| Символ | USDJPY (US Dollar vs Japanese Yen) | ||||
| 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="USDJPY M15 Generic A-TLP v.11.86"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=3; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=45; Take_Profit=100; 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; period_StDev=0; Entry_Break=4; Min_Volatility=7; 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=75; time_break=240; loss=43; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=210; Time_Profit_Pips=10; Exit_Distance=-8; 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="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="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 | 7241 | Смоделировано тиков | 6612100 | Качество моделирования | 99.00% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 100.00 | Спред | Variable | ||
| Чистая прибыль | 0.99 | Общая прибыль | 11.88 | Общий убыток | -10.89 |
| Прибыльность | 1.09 | Матожидание выигрыша | 0.05 | ||
| Абсолютная просадка | 3.67 | Максимальная просадка | 8.73 (8.31%) | Относительная просадка | 8.31% (8.73) |
| Всего сделок | 21 | Короткие позиции (% выигравших) | 11 (90.91%) | Длинные позиции (% выигравших) | 10 (50.00%) |
| Прибыльные сделки (% от всех) | 15 (71.43%) | Убыточные сделки (% от всех) | 6 (28.57%) | ||
| Самая большая | прибыльная сделка | 1.74 | убыточная сделка | -4.21 | |
| Средняя | прибыльная сделка | 0.79 | убыточная сделка | -1.82 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 6 (5.07) | непрерывных проигрышей (убыток) | 2 (-4.70) | |
| Макс. | непрерывная прибыль (число выигрышей) | 5.07 (6) | непрерывный убыток (число проигрышей) | -4.70 (2) | |
| Средний | непрерывный выигрыш | 4 | непрерывный проигрыш | 2 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.10.06 23:49 | buy | 1 | 0.01 | 103.938 | 0.000 | 0.000 | ||
| 2 | 2016.10.06 23:49 | modify | 1 | 0.01 | 103.938 | 103.488 | 104.938 | ||
| 3 | 2016.10.07 01:33 | close | 1 | 0.01 | 103.980 | 103.488 | 104.938 | 0.37 | 100.37 |
| 4 | 2016.10.13 23:53 | sell | 2 | 0.01 | 103.714 | 0.000 | 0.000 | ||
| 5 | 2016.10.13 23:53 | modify | 2 | 0.01 | 103.714 | 104.164 | 102.714 | ||
| 6 | 2016.10.14 00:30 | close | 2 | 0.01 | 103.673 | 104.164 | 102.714 | 0.30 | 100.67 |
| 7 | 2016.10.25 00:02 | buy | 3 | 0.01 | 104.159 | 0.000 | 0.000 | ||
| 8 | 2016.10.25 00:02 | modify | 3 | 0.01 | 104.159 | 103.709 | 105.159 | ||
| 9 | 2016.10.25 00:25 | close | 3 | 0.01 | 104.208 | 103.709 | 105.159 | 0.43 | 101.10 |
| 10 | 2016.11.11 00:27 | buy | 4 | 0.01 | 106.721 | 0.000 | 0.000 | ||
| 11 | 2016.11.11 00:27 | modify | 4 | 0.01 | 106.721 | 106.271 | 107.721 | ||
| 12 | 2016.11.11 01:18 | close | 4 | 0.01 | 106.898 | 106.271 | 107.721 | 1.62 | 102.72 |
| 13 | 2016.11.11 23:58 | buy | 5 | 0.01 | 106.641 | 0.000 | 0.000 | ||
| 14 | 2016.11.11 23:58 | modify | 5 | 0.01 | 106.641 | 106.191 | 107.641 | ||
| 15 | 2016.11.14 00:25 | close | 5 | 0.01 | 106.830 | 106.191 | 107.641 | 1.74 | 104.45 |
| 16 | 2016.11.15 00:38 | buy | 6 | 0.01 | 108.302 | 0.000 | 0.000 | ||
| 17 | 2016.11.15 00:38 | modify | 6 | 0.01 | 108.302 | 107.852 | 109.302 | ||
| 18 | 2016.11.15 02:25 | s/l | 6 | 0.01 | 107.852 | 107.852 | 109.302 | -4.21 | 100.24 |
| 19 | 2016.11.16 00:21 | buy | 7 | 0.01 | 109.078 | 0.000 | 0.000 | ||
| 20 | 2016.11.16 00:21 | modify | 7 | 0.01 | 109.078 | 108.628 | 110.078 | ||
| 21 | 2016.11.16 04:28 | close | 7 | 0.01 | 109.029 | 108.628 | 110.078 | -0.49 | 99.75 |
| 22 | 2016.11.18 00:27 | sell | 8 | 0.01 | 110.227 | 0.000 | 0.000 | ||
| 23 | 2016.11.18 00:27 | modify | 8 | 0.01 | 110.227 | 110.677 | 109.227 | ||
| 24 | 2016.11.18 02:02 | close | 8 | 0.01 | 110.113 | 110.677 | 109.227 | 1.00 | 100.75 |
| 25 | 2016.11.21 23:01 | buy | 9 | 0.01 | 110.971 | 0.000 | 0.000 | ||
| 26 | 2016.11.21 23:01 | modify | 9 | 0.01 | 110.971 | 110.521 | 111.971 | ||
| 27 | 2016.11.21 23:15 | s/l | 9 | 0.01 | 110.521 | 110.521 | 111.971 | -4.11 | 96.64 |
| 28 | 2016.11.24 23:12 | buy | 10 | 0.01 | 113.313 | 0.000 | 0.000 | ||
| 29 | 2016.11.24 23:12 | modify | 10 | 0.01 | 113.313 | 112.863 | 114.313 | ||
| 30 | 2016.11.24 23:22 | close | 10 | 0.01 | 113.346 | 112.863 | 114.313 | 0.25 | 96.89 |
| 31 | 2016.11.25 23:15 | sell | 11 | 0.01 | 113.178 | 0.000 | 0.000 | ||
| 32 | 2016.11.25 23:15 | modify | 11 | 0.01 | 113.178 | 113.628 | 112.178 | ||
| 33 | 2016.11.25 23:47 | close | 11 | 0.01 | 113.042 | 113.628 | 112.178 | 1.16 | 98.05 |
| 34 | 2016.11.25 23:57 | sell | 12 | 0.01 | 113.198 | 0.000 | 0.000 | ||
| 35 | 2016.11.25 23:57 | modify | 12 | 0.01 | 113.198 | 113.648 | 112.198 | ||
| 36 | 2016.11.25 23:58 | close | 12 | 0.01 | 113.072 | 113.648 | 112.198 | 1.07 | 99.12 |
| 37 | 2016.11.30 00:42 | sell | 13 | 0.01 | 112.504 | 0.000 | 0.000 | ||
| 38 | 2016.11.30 00:42 | modify | 13 | 0.01 | 112.504 | 112.954 | 111.504 | ||
| 39 | 2016.11.30 02:03 | close | 13 | 0.01 | 112.381 | 112.954 | 111.504 | 1.05 | 100.17 |
| 40 | 2016.12.02 00:53 | sell | 14 | 0.01 | 114.185 | 0.000 | 0.000 | ||
| 41 | 2016.12.02 00:53 | modify | 14 | 0.01 | 114.185 | 114.635 | 113.185 | ||
| 42 | 2016.12.02 01:31 | close | 14 | 0.01 | 114.092 | 114.635 | 113.185 | 0.78 | 100.95 |
| 43 | 2016.12.09 00:45 | sell | 15 | 0.01 | 114.116 | 0.000 | 0.000 | ||
| 44 | 2016.12.09 00:45 | modify | 15 | 0.01 | 114.116 | 114.566 | 113.116 | ||
| 45 | 2016.12.09 02:01 | close | 15 | 0.01 | 114.025 | 114.566 | 113.116 | 0.76 | 101.71 |
| 46 | 2016.12.13 00:08 | buy | 16 | 0.01 | 114.939 | 0.000 | 0.000 | ||
| 47 | 2016.12.13 00:08 | modify | 16 | 0.01 | 114.939 | 114.489 | 115.939 | ||
| 48 | 2016.12.13 02:49 | close | 16 | 0.01 | 114.932 | 114.489 | 115.939 | -0.10 | 101.61 |
| 49 | 2016.12.14 00:55 | sell | 17 | 0.01 | 115.261 | 0.000 | 0.000 | ||
| 50 | 2016.12.14 00:55 | modify | 17 | 0.01 | 115.261 | 115.711 | 114.261 | ||
| 51 | 2016.12.14 00:56 | close | 17 | 0.01 | 115.203 | 115.711 | 114.261 | 0.46 | 102.07 |
| 52 | 2016.12.14 00:57 | sell | 18 | 0.01 | 115.248 | 0.000 | 0.000 | ||
| 53 | 2016.12.14 00:57 | modify | 18 | 0.01 | 115.248 | 115.698 | 114.248 | ||
| 54 | 2016.12.14 01:30 | close | 18 | 0.01 | 115.200 | 115.698 | 114.248 | 0.38 | 102.45 |
| 55 | 2016.12.21 00:09 | sell | 19 | 0.01 | 117.922 | 0.000 | 0.000 | ||
| 56 | 2016.12.21 00:09 | modify | 19 | 0.01 | 117.922 | 118.372 | 116.922 | ||
| 57 | 2016.12.21 00:45 | close | 19 | 0.01 | 117.856 | 118.372 | 116.922 | 0.52 | 102.97 |
| 58 | 2016.12.30 00:42 | buy | 20 | 0.01 | 116.488 | 0.000 | 0.000 | ||
| 59 | 2016.12.30 00:42 | modify | 20 | 0.01 | 116.488 | 116.038 | 117.488 | ||
| 60 | 2016.12.30 04:09 | close | 20 | 0.01 | 116.384 | 116.038 | 117.488 | -0.93 | 102.04 |
| 61 | 2016.12.30 23:17 | sell | 21 | 0.01 | 116.943 | 0.000 | 0.000 | ||
| 62 | 2016.12.30 23:17 | modify | 21 | 0.01 | 116.943 | 117.393 | 115.943 | ||
| 63 | 2016.12.30 23:59 | close at stop | 21 | 0.01 | 117.061 | 117.393 | 115.943 | -1.05 | 100.99 |