01 | 0.69134 | 0.00000 | 0.69638 | ||
| 43 | 2011.04.28 20:37 | t/p | 11 | 0.01 | 0.69638 | 0.00000 | 0.69638 | -9.36 | 10039.31 |
| 44 | 2011.04.28 20:37 | t/p | 12 | 0.01 | 0.69638 | 0.00000 | 0.69638 | 0.98 | 10040.29 |
| 45 | 2011.04.28 20:37 | t/p | 13 | 0.01 | 0.69638 | 0.00000 | 0.69638 | 11.60 | 10051.89 |
| 46 | 2011.07.04 00:00 | sell | 14 | 0.01 | 0.70171 | 0.00000 | 0.00000 | ||
| 47 | 2011.07.04 00:00 | modify | 14 | 0.01 | 0.70171 | 0.00000 | 0.69671 | ||
| 48 | 2011.07.05 21:19 | t/p | 14 | 0.01 | 0.69671 | 0.00000 | 0.69671 | 4.89 | 10056.78 |
| 49 | 2011.08.08 00:00 | buy | 15 | 0.01 | 0.63924 | 0.00000 | 0.00000 | ||
| 50 | 2011.08.08 00:00 | modify | 15 | 0.01 | 0.63924 | 0.00000 | 0.64424 | ||
| 51 | 2011.08.08 06:54 | buy | 16 | 0.01 | 0.62907 | 0.00000 | 0.00000 | ||
| 52 | 2011.08.08 06:54 | modify | 16 | 0.01 | 0.62907 | 0.00000 | 0.63916 | ||
| 53 | 2011.08.08 06:54 | modify | 15 | 0.01 | 0.63924 | 0.00000 | 0.63916 | ||
| 54 | 2011.08.08 23:15 | buy | 17 | 0.01 | 0.61871 | 0.00000 | 0.00000 | ||
| 55 | 2011.08.08 23:15 | modify | 17 | 0.01 | 0.61871 | 0.00000 | 0.63401 | ||
| 56 | 2011.08.08 23:15 | modify | 16 | 0.01 | 0.62907 | 0.00000 | 0.63401 | ||
| 57 | 2011.08.08 23:15 | modify | 15 | 0.01 | 0.63924 | 0.00000 | 0.63401 | ||
| 58 | 2011.08.09 04:39 | buy | 18 | 0.01 | 0.60859 | 0.00000 | 0.00000 | ||
| 59 | 2011.08.09 04:39 | modify | 18 | 0.01 | 0.60859 | 0.00000 | 0.62890 | ||
| 60 | 2011.08.09 04:39 | modify | 17 | 0.01 | 0.61871 | 0.00000 | 0.62890 | ||
| 61 | 2011.08.09 04:39 | modify | 16 | 0.01 | 0.62907 | 0.00000 | 0.62890 | ||
| 62 | 2011.08.09 04:39 | modify | 15 | 0.01 | 0.63924 | 0.00000 | 0.62890 | ||
| 63 | 2011.08.09 05:15 | buy | 19 | 0.01 | 0.59858 | 0.00000 | 0.00000 | ||
| 64 | 2011.08.09 05:15 | modify | 19 | 0.01 | 0.59858 | 0.00000 | 0.62384 | ||
| 65 | 2011.08.09 05:15 | modify | 18 | 0.01 | 0.60859 | 0.00000 | 0.62384 | ||
| 66 | 2011.08.09 05:15 | modify | 17 | 0.01 | 0.61871 | 0.00000 | 0.62384 | ||
| 67 | 2011.08.09 05:15 | modify | 16 | 0.01 | 0.62907 | 0.00000 | 0.62384 | ||
| 68 | 2011.08.09 05:15 | modify | 15 | 0.01 | 0.63924 | 0.00000 | 0.62384 | ||
| 69 | 2011.08.09 10:06 | t/p | 15 | 0.01 | 0.62384 | 0.00000 | 0.62384 | -15.41 | 10041.38 |
| 70 | 2011.08.09 10:06 | t/p | 16 | 0.01 | 0.62384 | 0.00000 | 0.62384 | -5.20 | 10036.18 |
| 71 | 2011.08.09 10:06 | t/p | 17 | 0.01 | 0.62384 | 0.00000 | 0.62384 | 5.20 | 10041.39 |
| 72 | 2011.08.09 10:06 | t/p | 18 | 0.01 | 0.62384 | 0.00000 | 0.62384 | 15.32 | 10056.71 |
| 73 | 2011.08.09 10:06 | t/p | 19 | 0.01 | 0.62384 | 0.00000 | 0.62384 | 25.37 | 10082.08 |
| 74 | 2011.08.29 00:01 | sell | 20 | 0.01 | 0.67857 | 0.00000 | 0.00000 | ||
| 75 | 2011.08.29 00:01 | modify | 20 | 0.01 | 0.67857 | 0.00000 | 0.67357 | ||
| 76 | 2011.08.29 10:22 | sell | 21 | 0.01 | 0.68862 | 0.00000 | 0.00000 | ||
| 77 | 2011.08.29 10:22 | modify | 21 | 0.01 | 0.68862 | 0.00000 | 0.67860 | ||
| 78 | 2011.08.29 10:22 | modify | 20 | 0.01 | 0.67857 | 0.00000 | 0.67860 | ||
| 79 | 2011.08.30 14:09 | sell | 22 | 0.01 | 0.69867 | 0.00000 | 0.00000 | ||
| 80 | 2011.08.30 14:09 | modify | 22 | 0.01 | 0.69867 | 0.00000 | 0.68362 | ||
| 81 | 2011.08.30 14:09 | modify | 21 | 0.01 | 0.68862 | 0.00000 | 0.68362 | ||
| 82 | 2011.08.30 14:09 | modify | 20 | 0.01 | 0.67857 | 0.00000 | 0.68362 | ||
| 83 | 2011.08.31 16:08 | t/p | 20 | 0.01 | 0.68362 | 0.00000 | 0.68362 | -5.33 | 10076.75 |
| 84 | 2011.08.31 16:08 | t/p | 21 | 0.01 | 0.68362 | 0.00000 | 0.68362 | 4.76 | 10081.51 |
| 85 | 2011.08.31 16:08 | t/p | 22 | 0.01 | 0.68362 | 0.00000 | 0.68362 | 14.99 | 10096.50 |
| 86 | 2011.09.12 00:00 | sell | 23 | 0.01 | 0.72872 | 0.00000 | 0.00000 | ||
| 87 | 2011.09.12 00:00 | modify | 23 | 0.01 | 0.72872 | 0.00000 | 0.72372 | ||
| 88 | 2011.09.12 05:32 | t/p | 23 | 0.01 | 0.72372 | 0.00000 | 0.72372 | 5.02 | 10101.52 |
| 89 | 2011.09.26 00:08 | buy | 24 | 0.01 | 0.70173 | 0.00000 | 0.00000 | ||
| 90 | 2011.09.26 00:08 | modify | 24 | 0.01 | 0.70173 | 0.00000 | 0.70673 | ||
| 91 | 2011.09.27 08:29 | t/p | 24 | 0.01 | 0.70673 | 0.00000 | 0.70673 | 5.07 | 10106.59 |
| 92 | 2012.02.27 00:00 | buy | 25 | 0.01 | 0.74851 | 0.00000 | 0.00000 | ||
| 93 | 2012.02.27 00:00 | modify | 25 | 0.01 | 0.74851 | 0.00000 | 0.75351 | ||
| 94 | 2012.02.27 18:04 | t/p | 25 | 0.01 | 0.75351 | 0.00000 | 0.75351 | 5.02 | 10111.61 |
| 95 | 2012.07.09 00:00 | sell | 26 | 0.01 | 0.78061 | 0.00000 | 0.00000 | ||
| 96 | 2012.07.09 00:00 | modify | 26 | 0.01 | 0.78061 | 0.00000 | 0.77561 | ||
| 97 | 2012.07.09 10:57 | t/p | 26 | 0.01 | 0.77561 | 0.00000 | 0.77561 | 5.02 | 10116.63 |
| 98 | 2012.10.08 00:09 | buy | 27 | 0.01 | 0.75985 | 0.00000 | 0.00000 | ||
| 99 | 2012.10.08 00:09 | modify | 27 | 0.01 | 0.75985 | 0.00000 | 0.76485 | ||
| 100 | 2012.10.08 17:53 | t/p | 27 | 0.01 | 0.76485 | 0.00000 | 0.76485 | 5.02 | 10121.65 |
| 101 | 2013.06.10 00:00 | buy | 28 | 0.01 | 0.73325 | 0.00000 | 0.00000 | ||
| 102 | 2013.06.10 00:00 | modify | 28 | 0.01 | 0.73325 | 0.00000 | 0.73825 | ||
| 103 | 2013.06.10 10:19 | t/p | 28 | 0.01 | 0.73825 | 0.00000 | 0.73825 | 5.02 | 10126.67 |
| 104 | 2013.08.05 00:01 | buy | 29 | 0.01 | 0.72040 | 0.00000 | 0.00000 | ||
| 105 | 2013.08.05 00:01 | modify | 29 | 0.01 | 0.72040 | 0.00000 | 0.72540 | ||
| 106 | 2013.08.05 10:01 | t/p | 29 | 0.01 | 0.72540 | 0.00000 | 0.72540 | 5.02 | 10131.69 |
| 107 | 2013.08.12 00:01 | sell | 30 | 0.01 | 0.74177 | 0.00000 | 0.00000 | ||
| 108 | 2013.08.12 00:01 | modify | 30 | 0.01 | 0.74177 | 0.00000 | 0.73677 | ||
| 109 | 2013.08.14 13:50 | sell | 31 | 0.01 | 0.75181 | 0.00000 | 0.00000 | ||
| 110 | 2013.08.14 13:50 | modify | 31 | 0.01 | 0.75181 | 0.00000 | 0.74179 | ||
| 111 | 2013.08.14 13:50 | modify | 30 | 0.01 | 0.74177 | 0.00000 | 0.74179 | ||
| 112 | 2013.08.20 04:47 | t/p | 30 | 0.01 | 0.74179 | 0.00000 | 0.74179 | -1.06 | 10130.63 |
| 113 | 2013.08.20 04:47 | t/p | 31 | 0.01 | 0.74179 | 0.00000 | 0.74179 | 9.29 | 10139.92 |
| 114 | 2013.08.26 00:02 | buy | 32 | 0.01 | 0.71870 | 0.00000 | 0.00000 | ||
| 115 | 2013.08.26 00:02 | modify | 32 | 0.01 | 0.71870 | 0.00000 | 0.72370 | ||
| 116 | 2013.08.26 10:08 | t/p | 32 | 0.01 | 0.72370 | 0.00000 | 0.72370 | 5.02 | 10144.94 |
| 117 | 2013.09.09 00:00 | sell | 33 | 0.01 | 0.75171 | 0.00000 | 0.00000 | ||
| 118 | 2013.09.09 00:00 | modify | 33 | 0.01 | 0.75171 | 0.00000 | 0.74671 | ||
| 119 | 2013.09.09 04:33 | t/p | 33 | 0.01 | 0.74671 | 0.00000 | 0.74671 | 5.02 | 10149.96 |
| 120 | 2013.10.28 00:00 | buy | 34 | 0.01 | 0.73944 | 0.00000 | 0.00000 | ||
| 121 | 2013.10.28 00:00 | modify | 34 | 0.01 | 0.73944 | 0.00000 | 0.74444 | ||
| 122 | 2013.10.28 13:21 | t/p | 34 | 0.01 | 0.74444 | 0.00000 | 0.74444 | 5.02 | 10154.98 |
| 123 | 2013.11.25 00:01 | buy | 35 | 0.01 | 0.74209 | 0.00000 | 0.00000 | ||
| 124 | 2013.11.25 00:01 | modify | 35 | 0.01 | 0.74209 | 0.00000 | 0.74709 | ||
| 125 | 2013.11.25 04:46 | t/p | 35 | 0.01 | 0.74709 | 0.00000 | 0.74709 | 5.02 | 10160.00 |
| 126 | 2014.06.16 00:00 | sell | 36 | 0.01 | 0.77960 | 0.00000 | 0.00000 | ||
| 127 | 2014.06.16 00:00 | modify | 36 | 0.01 | 0.77960 | 0.00000 | 0.77460 | ||
| 128 | 2014.06.24 23:59 | t/p | 36 | 0.01 | 0.77460 | 0.00000 | 0.77460 | 3.98 | 10163.97 |
| 129 | 2015.05.04 00:03 | buy | 37 | 0.01 | 0.70248 | 0.00000 | 0.00000 | ||
| 130 | 2015.05.04 00:03 | modify | 37 | 0.01 | 0.70248 | 0.00000 | 0.70748 | ||
| 131 | 2015.05.06 04:06 | buy | 38 | 0.01 | 0.69248 | 0.00000 | 0.00000 | ||
| 132 | 2015.05.06 04:06 | modify | 38 | 0.01 | 0.69248 | 0.00000 | 0.70248 | ||
| 133 | 2015.05.06 04:06 | modify | 37 | 0.01 | 0.70248 | 0.00000 | 0.70248 | ||
| 134 | 2015.05.07 11:31 | buy | 39 | 0.01 | 0.68247 | 0.00000 | 0.00000 | ||
| 135 | 2015.05.07 11:31 | modify | 39 | 0.01 | 0.68247 | 0.00000 | 0.69748 | ||
| 136 | 2015.05.07 11:31 | modify | 38 | 0.01 | 0.69248 | 0.00000 | 0.69748 | ||
| 137 | 2015.05.07 11:31 | modify | 37 | 0.01 | 0.70248 | 0.00000 | 0.69748 | ||
| 138 | 2015.05.08 23:52 | t/p | 37 | 0.01 | 0.69748 | 0.00000 | 0.69748 | -4.69 | 10159.28 |
| 139 | 2015.05.08 23:52 | t/p | 38 | 0.01 | 0.69748 | 0.00000 | 0.69748 | 5.24 | 10164.52 |
| 140 | 2015.05.08 23:52 | t/p | 39 | 0.01 | 0.69748 | 0.00000 | 0.69748 | 15.13 | 10179.65 |
| 141 | 2015.06.01 00:58 | buy | 40 | 0.01 | 0.66628 | 0.00000 | 0.00000 | ||
| 142 | 2015.06.01 00:58 | modify | 40 | 0.01 | 0.66628 | 0.00000 | 0.67128 | ||
| 143 | 2015.06.01 09:18 | t/p | 40 | 0.01 | 0.67128 | 0.00000 | 0.67128 | 5.02 | 10184.67 |