| Символ | CADCHF (Canadian Dollar vs Swiss Franc) | ||||
| Период | 1 Час (H1) 2011.12.01 00:00 - 2016.04.10 23:59 (2011.12.11 - 2016.04.10) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | Expert_VaBank="CADCHF 5 digits"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.01; ММ_Мартин=1; StopLoss=550; TakeProfit=700; В_Х_О_Д="=============================================="; MinWeekBar=300; MaxWeekBar=5000; Use_LimitOrder=true; Part_of_Shadow=0.1; Время_открытия="--------------------"; StartMinut=5; MaxSpread=60; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=80; GAP1_TOut=2; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=50; GAP2_TOut=6; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=true; BU_STOP=100; BU_Delta=55; Трал_ВЫХОД="-------------------"; tral_OUT_START=460; tral_OUT_par1=10; tral_OUT_par2=20; TimeOUT="-------------------"; TimeOUT_Hour=10; Технические="-------------------"; Slippage=20; Magic=201656; Comm="VB 5.6_limit"; | ||||
| Баров в истории | 27121 | Смоделировано тиков | 67889338 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 60 | ||
| Чистая прибыль | 121.81 | Общая прибыль | 167.28 | Общий убыток | -45.48 |
| Прибыльность | 3.68 | Матожидание выигрыша | 3.48 | ||
| Абсолютная просадка | 3.98 | Максимальная просадка | 12.75 (5.70%) | Относительная просадка | 8.72% (12.75) |
| Всего сделок | 35 | Короткие позиции (% выигравших) | 21 (76.19%) | Длинные позиции (% выигравших) | 14 (78.57%) |
| Прибыльные сделки (% от всех) | 27 (77.14%) | Убыточные сделки (% от всех) | 8 (22.86%) | ||
| Самая большая | прибыльная сделка | 7.24 | убыточная сделка | -5.72 | |
| Средняя | прибыльная сделка | 6.20 | убыточная сделка | -5.68 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 7 (37.14) | непрерывных проигрышей (убыток) | 1 (-5.72) | |
| Макс. | непрерывная прибыль (число выигрышей) | 37.14 (7) | непрерывный убыток (число проигрышей) | -5.72 (1) | |
| Средний | непрерывный выигрыш | 3 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2012.02.06 02:05 | sell | 1 | 0.01 | 0.92502 | 0.00000 | 0.00000 | ||
| 2 | 2012.02.06 02:05 | modify | 1 | 0.01 | 0.92502 | 0.93052 | 0.91802 | ||
| 3 | 2012.02.07 19:12 | t/p | 1 | 0.01 | 0.91802 | 0.93052 | 0.91802 | 7.17 | 107.17 |
| 4 | 2012.02.13 02:05 | buy limit | 2 | 0.01 | 0.91315 | 0.90765 | 0.92015 | ||
| 5 | 2012.02.13 02:23 | buy | 2 | 0.01 | 0.91315 | 0.90765 | 0.92015 | ||
| 6 | 2012.02.14 21:42 | t/p | 2 | 0.01 | 0.92015 | 0.90765 | 0.92015 | 7.23 | 114.41 |
| 7 | 2012.02.27 02:05 | buy limit | 3 | 0.01 | 0.89525 | 0.88975 | 0.90225 | ||
| 8 | 2012.02.27 02:09 | buy | 3 | 0.01 | 0.89525 | 0.88975 | 0.90225 | ||
| 9 | 2012.02.28 19:15 | t/p | 3 | 0.01 | 0.90225 | 0.88975 | 0.90225 | 7.22 | 121.63 |
| 10 | 2012.04.09 01:09 | sell limit | 4 | 0.01 | 0.91945 | 0.92495 | 0.91245 | ||
| 11 | 2012.04.09 02:55 | sell | 4 | 0.01 | 0.91945 | 0.92495 | 0.91245 | ||
| 12 | 2012.04.11 14:02 | t/p | 4 | 0.01 | 0.91245 | 0.92495 | 0.91245 | 7.15 | 128.78 |
| 13 | 2012.05.28 01:05 | sell limit | 5 | 0.01 | 0.93217 | 0.93767 | 0.92517 | ||
| 14 | 2012.05.28 02:52 | sell | 5 | 0.01 | 0.93217 | 0.93767 | 0.92517 | ||
| 15 | 2012.05.29 06:14 | s/l | 5 | 0.01 | 0.93767 | 0.93767 | 0.92517 | -5.71 | 123.07 |
| 16 | 2012.07.30 01:05 | buy limit | 6 | 0.01 | 0.97106 | 0.96556 | 0.97806 | ||
| 17 | 2012.07.30 12:05 | delete | 6 | 0.01 | 0.97106 | 0.96556 | 0.97806 | ||
| 18 | 2012.08.13 01:05 | sell | 7 | 0.01 | 0.98501 | 0.00000 | 0.00000 | ||
| 19 | 2012.08.13 01:05 | modify | 7 | 0.01 | 0.98501 | 0.99051 | 0.97801 | ||
| 20 | 2012.08.13 13:23 | modify | 7 | 0.01 | 0.98501 | 0.98446 | 0.97801 | ||
| 21 | 2012.08.14 12:59 | t/p | 7 | 0.01 | 0.97801 | 0.98446 | 0.97801 | 7.18 | 130.25 |
| 22 | 2012.08.27 01:05 | buy limit | 8 | 0.01 | 0.96606 | 0.96056 | 0.97306 | ||
| 23 | 2012.08.27 12:05 | delete | 8 | 0.01 | 0.96606 | 0.96056 | 0.97306 | ||
| 24 | 2012.10.22 01:05 | buy | 9 | 0.01 | 0.93302 | 0.00000 | 0.00000 | ||
| 25 | 2012.10.22 01:05 | modify | 9 | 0.01 | 0.93302 | 0.92752 | 0.94002 | ||
| 26 | 2012.10.23 17:00 | t/p | 9 | 0.01 | 0.94002 | 0.92752 | 0.94002 | 7.22 | 137.48 |
| 27 | 2012.10.29 01:05 | sell limit | 10 | 0.01 | 0.93708 | 0.94258 | 0.93008 | ||
| 28 | 2012.10.29 11:11 | sell | 10 | 0.01 | 0.93708 | 0.94258 | 0.93008 | ||
| 29 | 2012.10.31 16:30 | t/p | 10 | 0.01 | 0.93008 | 0.94258 | 0.93008 | 7.15 | 144.63 |
| 30 | 2012.11.19 02:05 | buy limit | 11 | 0.01 | 0.94326 | 0.93776 | 0.95026 | ||
| 31 | 2012.11.19 13:05 | delete | 11 | 0.01 | 0.94326 | 0.93776 | 0.95026 | ||
| 32 | 2013.01.14 02:05 | buy limit | 12 | 0.01 | 0.92651 | 0.92101 | 0.93351 | ||
| 33 | 2013.01.14 13:05 | delete | 12 | 0.01 | 0.92651 | 0.92101 | 0.93351 | ||
| 34 | 2013.01.21 02:05 | sell limit | 13 | 0.01 | 0.94298 | 0.94848 | 0.93598 | ||
| 35 | 2013.01.21 13:05 | delete | 13 | 0.01 | 0.94298 | 0.94848 | 0.93598 | ||
| 36 | 2013.01.28 02:05 | buy limit | 14 | 0.01 | 0.92004 | 0.91454 | 0.92704 | ||
| 37 | 2013.01.28 03:54 | buy | 14 | 0.01 | 0.92004 | 0.91454 | 0.92704 | ||
| 38 | 2013.01.30 14:54 | s/l | 14 | 0.01 | 0.91454 | 0.91454 | 0.92704 | -5.66 | 138.96 |
| 39 | 2013.02.04 02:05 | buy limit | 15 | 0.01 | 0.91007 | 0.90457 | 0.91707 | ||
| 40 | 2013.02.04 13:05 | delete | 15 | 0.01 | 0.91007 | 0.90457 | 0.91707 | ||
| 41 | 2013.04.01 01:05 | sell limit | 16 | 0.01 | 0.93382 | 0.93932 | 0.92682 | ||
| 42 | 2013.04.01 01:56 | sell | 16 | 0.01 | 0.93382 | 0.93932 | 0.92682 | ||
| 43 | 2013.04.05 16:10 | t/p | 16 | 0.01 | 0.92682 | 0.93932 | 0.92682 | 7.00 | 145.96 |
| 44 | 2013.04.22 01:05 | buy limit | 17 | 0.01 | 0.90706 | 0.90156 | 0.91406 | ||
| 45 | 2013.04.22 12:05 | delete | 17 | 0.01 | 0.90706 | 0.90156 | 0.91406 | ||
| 46 | 2013.06.10 01:05 | buy limit | 18 | 0.01 | 0.91470 | 0.90920 | 0.92170 | ||
| 47 | 2013.06.10 12:05 | delete | 18 | 0.01 | 0.91470 | 0.90920 | 0.92170 | ||
| 48 | 2013.07.01 01:06 | sell limit | 19 | 0.01 | 0.89825 | 0.90375 | 0.89125 | ||
| 49 | 2013.07.01 01:42 | sell | 19 | 0.01 | 0.89825 | 0.90375 | 0.89125 | ||
| 50 | 2013.07.01 18:11 | s/l | 19 | 0.01 | 0.90375 | 0.90375 | 0.89125 | -5.67 | 140.29 |
| 51 | 2013.08.26 01:05 | buy limit | 20 | 0.01 | 0.87553 | 0.87003 | 0.88253 | ||
| 52 | 2013.08.26 01:26 | buy | 20 | 0.01 | 0.87553 | 0.87003 | 0.88253 | ||
| 53 | 2013.08.29 10:41 | t/p | 20 | 0.01 | 0.88253 | 0.87003 | 0.88253 | 7.24 | 147.53 |
| 54 | 2013.09.16 01:05 | buy limit | 21 | 0.01 | 0.89478 | 0.88928 | 0.90178 | ||
| 55 | 2013.09.16 01:21 | buy | 21 | 0.01 | 0.89478 | 0.88928 | 0.90178 | ||
| 56 | 2013.09.17 18:33 | t/p | 21 | 0.01 | 0.90178 | 0.88928 | 0.90178 | 7.22 | 154.75 |
| 57 | 2013.10.14 01:05 | buy limit | 22 | 0.01 | 0.87607 | 0.87057 | 0.88307 | ||
| 58 | 2013.10.14 12:05 | delete | 22 | 0.01 | 0.87607 | 0.87057 | 0.88307 | ||
| 59 | 2013.11.04 02:05 | sell | 23 | 0.01 | 0.87511 | 0.00000 | 0.00000 | ||
| 60 | 2013.11.04 02:05 | modify | 23 | 0.01 | 0.87511 | 0.88061 | 0.86811 | ||
| 61 | 2013.11.04 23:13 | modify | 23 | 0.01 | 0.87511 | 0.87456 | 0.86811 | ||
| 62 | 2013.11.05 12:16 | s/l | 23 | 0.01 | 0.87456 | 0.87456 | 0.86811 | 0.53 | 155.29 |
| 63 | 2013.11.11 02:05 | sell limit | 24 | 0.01 | 0.88048 | 0.88598 | 0.87348 | ||
| 64 | 2013.11.11 06:43 | sell | 24 | 0.01 | 0.88048 | 0.88598 | 0.87348 | ||
| 65 | 2013.11.14 01:50 | t/p | 24 | 0.01 | 0.87348 | 0.88598 | 0.87348 | 7.03 | 162.32 |
| 66 | 2013.11.18 02:05 | buy limit | 25 | 0.01 | 0.87509 | 0.86959 | 0.88209 | ||
| 67 | 2013.11.18 13:05 | delete | 25 | 0.01 | 0.87509 | 0.86959 | 0.88209 | ||
| 68 | 2013.11.25 02:05 | buy limit | 26 | 0.01 | 0.86079 | 0.85529 | 0.86779 | ||
| 69 | 2013.11.25 03:50 | buy | 26 | 0.01 | 0.86079 | 0.85529 | 0.86779 | ||
| 70 | 2013.11.27 16:54 | s/l | 26 | 0.01 | 0.85529 | 0.85529 | 0.86779 | -5.67 | 156.64 |
| 71 | 2013.12.30 02:06 | buy limit | 27 | 0.01 | 0.83085 | 0.82535 | 0.83785 | ||
| 72 | 2013.12.30 02:23 | buy | 27 | 0.01 | 0.83085 | 0.82535 | 0.83785 | ||
| 73 | 2013.12.31 15:44 | t/p | 27 | 0.01 | 0.83785 | 0.82535 | 0.83785 | 7.22 | 163.87 |
| 74 | 2014.01.13 02:05 | buy limit | 28 | 0.01 | 0.82597 | 0.82047 | 0.83297 | ||
| 75 | 2014.01.13 13:05 | delete | 28 | 0.01 | 0.82597 | 0.82047 | 0.83297 | ||
| 76 | 2014.02.24 02:05 | buy limit | 29 | 0.01 | 0.79855 | 0.79305 | 0.80555 | ||
| 77 | 2014.02.24 02:06 | buy | 29 | 0.01 | 0.79855 | 0.79305 | 0.80555 | ||
| 78 | 2014.02.28 14:00 | s/l | 29 | 0.01 | 0.79305 | 0.79305 | 0.80555 | -5.66 | 158.20 |
| 79 | 2014.06.09 01:05 | buy limit | 30 | 0.01 | 0.81705 | 0.81155 | 0.82405 | ||
| 80 | 2014.06.09 10:57 | buy | 30 | 0.01 | 0.81705 | 0.81155 | 0.82405 | ||
| 81 | 2014.06.10 12:19 | t/p | 30 | 0.01 | 0.82405 | 0.81155 | 0.82405 | 7.22 | 165.43 |
| 82 | 2014.06.30 01:05 | sell | 31 | 0.01 | 0.83505 | 0.00000 | 0.00000 | ||
| 83 | 2014.06.30 01:05 | modify | 31 | 0.01 | 0.83505 | 0.84055 | 0.82805 | ||
| 84 | 2014.06.30 12:06 | modify | 31 | 0.01 | 0.83505 | 0.83450 | 0.82805 | ||
| 85 | 2014.07.01 21:59 | s/l | 31 | 0.01 | 0.83450 | 0.83450 | 0.82805 | 0.53 | 165.96 |
| 86 | 2014.08.11 01:05 | buy limit | 32 | 0.01 | 0.82495 | 0.81945 | 0.83195 | ||
| 87 | 2014.08.11 12:05 | delete | 32 | 0.01 | 0.82495 | 0.81945 | 0.83195 | ||
| 88 | 2014.09.29 01:05 | buy limit | 33 | 0.01 | 0.85228 | 0.84678 | 0.85928 | ||
| 89 | 2014.09.29 06:46 | buy | 33 | 0.01 | 0.85228 | 0.84678 | 0.85928 | ||
| 90 | 2014.10.02 05:55 | t/p | 33 | 0.01 | 0.85928 | 0.84678 | 0.85928 | 7.24 | 173.20 |
| 91 | 2014.10.20 01:05 | buy limit | 34 | 0.01 | 0.83773 | 0.83223 | 0.84473 | ||
| 92 | 2014.10.20 12:05 | delete | 34 | 0.01 | 0.83773 | 0.83223 | 0.84473 | ||
| 93 | 2014.10.27 00:06 | sell limit | 35 | 0.01 | 0.84738 | 0.85288 | 0.84038 | ||
| 94 | 2014.10.27 11:05 | delete | 35 | 0.01 | 0.84738 | 0.85288 | 0.84038 | ||
| 95 | 2014.11.24 01:05 | sell | 36 | 0.01 | 0.86539 | 0.00000 | 0.00000 | ||
| 96 | 2014.11.24 01:05 | modify | 36 | 0.01 | 0.86539 | 0.87089 | 0.85839 | ||
| 97 | 2014.11.24 10:23 | modify | 36 | 0.01 | 0.86539 | 0.86484 | 0.85839 | ||
| 98 | 2014.11.24 18:52 | t/p | 36 | 0.01 | 0.85839 | 0.86484 | 0.85839 | 7.21 | 180.41 |
| 99 | 2014.12.01 01:05 | buy limit | 37 | 0.01 | 0.84437 | 0.83887 | 0.85137 | ||
| 100 | 2014.12.01 12:05 | delete | 37 | 0.01 | 0.84437 | 0.83887 | 0.85137 | ||
| 101 | 2014.12.15 01:05 | buy limit | 38 | 0.01 | 0.83033 | 0.82483 | 0.83733 | ||
| 102 | 2014.12.15 12:05 | delete | 38 | 0.01 | 0.83033 | 0.82483 | 0.83733 | ||
| 103 | 2015.01.05 01:05 | sell | 39 | 0.01 | 0.85375 | 0.00000 | 0.00000 | ||
| 104 | 2015.01.05 01:05 | modify | 39 | 0.01 | 0.85375 | 0.85925 | 0.84675 | ||
| 105 | 2015.01.05 01:22 | modify | 39 | 0.01 | 0.85375 | 0.85320 | 0.84675 | ||
| 106 | 2015.01.05 02:01 | s/l | 39 | 0.01 | 0.85320 | 0.85320 | 0.84675 | 0.57 | 180.98 |
| 107 | 2015.01.26 01:05 | buy limit | 40 | 0.01 | 0.70525 | 0.69975 | 0.71225 | ||
| 108 | 2015.01.26 03:55 | buy | 40 | 0.01 | 0.70525 | 0.69975 | 0.71225 | ||
| 109 | 2015.01.26 13:03 | t/p | 40 | 0.01 | 0.71225 | 0.69975 | 0.71225 | 7.22 | 188.20 |
| 110 | 2015.02.09 01:05 | sell limit | 41 | 0.01 | 0.73909 | 0.74459 | 0.73209 | ||
| 111 | 2015.02.09 01:41 | sell | 41 | 0.01 | 0.73909 | 0.74459 | 0.73209 | ||
| 112 | 2015.02.11 18:30 | t/p | 41 | 0.01 | 0.73209 | 0.74459 | 0.73209 | 7.15 | 195.35 |
| 113 | 2015.03.02 01:05 | sell limit | 42 | 0.01 | 0.76260 | 0.76810 | 0.75560 | ||
| 114 | 2015.03.02 02:03 | sell | 42 | 0.01 | 0.76260 | 0.76810 | 0.75560 | ||
| 115 | 2015.03.03 11:18 | s/l | 42 | 0.01 | 0.76810 | 0.76810 | 0.75560 | -5.71 | 189.64 |
| 116 | 2015.03.16 00:05 | sell limit | 43 | 0.01 | 0.78751 | 0.79301 | 0.78051 | ||
| 117 | 2015.03.16 09:32 | sell | 43 | 0.01 | 0.78751 | 0.79301 | 0.78051 | ||
| 118 | 2015.03.18 18:13 | t/p | 43 | 0.01 | 0.78051 | 0.79301 | 0.78051 | 7.14 | 196.78 |
| 119 | 2015.04.27 00:05 | sell limit | 44 | 0.01 | 0.78369 | 0.78919 | 0.77669 | ||
| 120 | 2015.04.27 03:36 | sell | 44 | 0.01 | 0.78369 | 0.78919 | 0.77669 | ||
| 121 | 2015.04.27 16:38 | s/l | 44 | 0.01 | 0.78919 | 0.78919 | 0.77669 | -5.68 | 191.10 |
| 122 | 2015.05.04 00:05 | buy limit | 45 | 0.01 | 0.76676 | 0.76126 | 0.77376 | ||
| 123 | 2015.05.04 00:39 | buy | 45 | 0.01 | 0.76676 | 0.76126 | 0.77376 | ||
| 124 | 2015.05.05 10:45 | t/p | 45 | 0.01 | 0.77376 | 0.76126 | 0.77376 | 7.22 | 198.32 |
| 125 | 2015.05.11 00:05 | sell limit | 46 | 0.01 | 0.77134 | 0.77684 | 0.76434 | ||
| 126 | 2015.05.11 04:16 | sell | 46 | 0.01 | 0.77134 | 0.77684 | 0.76434 | ||
| 127 | 2015.05.14 11:36 | t/p | 46 | 0.01 | 0.76434 | 0.77684 | 0.76434 | 7.04 | 205.36 |
| 128 | 2015.05.18 00:11 | buy limit | 47 | 0.01 | 0.76154 | 0.75604 | 0.76854 | ||
| 129 | 2015.05.18 00:50 | buy | 47 | 0.01 | 0.76154 | 0.75604 | 0.76854 | ||
| 130 | 2015.05.20 13:58 | t/p | 47 | 0.01 | 0.76854 | 0.75604 | 0.76854 | 7.24 | 212.59 |
| 131 | 2015.06.29 00:05 | sell | 48 | 0.01 | 0.76005 | 0.00000 | 0.00000 | ||
| 132 | 2015.06.29 00:05 | modify | 48 | 0.01 | 0.76005 | 0.76555 | 0.75305 | ||
| 133 | 2015.06.29 12:38 | modify | 48 | 0.01 | 0.76005 | 0.75950 | 0.75305 | ||
| 134 | 2015.06.29 16:26 | t/p | 48 | 0.01 | 0.75305 | 0.75950 | 0.75305 | 7.22 | 219.81 |
| 135 | 2015.08.10 00:05 | sell | 49 | 0.01 | 0.74840 | 0.00000 | 0.00000 | ||
| 136 | 2015.08.10 00:05 | modify | 49 | 0.01 | 0.74840 | 0.75390 | 0.74140 | ||
| 137 | 2015.08.10 10:01 | modify | 49 | 0.01 | 0.74840 | 0.74785 | 0.74140 | ||
| 138 | 2015.08.10 13:01 | s/l | 49 | 0.01 | 0.74785 | 0.74785 | 0.74140 | 0.56 | 220.37 |
| 139 | 2015.09.07 00:57 | sell limit | 50 | 0.01 | 0.73339 | 0.73889 | 0.72639 | ||
| 140 | 2015.09.07 04:36 | sell | 50 | 0.01 | 0.73339 | 0.73889 | 0.72639 | ||
| 141 | 2015.09.08 13:12 | s/l | 50 | 0.01 | 0.73889 | 0.73889 | 0.72639 | -5.72 | 214.66 |
| 142 | 2015.10.19 01:05 | buy limit | 51 | 0.01 | 0.73660 | 0.73110 | 0.74360 | ||
| 143 | 2015.10.19 12:05 | delete | 51 | 0.01 | 0.73660 | 0.73110 | 0.74360 | ||
| 144 | 2015.11.30 01:05 | sell limit | 52 | 0.01 | 0.77045 | 0.77595 | 0.76345 | ||
| 145 | 2015.11.30 02:00 | sell | 52 | 0.01 | 0.77045 | 0.77595 | 0.76345 | ||
| 146 | 2015.12.02 22:00 | t/p | 52 | 0.01 | 0.76345 | 0.77595 | 0.76345 | 7.15 | 221.81 |
| 147 | 2016.02.15 01:05 | buy limit | 53 | 0.01 | 0.70334 | 0.69784 | 0.71034 | ||
| 148 | 2016.02.15 12:05 | delete | 53 | 0.01 | 0.70334 | 0.69784 | 0.71034 | ||