Strategy Tester Report
0ll_e_Va-Bank_56_limit
RoboForex-Pro (Build 920)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Час (H1) 2011.12.01 00:00 - 2016.04.10 23:59 (2011.12.11 - 2016.04.10)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="GBPUSD 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=950; TakeProfit=550; В_Х_О_Д="=============================================="; MinWeekBar=1000; MaxWeekBar=2000; Use_LimitOrder=true; Part_of_Shadow=0.5; Время_открытия="--------------------"; StartMinut=5; MaxSpread=60; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=250; GAP1_TOut=1; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=100; GAP2_TOut=1; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=200; BU_Delta=50; Трал_ВЫХОД="-------------------"; tral_OUT_START=450; tral_OUT_par1=5; tral_OUT_par2=5; TimeOUT="-------------------"; TimeOUT_Hour=20; Технические="-------------------"; Slippage=20; Magic=201655; Comm="VB 5.6";
Баров в истории27149Смоделировано тиков86063689Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред25
Чистая прибыль221.62Общая прибыль233.32Общий убыток-11.70
Прибыльность19.94Матожидание выигрыша4.92
Абсолютная просадка1.10Максимальная просадка13.45 (4.97%)Относительная просадка9.03% (10.24)
Всего сделок45Короткие позиции (% выигравших)23 (91.30%)Длинные позиции (% выигравших)22 (100.00%)
Прибыльные сделки (% от всех)43 (95.56%)Убыточные сделки (% от всех)2 (4.44%)
Самая большаяприбыльная сделка5.50убыточная сделка-9.50
Средняяприбыльная сделка5.43убыточная сделка-5.85
Максимальное количествонепрерывных выигрышей (прибыль)24 (129.06)непрерывных проигрышей (убыток)1 (-9.50)
Макс.непрерывная прибыль (число выигрышей)129.06 (24)непрерывный убыток (число проигрышей)-9.50 (1)
Среднийнепрерывный выигрыш14непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.12.19 02:05buy limit10.011.547551.538051.55305
22011.12.19 07:42buy10.011.547551.538051.55305
32011.12.19 17:18t/p10.011.553051.538051.553055.50105.50
42012.01.16 02:05buy limit20.011.525561.516061.53106
52012.01.16 23:05delete20.011.525561.516061.53106
62012.03.12 01:05buy limit30.011.566231.556731.57173
72012.03.12 04:22buy30.011.566231.556731.57173
82012.03.13 19:31t/p30.011.571731.556731.571735.48110.98
92012.03.19 01:05sell limit40.011.584741.594241.57924
102012.03.19 01:56sell40.011.584741.594241.57924
112012.03.22 13:30t/p40.011.579241.594241.579245.48116.47
122012.04.02 01:05sell limit50.011.602911.612411.59741
132012.04.02 10:37sell50.011.602911.612411.59741
142012.04.03 16:35t/p50.011.597411.612411.597415.50121.96
152012.04.09 01:06buy limit60.011.584531.575031.59003
162012.04.09 05:00buy60.011.584531.575031.59003
172012.04.09 20:38t/p60.011.590031.575031.590035.50127.46
182012.04.30 01:05sell limit70.011.627531.637031.62203
192012.04.30 03:15sell70.011.627531.637031.62203
202012.05.01 10:39t/p70.011.622031.637031.622035.50132.96
212012.05.07 01:05buy limit80.011.613741.604241.61924
222012.05.07 02:15buy80.011.613741.604241.61924
232012.05.07 19:11t/p80.011.619241.604241.619245.50138.46
242012.05.28 01:05buy limit90.011.566051.556551.57155
252012.05.28 22:05delete90.011.566051.556551.57155
262012.06.11 01:05sell limit100.011.555311.564811.54981
272012.06.11 04:51sell100.011.555311.564811.54981
282012.06.11 20:56t/p100.011.549811.564811.549815.50143.96
292012.06.18 01:05sell110.011.570870.000000.00000
302012.06.18 01:05modify110.011.570871.580371.56537
312012.06.18 12:24t/p110.011.565371.580371.565375.50149.46
322012.06.25 01:05buy limit120.011.556071.546571.56157
332012.06.25 11:24buy120.011.556071.546571.56157
342012.06.26 11:30t/p120.011.561571.546571.561575.48154.94
352012.07.02 01:05sell limit130.011.570081.579581.56458
362012.07.02 16:41sell130.011.570081.579581.56458
372012.07.04 12:11t/p130.011.564581.579581.564585.49160.44
382012.07.30 01:05sell limit140.011.575131.584631.56963
392012.07.30 22:05delete140.011.575131.584631.56963
402012.08.06 01:05buy limit150.011.555241.545741.56074
412012.08.06 14:10buy150.011.555241.545741.56074
422012.08.06 18:59t/p150.011.560741.545741.560745.50165.94
432012.08.27 01:05sell limit160.011.586571.596071.58107
442012.08.27 22:05delete160.011.586571.596071.58107
452012.09.10 01:05sell limit170.011.602491.611991.59699
462012.09.10 22:05delete170.011.602491.611991.59699
472012.10.29 01:05sell limit180.011.612271.621771.60677
482012.10.29 22:05delete180.011.612271.621771.60677
492012.11.12 02:05buy limit190.011.589401.579901.59490
502012.11.12 03:54buy190.011.589401.579901.59490
512012.11.21 23:53t/p190.011.594901.579901.594905.35171.29
522012.11.26 02:05sell limit200.011.604141.613641.59864
532012.11.26 23:05delete200.011.604141.613641.59864
542012.12.17 02:05sell210.011.617380.000000.00000
552012.12.17 02:05modify210.011.617381.626881.61188
562012.12.17 23:05modify210.011.617381.620381.61958
572012.12.17 23:34t/p210.011.619581.620381.61958-2.20169.09
582013.01.07 02:05buy limit220.011.604011.594511.60951
592013.01.07 08:27buy220.011.604011.594511.60951
602013.01.07 20:38t/p220.011.609511.594511.609515.50174.59
612013.02.11 02:14sell limit230.011.581831.591331.57633
622013.02.11 23:05delete230.011.581831.591331.57633
632013.03.11 01:05buy limit240.011.490031.480531.49553
642013.03.11 14:48buy240.011.490031.480531.49553
652013.03.13 11:58t/p240.011.495531.480531.495535.47180.06
662013.03.25 01:05sell limit250.011.523831.533331.51833
672013.03.25 03:39sell250.011.523831.533331.51833
682013.03.25 17:01t/p250.011.518331.533331.518335.50185.56
692013.04.08 01:05sell limit260.011.533541.543041.52804
702013.04.08 01:35sell260.011.533541.543041.52804
712013.04.08 18:46t/p260.011.528041.543041.528045.50191.06
722013.04.22 01:05buy limit270.011.522391.512891.52789
732013.04.22 03:41buy270.011.522391.512891.52789
742013.04.22 22:39t/p270.011.527891.512891.527895.50196.56
752013.05.20 01:05buy limit280.011.517241.507741.52274
762013.05.20 02:58buy280.011.517241.507741.52274
772013.05.20 19:08t/p280.011.522741.507741.522745.50202.06
782013.07.01 01:05buy limit290.011.518321.508821.52382
792013.07.01 22:05delete290.011.518321.508821.52382
802013.07.22 01:05sell limit300.011.527591.537091.52209
812013.07.22 03:38sell300.011.527591.537091.52209
822013.07.22 18:00s/l300.011.537091.537091.52209-9.50192.56
832013.07.29 01:05sell limit310.011.540761.550261.53526
842013.07.29 12:41sell310.011.540761.550261.53526
852013.07.29 16:28t/p310.011.535261.550261.535265.50198.06
862013.08.12 01:05sell limit320.011.553211.562711.54771
872013.08.12 22:05delete320.011.553211.562711.54771
882013.08.19 01:05sell limit330.011.563771.573271.55827
892013.08.19 05:41sell330.011.563771.573271.55827
902013.08.22 12:18t/p330.011.558271.573271.558275.48203.54
912013.11.18 02:05sell limit340.011.612791.622291.60729
922013.11.18 09:01sell340.011.612791.622291.60729
932013.11.19 15:15t/p340.011.607291.622291.607295.50209.04
942013.11.25 02:05sell350.011.622340.000000.00000
952013.11.25 02:05modify350.011.622341.631841.61684
962013.11.25 18:04t/p350.011.616841.631841.616845.50214.54
972013.12.02 02:05sell limit360.011.637661.647161.63216
982013.12.02 02:56sell360.011.637661.647161.63216
992013.12.05 17:30t/p360.011.632161.647161.632165.48220.02
1002013.12.30 02:05sell limit370.011.652701.662201.64720
1012013.12.30 19:57sell370.011.652701.662201.64720
1022014.01.02 16:56t/p370.011.647201.662201.647205.48225.50
1032014.02.24 02:05buy limit380.011.661911.652411.66741
1042014.02.24 12:06buy380.011.661911.652411.66741
1052014.02.24 14:00t/p380.011.667411.652411.667415.50231.00
1062014.03.24 01:05buy limit390.011.646611.637111.65211
1072014.03.24 22:05delete390.011.646611.637111.65211
1082014.03.31 01:05sell limit400.011.665251.674751.65975
1092014.03.31 15:08sell400.011.665251.674751.65975
1102014.04.03 14:19t/p400.011.659751.674751.659755.48236.48
1112014.04.14 01:05sell limit410.011.676911.686411.67141
1122014.04.14 22:05delete410.011.676911.686411.67141
1132014.06.16 01:05sell limit420.011.698181.707681.69268
1142014.06.16 05:13sell420.011.698181.707681.69268
1152014.06.18 22:00t/p420.011.692681.707681.692685.49241.98
1162014.07.07 01:05sell limit430.011.717331.726831.71183
1172014.07.07 22:05delete430.011.717331.726831.71183
1182014.07.28 01:05buy limit440.011.696941.687441.70244
1192014.07.28 22:05delete440.011.696941.687441.70244
1202014.08.04 01:05buy limit450.011.682301.672801.68780
1212014.08.04 02:10buy450.011.682301.672801.68780
1222014.08.05 12:30t/p450.011.687801.672801.687805.48247.46
1232014.08.25 01:05buy460.011.654900.000000.00000
1242014.08.25 01:05modify460.011.654901.645401.66040
1252014.08.25 22:05modify460.011.654901.657621.65842
1262014.08.26 01:38s/l460.011.657621.657621.658422.70250.17
1272014.10.13 01:05sell limit470.011.614961.624461.60946
1282014.10.13 22:05delete470.011.614961.624461.60946
1292014.11.03 01:05buy limit480.011.595171.585671.60067
1302014.11.03 03:43buy480.011.595171.585671.60067
1312014.11.03 12:30t/p480.011.600671.585671.600675.50255.67
1322014.12.15 01:05sell limit490.011.573931.583431.56843
1332014.12.15 09:57sell490.011.573931.583431.56843
1342014.12.15 13:11t/p490.011.568431.583431.568435.50261.17
1352015.01.12 01:05buy limit500.011.510541.501041.51604
1362015.01.12 11:42buy500.011.510541.501041.51604
1372015.01.12 16:17t/p500.011.516041.501041.516045.50266.67
1382015.01.26 01:05buy limit510.011.497941.488441.50344
1392015.01.26 22:05delete510.011.497941.488441.50344
1402015.02.09 01:05sell limit520.011.528871.538371.52337
1412015.02.09 22:05delete520.011.528871.538371.52337
1422015.06.01 00:05buy limit530.011.526411.516911.53191
1432015.06.01 03:40buy530.011.526411.516911.53191
1442015.06.02 16:16t/p530.011.531911.516911.531915.48272.15
1452015.06.29 00:05buy limit540.011.568001.558501.57350
1462015.06.29 00:12buy540.011.568001.558501.57350
1472015.06.29 09:29t/p540.011.573501.558501.573505.50277.65
1482015.07.06 00:05buy550.011.554440.000000.00000
1492015.07.06 00:05modify550.011.554441.544941.55994
1502015.07.06 17:47t/p550.011.559941.544941.559945.50283.15
1512015.08.03 00:05sell limit560.011.566061.575561.56056
1522015.08.03 21:05delete560.011.566061.575561.56056
1532015.08.10 00:05buy limit570.011.545571.536071.55107
1542015.08.10 21:05delete570.011.545571.536071.55107
1552015.08.17 00:05sell limit580.011.565641.575141.56014
1562015.08.17 06:35sell580.011.565641.575141.56014
1572015.08.17 17:59t/p580.011.560141.575141.560145.50288.65
1582015.10.12 00:05sell limit590.011.534431.543931.52893
1592015.10.12 09:38sell590.011.534431.543931.52893
1602015.10.13 11:19t/p590.011.528931.543931.528935.50294.15
1612015.10.19 00:05sell limit600.011.547271.556771.54177
1622015.10.19 11:05sell600.011.547271.556771.54177
1632015.10.21 09:31t/p600.011.541771.556771.541775.49299.64
1642015.10.26 00:05buy limit610.011.531311.521811.53681
1652015.10.26 00:35buy610.011.531311.521811.53681
1662015.10.26 17:21t/p610.011.536811.521811.536815.50305.14
1672015.11.02 01:05sell limit620.011.545821.555321.54032
1682015.11.02 12:14sell620.011.545821.555321.54032
1692015.11.03 14:50t/p620.011.540321.555321.540325.50310.64
1702015.11.16 01:05sell limit630.011.524531.534031.51903
1712015.11.16 22:05delete630.011.524531.534031.51903
1722015.11.30 01:05buy limit640.011.503181.493681.50868
1732015.11.30 03:34buy640.011.503181.493681.50868
1742015.12.01 04:27t/p640.011.508681.493681.508685.48316.12
1752015.12.14 01:05sell limit650.011.523531.533031.51803
1762015.12.14 22:05delete650.011.523531.533031.51803
1772016.01.04 01:05buy limit660.011.473011.463511.47851
1782016.01.04 02:26buy660.011.473011.463511.47851
1792016.01.04 13:01t/p660.011.478511.463511.478515.50321.62
1802016.03.14 00:05sell limit670.011.440041.449541.43454
1812016.03.14 21:05delete670.011.440041.449541.43454