| Символ | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
| Период | 15 Минут (M15) 2014.01.01 22:02 - 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="GBPCHF M15 Generic A-TLP v.11.94"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=10; Max_Spread_mode2=10; 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=70; Take_Profit=140; 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=9; Min_Volatility=5; 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=55; DailyMA=0; DeltaMA=0.5; time_break=240; loss=68; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=200; Time_Profit_Pips=20; Exit_Distance=-2; Exit_Profit_Pips=-200; 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="22:00"; monday_pause_start="0"; monday_pause_stop="0"; 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 | 70738 | Смоделировано тиков | 78993619 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 30 | ||
| Чистая прибыль | 8.63 | Общая прибыль | 15.69 | Общий убыток | -7.06 |
| Прибыльность | 2.22 | Матожидание выигрыша | 0.43 | ||
| Абсолютная просадка | 1.21 | Максимальная просадка | 11.56 (9.96%) | Относительная просадка | 9.96% (11.56) |
| Всего сделок | 20 | Короткие позиции (% выигравших) | 9 (77.78%) | Длинные позиции (% выигравших) | 11 (100.00%) |
| Прибыльные сделки (% от всех) | 18 (90.00%) | Убыточные сделки (% от всех) | 2 (10.00%) | ||
| Самая большая | прибыльная сделка | 2.31 | убыточная сделка | -6.91 | |
| Средняя | прибыльная сделка | 0.87 | убыточная сделка | -3.53 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 15 (14.60) | непрерывных проигрышей (убыток) | 1 (-6.91) | |
| Макс. | непрерывная прибыль (число выигрышей) | 14.60 (15) | непрерывный убыток (число проигрышей) | -6.91 (1) | |
| Средний | непрерывный выигрыш | 9 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2014.02.06 01:10 | sell | 1 | 0.01 | 1.47498 | 0.00000 | 0.00000 | ||
| 2 | 2014.02.06 01:10 | modify | 1 | 0.01 | 1.47498 | 1.48198 | 1.46098 | ||
| 3 | 2014.02.06 03:45 | close | 1 | 0.01 | 1.47513 | 1.48198 | 1.46098 | -0.15 | 99.85 |
| 4 | 2014.02.13 00:36 | sell | 2 | 0.01 | 1.49573 | 0.00000 | 0.00000 | ||
| 5 | 2014.02.13 00:36 | modify | 2 | 0.01 | 1.49573 | 1.50273 | 1.48173 | ||
| 6 | 2014.02.13 03:00 | close | 2 | 0.01 | 1.49538 | 1.50273 | 1.48173 | 0.35 | 100.20 |
| 7 | 2014.06.19 00:03 | buy | 3 | 0.01 | 1.52114 | 0.00000 | 0.00000 | ||
| 8 | 2014.06.19 00:03 | modify | 3 | 0.01 | 1.52114 | 1.51414 | 1.53514 | ||
| 9 | 2014.06.19 01:35 | close | 3 | 0.01 | 1.52297 | 1.51414 | 1.53514 | 1.81 | 102.01 |
| 10 | 2014.12.11 01:39 | sell | 4 | 0.01 | 1.52056 | 0.00000 | 0.00000 | ||
| 11 | 2014.12.11 01:39 | modify | 4 | 0.01 | 1.52056 | 1.52756 | 1.50656 | ||
| 12 | 2014.12.11 01:58 | close | 4 | 0.01 | 1.51855 | 1.52756 | 1.50656 | 1.98 | 103.99 |
| 13 | 2015.02.05 00:55 | buy | 5 | 0.01 | 1.40277 | 0.00000 | 0.00000 | ||
| 14 | 2015.02.05 00:55 | modify | 5 | 0.01 | 1.40277 | 1.39577 | 1.41677 | ||
| 15 | 2015.02.05 01:03 | close | 5 | 0.01 | 1.40511 | 1.39577 | 1.41677 | 2.31 | 106.30 |
| 16 | 2015.02.12 00:02 | buy | 6 | 0.01 | 1.41249 | 0.00000 | 0.00000 | ||
| 17 | 2015.02.12 00:02 | modify | 6 | 0.01 | 1.41249 | 1.40549 | 1.42649 | ||
| 18 | 2015.02.12 01:00 | close | 6 | 0.01 | 1.41451 | 1.40549 | 1.42649 | 1.99 | 108.29 |
| 19 | 2015.03.19 00:49 | sell | 7 | 0.01 | 1.46798 | 0.00000 | 0.00000 | ||
| 20 | 2015.03.19 00:49 | modify | 7 | 0.01 | 1.46798 | 1.47498 | 1.45398 | ||
| 21 | 2015.03.19 03:00 | close | 7 | 0.01 | 1.46792 | 1.47498 | 1.45398 | 0.06 | 108.35 |
| 22 | 2015.06.04 00:04 | buy | 8 | 0.01 | 1.43082 | 0.00000 | 0.00000 | ||
| 23 | 2015.06.04 00:04 | modify | 8 | 0.01 | 1.43082 | 1.42382 | 1.44482 | ||
| 24 | 2015.06.04 02:22 | close | 8 | 0.01 | 1.43233 | 1.42382 | 1.44482 | 1.49 | 109.84 |
| 25 | 2015.06.11 00:03 | buy | 9 | 0.01 | 1.44519 | 0.00000 | 0.00000 | ||
| 26 | 2015.06.11 00:03 | modify | 9 | 0.01 | 1.44519 | 1.43819 | 1.45919 | ||
| 27 | 2015.06.11 04:34 | close | 9 | 0.01 | 1.44525 | 1.43819 | 1.45919 | 0.06 | 109.90 |
| 28 | 2015.08.27 01:12 | buy | 10 | 0.01 | 1.47367 | 0.00000 | 0.00000 | ||
| 29 | 2015.08.27 01:12 | modify | 10 | 0.01 | 1.47367 | 1.46667 | 1.48767 | ||
| 30 | 2015.08.27 03:04 | close | 10 | 0.01 | 1.47371 | 1.46667 | 1.48767 | 0.04 | 109.94 |
| 31 | 2015.09.03 01:28 | sell | 11 | 0.01 | 1.48485 | 0.00000 | 0.00000 | ||
| 32 | 2015.09.03 01:28 | modify | 11 | 0.01 | 1.48485 | 1.49185 | 1.47085 | ||
| 33 | 2015.09.03 03:12 | close | 11 | 0.01 | 1.48484 | 1.49185 | 1.47085 | 0.01 | 109.95 |
| 34 | 2015.09.10 01:03 | buy | 12 | 0.01 | 1.49631 | 0.00000 | 0.00000 | ||
| 35 | 2015.09.10 01:03 | modify | 12 | 0.01 | 1.49631 | 1.48931 | 1.51031 | ||
| 36 | 2015.09.10 03:00 | close | 12 | 0.01 | 1.49765 | 1.48931 | 1.51031 | 1.32 | 111.27 |
| 37 | 2015.11.12 00:01 | buy | 13 | 0.01 | 1.52706 | 0.00000 | 0.00000 | ||
| 38 | 2015.11.12 00:01 | modify | 13 | 0.01 | 1.52706 | 1.52006 | 1.54106 | ||
| 39 | 2015.11.12 02:30 | close | 13 | 0.01 | 1.52775 | 1.52006 | 1.54106 | 0.68 | 111.95 |
| 40 | 2015.11.26 00:04 | buy | 14 | 0.01 | 1.54376 | 0.00000 | 0.00000 | ||
| 41 | 2015.11.26 00:04 | modify | 14 | 0.01 | 1.54376 | 1.53676 | 1.55776 | ||
| 42 | 2015.11.26 02:37 | close | 14 | 0.01 | 1.54559 | 1.53676 | 1.55776 | 1.81 | 113.76 |
| 43 | 2015.12.17 01:12 | sell | 15 | 0.01 | 1.48775 | 0.00000 | 0.00000 | ||
| 44 | 2015.12.17 01:12 | modify | 15 | 0.01 | 1.48775 | 1.49475 | 1.47375 | ||
| 45 | 2015.12.17 03:00 | close | 15 | 0.01 | 1.48708 | 1.49475 | 1.47375 | 0.66 | 114.42 |
| 46 | 2016.01.21 01:29 | sell | 16 | 0.01 | 1.42693 | 0.00000 | 0.00000 | ||
| 47 | 2016.01.21 01:29 | modify | 16 | 0.01 | 1.42693 | 1.43393 | 1.41293 | ||
| 48 | 2016.01.21 03:09 | close | 16 | 0.01 | 1.42690 | 1.43393 | 1.41293 | 0.03 | 114.45 |
| 49 | 2016.06.23 00:07 | sell | 17 | 0.01 | 1.41238 | 0.00000 | 0.00000 | ||
| 50 | 2016.06.23 00:07 | modify | 17 | 0.01 | 1.41238 | 1.41938 | 1.39838 | ||
| 51 | 2016.06.23 00:34 | s/l | 17 | 0.01 | 1.41938 | 1.41938 | 1.39838 | -6.91 | 107.54 |
| 52 | 2016.07.07 01:40 | buy | 18 | 0.01 | 1.25892 | 0.00000 | 0.00000 | ||
| 53 | 2016.07.07 01:40 | modify | 18 | 0.01 | 1.25892 | 1.25192 | 1.27292 | ||
| 54 | 2016.07.07 03:00 | close | 18 | 0.01 | 1.25949 | 1.25192 | 1.27292 | 0.57 | 108.11 |
| 55 | 2016.07.14 01:43 | buy | 19 | 0.01 | 1.29149 | 0.00000 | 0.00000 | ||
| 56 | 2016.07.14 01:43 | modify | 19 | 0.01 | 1.29149 | 1.28449 | 1.30549 | ||
| 57 | 2016.07.14 03:00 | close | 19 | 0.01 | 1.29152 | 1.28449 | 1.30549 | 0.03 | 108.14 |
| 58 | 2016.07.21 00:07 | sell | 20 | 0.01 | 1.30731 | 0.00000 | 0.00000 | ||
| 59 | 2016.07.21 00:07 | modify | 20 | 0.01 | 1.30731 | 1.31431 | 1.29331 | ||
| 60 | 2016.07.21 03:00 | close | 20 | 0.01 | 1.30681 | 1.31431 | 1.29331 | 0.49 | 108.63 |