| 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="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 | 70738 | Смоделировано тиков | 78993619 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | 30 | ||
| Чистая прибыль | 9.32 | Общая прибыль | 27.69 | Общий убыток | -18.37 |
| Прибыльность | 1.51 | Матожидание выигрыша | 0.35 | ||
| Абсолютная просадка | 0.92 | Максимальная просадка | 18.14 (14.77%) | Относительная просадка | 14.77% (18.14) |
| Всего сделок | 27 | Короткие позиции (% выигравших) | 13 (53.85%) | Длинные позиции (% выигравших) | 14 (100.00%) |
| Прибыльные сделки (% от всех) | 21 (77.78%) | Убыточные сделки (% от всех) | 6 (22.22%) | ||
| Самая большая | прибыльная сделка | 3.65 | убыточная сделка | -7.24 | |
| Средняя | прибыльная сделка | 1.32 | убыточная сделка | -3.06 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 7 (11.87) | непрерывных проигрышей (убыток) | 3 (-12.08) | |
| Макс. | непрерывная прибыль (число выигрышей) | 11.87 (7) | непрерывный убыток (число проигрышей) | -12.08 (3) | |
| Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 2 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2014.02.13 00:36 | sell | 1 | 0.01 | 1.49573 | 0.00000 | 0.00000 | ||
| 2 | 2014.02.13 00:36 | modify | 1 | 0.01 | 1.49573 | 1.50273 | 1.48173 | ||
| 3 | 2014.02.13 03:00 | close | 1 | 0.01 | 1.49538 | 1.50273 | 1.48173 | 0.35 | 100.35 |
| 4 | 2014.02.19 22:36 | buy | 2 | 0.01 | 1.48096 | 0.00000 | 0.00000 | ||
| 5 | 2014.02.19 22:36 | modify | 2 | 0.01 | 1.48096 | 1.47396 | 1.49496 | ||
| 6 | 2014.02.20 00:31 | close | 2 | 0.01 | 1.48263 | 1.47396 | 1.49496 | 1.71 | 102.06 |
| 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 | 1.82 | 103.88 |
| 10 | 2014.10.08 22:02 | sell | 4 | 0.01 | 1.53948 | 0.00000 | 0.00000 | ||
| 11 | 2014.10.08 22:02 | modify | 4 | 0.01 | 1.53948 | 1.54648 | 1.52548 | ||
| 12 | 2014.10.09 00:30 | close | 4 | 0.01 | 1.53863 | 1.54648 | 1.52548 | 0.54 | 104.42 |
| 13 | 2015.02.04 23:35 | buy | 5 | 0.01 | 1.40301 | 0.00000 | 0.00000 | ||
| 14 | 2015.02.04 23:35 | modify | 5 | 0.01 | 1.40301 | 1.39601 | 1.41701 | ||
| 15 | 2015.02.04 23:42 | close | 5 | 0.01 | 1.40669 | 1.39601 | 1.41701 | 3.65 | 108.07 |
| 16 | 2015.02.05 00:55 | buy | 6 | 0.01 | 1.40277 | 0.00000 | 0.00000 | ||
| 17 | 2015.02.05 00:55 | modify | 6 | 0.01 | 1.40277 | 1.39577 | 1.41677 | ||
| 18 | 2015.02.05 01:03 | close | 6 | 0.01 | 1.40511 | 1.39577 | 1.41677 | 2.32 | 110.39 |
| 19 | 2015.02.11 23:41 | buy | 7 | 0.01 | 1.41349 | 0.00000 | 0.00000 | ||
| 20 | 2015.02.11 23:41 | modify | 7 | 0.01 | 1.41349 | 1.40649 | 1.42749 | ||
| 21 | 2015.02.12 03:00 | close | 7 | 0.01 | 1.41493 | 1.40649 | 1.42749 | 1.48 | 111.87 |
| 22 | 2015.02.25 22:57 | sell | 8 | 0.01 | 1.47271 | 0.00000 | 0.00000 | ||
| 23 | 2015.02.25 22:57 | modify | 8 | 0.01 | 1.47271 | 1.47971 | 1.45871 | ||
| 24 | 2015.02.26 07:30 | close | 8 | 0.01 | 1.47581 | 1.47971 | 1.45871 | -3.37 | 108.50 |
| 25 | 2015.03.18 22:00 | sell | 9 | 0.01 | 1.46880 | 0.00000 | 0.00000 | ||
| 26 | 2015.03.18 22:00 | modify | 9 | 0.01 | 1.46880 | 1.47580 | 1.45480 | ||
| 27 | 2015.03.18 22:08 | close | 9 | 0.01 | 1.46678 | 1.47580 | 1.45480 | 2.00 | 110.50 |
| 28 | 2015.03.18 23:11 | sell | 10 | 0.01 | 1.46892 | 0.00000 | 0.00000 | ||
| 29 | 2015.03.18 23:11 | modify | 10 | 0.01 | 1.46892 | 1.47592 | 1.45492 | ||
| 30 | 2015.03.18 23:12 | close | 10 | 0.01 | 1.46687 | 1.47592 | 1.45492 | 2.04 | 112.54 |
| 31 | 2015.03.18 23:26 | sell | 11 | 0.01 | 1.46919 | 0.00000 | 0.00000 | ||
| 32 | 2015.03.18 23:26 | modify | 11 | 0.01 | 1.46919 | 1.47619 | 1.45519 | ||
| 33 | 2015.03.18 23:27 | close | 11 | 0.01 | 1.46714 | 1.47619 | 1.45519 | 2.03 | 114.57 |
| 34 | 2015.03.19 00:49 | sell | 12 | 0.01 | 1.46798 | 0.00000 | 0.00000 | ||
| 35 | 2015.03.19 00:49 | modify | 12 | 0.01 | 1.46798 | 1.47498 | 1.45398 | ||
| 36 | 2015.03.19 03:00 | close | 12 | 0.01 | 1.46792 | 1.47498 | 1.45398 | 0.06 | 114.63 |
| 37 | 2015.03.25 22:59 | buy | 13 | 0.01 | 1.42742 | 0.00000 | 0.00000 | ||
| 38 | 2015.03.25 22:59 | modify | 13 | 0.01 | 1.42742 | 1.42042 | 1.44142 | ||
| 39 | 2015.03.26 01:08 | close | 13 | 0.01 | 1.42881 | 1.42042 | 1.44142 | 1.43 | 116.06 |
| 40 | 2015.06.04 00:04 | buy | 14 | 0.01 | 1.43082 | 0.00000 | 0.00000 | ||
| 41 | 2015.06.04 00:04 | modify | 14 | 0.01 | 1.43082 | 1.42382 | 1.44482 | ||
| 42 | 2015.06.04 02:22 | close | 14 | 0.01 | 1.43233 | 1.42382 | 1.44482 | 1.50 | 117.56 |
| 43 | 2015.06.11 00:03 | buy | 15 | 0.01 | 1.44519 | 0.00000 | 0.00000 | ||
| 44 | 2015.06.11 00:03 | modify | 15 | 0.01 | 1.44519 | 1.43819 | 1.45919 | ||
| 45 | 2015.06.11 04:34 | close | 15 | 0.01 | 1.44525 | 1.43819 | 1.45919 | 0.06 | 117.62 |
| 46 | 2015.08.26 22:10 | sell | 16 | 0.01 | 1.47414 | 0.00000 | 0.00000 | ||
| 47 | 2015.08.26 22:10 | modify | 16 | 0.01 | 1.47414 | 1.48114 | 1.46014 | ||
| 48 | 2015.08.27 01:02 | close | 16 | 0.01 | 1.47477 | 1.48114 | 1.46014 | -0.93 | 116.68 |
| 49 | 2015.09.30 23:11 | buy | 17 | 0.01 | 1.47305 | 0.00000 | 0.00000 | ||
| 50 | 2015.09.30 23:11 | modify | 17 | 0.01 | 1.47305 | 1.46605 | 1.48705 | ||
| 51 | 2015.10.01 02:22 | close | 17 | 0.01 | 1.47337 | 1.46605 | 1.48705 | 0.37 | 117.05 |
| 52 | 2015.11.04 23:29 | buy | 18 | 0.01 | 1.52723 | 0.00000 | 0.00000 | ||
| 53 | 2015.11.04 23:29 | modify | 18 | 0.01 | 1.52723 | 1.52023 | 1.54123 | ||
| 54 | 2015.11.05 02:06 | close | 18 | 0.01 | 1.52849 | 1.52023 | 1.54123 | 1.30 | 118.35 |
| 55 | 2015.11.12 00:01 | buy | 19 | 0.01 | 1.52706 | 0.00000 | 0.00000 | ||
| 56 | 2015.11.12 00:01 | modify | 19 | 0.01 | 1.52706 | 1.52006 | 1.54106 | ||
| 57 | 2015.11.12 02:30 | close | 19 | 0.01 | 1.52775 | 1.52006 | 1.54106 | 0.68 | 119.03 |
| 58 | 2015.11.26 00:04 | buy | 20 | 0.01 | 1.54376 | 0.00000 | 0.00000 | ||
| 59 | 2015.11.26 00:04 | modify | 20 | 0.01 | 1.54376 | 1.53676 | 1.55776 | ||
| 60 | 2015.11.26 02:37 | close | 20 | 0.01 | 1.54559 | 1.53676 | 1.55776 | 1.82 | 120.85 |
| 61 | 2015.12.16 22:00 | sell | 21 | 0.01 | 1.48275 | 0.00000 | 0.00000 | ||
| 62 | 2015.12.16 22:00 | modify | 21 | 0.01 | 1.48275 | 1.48975 | 1.46875 | ||
| 63 | 2015.12.17 01:00 | close | 21 | 0.01 | 1.48444 | 1.48975 | 1.46875 | -1.98 | 118.87 |
| 64 | 2016.01.13 23:25 | buy | 22 | 0.01 | 1.45032 | 0.00000 | 0.00000 | ||
| 65 | 2016.01.13 23:25 | modify | 22 | 0.01 | 1.45032 | 1.44332 | 1.46432 | ||
| 66 | 2016.01.14 03:59 | close | 22 | 0.01 | 1.45029 | 1.44332 | 1.46432 | 0.02 | 118.89 |
| 67 | 2016.01.20 22:11 | sell | 23 | 0.01 | 1.42275 | 0.00000 | 0.00000 | ||
| 68 | 2016.01.20 22:11 | modify | 23 | 0.01 | 1.42275 | 1.42975 | 1.40875 | ||
| 69 | 2016.01.21 05:21 | close | 23 | 0.01 | 1.42568 | 1.42975 | 1.40875 | -3.20 | 115.69 |
| 70 | 2016.02.24 22:08 | sell | 24 | 0.01 | 1.37557 | 0.00000 | 0.00000 | ||
| 71 | 2016.02.24 22:08 | modify | 24 | 0.01 | 1.37557 | 1.38257 | 1.36157 | ||
| 72 | 2016.02.25 03:03 | close | 24 | 0.01 | 1.37691 | 1.38257 | 1.36157 | -1.63 | 114.06 |
| 73 | 2016.06.22 23:44 | sell | 25 | 0.01 | 1.41102 | 0.00000 | 0.00000 | ||
| 74 | 2016.06.22 23:44 | modify | 25 | 0.01 | 1.41102 | 1.41802 | 1.39702 | ||
| 75 | 2016.06.23 00:29 | s/l | 25 | 0.01 | 1.41802 | 1.41802 | 1.39702 | -7.24 | 106.81 |
| 76 | 2016.07.21 00:07 | sell | 26 | 0.01 | 1.30731 | 0.00000 | 0.00000 | ||
| 77 | 2016.07.21 00:07 | modify | 26 | 0.01 | 1.30731 | 1.31431 | 1.29331 | ||
| 78 | 2016.07.21 03:00 | close | 26 | 0.01 | 1.30681 | 1.31431 | 1.29331 | 0.49 | 107.30 |
| 79 | 2016.07.27 22:42 | buy | 27 | 0.01 | 1.30208 | 0.00000 | 0.00000 | ||
| 80 | 2016.07.27 22:42 | modify | 27 | 0.01 | 1.30208 | 1.29508 | 1.31608 | ||
| 81 | 2016.07.27 23:43 | close | 27 | 0.01 | 1.30412 | 1.29508 | 1.31608 | 2.02 | 109.32 |