| Символ | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
| Период | День (D1) 2017.01.02 00:00 - 2017.11.13 23:59 (2017.01.01 - 2018.01.01) | ||||
| Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
| Параметры | Settings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=406; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=14; TrendMAPer=300; RSILev=20; WPRLev=12; UseForce=false; UseMom=false; UseRSI=true; UseWPR=false; UseDem=true; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=60; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=20; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=20; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=10; EDEMLevel=0.3; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=14; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=48; ESTODPer=20; ESTOSPer=4; ESTOLevel=40; ExitProfitMinutesSTO=8; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=16; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=10; iMAPeriod=12; Settings51="====БУ===="; UseBE=true; BEPerc=40; BEPlusPips=2; FiltersString29="-Фильтр корреляции"; BalancePairFilter=false; OnlyCurrPair=false; FiltersString28="-МаксРиск фильтр"; UseMaxRiskFilter=false; MaxRisk=15; Settings53="====Прочие торговые настройки===="; UseComments=true; | ||||
| Баров в истории | 1227 | Смоделировано тиков | 1453 | Качество моделирования | n/a |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (15) | ||
| Чистая прибыль | 413.59 | Общая прибыль | 499.13 | Общий убыток | -85.54 |
| Прибыльность | 5.83 | Матожидание выигрыша | 13.79 | ||
| Абсолютная просадка | 25.87 | Максимальная просадка | 171.60 (1.65%) | Относительная просадка | 1.65% (171.60) |
| Всего сделок | 30 | Короткие позиции (% выигравших) | 12 (50.00%) | Длинные позиции (% выигравших) | 18 (88.89%) |
| Прибыльные сделки (% от всех) | 22 (73.33%) | Убыточные сделки (% от всех) | 8 (26.67%) | ||
| Самая большая | прибыльная сделка | 57.32 | убыточная сделка | -14.10 | |
| Средняя | прибыльная сделка | 22.69 | убыточная сделка | -10.69 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 18 (473.92) | непрерывных проигрышей (убыток) | 4 (-31.49) | |
| Макс. | непрерывная прибыль (число выигрышей) | 473.92 (18) | непрерывный убыток (число проигрышей) | -31.49 (4) | |
| Средний | непрерывный выигрыш | 11 | непрерывный проигрыш | 3 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2017.01.05 00:00 | sell | 1 | 0.05 | 0.96865 | 0.00000 | 0.00000 | ||
| 2 | 2017.01.05 00:00 | modify | 1 | 0.05 | 0.96865 | 0.98983 | 0.95594 | ||
| 3 | 2017.01.05 00:00 | sell | 2 | 0.05 | 0.96865 | 0.00000 | 0.00000 | ||
| 4 | 2017.01.05 00:00 | modify | 2 | 0.05 | 0.96865 | 0.98983 | 0.00000 | ||
| 5 | 2017.01.10 00:00 | close | 2 | 0.05 | 0.97187 | 0.98983 | 0.00000 | -12.93 | 9987.07 |
| 6 | 2017.01.10 00:00 | close | 1 | 0.05 | 0.97187 | 0.98983 | 0.95594 | -12.93 | 9974.13 |
| 7 | 2017.01.17 00:00 | buy | 3 | 0.05 | 0.98518 | 0.00000 | 0.00000 | ||
| 8 | 2017.01.17 00:00 | modify | 3 | 0.05 | 0.98518 | 0.96439 | 0.99765 | ||
| 9 | 2017.01.17 00:00 | buy | 4 | 0.05 | 0.98518 | 0.00000 | 0.00000 | ||
| 10 | 2017.01.17 00:00 | modify | 4 | 0.05 | 0.98518 | 0.96439 | 0.00000 | ||
| 11 | 2017.01.19 00:00 | t/p | 3 | 0.05 | 0.99765 | 0.96439 | 0.99765 | 49.20 | 10023.33 |
| 12 | 2017.01.19 00:00 | modify | 4 | 0.05 | 0.98518 | 0.98538 | 0.00000 | ||
| 13 | 2017.01.20 00:00 | modify | 4 | 0.05 | 0.98518 | 0.98761 | 0.00000 | ||
| 14 | 2017.01.23 00:00 | modify | 4 | 0.05 | 0.98518 | 0.99035 | 0.00000 | ||
| 15 | 2017.01.24 00:00 | modify | 4 | 0.05 | 0.98518 | 0.99182 | 0.00000 | ||
| 16 | 2017.01.26 00:00 | s/l | 4 | 0.05 | 0.99182 | 0.99182 | 0.00000 | 26.41 | 10049.74 |
| 17 | 2017.01.26 00:00 | buy | 5 | 0.05 | 0.98952 | 0.00000 | 0.00000 | ||
| 18 | 2017.01.26 00:00 | modify | 5 | 0.05 | 0.98952 | 0.96481 | 1.00435 | ||
| 19 | 2017.01.26 00:00 | buy | 6 | 0.05 | 0.98952 | 0.00000 | 0.00000 | ||
| 20 | 2017.01.26 00:00 | modify | 6 | 0.05 | 0.98952 | 0.96481 | 0.00000 | ||
| 21 | 2017.01.30 00:00 | modify | 6 | 0.05 | 0.98952 | 0.99008 | 0.00000 | ||
| 22 | 2017.01.30 00:00 | modify | 5 | 0.05 | 0.98952 | 0.99008 | 1.00435 | ||
| 23 | 2017.01.31 00:00 | s/l | 5 | 0.05 | 0.99008 | 0.99008 | 1.00435 | 2.27 | 10052.02 |
| 24 | 2017.01.31 00:00 | s/l | 6 | 0.05 | 0.99008 | 0.99008 | 0.00000 | 2.27 | 10054.29 |
| 25 | 2017.02.14 00:00 | buy | 7 | 0.05 | 0.99853 | 0.00000 | 0.00000 | ||
| 26 | 2017.02.14 00:00 | modify | 7 | 0.05 | 0.99853 | 0.97528 | 1.01248 | ||
| 27 | 2017.02.14 00:00 | buy | 8 | 0.05 | 0.99853 | 0.00000 | 0.00000 | ||
| 28 | 2017.02.14 00:00 | modify | 8 | 0.05 | 0.99853 | 0.97528 | 0.00000 | ||
| 29 | 2017.02.15 00:00 | modify | 8 | 0.05 | 0.99853 | 0.99869 | 0.00000 | ||
| 30 | 2017.02.15 00:00 | modify | 7 | 0.05 | 0.99853 | 0.99869 | 1.01248 | ||
| 31 | 2017.02.16 00:00 | modify | 8 | 0.05 | 0.99853 | 1.00083 | 0.00000 | ||
| 32 | 2017.02.16 00:00 | modify | 7 | 0.05 | 0.99853 | 1.00083 | 1.01248 | ||
| 33 | 2017.02.17 00:00 | modify | 8 | 0.05 | 0.99853 | 1.00094 | 0.00000 | ||
| 34 | 2017.02.17 00:00 | modify | 7 | 0.05 | 0.99853 | 1.00094 | 1.01248 | ||
| 35 | 2017.02.20 00:00 | modify | 8 | 0.05 | 0.99853 | 1.00114 | 0.00000 | ||
| 36 | 2017.02.20 00:00 | modify | 7 | 0.05 | 0.99853 | 1.00114 | 1.01248 | ||
| 37 | 2017.02.21 00:00 | modify | 8 | 0.05 | 0.99853 | 1.00224 | 0.00000 | ||
| 38 | 2017.02.21 00:00 | modify | 7 | 0.05 | 0.99853 | 1.00224 | 1.01248 | ||
| 39 | 2017.02.22 00:00 | modify | 8 | 0.05 | 0.99853 | 1.00317 | 0.00000 | ||
| 40 | 2017.02.22 00:00 | modify | 7 | 0.05 | 0.99853 | 1.00317 | 1.01248 | ||
| 41 | 2017.02.23 00:00 | t/p | 7 | 0.05 | 1.01248 | 1.00317 | 1.01248 | 55.19 | 10109.48 |
| 42 | 2017.02.23 00:00 | modify | 8 | 0.05 | 0.99853 | 1.00535 | 0.00000 | ||
| 43 | 2017.02.24 00:00 | modify | 8 | 0.05 | 0.99853 | 1.00567 | 0.00000 | ||
| 44 | 2017.02.27 00:00 | s/l | 8 | 0.05 | 1.00567 | 1.00567 | 0.00000 | 28.43 | 10137.91 |
| 45 | 2017.02.27 00:00 | buy | 9 | 0.05 | 1.00615 | 0.00000 | 0.00000 | ||
| 46 | 2017.02.27 00:00 | modify | 9 | 0.05 | 1.00615 | 0.98624 | 1.01810 | ||
| 47 | 2017.02.27 00:00 | buy | 10 | 0.05 | 1.00615 | 0.00000 | 0.00000 | ||
| 48 | 2017.02.27 00:00 | modify | 10 | 0.05 | 1.00615 | 0.98624 | 0.00000 | ||
| 49 | 2017.03.01 00:00 | t/p | 9 | 0.05 | 1.01810 | 0.98624 | 1.01810 | 47.10 | 10185.01 |
| 50 | 2017.03.01 00:00 | modify | 10 | 0.05 | 1.00615 | 1.00635 | 0.00000 | ||
| 51 | 2017.03.01 00:00 | modify | 10 | 0.05 | 1.00615 | 1.00876 | 0.00000 | ||
| 52 | 2017.03.02 00:00 | modify | 10 | 0.05 | 1.00615 | 1.01138 | 0.00000 | ||
| 53 | 2017.03.06 00:00 | s/l | 10 | 0.05 | 1.01138 | 1.01138 | 0.00000 | 20.76 | 10205.77 |
| 54 | 2017.03.06 00:00 | buy | 11 | 0.05 | 1.01497 | 0.00000 | 0.00000 | ||
| 55 | 2017.03.06 00:00 | modify | 11 | 0.05 | 1.01497 | 0.99363 | 1.02777 | ||
| 56 | 2017.03.06 00:00 | buy | 12 | 0.05 | 1.01497 | 0.00000 | 0.00000 | ||
| 57 | 2017.03.06 00:00 | modify | 12 | 0.05 | 1.01497 | 0.99363 | 0.00000 | ||
| 58 | 2017.03.15 00:00 | modify | 12 | 0.05 | 1.01497 | 1.01517 | 0.00000 | ||
| 59 | 2017.03.15 00:00 | modify | 11 | 0.05 | 1.01497 | 1.01517 | 1.02777 | ||
| 60 | 2017.03.16 00:00 | modify | 12 | 0.05 | 1.01497 | 1.01691 | 0.00000 | ||
| 61 | 2017.03.16 00:00 | modify | 11 | 0.05 | 1.01497 | 1.01691 | 1.02777 | ||
| 62 | 2017.03.17 00:00 | modify | 12 | 0.05 | 1.01497 | 1.01733 | 0.00000 | ||
| 63 | 2017.03.17 00:00 | modify | 11 | 0.05 | 1.01497 | 1.01733 | 1.02777 | ||
| 64 | 2017.03.20 00:00 | t/p | 11 | 0.05 | 1.02777 | 1.01733 | 1.02777 | 50.73 | 10256.51 |
| 65 | 2017.03.20 00:00 | modify | 12 | 0.05 | 1.01497 | 1.01929 | 0.00000 | ||
| 66 | 2017.03.21 00:00 | modify | 12 | 0.05 | 1.01497 | 1.02180 | 0.00000 | ||
| 67 | 2017.03.24 00:00 | s/l | 12 | 0.05 | 1.02180 | 1.02180 | 0.00000 | 27.38 | 10283.89 |
| 68 | 2017.03.24 00:00 | buy | 13 | 0.05 | 1.01826 | 0.00000 | 0.00000 | ||
| 69 | 2017.03.24 00:00 | modify | 13 | 0.05 | 1.01826 | 0.99801 | 1.03041 | ||
| 70 | 2017.03.24 00:00 | buy | 14 | 0.05 | 1.01826 | 0.00000 | 0.00000 | ||
| 71 | 2017.03.24 00:00 | modify | 14 | 0.05 | 1.01826 | 0.99801 | 0.00000 | ||
| 72 | 2017.03.29 00:00 | modify | 14 | 0.05 | 1.01826 | 1.01993 | 0.00000 | ||
| 73 | 2017.03.29 00:00 | modify | 13 | 0.05 | 1.01826 | 1.01993 | 1.03041 | ||
| 74 | 2017.03.30 00:00 | modify | 14 | 0.05 | 1.01826 | 1.02015 | 0.00000 | ||
| 75 | 2017.03.30 00:00 | modify | 13 | 0.05 | 1.01826 | 1.02015 | 1.03041 | ||
| 76 | 2017.03.31 00:00 | s/l | 13 | 0.05 | 1.02015 | 1.02015 | 1.03041 | 7.61 | 10291.50 |
| 77 | 2017.03.31 00:00 | s/l | 14 | 0.05 | 1.02015 | 1.02015 | 0.00000 | 7.61 | 10299.11 |
| 78 | 2017.04.28 00:00 | buy | 15 | 0.05 | 1.01745 | 0.00000 | 0.00000 | ||
| 79 | 2017.04.28 00:00 | modify | 15 | 0.05 | 1.01745 | 0.99675 | 1.02987 | ||
| 80 | 2017.04.28 00:00 | buy | 16 | 0.05 | 1.01745 | 0.00000 | 0.00000 | ||
| 81 | 2017.04.28 00:00 | modify | 16 | 0.05 | 1.01745 | 0.99675 | 0.00000 | ||
| 82 | 2017.05.02 00:00 | t/p | 15 | 0.05 | 1.02987 | 0.99675 | 1.02987 | 48.95 | 10348.06 |
| 83 | 2017.05.02 00:00 | modify | 16 | 0.05 | 1.01745 | 1.01765 | 0.00000 | ||
| 84 | 2017.05.02 00:00 | modify | 16 | 0.05 | 1.01745 | 1.01895 | 0.00000 | ||
| 85 | 2017.05.03 00:00 | modify | 16 | 0.05 | 1.01745 | 1.02139 | 0.00000 | ||
| 86 | 2017.05.04 00:00 | s/l | 16 | 0.05 | 1.02139 | 1.02139 | 0.00000 | 15.66 | 10363.72 |
| 87 | 2017.05.08 00:00 | buy | 17 | 0.05 | 1.01231 | 0.00000 | 0.00000 | ||
| 88 | 2017.05.08 00:00 | modify | 17 | 0.05 | 1.01231 | 0.98929 | 1.02612 | ||
| 89 | 2017.05.08 00:00 | buy | 18 | 0.05 | 1.01231 | 0.00000 | 0.00000 | ||
| 90 | 2017.05.08 00:00 | modify | 18 | 0.05 | 1.01231 | 0.98929 | 0.00000 | ||
| 91 | 2017.06.12 00:00 | modify | 18 | 0.05 | 1.01231 | 1.01251 | 0.00000 | ||
| 92 | 2017.06.12 00:00 | modify | 17 | 0.05 | 1.01231 | 1.01251 | 1.02612 | ||
| 93 | 2017.06.13 00:00 | s/l | 17 | 0.05 | 1.01251 | 1.01251 | 1.02612 | 1.66 | 10365.38 |
| 94 | 2017.06.13 00:00 | s/l | 18 | 0.05 | 1.01251 | 1.01251 | 0.00000 | 1.66 | 10367.05 |
| 95 | 2017.07.03 00:00 | sell | 19 | 0.05 | 0.99576 | 0.00000 | 0.00000 | ||
| 96 | 2017.07.03 00:00 | modify | 19 | 0.05 | 0.99576 | 1.02024 | 0.98107 | ||
| 97 | 2017.07.03 00:00 | sell | 20 | 0.05 | 0.99576 | 0.00000 | 0.00000 | ||
| 98 | 2017.07.03 00:00 | modify | 20 | 0.05 | 0.99576 | 1.02024 | 0.00000 | ||
| 99 | 2017.07.05 00:00 | modify | 20 | 0.05 | 0.99576 | 0.99556 | 0.00000 | ||
| 100 | 2017.07.05 00:00 | modify | 19 | 0.05 | 0.99576 | 0.99556 | 0.98107 | ||
| 101 | 2017.07.06 00:00 | modify | 20 | 0.05 | 0.99576 | 0.99515 | 0.00000 | ||
| 102 | 2017.07.06 00:00 | modify | 19 | 0.05 | 0.99576 | 0.99515 | 0.98107 | ||
| 103 | 2017.07.07 00:00 | t/p | 19 | 0.05 | 0.98107 | 0.99515 | 0.98107 | 57.32 | 10424.37 |
| 104 | 2017.07.07 00:00 | modify | 20 | 0.05 | 0.99576 | 0.99365 | 0.00000 | ||
| 105 | 2017.07.10 00:00 | modify | 20 | 0.05 | 0.99576 | 0.99074 | 0.00000 | ||
| 106 | 2017.07.11 00:00 | modify | 20 | 0.05 | 0.99576 | 0.98949 | 0.00000 | ||
| 107 | 2017.07.13 00:00 | s/l | 20 | 0.05 | 0.98949 | 0.98949 | 0.00000 | 23.68 | 10448.05 |
| 108 | 2017.07.17 00:00 | sell | 21 | 0.05 | 0.98952 | 0.00000 | 0.00000 | ||
| 109 | 2017.07.17 00:00 | modify | 21 | 0.05 | 0.98952 | 1.01511 | 0.97417 | ||
| 110 | 2017.07.17 00:00 | sell | 22 | 0.05 | 0.98952 | 0.00000 | 0.00000 | ||
| 111 | 2017.07.17 00:00 | modify | 22 | 0.05 | 0.98952 | 1.01511 | 0.00000 | ||
| 112 | 2017.07.24 00:00 | close | 22 | 0.05 | 0.99057 | 1.01511 | 0.00000 | -4.73 | 10443.32 |
| 113 | 2017.07.24 00:00 | close | 21 | 0.05 | 0.99057 | 1.01511 | 0.97417 | -4.73 | 10438.59 |
| 114 | 2017.08.04 00:00 | buy | 23 | 0.05 | 1.00031 | 0.00000 | 0.00000 | ||
| 115 | 2017.08.04 00:00 | modify | 23 | 0.05 | 1.00031 | 0.97313 | 1.01662 | ||
| 116 | 2017.08.04 00:00 | buy | 24 | 0.05 | 1.00031 | 0.00000 | 0.00000 | ||
| 117 | 2017.08.04 00:00 | modify | 24 | 0.05 | 1.00031 | 0.97313 | 0.00000 | ||
| 118 | 2017.08.16 00:00 | close | 24 | 0.05 | 0.99745 | 0.97313 | 0.00000 | -11.01 | 10427.58 |
| 119 | 2017.08.16 00:00 | close | 23 | 0.05 | 0.99745 | 0.97313 | 1.01662 | -11.01 | 10416.56 |
| 120 | 2017.08.29 00:00 | sell | 25 | 0.05 | 0.99592 | 0.00000 | 0.00000 | ||
| 121 | 2017.08.29 00:00 | modify | 25 | 0.05 | 0.99592 | 1.01454 | 0.98475 | ||
| 122 | 2017.08.29 00:00 | sell | 26 | 0.05 | 0.99592 | 0.00000 | 0.00000 | ||
| 123 | 2017.08.29 00:00 | modify | 26 | 0.05 | 0.99592 | 1.01454 | 0.00000 | ||
| 124 | 2017.09.01 00:00 | modify | 26 | 0.05 | 0.99592 | 0.99533 | 0.00000 | ||
| 125 | 2017.09.01 00:00 | modify | 25 | 0.05 | 0.99592 | 0.99533 | 0.98475 | ||
| 126 | 2017.09.04 00:00 | modify | 26 | 0.05 | 0.99592 | 0.99367 | 0.00000 | ||
| 127 | 2017.09.04 00:00 | modify | 25 | 0.05 | 0.99592 | 0.99367 | 0.98475 | ||
| 128 | 2017.09.05 00:00 | modify | 26 | 0.05 | 0.99592 | 0.99251 | 0.00000 | ||
| 129 | 2017.09.05 00:00 | modify | 25 | 0.05 | 0.99592 | 0.99251 | 0.98475 | ||
| 130 | 2017.09.07 00:00 | s/l | 25 | 0.05 | 0.99251 | 0.99251 | 0.98475 | 12.50 | 10429.07 |
| 131 | 2017.09.07 00:00 | s/l | 26 | 0.05 | 0.99251 | 0.99251 | 0.00000 | 12.50 | 10441.57 |
| 132 | 2017.09.11 00:00 | sell | 27 | 0.05 | 0.97939 | 0.00000 | 0.00000 | ||
| 133 | 2017.09.11 00:00 | modify | 27 | 0.05 | 0.97939 | 1.00188 | 0.96590 | ||
| 134 | 2017.09.11 00:00 | sell | 28 | 0.05 | 0.97939 | 0.00000 | 0.00000 | ||
| 135 | 2017.09.11 00:00 | modify | 28 | 0.05 | 0.97939 | 1.00188 | 0.00000 | ||
| 136 | 2017.09.15 00:00 | modify | 28 | 0.05 | 0.97939 | 0.97919 | 0.00000 | ||
| 137 | 2017.09.15 00:00 | modify | 27 | 0.05 | 0.97939 | 0.97919 | 0.96590 | ||
| 138 | 2017.09.19 00:00 | s/l | 27 | 0.05 | 0.97919 | 0.97919 | 0.96590 | 0.11 | 10441.67 |
| 139 | 2017.09.19 00:00 | s/l | 28 | 0.05 | 0.97919 | 0.97919 | 0.00000 | 0.11 | 10441.78 |
| 140 | 2017.09.19 00:00 | sell | 29 | 0.05 | 0.97762 | 0.00000 | 0.00000 | ||
| 141 | 2017.09.19 00:00 | modify | 29 | 0.05 | 0.97762 | 1.00073 | 0.96375 | ||
| 142 | 2017.09.19 00:00 | sell | 30 | 0.05 | 0.97762 | 0.00000 | 0.00000 | ||
| 143 | 2017.09.19 00:00 | modify | 30 | 0.05 | 0.97762 | 1.00073 | 0.00000 | ||
| 144 | 2017.09.25 00:00 | close | 30 | 0.05 | 0.98107 | 1.00073 | 0.00000 | -14.10 | 10427.69 |
| 145 | 2017.09.25 00:00 | close | 29 | 0.05 | 0.98107 | 1.00073 | 0.96375 | -14.10 | 10413.59 |