| Символ | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Период | 15 Минут (M15) 2016.09.16 13:45 - 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="USDCAD M15 Generic A-TLP v.11.86"; MagicNumber=666666; 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=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; period_StDev=0; 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; time_break=240; loss=41; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=40; Time_Profit_Pips=10; Exit_Distance=-13; 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="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="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; 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 | 7240 | Смоделировано тиков | 6885805 | Качество моделирования | 99.00% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | Variable | ||
| Чистая прибыль | -3.43 | Общая прибыль | 5.64 | Общий убыток | -9.07 |
| Прибыльность | 0.62 | Матожидание выигрыша | -0.14 | ||
| Абсолютная просадка | 5.46 | Максимальная просадка | 8.92 (8.62%) | Относительная просадка | 8.62% (8.92) |
| Всего сделок | 24 | Короткие позиции (% выигравших) | 8 (62.50%) | Длинные позиции (% выигравших) | 16 (68.75%) |
| Прибыльные сделки (% от всех) | 16 (66.67%) | Убыточные сделки (% от всех) | 8 (33.33%) | ||
| Самая большая | прибыльная сделка | 1.89 | убыточная сделка | -3.19 | |
| Средняя | прибыльная сделка | 0.35 | убыточная сделка | -1.13 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 6 (1.25) | непрерывных проигрышей (убыток) | 2 (-3.33) | |
| Макс. | непрерывная прибыль (число выигрышей) | 2.68 (4) | непрерывный убыток (число проигрышей) | -3.33 (2) | |
| Средний | непрерывный выигрыш | 3 | непрерывный проигрыш | 2 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.10.04 23:31 | buy | 1 | 0.01 | 1.31861 | 0.00000 | 0.00000 | ||
| 2 | 2016.10.04 23:31 | modify | 1 | 0.01 | 1.31861 | 1.31441 | 1.33061 | ||
| 3 | 2016.10.04 23:47 | close | 1 | 0.01 | 1.31909 | 1.31441 | 1.33061 | 0.32 | 100.32 |
| 4 | 2016.10.07 23:29 | sell | 2 | 0.01 | 1.32882 | 0.00000 | 0.00000 | ||
| 5 | 2016.10.07 23:29 | modify | 2 | 0.01 | 1.32882 | 1.33302 | 1.31682 | ||
| 6 | 2016.10.10 00:25 | close | 2 | 0.01 | 1.32623 | 1.33302 | 1.31682 | 1.89 | 102.21 |
| 7 | 2016.10.12 00:00 | sell | 3 | 0.01 | 1.32625 | 0.00000 | 0.00000 | ||
| 8 | 2016.10.12 00:00 | modify | 3 | 0.01 | 1.32625 | 1.33045 | 1.31425 | ||
| 9 | 2016.10.12 01:00 | close | 3 | 0.01 | 1.32559 | 1.33045 | 1.31425 | 0.46 | 102.67 |
| 10 | 2016.10.12 01:43 | buy | 4 | 0.01 | 1.32396 | 0.00000 | 0.00000 | ||
| 11 | 2016.10.12 01:43 | modify | 4 | 0.01 | 1.32396 | 1.31976 | 1.33596 | ||
| 12 | 2016.10.12 04:00 | close | 4 | 0.01 | 1.32402 | 1.31976 | 1.33596 | 0.01 | 102.68 |
| 13 | 2016.10.24 23:07 | buy | 5 | 0.01 | 1.33706 | 0.00000 | 0.00000 | ||
| 14 | 2016.10.24 23:07 | modify | 5 | 0.01 | 1.33706 | 1.33286 | 1.34906 | ||
| 15 | 2016.10.24 23:26 | s/l | 5 | 0.01 | 1.33286 | 1.33286 | 1.34906 | -3.19 | 99.49 |
| 16 | 2016.11.08 23:06 | buy | 6 | 0.01 | 1.32972 | 0.00000 | 0.00000 | ||
| 17 | 2016.11.08 23:06 | modify | 6 | 0.01 | 1.32972 | 1.32552 | 1.34172 | ||
| 18 | 2016.11.09 01:13 | close | 6 | 0.01 | 1.32986 | 1.32552 | 1.34172 | 0.07 | 99.56 |
| 19 | 2016.11.15 01:55 | buy | 7 | 0.01 | 1.35388 | 0.00000 | 0.00000 | ||
| 20 | 2016.11.15 01:55 | modify | 7 | 0.01 | 1.35388 | 1.34968 | 1.36588 | ||
| 21 | 2016.11.15 03:44 | close | 7 | 0.01 | 1.35370 | 1.34968 | 1.36588 | -0.17 | 99.39 |
| 22 | 2016.11.17 23:39 | sell | 8 | 0.01 | 1.35202 | 0.00000 | 0.00000 | ||
| 23 | 2016.11.17 23:39 | modify | 8 | 0.01 | 1.35202 | 1.35622 | 1.34002 | ||
| 24 | 2016.11.18 04:38 | s/l | 8 | 0.01 | 1.35622 | 1.35622 | 1.34002 | -3.16 | 96.23 |
| 25 | 2016.11.25 23:48 | buy | 9 | 0.01 | 1.35170 | 0.00000 | 0.00000 | ||
| 26 | 2016.11.25 23:48 | modify | 9 | 0.01 | 1.35170 | 1.34750 | 1.36370 | ||
| 27 | 2016.11.28 01:00 | close | 9 | 0.01 | 1.35201 | 1.34750 | 1.36370 | 0.19 | 96.42 |
| 28 | 2016.11.29 00:06 | buy | 10 | 0.01 | 1.34084 | 0.00000 | 0.00000 | ||
| 29 | 2016.11.29 00:06 | modify | 10 | 0.01 | 1.34084 | 1.33664 | 1.35284 | ||
| 30 | 2016.11.29 02:02 | close | 10 | 0.01 | 1.34051 | 1.33664 | 1.35284 | -0.29 | 96.13 |
| 31 | 2016.11.29 23:05 | sell | 11 | 0.01 | 1.34373 | 0.00000 | 0.00000 | ||
| 32 | 2016.11.29 23:05 | modify | 11 | 0.01 | 1.34373 | 1.34793 | 1.33173 | ||
| 33 | 2016.11.30 00:45 | close | 11 | 0.01 | 1.34354 | 1.34793 | 1.33173 | 0.08 | 96.21 |
| 34 | 2016.12.02 01:39 | buy | 12 | 0.01 | 1.33039 | 0.00000 | 0.00000 | ||
| 35 | 2016.12.02 01:39 | modify | 12 | 0.01 | 1.33039 | 1.32619 | 1.34239 | ||
| 36 | 2016.12.02 01:45 | close | 12 | 0.01 | 1.33060 | 1.32619 | 1.34239 | 0.12 | 96.33 |
| 37 | 2016.12.02 23:21 | buy | 13 | 0.01 | 1.32815 | 0.00000 | 0.00000 | ||
| 38 | 2016.12.02 23:21 | modify | 13 | 0.01 | 1.32815 | 1.32395 | 1.34015 | ||
| 39 | 2016.12.02 23:28 | close | 13 | 0.01 | 1.32869 | 1.32395 | 1.34015 | 0.37 | 96.70 |
| 40 | 2016.12.06 23:53 | buy | 14 | 0.01 | 1.32747 | 0.00000 | 0.00000 | ||
| 41 | 2016.12.06 23:53 | modify | 14 | 0.01 | 1.32747 | 1.32327 | 1.33947 | ||
| 42 | 2016.12.07 01:30 | close | 14 | 0.01 | 1.32766 | 1.32327 | 1.33947 | 0.10 | 96.81 |
| 43 | 2016.12.12 23:23 | buy | 15 | 0.01 | 1.31273 | 0.00000 | 0.00000 | ||
| 44 | 2016.12.12 23:23 | modify | 15 | 0.01 | 1.31273 | 1.30853 | 1.32473 | ||
| 45 | 2016.12.13 01:30 | close | 15 | 0.01 | 1.31280 | 1.30853 | 1.32473 | 0.01 | 96.82 |
| 46 | 2016.12.13 23:15 | sell | 16 | 0.01 | 1.31356 | 0.00000 | 0.00000 | ||
| 47 | 2016.12.13 23:15 | modify | 16 | 0.01 | 1.31356 | 1.31776 | 1.30156 | ||
| 48 | 2016.12.13 23:23 | close | 16 | 0.01 | 1.31276 | 1.31776 | 1.30156 | 0.57 | 97.39 |
| 49 | 2016.12.13 23:43 | sell | 17 | 0.01 | 1.31356 | 0.00000 | 0.00000 | ||
| 50 | 2016.12.13 23:43 | modify | 17 | 0.01 | 1.31356 | 1.31776 | 1.30156 | ||
| 51 | 2016.12.14 01:30 | close | 17 | 0.01 | 1.31386 | 1.31776 | 1.30156 | -0.29 | 97.10 |
| 52 | 2016.12.15 23:58 | buy | 18 | 0.01 | 1.33343 | 0.00000 | 0.00000 | ||
| 53 | 2016.12.15 23:58 | modify | 18 | 0.01 | 1.33343 | 1.32923 | 1.34543 | ||
| 54 | 2016.12.16 01:30 | close | 18 | 0.01 | 1.33347 | 1.32923 | 1.34543 | -0.01 | 97.09 |
| 55 | 2016.12.16 23:36 | buy | 19 | 0.01 | 1.33322 | 0.00000 | 0.00000 | ||
| 56 | 2016.12.16 23:36 | modify | 19 | 0.01 | 1.33322 | 1.32902 | 1.34522 | ||
| 57 | 2016.12.16 23:48 | close | 19 | 0.01 | 1.33414 | 1.32902 | 1.34522 | 0.65 | 97.74 |
| 58 | 2016.12.20 01:12 | buy | 20 | 0.01 | 1.34014 | 0.00000 | 0.00000 | ||
| 59 | 2016.12.20 01:12 | modify | 20 | 0.01 | 1.34014 | 1.33594 | 1.35214 | ||
| 60 | 2016.12.20 01:45 | close | 20 | 0.01 | 1.34068 | 1.33594 | 1.35214 | 0.36 | 98.10 |
| 61 | 2016.12.23 00:09 | buy | 21 | 0.01 | 1.34845 | 0.00000 | 0.00000 | ||
| 62 | 2016.12.23 00:09 | modify | 21 | 0.01 | 1.34845 | 1.34425 | 1.36045 | ||
| 63 | 2016.12.23 01:00 | close | 21 | 0.01 | 1.34876 | 1.34425 | 1.36045 | 0.19 | 98.29 |
| 64 | 2016.12.27 01:15 | sell | 22 | 0.01 | 1.35195 | 0.00000 | 0.00000 | ||
| 65 | 2016.12.27 01:15 | modify | 22 | 0.01 | 1.35195 | 1.35615 | 1.33995 | ||
| 66 | 2016.12.27 04:22 | close | 22 | 0.01 | 1.35330 | 1.35615 | 1.33995 | -1.04 | 97.25 |
| 67 | 2016.12.30 01:45 | buy | 23 | 0.01 | 1.34861 | 0.00000 | 0.00000 | ||
| 68 | 2016.12.30 01:45 | modify | 23 | 0.01 | 1.34861 | 1.34441 | 1.36061 | ||
| 69 | 2016.12.30 04:30 | close | 23 | 0.01 | 1.34742 | 1.34441 | 1.36061 | -0.92 | 96.33 |
| 70 | 2016.12.30 23:50 | sell | 24 | 0.01 | 1.34450 | 0.00000 | 0.00000 | ||
| 71 | 2016.12.30 23:50 | modify | 24 | 0.01 | 1.34450 | 1.34870 | 1.33250 | ||
| 72 | 2016.12.30 23:57 | close | 24 | 0.01 | 1.34413 | 1.34870 | 1.33250 | 0.24 | 96.57 |