| Символ | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
| Период | 1 Минута (M1) 2010.01.01 00:03 - 2017.04.18 23:59 (2010.01.01 - 2017.03.31) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | a0=" ВХОДНЫЕ ПАРАМЕТРЫ STRING "; ТФ="W1"; Lots=0.01; LotExponent=1; Step=100; Candles=200; Slippage=3; TakeProfit=50; MaxTrades=20; Gep=15; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК "; UseBU=false; TakeProfitBU=30; HourBU=72; ac=" Динамический расчет сигнальной свечи (при kol_bar_sredn=0 работает Candles)"; kol_bar_sredn=0; K_Candles=1; UseDinStep=false; K_Step_Candles=0.5; K_TP=0.25; ad=" Изучаем свечу младшего ТФ "; UseFriday=false; MaxCandlesFriday=50; ae=" Исключаем из торгов новый год "; UseNY=true; DataStart="12.15"; DataEnd="01.15"; MagicBuy=111; MagicSell=222; | ||||
| Баров в истории | 2722654 | Смоделировано тиков | 152950779 | Качество моделирования | 99.90% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (23) | ||
| Чистая прибыль | 118.97 | Общая прибыль | 189.97 | Общий убыток | -71.00 |
| Прибыльность | 2.68 | Матожидание выигрыша | 4.10 | ||
| Абсолютная просадка | 329.59 | Максимальная просадка | 373.70 (3.72%) | Относительная просадка | 3.72% (373.70) |
| Всего сделок | 29 | Короткие позиции (% выигравших) | 9 (77.78%) | Длинные позиции (% выигравших) | 20 (80.00%) |
| Прибыльные сделки (% от всех) | 23 (79.31%) | Убыточные сделки (% от всех) | 6 (20.69%) | ||
| Самая большая | прибыльная сделка | 38.42 | убыточная сделка | -28.78 | |
| Средняя | прибыльная сделка | 8.26 | убыточная сделка | -11.83 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 9 (130.34) | непрерывных проигрышей (убыток) | 4 (-70.92) | |
| Макс. | непрерывная прибыль (число выигрышей) | 130.34 (9) | непрерывный убыток (число проигрышей) | -70.92 (4) | |
| Средний | непрерывный выигрыш | 6 | непрерывный проигрыш | 2 | |

| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2010.05.24 00:00 | buy | 1 | 0.01 | 0.88198 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.24 00:00 | modify | 1 | 0.01 | 0.88198 | 0.00000 | 0.88698 | ||
| 3 | 2010.05.26 11:40 | t/p | 1 | 0.01 | 0.88698 | 0.00000 | 0.88698 | 3.75 | 10003.75 |
| 4 | 2011.03.28 00:02 | sell | 2 | 0.01 | 1.00348 | 0.00000 | 0.00000 | ||
| 5 | 2011.03.28 00:02 | modify | 2 | 0.01 | 1.00348 | 0.00000 | 0.99848 | ||
| 6 | 2011.03.29 11:11 | t/p | 2 | 0.01 | 0.99848 | 0.00000 | 0.99848 | 3.70 | 10007.46 |
| 7 | 2011.08.01 00:00 | sell | 3 | 0.01 | 1.05146 | 0.00000 | 0.00000 | ||
| 8 | 2011.08.01 00:00 | modify | 3 | 0.01 | 1.05146 | 0.00000 | 1.04646 | ||
| 9 | 2011.08.02 07:35 | t/p | 3 | 0.01 | 1.04646 | 0.00000 | 1.04646 | 3.70 | 10011.16 |
| 10 | 2011.08.08 00:00 | buy | 4 | 0.01 | 1.02315 | 0.00000 | 0.00000 | ||
| 11 | 2011.08.08 00:00 | modify | 4 | 0.01 | 1.02315 | 0.00000 | 1.02815 | ||
| 12 | 2011.08.08 08:34 | buy | 5 | 0.01 | 1.01314 | 0.00000 | 0.00000 | ||
| 13 | 2011.08.08 08:34 | modify | 5 | 0.01 | 1.01314 | 0.00000 | 1.02315 | ||
| 14 | 2011.08.08 08:34 | modify | 4 | 0.01 | 1.02315 | 0.00000 | 1.02315 | ||
| 15 | 2011.08.08 14:10 | t/p | 4 | 0.01 | 1.02315 | 0.00000 | 1.02315 | 0.00 | 10011.16 |
| 16 | 2011.08.08 14:10 | t/p | 5 | 0.01 | 1.02315 | 0.00000 | 1.02315 | 7.47 | 10018.63 |
| 17 | 2011.09.19 00:00 | buy | 6 | 0.01 | 1.01064 | 0.00000 | 0.00000 | ||
| 18 | 2011.09.19 00:00 | modify | 6 | 0.01 | 1.01064 | 0.00000 | 1.01564 | ||
| 19 | 2011.09.20 11:38 | t/p | 6 | 0.01 | 1.01564 | 0.00000 | 1.01564 | 3.74 | 10022.37 |
| 20 | 2011.10.17 00:00 | sell | 7 | 0.01 | 1.04377 | 0.00000 | 0.00000 | ||
| 21 | 2011.10.17 00:00 | modify | 7 | 0.01 | 1.04377 | 0.00000 | 1.03877 | ||
| 22 | 2011.10.17 08:44 | t/p | 7 | 0.01 | 1.03877 | 0.00000 | 1.03877 | 3.74 | 10026.11 |
| 23 | 2012.10.08 00:00 | buy | 8 | 0.01 | 0.99270 | 0.00000 | 0.00000 | ||
| 24 | 2012.10.08 00:00 | modify | 8 | 0.01 | 0.99270 | 0.00000 | 0.99770 | ||
| 25 | 2012.10.09 03:06 | t/p | 8 | 0.01 | 0.99770 | 0.00000 | 0.99770 | 3.75 | 10029.87 |
| 26 | 2012.10.22 00:01 | sell | 9 | 0.01 | 1.02577 | 0.00000 | 0.00000 | ||
| 27 | 2012.10.22 00:01 | modify | 9 | 0.01 | 1.02577 | 0.00000 | 1.02077 | ||
| 28 | 2012.10.23 16:00 | t/p | 9 | 0.01 | 1.02077 | 0.00000 | 1.02077 | 3.70 | 10033.57 |
| 29 | 2013.05.13 00:06 | buy | 10 | 0.01 | 1.01195 | 0.00000 | 0.00000 | ||
| 30 | 2013.05.13 00:06 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 1.01695 | ||
| 31 | 2013.05.16 08:52 | buy | 11 | 0.01 | 1.00195 | 0.00000 | 0.00000 | ||
| 32 | 2013.05.16 08:52 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 1.01195 | ||
| 33 | 2013.05.16 08:52 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 1.01195 | ||
| 34 | 2013.05.31 12:03 | buy | 12 | 0.01 | 0.99195 | 0.00000 | 0.00000 | ||
| 35 | 2013.05.31 12:03 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 1.00695 | ||
| 36 | 2013.05.31 12:03 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 1.00695 | ||
| 37 | 2013.05.31 12:03 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 1.00695 | ||
| 38 | 2013.06.06 03:20 | buy | 13 | 0.01 | 0.98190 | 0.00000 | 0.00000 | ||
| 39 | 2013.06.06 03:20 | modify | 13 | 0.01 | 0.98190 | 0.00000 | 1.00194 | ||
| 40 | 2013.06.06 03:20 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 1.00194 | ||
| 41 | 2013.06.06 03:20 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 1.00194 | ||
| 42 | 2013.06.06 03:20 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 1.00194 | ||
| 43 | 2013.06.07 15:30 | buy | 14 | 0.01 | 0.97183 | 0.00000 | 0.00000 | ||
| 44 | 2013.06.07 15:30 | modify | 14 | 0.01 | 0.97183 | 0.00000 | 0.99692 | ||
| 45 | 2013.06.07 15:30 | modify | 13 | 0.01 | 0.98190 | 0.00000 | 0.99692 | ||
| 46 | 2013.06.07 15:30 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 0.99692 | ||
| 47 | 2013.06.07 15:30 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 0.99692 | ||
| 48 | 2013.06.07 15:30 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 0.99692 | ||
| 49 | 2013.06.10 00:00 | buy | 15 | 0.01 | 0.96099 | 0.00000 | 0.00000 | ||
| 50 | 2013.06.10 00:00 | modify | 15 | 0.01 | 0.96099 | 0.00000 | 0.99176 | ||
| 51 | 2013.06.10 00:00 | modify | 14 | 0.01 | 0.97183 | 0.00000 | 0.99176 | ||
| 52 | 2013.06.10 00:00 | modify | 13 | 0.01 | 0.98190 | 0.00000 | 0.99176 | ||
| 53 | 2013.06.10 00:00 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 0.99176 | ||
| 54 | 2013.06.10 00:00 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 0.99176 | ||
| 55 | 2013.06.10 00:00 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 0.99176 | ||
| 56 | 2013.06.20 04:45 | buy | 16 | 0.01 | 0.95090 | 0.00000 | 0.00000 | ||
| 57 | 2013.06.20 04:45 | modify | 16 | 0.01 | 0.95090 | 0.00000 | 0.98664 | ||
| 58 | 2013.06.20 04:45 | modify | 15 | 0.01 | 0.96099 | 0.00000 | 0.98664 | ||
| 59 | 2013.06.20 04:45 | modify | 14 | 0.01 | 0.97183 | 0.00000 | 0.98664 | ||
| 60 | 2013.06.20 04:45 | modify | 13 | 0.01 | 0.98190 | 0.00000 | 0.98664 | ||
| 61 | 2013.06.20 04:45 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 0.98664 | ||
| 62 | 2013.06.20 04:45 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 0.98664 | ||
| 63 | 2013.06.20 04:45 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 0.98664 | ||
| 64 | 2013.07.12 13:37 | buy | 17 | 0.01 | 0.94072 | 0.00000 | 0.00000 | ||
| 65 | 2013.07.12 13:37 | modify | 17 | 0.01 | 0.94072 | 0.00000 | 0.98152 | ||
| 66 | 2013.07.12 13:37 | modify | 16 | 0.01 | 0.95090 | 0.00000 | 0.98152 | ||
| 67 | 2013.07.12 13:37 | modify | 15 | 0.01 | 0.96099 | 0.00000 | 0.98152 | ||
| 68 | 2013.07.12 13:37 | modify | 14 | 0.01 | 0.97183 | 0.00000 | 0.98152 | ||
| 69 | 2013.07.12 13:37 | modify | 13 | 0.01 | 0.98190 | 0.00000 | 0.98152 | ||
| 70 | 2013.07.12 13:37 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 0.98152 | ||
| 71 | 2013.07.12 13:37 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 0.98152 | ||
| 72 | 2013.07.12 13:37 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 0.98152 | ||
| 73 | 2013.07.31 03:46 | buy | 18 | 0.01 | 0.93066 | 0.00000 | 0.00000 | ||
| 74 | 2013.07.31 03:46 | modify | 18 | 0.01 | 0.93066 | 0.00000 | 0.97643 | ||
| 75 | 2013.07.31 03:46 | modify | 17 | 0.01 | 0.94072 | 0.00000 | 0.97643 | ||
| 76 | 2013.07.31 03:46 | modify | 16 | 0.01 | 0.95090 | 0.00000 | 0.97643 | ||
| 77 | 2013.07.31 03:46 | modify | 15 | 0.01 | 0.96099 | 0.00000 | 0.97643 | ||
| 78 | 2013.07.31 03:46 | modify | 14 | 0.01 | 0.97183 | 0.00000 | 0.97643 | ||
| 79 | 2013.07.31 03:46 | modify | 13 | 0.01 | 0.98190 | 0.00000 | 0.97643 | ||
| 80 | 2013.07.31 03:46 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 0.97643 | ||
| 81 | 2013.07.31 03:46 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 0.97643 | ||
| 82 | 2013.07.31 03:46 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 0.97643 | ||
| 83 | 2013.07.31 21:14 | buy | 19 | 0.01 | 0.92066 | 0.00000 | 0.00000 | ||
| 84 | 2013.07.31 21:14 | modify | 19 | 0.01 | 0.92066 | 0.00000 | 0.97135 | ||
| 85 | 2013.07.31 21:14 | modify | 18 | 0.01 | 0.93066 | 0.00000 | 0.97135 | ||
| 86 | 2013.07.31 21:14 | modify | 17 | 0.01 | 0.94072 | 0.00000 | 0.97135 | ||
| 87 | 2013.07.31 21:14 | modify | 16 | 0.01 | 0.95090 | 0.00000 | 0.97135 | ||
| 88 | 2013.07.31 21:14 | modify | 15 | 0.01 | 0.96099 | 0.00000 | 0.97135 | ||
| 89 | 2013.07.31 21:14 | modify | 14 | 0.01 | 0.97183 | 0.00000 | 0.97135 | ||
| 90 | 2013.07.31 21:14 | modify | 13 | 0.01 | 0.98190 | 0.00000 | 0.97135 | ||
| 91 | 2013.07.31 21:14 | modify | 12 | 0.01 | 0.99195 | 0.00000 | 0.97135 | ||
| 92 | 2013.07.31 21:14 | modify | 11 | 0.01 | 1.00195 | 0.00000 | 0.97135 | ||
| 93 | 2013.07.31 21:14 | modify | 10 | 0.01 | 1.01195 | 0.00000 | 0.97135 | ||
| 94 | 2013.09.18 22:59 | t/p | 10 | 0.01 | 0.97135 | 0.00000 | 0.97135 | -28.78 | 10004.79 |
| 95 | 2013.09.18 22:59 | t/p | 11 | 0.01 | 0.97135 | 0.00000 | 0.97135 | -21.38 | 9983.40 |
| 96 | 2013.09.18 22:59 | t/p | 12 | 0.01 | 0.97135 | 0.00000 | 0.97135 | -14.09 | 9969.31 |
| 97 | 2013.09.18 22:59 | t/p | 13 | 0.01 | 0.97135 | 0.00000 | 0.97135 | -6.66 | 9962.65 |
| 98 | 2013.09.18 22:59 | t/p | 14 | 0.01 | 0.97135 | 0.00000 | 0.97135 | 0.85 | 9963.49 |
| 99 | 2013.09.18 22:59 | t/p | 15 | 0.01 | 0.97135 | 0.00000 | 0.97135 | 8.92 | 9972.42 |
| 100 | 2013.09.18 22:59 | t/p | 16 | 0.01 | 0.97135 | 0.00000 | 0.97135 | 16.31 | 9988.73 |
| 101 | 2013.09.18 22:59 | t/p | 17 | 0.01 | 0.97135 | 0.00000 | 0.97135 | 23.65 | 10012.38 |
| 102 | 2013.09.18 22:59 | t/p | 18 | 0.01 | 0.97135 | 0.00000 | 0.97135 | 30.95 | 10043.33 |
| 103 | 2013.09.18 22:59 | t/p | 19 | 0.01 | 0.97135 | 0.00000 | 0.97135 | 38.42 | 10081.75 |
| 104 | 2014.09.22 00:00 | buy | 20 | 0.01 | 0.97946 | 0.00000 | 0.00000 | ||
| 105 | 2014.09.22 00:00 | modify | 20 | 0.01 | 0.97946 | 0.00000 | 0.98446 | ||
| 106 | 2014.09.24 10:11 | t/p | 20 | 0.01 | 0.98446 | 0.00000 | 0.98446 | 3.75 | 10085.51 |
| 107 | 2015.04.06 00:05 | buy | 21 | 0.01 | 0.95094 | 0.00000 | 0.00000 | ||
| 108 | 2015.04.06 00:05 | modify | 21 | 0.01 | 0.95094 | 0.00000 | 0.95594 | ||
| 109 | 2015.04.07 07:30 | t/p | 21 | 0.01 | 0.95594 | 0.00000 | 0.95594 | 3.74 | 10089.25 |
| 110 | 2015.09.07 00:05 | buy | 22 | 0.01 | 0.91741 | 0.00000 | 0.00000 | ||
| 111 | 2015.09.07 00:05 | modify | 22 | 0.01 | 0.91741 | 0.00000 | 0.92241 | ||
| 112 | 2015.09.07 12:54 | t/p | 22 | 0.01 | 0.92241 | 0.00000 | 0.92241 | 3.74 | 10092.99 |
| 113 | 2015.10.12 00:00 | sell | 23 | 0.01 | 0.94813 | 0.00000 | 0.00000 | ||
| 114 | 2015.10.12 00:00 | modify | 23 | 0.01 | 0.94813 | 0.00000 | 0.94313 | ||
| 115 | 2015.10.12 20:43 | sell | 24 | 0.01 | 0.95814 | 0.00000 | 0.00000 | ||
| 116 | 2015.10.12 20:43 | modify | 24 | 0.01 | 0.95814 | 0.00000 | 0.94814 | ||
| 117 | 2015.10.12 20:43 | modify | 23 | 0.01 | 0.94813 | 0.00000 | 0.94814 | ||
| 118 | 2015.10.13 17:48 | t/p | 23 | 0.01 | 0.94814 | 0.00000 | 0.94814 | -0.03 | 10092.96 |
| 119 | 2015.10.13 17:48 | t/p | 24 | 0.01 | 0.94814 | 0.00000 | 0.94814 | 7.44 | 10100.41 |
| 120 | 2016.02.29 00:00 | buy | 25 | 0.01 | 0.96198 | 0.00000 | 0.00000 | ||
| 121 | 2016.02.29 00:00 | modify | 25 | 0.01 | 0.96198 | 0.00000 | 0.96698 | ||
| 122 | 2016.02.29 10:31 | t/p | 25 | 0.01 | 0.96698 | 0.00000 | 0.96698 | 3.73 | 10104.14 |
| 123 | 2016.07.11 00:00 | sell | 26 | 0.01 | 0.98645 | 0.00000 | 0.00000 | ||
| 124 | 2016.07.11 00:00 | modify | 26 | 0.01 | 0.98645 | 0.00000 | 0.98145 | ||
| 125 | 2016.07.12 11:03 | sell | 27 | 0.01 | 0.99645 | 0.00000 | 0.00000 | ||
| 126 | 2016.07.12 11:03 | modify | 27 | 0.01 | 0.99645 | 0.00000 | 0.98645 | ||
| 127 | 2016.07.12 11:03 | modify | 26 | 0.01 | 0.98645 | 0.00000 | 0.98645 | ||
| 128 | 2016.07.13 20:39 | t/p | 26 | 0.01 | 0.98645 | 0.00000 | 0.98645 | -0.05 | 10104.08 |
| 129 | 2016.07.13 20:39 | t/p | 27 | 0.01 | 0.98645 | 0.00000 | 0.98645 | 7.43 | 10111.52 |
| 130 | 2016.11.21 00:00 | buy | 28 | 0.01 | 0.98918 | 0.00000 | 0.00000 | ||
| 131 | 2016.11.21 00:00 | modify | 28 | 0.01 | 0.98918 | 0.00000 | 0.99418 | ||
| 132 | 2016.11.22 19:04 | t/p | 28 | 0.01 | 0.99418 | 0.00000 | 0.99418 | 3.74 | 10115.26 |
| 133 | 2017.01.23 00:00 | sell | 29 | 0.01 | 1.00634 | 0.00000 | 0.00000 | ||
| 134 | 2017.01.23 00:00 | modify | 29 | 0.01 | 1.00634 | 0.00000 | 1.00134 | ||
| 135 | 2017.01.24 16:24 | t/p | 29 | 0.01 | 1.00134 | 0.00000 | 1.00134 | 3.71 | 10118.97 |