| Символ | CADCHF (Canadian Dollar vs Swiss Franc) | ||||
| Период | 15 Минут (M15) 2014.01.01 22:00 - 2016.11.29 22:59 (2014.01.01 - 2016.09.01) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | S_1="<==== General settings ====>"; Comm="CADCHF M15 Generic A-TLP v.11.94"; MagicNumber=222222; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=5; Max_Spread_mode2=5; Max_Spread_mode2_profit=0; Slippage=5; S_2="<==== ENTER SETTINGS ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== EXIT SETTINGS ====>"; Stop_Loss=35; Take_Profit=120; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=0; Trail_Size=7; Trail_Step=1; S_4="<==== Trailing stop/Breakeven ====>"; S_5="<==== Trade Time Filter ====>"; Channel_Period=15; Entry_Break=5; Min_Volatility=15; S_6="<==== Roll Over Filter ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Other Settings ====>"; MaxDailyRange=55; DailyMA=0; DeltaMA=0.5; time_break=240; loss=25; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=2; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; cci_Period_close=0; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:55"; rollover_end="00:35"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="00:00"; monday_pause_start="01:00"; monday_pause_stop="22:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="22:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="0"; thursday_open="0"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="02:00"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35"; | ||||
| Баров в истории | 72521 | Смоделировано тиков | 55029881 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 30 | ||
| Чистая прибыль | 23.06 | Общая прибыль | 23.13 | Общий убыток | -0.07 |
| Прибыльность | 330.43 | Матожидание выигрыша | 1.00 | ||
| Абсолютная просадка | 0.15 | Максимальная просадка | 2.29 (2.01%) | Относительная просадка | 2.01% (2.29) |
| Всего сделок | 23 | Короткие позиции (% выигравших) | 4 (75.00%) | Длинные позиции (% выигравших) | 19 (100.00%) |
| Прибыльные сделки (% от всех) | 22 (95.65%) | Убыточные сделки (% от всех) | 1 (4.35%) | ||
| Самая большая | прибыльная сделка | 1.97 | убыточная сделка | -0.07 | |
| Средняя | прибыльная сделка | 1.05 | убыточная сделка | -0.07 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 22 (23.13) | непрерывных проигрышей (убыток) | 1 (-0.07) | |
| Макс. | непрерывная прибыль (число выигрышей) | 23.13 (22) | непрерывный убыток (число проигрышей) | -0.07 (1) | |
| Средний | непрерывный выигрыш | 22 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2015.02.05 00:02 | sell | 1 | 0.01 | 0.73694 | 0.00000 | 0.00000 | ||
| 2 | 2015.02.05 00:02 | modify | 1 | 0.01 | 0.73694 | 0.74044 | 0.72494 | ||
| 3 | 2015.02.05 00:08 | close | 1 | 0.01 | 0.73585 | 0.74044 | 0.72494 | 1.08 | 101.08 |
| 4 | 2015.02.12 00:17 | buy | 2 | 0.01 | 0.73261 | 0.00000 | 0.00000 | ||
| 5 | 2015.02.12 00:17 | modify | 2 | 0.01 | 0.73261 | 0.72911 | 0.74461 | ||
| 6 | 2015.02.12 00:17 | close | 2 | 0.01 | 0.73375 | 0.72911 | 0.74461 | 1.13 | 102.21 |
| 7 | 2015.02.19 00:00 | buy | 3 | 0.01 | 0.75600 | 0.00000 | 0.00000 | ||
| 8 | 2015.02.19 00:00 | modify | 3 | 0.01 | 0.75600 | 0.75250 | 0.76800 | ||
| 9 | 2015.02.19 03:02 | close | 3 | 0.01 | 0.75602 | 0.75250 | 0.76800 | 0.01 | 102.22 |
| 10 | 2015.03.19 00:12 | buy | 4 | 0.01 | 0.77556 | 0.00000 | 0.00000 | ||
| 11 | 2015.03.19 00:12 | modify | 4 | 0.01 | 0.77556 | 0.77206 | 0.78756 | ||
| 12 | 2015.03.19 00:15 | close | 4 | 0.01 | 0.77756 | 0.77206 | 0.78756 | 1.97 | 104.19 |
| 13 | 2015.03.19 00:16 | buy | 5 | 0.01 | 0.77603 | 0.00000 | 0.00000 | ||
| 14 | 2015.03.19 00:16 | modify | 5 | 0.01 | 0.77603 | 0.77253 | 0.78803 | ||
| 15 | 2015.03.19 00:25 | close | 5 | 0.01 | 0.77703 | 0.77253 | 0.78803 | 0.99 | 105.18 |
| 16 | 2015.03.19 00:29 | buy | 6 | 0.01 | 0.77588 | 0.00000 | 0.00000 | ||
| 17 | 2015.03.19 00:29 | modify | 6 | 0.01 | 0.77588 | 0.77238 | 0.78788 | ||
| 18 | 2015.03.19 00:36 | close | 6 | 0.01 | 0.77755 | 0.77238 | 0.78788 | 1.65 | 106.83 |
| 19 | 2015.03.19 01:14 | sell | 7 | 0.01 | 0.78145 | 0.00000 | 0.00000 | ||
| 20 | 2015.03.19 01:14 | modify | 7 | 0.01 | 0.78145 | 0.78495 | 0.76945 | ||
| 21 | 2015.03.19 03:00 | close | 7 | 0.01 | 0.78144 | 0.78495 | 0.76945 | 0.01 | 106.84 |
| 22 | 2015.03.26 00:00 | buy | 8 | 0.01 | 0.76609 | 0.00000 | 0.00000 | ||
| 23 | 2015.03.26 00:00 | modify | 8 | 0.01 | 0.76609 | 0.76259 | 0.77809 | ||
| 24 | 2015.03.26 03:00 | close | 8 | 0.01 | 0.76645 | 0.76259 | 0.77809 | 0.36 | 107.20 |
| 25 | 2015.06.11 00:12 | buy | 9 | 0.01 | 0.75781 | 0.00000 | 0.00000 | ||
| 26 | 2015.06.11 00:12 | modify | 9 | 0.01 | 0.75781 | 0.75431 | 0.76981 | ||
| 27 | 2015.06.11 00:15 | close | 9 | 0.01 | 0.75893 | 0.75431 | 0.76981 | 1.11 | 108.31 |
| 28 | 2015.07.02 00:28 | buy | 10 | 0.01 | 0.75178 | 0.00000 | 0.00000 | ||
| 29 | 2015.07.02 00:28 | modify | 10 | 0.01 | 0.75178 | 0.74828 | 0.76378 | ||
| 30 | 2015.07.02 00:41 | close | 10 | 0.01 | 0.75281 | 0.74828 | 0.76378 | 1.01 | 109.32 |
| 31 | 2015.07.02 00:50 | buy | 11 | 0.01 | 0.75146 | 0.00000 | 0.00000 | ||
| 32 | 2015.07.02 00:50 | modify | 11 | 0.01 | 0.75146 | 0.74796 | 0.76346 | ||
| 33 | 2015.07.02 00:51 | close | 11 | 0.01 | 0.75250 | 0.74796 | 0.76346 | 1.03 | 110.35 |
| 34 | 2015.07.23 00:03 | buy | 12 | 0.01 | 0.73579 | 0.00000 | 0.00000 | ||
| 35 | 2015.07.23 00:03 | modify | 12 | 0.01 | 0.73579 | 0.73229 | 0.74779 | ||
| 36 | 2015.07.23 03:00 | close | 12 | 0.01 | 0.73586 | 0.73229 | 0.74779 | 0.07 | 110.42 |
| 37 | 2015.07.30 00:05 | buy | 13 | 0.01 | 0.74441 | 0.00000 | 0.00000 | ||
| 38 | 2015.07.30 00:06 | modify | 13 | 0.01 | 0.74441 | 0.74091 | 0.75641 | ||
| 39 | 2015.07.30 00:14 | close | 13 | 0.01 | 0.74620 | 0.74091 | 0.75641 | 1.77 | 112.19 |
| 40 | 2015.08.20 00:09 | buy | 14 | 0.01 | 0.73406 | 0.00000 | 0.00000 | ||
| 41 | 2015.08.20 00:09 | modify | 14 | 0.01 | 0.73406 | 0.73056 | 0.74606 | ||
| 42 | 2015.08.20 00:21 | close | 14 | 0.01 | 0.73573 | 0.73056 | 0.74606 | 1.65 | 113.84 |
| 43 | 2015.09.10 01:02 | buy | 15 | 0.01 | 0.73460 | 0.00000 | 0.00000 | ||
| 44 | 2015.09.10 01:02 | modify | 15 | 0.01 | 0.73460 | 0.73110 | 0.74660 | ||
| 45 | 2015.09.10 04:58 | close | 15 | 0.01 | 0.73465 | 0.73110 | 0.74660 | 0.05 | 113.89 |
| 46 | 2015.12.24 00:30 | buy | 16 | 0.01 | 0.71269 | 0.00000 | 0.00000 | ||
| 47 | 2015.12.24 00:30 | modify | 16 | 0.01 | 0.71269 | 0.70919 | 0.72469 | ||
| 48 | 2015.12.24 00:31 | close | 16 | 0.01 | 0.71425 | 0.70919 | 0.72469 | 1.54 | 115.43 |
| 49 | 2015.12.24 00:32 | buy | 17 | 0.01 | 0.71290 | 0.00000 | 0.00000 | ||
| 50 | 2015.12.24 00:33 | modify | 17 | 0.01 | 0.71290 | 0.70940 | 0.72490 | ||
| 51 | 2015.12.24 00:33 | close | 17 | 0.01 | 0.71450 | 0.70940 | 0.72490 | 1.58 | 117.01 |
| 52 | 2015.12.24 00:34 | buy | 18 | 0.01 | 0.71273 | 0.00000 | 0.00000 | ||
| 53 | 2015.12.24 00:34 | modify | 18 | 0.01 | 0.71273 | 0.70923 | 0.72473 | ||
| 54 | 2015.12.24 00:36 | close | 18 | 0.01 | 0.71439 | 0.70923 | 0.72473 | 1.63 | 118.64 |
| 55 | 2016.01.14 00:08 | buy | 19 | 0.01 | 0.69920 | 0.00000 | 0.00000 | ||
| 56 | 2016.01.14 00:08 | modify | 19 | 0.01 | 0.69920 | 0.69570 | 0.71120 | ||
| 57 | 2016.01.14 00:08 | close | 19 | 0.01 | 0.70025 | 0.69570 | 0.71120 | 1.04 | 119.68 |
| 58 | 2016.02.04 01:00 | buy | 20 | 0.01 | 0.72735 | 0.00000 | 0.00000 | ||
| 59 | 2016.02.04 01:00 | modify | 20 | 0.01 | 0.72735 | 0.72385 | 0.73935 | ||
| 60 | 2016.02.04 01:01 | close | 20 | 0.01 | 0.72855 | 0.72385 | 0.73935 | 1.19 | 120.87 |
| 61 | 2016.03.10 01:41 | sell | 21 | 0.01 | 0.75384 | 0.00000 | 0.00000 | ||
| 62 | 2016.03.10 01:41 | modify | 21 | 0.01 | 0.75384 | 0.75734 | 0.74184 | ||
| 63 | 2016.03.10 03:00 | close | 21 | 0.01 | 0.75258 | 0.75734 | 0.74184 | 1.25 | 122.12 |
| 64 | 2016.06.23 00:00 | buy | 22 | 0.01 | 0.74581 | 0.00000 | 0.00000 | ||
| 65 | 2016.06.23 00:00 | modify | 22 | 0.01 | 0.74581 | 0.74231 | 0.75781 | ||
| 66 | 2016.06.23 00:39 | close | 22 | 0.01 | 0.74683 | 0.74231 | 0.75781 | 1.01 | 123.13 |
| 67 | 2016.06.23 01:01 | sell | 23 | 0.01 | 0.74854 | 0.00000 | 0.00000 | ||
| 68 | 2016.06.23 01:01 | modify | 23 | 0.01 | 0.74854 | 0.75204 | 0.73654 | ||
| 69 | 2016.06.23 06:25 | close | 23 | 0.01 | 0.74861 | 0.75204 | 0.73654 | -0.07 | 123.06 |