Strategy Tester Report
0ll_e_Va-Bank_55
ICMarkets-Live05 (Build 920)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Час (H1) 2014.01.01 22:00 - 2016.04.19 23:59 (2014.01.07 - 2016.03.24)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="USDJPY 5.5 nutty pz rev"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=1000; TakeProfit=500; В_Х_О_Д="=============================================="; MinWeekBar=350; MaxWeekBar=3500; Время_открытия="--------------------"; StartMinut=57; MaxSpread=50; EnterTime=1; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=100; GAP1_TOut=5; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=300; GAP2_TOut=0; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=480; BU_Delta=80; Трал_ВЫХОД="-------------------"; tral_OUT_START=500; tral_OUT_par1=0; tral_OUT_par2=0; TimeOUT="-------------------"; TimeOUT_Hour=54; Технические="-------------------"; Slippage=50; Magic=10006; Comm="VB";
Баров в истории14304Смоделировано тиков43792447Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред50
Чистая прибыль1804.97Общая прибыль2525.83Общий убыток-720.87
Прибыльность3.50Матожидание выигрыша22.01
Абсолютная просадка111.22Максимальная просадка166.67 (1.53%)Относительная просадка1.53% (165.41)
Всего сделок82Короткие позиции (% выигравших)44 (79.55%)Длинные позиции (% выигравших)38 (86.84%)
Прибыльные сделки (% от всех)68 (82.93%)Убыточные сделки (% от всех)14 (17.07%)
Самая большаяприбыльная сделка49.61убыточная сделка-96.99
Средняяприбыльная сделка37.14убыточная сделка-51.49
Максимальное количествонепрерывных выигрышей (прибыль)22 (895.63)непрерывных проигрышей (убыток)2 (-96.48)
Макс.непрерывная прибыль (число выигрышей)895.63 (22)непрерывный убыток (число проигрышей)-96.99 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.13 01:57buy10.10104.1060.0000.000
22014.01.13 01:57modify10.10104.106103.106104.606
32014.01.13 17:08s/l10.10103.106103.106104.606-96.999903.01
42014.01.27 01:57buy20.10102.0630.0000.000
52014.01.27 01:57modify20.10102.063101.063102.563
62014.01.27 10:03t/p20.10102.563101.063102.56348.759951.76
72014.02.10 01:57sell30.10102.6220.0000.000
82014.02.10 01:57modify30.10102.622103.622102.122
92014.02.10 11:12t/p30.10102.122103.622102.12248.9610000.72
102014.02.17 01:57buy40.10101.7700.0000.000
112014.02.17 01:57modify40.10101.770100.770102.270
122014.02.18 06:36t/p40.10102.270100.770102.27049.2310049.95
132014.02.24 01:57sell50.10102.5660.0000.000
142014.02.24 01:57modify50.10102.566103.566102.066
152014.02.25 18:00t/p50.10102.066103.566102.06648.6410098.58
162014.03.03 01:57buy60.10101.5340.0000.000
172014.03.03 01:57modify60.10101.534100.534102.034
182014.03.04 18:00t/p60.10102.034100.534102.03449.3510147.93
192014.03.10 05:57sell70.10103.0760.0000.000
202014.03.10 05:57modify70.10103.076104.076102.576
212014.03.12 12:57modify70.10103.076102.892102.692
222014.03.12 15:40t/p70.10102.692102.892102.69236.6910184.62
232014.03.17 00:57buy80.10101.4290.0000.000
242014.03.17 00:57modify80.10101.429100.429101.929
252014.03.18 03:03t/p80.10101.929100.429101.92949.3910234.00
262014.03.24 05:57sell90.10102.5140.0000.000
272014.03.24 05:57modify90.10102.514103.514102.014
282014.03.26 12:57modify90.10102.514102.435102.235
292014.03.26 15:00s/l90.10102.435102.435102.2357.0210241.02
302014.03.31 01:57sell100.10102.9150.0000.000
312014.03.31 01:57modify100.10102.915103.915102.415
322014.04.02 05:08s/l100.10103.915103.915102.415-96.9310144.09
332014.04.14 01:57buy110.10101.6590.0000.000
342014.04.14 01:57modify110.10101.659100.659102.159
352014.04.16 06:00t/p110.10102.159100.659102.15949.6110193.70
362014.04.21 01:59sell120.10102.4310.0000.000
372014.04.21 01:59modify120.10102.431103.431101.931
382014.04.23 09:00modify120.10102.431102.696102.496
392014.04.23 13:47t/p120.10102.496102.696102.496-7.0410186.65
402014.05.26 01:57sell130.10101.9600.0000.000
412014.05.26 01:57modify130.10101.960102.960101.460
422014.05.28 08:57modify130.10101.960102.073101.873
432014.05.28 11:30t/p130.10101.873102.073101.8737.8410194.49
442014.06.09 01:57sell140.10102.5600.0000.000
452014.06.09 01:57modify140.10102.560103.560102.060
462014.06.11 08:57modify140.10102.560102.417102.217
472014.06.11 13:05t/p140.10102.217102.417102.21732.8610227.35
482014.06.16 01:57buy150.10102.0370.0000.000
492014.06.16 01:57modify150.10102.037101.037102.537
502014.06.18 08:57modify150.10102.037102.195102.395
512014.06.18 14:05s/l150.10102.195102.195102.39516.1310243.48
522014.06.30 01:57buy160.10101.4870.0000.000
532014.06.30 01:57modify160.10101.487100.487101.987
542014.07.02 08:57modify160.10101.487101.498101.698
552014.07.02 11:02s/l160.10101.498101.498101.6981.7610245.24
562014.07.07 01:57sell170.10102.0640.0000.000
572014.07.07 01:57modify170.10102.064103.064101.564
582014.07.08 17:53t/p170.10101.564103.064101.56448.8810294.12
592014.07.14 01:57buy180.10101.3960.0000.000
602014.07.14 01:57modify180.10101.396100.396101.896
612014.07.16 08:57modify180.10101.396101.646101.846
622014.07.16 10:49s/l180.10101.646101.646101.84625.2710319.39
632014.07.28 01:57sell190.10101.7970.0000.000
642014.07.28 01:57modify190.10101.797102.797101.297
652014.07.30 08:57modify190.10101.797102.238102.038
662014.07.30 11:10s/l190.10102.238102.238102.038-43.8310275.55
672014.08.04 01:57sell200.10102.5610.0000.000
682014.08.04 01:57modify200.10102.561103.561102.061
692014.08.06 08:57modify200.10102.561102.720102.520
702014.08.06 12:43t/p200.10102.520102.720102.5203.3010278.85
712014.08.11 06:57buy210.10102.1960.0000.000
722014.08.11 06:57modify210.10102.196101.196102.696
732014.08.13 13:57modify210.10102.196102.359102.559
742014.08.13 16:30s/l210.10102.359102.359102.55916.5910295.44
752014.08.25 01:57sell220.10104.2250.0000.000
762014.08.25 01:57modify220.10104.225105.225103.725
772014.08.27 08:57modify220.10104.225104.131103.931
782014.08.27 12:06t/p220.10103.931104.131103.93127.5910323.03
792014.09.08 06:57sell230.10105.0520.0000.000
802014.09.08 06:57modify230.10105.052106.052104.552
812014.09.08 21:11s/l230.10106.052106.052104.552-94.2910228.74
822014.09.15 06:57sell240.10107.2650.0000.000
832014.09.15 06:57modify240.10107.265108.265106.765
842014.09.17 13:57modify240.10107.265107.481107.281
852014.09.17 16:30t/p240.10107.281107.481107.281-2.1910226.55
862014.09.22 01:57sell250.10109.0220.0000.000
872014.09.22 01:57modify250.10109.022110.022108.522
882014.09.23 11:32t/p250.10108.522110.022108.52245.7310272.27
892014.10.06 01:57sell260.10109.7870.0000.000
902014.10.06 01:57modify260.10109.787110.787109.287
912014.10.06 16:00t/p260.10109.287110.787109.28745.7510318.02
922014.10.13 01:57buy270.10107.5790.0000.000
932014.10.13 01:57modify270.10107.579106.579108.079
942014.10.15 08:57modify270.10107.579107.139107.339
952014.10.15 09:48t/p270.10107.339107.139107.339-21.6910296.33
962014.10.27 00:57sell280.10108.2660.0000.000
972014.10.27 00:57modify280.10108.266109.266107.766
982014.10.27 17:07t/p280.10107.766109.266107.76646.4010342.73
992014.11.10 01:57sell290.10114.4900.0000.000
1002014.11.10 01:57modify290.10114.490115.490113.990
1012014.11.10 10:47t/p290.10113.990115.490113.99043.8610386.59
1022014.11.17 01:57sell300.10116.5900.0000.000
1032014.11.17 01:57modify300.10116.590117.590116.090
1042014.11.17 04:10t/p300.10116.090117.590116.09043.0710429.66
1052014.11.24 01:57sell310.10117.8650.0000.000
1062014.11.24 01:57modify310.10117.865118.865117.365
1072014.11.26 08:57modify310.10117.865117.927117.727
1082014.11.26 09:21t/p310.10117.727117.927117.72711.0210440.68
1092014.12.01 01:57sell320.10118.8230.0000.000
1102014.12.01 01:57modify320.10118.823119.823118.323
1112014.12.01 11:46t/p320.10118.323119.823118.32342.2710482.95
1122014.12.08 01:57sell330.10121.8390.0000.000
1132014.12.08 01:57modify330.10121.839122.839121.339
1142014.12.08 09:52t/p330.10121.339122.839121.33941.2110524.16
1152014.12.15 01:57buy340.10118.2850.0000.000
1162014.12.15 01:57modify340.10118.285117.285118.785
1172014.12.15 04:20t/p340.10118.785117.285118.78542.1010566.26
1182014.12.22 01:57sell350.10119.5210.0000.000
1192014.12.22 01:57modify350.10119.521120.521119.021
1202014.12.23 16:37s/l350.10120.521120.521119.021-83.3210482.94
1212014.12.29 01:57sell360.10120.3730.0000.000
1222014.12.29 01:57modify360.10120.373121.373119.873
1232014.12.30 10:43t/p360.10119.873121.373119.87341.3710524.31
1242015.01.12 01:57buy370.10118.3480.0000.000
1252015.01.12 01:57modify370.10118.348117.348118.848
1262015.01.12 12:01t/p370.10118.848117.348118.84842.0710566.38
1272015.01.19 01:57buy380.10117.4410.0000.000
1282015.01.19 01:57modify380.10117.441116.441117.941
1292015.01.20 04:00t/p380.10117.941116.441117.94142.7410609.11
1302015.02.02 01:57buy390.10117.1800.0000.000
1312015.02.02 01:57modify390.10117.180116.180117.680
1322015.02.02 05:59t/p390.10117.680116.180117.68042.4910651.60
1332015.02.09 01:57sell400.10119.0660.0000.000
1342015.02.09 01:57modify400.10119.066120.066118.566
1352015.02.09 12:52t/p400.10118.566120.066118.56642.1810693.78
1362015.02.16 01:57buy410.10118.6660.0000.000
1372015.02.16 01:57modify410.10118.666117.666119.166
1382015.02.17 21:04t/p410.10119.166117.666119.16642.2910736.07
1392015.02.23 01:57sell420.10119.0690.0000.000
1402015.02.23 01:57modify420.10119.069120.069118.569
1412015.02.25 08:57modify420.10119.069118.796118.569
1422015.02.25 09:12s/l420.10118.796118.796118.56922.2810758.35
1432015.03.02 01:57sell430.10119.6790.0000.000
1442015.03.02 01:57modify430.10119.679120.679119.179
1452015.03.04 08:57modify430.10119.679119.825119.625
1462015.03.04 09:51s/l430.10119.825119.825119.625-12.8810745.46
1472015.03.09 00:57sell440.10120.7820.0000.000
1482015.03.09 00:57modify440.10120.782121.782120.282
1492015.03.10 04:51s/l440.10121.782121.782120.282-82.4610663.00
1502015.03.16 00:57sell450.10121.3800.0000.000
1512015.03.16 00:57modify450.10121.380122.380120.880
1522015.03.18 07:57modify450.10121.380121.486121.286
1532015.03.18 11:27t/p450.10121.286121.486121.2867.0510670.05
1542015.03.23 00:57buy460.10119.8990.0000.000
1552015.03.23 00:57modify460.10119.899118.899120.399
1562015.03.25 07:57modify460.10119.899119.532119.732
1572015.03.25 09:49t/p460.10119.732119.532119.732-13.2810656.77
1582015.03.30 01:57buy470.10119.2240.0000.000
1592015.03.30 01:57modify470.10119.224118.224119.724
1602015.03.30 12:00t/p470.10119.724118.224119.72441.7610698.53
1612015.04.06 01:58buy480.10118.9210.0000.000
1622015.04.06 01:58modify480.10118.921117.921119.421
1632015.04.06 23:06t/p480.10119.421117.921119.42141.8710740.40
1642015.04.13 01:57sell490.10120.2670.0000.000
1652015.04.13 01:57modify490.10120.267121.267119.767
1662015.04.13 16:42t/p490.10119.767121.267119.76741.7610782.16
1672015.04.20 06:57buy500.10118.9270.0000.000
1682015.04.20 06:57modify500.10118.927117.927119.427
1692015.04.20 21:37t/p500.10119.427117.927119.42741.8710824.03
1702015.05.04 01:57sell510.10120.2170.0000.000
1712015.05.04 01:57modify510.10120.217121.217119.717
1722015.05.06 08:57modify510.10120.217120.064119.864
1732015.05.06 10:20t/p510.10119.864120.064119.86428.7510852.78
1742015.05.11 01:57buy520.10119.7960.0000.000
1752015.05.11 01:57modify520.10119.796118.796120.296
1762015.05.13 08:57modify520.10119.796119.771119.971
1772015.05.13 12:31s/l520.10119.771119.771119.971-1.4210851.36
1782015.05.18 01:57buy530.10119.4020.0000.000
1792015.05.18 01:57modify530.10119.402118.402119.902
1802015.05.18 21:40t/p530.10119.902118.402119.90241.7010893.06
1812015.05.25 01:57sell540.10121.5640.0000.000
1822015.05.25 01:57modify540.10121.564122.564121.064
1832015.05.26 10:31s/l540.10122.564122.564121.064-81.9010811.16
1842015.06.01 01:57sell550.10124.1170.0000.000
1852015.06.01 01:57modify550.10124.117125.117123.617
1862015.06.03 08:57modify550.10124.117124.066123.866
1872015.06.03 09:22t/p550.10123.866124.066123.86619.5610830.71
1882015.06.08 01:57sell560.10125.5890.0000.000
1892015.06.08 01:57modify560.10125.589126.589125.089
1902015.06.08 10:56t/p560.10125.089126.589125.08939.9710870.68
1912015.06.15 01:57buy570.10123.2210.0000.000
1922015.06.15 01:57modify570.10123.221122.221123.721
1932015.06.16 05:41t/p570.10123.721122.221123.72140.7610911.44
1942015.07.06 01:57buy580.10122.1100.0000.000
1952015.07.06 01:57modify580.10122.110121.110122.610
1962015.07.06 05:29t/p580.10122.610121.110122.61040.7810952.22
1972015.07.20 01:57sell590.10124.1230.0000.000
1982015.07.20 01:57modify590.10124.123125.123123.623
1992015.07.22 08:57modify590.10124.123123.830123.623
2002015.07.22 10:24t/p590.10123.623123.830123.62339.7510991.97
2012015.08.24 01:57buy600.10122.0160.0000.000
2022015.08.24 01:57modify600.10122.016121.016122.516
2032015.08.24 06:43s/l600.10121.016121.016122.516-82.6310909.34
2042015.09.07 01:57buy610.10118.9950.0000.000
2052015.09.07 01:57modify610.10118.995117.995119.495
2062015.09.07 05:35t/p610.10119.495117.995119.49541.8410951.18
2072015.09.14 01:57sell620.10120.5310.0000.000
2082015.09.14 01:57modify620.10120.531121.531120.031
2092015.09.14 17:59t/p620.10120.031121.531120.03141.6610992.84
2102015.09.21 06:57buy630.10119.8060.0000.000
2112015.09.21 06:57modify630.10119.806118.806120.306
2122015.09.21 13:03t/p630.10120.306118.806120.30641.5611034.40
2132015.09.28 01:57sell640.10120.4860.0000.000
2142015.09.28 01:57modify640.10120.486121.486119.986
2152015.09.28 18:00t/p640.10119.986121.486119.98641.6811076.08
2162015.10.05 01:57buy650.10120.0450.0000.000
2172015.10.05 01:57modify650.10120.045119.045120.545
2182015.10.05 21:06t/p650.10120.545119.045120.54541.4811117.56
2192015.10.19 01:57buy660.10119.4010.0000.000
2202015.10.19 01:57modify660.10119.401118.401119.901
2212015.10.20 18:58t/p660.10119.901118.401119.90142.0411159.59
2222015.10.26 00:57sell670.10121.4930.0000.000
2232015.10.26 00:57modify670.10121.493122.493120.993
2242015.10.26 10:20t/p670.10120.993122.493120.99341.3211200.91
2252015.11.02 01:57buy680.10120.5140.0000.000
2262015.11.02 01:57modify680.10120.514119.514121.014
2272015.11.03 16:47t/p680.10121.014119.514121.01441.6611242.57
2282015.11.09 01:57sell690.10123.3090.0000.000
2292015.11.09 01:57modify690.10123.309124.309122.809
2302015.11.11 05:30t/p690.10122.809124.309122.80940.0111282.57
2312015.11.16 01:57buy700.10122.4360.0000.000
2322015.11.16 01:57modify700.10122.436121.436122.936
2332015.11.16 12:14t/p700.10122.936121.436122.93640.6711323.24
2342015.11.23 01:57sell710.10122.8540.0000.000
2352015.11.23 01:57modify710.10122.854123.854122.354
2362015.11.25 05:06t/p710.10122.354123.854122.35440.1711363.41
2372015.12.07 01:57sell720.10123.2100.0000.000
2382015.12.07 01:57modify720.10123.210124.210122.710
2392015.12.09 08:17t/p720.10122.710124.210122.71040.0511403.46
2402015.12.14 06:57buy730.10121.2170.0000.000
2412015.12.14 06:57modify730.10121.217120.217121.717
2422015.12.15 18:57t/p730.10121.717120.217121.71741.4211444.87
2432015.12.28 01:57buy740.10120.3130.0000.000
2442015.12.28 01:57modify740.10120.313119.313120.813
2452015.12.30 08:57modify740.10120.313120.281120.481
2462015.12.30 12:50t/p740.10120.481120.281120.48114.6111459.48
2472016.01.11 01:57buy750.10116.8100.0000.000
2482016.01.11 01:57modify750.10116.810115.810117.310
2492016.01.11 04:15t/p750.10117.310115.810117.31042.6211502.10
2502016.01.18 01:57buy760.10116.9350.0000.000
2512016.01.18 01:57modify760.10116.935115.935117.435
2522016.01.18 11:29t/p760.10117.435115.935117.43542.5811544.68
2532016.01.25 06:57sell770.10118.6940.0000.000
2542016.01.25 06:57modify770.10118.694119.694118.194
2552016.01.26 03:03t/p770.10118.194119.694118.19441.9611586.64
2562016.02.01 01:57sell780.10121.3730.0000.000
2572016.02.01 01:57modify780.10121.373122.373120.873
2582016.02.01 17:56t/p780.10120.873122.373120.87341.3711628.01
2592016.02.15 06:57buy790.10113.9570.0000.000
2602016.02.15 06:57modify790.10113.957112.957114.457
2612016.02.15 18:16t/p790.10114.457112.957114.45743.6811671.69
2622016.02.22 01:57buy800.10112.6580.0000.000
2632016.02.22 01:57modify800.10112.658111.658113.158
2642016.02.22 13:06t/p800.10113.158111.658113.15844.1811715.87
2652016.02.29 01:57sell810.10113.7220.0000.000
2662016.02.29 01:57modify810.10113.722114.722113.222
2672016.02.29 07:54t/p810.10113.222114.722113.22244.1611760.03
2682016.03.21 00:58buy820.10111.6200.0000.000
2692016.03.21 00:58modify820.10111.620110.620112.120
2702016.03.22 01:47t/p820.10112.120110.620112.12044.9411804.97