| Символ | EURCHF (Euro vs Swiss Franc) | ||||
| Период | 15 Минут (M15) 2016.10.02 23:00 - 2016.12.30 23:45 (2016.10.01 - 2016.12.31) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | S_1="<==== Basic settings ====>"; Comm="EURCHF M15 Generic A-TLP v.11.86"; MagicNumber=111111; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=44; 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=13; period_StDev=0; Entry_Break=1; Min_Volatility=10; 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=1000; time_break=250; loss=43; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=2; Exit_Profit_Pips=-100; 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"; 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="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; 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 | 7260 | Смоделировано тиков | 4546660 | Качество моделирования | 99.00% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | Variable | ||
| Чистая прибыль | 4.39 | Общая прибыль | 9.20 | Общий убыток | -4.81 |
| Прибыльность | 1.91 | Матожидание выигрыша | 0.22 | ||
| Абсолютная просадка | 2.12 | Максимальная просадка | 5.25 (5.09%) | Относительная просадка | 5.09% (5.25) |
| Всего сделок | 20 | Короткие позиции (% выигравших) | 9 (66.67%) | Длинные позиции (% выигравших) | 11 (81.82%) |
| Прибыльные сделки (% от всех) | 15 (75.00%) | Убыточные сделки (% от всех) | 5 (25.00%) | ||
| Самая большая | прибыльная сделка | 1.56 | убыточная сделка | -2.08 | |
| Средняя | прибыльная сделка | 0.61 | убыточная сделка | -0.96 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 5 (3.64) | непрерывных проигрышей (убыток) | 2 (-1.71) | |
| Макс. | непрерывная прибыль (число выигрышей) | 3.64 (5) | непрерывный убыток (число проигрышей) | -2.08 (1) | |
| Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 1 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.10.03 22:13 | buy | 1 | 0.01 | 1.09120 | 0.00000 | 0.00000 | ||
| 2 | 2016.10.03 22:13 | modify | 1 | 0.01 | 1.09120 | 1.08680 | 1.11120 | ||
| 3 | 2016.10.04 07:35 | close | 1 | 0.01 | 1.09207 | 1.08680 | 1.11120 | 0.83 | 100.83 |
| 4 | 2016.10.07 22:21 | sell | 2 | 0.01 | 1.09465 | 0.00000 | 0.00000 | ||
| 5 | 2016.10.07 22:21 | modify | 2 | 0.01 | 1.09465 | 1.09905 | 1.07465 | ||
| 6 | 2016.10.10 00:50 | close | 2 | 0.01 | 1.09406 | 1.09905 | 1.07465 | 0.53 | 101.36 |
| 7 | 2016.10.14 22:00 | buy | 3 | 0.01 | 1.08694 | 0.00000 | 0.00000 | ||
| 8 | 2016.10.14 22:00 | modify | 3 | 0.01 | 1.08694 | 1.08254 | 1.10694 | ||
| 9 | 2016.10.17 06:05 | close | 3 | 0.01 | 1.08707 | 1.08254 | 1.10694 | 0.09 | 101.45 |
| 10 | 2016.10.17 22:00 | sell | 4 | 0.01 | 1.08766 | 0.00000 | 0.00000 | ||
| 11 | 2016.10.17 22:00 | modify | 4 | 0.01 | 1.08766 | 1.09206 | 1.06766 | ||
| 12 | 2016.10.18 00:55 | close | 4 | 0.01 | 1.08753 | 1.09206 | 1.06766 | 0.07 | 101.52 |
| 13 | 2016.10.28 23:42 | sell | 5 | 0.01 | 1.08519 | 0.00000 | 0.00000 | ||
| 14 | 2016.10.28 23:42 | modify | 5 | 0.01 | 1.08519 | 1.08959 | 1.06519 | ||
| 15 | 2016.10.31 02:55 | close | 5 | 0.01 | 1.08419 | 1.08959 | 1.06519 | 0.94 | 102.45 |
| 16 | 2016.11.02 00:00 | buy | 6 | 0.01 | 1.07766 | 0.00000 | 0.00000 | ||
| 17 | 2016.11.02 00:00 | modify | 6 | 0.01 | 1.07766 | 1.07326 | 1.09766 | ||
| 18 | 2016.11.02 07:16 | close | 6 | 0.01 | 1.07740 | 1.07326 | 1.09766 | -0.30 | 102.15 |
| 19 | 2016.11.04 22:37 | sell | 7 | 0.01 | 1.07950 | 0.00000 | 0.00000 | ||
| 20 | 2016.11.04 22:37 | modify | 7 | 0.01 | 1.07950 | 1.08390 | 1.05950 | ||
| 21 | 2016.11.07 12:26 | close | 7 | 0.01 | 1.08085 | 1.08390 | 1.05950 | -1.41 | 100.74 |
| 22 | 2016.11.07 22:00 | buy | 8 | 0.01 | 1.07590 | 0.00000 | 0.00000 | ||
| 23 | 2016.11.07 22:00 | modify | 8 | 0.01 | 1.07590 | 1.07150 | 1.09590 | ||
| 24 | 2016.11.08 09:24 | close | 8 | 0.01 | 1.07670 | 1.07150 | 1.09590 | 0.76 | 101.50 |
| 25 | 2016.11.08 23:24 | sell | 9 | 0.01 | 1.07785 | 0.00000 | 0.00000 | ||
| 26 | 2016.11.08 23:24 | modify | 9 | 0.01 | 1.07785 | 1.08225 | 1.05785 | ||
| 27 | 2016.11.09 02:48 | close | 9 | 0.01 | 1.07742 | 1.08225 | 1.05785 | 0.37 | 101.87 |
| 28 | 2016.11.11 00:31 | buy | 10 | 0.01 | 1.07462 | 0.00000 | 0.00000 | ||
| 29 | 2016.11.11 00:31 | modify | 10 | 0.01 | 1.07462 | 1.07022 | 1.09462 | ||
| 30 | 2016.11.11 04:35 | close | 10 | 0.01 | 1.07546 | 1.07022 | 1.09462 | 0.80 | 102.67 |
| 31 | 2016.11.18 23:14 | buy | 11 | 0.01 | 1.06980 | 0.00000 | 0.00000 | ||
| 32 | 2016.11.18 23:14 | modify | 11 | 0.01 | 1.06980 | 1.06540 | 1.08980 | ||
| 33 | 2016.11.21 02:09 | close | 11 | 0.01 | 1.07031 | 1.06540 | 1.08980 | 0.47 | 103.14 |
| 34 | 2016.11.21 22:45 | sell | 12 | 0.01 | 1.07243 | 0.00000 | 0.00000 | ||
| 35 | 2016.11.21 22:45 | modify | 12 | 0.01 | 1.07243 | 1.07683 | 1.05243 | ||
| 36 | 2016.11.22 15:40 | close | 12 | 0.01 | 1.07257 | 1.07683 | 1.05243 | -0.20 | 102.94 |
| 37 | 2016.11.28 23:15 | sell | 13 | 0.01 | 1.07524 | 0.00000 | 0.00000 | ||
| 38 | 2016.11.28 23:15 | modify | 13 | 0.01 | 1.07524 | 1.07964 | 1.05524 | ||
| 39 | 2016.11.29 04:53 | close | 13 | 0.01 | 1.07447 | 1.07964 | 1.05524 | 0.71 | 103.65 |
| 40 | 2016.11.29 23:01 | sell | 14 | 0.01 | 1.07747 | 0.00000 | 0.00000 | ||
| 41 | 2016.11.29 23:01 | modify | 14 | 0.01 | 1.07747 | 1.08187 | 1.05747 | ||
| 42 | 2016.11.30 16:07 | close | 14 | 0.01 | 1.07949 | 1.08187 | 1.05747 | -2.08 | 101.56 |
| 43 | 2016.12.05 23:27 | buy | 15 | 0.01 | 1.08329 | 0.00000 | 0.00000 | ||
| 44 | 2016.12.05 23:27 | modify | 15 | 0.01 | 1.08329 | 1.07889 | 1.10329 | ||
| 45 | 2016.12.06 10:14 | close | 15 | 0.01 | 1.08387 | 1.07889 | 1.10329 | 0.54 | 102.11 |
| 46 | 2016.12.13 00:10 | buy | 16 | 0.01 | 1.07780 | 0.00000 | 0.00000 | ||
| 47 | 2016.12.13 00:10 | modify | 16 | 0.01 | 1.07780 | 1.07340 | 1.09780 | ||
| 48 | 2016.12.13 02:12 | close | 16 | 0.01 | 1.07851 | 1.07340 | 1.09780 | 0.67 | 102.78 |
| 49 | 2016.12.15 23:21 | buy | 17 | 0.01 | 1.07282 | 0.00000 | 0.00000 | ||
| 50 | 2016.12.15 23:21 | modify | 17 | 0.01 | 1.07282 | 1.06842 | 1.09282 | ||
| 51 | 2016.12.16 08:06 | close | 17 | 0.01 | 1.07315 | 1.06842 | 1.09282 | 0.29 | 103.07 |
| 52 | 2016.12.16 23:40 | sell | 18 | 0.01 | 1.07288 | 0.00000 | 0.00000 | ||
| 53 | 2016.12.16 23:40 | modify | 18 | 0.01 | 1.07288 | 1.07728 | 1.05288 | ||
| 54 | 2016.12.19 11:52 | close | 18 | 0.01 | 1.07224 | 1.07728 | 1.05288 | 0.58 | 103.64 |
| 55 | 2016.12.30 00:47 | buy | 19 | 0.01 | 1.07252 | 0.00000 | 0.00000 | ||
| 56 | 2016.12.30 00:47 | modify | 19 | 0.01 | 1.07252 | 1.06812 | 1.09252 | ||
| 57 | 2016.12.30 01:39 | close | 19 | 0.01 | 1.07411 | 1.06812 | 1.09252 | 1.56 | 105.20 |
| 58 | 2016.12.30 22:30 | buy | 20 | 0.01 | 1.07203 | 0.00000 | 0.00000 | ||
| 59 | 2016.12.30 22:30 | modify | 20 | 0.01 | 1.07203 | 1.06763 | 1.09203 | ||
| 60 | 2016.12.30 23:59 | close at stop | 20 | 0.01 | 1.07126 | 1.06763 | 1.09203 | -0.81 | 104.39 |