| Символ | USDCAD (US Dollar 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="USDCAD M15 Generic A-TLP v.11.94"; MagicNumber=101010; 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=42; 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=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=12; Entry_Break=2; Min_Volatility=17; 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=41; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=40; Time_Profit_Pips=10; Exit_Distance=-13; 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="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="02:00"; tuesday_pause_stop="23:00"; 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="02:00"; friday_pause_stop="23:00"; 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 | 64926893 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 30 | ||
| Чистая прибыль | 2.81 | Общая прибыль | 11.47 | Общий убыток | -8.66 |
| Прибыльность | 1.32 | Матожидание выигрыша | 0.09 | ||
| Абсолютная просадка | 4.84 | Максимальная просадка | 5.27 (5.25%) | Относительная просадка | 5.25% (5.27) |
| Всего сделок | 31 | Короткие позиции (% выигравших) | 11 (54.55%) | Длинные позиции (% выигравших) | 20 (75.00%) |
| Прибыльные сделки (% от всех) | 21 (67.74%) | Убыточные сделки (% от всех) | 10 (32.26%) | ||
| Самая большая | прибыльная сделка | 1.14 | убыточная сделка | -3.77 | |
| Средняя | прибыльная сделка | 0.55 | убыточная сделка | -0.87 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 4 (2.59) | непрерывных проигрышей (убыток) | 2 (-0.74) | |
| Макс. | непрерывная прибыль (число выигрышей) | 2.85 (3) | непрерывный убыток (число проигрышей) | -3.77 (1) | |
| Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2014.01.23 01:19 | sell | 1 | 0.01 | 1.10987 | 0.00000 | 0.00000 | ||
| 2 | 2014.01.23 01:19 | modify | 1 | 0.01 | 1.10987 | 1.11407 | 1.09787 | ||
| 3 | 2014.01.23 01:30 | close | 1 | 0.01 | 1.10951 | 1.11407 | 1.09787 | 0.32 | 100.32 |
| 4 | 2014.01.23 01:42 | sell | 2 | 0.01 | 1.10984 | 0.00000 | 0.00000 | ||
| 5 | 2014.01.23 01:42 | modify | 2 | 0.01 | 1.10984 | 1.11404 | 1.09784 | ||
| 6 | 2014.01.23 03:57 | s/l | 2 | 0.01 | 1.11404 | 1.11404 | 1.09784 | -3.77 | 96.55 |
| 7 | 2014.01.30 01:58 | sell | 3 | 0.01 | 1.11828 | 0.00000 | 0.00000 | ||
| 8 | 2014.01.30 01:58 | modify | 3 | 0.01 | 1.11828 | 1.12248 | 1.10628 | ||
| 9 | 2014.01.30 02:43 | close | 3 | 0.01 | 1.11759 | 1.12248 | 1.10628 | 0.62 | 97.17 |
| 10 | 2014.11.27 00:05 | sell | 4 | 0.01 | 1.12488 | 0.00000 | 0.00000 | ||
| 11 | 2014.11.27 00:05 | modify | 4 | 0.01 | 1.12488 | 1.12908 | 1.11288 | ||
| 12 | 2014.11.27 02:19 | close | 4 | 0.01 | 1.12547 | 1.12908 | 1.11288 | -0.52 | 96.65 |
| 13 | 2015.01.22 01:57 | sell | 5 | 0.01 | 1.23438 | 0.00000 | 0.00000 | ||
| 14 | 2015.01.22 01:57 | modify | 5 | 0.01 | 1.23438 | 1.23858 | 1.22238 | ||
| 15 | 2015.01.22 03:24 | close | 5 | 0.01 | 1.23436 | 1.23858 | 1.22238 | 0.02 | 96.67 |
| 16 | 2015.01.29 01:37 | buy | 6 | 0.01 | 1.25177 | 0.00000 | 0.00000 | ||
| 17 | 2015.01.29 01:37 | modify | 6 | 0.01 | 1.25177 | 1.24757 | 1.26377 | ||
| 18 | 2015.01.29 01:57 | close | 6 | 0.01 | 1.25223 | 1.24757 | 1.26377 | 0.37 | 97.04 |
| 19 | 2015.02.12 00:04 | buy | 7 | 0.01 | 1.26223 | 0.00000 | 0.00000 | ||
| 20 | 2015.02.12 00:04 | modify | 7 | 0.01 | 1.26223 | 1.25803 | 1.27423 | ||
| 21 | 2015.02.12 02:30 | close | 7 | 0.01 | 1.26163 | 1.25803 | 1.27423 | -0.48 | 96.56 |
| 22 | 2015.02.19 00:00 | sell | 8 | 0.01 | 1.24541 | 0.00000 | 0.00000 | ||
| 23 | 2015.02.19 00:00 | modify | 8 | 0.01 | 1.24541 | 1.24961 | 1.23341 | ||
| 24 | 2015.02.19 02:30 | close | 8 | 0.01 | 1.24573 | 1.24961 | 1.23341 | -0.26 | 96.30 |
| 25 | 2015.03.26 01:46 | sell | 9 | 0.01 | 1.25268 | 0.00000 | 0.00000 | ||
| 26 | 2015.03.26 01:46 | modify | 9 | 0.01 | 1.25268 | 1.25688 | 1.24068 | ||
| 27 | 2015.03.26 03:01 | close | 9 | 0.01 | 1.25267 | 1.25688 | 1.24068 | 0.01 | 96.31 |
| 28 | 2015.04.30 00:06 | buy | 10 | 0.01 | 1.20071 | 0.00000 | 0.00000 | ||
| 29 | 2015.04.30 00:06 | modify | 10 | 0.01 | 1.20071 | 1.19651 | 1.21271 | ||
| 30 | 2015.04.30 00:25 | close | 10 | 0.01 | 1.20137 | 1.19651 | 1.21271 | 0.55 | 96.86 |
| 31 | 2015.08.27 00:00 | buy | 11 | 0.01 | 1.32937 | 0.00000 | 0.00000 | ||
| 32 | 2015.08.27 00:00 | modify | 11 | 0.01 | 1.32937 | 1.32517 | 1.34137 | ||
| 33 | 2015.08.27 00:41 | close | 11 | 0.01 | 1.33039 | 1.32517 | 1.34137 | 0.77 | 97.63 |
| 34 | 2015.09.10 00:32 | sell | 12 | 0.01 | 1.32626 | 0.00000 | 0.00000 | ||
| 35 | 2015.09.10 00:32 | modify | 12 | 0.01 | 1.32626 | 1.33046 | 1.31426 | ||
| 36 | 2015.09.10 04:00 | close | 12 | 0.01 | 1.32828 | 1.33046 | 1.31426 | -1.52 | 96.11 |
| 37 | 2015.10.01 00:00 | buy | 13 | 0.01 | 1.33136 | 0.00000 | 0.00000 | ||
| 38 | 2015.10.01 00:00 | modify | 13 | 0.01 | 1.33136 | 1.32716 | 1.34336 | ||
| 39 | 2015.10.01 00:55 | close | 13 | 0.01 | 1.33240 | 1.32716 | 1.34336 | 0.78 | 96.89 |
| 40 | 2015.11.12 01:42 | buy | 14 | 0.01 | 1.32515 | 0.00000 | 0.00000 | ||
| 41 | 2015.11.12 01:42 | modify | 14 | 0.01 | 1.32515 | 1.32095 | 1.33715 | ||
| 42 | 2015.11.12 02:00 | close | 14 | 0.01 | 1.32560 | 1.32095 | 1.33715 | 0.34 | 97.23 |
| 43 | 2015.12.17 01:21 | sell | 15 | 0.01 | 1.38048 | 0.00000 | 0.00000 | ||
| 44 | 2015.12.17 01:21 | modify | 15 | 0.01 | 1.38048 | 1.38468 | 1.36848 | ||
| 45 | 2015.12.17 02:04 | close | 15 | 0.01 | 1.37947 | 1.38468 | 1.36848 | 0.73 | 97.96 |
| 46 | 2015.12.24 00:00 | buy | 16 | 0.01 | 1.38459 | 0.00000 | 0.00000 | ||
| 47 | 2015.12.24 00:00 | modify | 16 | 0.01 | 1.38459 | 1.38039 | 1.39659 | ||
| 48 | 2015.12.24 00:56 | close | 16 | 0.01 | 1.38561 | 1.38039 | 1.39659 | 0.74 | 98.70 |
| 49 | 2015.12.31 00:00 | buy | 17 | 0.01 | 1.38773 | 0.00000 | 0.00000 | ||
| 50 | 2015.12.31 00:00 | modify | 17 | 0.01 | 1.38773 | 1.38353 | 1.39973 | ||
| 51 | 2015.12.31 02:15 | close | 17 | 0.01 | 1.38745 | 1.38353 | 1.39973 | -0.20 | 98.50 |
| 52 | 2016.01.21 01:32 | buy | 18 | 0.01 | 1.44786 | 0.00000 | 0.00000 | ||
| 53 | 2016.01.21 01:32 | modify | 18 | 0.01 | 1.44786 | 1.44366 | 1.45986 | ||
| 54 | 2016.01.21 04:22 | close | 18 | 0.01 | 1.44708 | 1.44366 | 1.45986 | -0.54 | 97.96 |
| 55 | 2016.01.28 01:34 | buy | 19 | 0.01 | 1.40807 | 0.00000 | 0.00000 | ||
| 56 | 2016.01.28 01:34 | modify | 19 | 0.01 | 1.40807 | 1.40387 | 1.42007 | ||
| 57 | 2016.01.28 01:58 | close | 19 | 0.01 | 1.40968 | 1.40387 | 1.42007 | 1.14 | 99.10 |
| 58 | 2016.02.18 00:04 | buy | 20 | 0.01 | 1.36721 | 0.00000 | 0.00000 | ||
| 59 | 2016.02.18 00:04 | modify | 20 | 0.01 | 1.36721 | 1.36301 | 1.37921 | ||
| 60 | 2016.02.18 00:55 | close | 20 | 0.01 | 1.36842 | 1.36301 | 1.37921 | 0.88 | 99.98 |
| 61 | 2016.03.03 00:00 | buy | 21 | 0.01 | 1.34172 | 0.00000 | 0.00000 | ||
| 62 | 2016.03.03 00:00 | modify | 21 | 0.01 | 1.34172 | 1.33752 | 1.35372 | ||
| 63 | 2016.03.03 00:27 | close | 21 | 0.01 | 1.34283 | 1.33752 | 1.35372 | 0.83 | 100.81 |
| 64 | 2016.04.28 00:04 | buy | 22 | 0.01 | 1.25972 | 0.00000 | 0.00000 | ||
| 65 | 2016.04.28 00:04 | modify | 22 | 0.01 | 1.25972 | 1.25552 | 1.27172 | ||
| 66 | 2016.04.28 02:30 | close | 22 | 0.01 | 1.25900 | 1.25552 | 1.27172 | -0.57 | 100.24 |
| 67 | 2016.05.26 01:39 | sell | 23 | 0.01 | 1.30340 | 0.00000 | 0.00000 | ||
| 68 | 2016.05.26 01:39 | modify | 23 | 0.01 | 1.30340 | 1.30760 | 1.29140 | ||
| 69 | 2016.05.26 03:05 | close | 23 | 0.01 | 1.30339 | 1.30760 | 1.29140 | 0.01 | 100.25 |
| 70 | 2016.06.09 00:42 | buy | 24 | 0.01 | 1.26861 | 0.00000 | 0.00000 | ||
| 71 | 2016.06.09 00:42 | modify | 24 | 0.01 | 1.26861 | 1.26441 | 1.28061 | ||
| 72 | 2016.06.09 00:54 | close | 24 | 0.01 | 1.26924 | 1.26441 | 1.28061 | 0.50 | 100.75 |
| 73 | 2016.06.09 00:54 | buy | 25 | 0.01 | 1.26858 | 0.00000 | 0.00000 | ||
| 74 | 2016.06.09 00:54 | modify | 25 | 0.01 | 1.26858 | 1.26438 | 1.28058 | ||
| 75 | 2016.06.09 01:00 | close | 25 | 0.01 | 1.26912 | 1.26438 | 1.28058 | 0.43 | 101.18 |
| 76 | 2016.06.16 01:48 | buy | 26 | 0.01 | 1.29043 | 0.00000 | 0.00000 | ||
| 77 | 2016.06.16 01:48 | modify | 26 | 0.01 | 1.29043 | 1.28623 | 1.30243 | ||
| 78 | 2016.06.16 02:00 | close | 26 | 0.01 | 1.29075 | 1.28623 | 1.30243 | 0.25 | 101.43 |
| 79 | 2016.06.23 00:19 | buy | 27 | 0.01 | 1.28237 | 0.00000 | 0.00000 | ||
| 80 | 2016.06.23 00:19 | modify | 27 | 0.01 | 1.28237 | 1.27817 | 1.29437 | ||
| 81 | 2016.06.23 03:00 | close | 27 | 0.01 | 1.28163 | 1.27817 | 1.29437 | -0.58 | 100.85 |
| 82 | 2016.06.30 00:00 | buy | 28 | 0.01 | 1.29360 | 0.00000 | 0.00000 | ||
| 83 | 2016.06.30 00:00 | modify | 28 | 0.01 | 1.29360 | 1.28940 | 1.30560 | ||
| 84 | 2016.06.30 01:07 | close | 28 | 0.01 | 1.29460 | 1.28940 | 1.30560 | 0.77 | 101.62 |
| 85 | 2016.07.21 00:23 | sell | 29 | 0.01 | 1.30671 | 0.00000 | 0.00000 | ||
| 86 | 2016.07.21 00:23 | modify | 29 | 0.01 | 1.30671 | 1.31091 | 1.29471 | ||
| 87 | 2016.07.21 02:21 | close | 29 | 0.01 | 1.30700 | 1.31091 | 1.29471 | -0.22 | 101.40 |
| 88 | 2016.08.04 00:06 | buy | 30 | 0.01 | 1.30647 | 0.00000 | 0.00000 | ||
| 89 | 2016.08.04 00:06 | modify | 30 | 0.01 | 1.30647 | 1.30227 | 1.31847 | ||
| 90 | 2016.08.04 00:45 | close | 30 | 0.01 | 1.30705 | 1.30227 | 1.31847 | 0.44 | 101.84 |
| 91 | 2016.08.11 00:02 | buy | 31 | 0.01 | 1.30393 | 0.00000 | 0.00000 | ||
| 92 | 2016.08.11 00:02 | modify | 31 | 0.01 | 1.30393 | 1.29973 | 1.31593 | ||
| 93 | 2016.08.11 00:27 | close | 31 | 0.01 | 1.30520 | 1.29973 | 1.31593 | 0.97 | 102.81 |