| Символ | GBPCAD (Great Britan Pound vs Canadian Dollar) | ||||
| Период | 15 Минут (M15) 2014.01.01 22:00 - 2016.11.02 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="GBPCAD M15 Generic A-TLP v.11.94"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=6; Max_Spread_mode2_profit=0; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=100; Take_Profit=110; 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=11; Entry_Break=8; Min_Volatility=13; 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=85; DailyMA=0; DeltaMA=0.5; time_break=240; loss=95; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=1; Exit_Profit_Pips=-65; ExitChannelTP=false; ma_period=2; Reverse_Profit=15; 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="02:00"; 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 | 70736 | Смоделировано тиков | 81158886 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 30 | ||
| Чистая прибыль | 31.54 | Общая прибыль | 36.53 | Общий убыток | -4.99 |
| Прибыльность | 7.32 | Матожидание выигрыша | 0.85 | ||
| Абсолютная просадка | 1.84 | Максимальная просадка | 7.16 (5.51%) | Относительная просадка | 5.51% (7.16) |
| Всего сделок | 37 | Короткие позиции (% выигравших) | 14 (78.57%) | Длинные позиции (% выигравших) | 23 (95.65%) |
| Прибыльные сделки (% от всех) | 33 (89.19%) | Убыточные сделки (% от всех) | 4 (10.81%) | ||
| Самая большая | прибыльная сделка | 2.14 | убыточная сделка | -2.52 | |
| Средняя | прибыльная сделка | 1.11 | убыточная сделка | -1.25 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 15 (14.66) | непрерывных проигрышей (убыток) | 1 (-2.52) | |
| Макс. | непрерывная прибыль (число выигрышей) | 15.93 (11) | непрерывный убыток (число проигрышей) | -2.52 (1) | |
| Средний | непрерывный выигрыш | 7 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2014.01.30 01:43 | sell | 1 | 0.01 | 1.85141 | 0.00000 | 0.00000 | ||
| 2 | 2014.01.30 01:43 | modify | 1 | 0.01 | 1.85141 | 1.86141 | 1.84041 | ||
| 3 | 2014.01.30 03:22 | close | 1 | 0.01 | 1.85138 | 1.86141 | 1.84041 | 0.02 | 100.02 |
| 4 | 2014.02.13 00:09 | sell | 2 | 0.01 | 1.82661 | 0.00000 | 0.00000 | ||
| 5 | 2014.02.13 00:09 | modify | 2 | 0.01 | 1.82661 | 1.83661 | 1.81561 | ||
| 6 | 2014.02.13 00:30 | close | 2 | 0.01 | 1.82506 | 1.83661 | 1.81561 | 1.17 | 101.19 |
| 7 | 2014.02.13 00:39 | sell | 3 | 0.01 | 1.82682 | 0.00000 | 0.00000 | ||
| 8 | 2014.02.13 00:39 | modify | 3 | 0.01 | 1.82682 | 1.83682 | 1.81582 | ||
| 9 | 2014.02.13 06:13 | close | 3 | 0.01 | 1.82907 | 1.83682 | 1.81582 | -1.69 | 99.50 |
| 10 | 2014.02.27 01:56 | sell | 4 | 0.01 | 1.85687 | 0.00000 | 0.00000 | ||
| 11 | 2014.02.27 01:56 | modify | 4 | 0.01 | 1.85687 | 1.86687 | 1.84587 | ||
| 12 | 2014.02.27 02:34 | close | 4 | 0.01 | 1.85487 | 1.86687 | 1.84587 | 1.50 | 101.00 |
| 13 | 2014.03.13 00:09 | sell | 5 | 0.01 | 1.84868 | 0.00000 | 0.00000 | ||
| 14 | 2014.03.13 00:09 | modify | 5 | 0.01 | 1.84868 | 1.85868 | 1.83768 | ||
| 15 | 2014.03.13 03:00 | close | 5 | 0.01 | 1.84819 | 1.85868 | 1.83768 | 0.37 | 101.37 |
| 16 | 2014.06.19 00:03 | buy | 6 | 0.01 | 1.84044 | 0.00000 | 0.00000 | ||
| 17 | 2014.06.19 00:03 | modify | 6 | 0.01 | 1.84044 | 1.83044 | 1.85144 | ||
| 18 | 2014.06.19 02:48 | close | 6 | 0.01 | 1.84192 | 1.83044 | 1.85144 | 1.11 | 102.48 |
| 19 | 2014.10.16 01:06 | sell | 7 | 0.01 | 1.80427 | 0.00000 | 0.00000 | ||
| 20 | 2014.10.16 01:06 | modify | 7 | 0.01 | 1.80427 | 1.81427 | 1.79327 | ||
| 21 | 2014.10.16 01:18 | close | 7 | 0.01 | 1.80273 | 1.81427 | 1.79327 | 1.16 | 103.64 |
| 22 | 2014.12.11 01:39 | sell | 8 | 0.01 | 1.80523 | 0.00000 | 0.00000 | ||
| 23 | 2014.12.11 01:39 | modify | 8 | 0.01 | 1.80523 | 1.81523 | 1.79423 | ||
| 24 | 2014.12.11 03:00 | close | 8 | 0.01 | 1.80517 | 1.81523 | 1.79423 | 0.05 | 103.69 |
| 25 | 2014.12.25 00:04 | buy | 9 | 0.01 | 1.80579 | 0.00000 | 0.00000 | ||
| 26 | 2014.12.25 00:08 | modify | 9 | 0.01 | 1.80579 | 1.79579 | 1.81679 | ||
| 27 | 2014.12.25 00:33 | close | 9 | 0.01 | 1.80753 | 1.79579 | 1.81679 | 1.30 | 104.99 |
| 28 | 2014.12.25 01:37 | buy | 10 | 0.01 | 1.80499 | 0.00000 | 0.00000 | ||
| 29 | 2014.12.25 01:37 | modify | 10 | 0.01 | 1.80499 | 1.79499 | 1.81599 | ||
| 30 | 2014.12.25 01:58 | close | 10 | 0.01 | 1.80703 | 1.79499 | 1.81599 | 1.53 | 106.52 |
| 31 | 2015.02.05 00:02 | buy | 11 | 0.01 | 1.90576 | 0.00000 | 0.00000 | ||
| 32 | 2015.02.05 00:02 | modify | 11 | 0.01 | 1.90576 | 1.89576 | 1.91676 | ||
| 33 | 2015.02.05 00:25 | close | 11 | 0.01 | 1.90785 | 1.89576 | 1.91676 | 1.57 | 108.09 |
| 34 | 2015.02.19 00:00 | sell | 12 | 0.01 | 1.92263 | 0.00000 | 0.00000 | ||
| 35 | 2015.02.19 00:00 | modify | 12 | 0.01 | 1.92263 | 1.93263 | 1.91163 | ||
| 36 | 2015.02.19 03:03 | close | 12 | 0.01 | 1.92259 | 1.93263 | 1.91163 | 0.03 | 108.12 |
| 37 | 2015.02.26 00:32 | sell | 13 | 0.01 | 1.93237 | 0.00000 | 0.00000 | ||
| 38 | 2015.02.26 00:32 | modify | 13 | 0.01 | 1.93237 | 1.94237 | 1.92137 | ||
| 39 | 2015.02.26 00:46 | close | 13 | 0.01 | 1.93084 | 1.94237 | 1.92137 | 1.15 | 109.27 |
| 40 | 2015.03.05 00:00 | sell | 14 | 0.01 | 1.89699 | 0.00000 | 0.00000 | ||
| 41 | 2015.03.05 00:00 | modify | 14 | 0.01 | 1.89699 | 1.90699 | 1.88599 | ||
| 42 | 2015.03.05 02:54 | close | 14 | 0.01 | 1.89618 | 1.90699 | 1.88599 | 0.60 | 109.87 |
| 43 | 2015.04.02 00:00 | buy | 15 | 0.01 | 1.86953 | 0.00000 | 0.00000 | ||
| 44 | 2015.04.02 00:00 | modify | 15 | 0.01 | 1.86953 | 1.85953 | 1.88053 | ||
| 45 | 2015.04.02 00:28 | close | 15 | 0.01 | 1.87108 | 1.85953 | 1.88053 | 1.17 | 111.04 |
| 46 | 2015.06.11 00:00 | buy | 16 | 0.01 | 1.90215 | 0.00000 | 0.00000 | ||
| 47 | 2015.06.11 00:00 | modify | 16 | 0.01 | 1.90215 | 1.89215 | 1.91315 | ||
| 48 | 2015.06.11 00:53 | close | 16 | 0.01 | 1.90366 | 1.89215 | 1.91315 | 1.13 | 112.17 |
| 49 | 2015.08.06 00:16 | buy | 17 | 0.01 | 2.05518 | 0.00000 | 0.00000 | ||
| 50 | 2015.08.06 00:16 | modify | 17 | 0.01 | 2.05518 | 2.04518 | 2.06618 | ||
| 51 | 2015.08.06 02:38 | close | 17 | 0.01 | 2.05628 | 2.04518 | 2.06618 | 0.83 | 113.00 |
| 52 | 2015.08.27 00:00 | buy | 18 | 0.01 | 2.05569 | 0.00000 | 0.00000 | ||
| 53 | 2015.08.27 00:00 | modify | 18 | 0.01 | 2.05569 | 2.04569 | 2.06669 | ||
| 54 | 2015.08.27 01:33 | close | 18 | 0.01 | 2.05724 | 2.04569 | 2.06669 | 1.16 | 114.16 |
| 55 | 2015.09.10 01:20 | sell | 19 | 0.01 | 2.03838 | 0.00000 | 0.00000 | ||
| 56 | 2015.09.10 01:20 | modify | 19 | 0.01 | 2.03838 | 2.04838 | 2.02738 | ||
| 57 | 2015.09.10 04:21 | close | 19 | 0.01 | 2.03878 | 2.04838 | 2.02738 | -0.30 | 113.86 |
| 58 | 2015.10.01 00:00 | buy | 20 | 0.01 | 2.01324 | 0.00000 | 0.00000 | ||
| 59 | 2015.10.01 00:00 | modify | 20 | 0.01 | 2.01324 | 2.00324 | 2.02424 | ||
| 60 | 2015.10.01 00:25 | close | 20 | 0.01 | 2.01608 | 2.00324 | 2.02424 | 2.14 | 116.00 |
| 61 | 2015.11.26 00:02 | buy | 21 | 0.01 | 2.00914 | 0.00000 | 0.00000 | ||
| 62 | 2015.11.26 00:02 | modify | 21 | 0.01 | 2.00914 | 1.99914 | 2.02014 | ||
| 63 | 2015.11.26 00:55 | close | 21 | 0.01 | 2.01072 | 1.99914 | 2.02014 | 1.18 | 117.18 |
| 64 | 2015.12.31 00:05 | buy | 22 | 0.01 | 2.05418 | 0.00000 | 0.00000 | ||
| 65 | 2015.12.31 00:05 | modify | 22 | 0.01 | 2.05418 | 2.04418 | 2.06518 | ||
| 66 | 2015.12.31 02:07 | close | 22 | 0.01 | 2.05569 | 2.04418 | 2.06518 | 1.14 | 118.32 |
| 67 | 2016.01.07 00:04 | buy | 23 | 0.01 | 2.05730 | 0.00000 | 0.00000 | ||
| 68 | 2016.01.07 00:04 | modify | 23 | 0.01 | 2.05730 | 2.04730 | 2.06830 | ||
| 69 | 2016.01.07 00:26 | close | 23 | 0.01 | 2.05943 | 2.04730 | 2.06830 | 1.60 | 119.92 |
| 70 | 2016.01.14 00:08 | buy | 24 | 0.01 | 2.06535 | 0.00000 | 0.00000 | ||
| 71 | 2016.01.14 00:08 | modify | 24 | 0.01 | 2.06535 | 2.05535 | 2.07635 | ||
| 72 | 2016.01.14 00:25 | close | 24 | 0.01 | 2.06737 | 2.05535 | 2.07635 | 1.51 | 121.43 |
| 73 | 2016.03.03 00:02 | buy | 25 | 0.01 | 1.88818 | 0.00000 | 0.00000 | ||
| 74 | 2016.03.03 00:02 | modify | 25 | 0.01 | 1.88818 | 1.87818 | 1.89918 | ||
| 75 | 2016.03.03 00:25 | close | 25 | 0.01 | 1.88978 | 1.87818 | 1.89918 | 1.20 | 122.63 |
| 76 | 2016.03.10 01:22 | buy | 26 | 0.01 | 1.88152 | 0.00000 | 0.00000 | ||
| 77 | 2016.03.10 01:22 | modify | 26 | 0.01 | 1.88152 | 1.87152 | 1.89252 | ||
| 78 | 2016.03.10 02:52 | close | 26 | 0.01 | 1.88311 | 1.87152 | 1.89252 | 1.19 | 123.82 |
| 79 | 2016.03.17 00:00 | buy | 27 | 0.01 | 1.86732 | 0.00000 | 0.00000 | ||
| 80 | 2016.03.17 00:00 | modify | 27 | 0.01 | 1.86732 | 1.85732 | 1.87832 | ||
| 81 | 2016.03.17 00:25 | close | 27 | 0.01 | 1.86914 | 1.85732 | 1.87832 | 1.36 | 125.18 |
| 82 | 2016.03.24 00:04 | buy | 28 | 0.01 | 1.86201 | 0.00000 | 0.00000 | ||
| 83 | 2016.03.24 00:04 | modify | 28 | 0.01 | 1.86201 | 1.85201 | 1.87301 | ||
| 84 | 2016.03.24 00:25 | close | 28 | 0.01 | 1.86380 | 1.85201 | 1.87301 | 1.34 | 126.52 |
| 85 | 2016.04.28 00:19 | buy | 29 | 0.01 | 1.82941 | 0.00000 | 0.00000 | ||
| 86 | 2016.04.28 00:19 | modify | 29 | 0.01 | 1.82941 | 1.81941 | 1.84041 | ||
| 87 | 2016.04.28 00:27 | close | 29 | 0.01 | 1.83150 | 1.81941 | 1.84041 | 1.56 | 128.08 |
| 88 | 2016.05.05 00:05 | buy | 30 | 0.01 | 1.86311 | 0.00000 | 0.00000 | ||
| 89 | 2016.05.05 00:05 | modify | 30 | 0.01 | 1.86311 | 1.85311 | 1.87411 | ||
| 90 | 2016.05.05 00:27 | close | 30 | 0.01 | 1.86539 | 1.85311 | 1.87411 | 1.71 | 129.79 |
| 91 | 2016.06.23 00:02 | sell | 31 | 0.01 | 1.89118 | 0.00000 | 0.00000 | ||
| 92 | 2016.06.23 00:02 | modify | 31 | 0.01 | 1.89118 | 1.90118 | 1.88018 | ||
| 93 | 2016.06.23 05:42 | close | 31 | 0.01 | 1.89453 | 1.90118 | 1.88018 | -2.52 | 127.27 |
| 94 | 2016.06.30 00:00 | buy | 32 | 0.01 | 1.73658 | 0.00000 | 0.00000 | ||
| 95 | 2016.06.30 00:00 | modify | 32 | 0.01 | 1.73658 | 1.72658 | 1.74758 | ||
| 96 | 2016.06.30 00:25 | close | 32 | 0.01 | 1.73840 | 1.72658 | 1.74758 | 1.36 | 128.63 |
| 97 | 2016.07.07 01:29 | buy | 33 | 0.01 | 1.67413 | 0.00000 | 0.00000 | ||
| 98 | 2016.07.07 01:29 | modify | 33 | 0.01 | 1.67413 | 1.66413 | 1.68513 | ||
| 99 | 2016.07.07 03:00 | close | 33 | 0.01 | 1.67440 | 1.66413 | 1.68513 | 0.21 | 128.84 |
| 100 | 2016.07.14 01:43 | buy | 34 | 0.01 | 1.70384 | 0.00000 | 0.00000 | ||
| 101 | 2016.07.14 01:43 | modify | 34 | 0.01 | 1.70384 | 1.69384 | 1.71484 | ||
| 102 | 2016.07.14 05:20 | close | 34 | 0.01 | 1.70320 | 1.69384 | 1.71484 | -0.48 | 128.36 |
| 103 | 2016.07.21 00:07 | sell | 35 | 0.01 | 1.72930 | 0.00000 | 0.00000 | ||
| 104 | 2016.07.21 00:07 | modify | 35 | 0.01 | 1.72930 | 1.73930 | 1.71830 | ||
| 105 | 2016.07.21 03:34 | close | 35 | 0.01 | 1.72926 | 1.73930 | 1.71830 | 0.03 | 128.39 |
| 106 | 2016.07.28 00:05 | sell | 36 | 0.01 | 1.74443 | 0.00000 | 0.00000 | ||
| 107 | 2016.07.28 00:05 | modify | 36 | 0.01 | 1.74443 | 1.75443 | 1.73343 | ||
| 108 | 2016.07.28 00:29 | close | 36 | 0.01 | 1.74239 | 1.75443 | 1.73343 | 1.53 | 129.92 |
| 109 | 2016.08.11 00:05 | buy | 37 | 0.01 | 1.69611 | 0.00000 | 0.00000 | ||
| 110 | 2016.08.11 00:05 | modify | 37 | 0.01 | 1.69611 | 1.68611 | 1.70711 | ||
| 111 | 2016.08.11 00:25 | close | 37 | 0.01 | 1.69827 | 1.68611 | 1.70711 | 1.62 | 131.54 |