| Символ | EURCHF (Euro vs Swiss Franc) | ||||
| Период | 15 Минут (M15) 2010.01.01 00:00 - 2016.09.18 23:59 (2014.01.01 - 2016.09.01) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | S_1="<==== Basic settings ====>"; Comm="EURCHF M15 Generic A-TLP v.11.94"; MagicNumber=444444; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Max_Spread_mode2=4; Max_Spread_mode2_profit=0; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=44; Take_Profit=200; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=13; Entry_Break=1; Min_Volatility=10; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=1000; DailyMA=0; DeltaMA=0.5; time_break=250; loss=43; 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=20; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; 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="02:0"; 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 | 167540 | Смоделировано тиков | 101679947 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 30 | ||
| Чистая прибыль | 10.11 | Общая прибыль | 13.58 | Общий убыток | -3.47 |
| Прибыльность | 3.91 | Матожидание выигрыша | 0.29 | ||
| Абсолютная просадка | 0.70 | Максимальная просадка | 3.84 (3.42%) | Относительная просадка | 3.42% (3.84) |
| Всего сделок | 35 | Короткие позиции (% выигравших) | 17 (82.35%) | Длинные позиции (% выигравших) | 18 (94.44%) |
| Прибыльные сделки (% от всех) | 31 (88.57%) | Убыточные сделки (% от всех) | 4 (11.43%) | ||
| Самая большая | прибыльная сделка | 2.28 | убыточная сделка | -1.89 | |
| Средняя | прибыльная сделка | 0.44 | убыточная сделка | -0.87 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 13 (2.36) | непрерывных проигрышей (убыток) | 1 (-1.89) | |
| Макс. | непрерывная прибыль (число выигрышей) | 4.36 (5) | непрерывный убыток (число проигрышей) | -1.89 (1) | |
| Средний | непрерывный выигрыш | 6 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2014.09.18 00:03 | buy | 1 | 0.01 | 1.21060 | 0.00000 | 0.00000 | ||
| 2 | 2014.09.18 00:03 | modify | 1 | 0.01 | 1.21060 | 1.20620 | 1.23060 | ||
| 3 | 2014.09.18 03:00 | close | 1 | 0.01 | 1.21073 | 1.20620 | 1.23060 | 0.13 | 100.13 |
| 4 | 2014.10.09 00:00 | buy | 2 | 0.01 | 1.21206 | 0.00000 | 0.00000 | ||
| 5 | 2014.10.09 00:00 | modify | 2 | 0.01 | 1.21206 | 1.20766 | 1.23206 | ||
| 6 | 2014.10.09 03:00 | close | 2 | 0.01 | 1.21239 | 1.20766 | 1.23206 | 0.32 | 100.45 |
| 7 | 2015.01.22 00:57 | sell | 3 | 0.01 | 0.99966 | 0.00000 | 0.00000 | ||
| 8 | 2015.01.22 00:57 | modify | 3 | 0.01 | 0.99966 | 1.00406 | 0.97966 | ||
| 9 | 2015.01.22 03:00 | close | 3 | 0.01 | 0.99955 | 1.00406 | 0.97966 | 0.11 | 100.56 |
| 10 | 2015.01.29 00:13 | buy | 4 | 0.01 | 1.02090 | 0.00000 | 0.00000 | ||
| 11 | 2015.01.29 00:13 | modify | 4 | 0.01 | 1.02090 | 1.01650 | 1.04090 | ||
| 12 | 2015.01.29 01:37 | close | 4 | 0.01 | 1.02303 | 1.01650 | 1.04090 | 2.10 | 102.66 |
| 13 | 2015.02.12 00:01 | sell | 5 | 0.01 | 1.05150 | 0.00000 | 0.00000 | ||
| 14 | 2015.02.12 00:01 | modify | 5 | 0.01 | 1.05150 | 1.05590 | 1.03150 | ||
| 15 | 2015.02.12 01:41 | close | 5 | 0.01 | 1.04978 | 1.05590 | 1.03150 | 1.70 | 104.36 |
| 16 | 2015.02.26 01:34 | sell | 6 | 0.01 | 1.07839 | 0.00000 | 0.00000 | ||
| 17 | 2015.02.26 01:34 | modify | 6 | 0.01 | 1.07839 | 1.08279 | 1.05839 | ||
| 18 | 2015.02.26 08:47 | close | 6 | 0.01 | 1.07847 | 1.08279 | 1.05839 | -0.08 | 104.28 |
| 19 | 2015.03.05 00:02 | sell | 7 | 0.01 | 1.06746 | 0.00000 | 0.00000 | ||
| 20 | 2015.03.05 00:03 | modify | 7 | 0.01 | 1.06746 | 1.07186 | 1.04746 | ||
| 21 | 2015.03.05 06:47 | close | 7 | 0.01 | 1.06745 | 1.07186 | 1.04746 | 0.01 | 104.29 |
| 22 | 2015.03.12 00:56 | buy | 8 | 0.01 | 1.06379 | 0.00000 | 0.00000 | ||
| 23 | 2015.03.12 00:56 | modify | 8 | 0.01 | 1.06379 | 1.05939 | 1.08379 | ||
| 24 | 2015.03.12 03:00 | close | 8 | 0.01 | 1.06425 | 1.05939 | 1.08379 | 0.46 | 104.75 |
| 25 | 2015.03.19 01:13 | sell | 9 | 0.01 | 1.06561 | 0.00000 | 0.00000 | ||
| 26 | 2015.03.19 01:13 | modify | 9 | 0.01 | 1.06561 | 1.07001 | 1.04561 | ||
| 27 | 2015.03.19 02:47 | close | 9 | 0.01 | 1.06361 | 1.07001 | 1.04561 | 1.97 | 106.72 |
| 28 | 2015.04.09 01:03 | sell | 10 | 0.01 | 1.04249 | 0.00000 | 0.00000 | ||
| 29 | 2015.04.09 01:03 | modify | 10 | 0.01 | 1.04249 | 1.04689 | 1.02249 | ||
| 30 | 2015.04.09 03:00 | close | 10 | 0.01 | 1.04237 | 1.04689 | 1.02249 | 0.12 | 106.84 |
| 31 | 2015.04.23 01:08 | buy | 11 | 0.01 | 1.04053 | 0.00000 | 0.00000 | ||
| 32 | 2015.04.23 01:08 | modify | 11 | 0.01 | 1.04053 | 1.03613 | 1.06053 | ||
| 33 | 2015.04.23 07:46 | close | 11 | 0.01 | 1.03947 | 1.03613 | 1.06053 | -1.05 | 105.79 |
| 34 | 2015.04.30 00:05 | sell | 12 | 0.01 | 1.04536 | 0.00000 | 0.00000 | ||
| 35 | 2015.04.30 00:05 | modify | 12 | 0.01 | 1.04536 | 1.04976 | 1.02536 | ||
| 36 | 2015.04.30 03:00 | close | 12 | 0.01 | 1.04524 | 1.04976 | 1.02536 | 0.11 | 105.90 |
| 37 | 2015.05.07 00:11 | sell | 13 | 0.01 | 1.03980 | 0.00000 | 0.00000 | ||
| 38 | 2015.05.07 00:11 | modify | 13 | 0.01 | 1.03980 | 1.04420 | 1.01980 | ||
| 39 | 2015.05.07 03:00 | close | 13 | 0.01 | 1.03957 | 1.04420 | 1.01980 | 0.22 | 106.12 |
| 40 | 2015.05.28 00:01 | buy | 14 | 0.01 | 1.03526 | 0.00000 | 0.00000 | ||
| 41 | 2015.05.28 00:01 | modify | 14 | 0.01 | 1.03526 | 1.03086 | 1.05526 | ||
| 42 | 2015.05.28 03:33 | close | 14 | 0.01 | 1.03528 | 1.03086 | 1.05526 | 0.02 | 106.14 |
| 43 | 2015.07.02 00:06 | sell | 15 | 0.01 | 1.04854 | 0.00000 | 0.00000 | ||
| 44 | 2015.07.02 00:06 | modify | 15 | 0.01 | 1.04854 | 1.05294 | 1.02854 | ||
| 45 | 2015.07.02 01:57 | close | 15 | 0.01 | 1.04753 | 1.05294 | 1.02854 | 1.00 | 107.14 |
| 46 | 2015.07.30 00:06 | buy | 16 | 0.01 | 1.06263 | 0.00000 | 0.00000 | ||
| 47 | 2015.07.30 00:06 | modify | 16 | 0.01 | 1.06263 | 1.05823 | 1.08263 | ||
| 48 | 2015.07.30 04:57 | close | 16 | 0.01 | 1.06265 | 1.05823 | 1.08263 | 0.02 | 107.16 |
| 49 | 2015.08.27 00:54 | buy | 17 | 0.01 | 1.07951 | 0.00000 | 0.00000 | ||
| 50 | 2015.08.27 00:54 | modify | 17 | 0.01 | 1.07951 | 1.07511 | 1.09951 | ||
| 51 | 2015.08.27 03:09 | close | 17 | 0.01 | 1.07953 | 1.07511 | 1.09951 | 0.02 | 107.18 |
| 52 | 2015.10.01 00:00 | buy | 18 | 0.01 | 1.08813 | 0.00000 | 0.00000 | ||
| 53 | 2015.10.01 00:00 | modify | 18 | 0.01 | 1.08813 | 1.08373 | 1.10813 | ||
| 54 | 2015.10.01 03:00 | close | 18 | 0.01 | 1.08824 | 1.08373 | 1.10813 | 0.11 | 107.29 |
| 55 | 2015.11.12 01:15 | sell | 19 | 0.01 | 1.07989 | 0.00000 | 0.00000 | ||
| 56 | 2015.11.12 01:15 | modify | 19 | 0.01 | 1.07989 | 1.08429 | 1.05989 | ||
| 57 | 2015.11.12 04:41 | close | 19 | 0.01 | 1.07988 | 1.08429 | 1.05989 | 0.01 | 107.30 |
| 58 | 2015.11.19 00:07 | sell | 20 | 0.01 | 1.08717 | 0.00000 | 0.00000 | ||
| 59 | 2015.11.19 00:07 | modify | 20 | 0.01 | 1.08717 | 1.09157 | 1.06717 | ||
| 60 | 2015.11.19 03:06 | close | 20 | 0.01 | 1.08716 | 1.09157 | 1.06717 | 0.01 | 107.31 |
| 61 | 2015.12.03 00:55 | buy | 21 | 0.01 | 1.08081 | 0.00000 | 0.00000 | ||
| 62 | 2015.12.03 00:55 | modify | 21 | 0.01 | 1.08081 | 1.07641 | 1.10081 | ||
| 63 | 2015.12.03 03:01 | close | 21 | 0.01 | 1.08083 | 1.07641 | 1.10081 | 0.02 | 107.33 |
| 64 | 2015.12.17 01:03 | buy | 22 | 0.01 | 1.07927 | 0.00000 | 0.00000 | ||
| 65 | 2015.12.17 01:03 | modify | 22 | 0.01 | 1.07927 | 1.07487 | 1.09927 | ||
| 66 | 2015.12.17 03:00 | close | 22 | 0.01 | 1.07945 | 1.07487 | 1.09927 | 0.18 | 107.51 |
| 67 | 2015.12.24 00:00 | buy | 23 | 0.01 | 1.08075 | 0.00000 | 0.00000 | ||
| 68 | 2015.12.24 00:00 | modify | 23 | 0.01 | 1.08075 | 1.07635 | 1.10075 | ||
| 69 | 2015.12.24 04:51 | close | 23 | 0.01 | 1.08078 | 1.07635 | 1.10075 | 0.03 | 107.54 |
| 70 | 2015.12.31 00:00 | sell | 24 | 0.01 | 1.08074 | 0.00000 | 0.00000 | ||
| 71 | 2015.12.31 00:00 | modify | 24 | 0.01 | 1.08074 | 1.08514 | 1.06074 | ||
| 72 | 2015.12.31 03:00 | close | 24 | 0.01 | 1.08012 | 1.08514 | 1.06074 | 0.61 | 108.15 |
| 73 | 2016.01.14 00:42 | sell | 25 | 0.01 | 1.09500 | 0.00000 | 0.00000 | ||
| 74 | 2016.01.14 00:42 | modify | 25 | 0.01 | 1.09500 | 1.09940 | 1.07500 | ||
| 75 | 2016.01.14 09:34 | close | 25 | 0.01 | 1.09546 | 1.09940 | 1.07500 | -0.45 | 107.70 |
| 76 | 2016.01.21 01:40 | buy | 26 | 0.01 | 1.09364 | 0.00000 | 0.00000 | ||
| 77 | 2016.01.21 01:40 | modify | 26 | 0.01 | 1.09364 | 1.08924 | 1.11364 | ||
| 78 | 2016.01.21 05:37 | close | 26 | 0.01 | 1.09366 | 1.08924 | 1.11364 | 0.02 | 107.72 |
| 79 | 2016.02.04 01:27 | buy | 27 | 0.01 | 1.11443 | 0.00000 | 0.00000 | ||
| 80 | 2016.02.04 01:27 | modify | 27 | 0.01 | 1.11443 | 1.11003 | 1.13443 | ||
| 81 | 2016.02.04 03:00 | close | 27 | 0.01 | 1.11511 | 1.11003 | 1.13443 | 0.67 | 108.39 |
| 82 | 2016.02.25 01:40 | sell | 28 | 0.01 | 1.08960 | 0.00000 | 0.00000 | ||
| 83 | 2016.02.25 01:40 | modify | 28 | 0.01 | 1.08960 | 1.09400 | 1.06960 | ||
| 84 | 2016.02.25 03:00 | close | 28 | 0.01 | 1.08928 | 1.09400 | 1.06960 | 0.31 | 108.70 |
| 85 | 2016.03.17 00:10 | sell | 29 | 0.01 | 1.09730 | 0.00000 | 0.00000 | ||
| 86 | 2016.03.17 00:10 | modify | 29 | 0.01 | 1.09730 | 1.10170 | 1.07730 | ||
| 87 | 2016.03.17 03:00 | close | 29 | 0.01 | 1.09718 | 1.10170 | 1.07730 | 0.12 | 108.82 |
| 88 | 2016.05.19 01:12 | sell | 30 | 0.01 | 1.10848 | 0.00000 | 0.00000 | ||
| 89 | 2016.05.19 01:12 | modify | 30 | 0.01 | 1.10848 | 1.11288 | 1.08848 | ||
| 90 | 2016.05.19 05:40 | close | 30 | 0.01 | 1.10847 | 1.11288 | 1.08848 | 0.01 | 108.83 |
| 91 | 2016.06.02 00:00 | buy | 31 | 0.01 | 1.10498 | 0.00000 | 0.00000 | ||
| 92 | 2016.06.02 00:00 | modify | 31 | 0.01 | 1.10498 | 1.10058 | 1.12498 | ||
| 93 | 2016.06.02 03:00 | close | 31 | 0.01 | 1.10580 | 1.10058 | 1.12498 | 0.81 | 109.64 |
| 94 | 2016.06.23 00:00 | buy | 32 | 0.01 | 1.08252 | 0.00000 | 0.00000 | ||
| 95 | 2016.06.23 00:00 | modify | 32 | 0.01 | 1.08252 | 1.07812 | 1.10252 | ||
| 96 | 2016.06.23 00:27 | sell | 33 | 0.01 | 1.08472 | 0.00000 | 0.00000 | ||
| 97 | 2016.06.23 00:27 | modify | 33 | 0.01 | 1.08472 | 1.08912 | 1.06472 | ||
| 98 | 2016.06.23 00:27 | close | 32 | 0.01 | 1.08483 | 1.07812 | 1.10252 | 2.28 | 111.92 |
| 99 | 2016.06.23 10:00 | close | 33 | 0.01 | 1.08663 | 1.08912 | 1.06472 | -1.89 | 110.03 |
| 100 | 2016.07.28 00:10 | buy | 34 | 0.01 | 1.09007 | 0.00000 | 0.00000 | ||
| 101 | 2016.07.28 00:10 | modify | 34 | 0.01 | 1.09007 | 1.08567 | 1.11007 | ||
| 102 | 2016.07.28 03:00 | close | 34 | 0.01 | 1.09015 | 1.08567 | 1.11007 | 0.07 | 110.10 |
| 103 | 2016.08.11 00:05 | buy | 35 | 0.01 | 1.08947 | 0.00000 | 0.00000 | ||
| 104 | 2016.08.11 00:05 | modify | 35 | 0.01 | 1.08947 | 1.08507 | 1.10947 | ||
| 105 | 2016.08.11 03:01 | close | 35 | 0.01 | 1.08948 | 1.08507 | 1.10947 | 0.01 | 110.11 |