| Символ | GBPUSD (Great Britain Pound vs US 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="GBPUSD M15 Generic A-TLP v.11.94"; MagicNumber=999999; 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=34; 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=5; Entry_Break=6; Min_Volatility=4; 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=35; DailyMA=0; DeltaMA=0.5; time_break=60; loss=68; 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=1; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; 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 | 70737 | Смоделировано тиков | 73578697 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 30 | ||
| Чистая прибыль | 7.96 | Общая прибыль | 22.38 | Общий убыток | -14.42 |
| Прибыльность | 1.55 | Матожидание выигрыша | 0.20 | ||
| Абсолютная просадка | 1.93 | Максимальная просадка | 8.85 (7.84%) | Относительная просадка | 7.84% (8.85) |
| Всего сделок | 40 | Короткие позиции (% выигравших) | 16 (68.75%) | Длинные позиции (% выигравших) | 24 (79.17%) |
| Прибыльные сделки (% от всех) | 30 (75.00%) | Убыточные сделки (% от всех) | 10 (25.00%) | ||
| Самая большая | прибыльная сделка | 1.64 | убыточная сделка | -3.40 | |
| Средняя | прибыльная сделка | 0.75 | убыточная сделка | -1.44 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 6 (5.48) | непрерывных проигрышей (убыток) | 2 (-0.26) | |
| Макс. | непрерывная прибыль (число выигрышей) | 5.48 (6) | непрерывный убыток (число проигрышей) | -3.40 (1) | |
| Средний | непрерывный выигрыш | 3 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2014.01.16 00:22 | buy | 1 | 0.01 | 1.63620 | 0.00000 | 0.00000 | ||
| 2 | 2014.01.16 00:22 | modify | 1 | 0.01 | 1.63620 | 1.63280 | 1.65620 | ||
| 3 | 2014.01.16 03:06 | close | 1 | 0.01 | 1.63622 | 1.63280 | 1.65620 | 0.02 | 100.02 |
| 4 | 2014.02.13 00:34 | sell | 2 | 0.01 | 1.66064 | 0.00000 | 0.00000 | ||
| 5 | 2014.02.13 00:34 | modify | 2 | 0.01 | 1.66064 | 1.66404 | 1.64064 | ||
| 6 | 2014.02.13 06:29 | close | 2 | 0.01 | 1.66183 | 1.66404 | 1.64064 | -1.19 | 98.83 |
| 7 | 2014.03.20 00:51 | buy | 3 | 0.01 | 1.65297 | 0.00000 | 0.00000 | ||
| 8 | 2014.03.20 00:51 | modify | 3 | 0.01 | 1.65297 | 1.64957 | 1.67297 | ||
| 9 | 2014.03.20 02:17 | close | 3 | 0.01 | 1.65401 | 1.64957 | 1.67297 | 1.04 | 99.87 |
| 10 | 2014.06.19 00:03 | buy | 4 | 0.01 | 1.69820 | 0.00000 | 0.00000 | ||
| 11 | 2014.06.19 00:03 | modify | 4 | 0.01 | 1.69820 | 1.69480 | 1.71820 | ||
| 12 | 2014.06.19 02:32 | close | 4 | 0.01 | 1.69920 | 1.69480 | 1.71820 | 1.00 | 100.87 |
| 13 | 2014.09.18 00:02 | buy | 5 | 0.01 | 1.62663 | 0.00000 | 0.00000 | ||
| 14 | 2014.09.18 00:02 | modify | 5 | 0.01 | 1.62663 | 1.62323 | 1.64663 | ||
| 15 | 2014.09.18 02:51 | close | 5 | 0.01 | 1.62662 | 1.62323 | 1.64663 | -0.01 | 100.86 |
| 16 | 2014.09.25 00:11 | buy | 6 | 0.01 | 1.63334 | 0.00000 | 0.00000 | ||
| 17 | 2014.09.25 00:11 | modify | 6 | 0.01 | 1.63334 | 1.62994 | 1.65334 | ||
| 18 | 2014.09.25 03:22 | close | 6 | 0.01 | 1.63309 | 1.62994 | 1.65334 | -0.25 | 100.61 |
| 19 | 2014.10.23 00:50 | buy | 7 | 0.01 | 1.60409 | 0.00000 | 0.00000 | ||
| 20 | 2014.10.23 00:50 | modify | 7 | 0.01 | 1.60409 | 1.60069 | 1.62409 | ||
| 21 | 2014.10.23 01:55 | close | 7 | 0.01 | 1.60484 | 1.60069 | 1.62409 | 0.75 | 101.36 |
| 22 | 2014.11.06 00:58 | buy | 8 | 0.01 | 1.59608 | 0.00000 | 0.00000 | ||
| 23 | 2014.11.06 00:58 | modify | 8 | 0.01 | 1.59608 | 1.59268 | 1.61608 | ||
| 24 | 2014.11.06 02:01 | close | 8 | 0.01 | 1.59640 | 1.59268 | 1.61608 | 0.32 | 101.68 |
| 25 | 2014.11.13 00:42 | buy | 9 | 0.01 | 1.57653 | 0.00000 | 0.00000 | ||
| 26 | 2014.11.13 00:42 | modify | 9 | 0.01 | 1.57653 | 1.57313 | 1.59653 | ||
| 27 | 2014.11.13 02:01 | close | 9 | 0.01 | 1.57717 | 1.57313 | 1.59653 | 0.64 | 102.32 |
| 28 | 2014.11.20 01:07 | buy | 10 | 0.01 | 1.56750 | 0.00000 | 0.00000 | ||
| 29 | 2014.11.20 01:07 | modify | 10 | 0.01 | 1.56750 | 1.56410 | 1.58750 | ||
| 30 | 2014.11.20 02:16 | close | 10 | 0.01 | 1.56771 | 1.56410 | 1.58750 | 0.21 | 102.53 |
| 31 | 2014.12.11 01:35 | sell | 11 | 0.01 | 1.57240 | 0.00000 | 0.00000 | ||
| 32 | 2014.12.11 01:35 | modify | 11 | 0.01 | 1.57240 | 1.57580 | 1.55240 | ||
| 33 | 2014.12.11 02:01 | s/l | 11 | 0.01 | 1.57580 | 1.57580 | 1.55240 | -3.40 | 99.13 |
| 34 | 2014.12.18 01:32 | sell | 12 | 0.01 | 1.55830 | 0.00000 | 0.00000 | ||
| 35 | 2014.12.18 01:32 | modify | 12 | 0.01 | 1.55830 | 1.56170 | 1.53830 | ||
| 36 | 2014.12.18 02:10 | close | 12 | 0.01 | 1.55727 | 1.56170 | 1.53830 | 1.03 | 100.16 |
| 37 | 2014.12.25 01:00 | sell | 13 | 0.01 | 1.55678 | 0.00000 | 0.00000 | ||
| 38 | 2014.12.25 01:00 | modify | 13 | 0.01 | 1.55678 | 1.56018 | 1.53678 | ||
| 39 | 2014.12.25 01:02 | close | 13 | 0.01 | 1.55514 | 1.56018 | 1.53678 | 1.64 | 101.80 |
| 40 | 2015.02.05 00:51 | buy | 14 | 0.01 | 1.51705 | 0.00000 | 0.00000 | ||
| 41 | 2015.02.05 00:51 | modify | 14 | 0.01 | 1.51705 | 1.51365 | 1.53705 | ||
| 42 | 2015.02.05 00:58 | close | 14 | 0.01 | 1.51809 | 1.51365 | 1.53705 | 1.04 | 102.84 |
| 43 | 2015.03.19 01:10 | buy | 15 | 0.01 | 1.49445 | 0.00000 | 0.00000 | ||
| 44 | 2015.03.19 01:10 | modify | 15 | 0.01 | 1.49445 | 1.49105 | 1.51445 | ||
| 45 | 2015.03.19 02:50 | close | 15 | 0.01 | 1.49522 | 1.49105 | 1.51445 | 0.77 | 103.61 |
| 46 | 2015.03.26 00:33 | sell | 16 | 0.01 | 1.48893 | 0.00000 | 0.00000 | ||
| 47 | 2015.03.26 00:33 | modify | 16 | 0.01 | 1.48893 | 1.49233 | 1.46893 | ||
| 48 | 2015.03.26 01:24 | close | 16 | 0.01 | 1.48819 | 1.49233 | 1.46893 | 0.74 | 104.35 |
| 49 | 2015.06.04 00:04 | buy | 17 | 0.01 | 1.53248 | 0.00000 | 0.00000 | ||
| 50 | 2015.06.04 00:04 | modify | 17 | 0.01 | 1.53248 | 1.52908 | 1.55248 | ||
| 51 | 2015.06.04 03:00 | close | 17 | 0.01 | 1.53262 | 1.52908 | 1.55248 | 0.14 | 104.49 |
| 52 | 2015.06.11 00:18 | buy | 18 | 0.01 | 1.55194 | 0.00000 | 0.00000 | ||
| 53 | 2015.06.11 00:18 | modify | 18 | 0.01 | 1.55194 | 1.54854 | 1.57194 | ||
| 54 | 2015.06.11 04:32 | close | 18 | 0.01 | 1.55034 | 1.54854 | 1.57194 | -1.60 | 102.89 |
| 55 | 2015.07.09 01:11 | sell | 19 | 0.01 | 1.53709 | 0.00000 | 0.00000 | ||
| 56 | 2015.07.09 01:12 | modify | 19 | 0.01 | 1.53709 | 1.54049 | 1.51709 | ||
| 57 | 2015.07.09 02:58 | close | 19 | 0.01 | 1.53684 | 1.54049 | 1.51709 | 0.25 | 103.14 |
| 58 | 2015.07.16 00:00 | buy | 20 | 0.01 | 1.56298 | 0.00000 | 0.00000 | ||
| 59 | 2015.07.16 00:01 | modify | 20 | 0.01 | 1.56298 | 1.55958 | 1.58298 | ||
| 60 | 2015.07.16 01:56 | close | 20 | 0.01 | 1.56387 | 1.55958 | 1.58298 | 0.89 | 104.03 |
| 61 | 2015.08.20 00:54 | sell | 21 | 0.01 | 1.56911 | 0.00000 | 0.00000 | ||
| 62 | 2015.08.20 00:54 | modify | 21 | 0.01 | 1.56911 | 1.57251 | 1.54911 | ||
| 63 | 2015.08.20 00:54 | close | 21 | 0.01 | 1.56799 | 1.57251 | 1.54911 | 1.12 | 105.15 |
| 64 | 2015.11.12 01:12 | sell | 22 | 0.01 | 1.52247 | 0.00000 | 0.00000 | ||
| 65 | 2015.11.12 01:12 | modify | 22 | 0.01 | 1.52247 | 1.52587 | 1.50247 | ||
| 66 | 2015.11.12 02:23 | close | 22 | 0.01 | 1.52210 | 1.52587 | 1.50247 | 0.37 | 105.52 |
| 67 | 2015.11.26 00:01 | buy | 23 | 0.01 | 1.51153 | 0.00000 | 0.00000 | ||
| 68 | 2015.11.26 00:01 | modify | 23 | 0.01 | 1.51153 | 1.50813 | 1.53153 | ||
| 69 | 2015.11.26 00:26 | close | 23 | 0.01 | 1.51255 | 1.50813 | 1.53153 | 1.02 | 106.54 |
| 70 | 2015.12.17 00:57 | buy | 24 | 0.01 | 1.49890 | 0.00000 | 0.00000 | ||
| 71 | 2015.12.17 00:58 | modify | 24 | 0.01 | 1.49890 | 1.49550 | 1.51890 | ||
| 72 | 2015.12.17 02:08 | close | 24 | 0.01 | 1.49849 | 1.49550 | 1.51890 | -0.41 | 106.13 |
| 73 | 2016.01.21 00:59 | buy | 25 | 0.01 | 1.41779 | 0.00000 | 0.00000 | ||
| 74 | 2016.01.21 00:59 | modify | 25 | 0.01 | 1.41779 | 1.41439 | 1.43779 | ||
| 75 | 2016.01.21 01:00 | close | 25 | 0.01 | 1.41879 | 1.41439 | 1.43779 | 1.00 | 107.13 |
| 76 | 2016.01.21 01:32 | sell | 26 | 0.01 | 1.41993 | 0.00000 | 0.00000 | ||
| 77 | 2016.01.21 01:32 | modify | 26 | 0.01 | 1.41993 | 1.42333 | 1.39993 | ||
| 78 | 2016.01.21 02:54 | close | 26 | 0.01 | 1.41968 | 1.42333 | 1.39993 | 0.25 | 107.38 |
| 79 | 2016.02.11 00:49 | sell | 27 | 0.01 | 1.45399 | 0.00000 | 0.00000 | ||
| 80 | 2016.02.11 00:49 | modify | 27 | 0.01 | 1.45399 | 1.45739 | 1.43399 | ||
| 81 | 2016.02.11 01:16 | close | 27 | 0.01 | 1.45291 | 1.45739 | 1.43399 | 1.08 | 108.46 |
| 82 | 2016.02.18 01:20 | buy | 28 | 0.01 | 1.42783 | 0.00000 | 0.00000 | ||
| 83 | 2016.02.18 01:20 | modify | 28 | 0.01 | 1.42783 | 1.42443 | 1.44783 | ||
| 84 | 2016.02.18 02:18 | close | 28 | 0.01 | 1.42897 | 1.42443 | 1.44783 | 1.14 | 109.60 |
| 85 | 2016.03.03 01:36 | sell | 29 | 0.01 | 1.40858 | 0.00000 | 0.00000 | ||
| 86 | 2016.03.03 01:36 | modify | 29 | 0.01 | 1.40858 | 1.41198 | 1.38858 | ||
| 87 | 2016.03.03 02:04 | close | 29 | 0.01 | 1.40775 | 1.41198 | 1.38858 | 0.83 | 110.43 |
| 88 | 2016.03.17 00:03 | buy | 30 | 0.01 | 1.42486 | 0.00000 | 0.00000 | ||
| 89 | 2016.03.17 00:03 | modify | 30 | 0.01 | 1.42486 | 1.42146 | 1.44486 | ||
| 90 | 2016.03.17 00:25 | close | 30 | 0.01 | 1.42604 | 1.42146 | 1.44486 | 1.18 | 111.61 |
| 91 | 2016.04.07 01:29 | sell | 31 | 0.01 | 1.41291 | 0.00000 | 0.00000 | ||
| 92 | 2016.04.07 01:29 | modify | 31 | 0.01 | 1.41291 | 1.41631 | 1.39291 | ||
| 93 | 2016.04.07 04:21 | close | 31 | 0.01 | 1.41328 | 1.41631 | 1.39291 | -0.37 | 111.24 |
| 94 | 2016.04.28 00:10 | sell | 32 | 0.01 | 1.45485 | 0.00000 | 0.00000 | ||
| 95 | 2016.04.28 00:10 | modify | 32 | 0.01 | 1.45485 | 1.45825 | 1.43485 | ||
| 96 | 2016.04.28 00:43 | close | 32 | 0.01 | 1.45385 | 1.45825 | 1.43485 | 1.00 | 112.24 |
| 97 | 2016.06.16 00:55 | buy | 33 | 0.01 | 1.41947 | 0.00000 | 0.00000 | ||
| 98 | 2016.06.16 00:55 | modify | 33 | 0.01 | 1.41947 | 1.41607 | 1.43947 | ||
| 99 | 2016.06.16 02:04 | close | 33 | 0.01 | 1.41981 | 1.41607 | 1.43947 | 0.34 | 112.58 |
| 100 | 2016.06.23 00:03 | sell | 34 | 0.01 | 1.47347 | 0.00000 | 0.00000 | ||
| 101 | 2016.06.23 00:04 | modify | 34 | 0.01 | 1.47347 | 1.47687 | 1.45347 | ||
| 102 | 2016.06.23 00:19 | s/l | 34 | 0.01 | 1.47687 | 1.47687 | 1.45347 | -3.40 | 109.18 |
| 103 | 2016.06.30 01:13 | sell | 35 | 0.01 | 1.34564 | 0.00000 | 0.00000 | ||
| 104 | 2016.06.30 01:13 | modify | 35 | 0.01 | 1.34564 | 1.34904 | 1.32564 | ||
| 105 | 2016.06.30 03:00 | close | 35 | 0.01 | 1.34538 | 1.34904 | 1.32564 | 0.26 | 109.44 |
| 106 | 2016.07.07 01:29 | buy | 36 | 0.01 | 1.29188 | 0.00000 | 0.00000 | ||
| 107 | 2016.07.07 01:29 | modify | 36 | 0.01 | 1.29188 | 1.28848 | 1.31188 | ||
| 108 | 2016.07.07 01:40 | s/l | 36 | 0.01 | 1.28848 | 1.28848 | 1.31188 | -3.40 | 106.04 |
| 109 | 2016.07.07 01:41 | buy | 37 | 0.01 | 1.28969 | 0.00000 | 0.00000 | ||
| 110 | 2016.07.07 01:41 | modify | 37 | 0.01 | 1.28969 | 1.28629 | 1.30969 | ||
| 111 | 2016.07.07 02:35 | close | 37 | 0.01 | 1.29077 | 1.28629 | 1.30969 | 1.08 | 107.12 |
| 112 | 2016.07.14 01:43 | buy | 38 | 0.01 | 1.31240 | 0.00000 | 0.00000 | ||
| 113 | 2016.07.14 01:43 | modify | 38 | 0.01 | 1.31240 | 1.30900 | 1.33240 | ||
| 114 | 2016.07.14 03:01 | close | 38 | 0.01 | 1.31253 | 1.30900 | 1.33240 | 0.13 | 107.25 |
| 115 | 2016.07.21 00:02 | sell | 39 | 0.01 | 1.32226 | 0.00000 | 0.00000 | ||
| 116 | 2016.07.21 00:02 | modify | 39 | 0.01 | 1.32226 | 1.32566 | 1.30226 | ||
| 117 | 2016.07.21 01:20 | close | 39 | 0.01 | 1.32265 | 1.32566 | 1.30226 | -0.39 | 106.86 |
| 118 | 2016.07.28 00:36 | buy | 40 | 0.01 | 1.32061 | 0.00000 | 0.00000 | ||
| 119 | 2016.07.28 00:36 | modify | 40 | 0.01 | 1.32061 | 1.31721 | 1.34061 | ||
| 120 | 2016.07.28 01:59 | close | 40 | 0.01 | 1.32171 | 1.31721 | 1.34061 | 1.10 | 107.96 |