Символ		CADCHF (Canadian Dollar vs Swiss Franc)
Период		15 Минут (M15) 2014.01.01 22:00 - 2016.11.29 22:59 (2014.01.01 - 2016.09.01)
Модель		Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры		S_1="<==== General settings ====>"; Comm="CADCHF M15 Generic A-TLP v.11.94"; MagicNumber=222222; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=5; Max_Spread_mode2=5; Max_Spread_mode2_profit=0; Slippage=5; S_2="<==== ENTER SETTINGS ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== EXIT SETTINGS ====>"; Stop_Loss=35; 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=0; Trail_Size=7; Trail_Step=1; S_4="<==== Trailing stop/Breakeven ====>"; S_5="<==== Trade Time Filter ====>"; Channel_Period=15; Entry_Break=5; Min_Volatility=15; S_6="<==== Roll Over Filter ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Other Settings ====>"; MaxDailyRange=55; DailyMA=0; DeltaMA=0.5; time_break=240; loss=25; 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=10; cci_Period_close=0; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:55"; rollover_end="00:35"; 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="23:59"; thursday_open="00:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="01:00"; 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	72521	Смоделировано тиков	55029881	Качество моделирования	99.90%
Ошибки рассогласования графиков	0
Начальный депозит	100.00			Спред	30
Чистая прибыль	22.62	Общая прибыль	28.41	Общий убыток	-5.79
Прибыльность	4.91	Матожидание выигрыша	0.61
Абсолютная просадка	3.11	Максимальная просадка	5.68 (5.54%)	Относительная просадка	5.54% (5.68)
Всего сделок	37	Короткие позиции (% выигравших)	14 (64.29%)	Длинные позиции (% выигравших)	23 (95.65%)
		Прибыльные сделки (% от всех)	31 (83.78%)	Убыточные сделки (% от всех)	6 (16.22%)
Самая большая		прибыльная сделка	1.98	убыточная сделка	-3.78
Средняя		прибыльная сделка	0.92	убыточная сделка	-0.96
Максимальное количество		непрерывных выигрышей (прибыль)	10 (11.17)	непрерывных проигрышей (убыток)	2 (-0.97)
Макс.		непрерывная прибыль (число выигрышей)	11.17 (10)	непрерывный убыток (число проигрышей)	-3.78 (1)
Средний		непрерывный выигрыш	5	непрерывный проигрыш	1

№	Время	Тип	Ордер	Объем	Цена	S / L	T / P	Прибыль	Баланс
1	2014.01.08 23:45	buy	1	0.01	0.84147	0.00000	0.00000
2	2014.01.08 23:45	modify	1	0.01	0.84147	0.83797	0.85347
3	2014.01.09 03:00	close	1	0.01	0.84186	0.83797	0.85347	0.44	100.44
4	2014.03.19 22:02	sell	2	0.01	0.78511	0.00000	0.00000
5	2014.03.19 22:02	modify	2	0.01	0.78511	0.78861	0.77311
6	2014.03.19 22:04	close	2	0.01	0.78406	0.78861	0.77311	1.04	101.48
7	2014.10.08 22:00	sell	3	0.01	0.85734	0.00000	0.00000
8	2014.10.08 22:00	modify	3	0.01	0.85734	0.86084	0.84534
9	2014.10.09 02:40	close	3	0.01	0.85644	0.86084	0.84534	0.59	102.07
10	2014.11.12 22:59	buy	4	0.01	0.85420	0.00000	0.00000
11	2014.11.12 22:59	modify	4	0.01	0.85420	0.85070	0.86620
12	2014.11.13 03:20	close	4	0.01	0.85414	0.85070	0.86620	0.00	102.07
13	2015.01.07 22:29	sell	5	0.01	0.85815	0.00000	0.00000
14	2015.01.07 22:29	modify	5	0.01	0.85815	0.86165	0.84615
15	2015.01.08 11:36	s/l	5	0.01	0.86165	0.86165	0.84615	-3.78	98.29
16	2015.02.04 23:25	sell	6	0.01	0.73614	0.00000	0.00000
17	2015.02.04 23:25	modify	6	0.01	0.73614	0.73964	0.72414
18	2015.02.05 00:08	close	6	0.01	0.73487	0.73964	0.72414	0.95	99.24
19	2015.02.12 00:17	buy	7	0.01	0.73261	0.00000	0.00000
20	2015.02.12 00:17	modify	7	0.01	0.73261	0.72911	0.74461
21	2015.02.12 00:17	close	7	0.01	0.73375	0.72911	0.74461	1.13	100.37
22	2015.02.18 23:45	buy	8	0.01	0.75724	0.00000	0.00000
23	2015.02.18 23:45	modify	8	0.01	0.75724	0.75374	0.76924
24	2015.02.19 09:23	close	8	0.01	0.75705	0.75374	0.76924	-0.13	100.24
25	2015.03.18 22:14	sell	9	0.01	0.78065	0.00000	0.00000
26	2015.03.18 22:14	modify	9	0.01	0.78065	0.78415	0.76865
27	2015.03.18 22:33	close	9	0.01	0.77937	0.78415	0.76865	1.27	101.51
28	2015.03.19 00:12	buy	10	0.01	0.77556	0.00000	0.00000
29	2015.03.19 00:12	modify	10	0.01	0.77556	0.77206	0.78756
30	2015.03.19 00:15	close	10	0.01	0.77756	0.77206	0.78756	1.98	103.49
31	2015.03.19 00:16	buy	11	0.01	0.77603	0.00000	0.00000
32	2015.03.19 00:16	modify	11	0.01	0.77603	0.77253	0.78803
33	2015.03.19 00:25	close	11	0.01	0.77703	0.77253	0.78803	0.99	104.48
34	2015.03.19 00:29	buy	12	0.01	0.77588	0.00000	0.00000
35	2015.03.19 00:29	modify	12	0.01	0.77588	0.77238	0.78788
36	2015.03.19 00:36	close	12	0.01	0.77755	0.77238	0.78788	1.65	106.13
37	2015.03.26 00:00	buy	13	0.01	0.76609	0.00000	0.00000
38	2015.03.26 00:00	modify	13	0.01	0.76609	0.76259	0.77809
39	2015.03.26 03:00	close	13	0.01	0.76645	0.76259	0.77809	0.36	106.49
40	2015.06.11 00:12	buy	14	0.01	0.75781	0.00000	0.00000
41	2015.06.11 00:12	modify	14	0.01	0.75781	0.75431	0.76981
42	2015.06.11 00:15	close	14	0.01	0.75893	0.75431	0.76981	1.10	107.59
43	2015.07.02 00:28	buy	15	0.01	0.75178	0.00000	0.00000
44	2015.07.02 00:28	modify	15	0.01	0.75178	0.74828	0.76378
45	2015.07.02 00:41	close	15	0.01	0.75281	0.74828	0.76378	1.02	108.61
46	2015.07.02 00:50	buy	16	0.01	0.75146	0.00000	0.00000
47	2015.07.02 00:50	modify	16	0.01	0.75146	0.74796	0.76346
48	2015.07.02 00:51	close	16	0.01	0.75250	0.74796	0.76346	1.03	109.64
49	2015.07.22 23:48	buy	17	0.01	0.73605	0.00000	0.00000
50	2015.07.22 23:48	modify	17	0.01	0.73605	0.73255	0.74805
51	2015.07.23 03:32	close	17	0.01	0.73600	0.73255	0.74805	0.00	109.64
52	2015.07.30 00:05	buy	18	0.01	0.74441	0.00000	0.00000
53	2015.07.30 00:06	modify	18	0.01	0.74441	0.74091	0.75641
54	2015.07.30 00:14	close	18	0.01	0.74620	0.74091	0.75641	1.77	111.41
55	2015.08.12 22:08	sell	19	0.01	0.75046	0.00000	0.00000
56	2015.08.12 22:08	modify	19	0.01	0.75046	0.75396	0.73846
57	2015.08.13 03:40	close	19	0.01	0.75047	0.75396	0.73846	-0.32	111.08
58	2015.08.20 00:09	buy	20	0.01	0.73406	0.00000	0.00000
59	2015.08.20 00:09	modify	20	0.01	0.73406	0.73056	0.74606
60	2015.08.20 00:21	close	20	0.01	0.73573	0.73056	0.74606	1.66	112.74
61	2015.09.16 22:00	sell	21	0.01	0.73715	0.00000	0.00000
62	2015.09.16 22:00	modify	21	0.01	0.73715	0.74065	0.72515
63	2015.09.17 03:01	close	21	0.01	0.73680	0.74065	0.72515	0.04	112.78
64	2015.09.23 23:57	sell	22	0.01	0.73515	0.00000	0.00000
65	2015.09.23 23:57	modify	22	0.01	0.73515	0.73865	0.72315
66	2015.09.24 03:53	close	22	0.01	0.73483	0.73865	0.72315	0.01	112.79
67	2015.10.14 22:52	sell	23	0.01	0.73507	0.00000	0.00000
68	2015.10.14 22:52	modify	23	0.01	0.73507	0.73857	0.72307
69	2015.10.15 00:02	close	23	0.01	0.73390	0.73857	0.72307	0.85	113.64
70	2015.11.18 22:58	sell	24	0.01	0.76540	0.00000	0.00000
71	2015.11.18 22:58	modify	24	0.01	0.76540	0.76890	0.75340
72	2015.11.19 03:45	close	24	0.01	0.76568	0.76890	0.75340	-0.58	113.06
73	2015.12.16 22:20	sell	25	0.01	0.71675	0.00000	0.00000
74	2015.12.16 22:20	modify	25	0.01	0.71675	0.72025	0.70475
75	2015.12.17 00:30	close	25	0.01	0.71514	0.72025	0.70475	1.28	114.34
76	2015.12.24 00:30	buy	26	0.01	0.71269	0.00000	0.00000
77	2015.12.24 00:30	modify	26	0.01	0.71269	0.70919	0.72469
78	2015.12.24 00:31	close	26	0.01	0.71425	0.70919	0.72469	1.54	115.88
79	2015.12.24 00:32	buy	27	0.01	0.71290	0.00000	0.00000
80	2015.12.24 00:33	modify	27	0.01	0.71290	0.70940	0.72490
81	2015.12.24 00:33	close	27	0.01	0.71450	0.70940	0.72490	1.58	117.46
82	2015.12.24 00:34	buy	28	0.01	0.71273	0.00000	0.00000
83	2015.12.24 00:34	modify	28	0.01	0.71273	0.70923	0.72473
84	2015.12.24 00:36	close	28	0.01	0.71439	0.70923	0.72473	1.64	119.10
85	2016.01.14 00:08	buy	29	0.01	0.69920	0.00000	0.00000
86	2016.01.14 00:08	modify	29	0.01	0.69920	0.69570	0.71120
87	2016.01.14 00:08	close	29	0.01	0.70025	0.69570	0.71120	1.04	120.14
88	2016.01.27 22:01	buy	30	0.01	0.71770	0.00000	0.00000
89	2016.01.27 22:01	modify	30	0.01	0.71770	0.71420	0.72970
90	2016.01.27 22:29	close	30	0.01	0.71870	0.71420	0.72970	0.99	121.13
91	2016.02.10 22:57	buy	31	0.01	0.69810	0.00000	0.00000
92	2016.02.10 22:57	modify	31	0.01	0.69810	0.69460	0.71010
93	2016.02.10 23:26	close	31	0.01	0.69915	0.69460	0.71010	1.04	122.17
94	2016.02.24 22:10	sell	32	0.01	0.72153	0.00000	0.00000
95	2016.02.24 22:10	modify	32	0.01	0.72153	0.72503	0.70953
96	2016.02.25 03:44	close	32	0.01	0.72121	0.72503	0.70953	-0.00	122.16
97	2016.04.27 22:08	sell	33	0.01	0.77057	0.00000	0.00000
98	2016.04.27 22:08	modify	33	0.01	0.77057	0.77407	0.75857
99	2016.04.28 06:03	close	33	0.01	0.77124	0.77407	0.75857	-0.97	121.19
100	2016.05.18 22:18	buy	34	0.01	0.75803	0.00000	0.00000
101	2016.05.18 22:18	modify	34	0.01	0.75803	0.75453	0.77003
102	2016.05.19 03:00	close	34	0.01	0.75818	0.75453	0.77003	0.19	121.38
103	2016.06.23 00:00	buy	35	0.01	0.74581	0.00000	0.00000
104	2016.06.23 00:00	modify	35	0.01	0.74581	0.74231	0.75781
105	2016.06.23 00:39	close	35	0.01	0.74683	0.74231	0.75781	1.01	122.39
106	2016.06.29 23:58	sell	36	0.01	0.75695	0.00000	0.00000
107	2016.06.29 23:58	modify	36	0.01	0.75695	0.76045	0.74495
108	2016.06.30 04:14	close	36	0.01	0.75662	0.76045	0.74495	0.02	122.41
109	2016.07.27 22:16	buy	37	0.01	0.74920	0.00000	0.00000
110	2016.07.27 22:16	modify	37	0.01	0.74920	0.74570	0.76120
111	2016.07.28 02:48	close	37	0.01	0.74937	0.74570	0.76120	0.21	122.62