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

СимволCADCHF (Canadian Dollar vs Swiss Franc)
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="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 истории27121Смоделировано тиков67889338Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред60
Чистая прибыль121.81Общая прибыль167.28Общий убыток-45.48
Прибыльность3.68Матожидание выигрыша3.48
Абсолютная просадка3.98Максимальная просадка12.75 (5.70%)Относительная просадка8.72% (12.75)
Всего сделок35Короткие 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 большаяприбыльная сделка7.24убыточная сделка-5.72
Средняяприбыльная сделка6.20убыточная сделка-5.68
Максимальное количествонепрерывных 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)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.02.06 02:05sell10.010.925020.000000.00000
22012.02.06 02:05modify10.010.925020.930520.91802
32012.02.07 19:12t/p10.010.918020.930520.918027.17107.17
42012.02.13 02:05buy limit20.010.913150.907650.92015
52012.02.13 02:23buy20.010.913150.907650.92015
62012.02.14 21:42t/p20.010.920150.907650.920157.23114.41
72012.02.27 02:05buy limit30.010.895250.889750.90225
82012.02.27 02:09buy30.010.895250.889750.90225
92012.02.28 19:15t/p30.010.902250.889750.902257.22121.63
102012.04.09 01:09sell limit40.010.919450.924950.91245
112012.04.09 02:55sell40.010.919450.924950.91245
122012.04.11 14:02t/p40.010.912450.924950.912457.15128.78
132012.05.28 01:05sell limit50.010.932170.937670.92517
142012.05.28 02:52sell50.010.932170.937670.92517
152012.05.29 06:14s/l50.010.937670.937670.92517-5.71123.07
162012.07.30 01:05buy limit60.010.971060.965560.97806
172012.07.30 12:05delete60.010.971060.965560.97806
182012.08.13 01:05sell70.010.985010.000000.00000
192012.08.13 01:05modify70.010.985010.990510.97801
202012.08.13 13:23modify70.010.985010.984460.97801
212012.08.14 12:59t/p70.010.978010.984460.978017.18130.25
222012.08.27 01:05buy limit80.010.966060.960560.97306
232012.08.27 12:05delete80.010.966060.960560.97306
242012.10.22 01:05buy90.010.933020.000000.00000
252012.10.22 01:05modify90.010.933020.927520.94002
262012.10.23 17:00t/p90.010.940020.927520.940027.22137.48
272012.10.29 01:05sell limit100.010.937080.942580.93008
282012.10.29 11:11sell100.010.937080.942580.93008
292012.10.31 16:30t/p100.010.930080.942580.930087.15144.63
302012.11.19 02:05buy limit110.010.943260.937760.95026
312012.11.19 13:05delete110.010.943260.937760.95026
322013.01.14 02:05buy limit120.010.926510.921010.93351
332013.01.14 13:05delete120.010.926510.921010.93351
342013.01.21 02:05sell limit130.010.942980.948480.93598
352013.01.21 13:05delete130.010.942980.948480.93598
362013.01.28 02:05buy limit140.010.920040.914540.92704
372013.01.28 03:54buy140.010.920040.914540.92704
382013.01.30 14:54s/l140.010.914540.914540.92704-5.66138.96
392013.02.04 02:05buy limit150.010.910070.904570.91707
402013.02.04 13:05delete150.010.910070.904570.91707
412013.04.01 01:05sell limit160.010.933820.939320.92682
422013.04.01 01:56sell160.010.933820.939320.92682
432013.04.05 16:10t/p160.010.926820.939320.926827.00145.96
442013.04.22 01:05buy limit170.010.907060.901560.91406
452013.04.22 12:05delete170.010.907060.901560.91406
462013.06.10 01:05buy limit180.010.914700.909200.92170
472013.06.10 12:05delete180.010.914700.909200.92170
482013.07.01 01:06sell limit190.010.898250.903750.89125
492013.07.01 01:42sell190.010.898250.903750.89125
502013.07.01 18:11s/l190.010.903750.903750.89125-5.67140.29
512013.08.26 01:05buy limit200.010.875530.870030.88253
522013.08.26 01:26buy200.010.875530.870030.88253
532013.08.29 10:41t/p200.010.882530.870030.882537.24147.53
542013.09.16 01:05buy limit210.010.894780.889280.90178
552013.09.16 01:21buy210.010.894780.889280.90178
562013.09.17 18:33t/p210.010.901780.889280.901787.22154.75
572013.10.14 01:05buy limit220.010.876070.870570.88307
582013.10.14 12:05delete220.010.876070.870570.88307
592013.11.04 02:05sell230.010.875110.000000.00000
602013.11.04 02:05modify230.010.875110.880610.86811
612013.11.04 23:13modify230.010.875110.874560.86811
622013.11.05 12:16s/l230.010.874560.874560.868110.53155.29
632013.11.11 02:05sell limit240.010.880480.885980.87348
642013.11.11 06:43sell240.010.880480.885980.87348
652013.11.14 01:50t/p240.010.873480.885980.873487.03162.32
662013.11.18 02:05buy limit250.010.875090.869590.88209
672013.11.18 13:05delete250.010.875090.869590.88209
682013.11.25 02:05buy limit260.010.860790.855290.86779
692013.11.25 03:50buy260.010.860790.855290.86779
702013.11.27 16:54s/l260.010.855290.855290.86779-5.67156.64
712013.12.30 02:06buy limit270.010.830850.825350.83785
722013.12.30 02:23buy270.010.830850.825350.83785
732013.12.31 15:44t/p270.010.837850.825350.837857.22163.87
742014.01.13 02:05buy limit280.010.825970.820470.83297
752014.01.13 13:05delete280.010.825970.820470.83297
762014.02.24 02:05buy limit290.010.798550.793050.80555
772014.02.24 02:06buy290.010.798550.793050.80555
782014.02.28 14:00s/l290.010.793050.793050.80555-5.66158.20
792014.06.09 01:05buy limit300.010.817050.811550.82405
802014.06.09 10:57buy300.010.817050.811550.82405
812014.06.10 12:19t/p300.010.824050.811550.824057.22165.43
822014.06.30 01:05sell310.010.835050.000000.00000
832014.06.30 01:05modify310.010.835050.840550.82805
842014.06.30 12:06modify310.010.835050.834500.82805
852014.07.01 21:59s/l310.010.834500.834500.828050.53165.96
862014.08.11 01:05buy limit320.010.824950.819450.83195
872014.08.11 12:05delete320.010.824950.819450.83195
882014.09.29 01:05buy limit330.010.852280.846780.85928
892014.09.29 06:46buy330.010.852280.846780.85928
902014.10.02 05:55t/p330.010.859280.846780.859287.24173.20
912014.10.20 01:05buy limit340.010.837730.832230.84473
922014.10.20 12:05delete340.010.837730.832230.84473
932014.10.27 00:06sell limit350.010.847380.852880.84038
942014.10.27 11:05delete350.010.847380.852880.84038
952014.11.24 01:05sell360.010.865390.000000.00000
962014.11.24 01:05modify360.010.865390.870890.85839
972014.11.24 10:23modify360.010.865390.864840.85839
982014.11.24 18:52t/p360.010.858390.864840.858397.21180.41
992014.12.01 01:05buy limit370.010.844370.838870.85137
1002014.12.01 12:05delete370.010.844370.838870.85137
1012014.12.15 01:05buy limit380.010.830330.824830.83733
1022014.12.15 12:05delete380.010.830330.824830.83733
1032015.01.05 01:05sell390.010.853750.000000.00000
1042015.01.05 01:05modify390.010.853750.859250.84675
1052015.01.05 01:22modify390.010.853750.853200.84675
1062015.01.05 02:01s/l390.010.853200.853200.846750.57180.98
1072015.01.26 01:05buy limit400.010.705250.699750.71225
1082015.01.26 03:55buy400.010.705250.699750.71225
1092015.01.26 13:03t/p400.010.712250.699750.712257.22188.20
1102015.02.09 01:05sell limit410.010.739090.744590.73209
1112015.02.09 01:41sell410.010.739090.744590.73209
1122015.02.11 18:30t/p410.010.732090.744590.732097.15195.35
1132015.03.02 01:05sell limit420.010.762600.768100.75560
1142015.03.02 02:03sell420.010.762600.768100.75560
1152015.03.03 11:18s/l420.010.768100.768100.75560-5.71189.64
1162015.03.16 00:05sell limit430.010.787510.793010.78051
1172015.03.16 09:32sell430.010.787510.793010.78051
1182015.03.18 18:13t/p430.010.780510.793010.780517.14196.78
1192015.04.27 00:05sell limit440.010.783690.789190.77669
1202015.04.27 03:36sell440.010.783690.789190.77669
1212015.04.27 16:38s/l440.010.789190.789190.77669-5.68191.10
1222015.05.04 00:05buy limit450.010.766760.761260.77376
1232015.05.04 00:39buy450.010.766760.761260.77376
1242015.05.05 10:45t/p450.010.773760.761260.773767.22198.32
1252015.05.11 00:05sell limit460.010.771340.776840.76434
1262015.05.11 04:16sell460.010.771340.776840.76434
1272015.05.14 11:36t/p460.010.764340.776840.764347.04205.36
1282015.05.18 00:11buy limit470.010.761540.756040.76854
1292015.05.18 00:50buy470.010.761540.756040.76854
1302015.05.20 13:58t/p470.010.768540.756040.768547.24212.59
1312015.06.29 00:05sell480.010.760050.000000.00000
1322015.06.29 00:05modify480.010.760050.765550.75305
1332015.06.29 12:38modify480.010.760050.759500.75305
1342015.06.29 16:26t/p480.010.753050.759500.753057.22219.81
1352015.08.10 00:05sell490.010.748400.000000.00000
1362015.08.10 00:05modify490.010.748400.753900.74140
1372015.08.10 10:01modify490.010.748400.747850.74140
1382015.08.10 13:01s/l490.010.747850.747850.741400.56220.37
1392015.09.07 00:57sell limit500.010.733390.738890.72639
1402015.09.07 04:36sell500.010.733390.738890.72639
1412015.09.08 13:12s/l500.010.738890.738890.72639-5.72214.66
1422015.10.19 01:05buy limit510.010.736600.731100.74360
1432015.10.19 12:05delete510.010.736600.731100.74360
1442015.11.30 01:05sell limit520.010.770450.775950.76345
1452015.11.30 02:00sell520.010.770450.775950.76345
1462015.12.02 22:00t/p520.010.763450.775950.763457.15221.81
1472016.02.15 01:05buy limit530.010.703340.697840.71034
1482016.02.15 12:05delete530.010.703340.697840.71034