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Probability Channel: Погрешность определения вероятностных уровней для различных значений длины окна и вероятности

Илья Зябрев, Олег Пожарков, Ирина Пожаркова, 07.09.2011



Данные таблицы являются Приложением 1 к статье "Анализ эффективности метода построения вероятностных уровней поддержки и сопротивления Probability Channel".

Обозначения в таблице:

  • P% - заданная вероятность
  • CrossL - пробоев уровня поддержки, всего
  • CrossL- - пробоев уровня поддержки, неудачных
  • TrueLP% - фактическая доля непробоя поддержки
  • dPL% - относительное отклонение фактической доли непробоя поддержки от прогноза
  • SumL - суммарное кол-во пунктов (цена закрытия дня минус уровень) при пробое уровня поддержки
  • SumL avg - среднее кол-во пунктов на сделку (цена закрытия дня минус уровень) при пробое уровня поддержки
  • DohL - доходность стратегии при пробое уровня поддержки, %
  • CrossH - пробоев уровня сопротивления, всего
  • CrossH- - пробоев уровня сопротивления, неудачных
  • TrueHP% - фактическая доля непробоя сопротивления
  • dPH% - относительное отклонение фактической доли непробоя сопротивления от прогноза
  • SumH - суммарное кол-во пунктов (уровень минус цена закрытия дня) при пробое уровня сопротивления
  • SumH avg - среднее кол-во пунктов на сделку (уровень минус цена закрытия дня) при пробое уровня сопротивления
  • DohH - доходность стратегии при пробое уровня сопротивления, %

Расчет эфективности Probability Channel для EURUSD, размер окна 250

Всего истории: 3824 дней
Расчет проходит для 3574 дней
Начало расчета: 4.11.1997, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%196286875.71%0.93%119226.07107.75%181388375.29%0.38%22191.2224.31%
76%188582876.83%1.08%111755.92101.19%174084976.24%0.31%24851.4225.06%
77%181079377.81%1.04%102485.6693.29%166181477.22%0.28%18691.1219.43%
78%171276378.65%0.82%82984.8477.27%158477878.23%0.29%14100.8916.45%
79%163472979.6%0.75%78494.874.43%151574079.29%0.36%17101.1218.34%
80%155769680.52%0.64%73544.7269.49%144470680.24%0.29%11710.8113.42%
81%147366781.33%0.4%60314.0957.7%138467981%0%17211.2417.06%
82%138962382.56%0.67%53613.8549.96%130863982.12%0.14%24301.8522.45%
83%131558483.65%0.77%53104.0348.96%123259183.46%0.55%27332.2125.68%
84%124354584.75%0.88%50774.0848.08%115956084.33%0.39%23051.9822.85%
85%115451585.59%0.68%37693.2636.23%108551485.61%0.71%21942.0220.89%
86%107648586.42%0.48%35363.2834.05%100847086.84%0.96%19741.9517.7%
87%99445887.18%0.2%1995220.79%92244587.54%0.61%11131.29.95%
88%92742788.05%0.05%24362.6224.82%85241488.41%0.46%85617.71%
89%85638189.33%0.36%2570324.65%78739189.05%0.05%560.070.64%
90%77934990.23%0.25%18712.418.84%71235989.95%-0.06%-508-0.72-4.7%
91%71331491.21%0.23%17692.4817.51%64932990.79%-0.24%-516-0.8-3.38%
92%64628492.05%0.05%16202.515.96%58530491.49%-0.56%-13-0.031.2%
93%57425392.92%-0.09%17953.1217.02%51226692.55%-0.49%7381.447.02%
94%49322093.84%-0.18%16093.2615.79%44422493.73%-0.29%7291.646.93%
95%41119394.59%-0.44%15313.7213.95%37719194.65%-0.37%8632.287.98%
96%33815595.66%-0.36%11333.3510.92%31615695.63%-0.39%6972.26.73%
97%27112696.47%-0.55%8683.28.87%25412596.5%-0.52%8953.528.09%
98%2049697.31%-0.71%9624.718.29%1989497.36%-0.66%11665.889.85%
99%1335398.51%-0.5%6094.575.56%1456798.12%-0.9%10987.579.05%
Средняя
эффекти-
вность
99.8921%99.8309%

Расчет эфективности Probability Channel для EURUSD, размер окна 300

Всего истории: 3824 дней
Расчет проходит для 3524 дней
Начало расчета: 14.1.1998, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%196186375.51%0.67%121416.19110.75%181088674.85%-0.21%26751.4726.6%
76%188283276.39%0.51%113816.04102.84%174385575.73%-0.36%23601.3525.46%
77%179579377.49%0.63%101055.6291.96%166881276.95%-0.07%9270.5513.92%
78%171776178.4%0.51%92075.3685.85%158577378.06%0.07%900.055.92%
79%164572879.34%0.42%80414.8876.79%152074178.97%-0.04%9000.5912.15%
80%156069880.19%0.23%68104.3665.59%144270779.93%-0.09%2990.26.13%
81%146965981.29%0.35%49653.3749.68%138068180.67%-0.41%9630.6911.62%
82%139261982.43%0.52%47903.4446.99%131564581.69%-0.38%15701.1916.9%
83%130859083.25%0.3%39222.9938.61%123860082.97%-0.04%18921.5219.98%
84%123554984.42%0.49%42373.4340.84%117057383.74%-0.32%23812.0322.22%
85%115651685.35%0.41%39983.4538.54%109452785.04%0.04%15841.4415.96%
86%108348786.18%0.2%32432.9932.07%101848786.18%0.2%10901.079.6%
87%99745287.17%0.19%21122.1121.26%93945986.97%-0.04%5230.555.06%
88%93542487.96%-0.05%30773.2928.18%86342987.82%-0.21%7150.825.62%
89%85338689.04%0.04%20622.4120.25%79239588.79%-0.24%9141.157.2%
90%78535489.95%-0.06%18602.3618.3%72436089.78%-0.25%6520.95.11%
91%71532190.89%-0.13%17542.4517.53%65232790.72%-0.31%-275-0.43-2.01%
92%63728391.96%-0.05%16922.6515.94%58430091.48%-0.57%-301-0.52-1.29%
93%57725092.9%-0.11%20893.6219.32%52626792.42%-0.63%3770.714.34%
94%49622293.7%-0.33%17303.4815.94%45223393.38%-0.67%2910.642.92%
95%41119394.52%-0.51%11742.8512.07%38219494.49%-0.54%8782.297.69%
96%34316695.28%-0.76%14974.3614.51%31215695.57%-0.45%6392.046.13%
97%26412396.5%-0.52%5752.176.17%25912296.53%-0.49%13075.0411.36%
98%2059697.27%-0.76%9454.68.17%1938897.5%-0.52%10435.48.33%
99%1294998.6%-0.41%7766.016.83%1376198.26%-0.76%96077.9%
Средняя
эффекти-
вность
99.8612%99.7284%

Расчет эфективности Probability Channel для EURUSD, размер окна 350

Всего истории: 3824 дней
Расчет проходит для 3474 дней
Начало расчета: 25.3.1998, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%192584575.67%0.88%117716.11107.14%178388074.66%-0.46%30521.7129.73%
76%184780876.74%0.96%102925.5795.1%170584275.76%-0.32%23731.3924.43%
77%177477777.63%0.81%101755.7393.19%163680776.77%-0.3%6510.3911.03%
78%170974878.46%0.58%104466.1196.29%156776777.92%-0.11%-39-0.035.25%
79%162471279.5%0.62%93905.7886.9%149873278.92%-0.11%2590.177.8%
80%153567780.51%0.63%74374.8470.15%143169280.08%0.09%8650.612.36%
81%144763781.66%0.8%58254.0256.72%135266880.77%-0.29%8030.5910.08%
82%137661482.32%0.38%52853.8451.48%128463581.72%-0.35%4600.357.37%
83%129357683.41%0.49%44003.443.05%122559782.81%-0.23%1234113.89%
84%121154084.45%0.53%44623.6843.25%115155683.99%-0.02%13991.2115.11%
85%114150385.52%0.6%41993.6840.75%107151885.08%0.09%11941.1112.06%
86%106647686.29%0.33%38183.5836.84%99548885.95%-0.06%10441.0410.6%
87%99144587.19%0.21%36873.7235.02%92745286.98%-0.03%10381.119.75%
88%90441288.14%0.15%26412.9225.73%85242287.85%-0.18%9371.097.22%
89%83238388.97%-0.04%24032.8822.16%78139088.77%-0.26%8971.146.62%
90%75534690.04%0.04%13881.8314.09%71634190.18%0.19%10631.488.58%
91%69832190.75%-0.28%12841.8313.67%64631091.07%0.07%6911.065.04%
92%63027492.11%0.11%16202.5716.08%57928691.76%-0.27%7201.246.29%
93%55324692.91%-0.1%17813.2216.98%51125892.57%-0.47%1570.32.3%
94%48422293.6%-0.43%17003.5115.97%44022693.49%-0.55%5401.224.45%
95%40319494.41%-0.63%12383.0712.44%38319694.35%-0.69%11282.949.77%
96%32916095.39%-0.64%9712.9510.23%31615595.53%-0.5%12794.0411.47%
97%26311996.57%-0.45%8093.077.9%25411596.68%-0.34%14965.8812.97%
98%1938697.52%-0.5%6013.115.75%1888797.49%-0.53%11476.19.63%
99%1245098.56%-0.45%7285.876.37%1285798.35%-0.67%89677.37%
Средняя
эффекти-
вность
99.8672%99.7636%

Расчет эфективности Probability Channel для EURUSD, размер окна 400

Всего истории: 3824 дней
Расчет проходит для 3424 дней
Начало расчета: 3.6.1998, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%188883375.67%0.88%96085.0889.66%174485575.02%0.02%26021.4923.91%
76%181680576.48%0.62%96445.3189.84%168282275.99%-0.02%28051.6626.32%
77%174277777.3%0.38%91145.2384.87%161379076.92%-0.11%19701.2219.74%
78%167374078.38%0.48%90205.3983.53%155375577.94%-0.08%17911.1520.5%
79%158270879.32%0.4%73344.6369.3%146972178.94%-0.08%2220.157.92%
80%150767080.43%0.53%71184.7266.55%141068480.02%0.02%7720.5412.13%
81%143863581.45%0.55%70644.9165.42%134465480.89%-0.14%10580.7813.15%
82%136660482.35%0.42%57264.1953.92%126962881.65%-0.43%7380.5810.13%
83%128356683.46%0.55%44413.4643.56%120459382.68%-0.39%10220.8412.81%
84%120852784.6%0.7%42203.4941.45%112955483.82%-0.22%7390.6510.07%
85%113250685.22%0.25%35933.1735.78%106351984.84%-0.19%5790.548.11%
86%105947586.12%0.13%37793.5637.28%99448885.74%-0.31%10591.0611.07%
87%97444287.09%0.1%35793.6735.28%91745086.85%-0.18%6280.685.96%
88%90741387.93%-0.08%37564.1435.5%84241587.87%-0.15%2880.341.89%
89%84337788.98%-0.03%35624.2232.65%78338088.9%-0.12%10831.388.53%
90%75334789.86%-0.16%17942.3818.09%71034489.95%-0.06%12931.8210.64%
91%67631290.88%-0.14%10471.5410.7%64531090.94%-0.07%10391.618.58%
92%62027691.93%-0.08%14652.3614.93%57428691.64%-0.4%12352.159.99%
93%54924592.84%-0.18%15312.7815.29%51625792.49%-0.56%9731.888.9%
94%47921893.63%-0.4%22184.6320.23%43922193.54%-0.5%3420.773.02%
95%39818794.53%-0.5%10682.6811.28%37119094.45%-0.59%8002.156.88%
96%32315795.41%-0.62%8602.668.93%31514995.64%-0.38%14304.5312.23%
97%26211996.52%-0.5%9023.448.55%23711296.72%-0.29%47524.66%
98%1828497.54%-0.48%3041.673.14%1758797.45%-0.57%7904.516.79%
99%1185298.48%-0.53%6855.86.21%1215598.39%-0.62%12059.959.38%
Средняя
эффекти-
вность
99.8613%99.7697%

Расчет эфективности Probability Channel для EURUSD, размер окна 450

Всего истории: 3824 дней
Расчет проходит для 3374 дней
Начало расчета: 12.8.1998, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%186382175.66%0.87%107535.7798.91%171383775.19%0.25%36192.1131.63%
76%178679676.4%0.52%97295.4490.07%164981275.93%-0.1%28551.7325.92%
77%170876577.32%0.41%95505.5988.83%157878476.76%-0.32%18631.1818.04%
78%162672078.66%0.83%79474.8875.23%151674677.88%-0.16%13810.9115.14%
79%155568779.63%0.79%67624.3465.6%144870279.19%0.23%7750.5311.24%
80%149065880.49%0.6%68304.5863.67%137967380.05%0.06%-5-0.014.86%
81%142862981.35%0.43%69234.8464.16%132064780.82%-0.23%2710.26.91%
82%135258982.54%0.65%65254.8261.2%123961681.74%-0.32%-193-0.161.95%
83%126856183.37%0.44%46223.6445.19%117558082.8%-0.25%1610.135.4%
84%118153284.23%0.27%35683.0235.54%110854383.9%-0.12%4310.387.9%
85%109850385.09%0.1%26882.4428.75%104751484.76%-0.29%4470.426.56%
86%103647286.01%0.01%30832.9731.24%98348185.74%-0.31%6780.688.49%
87%95944086.95%-0.06%30663.1930.69%90145286.6%-0.47%4170.464.97%
88%89141387.75%-0.29%32573.6531%84141087.84%-0.19%6420.765.44%
89%81237788.82%-0.21%27493.3824.49%77738188.7%-0.34%78316.66%
90%74034389.83%-0.19%15642.1115.19%71234689.74%-0.29%13161.8411.28%
91%66930690.93%-0.08%5030.756.67%64931690.63%-0.41%15272.3512.07%
92%61628291.64%-0.4%14962.4214.45%57728191.67%-0.36%15162.6212.48%
93%53824792.67%-0.36%13162.4413.19%51125092.59%-0.45%14452.8212.08%
94%47822093.47%-0.57%18533.8717.12%43221493.65%-0.38%3630.842.95%
95%39818794.45%-0.59%9392.359.71%36718594.51%-0.52%5241.424.52%
96%32215895.31%-0.73%6031.877.33%30815295.49%-0.54%13444.3611.65%
97%25612196.41%-0.62%4681.825.1%23711196.71%-0.3%8983.787.75%
98%1908197.59%-0.43%7493.947.06%1728597.48%-0.54%11606.749.63%
99%1135198.48%-0.53%6515.765.99%1095598.36%-0.66%9748.937.65%
Средняя
эффекти-
вность
99.8121%99.732%

Расчет эфективности Probability Channel для EURUSD, размер окна 500

Всего истории: 3824 дней
Расчет проходит для 3324 дней
Начало расчета: 21.10.1998, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%183381475.51%0.67%96475.2689.58%167281975.36%0.47%38102.2733.09%
76%175778876.29%0.38%90515.1584.75%162079476.11%0.14%43512.6837.65%
77%167575777.22%0.28%79094.7274.77%155376277.07%0.09%31282.0128.44%
78%159972378.24%0.3%69014.3166.15%148073078.03%0.03%16791.1318.66%
79%151968479.42%0.52%55033.6253.63%140769879%0%12140.8613.63%
80%145565380.35%0.43%49923.4348.78%134366180.11%0.13%3100.237.02%
81%139162581.19%0.23%47003.3744.89%127963081.04%0.04%-670-0.53-0.85%
82%131959282.19%0.23%46693.5343.85%120559482.12%0.14%-572-0.480.11%
83%124556183.12%0.14%46883.7645.23%114056483.03%0.03%-874-0.77-3.54%
84%116052984.08%0.09%38933.3537.77%107853383.96%-0.05%-129-0.123.1%
85%108649885.01%0.01%28072.5829.27%101949984.98%-0.03%4970.486.51%
86%101746685.98%-0.03%28702.8228.87%95847585.7%-0.36%7100.747.99%
87%95243187.03%0.03%28202.9627.86%89544486.64%-0.42%11541.2812.93%
88%87940387.87%-0.15%29343.3327.8%81540787.75%-0.29%-256-0.32-2.09%
89%80637288.8%-0.23%26063.2323.38%75737388.77%-0.26%6650.875.07%
90%73433589.92%-0.09%18052.4517.11%69033689.89%-0.13%6840.996.21%
91%66430390.88%-0.14%11641.7511.21%63631290.61%-0.44%13212.079.82%
92%59727691.69%-0.34%7941.328.84%55627691.69%-0.34%14832.6612.56%
93%52524692.59%-0.45%7461.428.94%49023392.99%-0.02%12772.610.5%
94%46421893.44%-0.6%14573.1414.45%42720893.74%-0.28%10952.569.17%
95%39218694.4%-0.64%7091.87.95%35217494.76%-0.26%6091.734.95%
96%31415895.24%-0.8%3431.094.96%29414495.66%-0.36%11874.0310.18%
97%24811496.57%-0.45%260.11.69%22610796.78%-0.23%13245.8511.44%
98%1918797.38%-0.64%7443.897.27%1627797.68%-0.33%10216.38.64%
99%1115298.43%-0.58%5524.974.53%994998.52%-0.49%7377.445.67%
Средняя
эффекти-
вность
99.8076%99.8448%

Расчет эфективности Probability Channel для EURUSD, размер окна 550

Всего истории: 3824 дней
Расчет проходит для 3274 дней
Начало расчета: 30.12.1998, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%183381875.01%0.01%103015.6192.85%164780375.47%0.62%31561.9127.59%
76%175878775.96%-0.06%91115.1885.16%158877276.42%0.54%34732.1831.15%
77%167175177.06%0.07%77374.6374.17%152974677.21%0.27%37132.4234.03%
78%159971778.1%0.12%69734.3667.96%144872277.94%-0.08%20761.4320.27%
79%151068379.13%0.16%61834.0960.95%138769078.92%-0.11%13410.9614.15%
80%145164680.26%0.32%65504.5162.74%132965579.99%-0.02%10070.7512.21%
81%137061781.15%0.18%50703.748.53%126261981.09%0.11%3020.237.23%
82%128858782.07%0.08%38092.9538.15%119158682.1%0.12%410.033.58%
83%123155683.01%0.01%44983.6543.61%112155583.04%0.04%-389-0.351.05%
84%115151784.2%0.23%39773.4538.7%106252583.96%-0.05%1210.115.37%
85%107449484.91%-0.11%30562.8430.45%100549384.94%-0.08%8480.8410.3%
86%100946485.82%-0.21%22852.2623.64%93346685.76%-0.28%5040.546.68%
87%95243186.83%-0.2%30403.1929.64%87242686.98%-0.03%11731.3412.61%
88%88740187.75%-0.29%34533.8931.78%79538888.14%0.15%590.071.26%
89%82038288.33%-0.76%28783.527.09%72136089%0%-228-0.32-2.47%
90%73833989.64%-0.41%15062.0414.38%67632889.98%-0.03%7321.085.96%
91%67230990.56%-0.49%14162.113.85%61930590.68%-0.36%11841.919.8%
92%60527691.56%-0.49%14052.3213.35%55526791.84%-0.18%14402.5912.27%
93%53124692.48%-0.57%7901.488.38%48823892.73%-0.3%11932.4410.31%
94%45622493.15%-0.92%6391.47.26%42920993.61%-0.42%14073.2711.36%
95%38619094.19%-0.86%9392.439.39%35417194.77%-0.25%8322.357.43%
96%31515795.2%-0.85%5061.66.28%28413995.75%-0.27%7032.475.77%
97%25211496.51%-0.51%5812.35.79%23511196.6%-0.42%13485.7311.88%
98%1858697.37%-0.65%5312.875.31%1647997.58%-0.44%4882.973.93%
99%1145298.41%-0.6%7136.255.66%1015098.47%-0.54%9879.777.37%
Средняя
эффекти-
вность
99.7069%99.86%

Расчет эфективности Probability Channel для EURUSD, размер окна 600

Всего истории: 3824 дней
Расчет проходит для 3224 дней
Начало расчета: 11.3.1999, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%179380375.09%0.11%104745.8493.69%162279375.4%0.53%29091.7925.88%
76%171677376.02%0.02%90305.2683.06%155676576.27%0.35%23411.522.87%
77%164274077.04%0.05%80464.976.02%150273977.07%0.09%25181.6724.19%
78%156870078.28%0.35%75574.8172.11%143771577.82%-0.24%17711.2317.66%
79%148966479.4%0.5%68134.5765.77%138168278.84%-0.21%22571.6321.79%
80%140663580.3%0.37%52423.7251.12%131564779.93%-0.09%11790.8912.88%
81%133960281.32%0.39%51483.8449.81%124661181.04%0.04%4000.326.1%
82%125957382.22%0.26%36152.8736.97%118357882.07%0.08%2480.25.06%
83%118454583.09%0.1%29192.4630.83%111655182.9%-0.13%8440.759.96%
84%112751484.05%0.05%36833.2637.16%105052183.83%-0.21%-13-0.023.4%
85%105447485.29%0.34%29122.7628.61%98049784.58%-0.5%-64-0.072.31%
86%99145186.01%0.01%34443.4732.18%91045285.98%-0.03%4180.455.67%
87%93242586.81%-0.22%30153.2328.57%85241987%0%4950.586.93%
88%86939887.65%-0.4%29763.4227.38%77838688.02%0.02%-469-0.61-4.32%
89%80737088.52%-0.55%26183.2425.13%71535788.92%-0.09%-549-0.77-5.14%
90%72233789.54%-0.52%12411.7112.26%66932689.88%-0.14%4320.643.72%
91%66230590.53%-0.52%14962.2514.68%60630490.57%-0.48%9801.617.81%
92%59527391.53%-0.52%16142.7115.08%54926991.65%-0.39%10471.98.93%
93%52124192.52%-0.52%7851.57.91%48123792.64%-0.39%9802.038.77%
94%44521993.2%-0.86%5391.216.41%42620593.64%-0.39%14063.312.19%
95%37818594.26%-0.79%9372.479.12%34716694.85%-0.16%4991.434.09%
96%29914995.37%-0.67%-13-0.051.96%28513595.81%-0.2%8593.017.34%
97%24311096.58%-0.44%2771.133.5%22911096.58%-0.44%10914.769.5%
98%1768397.42%-0.6%4362.474.85%1587697.64%-0.37%8415.327.53%
99%1075298.38%-0.64%5405.044.34%974898.51%-0.5%9549.837.11%
Средняя
эффекти-
вность
99.7325%99.8229%

Расчет эфективности Probability Channel для EURUSD, размер окна 650

Всего истории: 3824 дней
Расчет проходит для 3174 дней
Начало расчета: 20.5.1999, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%176880474.66%-0.46%95395.3986.17%160678675.23%0.3%24751.5422.87%
76%168976675.86%-0.19%84845.0277.86%154075476.24%0.31%25521.6523.65%
77%161373776.78%-0.29%75874.770.8%148672877.06%0.07%24811.6623.62%
78%154370277.88%-0.16%71204.6167.2%142470777.72%-0.37%23401.6422.54%
79%147666279.14%0.17%64684.3860.96%137067378.79%-0.27%20901.5220.23%
80%138263480.02%0.02%47063.446.45%130664279.77%-0.29%15001.1415.27%
81%131259781.19%0.23%38632.9438.47%123560980.81%-0.24%4530.367.22%
82%124257381.94%-0.08%31552.5432.59%116957581.88%-0.15%-20-0.023.04%
83%116154182.95%-0.07%20261.7422.59%109354582.82%-0.22%2370.214.9%
84%110550983.96%-0.05%24002.1725.68%103551583.77%-0.28%1570.154.55%
85%104147185.16%0.18%19471.8720.32%96349184.53%-0.56%-569-0.6-1.64%
86%98744585.97%-0.04%30063.0427.84%89244785.91%-0.11%250.022.99%
87%92642186.73%-0.32%26872.924.57%84141287.01%0.01%2590.33.9%
88%86739887.46%-0.62%25302.9123.31%77238787.8%-0.23%-550-0.72-4.75%
89%80837188.31%-0.79%25183.1124.13%71235588.81%-0.22%-128-0.18-1.77%
90%72133489.47%-0.6%13871.9215.01%66132789.69%-0.35%1420.210.35%
91%65130790.32%-0.76%11111.711.45%59930090.54%-0.51%7521.255.93%
92%58627691.3%-0.77%1174210.86%54826691.61%-0.43%10071.839.33%
93%52223892.5%-0.55%11572.2110.7%48223292.69%-0.34%8951.858.21%
94%43621593.22%-0.84%1560.353.27%41920493.57%-0.46%11762.89.36%
95%37318394.23%-0.82%8592.38.32%33916894.7%-0.32%2030.591.58%
96%30414895.33%-0.71%5471.795.71%28513095.9%-0.11%9863.458.46%
97%23710796.62%-0.4%3311.393.47%22610796.62%-0.4%10994.869.53%
98%1708397.38%-0.64%1180.691.64%1587497.66%-0.35%7754.96.56%
99%1095298.36%-0.66%5655.184.9%954698.55%-0.46%8398.836.05%
Средняя
эффекти-
вность
99.6492%99.7656%

Расчет эфективности Probability Channel для EURUSD, размер окна 700

Всего истории: 3824 дней
Расчет проходит для 3124 дней
Начало расчета: 29.7.1999, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%174579474.58%-0.57%91295.2381.56%158377675.16%0.21%25821.6324.29%
76%167376575.51%-0.65%83885.0176.57%151974776.08%0.1%22641.4922.12%
77%159772976.66%-0.45%75534.7270.39%146472376.85%-0.2%25311.7224.27%
78%152769477.78%-0.29%71514.6865.6%140769777.68%-0.42%25161.7823.52%
79%144966378.77%-0.3%52843.6451.78%135167078.55%-0.58%22011.6220.71%
80%137462679.96%-0.06%48033.4946.27%128463679.64%-0.46%9270.7210.31%
81%129958881.17%0.2%35932.7636.29%122160680.6%-0.5%9160.7510.2%
82%122456881.81%-0.24%25292.0627.65%114956781.85%-0.19%-389-0.340.01%
83%114453482.9%-0.13%20041.7522.16%108453682.84%-0.2%4520.415.84%
84%108650283.93%-0.09%17751.6319.5%102450983.7%-0.36%110.013.76%
85%102346685.08%0.09%16401.618.35%94947984.66%-0.41%-328-0.35-0.69%
86%97944185.88%-0.14%29683.0327.56%87944785.69%-0.37%-29-0.042.62%
87%93042286.49%-0.59%31183.3528.32%82540886.93%-0.09%3220.395.26%
88%85639187.48%-0.6%27023.1524.88%76337787.93%-0.08%-796-1.05-6.85%
89%79935988.5%-0.57%21762.7221.98%70734988.82%-0.21%-45-0.07-0.81%
90%72132889.5%-0.56%17322.418.17%65131689.88%-0.14%3730.572.67%
91%64630290.33%-0.75%12371.9112.68%59429590.55%-0.5%8851.487.1%
92%58227191.32%-0.75%14912.5613.58%53526691.48%-0.57%6911.296.04%
93%50124192.28%-0.79%4480.895.33%48422492.82%-0.2%12762.6311.14%
94%43920993.3%-0.76%4941.125.83%40720393.5%-0.54%1680.411.95%
95%36318294.17%-0.89%2930.84.49%33216394.78%-0.24%-77-0.24-0.12%
96%29514695.32%-0.72%3701.254.78%28012895.9%-0.11%10243.658.48%
97%22910396.7%-0.32%-77-0.340.2%21810796.57%-0.45%10134.648.58%
98%1678197.4%-0.62%30.011.23%1547597.59%-0.43%12408.059.88%
99%1085198.36%-0.66%6125.665.26%894598.55%-0.46%7288.175.13%
Средняя
эффекти-
вность
99.5972%99.7344%

Расчет эфективности Probability Channel для EURUSD, размер окна 750

Всего истории: 3824 дней
Расчет проходит для 3074 дней
Начало расчета: 7.10.1999, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%171877974.65%-0.47%86805.0578.47%156475975.3%0.39%23231.4821.25%
76%164175375.5%-0.67%75164.5869.29%149173376.15%0.19%18901.2618.93%
77%157572176.54%-0.61%68624.3562.98%144171176.87%-0.17%26371.8225.1%
78%151267977.91%-0.12%68644.5363.58%139068777.65%-0.46%22761.6321.04%
79%143465378.75%-0.32%56653.9553.74%133866478.39%-0.78%23521.7521.78%
80%135561280.09%0.11%42133.142.39%127563779.27%-0.93%19891.5619.03%
81%127758181.09%0.11%35562.7836.2%121260280.41%-0.74%11710.9611.9%
82%119756081.78%-0.27%20011.6721.79%113755781.88%-0.15%1260.113.88%
83%112953482.62%-0.46%14401.2717.16%106953482.62%-0.46%4920.466.44%
84%106750583.57%-0.52%15311.4316.88%100950483.6%-0.48%-66-0.072.9%
85%101846384.93%-0.09%20742.0321.21%93647684.51%-0.58%1900.23.66%
86%96543785.78%-0.26%25282.6124.23%86843885.75%-0.3%-141-0.171.55%
87%91342186.3%-0.82%28283.0926.09%80540586.82%-0.21%-400-0.5-0.33%
88%84938987.34%-0.76%23952.8222.5%75336888.02%0.02%-709-0.95-5.8%
89%78835688.41%-0.67%20912.6521.4%70534888.67%-0.38%1400.190.82%
90%71632489.45%-0.62%20902.9120.97%64931689.72%-0.32%5420.834.12%
91%63929490.43%-0.64%11161.7411%59529090.56%-0.49%8121.366.76%
92%57126791.31%-0.76%9961.749.7%52925991.57%-0.47%5431.024.79%
93%49524192.16%-0.92%6991.417.48%47622292.77%-0.25%13632.8611.61%
94%43820493.36%-0.69%8421.928.43%40119793.59%-0.44%1600.391.22%
95%35817694.27%-0.78%4921.375.65%32516094.79%-0.23%940.280.96%
96%29414195.41%-0.62%3031.034.11%27812395.99%-0.02%9103.277.69%
97%23210596.58%-0.44%2020.873.27%21910696.55%-0.47%12335.639.73%
98%1687897.46%-0.56%1190.72.26%1537797.49%-0.53%12628.249.98%
99%1055098.37%-0.65%6265.965.4%874898.43%-0.58%6957.984.89%
Средняя
эффекти-
вность
99.5553%99.676%

Расчет эфективности Probability Channel для EURUSD, размер окна 800

Всего истории: 3824 дней
Расчет проходит для 3024 дней
Начало расчета: 16.12.1999, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%168376574.7%-0.41%86955.1678.67%154375974.9%-0.14%21481.3918.8%
76%160573375.76%-0.32%72034.4866.82%147872975.89%-0.15%14971.0115.27%
77%154670676.65%-0.46%68314.4163.29%142271176.48%-0.68%17991.2617.43%
78%148167177.81%-0.25%65314.460.99%137768577.34%-0.86%18441.3317.19%
79%141264378.73%-0.35%58664.1555.47%132465578.33%-0.86%23261.7520.66%
80%133660579.99%-0.02%46343.4645.54%126563479.03%-1.23%16601.3115.99%
81%126657481.01%0.01%42743.3742.7%121860080.15%-1.07%19791.6219.16%
82%118854681.94%-0.08%26612.2327.94%113556181.44%-0.69%6020.537.6%
83%110652382.7%-0.37%12811.1515.16%107253082.47%-0.65%6880.647.91%
84%105149483.66%-0.41%15081.4316.68%100250583.3%-0.85%1780.174.38%
85%100145385.01%0.01%18101.819.26%93247684.25%-0.9%4390.476.18%
86%95243185.74%-0.31%26892.8225.38%87243385.68%-0.38%5000.577.18%
87%89740986.47%-0.62%30643.4128.26%80040486.64%-0.42%-415-0.52-1.29%
88%83738287.36%-0.74%21682.5921.09%74536687.89%-0.13%-880-1.19-6.95%
89%76735288.35%-0.74%17362.2618.23%70534588.59%-0.47%1810.251.64%
90%70031889.48%-0.59%15792.2516.28%65331489.61%-0.44%9671.488.03%
91%62428990.44%-0.62%10001.69.81%59328590.57%-0.48%10831.829.22%
92%55326591.23%-0.85%4260.775.19%53125591.56%-0.49%6951.36.43%
93%48924092.06%-1.03%7721.577.63%47022692.52%-0.52%10682.279.21%
94%43520393.28%-0.78%14163.2512.8%40419793.48%-0.56%6861.696.05%
95%35017994.08%-0.98%3220.923.7%33016394.6%-0.43%3731.133.6%
96%28514495.23%-0.81%-56-0.20.75%27612695.83%-0.18%8443.057.6%
97%22710896.42%-0.61%-101-0.451.31%21310396.59%-0.43%12345.799.66%
98%1598097.35%-0.67%-317-2-1.98%1497497.55%-0.47%14189.5111.24%
99%1015198.31%-0.71%4104.053.52%834498.54%-0.47%4185.033.33%
Средняя
эффекти-
вность
99.5497%99.5293%

Расчет эфективности Probability Channel для EURUSD, размер окна 850

Всего истории: 3824 дней
Расчет проходит для 2974 дней
Начало расчета: 24.2.2000, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%166075174.74%-0.35%86235.1978.41%152274874.84%-0.22%23491.5421.34%
76%158472675.58%-0.56%74004.6768.48%145571775.89%-0.15%12500.8512.99%
77%152669876.52%-0.63%73294.867.26%140769576.63%-0.49%20561.4620.12%
78%146366377.7%-0.39%68064.6562.98%135567677.26%-0.96%17121.2615.73%
79%138162978.85%-0.2%52663.8149.79%130965078.14%-1.11%22521.7219.37%
80%131259879.89%-0.14%41863.1941.59%125462479.01%-1.26%22001.7518.84%
81%123656880.9%-0.13%34522.7934.83%119759280.09%-1.14%20111.6818.98%
82%116953881.9%-0.13%28262.4128.92%112655581.33%-0.83%6450.577.7%
83%109351582.68%-0.39%13851.2617.09%106552882.24%-0.93%14281.3414.25%
84%103749383.42%-0.7%14321.3815.9%98850083.18%-0.99%320.032.66%
85%99244984.9%-0.12%18651.8819.32%92047584.02%-1.17%7420.88.11%
86%93743085.54%-0.54%21072.2420.55%85743385.44%-0.66%490.052.67%
87%88740986.24%-0.89%28123.1726.31%79640186.51%-0.57%-680-0.86-3.94%
88%83138087.22%-0.9%23472.8223.45%72636887.62%-0.44%-1498-2.07-12.63%
89%74934788.33%-0.76%16392.1816.75%69533788.66%-0.39%-71-0.11-1.08%
90%68831789.34%-0.74%11901.7213.22%64430989.6%-0.45%6971.085.62%
91%61828490.45%-0.61%10861.7510.59%58028590.41%-0.66%5660.974.24%
92%55226191.22%-0.86%5701.036.53%52425291.52%-0.53%7581.447.16%
93%48323991.96%-1.14%9862.049.5%46822792.36%-0.7%93827.41%
94%43020293.2%-0.86%12802.9712.09%39119493.47%-0.57%1680.422%
95%35117194.25%-0.8%4311.224.28%32515894.68%-0.34%1770.541.92%
96%27914295.22%-0.82%-244-0.88-0.66%27312895.69%-0.33%6202.275.41%
97%22710696.43%-0.6%1520.661.96%21310396.53%-0.49%12926.0610.33%
98%1598197.27%-0.76%-377-2.38-2.39%1467397.54%-0.48%14249.7511.28%
99%1055298.25%-0.77%5985.695.07%814398.55%-0.46%4265.253.28%
Средняя
эффекти-
вность
99.4801%99.4485%

Расчет эфективности Probability Channel для EURUSD, размер окна 900

Всего истории: 3824 дней
Расчет проходит для 2924 дней
Начало расчета: 4.5.2000, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%164173674.82%-0.25%95825.8387.24%150073774.79%-0.29%24371.6221.29%
76%156870475.92%-0.11%86345.579.21%143970675.85%-0.2%13700.9513.4%
77%150168176.7%-0.4%76225.0769.01%139168676.53%-0.62%16421.1816.3%
78%143565277.7%-0.39%71204.9665.98%134567077.08%-1.2%21361.5819.8%
79%136761279.06%0.07%64774.7360.33%129264677.9%-1.42%18571.4315.6%
80%129057980.19%0.23%46823.6246.31%124761778.89%-1.41%22651.8119.1%
81%121456380.74%-0.33%35012.8836.53%118358879.89%-1.39%15621.3214.34%
82%115652781.97%-0.04%36673.1736.66%111655481.05%-1.18%7440.667.62%
83%108950782.66%-0.42%23242.1325.8%105152382.11%-1.09%8010.767.13%
84%103048583.41%-0.71%22722.224.45%97449583.07%-1.12%-520-0.54-2.78%
85%96944784.71%-0.35%18191.8719.9%90946684.06%-1.12%830.091.84%
86%91842885.36%-0.75%27332.9726.47%84443285.22%-0.92%-372-0.45-2.07%
87%87739886.38%-0.72%33413.831.56%77739886.38%-0.72%-1740-2.24-13.48%
88%81137387.24%-0.88%26323.2426.74%72136187.65%-0.4%-1807-2.51-16.28%
89%73634088.37%-0.72%21772.9522.51%67833188.67%-0.38%-701-1.04-7.15%
90%67330689.53%-0.53%15202.2515.84%62830589.56%-0.5%-290-0.47-3.84%
91%60527890.49%-0.57%9351.549.78%57228290.35%-0.72%3810.661.71%
92%54325591.27%-0.8%9031.669.93%51425291.38%-0.68%-130-0.26-1.41%
93%47323092.13%-0.95%8971.899.33%46422992.16%-0.92%5411.163.8%
94%42119493.36%-0.69%15213.6114.44%39719393.39%-0.66%1200.30.82%
95%34416894.25%-0.8%5851.75.89%32715794.63%-0.4%-105-0.33-0.8%
96%27114195.17%-0.88%90.031.62%26912895.62%-0.4%3371.252.72%
97%21710596.4%-0.63%650.291.4%21510196.54%-0.48%12065.69.43%
98%1517997.29%-0.73%-299-1.99-2.11%1457397.5%-0.52%8886.126.19%
99%1035098.29%-0.73%8197.956.57%784298.56%-0.45%3154.031.82%
Средняя
эффекти-
вность
99.5264%99.3532%

Расчет эфективности Probability Channel для EURUSD, размер окна 950

Всего истории: 3824 дней
Расчет проходит для 2874 дней
Начало расчета: 13.7.2000, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%161673074.59%-0.55%88515.4779.19%147072374.84%-0.22%19321.3116.97%
76%154270275.57%-0.57%79525.1571.7%141369575.81%-0.26%10130.7110%
77%147967576.51%-0.65%74445.0366.08%136667976.37%-0.83%14561.0614.2%
78%141764177.69%-0.4%71515.0464.55%131365077.38%-0.81%17701.3416.64%
79%134660978.81%-0.25%60444.4956.05%126763178.04%-1.24%16981.3413.91%
80%127157480.02%0.02%39793.1339.52%122460678.91%-1.39%18151.4815.8%
81%119956080.51%-0.61%33742.8134.57%116658079.81%-1.5%14641.2513.28%
82%114552081.9%-0.13%33652.9333.43%109155280.79%-1.5%5990.545.81%
83%107450582.42%-0.71%21742.0223.26%103151682.04%-1.18%103618.17%
84%101548183.26%-0.89%16771.6518.7%95548883.02%-1.19%-780-0.82-5.46%
85%96145484.2%-0.96%17831.8519.04%89146183.95%-1.26%380.040.76%
86%91442985.07%-1.1%24012.6223.39%83442485.24%-0.9%1280.151.75%
87%86139986.11%-1.04%27313.1725.7%76239086.43%-0.66%-2188-2.88-17.63%
88%79436487.33%-0.77%20202.5420.9%71335787.57%-0.5%-1544-2.17-13.74%
89%72933888.23%-0.88%18462.5318.64%65532988.55%-0.51%-1264-1.93-12.08%
90%66030689.35%-0.73%12051.8212.39%61730089.56%-0.5%-352-0.58-4.33%
91%59127790.36%-0.71%6731.136.77%56027590.43%-0.64%-67-0.12-1.8%
92%53825391.19%-0.89%3450.644.49%50325091.3%-0.77%-380-0.76-3.55%
93%47522792.1%-0.98%7151.57.26%45422792.1%-0.98%3070.671.4%
94%41619593.21%-0.85%6141.476.49%38519393.28%-0.78%-324-0.85-3.17%
95%34816794.18%-0.88%6061.745.83%32115594.6%-0.43%-285-0.89-2.42%
96%27313695.26%-0.78%1460.532.61%26513095.47%-0.56%1710.641.13%
97%21910696.31%-0.72%3991.823.95%2109596.69%-0.33%9984.757.49%
98%1547797.32%-0.7%-207-1.35-1.45%1467397.45%-0.57%11928.168.81%
99%994998.29%-0.73%6766.825.23%754298.53%-0.48%2823.761.61%
Средняя
эффекти-
вность
99.3909%99.3265%

Расчет эфективности Probability Channel для EURUSD, размер окна 1000

Всего истории: 3824 дней
Расчет проходит для 2824 дней
Начало расчета: 21.9.2000, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%158371074.85%-0.21%83015.2474.85%145671874.57%-0.58%19761.3514.77%
76%152268875.63%-0.49%81975.3873.97%140269175.53%-0.63%13510.9610.88%
77%144965776.73%-0.36%70634.8762.96%134966776.38%-0.82%10530.789.26%
78%138763077.69%-0.4%70165.0562.8%129264977.01%-1.29%9810.757.84%
79%133059978.78%-0.28%64164.8258.01%124762277.97%-1.33%10330.827.11%
80%125157179.78%-0.28%44843.5842.97%120660478.61%-1.77%15321.2712.09%
81%117954280.8%-0.25%31132.6431.62%115357479.67%-1.67%14621.2611.96%
82%112651981.62%-0.47%32042.8431.76%107454580.7%-1.62%-211-0.2-2.1%
83%105949282.57%-0.53%25392.3925.75%102951681.72%-1.57%9950.966.74%
84%99447483.21%-0.95%15511.5617.91%94548482.86%-1.38%-763-0.81-6.98%
85%94844684.2%-0.96%19452.0520.56%88045883.78%-1.46%-667-0.76-6.03%
86%89741985.16%-0.99%25402.8324.88%82842385.02%-1.16%380.04-0.03%
87%84438686.33%-0.78%27293.2325.83%75838986.22%-0.91%-2465-3.26-20.58%
88%77335787.35%-0.75%19272.4920.44%70535587.42%-0.67%-2019-2.87-18.89%
89%71133688.1%-1.03%14532.0415.02%65732688.45%-0.63%-1251-1.91-12.54%
90%64430389.27%-0.82%7241.128.03%61529989.41%-0.66%-630-1.03-7%
91%58327790.19%-0.9%3150.544.77%55227490.29%-0.79%-329-0.6-4.72%
92%52525191.11%-0.98%620.111.81%49925291.07%-1.03%-587-1.18-5.38%
93%47222292.13%-0.95%9942.19.39%45222392.1%-0.98%2010.44-0.2%
94%41319493.13%-0.94%12523.0311.02%38719593.09%-0.98%-467-1.21-4.49%
95%34116594.15%-0.91%4721.384.34%31715894.4%-0.64%-520-1.65-4.73%
96%26914095.04%-1.02%60.021.42%26412995.43%-0.6%1480.560.57%
97%21610696.24%-0.79%1670.772.24%2129896.52%-0.5%8874.186.4%
98%1527697.3%-0.72%-239-1.58-1.44%1467197.48%-0.54%13959.5510.42%
99%964698.37%-0.65%6777.055.28%763998.61%-0.4%2182.860.83%
Средняя
эффекти-
вность
99.3892%99.1724%

Расчет эфективности Probability Channel для EURUSD, размер окна 1050

Всего истории: 3824 дней
Расчет проходит для 2774 дней
Начало расчета: 30.11.2000, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%157570874.47%-0.72%82625.2473.77%145972973.72%-1.74%19121.3112.23%
76%152168275.41%-0.79%80085.2671.71%139469574.94%-1.42%9960.715.57%
77%144665876.27%-0.96%65134.558.14%133166176.17%-1.09%8150.614.68%
78%139463077.28%-0.94%69684.9961.97%126763577.1%-1.17%280.02-1.96%
79%132759878.44%-0.72%62734.7256.76%121861177.97%-1.33%7560.623.58%
80%125557479.3%-0.89%45293.643.74%116358978.76%-1.58%2710.230.42%
81%119554780.28%-0.9%42143.5241.1%111956479.66%-1.69%3500.311.87%
82%111551981.29%-0.88%21871.9623.45%106654380.42%-1.97%3710.341.88%
83%105349882.04%-1.18%17351.6418.35%100651581.43%-1.93%-252-0.26-3.29%
84%100647282.98%-1.23%29642.9428.03%95549182.29%-2.08%-458-0.48-4.3%
85%94245483.63%-1.64%22962.4322.48%91646283.34%-2%1750.190.37%
86%88642584.67%-1.58%19822.2319.3%84743584.31%-2.01%-462-0.55-3.84%
87%82539085.94%-1.24%17522.1217.53%78539985.61%-1.63%-1909-2.44-16.77%
88%76636686.8%-1.39%8411.0910.42%72037186.62%-1.6%-2254-3.14-20.07%
89%70833787.85%-1.31%8621.2110.38%66133687.88%-1.28%-1776-2.69-15.96%
90%65830489.04%-1.08%15872.4115.01%61230189.14%-0.97%-1359-2.23-12.81%
91%59927590.08%-1.03%20143.3617.81%56127889.97%-1.15%-824-1.47-8.36%
92%52525090.98%-1.13%340.061.48%50625390.87%-1.25%-221-0.44-3.24%
93%46722291.99%-1.1%9922.129.02%44622092.06%-1.03%-95-0.22-2.95%
94%41719193.11%-0.96%12272.9410.92%38819093.15%-0.92%-60-0.16-2.03%
95%35917193.83%-1.25%4081.133.75%32215694.37%-0.67%-157-0.49-2.51%
96%28514294.88%-1.19%3271.144.07%26412795.42%-0.61%2060.780.92%
97%21510596.21%-0.83%1510.72.18%2079996.43%-0.6%5892.843.76%
98%1597897.18%-0.85%-84-0.53-0.06%1406697.62%-0.39%11828.448.18%
99%954998.23%-0.79%5695.984.05%764198.52%-0.49%2833.721.31%
Средняя
эффекти-
вность
99.0872%98.9109%

Расчет эфективности Probability Channel для EURUSD, размер окна 1100

Всего истории: 3824 дней
Расчет проходит для 2724 дней
Начало расчета: 8.2.2001, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%155969874.37%-0.85%82585.2972.86%143170874%-1.36%20711.4414.75%
76%149867675.18%-1.1%77025.1467.63%137167375.29%-0.95%17831.312.39%
77%143264876.21%-1.04%70284.961.55%130464776.24%-1%10210.786.97%
78%136562277.16%-1.09%62794.656.08%123862177.2%-1.04%470.03-1.42%
79%130659578.15%-1.09%61164.6854.97%118759578.15%-1.09%7240.63.65%
80%123856779.18%-1.04%48663.9344.46%113457478.92%-1.37%2690.230.37%
81%116553780.28%-0.9%32582.7931.81%108455079.8%-1.51%420.03-0.78%
82%109951381.16%-1.04%25282.325.04%103552780.65%-1.68%1130.1-0.7%
83%104249381.9%-1.35%17831.7118.35%97449881.71%-1.58%-580-0.6-6.43%
84%98746782.85%-1.39%22302.2520.66%93147882.45%-1.88%-497-0.54-5.13%
85%92944883.55%-1.74%17491.8817.44%88345483.33%-2.01%-442-0.51-4.72%
86%88042484.43%-1.86%18432.0918.25%82842684.36%-1.95%-600-0.73-4.98%
87%81239585.49%-1.77%11771.4412.29%76839085.68%-1.55%-1581-2.06-14.08%
88%75736686.56%-1.67%6940.918.56%71136186.74%-1.46%-1607-2.27-14.24%
89%69533687.66%-1.53%3450.495.3%65332787.99%-1.15%-1501-2.3-12.91%
90%65230088.98%-1.15%15712.414.52%59629589.17%-0.94%-1167-1.96-10.18%
91%58727190.05%-1.06%15342.6114%54626990.12%-0.98%-725-1.33-6.14%
92%51624690.96%-1.15%1230.231.97%49324790.93%-1.18%-42-0.09-0.81%
93%46121692.07%-1.02%7131.547.08%44021292.21%-0.86%2430.551.07%
94%40819392.91%-1.18%10002.458.81%38218293.31%-0.74%2520.651.01%
95%35816993.79%-1.3%4901.364.27%31115194.45%-0.59%-45-0.15-0.59%
96%28213994.89%-1.17%2971.053.32%26011995.63%-0.39%5292.033.9%
97%20910696.1%-0.94%410.191.33%2009296.62%-0.4%6703.354.52%
98%1607697.2%-0.83%320.20.97%1346397.68%-0.33%151411.2910.84%
99%914698.31%-0.71%3573.922.63%743898.6%-0.41%6298.54.13%
Средняя
эффекти-
вность
98.9756%99.0493%

Расчет эфективности Probability Channel для EURUSD, размер окна 1150

Всего истории: 3824 дней
Расчет проходит для 2674 дней
Начало расчета: 27.4.2001, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%153568574.38%-0.84%83205.4273.68%140969374.08%-1.25%19231.3612.01%
76%147565875.39%-0.81%77875.2769.21%134165475.54%-0.61%13791.027.86%
77%140963976.1%-1.19%76665.4467.64%127863176.4%-0.79%9190.714.66%
78%134360777.29%-0.92%65704.8959.27%121760777.29%-0.92%-97-0.08-3.78%
79%128858078.3%-0.9%63184.957.53%115858778.04%-1.24%700.06-1.79%
80%121355579.24%-0.96%48353.9845.32%111256079.05%-1.21%570.05-1.44%
81%114652580.36%-0.8%37113.2335.44%106053879.88%-1.41%-392-0.37-5.18%
82%107550281.22%-0.97%25452.3625.38%100751680.7%-1.62%-620-0.62-7.59%
83%102548082.04%-1.18%26502.5824.93%95149081.67%-1.63%-833-0.88-9.09%
84%96645682.94%-1.28%20032.0719.32%90747382.31%-2.06%-614-0.68-7.01%
85%91843783.65%-1.62%21922.3820.7%86344283.47%-1.84%-733-0.85-7.87%
86%86241584.48%-1.8%20472.3719.7%80741584.48%-1.8%-989-1.23-8.9%
87%80838985.45%-1.82%18162.2417.65%75738685.56%-1.69%-1071-1.42-10.3%
88%74235786.64%-1.57%74319%70035486.76%-1.43%-1552-2.22-13.96%
89%68832687.8%-1.37%5480.796.78%64632387.92%-1.23%-1473-2.29-12.89%
90%64229289.08%-1.04%14682.2813.39%58529588.96%-1.17%-1566-2.68-13.09%
91%57426390.16%-0.94%12862.2411.86%54126889.97%-1.15%-828-1.54-6.8%
92%50423691.17%-0.92%590.111.3%49624590.83%-1.29%2520.51.53%
93%45321192.1%-0.98%6371.46.19%43821392.03%-1.06%-30-0.07-0.78%
94%40119092.89%-1.2%13193.2810.88%38018293.19%-0.87%2870.751.3%
95%34516693.79%-1.3%1740.51.06%31415094.39%-0.65%960.30.17%
96%27113494.98%-1.08%-57-0.22-0.19%25512295.43%-0.6%5001.963.59%
97%20610795.99%-1.06%570.271.01%1969296.55%-0.47%5322.713.23%
98%1517697.15%-0.88%-504-3.34-3.69%1326597.56%-0.46%136110.319.71%
99%904398.39%-0.62%3664.062.66%733798.61%-0.4%6238.534.06%
Средняя
эффекти-
вность
99.0393%99.0269%

Расчет эфективности Probability Channel для EURUSD, размер окна 1200

Всего истории: 3824 дней
Расчет проходит для 2624 дней
Начало расчета: 11.7.2001, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%151567174.42%-0.78%90615.9879.5%139268773.81%-1.62%14761.067.45%
76%145365075.22%-1.04%77875.3569.07%133365275.15%-1.14%14591.097.29%
77%138862476.21%-1.04%76145.4867.33%126162976.02%-1.29%5410.420.17%
78%132659977.17%-1.08%69655.2562.63%120760077.13%-1.13%-52-0.05-4.31%
79%126857378.16%-1.08%65545.1659.3%115258277.82%-1.52%-46-0.04-3.54%
80%120054879.11%-1.13%53994.4950.22%109655678.81%-1.51%-372-0.34-5.25%
81%113151380.44%-0.7%40263.5538.05%105053879.49%-1.9%-634-0.61-7.61%
82%106349781.05%-1.18%30662.8829.58%99751580.37%-2.03%-569-0.58-7.13%
83%101347282.01%-1.21%31223.0829.02%94448881.4%-1.97%-1143-1.22-11.77%
84%95345682.62%-1.68%1914219.33%89746882.16%-2.24%-760-0.85-8.43%
85%90343583.42%-1.9%21392.3620.42%85843883.3%-2.05%-694-0.81-7.86%
86%85341284.29%-2.03%23822.7922.57%79941784.1%-2.26%-1558-1.95-13.51%
87%79138285.44%-1.83%14651.8515.35%75138185.48%-1.78%-1399-1.87-13.11%
88%73235786.39%-1.87%5390.737.45%69435486.5%-1.74%-1911-2.76-17.04%
89%68232287.72%-1.46%5340.787.33%63632487.65%-1.55%-1972-3.11-16.82%
90%62928889.02%-1.11%12722.0212.7%58829688.71%-1.46%-1391-2.37-11.47%
91%56325990.12%-0.98%12992.312.13%53727289.63%-1.53%-1078-2.01-9.03%
92%50423491.08%-1.02%3590.713.99%49524490.7%-1.44%-100-0.21-1.56%
93%44621091.99%-1.1%6501.456.42%43821591.8%-1.31%-105-0.24-2.05%
94%39918592.94%-1.15%15223.8112.98%37918592.94%-1.15%-419-1.11-3.83%
95%34416493.75%-1.34%5321.544.08%31014994.32%-0.73%-236-0.77-2.29%
96%26813294.96%-1.1%1030.381.29%25612095.42%-0.61%4741.853.26%
97%19810695.96%-1.09%-32-0.170.33%1949496.41%-0.62%6053.113.76%
98%1507697.1%-0.93%-378-2.52-2.8%1306497.56%-0.46%138310.639.88%
99%914498.32%-0.7%4665.123.41%743798.58%-0.43%5938.013.55%
Средняя
эффекти-
вность
98.9564%98.8104%

Расчет эфективности Probability Channel для EURUSD, размер окна 1250

Всего истории: 3824 дней
Расчет проходит для 2574 дней
Начало расчета: 19.9.2001, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%150366474.2%-1.08%93426.2180.53%137367373.85%-1.56%23641.7215.9%
76%143864574.94%-1.42%74815.265.79%130663875.21%-1.06%14341.098.42%
77%137161676.06%-1.24%73535.3664.53%124961576.1%-1.19%15001.29.13%
78%130959476.92%-1.41%69835.3361.49%118558977.11%-1.16%3280.27-0.01%
79%125156578.04%-1.24%65095.257.61%113456877.93%-1.38%1020.08-1.39%
80%117553979.05%-1.21%47384.0344.02%107954878.71%-1.64%-116-0.11-2.49%
81%111351080.18%-1.03%38233.4335.9%103452579.6%-1.76%-244-0.24-3.63%
82%105449480.8%-1.49%35873.432.58%96850480.41%-1.98%-770-0.8-8.16%
83%99646481.97%-1.26%26402.6524.29%92448181.31%-2.08%-946-1.03-9.4%
84%94645182.47%-1.86%23772.5122.59%88045882.2%-2.19%-723-0.83-7.52%
85%89743683.06%-2.34%22052.4521.24%83542383.56%-1.73%-951-1.14-9.29%
86%84241383.95%-2.45%20042.3819.47%78440684.22%-2.12%-1438-1.84-12.22%
87%78938485.08%-2.26%13421.714.18%73437885.31%-1.99%-1592-2.17-14.51%
88%72235286.32%-1.95%-15-0.033.05%68435286.32%-1.95%-1751-2.56-15.25%
89%67932387.45%-1.78%6250.927.94%62832287.49%-1.73%-1866-2.98-15.68%
90%62929088.73%-1.44%17092.7115.52%57929088.73%-1.44%-1364-2.36-10.88%
91%55625790.01%-1.1%9261.668.99%53126589.7%-1.45%-1082-2.04-8.86%
92%49923191.02%-1.08%2310.462.94%49224090.67%-1.47%160.03-0.37%
93%44220991.88%-1.22%4791.085.14%43321391.72%-1.4%1500.340.22%
94%39718592.81%-1.29%14273.5912.57%37318592.81%-1.29%-197-0.53-2%
95%34316493.62%-1.48%6271.824.88%30914594.36%-0.68%-11-0.04-0.55%
96%26713494.79%-1.28%910.341.27%25211895.41%-0.62%3501.382.38%
97%19510495.95%-1.1%-336-1.73-1.97%1959396.38%-0.65%8584.45.73%
98%1507597.08%-0.95%-176-1.18-1.09%1306497.51%-0.51%132510.199.37%
99%944498.29%-0.73%5836.24.43%723798.56%-0.45%5848.113.52%
Средняя
эффекти-
вность
98.7869%98.8072%

Расчет эфективности Probability Channel для EURUSD, размер окна 1300

Всего истории: 3824 дней
Расчет проходит для 2524 дней
Начало расчета: 28.11.2001, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%147665274.16%-1.14%88996.0277.02%136267373.33%-2.28%21221.5513.58%
76%141262975.07%-1.24%77115.4667.61%129463874.72%-1.72%10530.814.56%
77%134460576.03%-1.28%70955.2762.22%123861175.79%-1.6%13071.056.99%
78%128557977.06%-1.22%67735.2759.56%117758576.82%-1.54%4690.39-0.02%
79%122655677.97%-1.33%63105.1455.99%112356577.61%-1.8%-457-0.41-5.73%
80%115453079%-1.27%45083.941.9%107154478.44%-1.99%-298-0.28-4.37%
81%109750480.03%-1.22%41723.838.95%102352179.35%-2.08%-264-0.26-4.56%
82%104448780.7%-1.62%37853.6234.12%96949980.22%-2.22%-415-0.43-5.48%
83%98346081.77%-1.51%30163.0627.49%92347481.22%-2.2%-643-0.7-7.37%
84%94044782.29%-2.08%27082.8825.45%87745482.01%-2.43%-697-0.8-7.24%
85%88742783.08%-2.32%23482.6422.23%82742383.24%-2.12%-1407-1.71-13.24%
86%83641083.75%-2.69%21442.5620.66%77940384.03%-2.35%-1228-1.58-11.02%
87%78238084.94%-2.43%15341.9616.12%73237685.1%-2.24%-1770-2.42-16.06%
88%72135186.09%-2.22%3150.436.12%68235386.01%-2.32%-1468-2.16-13.42%
89%67932087.32%-1.93%9281.3610.57%62532187.28%-1.98%-1809-2.9-15.67%
90%62528988.54%-1.65%1879317.27%58429288.43%-1.78%-1270-2.18-10.6%
91%55525489.93%-1.19%9801.7610.04%53026589.5%-1.68%-1089-2.06-9.31%
92%49223190.84%-1.28%1460.292.66%48424090.49%-1.67%-429-0.89-3.93%
93%43820491.91%-1.19%6651.516.74%43421191.64%-1.49%3460.791.52%
94%39418392.74%-1.36%10282.69.39%36918592.67%-1.44%-453-1.23-4.3%
95%34516193.62%-1.48%9542.767.8%31314694.21%-0.84%920.29-0.05%
96%27113294.77%-1.3%3391.253.34%25312195.2%-0.85%4131.632.58%
97%19410195.99%-1.06%-404-2.09-2.41%1949496.27%-0.76%8974.625.96%
98%1497497.06%-0.97%-216-1.45-1.4%1316597.42%-0.6%136410.419.71%
99%924498.25%-0.77%4665.063.41%733798.53%-0.48%3745.121.87%
Средняя
эффекти-
вность
98.7164%98.5812%

Расчет эфективности Probability Channel для EURUSD, размер окна 1350

Всего истории: 3824 дней
Расчет проходит для 2474 дней
Начало расчета: 14.2.2002, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%145064473.96%-1.41%88306.0876.33%135666673.08%-2.63%26761.9717.94%
76%138662074.93%-1.43%77075.5667.19%129063174.49%-2.03%15831.229.07%
77%131960075.74%-1.67%64424.8857.32%123260575.54%-1.94%16161.3110.01%
78%126757476.79%-1.58%63925.0456.77%116957876.63%-1.79%4670.391.03%
79%120455077.76%-1.6%58864.8852.38%111355977.4%-2.07%-738-0.67-7.31%
80%114252378.86%-1.45%45503.9841.84%106254178.13%-2.4%-472-0.45-5.46%
81%108449579.99%-1.27%40573.7437.51%101251679.14%-2.36%-229-0.23-3.52%
82%102447980.63%-1.7%34503.3631.5%95549280.11%-2.36%-831-0.88-7.72%
83%97145781.52%-1.82%30233.1127.52%91247280.92%-2.58%-955-1.05-8.69%
84%93144382.09%-2.33%27052.925.4%87444681.97%-2.48%-138-0.16-2.32%
85%87942582.82%-2.64%22752.5821.98%82041883.1%-2.29%-1008-1.23-9.68%
86%83540483.67%-2.79%25263.0223.64%77540083.83%-2.59%-1095-1.42-9.97%
87%77937784.76%-2.65%20162.5819.59%72137684.8%-2.6%-2034-2.83-18.08%
88%71834985.89%-2.46%4650.647.72%68035485.69%-2.7%-1209-1.78-11.33%
89%67432187.02%-2.28%8841.3110.76%63032087.06%-2.23%-1077-1.71-9.73%
90%61528388.56%-1.63%16582.6915.95%58129188.23%-2.01%-1301-2.24-10.58%
91%54825389.77%-1.38%9461.729.79%52926489.32%-1.89%-1041-1.97-8.75%
92%48923090.7%-1.44%1690.342.67%48423690.46%-1.71%-556-1.15-4.98%
93%43420191.87%-1.23%6311.456.53%43121091.51%-1.63%850.19-0.32%
94%39318192.68%-1.43%9762.488.92%36518292.64%-1.47%-522-1.44-4.74%
95%34415893.61%-1.49%10863.159.05%31114894.01%-1.06%-64-0.21-1.06%
96%26813194.7%-1.38%1210.451.71%25012195.1%-0.95%2380.951.2%
97%19210195.91%-1.14%-463-2.42-2.99%1929396.24%-0.79%9524.956.4%
98%1497896.84%-1.2%-5-0.040%1326497.41%-0.61%141410.7110.09%
99%974398.26%-0.76%6186.374.61%693498.62%-0.39%4466.462.53%
Средняя
эффекти-
вность
98.5733%98.4172%

Расчет эфективности Probability Channel для EURUSD, размер окна 1400

Всего истории: 3824 дней
Расчет проходит для 2424 дней
Начало расчета: 26.4.2002, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%143564173.55%-1.98%85195.9372.92%133965972.81%-3.01%21551.613.76%
76%136961774.54%-1.96%69625.0859.96%127562474.25%-2.36%15131.188.34%
77%131259675.41%-2.11%6567557.04%122159975.28%-2.29%15301.259.08%
78%125157176.44%-2.05%58334.6651.27%115857576.27%-2.27%4830.410.7%
79%119554577.51%-1.93%60645.0752.71%110555477.14%-2.42%-805-0.73-8.1%
80%112852178.5%-1.92%40233.5637.17%105253777.84%-2.78%-927-0.89-8.61%
81%106749479.62%-1.74%33263.1130.69%100651078.96%-2.59%-248-0.25-3.67%
82%102647780.32%-2.1%35263.4331.96%95249279.7%-2.89%-588-0.62-5.88%
83%97045681.18%-2.25%30253.1127.69%90346980.65%-2.92%-1084-1.21-9.92%
84%93244381.72%-2.8%28583.0626.71%86644281.76%-2.74%-371-0.43-4.27%
85%88142982.3%-3.29%26763.0324.68%81741882.75%-2.72%-1122-1.38-10.38%
86%83340883.16%-3.42%24372.9222.51%77540083.49%-3.01%-1102-1.43-9.73%
87%77837884.4%-3.09%17662.2617.69%71937684.48%-2.99%-2138-2.98-18.69%
88%71934685.72%-2.66%3480.486.89%68135685.31%-3.16%-804-1.19-8.5%
89%66832486.63%-2.74%7061.059.24%62832286.71%-2.65%-1152-1.84-10.44%
90%62028788.16%-2.09%15202.4514.92%58129187.99%-2.29%-1245-2.15-10.49%
91%54825589.48%-1.7%8421.538.95%52726589.06%-2.18%-997-1.9-8.42%
92%48922890.59%-1.56%870.172.25%48223790.22%-1.98%-194-0.41-2.4%
93%43620091.74%-1.38%5631.295.98%43020991.37%-1.79%460.1-0.68%
94%39318392.45%-1.68%12013.0510.37%36718392.45%-1.68%-388-1.06-3.76%
95%34716193.35%-1.77%11303.259.22%31914793.93%-1.14%140.04-0.6%
96%27113194.59%-1.5%1800.662.02%25112294.96%-1.1%3091.231.84%
97%19510295.79%-1.27%-151-0.78-0.44%1909396.16%-0.88%7834.125.09%
98%1518096.69%-1.36%-80-0.53-0.51%1356597.31%-0.71%151011.1810.82%
99%974298.26%-0.76%6216.44.63%703498.59%-0.42%4195.982.34%
Средняя
эффекти-
вность
98.2841%98.1777%

Расчет эфективности Probability Channel для EURUSD, размер окна 1450

Всего истории: 3824 дней
Расчет проходит для 2374 дней
Начало расчета: 15.7.2002, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%140862973.5%-2.05%79715.6667.21%131764672.78%-3.06%22371.6914.67%
76%134561174.26%-2.35%68185.0657.9%125361474.13%-2.53%16131.289.48%
77%129259275.06%-2.59%63714.9354.82%119258775.27%-2.3%8720.734.17%
78%122756376.28%-2.26%52964.3145.71%113756276.32%-2.21%3240.28-0.32%
79%117354177.21%-2.32%55084.6947.29%108154477.08%-2.5%-861-0.8-8.56%
80%110851178.47%-1.95%37153.3533.44%103252777.8%-2.83%-1069-1.04-9.81%
81%104949079.35%-2.08%30282.8827.91%98550178.89%-2.68%-510-0.52-5.44%
82%100947779.9%-2.63%29712.9427.17%93348279.69%-2.9%-855-0.92-8.12%
83%96145580.83%-2.69%27482.8524.84%88446080.62%-2.96%-1191-1.35-10.77%
84%91944181.42%-3.17%24402.6522.77%84943881.55%-3.01%-400-0.48-4.69%
85%87642582.09%-3.55%25832.9423.7%80041282.64%-2.86%-1375-1.72-12.41%
86%82740982.77%-3.91%19732.3819.07%76039283.48%-3.02%-1207-1.59-11.17%
87%77737684.16%-3.38%21962.8220.85%70937484.24%-3.28%-2057-2.91-18.7%
88%71235085.25%-3.23%3560.56.52%66735385.13%-3.38%-1227-1.84-12.2%
89%66432786.22%-3.23%5430.817.8%62231886.6%-2.78%-1334-2.15-12.58%
90%61229087.78%-2.53%14432.3513.79%57229087.78%-2.53%-1675-2.93-14.63%
91%54625389.34%-1.86%10361.8910.08%52226588.83%-2.45%-1347-2.59-11.54%
92%48322890.39%-1.79%-157-0.330.21%47723490.14%-2.07%-670-1.41-6.47%
93%43720091.57%-1.57%6681.526.45%42920991.19%-1.99%1230.28-0.21%
94%39218492.24%-1.91%10222.68.91%36218292.33%-1.81%-531-1.47-5.07%
95%34516293.17%-1.97%8962.597.36%31615093.68%-1.41%-160-0.51-2.09%
96%27413294.43%-1.67%1920.72.3%24912194.9%-1.16%2841.141.52%
97%19510495.61%-1.46%-279-1.44-1.38%1919496.04%-1%8894.655.7%
98%1548196.58%-1.48%-57-0.38-0.29%1316597.26%-0.77%141510.89.6%
99%984398.18%-0.84%6056.174.55%713598.52%-0.49%4005.632.21%
Средняя
эффекти-
вность
98.0424%98.0756%

Расчет эфективности Probability Channel для EURUSD, размер окна 1500

Всего истории: 3824 дней
Расчет проходит для 2324 дней
Начало расчета: 23.9.2002, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%138061273.66%-1.82%84526.1271.87%129662972.93%-2.84%25831.9917.81%
76%132059974.22%-2.4%71945.4561.79%122960374.05%-2.64%14431.178.95%
77%126757775.17%-2.44%66785.2758.08%117957475.3%-2.26%16021.359.78%
78%121154776.46%-2.02%61165.0553.31%111554976.37%-2.14%6600.592.27%
79%115452877.28%-2.23%58585.0751.37%106553477.02%-2.58%-191-0.18-3.46%
80%108850078.48%-1.94%41173.7837.81%101251377.92%-2.67%-1075-1.07-9.78%
81%103148179.3%-2.15%33213.2231.49%96849578.7%-2.93%-466-0.49-4.98%
82%99146579.99%-2.52%30813.128.88%91946779.9%-2.63%-448-0.49-5.18%
83%93944680.8%-2.73%29463.1327.43%86945180.59%-3%-1055-1.22-9.36%
84%90543281.41%-3.19%33703.7230.47%83542681.66%-2.87%-335-0.41-4.08%
85%86541682.09%-3.55%30523.5228.26%79040282.7%-2.79%-1144-1.45-10.42%
86%81639882.87%-3.78%25563.1324.37%74838683.39%-3.13%-1422-1.91-12.85%
87%76136884.16%-3.38%22652.9721.94%70236884.16%-3.38%-1773-2.53-16.32%
88%70534585.15%-3.35%6950.989.9%65434885.02%-3.51%-1585-2.43-14.88%
89%65632186.18%-3.28%10921.6612.56%61431786.35%-3.07%-1306-2.13-12.49%
90%60128287.86%-2.44%15532.5815.12%56528487.77%-2.55%-1334-2.37-12.49%
91%54224889.32%-1.89%15242.8114.11%51826188.76%-2.53%-1209-2.34-10.52%
92%47722390.4%-1.77%-25-0.061.89%47123290.01%-2.22%-215-0.46-3.11%
93%42719391.69%-1.43%5261.236.02%42120791.09%-2.1%-153-0.37-2.47%
94%38318092.25%-1.9%9092.378.31%35817992.29%-1.86%-510-1.43-5.12%
95%34016093.11%-2.03%8142.397.11%30814993.58%-1.52%-435-1.42-4.38%
96%27112994.44%-1.66%2901.073.36%24511894.92%-1.14%780.31-0.29%
97%19210595.48%-1.6%-178-0.93-0.47%1909695.86%-1.19%8004.214.98%
98%1508096.55%-1.51%-218-1.46-1.22%1346397.28%-0.75%137610.269.25%
99%994498.1%-0.92%8098.176.31%763698.45%-0.56%84711.145.53%
Средняя
эффекти-
вность
98.0568%98.0429%

Расчет эфективности Probability Channel для EURUSD, размер окна 1550

Всего истории: 3824 дней
Расчет проходит для 2274 дней
Начало расчета: 3.12.2002, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%135460873.26%-2.38%75245.5564.43%127462172.69%-3.18%21451.6813.48%
76%130658674.23%-2.39%72235.5361.63%121560173.57%-3.31%14131.167.92%
77%124957074.93%-2.77%63865.1155.61%116557374.8%-2.95%17381.4910.67%
78%120154476.07%-2.54%61215.0953.29%109854775.94%-2.72%1230.11-2.19%
79%114152177.08%-2.5%56704.9649.52%104952976.73%-2.96%-748-0.72-8.2%
80%107249878.1%-2.44%39203.6535.59%100151377.44%-3.31%-1079-1.08-10.15%
81%101947779.02%-2.51%34643.3932.17%95649378.32%-3.43%-901-0.95-8.77%
82%97245979.81%-2.75%28192.926.19%91446879.41%-3.27%-475-0.52-5.65%
83%92844380.51%-3.1%25672.7623.96%85944980.25%-3.43%-1389-1.62-12.23%
84%89343081.09%-3.59%30223.3827.27%83042681.26%-3.38%-573-0.7-6.28%
85%85141381.83%-3.88%25422.9823.59%78240582.18%-3.44%-1288-1.65-11.85%
86%81039282.76%-3.92%24663.0422.97%74338483.11%-3.48%-1745-2.35-15.82%
87%75737183.68%-3.97%22372.9521.52%70036883.81%-3.81%-1860-2.66-16.88%
88%70034584.82%-3.75%7601.089.63%65234984.65%-3.96%-1546-2.38-14.69%
89%65432485.75%-3.8%7941.219.93%61231686.1%-3.37%-1483-2.43-14.08%
90%60228187.64%-2.7%15612.5915.29%56428287.59%-2.76%-1439-2.56-13.15%
91%54324889.09%-2.15%16403.0215.2%52125688.74%-2.55%-1044-2.01-9.45%
92%47222390.19%-2.01%-291-0.62-0.3%47423489.7%-2.57%-224-0.48-3.19%
93%42819491.46%-1.69%7501.757.64%42220590.98%-2.23%-4-0.01-1.29%
94%38417992.12%-2.05%9952.599.08%35917892.17%-1.99%-535-1.5-5.21%
95%34016192.91%-2.25%8052.366.93%30515393.27%-1.86%-406-1.34-4.07%
96%27212794.41%-1.69%3961.454.11%24711994.76%-1.31%-56-0.23-1.33%
97%19310495.42%-1.66%-178-0.93-0.48%1929795.73%-1.33%7143.714.42%
98%1538096.48%-1.58%-206-1.35-1.12%1406797.05%-0.98%152010.8510.41%
99%994398.1%-0.92%7427.495.81%783598.46%-0.55%108613.927.3%
Средняя
эффекти-
вность
97.8305%97.7484%

Расчет эфективности Probability Channel для EURUSD, размер окна 1600

Всего истории: 3824 дней
Расчет проходит для 2224 дней
Начало расчета: 13.2.2003, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%133560172.97%-2.79%72055.3960.28%124960772.7%-3.17%20101.612.62%
76%128458273.83%-2.94%67695.2757.27%118958773.6%-3.27%11690.985.69%
77%123056174.77%-2.99%56964.6349.27%113656174.77%-2.99%10720.945.15%
78%118454175.67%-3.08%59144.9950.84%107853575.94%-2.72%1500.13-2.21%
79%112751976.66%-3.06%56525.0148.32%102951976.66%-3.06%-762-0.75-8.59%
80%106149777.65%-3.03%37943.5733.89%98250077.51%-3.22%-1201-1.23-11.61%
81%100947578.64%-3.01%34113.3830.95%93748478.23%-3.55%-1176-1.26-11.12%
82%96045779.45%-3.21%21842.2721%89545979.36%-3.33%-563-0.63-6.88%
83%92344280.12%-3.6%27042.9224.55%84244080.21%-3.48%-1532-1.82-13.61%
84%88142780.8%-3.97%23372.6521.26%81242081.11%-3.57%-798-0.99-8.13%
85%84241081.56%-4.22%20672.4519.3%76640281.92%-3.76%-1326-1.74-12.41%
86%80138782.59%-4.13%20572.5619.25%72738282.82%-3.84%-2038-2.81-18.46%
87%74736983.4%-4.32%17642.3617.02%68536383.67%-3.98%-2322-3.39-20.61%
88%69934284.62%-4%10891.5511.61%64034684.44%-4.22%-1908-2.99-17.57%
89%64931985.65%-3.92%5190.797.41%60731385.92%-3.59%-1435-2.37-13.92%
90%59228387.27%-3.13%10711.811.3%56328087.41%-2.97%-1426-2.54-13.15%
91%54125088.75%-2.54%18563.4316.68%51725488.57%-2.75%-1118-2.17-10.09%
92%47122389.97%-2.26%-317-0.68-1.06%47323289.56%-2.73%-74-0.16-2.09%
93%42319591.23%-1.95%4130.974.53%41820590.78%-2.45%-116-0.28-2.17%
94%38417991.95%-2.23%9832.558.8%35218091.9%-2.29%-710-2.02-6.72%
95%33916092.8%-2.38%67925.81%30415393.12%-2.02%-456-1.5-4.51%
96%27112794.28%-1.83%3731.373.9%24812094.6%-1.48%-69-0.28-1.43%
97%19210595.27%-1.82%-231-1.21-0.86%1929695.68%-1.38%6023.133.45%
98%1508196.35%-1.72%-416-2.78-2.72%1396896.94%-1.1%154111.0810.64%
99%1004398.06%-0.96%8698.696.48%803598.42%-0.59%118814.858.14%
Средняя
эффекти-
вность
97.5725%97.6336%

Расчет эфективности Probability Channel для EURUSD, размер окна 1650

Всего истории: 3824 дней
Расчет проходит для 2174 дней
Начало расчета: 24.4.2003, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%131059472.67%-3.21%73985.6462.02%121859772.53%-3.41%16941.399.48%
76%125857473.59%-3.28%70705.6259.83%116257773.45%-3.48%11540.995.36%
77%120955474.51%-3.35%61135.0552.16%111054874.79%-2.96%8560.772.99%
78%115653675.34%-3.54%58975.150.51%104752675.8%-2.91%-219-0.21-5.3%
79%110351276.44%-3.35%54464.9346.59%100250776.67%-3.04%-931-0.93-10.51%
80%104248977.5%-3.23%39743.8135.13%95848977.5%-3.23%-1362-1.43-13.12%
81%98946778.51%-3.18%31963.2329.54%91347478.19%-3.6%-1361-1.5-13.2%
82%94245179.25%-3.48%23522.4922.23%86945079.3%-3.41%-1060-1.22-11.15%
83%90643579.99%-3.77%25962.8623.71%82143080.22%-3.47%-1618-1.98-15.12%
84%86341980.72%-4.07%25132.9122.43%78941081.14%-3.53%-1578-2-14.9%
85%83340581.37%-4.47%22822.7320.89%74739082.06%-3.59%-1769-2.37-16.3%
86%79138382.38%-4.4%21972.7720.38%70937482.79%-3.88%-2375-3.35-21.56%
87%73436383.3%-4.45%14091.9114.12%67035483.71%-3.94%-2461-3.68-22.06%
88%68633884.45%-4.21%10611.5411.17%62834184.31%-4.38%-2348-3.74-21.04%
89%63831785.41%-4.21%2680.425.24%59430785.87%-3.65%-1420-2.4-13.82%
90%58027787.25%-3.16%6841.178.07%55227587.35%-3.04%-1362-2.47-12.84%
91%53324888.59%-2.73%15842.9714.31%50825288.4%-2.95%-1153-2.27-10.49%
92%46221889.97%-2.26%-257-0.56-0.51%46122789.55%-2.74%-325-0.71-4.03%
93%41619491.07%-2.12%3460.833.93%41119990.84%-2.38%-72-0.18-2.18%
94%37717891.81%-2.39%9502.518.69%34617991.76%-2.45%-660-1.91-6.39%
95%33315692.82%-2.35%6792.035.89%29715392.96%-2.2%-659-2.22-6.1%
96%27112594.25%-1.86%9543.528.04%24511994.52%-1.57%-42-0.18-1.49%
97%18710595.17%-1.93%-353-1.89-1.8%1899595.63%-1.44%4882.582.5%
98%1517696.5%-1.56%-109-0.73-0.36%1386996.82%-1.22%150510.910.28%
99%974398.02%-1%8408.656.32%803798.29%-0.73%108313.537.34%
Средняя
эффекти-
вность
97.4352%97.578%

Расчет эфективности Probability Channel для EURUSD, размер окна 1700

Всего истории: 3824 дней
Расчет проходит для 2124 дней
Начало расчета: 3.7.2003, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%126958172.64%-3.25%62914.9553.1%118258172.64%-3.25%16851.429.44%
76%122456273.54%-3.35%63715.253.6%112756073.63%-3.22%10190.94.72%
77%117554674.29%-3.65%54454.6346.23%107552975.09%-2.55%8580.793.34%
78%112552775.18%-3.76%47534.2240.87%101851375.84%-2.85%-245-0.25-5.36%
79%106750376.31%-3.53%42884.0137%97649276.83%-2.83%-506-0.52-6.81%
80%101448177.35%-3.43%34993.4530.67%93147377.73%-2.93%-696-0.75-7.87%
81%96145878.43%-3.28%23262.4222.02%88145978.38%-3.35%-1370-1.56-12.87%
82%91744579.04%-3.75%16241.7715.9%84243879.37%-3.32%-903-1.08-9.47%
83%88442979.8%-4.02%18222.0616.99%80041980.27%-3.41%-1080-1.35-10.78%
84%84141480.5%-4.35%19562.3217.65%76640081.16%-3.5%-1254-1.64-12.01%
85%81639881.26%-4.61%22602.7620.09%72637882.2%-3.41%-1504-2.08-13.94%
86%76937682.29%-4.51%15211.9714.84%69236482.86%-3.79%-1948-2.82-17.82%
87%72136282.95%-4.89%11871.6412.13%65034583.75%-3.89%-2208-3.4-19.74%
88%67333384.32%-4.37%67417.78%61433384.32%-4.37%-1788-2.92-16.56%
89%62731385.26%-4.39%410.063.27%58030185.82%-3.71%-1208-2.09-11.89%
90%56927587.05%-3.39%4620.816.41%53526787.42%-2.96%-1350-2.53-12.41%
91%51924388.55%-2.77%10021.939.68%49424388.55%-2.77%-1074-2.18-9.76%
92%45521389.97%-2.26%-348-0.77-1.24%44822489.45%-2.86%-299-0.67-3.71%
93%40918991.1%-2.09%1910.462.7%40219390.91%-2.3%1870.460.06%
94%37017491.8%-2.4%8072.187.47%33417191.94%-2.25%-339-1.02-3.89%
95%33115292.84%-2.33%12383.7410.35%29014992.98%-2.18%-342-1.18-3.7%
96%26912594.11%-2.01%10653.958.75%23711594.58%-1.51%-2-0.01-0.87%
97%18310495.1%-2%-415-2.27-2.36%1879495.57%-1.5%5382.873.1%
98%1467696.42%-1.64%-271-1.86-1.64%1366596.93%-1.11%154211.3310.71%
99%954497.92%-1.11%7547.935.63%793598.35%-0.67%112214.27.72%
Средняя
эффекти-
вность
97.3209%97.6628%

Расчет эфективности Probability Channel для EURUSD, размер окна 1750

Всего истории: 3824 дней
Расчет проходит для 2074 дней
Начало расчета: 11.9.2003, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%123656972.56%-3.37%62735.0752.34%115257272.42%-3.57%13411.167.15%
76%118955073.48%-3.43%61965.2151.94%111154973.52%-3.38%15981.439%
77%114853874.05%-3.99%58235.0749.08%105752274.83%-2.9%12051.146.02%
78%110251775.07%-3.91%52894.7944.99%100250375.74%-2.99%2730.27-1.22%
79%103949276.27%-3.58%44034.2337.77%95648176.8%-2.87%-114-0.12-3.79%
80%98547377.19%-3.65%32913.3428.9%90946677.53%-3.19%-759-0.84-8.02%
81%93744878.39%-3.33%22932.4421.38%86644978.35%-3.39%-776-0.9-8.07%
82%89543279.17%-3.58%18442.0617.6%82743079.26%-3.46%-784-0.95-8.32%
83%86041679.94%-3.83%15871.8415.12%78040980.27%-3.41%-1360-1.75-12.95%
84%82040580.47%-4.39%17702.1516.23%75039181.14%-3.53%-1096-1.47-10.59%
85%79338581.43%-4.39%20762.6118.52%71036982.2%-3.41%-1596-2.25-14.53%
86%75536682.35%-4.44%18542.4516.98%67935882.73%-3.96%-1779-2.63-16.02%
87%70235083.12%-4.67%11901.6911.98%63733583.84%-3.77%-1897-2.98-16.88%
88%66132484.37%-4.31%9341.419.47%60532584.32%-4.37%-1612-2.67-14.76%
89%61230285.43%-4.18%1530.254.02%56929785.67%-3.89%-967-1.7-9.89%
90%55626787.12%-3.31%7271.38.26%52226287.36%-3.03%-1135-2.18-10.62%
91%51023788.57%-2.75%9911.949.6%48424088.42%-2.92%-817-1.69-7.53%
92%44320889.97%-2.26%-338-0.77-1%44121789.53%-2.76%-17-0.04-1.11%
93%39618591.08%-2.11%50.011.26%39218691.03%-2.17%2350.590.64%
94%36517191.75%-2.46%8322.277.56%32916592.04%-2.13%1390.420.01%
95%31714892.86%-2.31%10393.278.85%28814293.15%-1.99%-207-0.72-2.43%
96%26112593.97%-2.17%7802.986.62%23511294.59%-1.5%1210.510.29%
97%18010095.17%-1.93%-470-2.62-2.49%1859095.66%-1.41%5883.173.63%
98%1447596.38%-1.69%-257-1.79-1.4%1346297.01%-1.03%173312.9312.3%
99%934397.92%-1.11%7437.985.62%763398.4%-0.61%102613.57.02%
Средняя
эффекти-
вность
97.3232%97.6325%

Расчет эфективности Probability Channel для EURUSD, размер окна 1800

Всего истории: 3824 дней
Расчет проходит для 2024 дней
Начало расчета: 20.11.2003, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%120955972.38%-3.62%57054.7147.68%111855572.57%-3.35%15801.419.39%
76%116353973.36%-3.6%55234.7446.05%107753173.76%-3.04%16571.539.87%
77%112152873.91%-4.19%53174.7444.59%102950475.09%-2.55%14881.448.38%
78%107551074.8%-4.28%53284.9544.62%97248576.03%-2.6%9941.024.79%
79%102048675.98%-3.98%43784.2937.19%92846277.17%-2.38%6150.662.08%
80%96146477.07%-3.81%28562.9725.26%87944877.86%-2.75%-409-0.47-4.93%
81%91944478.06%-3.77%21042.2819.29%83843278.65%-2.99%-466-0.56-5.5%
82%87242678.95%-3.87%13101.513.07%79741679.44%-3.23%-538-0.68-6.13%
83%84141279.64%-4.22%13381.5912.96%75339680.43%-3.2%-1192-1.59-11.38%
84%80539980.28%-4.64%17222.1315.52%72237881.32%-3.3%-978-1.36-9.43%
85%77837981.27%-4.59%16202.0814.6%68635582.46%-3.09%-1435-2.1-13.04%
86%73936082.21%-4.62%13651.8412.69%65534483%-3.62%-1498-2.29-13.53%
87%68834483%-4.82%5010.726.22%61732783.84%-3.77%-1463-2.38-13.21%
88%64731984.23%-4.48%6270.967.28%58931584.43%-4.23%-1166-1.98-11.09%
89%59829885.27%-4.38%-286-0.480.79%55228685.86%-3.66%-751-1.37-7.92%
90%54526886.75%-3.75%4960.916.6%51225787.3%-3.1%-833-1.63-8.04%
91%50223488.43%-2.91%9241.849.11%47122988.68%-2.62%-341-0.73-3.85%
92%44220689.82%-2.43%2330.523.22%42320789.77%-2.49%550.13-0.19%
93%39118291%-2.2%-148-0.38-0.02%37917891.2%-1.98%9012.376.02%
94%35816991.65%-2.57%5621.565.3%32015992.14%-2.02%3821.192.11%
95%31314492.88%-2.29%8342.667.15%27913493.37%-1.75%-46-0.17-1.19%
96%25412293.97%-2.17%5162.034.62%22410794.71%-1.37%1430.630.55%
97%17910394.91%-2.21%-311-1.74-1.54%1758395.89%-1.16%6383.644.1%
98%1437896.14%-1.94%3012.12.79%1315897.13%-0.9%177713.5612.59%
99%954397.87%-1.16%7557.945.74%733498.32%-0.7%106114.537.3%
Средняя
эффекти-
вность
97.1532%97.8168%

Расчет эфективности Probability Channel для EURUSD, размер окна 1850

Всего истории: 3824 дней
Расчет проходит для 1974 дней
Начало расчета: 29.1.2004, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%118754972.18%-3.91%57474.8448.14%109353872.74%-3.11%23032.115.13%
76%114253073.15%-3.9%58535.1248.33%104751374.01%-2.69%21602.0614.08%
77%109551873.75%-4.41%50864.6443.16%99648975.22%-2.37%17471.7510.65%
78%105350074.67%-4.46%52564.9944.26%94046676.39%-2.11%11611.236.36%
79%99947775.83%-4.19%41374.1435.39%89544777.35%-2.14%7080.793.16%
80%94845676.89%-4.05%35303.7230.18%85242778.36%-2.1%3520.410.87%
81%90343478.01%-3.84%25122.7822.48%81141279.12%-2.38%2080.25-0.03%
82%85941778.87%-3.97%15781.8315.28%76739979.78%-2.79%-481-0.63-5.51%
83%82540279.63%-4.24%14171.7113.61%73037880.85%-2.66%-498-0.69-5.99%
84%79238980.29%-4.63%17682.2315.82%69736281.66%-2.87%-586-0.85-6.12%
85%76137281.15%-4.75%16072.1114.55%66034082.77%-2.7%-1238-1.88-11.51%
86%72535282.16%-4.68%13401.8412.51%63232783.43%-3.09%-1150-1.82-10.62%
87%67833483.08%-4.72%6390.947.56%59431384.14%-3.4%-1108-1.87-10.47%
88%63831484.09%-4.65%9091.429.52%56930184.75%-3.84%-675-1.19-7.02%
89%58328885.41%-4.21%-410-0.71-0.11%53327486.11%-3.36%-380-0.72-4.86%
90%53626286.72%-3.79%6311.177.63%49224887.43%-2.94%-711-1.45-6.83%
91%49322788.5%-2.83%10442.119.92%45222288.75%-2.54%-185-0.41-2.41%
92%43419889.96%-2.27%2810.643.68%40620289.76%-2.5%1570.380.73%
93%38217391.23%-1.95%-83-0.220.48%36217591.13%-2.06%7031.944.84%
94%34716391.74%-2.47%6061.745.65%31115192.35%-1.79%7112.284.63%
95%30614092.9%-2.27%7152.336.47%27113093.41%-1.71%2610.961.22%
96%25112093.92%-2.22%7352.926.17%21610294.83%-1.24%4081.882.45%
97%1749994.98%-2.13%-450-2.59-2.49%1708095.94%-1.11%7634.485.14%
98%1407696.14%-1.94%3372.43.05%1275497.26%-0.77%182114.3313%
99%924297.87%-1.16%7227.845.49%703098.48%-0.53%118616.948.26%
Средняя
эффекти-
вность
97.1249%98.0408%

Расчет эфективности Probability Channel для EURUSD, размер окна 1900

Всего истории: 3824 дней
Расчет проходит для 1924 дней
Начало расчета: 8.4.2004, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%115553572.19%-3.9%61275.350.78%105852172.92%-2.86%16691.5710.21%
76%110451473.28%-3.72%55465.0246.22%101249974.06%-2.62%15721.559.52%
77%106750173.96%-4.12%54605.1145.64%96047375.41%-2.11%10151.054.97%
78%101948274.94%-4.09%52395.1443.91%91145076.61%-1.82%8750.964.13%
79%96546575.83%-4.19%40124.1534.22%86943177.59%-1.82%7350.843.2%
80%92044576.87%-4.08%37474.0731.99%82641178.63%-1.75%1770.21-0.47%
81%86941978.22%-3.56%21102.4219.67%78139879.31%-2.14%-319-0.41-4.01%
82%83140678.89%-3.95%16852.0216.02%74138579.98%-2.53%-756-1.03-7.59%
83%79838979.78%-4.04%18782.3516.95%70436481.08%-2.37%-846-1.21-8.58%
84%76637680.45%-4.42%18712.4416.52%67134981.86%-2.62%-983-1.47-9.14%
85%73535981.34%-4.5%16172.214.47%63732982.9%-2.54%-1497-2.36-13.32%
86%70534182.27%-4.54%15682.2214.25%60631683.57%-2.91%-1332-2.2-12.07%
87%66132583.1%-4.7%11641.7611.47%56830384.25%-3.27%-1368-2.41-12.53%
88%61930584.14%-4.59%10331.6610.73%54429284.82%-3.75%-1189-2.19-11.04%
89%56528285.34%-4.29%340.063.41%51326486.27%-3.17%-682-1.33-7.18%
90%51825386.85%-3.63%7991.549.02%47523887.62%-2.72%-880-1.86-8.26%
91%47521888.66%-2.64%12522.6311.59%43421588.82%-2.46%-657-1.52-5.87%
92%41819090.12%-2.09%6641.586.83%38919489.91%-2.33%-387-1-3.5%
93%37116691.37%-1.79%5241.415.18%34817191.11%-2.08%5031.443.25%
94%33215591.94%-2.25%8082.437.38%29514692.41%-1.73%2330.780.9%
95%29313592.98%-2.18%10243.498.89%26112593.5%-1.61%2280.871.06%
96%23711594.02%-2.11%8743.687.26%2119794.95%-1.11%4682.212.87%
97%1659595.06%-2.05%-136-0.83-0.07%1647795.99%-1.06%9375.716.43%
98%1337196.3%-1.77%4943.714.31%1225397.24%-0.79%173914.2512.38%
99%853698.12%-0.9%8129.556.25%672898.54%-0.47%111916.77.73%
Средняя
эффекти-
вность
97.2408%98.174%

Расчет эфективности Probability Channel для EURUSD, размер окна 1950

Всего истории: 3824 дней
Расчет проходит для 1874 дней
Начало расчета: 17.6.2004, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%112451872.35%-3.67%63835.6752.45%102950672.99%-2.76%16861.6310.4%
76%107649673.53%-3.36%56795.2746.96%98648374.22%-2.4%17121.7310.81%
77%104048774.01%-4.04%55365.3246.09%93745775.61%-1.84%9521.014.83%
78%99646775.08%-3.89%48264.8440.96%89143476.84%-1.51%12211.376.76%
79%93545275.88%-4.12%38734.1432.93%84541477.9%-1.42%3620.420.67%
80%89043276.94%-3.98%35473.9830.35%80439578.92%-1.37%2380.290.27%
81%84541178.06%-3.77%23342.7621.1%75938379.56%-1.81%-92-0.13-2.43%
82%80439678.86%-3.99%18912.3517.59%72037080.25%-2.19%-826-1.15-8.33%
83%77537679.93%-3.85%18332.3616.4%68435281.21%-2.21%-755-1.11-7.93%
84%73836480.57%-4.26%16552.2414.74%65233881.96%-2.49%-662-1.02-6.9%
85%71235181.27%-4.59%14842.0813.51%61831883.03%-2.38%-1399-2.27-12.47%
86%68633182.33%-4.46%15982.3214.6%59030883.56%-2.93%-1335-2.27-12.06%
87%64331583.19%-4.58%11131.7311.1%55729584.25%-3.27%-1262-2.27-11.79%
88%60429384.36%-4.32%11581.9111.76%52728384.89%-3.67%-1037-1.97-9.77%
89%55527485.37%-4.26%2600.465.29%49625786.28%-3.16%-773-1.56-7.62%
90%50324586.92%-3.55%7031.398.64%46323087.72%-2.6%-642-1.39-6.29%
91%46321188.74%-2.55%12592.7111.81%42220988.84%-2.44%-606-1.44-5.35%
92%41118690.07%-2.15%9202.238.93%38019089.86%-2.39%-253-0.67-2.39%
93%35916191.4%-1.76%6071.695.95%34116891.03%-2.17%5051.483.3%
94%31715091.99%-2.19%8342.637.66%28914292.42%-1.71%2660.921.19%
95%28413292.95%-2.21%14094.9611.99%25512293.48%-1.63%3271.281.8%
96%23111294.02%-2.11%8943.877.6%2059594.93%-1.13%3861.882.44%
97%1609295.09%-2.01%-109-0.690.21%1597496.05%-0.99%8975.646.12%
98%1266696.47%-1.59%4573.624.06%1195197.27%-0.76%174014.6212.42%
99%813398.23%-0.79%7949.86.09%642898.5%-0.51%104516.327.14%
Средняя
эффекти-
вность
97.3044%98.2629%

Расчет эфективности Probability Channel для EURUSD, размер окна 2000

Всего истории: 3824 дней
Расчет проходит для 1824 дней
Начало расчета: 26.8.2004, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%109050672.25%-3.81%58715.3848.32%101349772.75%-3.1%22352.214.89%
76%104448673.35%-3.62%53785.1544.33%97047074.23%-2.39%20342.0913.36%
77%100947773.84%-4.28%49884.9441.28%92545075.32%-2.24%17421.8811.01%
78%96546274.67%-4.46%44724.6337.8%88542576.69%-1.71%20122.2712.91%
79%91144475.65%-4.43%36874.0431.44%83040477.85%-1.48%6390.762.98%
80%86842176.91%-4.02%31623.6427.15%78938878.72%-1.63%5250.662.42%
81%82640277.96%-3.9%23892.8921.55%74837679.38%-2.05%4620.612.02%
82%78338878.72%-4.17%1572215.02%70836280.15%-2.31%-435-0.62-5.13%
83%75537079.71%-4.13%15412.0413.91%67834681.03%-2.44%-214-0.32-3.7%
84%72235780.42%-4.46%13611.8812.26%63633181.85%-2.63%-479-0.76-5.21%
85%69134281.25%-4.62%6900.997.38%60631282.89%-2.55%-1188-1.97-10.7%
86%67332482.23%-4.59%14882.2113.43%57930083.55%-2.94%-792-1.37-7.93%
87%63530783.16%-4.62%13392.112.58%54328984.15%-3.39%-1207-2.23-10.93%
88%59429084.1%-4.64%9271.569.83%52127584.92%-3.63%-652-1.26-6.75%
89%54226885.3%-4.34%-73-0.142.5%48925186.23%-3.22%-510-1.05-5.5%
90%49523986.89%-3.58%5911.197.56%45322687.6%-2.74%-571-1.27-5.63%
91%45321088.48%-2.85%12202.6911.54%41520788.65%-2.66%-305-0.74-2.9%
92%40418290.02%-2.2%10522.69.96%37418789.74%-2.52%-83-0.23-1.03%
93%34915691.44%-1.71%5661.625.65%34116690.89%-2.33%8052.365.62%
94%31314791.94%-2.25%8732.787.99%28313992.37%-1.77%290.1-0.24%
95%28213192.81%-2.36%16885.9814.17%25211893.53%-1.58%4061.612.48%
96%22910994.02%-2.11%11665.099.59%2039594.79%-1.28%4972.443.32%
97%1589095.06%-2.05%-169-1.07-0.17%1597296.05%-0.99%9756.136.77%
98%1256596.43%-1.63%5384.34.72%1184997.31%-0.71%179415.212.86%
99%823298.24%-0.78%84410.296.5%632798.51%-0.5%105716.777.26%
Средняя
эффекти-
вность
97.194%98.1661%

Расчет эфективности Probability Channel для USDCHF, размер окна 250

Всего истории: 3824 дней
Расчет проходит для 3574 дней
Начало расчета: 31.10.1997, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%188985376.13%1.48%80594.2659.69%183884376.41%1.84%94095.1164.59%
76%181080977.36%1.75%71993.9752.76%177580677.44%1.85%94735.3366.58%
77%173777978.2%1.53%73844.2553.89%169877378.37%1.74%83134.8958.55%
78%164274979.04%1.31%57423.4943.31%163774579.15%1.45%84955.1859.98%
79%158171579.99%1.23%62613.9646.84%155271380.05%1.31%65694.2346.3%
80%149468280.91%1.12%51463.4437.89%147367581.11%1.36%60074.0739.24%
81%142865381.72%0.88%54563.8240.45%139564881.86%1.05%58554.1938.5%
82%135762082.65%0.78%51543.7938.11%131260982.96%1.15%43783.3328.85%
83%125959283.43%0.51%34732.7527.34%124857483.93%1.1%50544.0434.28%
84%117356384.24%0.28%22431.9118.75%118253485.05%1.23%51064.3136.05%
85%107352985.19%0.22%-242-0.23-1.24%109750185.98%1.13%40073.6527.88%
86%100049386.2%0.23%2070.21.71%104146686.96%1.1%50984.8936.21%
87%93544287.63%0.71%4100.433.23%94842688.08%1.22%32723.4524.67%
88%85240388.72%0.81%-499-0.59-4.59%88739389%1.12%33303.7525.5%
89%76237089.64%0.71%-1454-1.91-13.05%81336889.7%0.78%26043.218.83%
90%71133890.54%0.59%-116-0.17-3.19%74533290.71%0.78%22172.9717.78%
91%63330091.6%0.65%-293-0.47-4.5%68729691.71%0.77%23943.4819.86%
92%56326692.55%0.59%-353-0.63-4.55%62026992.47%0.5%25594.1220.82%
93%49723893.34%0.36%-21-0.05-1.87%55324093.28%0.3%21353.8618.15%
94%41721693.95%-0.06%-1705-4.09-13.49%48921294.06%0.06%19944.0717.53%
95%36619094.68%-0.34%-508-1.39-5%42118194.93%-0.08%24585.8320.45%
96%31915795.6%-0.42%32012.25%33114395.99%-0.02%18345.5414.72%
97%26712696.47%-0.55%5382.014.58%25911296.86%-0.15%17126.6114.34%
98%2098897.53%-0.49%11135.329%1888497.64%-0.37%15908.4511.97%
99%1356398.23%-0.79%8656.48.03%1245198.57%-0.44%138511.1610.36%
Средняя
эффекти-
вность
99.8985%99.9596%

Расчет эфективности Probability Channel для USDCHF, размер окна 300

Всего истории: 3824 дней
Расчет проходит для 3524 дней
Начало расчета: 12.1.1998, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%185285575.73%0.96%65623.5449.02%179681276.95%2.53%89664.9960.79%
76%177281876.78%1.01%65543.6950.66%171679077.58%2.03%79414.6255.11%
77%170177677.97%1.24%63063.747.87%165075678.54%1.96%77034.6653%
78%162273879.05%1.32%57383.5343.46%158072479.45%1.82%68634.3448.03%
79%154971179.82%1.02%53343.4441%151769380.33%1.65%69294.5648.71%
80%146667480.87%1.07%41592.8330.47%145066281.21%1.48%70284.8446.74%
81%139364181.81%0.99%43543.1230.99%137562782.2%1.45%53753.935.92%
82%132660882.74%0.89%39312.9629.09%130759683.08%1.29%51893.9734.1%
83%122858683.37%0.44%22111.817.51%124156683.93%1.1%53154.2836.37%
84%116954684.5%0.59%28752.4522.56%117453484.84%0.99%52744.4937.18%
85%109152185.21%0.24%18691.7114.91%109349785.89%1.03%42263.8630.2%
86%102049186.06%0.06%11251.110.35%102446186.91%1.04%41964.0930.26%
87%93045387.14%0.16%-171-0.190.57%95342787.88%1%37043.8826.5%
88%84441388.28%0.31%-1014-1.21-6.32%88739188.9%1.01%35313.9825.7%
89%78137489.38%0.42%-884-1.14-7.8%81136189.75%0.83%28053.4520.77%
90%71635090.06%0.06%-185-0.26-2.78%74931990.94%1.03%34294.5725.96%
91%65531591.06%0.06%5630.851.56%67328691.88%0.95%23343.4618.18%
92%56927992.08%0.08%740.13-2.83%60026292.56%0.6%18783.1315.2%
93%50224193.16%0.17%1470.29-0.82%53723793.27%0.28%19863.6917.01%
94%42120994.06%0.06%-595-1.42-6.89%46921393.95%-0.06%15023.212.58%
95%36418894.66%-0.36%-753-2.07-6.4%40118094.89%-0.12%13963.4810.66%
96%32015895.51%-0.52%5121.63.72%33214695.85%-0.16%17135.1513.71%
97%26511996.62%-0.4%6752.545.95%25011496.76%-0.25%7953.186.46%
98%2048297.67%-0.34%11665.719.95%1898397.64%-0.37%12946.849.79%
99%1145598.43%-0.58%6946.086.55%1234698.69%-0.32%156712.7311.46%
Средняя
эффекти-
вность
99.9157%99.9513%

Расчет эфективности Probability Channel для USDCHF, размер окна 350

Всего истории: 3824 дней
Расчет проходит для 3474 дней
Начало расчета: 23.3.1998, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%182483276.05%1.38%64883.5548.61%176580576.82%2.36%91115.1662.05%
76%174279777.05%1.36%53633.0740%168977377.74%2.23%81304.8155.7%
77%165776378.03%1.32%50753.0639.04%161773378.9%2.4%75284.6551.57%
78%158772879.04%1.31%54663.4441.79%154970679.67%2.09%72774.6949.19%
79%150769380.05%1.31%52833.538.67%148867980.45%1.8%69154.6445.45%
80%143066480.88%1.08%39132.7329.33%142364481.46%1.79%69634.8947.53%
81%135862781.95%1.15%30892.2722.17%135161882.21%1.47%61364.5442.19%
82%128359282.95%1.14%26282.0418.76%127558283.24%1.48%54614.2836.69%
83%120856783.67%0.8%19811.6315.68%120754784.25%1.48%49974.1433.61%
84%113353684.57%0.67%18781.6515.49%113851185.29%1.51%44483.931.37%
85%106350285.54%0.63%18251.7116.24%105248885.95%1.1%37233.5325.79%
86%99047086.47%0.54%8750.889.86%98644687.16%1.33%36313.6826.36%
87%92144287.27%0.3%9841.069.68%93541088.19%1.34%42444.5330.68%
88%84040388.39%0.44%870.12.27%87138388.97%1.09%41894.830.54%
89%75436289.57%0.63%-1185-1.58-10.4%79135489.81%0.9%25043.1617.8%
90%68933490.38%0.42%-879-1.28-8.06%73531690.9%0.99%25813.5119.93%
91%62630291.3%0.32%-233-0.38-4.81%66228691.76%0.82%27024.0819.78%
92%55626892.28%0.3%4200.750.49%58225892.57%0.61%15962.7412.66%
93%48523993.12%0.12%-93-0.2-2.78%51222993.4%0.42%10642.079.39%
94%42120394.15%0.15%9332.214.1%44821093.95%-0.06%12252.739.84%
95%35018094.81%-0.21%-760-2.18-5.7%38018294.76%-0.26%9432.487.79%
96%31015195.65%-0.37%5451.754.15%30913995.99%-0.02%4951.63.82%
97%26411496.71%-0.3%14835.6111.78%24110596.97%-0.04%6382.644.91%
98%1907697.81%-0.2%13717.2110.44%1808197.66%-0.35%11886.68.95%
99%1114998.58%-0.43%7867.087.19%1204598.7%-0.31%144312.029.59%
Средняя
эффекти-
вность
99.9425%99.9613%

Расчет эфективности Probability Channel для USDCHF, размер окна 400

Всего истории: 3824 дней
Расчет проходит для 3424 дней
Начало расчета: 1.6.1998, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%178981876.1%1.44%58703.2844.38%173679576.78%2.31%93755.463.22%
76%171177877.27%1.64%56753.3142.31%167576777.59%2.04%94025.6163.94%
77%161974778.18%1.5%45052.7834.82%159473078.67%2.12%79084.9653.21%
78%154571279.2%1.51%45662.9534.58%152069379.76%2.2%72634.7748.49%
79%147567980.16%1.44%48713.335.64%146266680.54%1.91%66874.5744.83%
80%141064381.22%1.5%45923.2534.73%139363881.36%1.67%64004.5942.96%
81%132560982.21%1.47%33132.523.82%133160682.3%1.57%61784.6442.85%
82%126458382.97%1.16%32562.5724.52%124956883.41%1.69%55824.4638.48%
83%118055183.9%1.07%26862.2719.48%118953684.34%1.58%51714.3435.53%
84%109752184.78%0.92%14631.3311.49%112450385.3%1.52%53254.7336.88%
85%102949385.6%0.7%8750.857.21%104647486.15%1.33%43544.1631.24%
86%96246386.47%0.54%5360.556.17%97244387.06%1.21%34413.5424.79%
87%90143187.41%0.46%10271.139.17%91541088.02%1.15%35693.926.44%
88%83139688.43%0.48%8280.996.73%86237888.96%1.07%41324.7930.73%
89%74235689.6%0.66%-164-0.23-0.51%79135389.69%0.76%33174.1924.93%
90%66932390.56%0.61%-652-0.98-4.55%73031490.82%0.9%29514.0421.99%
91%60629491.41%0.44%-133-0.22-3.54%64628191.79%0.86%21603.3415.3%
92%54326492.28%0.3%3490.640.86%57225392.61%0.65%17793.1114.07%
93%47723293.22%0.23%1590.33-1.06%50823393.19%0.2%19433.8216.05%
94%40020094.15%0.15%-102-0.26-2.65%43520693.98%-0.03%15803.6313.39%
95%33617195%0%-1254-3.74-8.98%36617294.97%-0.04%7452.037.38%
96%29414495.79%-0.22%1410.470.33%30413296.14%0.14%8042.646.16%
97%24410896.84%-0.17%10724.397.99%23510396.99%-0.02%8483.66.23%
98%1807497.83%-0.18%11406.338.81%1747597.8%-0.21%9405.47.05%
99%1024698.65%-0.36%3253.183.71%1094198.8%-0.21%123711.348.57%
Средняя
эффекти-
вность
99.9645%99.9816%

Расчет эфективности Probability Channel для USDCHF, размер окна 450

Всего истории: 3824 дней
Расчет проходит для 3374 дней
Начало расчета: 10.8.1998, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%176780576.14%1.49%65973.7350.64%170577976.91%2.48%91965.3961.06%
76%167977077.17%1.51%53863.241.32%163674877.83%2.35%83775.1255.53%
77%159373078.36%1.73%43562.7333.33%156172378.57%1.99%72644.6548.85%
78%151570179.22%1.54%44312.9234.61%150368579.69%2.12%7518549.81%
79%144067679.96%1.2%31862.2124.74%144065180.7%2.1%69194.846.43%
80%137063881.09%1.34%29872.1823.28%138061581.77%2.16%69405.0247.96%
81%130060282.15%1.39%30582.3522.3%129758982.54%1.86%57434.4239.7%
82%123356383.31%1.57%20881.6916.17%121556183.37%1.64%53344.3937.03%
83%115453784.08%1.28%15391.3312.06%115452884.35%1.6%52514.5536.91%
84%107550585.03%1.21%4690.435.38%110550385.09%1.28%58275.2741.37%
85%100948685.59%0.68%1130.112.15%103247186.04%1.2%45504.432.24%
86%94545286.6%0.69%6040.635.76%96044486.84%0.96%41394.3130.11%
87%87241987.58%0.66%3580.413.92%89441087.84%0.95%28473.1821.52%
88%80438788.52%0.58%5800.725.09%84737388.94%1.05%32353.8125.24%
89%73735689.44%0.49%5320.724.19%78634189.89%0.99%32334.1125.07%
90%66132390.42%0.46%-319-0.49-3.66%71931390.72%0.79%31624.3923.64%
91%60529091.4%0.43%4460.732.85%64027691.81%0.88%22203.4616.65%
92%53526092.29%0.31%1730.32-0.63%57025092.59%0.63%21093.717.27%
93%47023293.12%0.12%7621.623.95%49322693.3%0.32%15643.1714.09%
94%39519694.19%0.2%-215-0.55-2.59%41919594.22%0.23%7731.847.75%
95%32716395.16%0.16%-585-1.79-5.03%35616695.08%0.08%9752.738.58%
96%27613895.9%-0.11%-122-0.45-1.16%29513096.14%0.14%7552.557.05%
97%23210197%0%10904.697.92%22210097.03%0.03%5942.674.57%
98%1707097.92%-0.09%10886.47.92%1737197.89%-0.12%13097.569.86%
99%964098.81%-0.2%2712.823.23%973898.87%-0.14%99610.266.69%
Средняя
эффекти-
вность
99.9853%99.9905%

Расчет эфективности Probability Channel для USDCHF, размер окна 500

Всего истории: 3824 дней
Расчет проходит для 3324 дней
Начало расчета: 19.10.1998, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%172678576.38%1.8%65133.7748.78%167176477.01%2.61%82694.9454.21%
76%164975977.16%1.5%61483.7246.72%161774177.7%2.18%93075.7562.85%
77%155771978.36%1.73%43052.7632.9%153870978.67%2.12%78725.1153.22%
78%147868679.36%1.71%41582.8132.8%147367779.63%2.04%73444.9850.92%
79%141565780.23%1.53%41662.9431.99%140763980.77%2.19%66874.7544.67%
80%134062781.13%1.39%36532.7227.9%133261181.61%1.97%55364.1536.65%
81%126458782.34%1.62%28572.2621.17%125558482.43%1.73%42783.429.15%
82%120055183.42%1.7%22781.8916.7%117555083.45%1.73%35102.9823.61%
83%111851984.38%1.63%17791.5913.19%111651484.53%1.81%37453.3526.31%
84%104549185.22%1.43%11621.118.94%107048185.52%1.77%49444.6235.81%
85%98246386.07%1.24%8240.836.41%100846386.07%1.24%40944.0629.39%
86%91043486.94%1.08%100.16%94043586.91%1.04%36613.8925.66%
87%85340387.87%0.99%10961.289.69%87540587.81%0.92%29563.3721.73%
88%78538188.53%0.59%13261.6811.86%81736888.92%1.03%20262.4715.62%
89%71134789.56%0.62%71617.01%76633889.83%0.92%2305318.86%
90%63531390.58%0.64%1160.181.15%70630290.91%1%27653.9122.34%
91%58028091.57%0.62%5550.952.29%62327191.84%0.91%17272.7714.31%
92%50824992.5%0.54%-185-0.37-3.86%54524592.62%0.66%11442.099.46%
93%44622393.29%0.31%4160.931.3%47321393.59%0.63%8081.77.95%
94%38218494.46%0.48%3040.790.55%39919194.25%0.26%570.142.67%
95%30815695.3%0.31%-1015-3.3-8.27%34115895.24%0.25%2760.83.5%
96%25012896.14%0.14%-923-3.7-7.32%27913096.08%0.08%1390.492.66%
97%2149097.29%0.29%6322.954.42%2149797.08%0.08%3251.512.18%
98%1526498.07%0.07%5993.944.12%1627097.89%-0.12%6564.044.99%
99%833898.85%-0.16%10.010.39%923998.82%-0.19%7307.934.3%
Средняя
эффекти-
вность
99.994%99.9884%

Расчет эфективности Probability Channel для USDCHF, размер окна 550

Всего истории: 3824 дней
Расчет проходит для 3274 дней
Начало расчета: 28.12.1998, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%168977976.2%1.57%64533.8247.1%163275177.06%2.67%80054.953.29%
76%161274477.27%1.64%50683.1438.04%156071678.13%2.72%77054.9350.69%
77%154971678.13%1.44%49483.1938.15%149069178.89%2.39%7464549.69%
78%146868679.04%1.31%29281.9923.41%143665579.99%2.48%82905.7758.65%
79%140965180.11%1.38%30482.1623.86%135762380.97%2.43%63544.6841.15%
80%133562181.03%1.27%27332.0420.76%128859081.97%2.4%61134.7441.07%
81%128259181.94%1.14%35152.7426.26%121656582.74%2.1%47153.8731.27%
82%120255283.13%1.35%28662.3821.23%114853283.75%2.08%43083.7529.43%
83%113052084.11%1.31%26502.3420.19%109250084.72%2.03%41343.7829.24%
84%103749284.97%1.14%10310.998.36%103146285.88%2.18%42734.1430.38%
85%96645486.13%1.31%14781.5312.27%97444386.46%1.68%47284.8533.96%
86%89542387.08%1.24%13991.5611.7%90641987.2%1.37%34963.8524.78%
87%82539288.02%1.15%13541.6411.22%83738888.14%1.29%22762.7117.73%
88%74935389.21%1.35%8591.148.22%78335489.18%1.32%25253.2220.23%
89%68432989.95%1.05%9761.427.1%72332190.19%1.31%22443.116.98%
90%62229890.89%0.97%6321.013.15%66829091.14%1.25%22723.418.33%
91%55926991.78%0.84%8251.475.09%61026491.93%1.01%21103.4516.97%
92%48924092.66%0.71%9111.865.66%54024092.66%0.71%13232.4512.19%
93%42620593.73%0.77%5941.392.67%46921093.58%0.61%7361.569.12%
94%36217394.71%0.74%2340.64-0.24%39418194.47%0.49%2890.735.83%
95%30014895.47%0.49%-960-3.2-6.96%32215695.23%0.24%290.091.59%
96%25412096.33%0.34%1180.461.11%26012296.27%0.28%-194-0.75-1.01%
97%2078797.34%0.34%7903.814.94%2088997.28%0.28%7193.455.19%
98%1465898.22%0.22%3232.211.98%1556697.98%-0.03%3822.463.01%
99%793798.86%-0.15%-91-1.160.11%853598.93%-0.08%6447.574.03%
Средняя
эффекти-
вность
99.9944%99.9965%

Расчет эфективности Probability Channel для USDCHF, размер окна 600

Всего истории: 3824 дней
Расчет проходит для 3224 дней
Начало расчета: 9.3.1999, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%165776676.24%1.62%57343.4642.44%159573577.2%2.84%86725.4357.79%
76%157973777.14%1.47%46632.9534.87%152570078.28%2.91%84765.5555.5%
77%150769978.31%1.67%39702.6330.09%145867379.12%2.67%77625.3252.05%
78%143967379.12%1.41%27601.9121.68%139764180.11%2.63%77835.5753.36%
79%136663980.17%1.45%20621.516.07%132661181.04%2.51%69715.2547.39%
80%130961281.01%1.24%22081.6817.64%126157782.1%2.55%60044.7640.33%
81%126158181.97%1.18%30902.4522.57%118254883%2.4%47754.0332.64%
82%118554982.97%1.16%20431.7216.05%112552083.87%2.22%48124.2732.61%
83%110251683.99%1.17%13241.210.13%106648784.89%2.22%48694.5634.91%
84%103248285.04%1.22%19941.9315.13%101045585.88%2.18%44684.4232.19%
85%93445086.04%1.2%-60-0.070.02%94443386.56%1.8%41474.3929.43%
86%86841387.18%1.35%5270.64.85%89339787.68%1.91%38434.326.98%
87%80938188.18%1.33%6450.796.25%80937388.43%1.61%20492.5315.52%
88%73435389.05%1.17%8421.146.86%75533889.51%1.68%21992.9118.16%
89%66732190.04%1.15%7451.115.43%69629790.78%1.96%21343.0616.65%
90%60329190.97%1.06%6661.14.01%64327691.43%1.56%23153.617.9%
91%53926291.87%0.94%1850.340.32%58825292.18%1.28%20443.4716.75%
92%47823992.58%0.62%6341.323.43%52223392.77%0.83%11452.1911.02%
93%41520493.67%0.71%6271.512.69%44920793.57%0.6%5151.147.85%
94%35317294.66%0.69%1220.34-0.67%38817494.6%0.63%4171.077.42%
95%29414495.53%0.55%-663-2.26-4.8%30515095.34%0.35%-421-1.39-1.64%
96%24811796.37%0.38%1320.531.19%25011996.3%0.31%1590.631.01%
97%1998697.33%0.33%7333.684.96%2018697.33%0.33%6343.153.96%
98%1375398.35%0.35%2872.091.81%1476398.04%0.04%2811.911.85%
99%783598.91%-0.1%670.851.79%843598.91%-0.1%96511.486.52%
Средняя
эффекти-
вность
99.9964%99.9964%

Расчет эфективности Probability Channel для USDCHF, размер окна 650

Всего истории: 3824 дней
Расчет проходит для 3174 дней
Начало расчета: 18.5.1999, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%161375476.24%1.62%46402.8734.76%157372077.31%2.98%85065.458.25%
76%155072277.25%1.61%43422.833.13%149969778.04%2.61%79175.2853.5%
77%147869478.13%1.44%32642.226.52%142466079.2%2.77%67894.7643.38%
78%140966379.11%1.4%21121.4915.87%136563180.11%2.63%65314.7842.65%
79%134062380.37%1.7%18391.3714.16%129761180.74%2.15%57314.4139.38%
80%128859581.25%1.53%17331.3415.37%122057581.88%2.29%49084.0233.68%
81%123356882.1%1.33%20761.6817.09%116555082.67%2.02%43153.729.53%
82%117454282.92%1.1%27882.3722.37%109551583.77%2.11%35453.2323.77%
83%109251683.74%0.88%18011.6414.41%104948384.78%2.09%48034.5733.64%
84%101747784.97%1.14%14481.4212.04%98745585.66%1.93%35353.5825.64%
85%91244486.01%1.17%-312-0.35-1.39%92942386.67%1.92%38144.127.64%
86%84540587.24%1.42%2060.242.72%86039387.61%1.83%22002.5514.84%
87%78036988.37%1.55%1630.22.97%79836288.59%1.79%22152.7717.31%
88%71934989%1.12%4660.644.52%74432389.82%2.02%24203.2520.19%
89%64832189.88%0.97%1000.15-0.35%69129290.8%1.98%25543.6921.12%
90%58829090.86%0.94%6951.185.15%62427091.49%1.62%16992.7214.17%
91%52326091.8%0.87%1820.341.57%57524992.15%1.24%14572.5312.23%
92%45723492.62%0.66%-137-0.3-2.68%50923492.62%0.66%7401.458.12%
93%40119993.73%0.77%2530.63-0.16%44320593.54%0.57%2480.556.09%
94%34516494.83%0.87%2330.67-0.43%37817094.64%0.67%-95-0.263.36%
95%28713695.71%0.74%-619-2.16-3.61%30615095.27%0.28%-12-0.041.97%
96%24411296.47%0.48%590.240.8%24611796.31%0.32%-40-0.170.51%
97%1918197.44%0.45%6173.234.15%1988497.35%0.35%4882.462.9%
98%1255498.29%0.29%480.38-0.17%1466298.04%0.04%5763.944.1%
99%753698.86%-0.15%470.621.86%833298.99%-0.02%84610.194.37%
Средняя
эффекти-
вность
99.9944%99.9996%

Расчет эфективности Probability Channel для USDCHF, размер окна 700

Всего истории: 3824 дней
Расчет проходит для 3124 дней
Начало расчета: 27.7.1999, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%157173576.47%1.92%41532.6430.85%153870677.4%3.1%76404.9651.57%
76%151871077.27%1.64%44792.9534.9%147367978.26%2.88%73454.9848.24%
77%144568078.23%1.57%31702.1925.42%140565778.96%2.48%66644.7442.63%
78%137565179.16%1.46%23791.7318.09%133863379.73%2.16%59174.4238.34%
79%131161180.44%1.79%21331.6216.38%128060080.79%2.21%57754.5139.44%
80%125158381.33%1.63%13051.0411.77%121557081.75%2.14%56424.6440.61%
81%120356082.07%1.3%14631.2112.58%114054082.71%2.06%41993.6828.37%
82%113952783.13%1.35%16381.4313.69%108150883.73%2.06%45824.2332.01%
83%106750783.77%0.91%7550.76.6%102447184.92%2.26%46794.5632.89%
84%99647584.79%0.93%9610.966.79%97244385.81%2.1%42444.3629.84%
85%90143386.13%1.31%-141-0.160.08%90641386.77%2.03%29683.2721.43%
86%83540487.06%1.21%4090.483.67%84537587.99%2.26%25262.9818.74%
87%76536288.41%1.59%2360.30.88%78334588.95%2.19%23803.0318.33%
88%70033689.24%1.38%3160.451.42%72531889.82%2.02%23433.2319.57%
89%64331190.04%1.15%9551.486.71%67028990.74%1.91%18462.7515.95%
90%57228191%1.09%10571.847.8%61126891.42%1.55%17532.8615.1%
91%51425591.83%0.9%8291.615.74%56024592.15%1.24%16342.9114.08%
92%44922792.73%0.78%3300.731.25%49222892.7%0.75%9011.839.36%
93%39319193.88%0.93%6331.611.99%42019393.82%0.87%-140-0.343.25%
94%33915894.94%0.99%5081.491.8%36816394.78%0.82%3230.876.54%
95%28012496.03%1.07%500.170.86%29914895.26%0.27%-41-0.140.96%
96%23710296.73%0.75%2010.842.46%24110896.54%0.55%4291.783.13%
97%1847897.5%0.51%7303.965.74%1907797.53%0.54%4712.472.96%
98%1254898.46%0.46%2872.292.56%1426098.07%0.07%6354.474.76%
99%673298.97%-0.04%100.141.21%823398.94%-0.07%98011.955.74%
Средняя
эффекти-
вность
99.9988%99.9976%

Расчет эфективности Probability Channel для USDCHF, размер окна 750

Всего истории: 3824 дней
Расчет проходит для 3074 дней
Начало расчета: 5.10.1999, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%153372076.57%2.05%40222.6230.37%151068977.58%3.32%72424.7946.85%
76%147869077.55%1.99%42862.8932.41%144866778.3%2.93%63494.3839.85%
77%141166278.46%1.86%30442.1525.32%137863879.24%2.82%60054.3538.83%
78%134163179.47%1.84%28652.1322.71%131962179.79%2.24%59764.5340.02%
79%127759780.57%1.94%23061.817.73%125458980.83%2.26%56964.5438.6%
80%122456281.71%2.09%17861.4514.07%119556081.78%2.17%58134.8641.41%
81%117654682.23%1.49%18771.5915.37%112052882.82%2.19%44934.0131.39%
82%111452382.98%1.18%19861.7815.99%105449383.96%2.33%42894.0629.56%
83%104749583.89%1.06%13551.2910.55%99446185%2.35%39103.9326.04%
84%97246484.9%1.06%13191.3510.68%95443385.91%2.22%44734.6831.74%
85%88742686.14%1.32%3390.381.85%88639787.08%2.38%27973.1520.77%
86%81338887.37%1.56%2040.250.59%82036888.02%2.29%25293.0818.83%
87%74335788.38%1.56%6200.833.8%76233889%2.24%26543.4820.88%
88%67732289.52%1.69%3480.511.82%71230989.94%2.15%27333.8323.04%
89%62230090.24%1.37%13232.128.15%65028190.85%2.03%20823.218.03%
90%55627391.11%1.21%12682.289.16%59625891.6%1.74%24594.1220.87%
91%49824292.12%1.21%8181.645.55%54323792.29%1.39%17813.2715.47%
92%43621892.9%0.96%1360.31-0.89%48222092.84%0.9%15153.1414.68%
93%38718593.98%1.04%11813.056.71%41118893.88%0.93%2450.595.38%
94%32315195.08%1.13%6502.012.21%36015994.82%0.86%8992.498.98%
95%26911896.16%1.2%-272-1.02-0.69%29514295.38%0.39%7232.456.96%
96%2299796.84%0.86%2000.872.27%23410496.61%0.63%4151.773.32%
97%1777697.52%0.53%6983.945.63%1857697.52%0.53%7624.114.93%
98%1154798.47%0.47%510.440.68%1425898.11%0.11%10427.336.53%
99%623298.95%-0.06%-159-2.57-0.16%802999.05%0.05%1200157.47%
Средняя
эффекти-
вность
99.9981%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 800

Всего истории: 3824 дней
Расчет проходит для 3024 дней
Начало расчета: 14.12.1999, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%151471576.35%1.76%33262.1926.8%148667477.71%3.48%76345.1349.77%
76%144867877.57%2.02%36502.5229.03%141664878.57%3.27%67144.7442.63%
77%137765278.43%1.82%21001.5219.17%134562479.36%2.97%58904.3737.77%
78%131461879.56%1.96%19891.5117.85%128560679.96%2.45%60784.7240.84%
79%125758780.58%1.96%22101.7517.95%123357381.05%2.52%61574.9943.34%
80%121355681.61%1.97%23031.8917.55%115954981.84%2.24%53254.5936.13%
81%115654182.1%1.33%21471.8517.66%109151483%2.4%44914.1130.98%
82%109251582.96%1.15%18931.7315.2%103248184.09%2.48%46754.5334.14%
83%102848683.92%1.09%8900.867.16%96645085.11%2.47%40514.1926.79%
84%96045684.92%1.08%10691.118.13%92541486.3%2.66%37294.0327.19%
85%87342485.97%1.12%1420.16-0.34%85038087.43%2.77%22172.616.29%
86%80138687.23%1.41%3650.451.52%79735488.29%2.59%26563.3319.4%
87%72735588.26%1.42%3740.511.95%74332489.28%2.55%30224.0623.12%
88%66331789.51%1.68%7551.134.05%68629990.11%2.34%23713.4520.95%
89%61029290.34%1.48%11671.917.99%63127091.07%2.27%24123.8220.84%
90%54627091.07%1.17%15062.7510.4%57524991.76%1.91%20093.4917.24%
91%48624092.06%1.15%7581.554.31%52123092.39%1.5%19253.6916.89%
92%42721392.95%1.02%4971.161.3%46520993.08%1.16%14783.1714.32%
93%38017994.08%1.14%12723.347.49%39817894.11%1.17%5431.367.19%
94%31914195.33%1.39%10713.355.39%34515694.84%0.88%5541.67.34%
95%26111196.32%1.37%-151-0.580.03%28413995.4%0.41%6902.427.25%
96%2249296.95%0.97%4602.054.17%22610396.59%0.61%3081.362.87%
97%1747597.51%0.52%9945.718.01%1837697.48%0.49%6253.414.1%
98%1134598.51%0.51%2452.162.02%1325898.08%0.08%10037.595.91%
99%663099%0%931.40.65%743099%0%77010.44.25%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 850

Всего истории: 3824 дней
Расчет проходит для 2974 дней
Начало расчета: 22.2.2000, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%147970276.39%1.81%30742.0725.22%144866477.67%3.43%71574.9445.61%
76%141566777.57%2.02%33292.3526.54%137763578.64%3.35%63104.5840.38%
77%134964278.41%1.79%18781.3915.85%131662279.08%2.63%59244.538.16%
78%128860679.62%2.03%21911.718.67%125859380.06%2.57%58194.6239.16%
79%122957980.53%1.89%17951.4614.44%119857080.83%2.26%51864.3236.89%
80%117754781.6%1.96%14151.211.09%114053082.17%2.64%54644.7938.86%
81%112853082.17%1.42%17401.5414.55%107249683.32%2.78%42493.9629.33%
82%107051182.81%0.97%14281.3312.32%100446784.29%2.71%43354.3131.43%
83%100848383.75%0.89%11991.189.66%94143685.33%2.73%33703.5822.94%
84%94644485.07%1.25%12541.329.77%89440186.51%2.9%31753.5523.48%
85%86341486.07%1.24%7310.844.11%83136987.59%2.95%22032.6515.92%
86%78237887.28%1.46%1990.250.72%77834288.5%2.82%27933.5820.49%
87%71034688.36%1.53%1440.20.16%73031489.44%2.72%30534.1823.26%
88%64231189.54%1.71%2880.440.61%66428890.31%2.55%24333.6620.89%
89%58828690.38%1.52%10041.76.7%61326791.02%2.21%25484.1521.8%
90%53426591.08%1.18%13962.6110.71%55924591.76%1.91%24914.4520.6%
91%48023792.03%1.11%14102.9310.57%49622392.5%1.62%14662.9513.87%
92%41420693.07%1.14%3310.790.24%44220493.14%1.22%1329313.55%
93%36717694.08%1.14%10152.766.09%38517394.18%1.25%1790.464.71%
94%31113895.35%1.41%12564.036.77%33315194.92%0.96%6131.847.76%
95%25710796.4%1.45%1040.41.39%28013295.56%0.58%7532.688.11%
96%2168897.04%1.07%5602.594.87%2229896.7%0.72%4822.174.45%
97%1647097.64%0.65%10636.488.75%1817597.47%0.48%7324.045.23%
98%1104498.52%0.52%4974.513.87%1265398.21%0.21%9317.385.53%
99%632899.05%0.05%2734.333.12%742899.05%0.05%79910.794.92%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 900

Всего истории: 3824 дней
Расчет проходит для 2924 дней
Начало расчета: 2.5.2000, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%145068676.53%1.99%21911.5120.45%141364577.94%3.77%76485.4149.33%
76%138565277.7%2.18%28112.0224.56%134161878.86%3.62%66594.9642.88%
77%132262378.69%2.14%23541.7820.56%128360579.3%2.9%64495.0241.85%
78%125659679.61%2.02%15881.2613.62%122357780.26%2.81%61965.0642.28%
79%119956580.67%2.07%16211.3513.47%116554781.29%2.81%55544.7639.3%
80%114653681.66%2.03%7780.676.2%111451982.25%2.73%59745.3642.49%
81%109851782.31%1.59%11601.0510.51%103948983.27%2.72%44164.2529.99%
82%104749982.93%1.12%12771.2112.02%97945484.47%2.92%44024.4931.22%
83%98246384.16%1.37%7100.727.34%91941985.67%3.11%36263.9424.74%
84%91943984.98%1.15%6350.695.1%86138686.79%3.21%26823.1119.77%
85%84540586.14%1.32%4450.522.76%81035887.75%3.13%25963.218.84%
86%76236787.44%1.64%-138-0.19-1.65%75333388.61%2.94%28283.7520.62%
87%70033388.61%1.81%5270.752.8%70830689.53%2.82%36105.0926.64%
88%62530689.53%1.7%150.02-0.17%64027990.45%2.7%29204.5623.55%
89%56627890.49%1.64%2160.381.5%58725991.14%2.34%28944.9323.81%
90%51725591.27%1.39%11512.229.46%53623491.99%2.16%23764.4319.28%
91%46423092.13%1.22%8541.846.82%48621492.68%1.81%21374.3918.89%
92%40720093.16%1.24%960.23-0.76%42619493.36%1.45%14763.4614.11%
93%35516694.32%1.39%8102.284.53%37016994.22%1.29%7642.068.45%
94%29913295.48%1.55%6992.333.52%32314695%1.05%11623.5910.97%
95%24610196.54%1.59%2050.832.62%27112695.69%0.72%12804.7211.2%
96%2068497.12%1.15%2761.333.14%2109296.85%0.87%5542.634.28%
97%1636797.7%0.71%10696.559.21%1687097.6%0.61%9195.476%
98%1054498.49%0.49%1751.662.05%1134998.32%0.32%8617.615.19%
99%592799.07%0.07%1943.282.59%652699.11%0.11%72511.154.41%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 950

Всего истории: 3824 дней
Расчет проходит для 2874 дней
Начало расчета: 11.7.2000, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%141666876.75%2.28%19201.3518.66%138163278%3.84%61804.4740.31%
76%134863677.87%2.4%20281.518.95%131861078.77%3.51%57134.3337.81%
77%129061178.74%2.2%24141.8721.19%125559379.36%2.97%50664.0333.95%
78%122558079.81%2.26%14821.213.44%119356880.23%2.77%46673.9132.71%
79%116855480.72%2.13%14341.2212.77%113853581.38%2.92%46354.0732.93%
80%111652881.62%1.98%6110.546.57%108350582.42%2.93%45404.1931.72%
81%106550782.35%1.63%6370.596.36%101447983.33%2.79%39623.927.4%
82%101048982.98%1.18%5310.526.39%95544684.48%2.93%35953.7625.86%
83%95645484.2%1.42%8680.98.84%89841285.66%3.1%25772.8618.85%
84%89243185%1.17%7390.826.83%83838386.67%3.08%22462.6816.98%
85%82240286.01%1.17%2020.240.42%79035087.82%3.21%22502.8416.47%
86%73036387.36%1.55%-535-0.74-4.21%74632388.76%3.1%32354.3325.14%
87%67232888.58%1.78%-14-0.03-0.71%69130189.52%2.81%33144.7925.29%
88%60129689.7%1.89%-336-0.56-1.98%63227790.36%2.61%28784.5524.25%
89%54227090.6%1.76%-448-0.83-2.91%56925191.26%2.47%20103.5317.69%
90%49625291.23%1.34%5311.074.99%51022892.06%2.23%13292.612.34%
91%44521892.41%1.52%3560.83.6%46520892.76%1.89%12002.5812.62%
92%38719493.24%1.32%-613-1.59-4.97%41519193.35%1.44%11182.6912.63%
93%33716394.32%1.39%1580.460.64%36216494.29%1.36%4651.286.77%
94%28812695.61%1.68%2470.851.34%31514494.98%1.03%9663.0610%
95%2379896.59%1.64%-286-1.21-1.12%26012195.78%0.81%7652.947.72%
96%2007997.25%1.28%3701.853.81%2069396.76%0.78%6693.245.75%
97%1506597.73%0.74%6454.35.74%1656997.59%0.6%6243.784.23%
98%1004198.57%0.57%3393.392.95%1104898.32%0.32%7997.265.92%
99%582599.13%0.13%2985.133.33%642699.09%0.09%6359.924.01%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1000

Всего истории: 3824 дней
Расчет проходит для 2824 дней
Начало расчета: 19.9.2000, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%138865976.66%2.16%17041.2217.34%135461578.22%4.11%67434.9845.08%
76%132462877.76%2.26%13711.0315.11%128159578.93%3.71%56194.3837.82%
77%125660378.64%2.08%12761.0113.15%122357779.56%3.21%52344.2735.23%
78%120556979.85%2.31%9560.7911.2%116155780.27%2.82%44613.8430.28%
79%114254980.55%1.92%3550.315.99%110451781.69%3.29%48594.434.09%
80%110152581.4%1.71%5440.497.31%103548782.75%3.32%36453.5225.3%
81%104650082.29%1.56%-189-0.191.37%98546283.64%3.15%45884.6533.94%
82%99248282.93%1.12%-121-0.132.55%92442684.91%3.42%33793.6524.87%
83%94045783.81%0.96%440.042.99%86539086.18%3.68%24442.8217.89%
84%87042984.8%0.94%-142-0.171.15%80836687.03%3.48%19242.3815.28%
85%80739586.01%1.17%600.071.12%76134087.96%3.36%21222.7815.84%
86%71336087.25%1.43%-1283-1.8-8.72%72031688.81%3.16%29584.123.69%
87%65832388.56%1.76%-483-0.74-2.61%66228989.76%3.07%31234.7124.4%
88%58629189.69%1.88%-955-1.63-6.05%60126590.61%2.88%23723.9420.7%
89%53426690.58%1.74%-325-0.61-1.81%54324191.46%2.68%18313.3717.29%
90%48624591.32%1.44%5081.045.17%49221392.45%2.65%15913.2315.88%
91%43021592.38%1.49%80.011.15%44319593.09%2.24%12362.7912.95%
92%38018793.37%1.46%-188-0.5-0.53%39417693.76%1.87%11963.0313.42%
93%32815794.44%1.52%-185-0.57-1.93%34415394.58%1.67%8382.438.88%
94%27912395.64%1.71%-50-0.18-0.14%29713495.25%1.31%11653.9211.12%
95%2389596.63%1.68%1320.552.79%25011395.99%1.03%12244.8911.56%
96%1917797.27%1.3%780.42.12%1978796.91%0.93%8504.317.1%
97%1466497.73%0.74%3122.133.81%1556697.66%0.67%9055.836.66%
98%924298.51%0.51%-440-4.79-2.46%1024298.51%0.51%5785.664.54%
99%542599.11%0.11%2885.333.3%612299.22%0.22%64210.524.3%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1050

Всего истории: 3824 дней
Расчет проходит для 2774 дней
Начало расчета: 28.11.2000, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%140567575.66%0.87%7710.5412.4%132860178.33%4.25%63834.842.56%
76%134163677.07%1.38%10260.7614.89%126558378.98%3.77%56024.4237.69%
77%126660778.11%1.42%9560.7513.84%120655879.88%3.6%47243.9132.13%
78%119157379.34%1.68%1280.16.79%114353680.67%3.3%37613.2926.02%
79%112854380.42%1.76%2720.247.32%108251081.61%3.19%35803.323.77%
80%105852181.21%1.48%-230-0.222.85%103348782.44%2.95%37333.6126.16%
81%99649382.22%1.48%-970-0.98-2.47%97445983.45%2.93%34263.5125.22%
82%93945583.59%1.9%-817-0.88-1.33%92442784.6%3.07%35513.8427.43%
83%88443784.24%1.47%-846-0.96-2.82%86639485.79%3.25%23692.7318.46%
84%82140885.29%1.51%-1579-1.93-9.06%81136486.87%3.3%18252.2514.42%
85%76438486.15%1.33%-1222-1.6-6.71%76634187.7%3.07%2303318.06%
86%70134887.45%1.65%-1981-2.83-11.06%71531688.6%2.93%23163.2317.62%
87%64931888.53%1.72%-1234-1.91-6.17%66729289.47%2.76%31894.7824.57%
88%58330389.07%1.2%-1429-2.46-9.93%60825990.66%2.93%29704.8823.93%
89%53826690.41%1.55%-1135-2.11-6.34%53923191.67%2.91%20923.8817.75%
90%49524591.16%1.27%-74-0.152.15%48021192.39%2.58%14933.1115.57%
91%45122591.88%0.95%2970.654.18%42718993.18%2.33%14383.3614.79%
92%38419592.97%1.04%-1482-3.86-11.59%36816993.9%2.02%8542.329.61%
93%33616394.12%1.18%-655-1.95-4.55%31314594.77%1.86%4991.595.97%
94%28612895.38%1.44%-236-0.83-0.98%27012495.52%1.59%6162.287.26%
95%2308996.79%1.84%-61-0.270.42%22910496.25%1.29%7213.147.29%
96%1786697.62%1.65%5152.895.27%1928496.97%1%11666.0710.34%
97%1305697.98%1%2081.62.42%1576697.62%0.63%11417.269.53%
98%934398.44%0.44%-43-0.470.23%1014098.55%0.55%5985.924.94%
99%452499.13%0.13%340.750.9%572299.2%0.2%4437.772.82%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1100

Всего истории: 3824 дней
Расчет проходит для 2724 дней
Начало расчета: 6.2.2001, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%136365675.91%1.19%5320.399.49%128859378.23%4.12%49693.8534.92%
76%130761977.27%1.64%13891.0617.75%122957478.92%3.69%42903.4929.53%
77%123158478.56%1.98%12240.9914.41%117655079.8%3.5%40703.4628.76%
78%115755479.66%2.08%6920.5910.47%111852480.76%3.41%36373.2525.8%
79%108352980.58%1.96%-341-0.321.91%105749981.68%3.28%30412.8720.53%
80%101950781.38%1.69%-646-0.64-0.77%100447982.41%2.92%32633.2523.6%
81%95447082.74%2.1%-1757-1.85-9.18%94445383.37%2.84%26572.8120.58%
82%89643783.95%2.32%-1598-1.79-8.61%89541484.8%3.3%29553.323.67%
83%85342084.58%1.86%-942-1.11-3.23%84238385.93%3.4%21622.5618.43%
84%79939185.64%1.91%-1094-1.37-4.49%78835387.04%3.49%17012.1514.35%
85%73636786.52%1.75%-1537-2.09-8.35%74033187.84%3.23%17982.4215.02%
86%67033387.77%2.01%-1811-2.71-10.37%69130788.72%3.06%20442.9517.2%
87%61330788.72%1.93%-1777-2.9-11.42%64028489.57%2.86%22443.518.69%
88%56328889.42%1.58%-1026-1.83-6.46%58325090.82%3.1%18543.1816.46%
89%51525390.71%1.88%-720-1.4-3.42%52722391.81%3.06%17713.3616.9%
90%47723291.48%1.61%4250.895.05%46820092.65%2.86%12712.7115.09%
91%43421392.18%1.28%86827.9%40818293.31%2.47%4441.088.93%
92%36518793.13%1.21%-1195-3.28-10.15%35816493.97%2.09%6501.819.62%
93%32615694.27%1.34%-175-0.54-1.21%30514094.86%1.96%4541.486.28%
94%27212295.52%1.59%-50-0.19-0.34%26311995.63%1.7%7732.939.01%
95%2188596.87%1.93%-54-0.25-0.25%2219896.4%1.45%8213.718.4%
96%1716197.76%1.8%7024.16.26%1878496.91%0.93%11866.3410.65%
97%1205198.12%1.14%1931.61.98%1476297.72%0.73%8165.557.37%
98%874198.49%0.49%-7-0.090.49%974098.53%0.53%6827.035.57%
99%381799.37%0.37%-19-0.50.73%562099.26%0.26%61110.913.96%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1150

Всего истории: 3824 дней
Расчет проходит для 2674 дней
Начало расчета: 25.4.2001, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%133363776.17%1.53%8080.612.81%125257378.57%4.54%47883.8233.62%
76%127360577.37%1.77%7630.5912.47%119055479.28%4.13%44513.7430.33%
77%119656878.75%2.22%5330.449.81%114552580.36%4.18%43333.7830.29%
78%112454079.8%2.25%-380-0.342.89%107650381.18%3.91%28132.6118.36%
79%105451380.81%2.23%-689-0.661.53%102948082.04%3.7%34413.3423.66%
80%98749281.6%1.96%-1711-1.74-7.76%97346282.72%3.28%33713.4623.66%
81%92746082.79%2.16%-2284-2.47-12.15%91643183.88%3.43%30053.2823.23%
82%87242584.1%2.49%-2312-2.66-13.47%86239385.3%3.86%28713.3322.95%
83%82540784.77%2.08%-1672-2.03-8.49%81436686.31%3.83%23162.8418.92%
84%77138185.75%2.04%-1896-2.46-9.58%76633887.35%3.83%25333.320.09%
85%70535686.68%1.93%-2285-3.25-13.37%71431688.18%3.6%22583.1617.87%
86%65532987.69%1.92%-1522-2.33-6.2%66728789.26%3.65%26223.9321.56%
87%59929988.81%2.03%-1882-3.15-10.91%61526889.97%3.3%25634.1620.72%
88%54027989.56%1.74%-1500-2.78-9.82%56323891.09%3.39%23324.1419.46%
89%49824990.68%1.85%-853-1.72-4.37%50421891.84%3.09%16243.2215.37%
90%46122591.58%1.72%800.172.9%45018992.93%3.15%15563.4516.76%
91%41520592.33%1.44%4050.974.82%39216893.71%2.89%7321.8610.97%
92%35717693.41%1.5%-897-2.52-7.85%33915494.24%2.37%5711.688.89%
93%31614694.54%1.62%-298-0.95-2.38%28213295.06%2.16%1370.483.99%
94%26611495.73%1.8%1400.521.06%24511195.84%1.91%5372.197.17%
95%2138496.85%1.91%2281.071.66%2109296.55%1.6%5662.697.07%
96%1655997.79%1.83%9365.677.88%1787697.15%1.18%11586.511.42%
97%1104798.24%1.26%-5-0.050.31%1325897.83%0.84%3412.584.23%
98%833998.54%0.54%560.671.02%913998.54%0.54%4324.744.34%
99%371699.4%0.4%-178-4.82-0.67%472099.25%0.25%-30-0.64-0.13%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1200

Всего истории: 3824 дней
Расчет проходит для 2624 дней
Начало расчета: 9.7.2001, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%131062576.18%1.54%5750.4311.52%122055878.73%4.73%47413.8832.75%
76%124659377.4%1.8%5390.4311.57%116054179.38%4.25%43873.7829.38%
77%117255778.77%2.24%2270.197.96%110851880.25%4.04%38683.4926.09%
78%109953079.8%2.25%-781-0.72-0.07%105249081.32%4.08%36183.4324.85%
79%103050780.67%2.07%-1203-1.17-3.14%99846782.2%3.89%32493.2522.37%
80%97648381.59%1.94%-1478-1.52-5.28%94944982.88%3.47%37833.9827.11%
81%90945282.77%2.13%-2066-2.28-10.13%89341484.22%3.82%33503.7524.97%
82%84841884.07%2.46%-2763-3.26-16.71%83937785.63%4.23%32673.8925.39%
83%80440384.64%1.93%-1938-2.42-10.04%79335486.5%4.04%28483.5922.26%
84%74937485.74%2.02%-2250-3.01-12.37%74632587.61%4.12%30184.0422.9%
85%69635386.54%1.77%-2200-3.17-11.92%69330588.37%3.81%27563.9721.09%
86%64432387.69%1.92%-1757-2.73-7.84%65327889.4%3.8%31484.8225.19%
87%59130088.56%1.76%-1850-3.14-10.05%59825590.28%3.63%29384.9123.15%
88%53427389.59%1.77%-1644-3.08-10.41%54422891.31%3.62%26214.8121.46%
89%49224290.77%1.94%-947-1.93-4.96%48620892.07%3.33%18533.8116.88%
90%44922391.5%1.63%-508-1.14-1.89%43018293.06%3.28%15233.5415.27%
91%40620292.3%1.4%-600-1.48-3.26%37716493.75%2.93%1133313.05%
92%35117493.36%1.45%-1146-3.27-9.07%32614394.55%2.69%8962.7410.61%
93%30814694.43%1.51%-485-1.58-3.7%27212295.35%2.46%6462.377.61%
94%26111395.69%1.76%-114-0.44-0.46%23310296.11%2.19%5682.436.67%
95%2158496.79%1.84%4592.133.53%1978696.72%1.77%7123.617.68%
96%1585997.75%1.79%8355.287.34%1656997.37%1.4%9885.989.46%
97%1064698.24%1.26%-113-1.07-0.71%1235597.9%0.91%5384.376.13%
98%833998.51%0.51%800.961.25%863798.58%0.58%5576.475.45%
99%351699.39%0.39%-179-5.12-0.63%411799.35%0.35%-62-1.52-0.63%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1250

Всего истории: 3824 дней
Расчет проходит для 2574 дней
Начало расчета: 17.9.2001, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%127760376.57%2.05%17861.3918.3%119355178.59%4.56%45443.832.1%
76%121757177.81%2.32%18991.5618.96%113752979.44%4.33%41773.6729.05%
77%113553579.21%2.79%10450.9212.34%108050780.3%4.1%36263.3524.97%
78%106651080.18%2.71%3320.316.48%103148581.15%3.88%37193.625.93%
79%99648981%2.46%-98-0.13.46%97846481.97%3.62%35943.6725.14%
80%93746581.93%2.35%-580-0.62-0.12%92844582.71%3.27%35993.8725.61%
81%87943183.25%2.7%-1001-1.14-3.81%87440384.34%3.96%34653.9625.88%
82%82040284.38%2.82%-1696-2.07-10.69%82037285.54%4.13%28223.4422.02%
83%77438285.15%2.52%-1154-1.5-6.04%78234786.51%4.05%30453.8924.13%
84%72035686.16%2.5%-1250-1.74-6.57%73032187.52%4.02%24133.318%
85%66433586.98%2.27%-1390-2.1-7.75%68030088.34%3.78%27764.0821.59%
86%62430688.11%2.39%-652-1.05-1.71%63326889.58%3.99%27874.422.55%
87%56628289.04%2.29%-990-1.75-5.46%58124590.48%3.84%25004.320.15%
88%51026189.86%2.06%-780-1.53-5.52%53322491.29%3.6%25744.8221.22%
89%47623490.9%2.09%3250.682.69%47620492.07%3.33%18653.9116.36%
90%43120791.95%2.12%3790.873.23%42317693.16%3.39%19364.5717.78%
91%38618892.69%1.82%-102-0.27-1.57%36815793.9%3.08%10622.8811.75%
92%33016693.55%1.65%-674-2.05-6.47%31914394.44%2.58%11653.6512.5%
93%29313294.87%1.97%2340.790.81%26511995.37%2.48%9023.49.49%
94%24810495.95%2.03%4951.993.11%2289896.19%2.27%7553.318.11%
95%2007797%2.06%8674.335.8%1968596.69%1.74%10205.210.12%
96%1515497.9%1.94%13809.1311.01%1566697.43%1.46%8725.588.37%
97%1004198.4%1.42%3533.532.63%1215397.94%0.95%8647.148.74%
98%783398.71%0.71%4495.753.48%813598.64%0.64%5947.335.49%
99%311299.53%0.53%1063.411.18%381299.53%0.53%-10-0.27-0.23%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1300

Всего истории: 3824 дней
Расчет проходит для 2524 дней
Начало расчета: 26.11.2001, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%124559276.54%2.01%12941.0314.95%115453478.84%4.87%36633.1726.18%
76%118756377.69%2.17%13341.1215.13%110351479.63%4.55%35913.2524.97%
77%111552679.16%2.72%13501.2114.87%105349680.34%4.15%36363.4525.52%
78%104149980.22%2.76%1010.095.21%100147581.18%3.91%34633.4524.68%
79%97447981.02%2.49%-426-0.440.23%94845382.05%3.71%31173.2822.23%
80%92045382.05%2.49%-628-0.69-1.2%90143082.96%3.56%32193.5723.35%
81%85041683.51%3%-1398-1.65-7.51%84239584.35%3.97%26403.1320.59%
82%80339084.54%3%-1619-2.02-9.86%80236385.61%4.21%30573.8124.39%
83%75337485.18%2.55%-1417-1.89-7.76%75733686.68%4.24%27653.6522.56%
84%69734786.25%2.6%-1813-2.61-10.87%70631787.44%3.93%18972.6814.66%
85%64632887%2.29%-1447-2.24-7.9%66128988.54%3.99%25763.8920.47%
86%60430288.03%2.3%-921-1.53-3.15%61326289.61%4.02%27724.5222.29%
87%54827888.98%2.22%-1214-2.22-5.4%56723590.68%4.05%28234.9723.1%
88%49925889.77%1.97%-742-1.49-3.3%51721291.6%3.93%27315.2822.16%
89%45722990.92%2.11%-398-0.88-1.68%46419792.19%3.46%20954.5118.18%
90%41320092.07%2.24%-512-1.24-3.4%41216993.3%3.53%20434.9518.29%
91%37318292.78%1.91%-606-1.63-5.1%35015194.01%3.2%9402.6810.46%
92%32115893.74%1.85%-890-2.78-7.92%30913694.61%2.75%13574.3913.91%
93%27812595.04%2.14%-212-0.77-2.18%25911895.32%2.43%11214.3211.23%
94%2419896.11%2.19%2931.212.24%2199596.23%2.31%6522.977.21%
95%1937497.06%2.12%5372.783.91%1898596.63%1.68%10145.3610.18%
96%1455297.93%1.97%7555.26.44%1456497.46%1.49%3222.224.07%
97%954198.37%1.39%-4-0.05-0.15%1135197.97%0.99%7096.277.48%
98%743398.69%0.69%3224.352.57%733298.73%0.73%3775.163.53%
99%311299.52%0.52%1464.71.52%361099.6%0.6%-61-1.7-0.9%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1350

Всего истории: 3824 дней
Расчет проходит для 2474 дней
Начало расчета: 12.2.2002, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%122757876.63%2.12%19561.5919.41%113852278.9%4.94%46754.133.24%
76%116854677.93%2.47%22801.9522.17%108250179.74%4.69%39003.626.34%
77%109651179.34%2.94%18701.718.08%102748280.51%4.35%36473.5524.48%
78%102648980.23%2.77%7470.729.37%98046381.28%4.03%34103.4723.21%
79%95547180.96%2.42%970.13.95%92844482.05%3.71%36663.9525.85%
80%89544382.09%2.54%-532-0.6-1.22%87641883.1%3.73%32493.723%
81%84041083.42%2.9%-759-0.91-3.11%82538284.55%4.19%30783.7323.5%
82%78738084.64%3.11%-1207-1.54-6.87%78135385.73%4.35%32734.1925.49%
83%73836085.44%2.85%-1238-1.68-6.5%73732686.82%4.39%31824.3124.72%
84%68333686.41%2.78%-1421-2.09-8.36%68830887.55%4.05%22953.3316.89%
85%63131687.22%2.54%-1095-1.74-5.47%64227988.72%4.19%27454.2721.18%
86%59329488.11%2.39%-659-1.12-1.69%59825389.77%4.19%31165.2124.64%
87%53926989.12%2.37%-805-1.5-2.83%55023190.66%4.03%28005.0922.18%
88%48725289.81%2.01%-707-1.46-3.54%50020491.75%4.08%29545.923.24%
89%44522390.98%2.17%-399-0.9-2.26%44918692.48%3.76%25335.6420.81%
90%40419492.15%2.33%-303-0.75-1.81%40216693.29%3.52%26206.5122.54%
91%36317892.8%1.93%-688-1.9-6.17%33514794.05%3.24%11373.3911.02%
92%31515593.73%1.84%-692-2.2-6.28%29913294.66%2.81%16785.6115.86%
93%27312494.98%2.08%-41-0.16-0.73%24911695.31%2.42%12004.8110.85%
94%2349496.2%2.28%4071.733.67%2129396.24%2.32%9124.38.7%
95%1897297.08%2.14%5442.874.3%1838396.64%1.69%12987.0911.57%
96%1405297.89%1.93%6674.765.72%1356097.57%1.6%3442.543.43%
97%913998.42%1.44%-40-0.44-0.46%1074698.14%1.16%9779.139.04%
98%713298.7%0.7%2934.122.49%692898.86%0.86%5297.664.25%
99%311399.47%0.47%1504.831.78%32799.71%0.71%611.9-0.32%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1400

Всего истории: 3824 дней
Расчет проходит для 2424 дней
Начало расчета: 25.4.2002, четверг
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%119656276.81%2.35%19661.6419.84%111251578.75%4.76%42743.8430.76%
76%114853677.88%2.41%24432.1222.84%106549679.53%4.43%39013.6627.51%
77%107750279.29%2.88%18431.7117.91%101547480.44%4.27%35393.4824.46%
78%100147980.23%2.77%4660.466.93%96145581.22%3.96%30183.1420.87%
79%93845881.1%2.58%2350.254.91%91543781.97%3.62%34883.8124.96%
80%87943182.21%2.68%-310-0.360.18%86341083.08%3.7%30293.522.37%
81%81440283.41%2.88%-1019-1.26-5.72%81137984.36%3.98%29713.6622.78%
82%76737184.69%3.17%-1349-1.76-8.42%77035185.51%4.1%32154.1724.88%
83%72535285.47%2.88%-903-1.25-4.26%72532486.63%4.19%30244.1723.56%
84%66832886.46%2.84%-1280-1.92-7.35%67829987.66%4.17%25133.718.85%
85%62430887.29%2.62%-812-1.31-3.15%63027888.53%3.98%25594.0619.61%
86%58128488.28%2.58%-597-1.03-1.48%59325289.6%4.01%33575.6626.55%
87%52926389.15%2.41%-795-1.51-2.73%54222590.71%4.08%28825.3123.03%
88%47924789.81%2.01%-589-1.23-2.55%49520291.66%3.99%27905.6322.26%
89%43821990.96%2.15%-416-0.95-2.55%44518592.36%3.63%25345.6920.93%
90%39418992.2%2.38%-479-1.22-3.07%39016493.23%3.46%21725.5618.91%
91%35417792.69%1.82%-852-2.41-7.18%33414893.89%3.07%12443.7211.93%
92%31015493.64%1.75%-686-2.22-6.07%29413294.55%2.69%16065.4615.04%
93%26911895.13%2.23%-84-0.32-0.87%24611495.29%2.4%12865.2211.66%
94%2269096.28%2.36%410.180.28%2089296.2%2.28%7693.697.81%
95%1907097.11%2.17%6223.274.98%1778296.61%1.66%8684.98.01%
96%1355297.85%1.89%6104.515.35%1326197.48%1.51%4093.094.01%
97%893998.39%1.41%-53-0.6-0.53%1064798.06%1.08%9979.49.21%
98%713098.76%0.76%3765.293.25%682798.88%0.88%4967.293.96%
99%301399.46%0.46%1133.761.39%32899.66%0.66%-102-3.19-1.67%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1450

Всего истории: 3824 дней
Расчет проходит для 2374 дней
Начало расчета: 12.7.2002, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%116154776.95%2.53%22111.920.95%108550778.64%4.62%36833.3926.16%
76%111151278.43%3.09%27262.4524.78%103748979.4%4.28%34413.3124.23%
77%103248879.44%3.07%14481.414.05%98646680.37%4.19%29242.9620.66%
78%97046380.49%3.09%7040.728.41%94045181%3.7%27552.9319.42%
79%90044381.33%2.86%1050.113.55%90043481.71%3.31%31693.5223.3%
80%84241482.56%3.1%-627-0.75-2.23%84540482.98%3.59%25463.0118.96%
81%78339083.57%3.07%-1018-1.31-6.51%79837384.28%3.89%27993.521.99%
82%74235884.91%3.42%-1287-1.74-8.14%76034885.34%3.91%32804.3126.04%
83%69934385.55%2.98%-802-1.15-3.56%70832086.52%4.06%25783.6420.21%
84%64231886.6%3%-1171-1.83-6.41%66729587.57%4.07%21533.2216.49%
85%60829687.53%2.89%-598-0.99-1.05%61427188.58%4.04%19693.215.67%
86%56627688.37%2.68%-352-0.630.57%57524389.76%4.18%28034.8722.67%
87%50625689.21%2.47%-1025-2.03-4.79%53321890.81%4.19%28185.2822.49%
88%46623889.97%2.18%-609-1.31-2.39%48419591.78%4.11%25945.3520.8%
89%42621191.11%2.31%-325-0.77-1.31%43518092.41%3.69%24685.6720.53%
90%38618492.24%2.42%-565-1.47-3.62%38615993.3%3.53%25956.7222.71%
91%34317292.75%1.88%-953-2.78-7.62%32514793.8%2.98%12543.8512.08%
92%30314893.76%1.87%-780-2.58-6.53%29012994.56%2.7%16935.8315.81%
93%26212094.94%2.04%-209-0.8-1.78%23811295.28%2.39%10764.529.93%
94%2258796.33%2.41%540.240.83%2069196.16%2.24%82448.37%
95%1837097.05%2.11%4892.674.04%1748096.63%1.68%8975.158.27%
96%1314897.97%2.01%4633.534.41%1316097.47%1.5%5694.345.49%
97%873998.35%1.37%-180-2.07-1.33%1034897.97%0.99%9899.69.17%
98%693098.73%0.73%2433.522.41%672698.9%0.91%4947.373.95%
99%311399.45%0.45%1755.642.16%31899.66%0.66%-76-2.46-1.45%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1500

Всего истории: 3824 дней
Расчет проходит для 2324 дней
Начало расчета: 20.9.2002, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%112653277.1%2.72%2252221.09%105749478.74%4.74%42514.0230.37%
76%107850178.44%3.11%25352.3523.24%101247179.73%4.67%41214.0729.19%
77%101147579.56%3.21%17411.7216.07%95845180.59%4.45%31103.2421.25%
78%94544980.67%3.3%13411.4113.35%91643681.23%3.97%33403.6423.22%
79%87642881.58%3.16%3230.364.73%87941782.05%3.71%38934.4228.25%
80%82240082.78%3.35%3620.445.09%82739283.13%3.76%33904.0925.16%
81%76537483.9%3.45%-910-1.19-5.6%77736584.29%3.9%33394.2925.61%
82%71934984.98%3.5%-1246-1.74-8.63%74233085.8%4.42%36844.9628.43%
83%67433085.8%3.26%-863-1.29-4.25%69431286.57%4.12%32614.6925.03%
84%62330686.83%3.25%-986-1.59-5.24%64728887.6%4.1%27174.1920.44%
85%59128587.73%3.11%-282-0.481.34%60026188.76%4.23%27184.5321.12%
86%54726688.55%2.87%-243-0.451.19%55922990.14%4.59%32595.8326.04%
87%49424889.32%2.59%-544-1.11-1.18%51620791.09%4.49%31376.0724.65%
88%45222890.18%2.41%-327-0.73-0.43%46918991.86%4.2%29326.2523.05%
89%41220591.17%2.38%-502-1.22-3.63%42017092.68%3.97%27596.5622.87%
90%37117992.29%2.48%-831-2.24-6.55%37115493.37%3.6%25836.9622.13%
91%33216892.77%1.9%-873-2.63-6.98%31213994.01%3.2%15234.8814.1%
92%28614693.71%1.82%-956-3.35-8.08%27312294.75%2.9%17396.3615.97%
93%25311395.13%2.23%-114-0.46-0.94%22910595.48%2.59%11815.1510.7%
94%2158596.34%2.42%720.330.72%2008696.29%2.37%10795.399.99%
95%1756897.07%2.13%4992.854.18%1647396.85%1.91%5963.635.61%
96%1274797.97%2.01%5904.645.4%1245797.54%1.57%4813.874.52%
97%843698.45%1.47%-170-2.03-1.14%934498.1%1.12%7918.57.22%
98%632898.79%0.79%70.110.68%622498.96%0.97%4647.483.89%
99%271399.44%0.44%371.370.72%22699.74%0.74%-362-16.46-3.82%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1550

Всего истории: 3824 дней
Расчет проходит для 2274 дней
Начало расчета: 2.12.2002, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%110052277.04%2.64%15321.3915.58%103348478.71%4.71%43714.2330.34%
76%105048678.62%3.33%20481.9519.25%98646179.72%4.66%37463.7925.77%
77%99146279.68%3.36%19151.9317.44%94144280.56%4.41%32923.4922.61%
78%92543880.73%3.38%11361.2211.2%89842881.17%3.9%33823.7623.56%
79%86141881.61%3.19%3600.415.21%85740882.05%3.71%38474.4827.93%
80%80539182.8%3.38%2820.354.16%80938383.15%3.78%36764.5428%
81%75636983.77%3.3%-95-0.130.65%76635484.43%4.06%37594.929.1%
82%70634284.96%3.48%-1210-1.72-8.25%72632585.7%4.31%34524.7526.62%
83%66132685.66%3.1%-611-0.93-2.37%68130686.54%4.09%32854.8225.23%
84%61329986.85%3.28%-563-0.92-1.72%63228387.55%4.05%26224.1419.58%
85%58027887.77%3.15%-147-0.262.26%58625488.83%4.31%26874.5821.02%
86%53726288.47%2.79%-277-0.520.9%54122790.01%4.45%28945.3423%
87%48624789.13%2.38%-245-0.511.07%49920191.16%4.56%29935.9923.42%
88%44422790.01%2.23%-224-0.510.32%45718391.95%4.29%29196.3823.28%
89%40520291.11%2.31%-446-1.11-2.89%41216992.56%3.84%27326.6322.85%
90%36817792.21%2.39%-622-1.7-4.54%36315093.4%3.64%23546.4820.4%
91%31916292.87%2.01%-1142-3.58-9.35%30413793.97%3.16%12414.0811.76%
92%27814093.84%1.96%-918-3.31-7.7%27112294.63%2.77%17396.4116.18%
93%25111395.03%2.13%-5-0.02-0.06%22610495.42%2.53%11054.8810.14%
94%2168396.35%2.43%2871.322.48%1958396.35%2.43%9624.939.08%
95%1736697.09%2.15%5373.14.54%1667496.74%1.79%7544.546.98%
96%1274797.93%1.97%6054.765.5%1235797.49%1.52%4793.894.45%
97%833698.41%1.43%-179-2.16-1.21%934398.1%1.12%9019.688.24%
98%632998.72%0.72%170.260.78%612698.85%0.85%4577.493.83%
99%281399.42%0.42%5620.92%21699.73%0.73%-356-16.96-3.75%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1600

Всего истории: 3824 дней
Расчет проходит для 2224 дней
Начало расчета: 12.2.2003, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%107050977.11%2.73%13701.2813.99%101047978.46%4.4%3037320.34%
76%102347678.59%3.29%19951.9518.7%96445679.49%4.39%26572.7517.75%
77%96144480.03%3.78%14661.5213.95%92443880.3%4.1%26342.8518.43%
78%90042880.75%3.4%13521.512.67%88442680.84%3.51%27613.1219.22%
79%83240481.83%3.45%750.092.63%84140281.92%3.56%29113.4621.16%
80%79237982.95%3.55%7860.998.95%79637883%3.61%31613.9724.75%
81%73435983.85%3.39%-409-0.56-1.95%74934684.44%4.07%27203.6321.56%
82%68533285.07%3.6%-1202-1.76-8.25%70932685.34%3.91%27983.9421.68%
83%63931585.83%3.29%-939-1.47-4.96%67229886.6%4.15%28654.2622.35%
84%59329086.96%3.4%-974-1.65-5.09%61227387.72%4.24%11881.949.01%
85%56227087.85%3.24%-481-0.86-0.96%57825088.75%4.22%23254.0218.64%
86%52525388.62%2.95%-236-0.451.32%53622889.74%4.16%28275.2722.88%
87%47723989.25%2.52%-96-0.212.53%48320091%4.39%21934.5417.1%
88%43122190.06%2.28%-290-0.68-0.44%44418091.9%4.24%23195.2219.01%
89%39320290.91%2.1%-348-0.89-2.18%40016892.44%3.72%23245.8119.73%
90%35717492.17%2.35%-436-1.23-2.45%35015193.21%3.44%18625.3216.6%
91%31315992.85%1.99%-1265-4.05-10.16%29813593.92%3.1%10783.6110.26%
92%27613893.79%1.9%-781-2.83-6.3%26012194.55%2.69%13885.3313.42%
93%24511095.05%2.15%-93-0.38-0.59%2169695.68%2.8%6763.126.22%
94%2088596.17%2.25%890.420.96%1928596.17%2.25%9865.139.36%
95%1696697.03%2.09%4712.784.05%1617396.71%1.76%5863.635.65%
96%1244797.88%1.92%4593.74.3%1225697.48%1.51%4513.694.33%
97%823698.38%1.4%-169-2.07-1.12%924298.11%1.13%9169.958.37%
98%632998.69%0.69%470.741.06%592698.83%0.83%4888.274.1%
99%281399.41%0.41%521.850.88%20699.73%0.73%-399-19.95-4.11%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1650

Всего истории: 3824 дней
Расчет проходит для 2174 дней
Начало расчета: 23.4.2003, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%104749877.09%2.71%12681.2113.2%98546378.7%4.7%36143.6625.25%
76%100546478.65%3.36%21262.1120.5%93944679.48%4.37%31933.422.13%
77%93643480.03%3.78%12581.3412.33%89842780.35%4.16%30473.3921.32%
78%87541580.91%3.59%10771.2310.42%85541680.86%3.53%29423.4420.67%
79%81039281.96%3.61%1160.143.05%81139381.92%3.56%27743.4220.22%
80%76636583.21%3.85%1540.23.65%76736883.07%3.69%27843.6221.32%
81%71434584.13%3.72%-9-0.021.33%72934184.31%3.92%30924.2424.47%
82%66432385.14%3.68%-927-1.4-6.12%69131985.32%3.89%30644.4324.01%
83%62130585.97%3.45%-702-1.14-3.25%64929586.43%3.96%27504.2321.55%
84%57627887.21%3.68%-676-1.18-2.68%59327087.58%4.08%118929.19%
85%54425788.17%3.59%-65-0.122.5%55624588.73%4.2%21243.8217.22%
86%50324788.63%2.96%-176-0.351.76%51621989.92%4.35%22924.4418.97%
87%46322889.51%2.8%880.194.05%47219391.12%4.52%24555.219.67%
88%42021290.24%2.48%-209-0.50.03%43217392.04%4.38%28226.5323.25%
89%38219491.07%2.27%-212-0.56-1.1%38315792.77%4.06%21355.5718.38%
90%34216592.41%2.6%-1095-3.21-8.49%33614593.33%3.56%19065.6717.53%
91%30115293%2.15%-1108-3.69-8.74%29013094.02%3.21%11754.0511.39%
92%26612894.11%2.24%-648-2.44-5.2%24911594.71%2.86%13675.4813.18%
93%23310395.26%2.37%-218-0.94-1.65%2109095.86%2.98%8634.17.75%
94%1987996.36%2.44%-125-0.64-1.09%1848296.22%2.3%9104.948.58%
95%1646397.1%2.16%5303.234.54%1576796.91%1.97%10206.499.19%
96%1214697.88%1.92%5084.194.84%1175497.51%1.54%4213.594.15%
97%803598.39%1.41%-180-2.25-1.19%863998.2%1.22%8299.637.72%
98%592998.66%0.66%-46-0.780.13%542298.98%0.99%3907.223.23%
99%281399.4%0.4%652.320.99%19799.67%0.67%-380-20-3.94%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1700

Всего истории: 3824 дней
Расчет проходит для 2124 дней
Начало расчета: 2.7.2003, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%101848477.21%2.86%11991.1712.45%94745478.62%4.6%25862.7317.29%
76%97345478.62%3.33%13351.3713.28%90443179.7%4.64%21012.3213.83%
77%91742180.17%3.95%14221.5513.79%87041280.6%4.46%23152.6615.89%
78%84640580.93%3.62%9221.089.68%82940281.07%3.78%23032.7715.95%
79%78238182.06%3.72%-193-0.250.48%79038182.06%3.72%21642.7315.47%
80%73635583.28%3.93%-419-0.57-1.54%74536083.05%3.67%24253.2519.06%
81%68533784.13%3.72%-608-0.89-3.73%70433584.22%3.82%23213.2918.46%
82%63831685.12%3.66%-1316-2.07-9.1%66630985.45%4.03%24103.6118.92%
83%59829686.06%3.55%-916-1.54-4.79%63028186.77%4.34%22183.5217.38%
84%55527087.28%3.75%-1137-2.05-6.74%58426487.57%4.07%13652.3310.62%
85%52325088.22%3.64%-419-0.81-0.23%53823588.93%4.41%20013.7116.38%
86%48524088.7%3.04%-492-1.02-0.7%49921090.11%4.56%23274.6619.55%
87%44822189.59%2.89%460.13.99%45618591.29%4.69%21934.817.6%
88%40620790.25%2.49%-302-0.75-0.67%41116792.13%4.48%24125.8619.96%
89%37118791.19%2.4%-255-0.69-1.15%36715192.89%4.18%21695.9119.13%
90%33416192.41%2.6%-1031-3.09-7.78%32113793.54%3.78%16865.2515.7%
91%28814693.12%2.27%-1338-4.65-10.5%28012594.11%3.3%12264.3712.17%
92%25112594.11%2.24%-988-3.94-8.02%23810994.86%3.01%11784.9411.75%
93%2269995.33%2.44%-239-1.06-1.65%2068895.85%2.97%9124.428.33%
94%1887596.46%2.55%-77-0.41-0.51%1797896.32%2.4%8894.968.48%
95%1596097.17%2.23%5653.555%1466596.93%1.99%4563.124.35%
96%1154797.78%1.82%3202.783.24%1095197.59%1.62%3363.083.4%
97%773498.39%1.41%-349-4.54-2.54%823698.3%1.32%7889.67.46%
98%562898.68%0.68%-39-0.70.2%522199.01%1.02%4147.963.55%
99%281399.38%0.38%923.281.25%20799.67%0.67%-321-16.05-3.43%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1750

Всего истории: 3824 дней
Расчет проходит для 2074 дней
Начало расчета: 10.9.2003, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%99747177.29%2.96%12651.2613.06%90844178.73%4.73%21582.3714.67%
76%94644378.64%3.35%12391.312.18%87241779.89%4.86%19632.2512.99%
77%89241579.99%3.73%15561.7415.33%83440080.71%4.59%19832.3713.65%
78%82039081.19%3.92%5740.76.85%80038981.24%3.98%20722.5914.65%
79%76137282.06%3.72%-64-0.091.31%75936882.25%3.95%20642.7115.61%
80%71134383.46%4.14%-461-0.65-1.88%72034683.31%3.97%24063.3419.51%
81%66032784.23%3.83%-838-1.27-5.4%67531884.66%4.32%19572.8915.77%
82%62130785.19%3.74%-1009-1.63-6%64429685.72%4.33%23283.6119.03%
83%57928786.16%3.66%-755-1.31-3.42%60527486.78%4.35%15782.612.59%
84%53526287.36%3.84%-1101-2.06-6.79%56125287.84%4.37%9361.667.63%
85%50824588.18%3.6%-363-0.720.06%51522689.1%4.6%15162.9412.96%
86%47123488.71%3.05%-349-0.750.5%47520190.3%4.76%18963.9916.38%
87%43421689.58%2.88%640.143.76%43417691.51%4.92%20554.7317.17%
88%39819990.4%2.65%690.172.62%39815992.33%4.68%25746.4621.74%
89%36118391.17%2.38%-473-1.32-3.35%35514393.1%4.4%23156.5220.14%
90%32315692.47%2.67%-1410-4.37-11.31%31013193.68%3.92%19176.1817.24%
91%28313893.34%2.5%-1084-3.84-8.42%26711394.55%3.75%12654.7311.91%
92%24611994.26%2.39%-783-3.19-6.31%23110195.13%3.29%15136.5413.91%
93%2149395.51%2.62%-408-1.91-3.5%1998395.99%3.11%11835.9410.46%
94%1827496.43%2.51%-120-0.66-1.09%1767396.48%2.57%13297.5511.98%
95%1526097.1%2.16%5603.684.93%1386097.1%2.16%6334.585.62%
96%1094697.78%1.82%250.220.5%1014897.68%1.71%2602.572.59%
97%743398.4%1.42%-339-4.59-2.44%773498.36%1.38%7309.486.81%
98%572898.64%0.64%270.470.84%491899.13%1.13%4779.734.11%
99%281399.37%0.37%822.921.16%17799.66%0.66%-394-23.18-4.05%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1800

Всего истории: 3824 дней
Расчет проходит для 2024 дней
Начало расчета: 19.11.2003, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%96045977.32%3%15071.5614.79%88042678.95%5%17401.9711.29%
76%91542978.8%3.55%17041.8615.95%84140679.94%4.92%15041.789.46%
77%85839880.33%4.14%18142.1116.67%81239180.68%4.56%19842.4414.07%
78%78937481.52%4.31%9391.199.62%77437881.32%4.08%16782.1611.84%
79%72635582.46%4.19%-117-0.170.69%73535882.31%4.02%16932.312.99%
80%67933183.64%4.35%-366-0.54-1.02%69633983.25%3.9%17582.5214.21%
81%62831684.38%4%-805-1.29-5.36%65831484.48%4.11%16912.5613.85%
82%58829685.37%3.94%-1058-1.8-6.82%62429185.62%4.22%17412.7914.48%
83%55227286.56%4.11%-650-1.18-2.57%58626986.7%4.26%14532.4711.51%
84%51125287.54%4.04%-971-1.91-5.91%54824587.89%4.42%9801.788.09%
85%48023888.24%3.67%-534-1.12-1.9%50422388.98%4.47%14092.7912.48%
86%45622189.08%3.45%2290.55.43%46019690.31%4.77%17553.8115.25%
87%41520789.77%3.08%3310.795.85%42117591.35%4.76%18454.3815.73%
88%37719390.46%2.71%410.12.13%38515392.44%4.8%23476.0920.3%
89%34717691.3%2.51%-296-0.86-1.9%34513793.23%4.53%20505.9418.31%
90%31114792.73%2.94%-1067-3.44-8.56%30012793.72%3.96%19106.3617.37%
91%26812993.62%2.79%-1000-3.74-8.04%26211294.46%3.66%15605.9514.51%
92%23410994.61%2.75%-673-2.88-5.41%2299895.15%3.31%18157.9216.43%
93%2048895.65%2.77%-257-1.26-2.18%1938195.99%3.11%12376.410.67%
94%1716996.59%2.68%-22-0.13-0.17%1697296.44%2.53%11917.0410.73%
95%1465497.33%2.39%6004.15.42%1355697.23%2.29%8256.117.25%
96%1044497.82%1.86%1351.291.37%954697.72%1.76%3683.873.49%
97%723298.41%1.43%-229-3.19-1.51%743298.41%1.43%79910.797.24%
98%542698.71%0.71%410.750.91%441899.11%1.11%1994.521.66%
99%261299.4%0.4%1626.231.83%15799.65%0.65%-424-28.27-4.32%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1850

Всего истории: 3824 дней
Расчет проходит для 1974 дней
Начало расчета: 28.1.2004, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%93044077.71%3.48%19432.0818.4%85641079.22%5.32%19062.2212.64%
76%87641479.02%3.82%17401.9815.8%82139480.04%5.04%19492.3713.59%
77%82038680.44%4.27%14771.813.65%78438080.74%4.63%18572.3612.64%
78%75736181.71%4.54%9261.229.19%75436581.5%4.29%17802.3612.7%
79%69634182.72%4.49%-179-0.26-0.33%71734682.47%4.2%18252.5414.06%
80%65131983.83%4.56%-280-0.44-1.15%67632583.53%4.22%17072.5213.61%
81%59930684.49%4.13%-834-1.4-6.13%63830984.34%3.96%16632.613.59%
82%56228885.41%3.99%-870-1.55-5.34%61028385.66%4.27%19013.1115.7%
83%52326186.77%4.34%-692-1.33-3.33%56925886.93%4.52%14052.4611.15%
84%48424387.68%4.19%-945-1.96-5.93%53223987.89%4.42%10752.029.06%
85%45622988.39%3.83%-549-1.21-2.16%48421888.95%4.44%14502.9912.8%
86%42921289.26%3.65%-76-0.182.32%44218790.52%4.99%17633.9815.19%
87%39419989.91%3.23%-209-0.540.61%40616691.59%5.01%20885.1417.58%
88%35918790.52%2.78%-278-0.78-0.84%37314592.65%5.01%24036.4420.81%
89%33316591.64%2.88%-336-1.01-2.44%33013193.36%4.67%19725.9717.55%
90%29614392.75%2.96%-929-3.14-7.44%28912193.87%4.12%17055.8915.59%
91%25712093.92%3.1%-853-3.32-6.95%25210894.52%3.72%15866.2914.79%
92%2249895.03%3.18%-388-1.74-3.25%2219495.23%3.39%17818.0516.07%
93%1938295.84%2.96%-78-0.41-0.76%1897796.09%3.21%14097.4512.16%
94%1646696.65%2.74%2151.311.74%1666996.5%2.59%16269.7914.2%
95%1394997.51%2.57%5513.964.82%1255097.46%2.52%5454.364.81%
96%1024397.82%1.86%3413.343.12%914197.92%1.96%6196.85.78%
97%702998.53%1.55%-80-1.15-0.22%683098.48%1.5%75511.16.81%
98%502298.88%0.88%981.961.29%411899.08%1.09%2295.581.97%
99%261299.39%0.39%26110.032.65%16799.64%0.64%-359-22.44-3.74%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1900

Всего истории: 3824 дней
Расчет проходит для 1924 дней
Начало расчета: 7.4.2004, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%90242777.8%3.59%15581.7215.14%82239679.41%5.55%19872.4113.48%
76%84340179.15%3.97%11991.4211.64%78637980.3%5.35%20202.5614.35%
77%78537480.56%4.41%3960.54.25%75736381.13%5.09%24933.2918.29%
78%73035181.75%4.58%3480.474.71%72934881.91%4.77%29484.0422.54%
79%66933082.84%4.63%-795-1.19-5.2%68233082.84%4.63%19422.8415.15%
80%62930983.93%4.68%-510-0.82-2.77%64931183.83%4.56%19893.0616.07%
81%58029484.71%4.37%-947-1.64-6.7%61729184.87%4.55%21923.5518.02%
82%54627485.75%4.37%-552-1.02-2.52%58326886.07%4.72%23484.0219.34%
83%50925186.95%4.54%-519-1.02-1.66%54124587.26%4.88%14432.6611.22%
84%47523487.83%4.36%-544-1.15-2.31%51322588.3%4.86%19563.8116.3%
85%44221988.61%4.07%-198-0.450.9%46520689.29%4.8%19894.2716.61%
86%41220289.5%3.91%-106-0.261.81%42517690.85%5.33%21014.9417.49%
87%38118890.22%3.56%660.173.11%39215392.04%5.47%26606.7822.33%
88%35018190.59%2.85%1380.392.74%35913493.03%5.4%26347.3322.64%
89%32215891.78%3.02%-192-0.6-1.21%31612093.76%5.07%24397.7121.49%
90%28413692.93%3.15%-899-3.17-7.38%27811094.28%4.53%20177.2517.94%
91%24311394.12%3.31%-842-3.47-7.16%2429894.9%4.1%22029.0919.77%
92%2129195.27%3.43%-439-2.08-3.61%2088895.42%3.58%18388.8315.76%
93%1847696.04%3.16%-23-0.13-0.14%1767096.36%3.48%178810.1515.27%
94%1556096.88%2.97%3061.972.75%1506096.88%2.97%12238.1510.23%
95%1284997.45%2.51%4163.253.83%1134697.6%2.66%5604.954.92%
96%914297.81%1.85%-108-1.19-0.71%853898.02%2.06%8229.677.35%
97%682898.54%1.56%-98-1.45-0.38%622798.59%1.61%77612.516.51%
98%492398.8%0.8%1623.32.01%381399.32%1.32%3659.63.1%
99%261299.37%0.37%35213.533.59%12699.68%0.68%-438-36.5-4.49%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1950

Всего истории: 3824 дней
Расчет проходит для 1874 дней
Начало расчета: 16.6.2004, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%86941278.01%3.85%16081.8515.23%79638379.56%5.73%21172.6514.66%
76%81538379.56%4.47%12651.5512.09%76336580.52%5.61%22542.9516.21%
77%76036380.62%4.49%6200.815.98%73735281.21%5.18%29283.9721.89%
78%70533981.91%4.77%5890.836.77%70533482.17%5.07%29094.1222.09%
79%64831583.19%5.03%-97-0.150.74%66431883.03%4.85%24843.7419.58%
80%60129984.04%4.8%-911-1.52-6.35%62529984.04%4.8%22363.5718.07%
81%56028684.73%4.4%-704-1.26-4.56%59527685.27%5%23053.8718.84%
82%52427085.59%4.19%-636-1.22-3.01%55926086.12%4.78%24864.4420.33%
83%48724187.13%4.74%-460-0.95-1.78%52523687.4%5.03%18603.5414.75%
84%46122388.1%4.65%-61-0.141.58%49821788.42%4.99%23784.7719.72%
85%42620788.95%4.44%1680.393.88%45319989.38%4.9%23985.2919.97%
86%39819189.8%4.23%2690.674.78%41516691.14%5.63%25436.1221.34%
87%36718190.34%3.69%3210.874.98%37914992.04%5.47%28327.4723.93%
88%33817290.82%3.1%2020.592.89%35412693.27%5.65%31168.826.71%
89%31015091.99%3.25%-61-0.2-0.24%31311593.86%5.17%29559.4425.94%
90%27013093.06%3.28%-715-2.65-5.97%26610394.5%4.76%22078.2919.43%
91%23410794.29%3.48%-507-2.17-4.23%2309494.98%4.19%22859.9320.32%
92%2058795.35%3.51%-199-0.98-1.54%1987895.83%3.99%19319.7516.37%
93%1747396.1%3.22%1110.631.04%1686596.53%3.65%186411.0915.9%
94%1485697.01%3.1%3232.182.82%1415697.01%3.1%12528.8710.44%
95%1224597.59%2.65%5994.95.32%1054497.65%2.71%6706.385.96%
96%843997.91%1.95%-148-1.77-1.06%783598.13%2.17%7119.116.41%
97%652798.55%1.57%-34-0.530.22%562598.66%1.68%60710.835.09%
98%432098.93%0.94%1132.621.64%361399.3%1.3%43412.053.81%
99%231199.41%0.41%2219.62.52%11699.67%0.67%-430-39.1-4.39%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 2000

Всего истории: 3824 дней
Расчет проходит для 1824 дней
Начало расчета: 25.8.2004, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%84140078.07%3.93%13131.5612.01%77137079.71%5.9%2320316.62%
76%79437379.55%4.46%16432.0614.84%74035180.75%5.88%25723.4718.85%
77%73835280.7%4.58%10351.49.41%70833781.52%5.54%28313.9920.87%
78%68532882.01%4.88%8391.228.71%67732082.45%5.39%27644.0820.93%
79%63130883.11%4.94%3300.524.26%64030783.16%5%24153.7719.1%
80%58629184.04%4.8%-480-0.82-3.04%60828984.15%4.93%25434.1820.84%
81%54227984.7%4.36%-423-0.79-2.23%57826485.52%5.28%25454.420.93%
82%50926285.63%4.23%-238-0.470.32%53824686.51%5.21%24494.5519.58%
83%47323187.33%4.95%-149-0.320.77%51122887.5%5.14%22944.4818.43%
84%44321488.26%4.82%1590.353.3%48220888.59%5.18%26065.421.48%
85%41320388.87%4.35%4471.086.22%43519389.41%4.93%24815.720.6%
86%38718689.8%4.23%6361.647.97%40015891.33%5.83%27146.7822.91%
87%35717690.35%3.7%4131.154.7%36613992.37%5.81%29728.1224.95%
88%32416391.06%3.36%1580.481.7%34012093.42%5.8%32219.4727.91%
89%30114392.16%3.42%1000.330.98%29710994.02%5.33%28679.6525.07%
90%26112293.31%3.54%-547-2.1-4.65%2539694.73%4.99%22298.8119.57%
91%22410194.46%3.66%-379-1.7-3.09%2218695.28%4.49%253011.4422.42%
92%1978195.55%3.71%-15-0.08-0.21%1907296.05%4.21%218011.4718.33%
93%1676696.38%3.5%3331.992.96%1635896.82%3.94%219013.4318.63%
94%1425297.14%3.23%4663.283.96%1315197.2%3.29%136010.3811.39%
95%1124397.64%2.7%5374.794.61%974297.69%2.75%7587.816.74%
96%813797.97%2.01%-69-0.86-0.5%733398.19%2.23%73310.046.6%
97%642698.57%1.59%671.041.07%552498.68%1.7%61211.125.24%
98%401998.95%0.96%1423.551.9%34999.5%1.5%2497.322.18%
99%221199.39%0.39%26011.812.89%10699.67%0.67%-469-46.9-4.7%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 250

Всего истории: 3822 дней
Расчет проходит для 3572 дней
Начало расчета: 3.11.1997, понедельник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%202186675.75%0.99%195739.68123.3%180787275.58%0.76%65833.6440.8%
76%195582077.04%1.34%1994810.2126.3%172083976.51%0.66%50992.9632.24%
77%187778677.99%1.26%182999.74117.14%165680777.4%0.51%49282.9730.44%
78%180075878.77%0.97%177519.86113.27%158076778.52%0.66%49073.130.16%
79%170871979.87%1.08%152638.9398.67%151173379.47%0.59%42362.826.27%
80%161367581.1%1.35%145389.0193.51%143469680.51%0.63%41812.9125.94%
81%154464781.88%1.07%130948.4884.12%134766281.46%0.56%25671.916.05%
82%147562082.64%0.77%132308.9684.73%127762782.44%0.53%23631.8514.67%
83%139958983.51%0.61%134369.685.73%119558883.53%0.63%16441.3710.1%
84%130556184.29%0.34%120269.2176.87%113255584.46%0.54%25252.2315.45%
85%120852485.33%0.38%93427.7360.15%106452285.38%0.44%13261.247.82%
86%113050285.94%-0.07%96238.5161.72%99547886.61%0.7%14581.469%
87%102946387.03%0.03%65336.3441.1%90844987.43%0.49%90916.21%
88%95742388.15%0.17%57926.0535.9%83741588.38%0.42%10321.236.59%
89%89439688.91%-0.11%55896.2535.25%77638089.36%0.4%16952.1810.13%
90%81735989.94%-0.07%53986.634.21%70234190.45%0.49%18262.611.58%
91%74431891.09%0.09%58947.9236.8%64130291.54%0.58%26524.1316.22%
92%65329091.88%-0.14%46617.1329.92%58527292.38%0.41%29335.0117.96%
93%58324893.05%0.05%46347.9430.22%52424793.08%0.08%27105.1716.57%
94%50921494%0%43988.6428.23%45722193.81%-0.21%27986.1216.81%
95%41118494.84%-0.17%22325.4314.65%39417795.04%0.04%34248.6920.96%
96%33915395.71%-0.31%20896.1613.41%32414595.94%-0.07%27068.3516.54%
97%27413096.36%-0.67%276110.0717.58%24611396.83%-0.18%22289.0512.68%
98%2068697.59%-0.43%20449.9212.74%1808397.67%-0.34%199611.0811.64%
99%1375898.37%-0.65%181113.2111.48%1175398.51%-0.5%9818.385.26%
Средняя
эффекти-
вность
99.9016%99.9505%

Расчет эфективности Probability Channel для GBPUSD, размер окна 300

Всего истории: 3822 дней
Расчет проходит для 3522 дней
Начало расчета: 13.1.1998, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%199484276.09%1.43%194679.76123.26%179086275.52%0.68%68713.8341.64%
76%191280777.08%1.4%189589.91120.62%171983076.43%0.56%66063.8440.53%
77%183676978.16%1.48%177079.64113.2%163479877.34%0.43%47592.9129.49%
78%175774378.9%1.14%170729.71108.62%155575978.44%0.56%40272.5824.94%
79%167569980.15%1.43%1682110.04106.87%147671679.67%0.84%29782.0118.71%
80%159466281.2%1.47%153339.6197.84%140268080.69%0.85%27261.9417.36%
81%150663481.99%1.2%127858.4882.34%132166181.23%0.28%17041.2810.93%
82%142959982.99%1.19%127148.8982.14%126662682.22%0.26%22891.814.89%
83%134558183.5%0.59%112978.3972.96%119158583.39%0.46%20891.7513.72%
84%125954784.46%0.54%105028.3467.7%112855084.38%0.45%18871.6712%
85%117651285.46%0.53%95018.0761.57%106451385.43%0.5%19901.8711.95%
86%109047986.39%0.45%88968.1657.49%99048586.22%0.25%7630.774.87%
87%101144887.27%0.3%77667.6850.03%92944987.25%0.28%2360.251.23%
88%93141888.13%0.14%66027.0941.98%87042188.04%0.04%12201.47.14%
89%85738589.06%0.06%53456.2333.78%79838888.98%-0.03%10451.36.75%
90%78134390.26%0.28%50666.4832.31%72736289.72%-0.32%20542.8212.43%
91%72530791.28%0.3%63858.840.04%66431890.97%-0.04%24063.6214.37%
92%65727992.07%0.07%62359.4938.99%59028192.02%0.02%23974.0614.31%
93%57724493.07%0.07%48658.4331.2%52225792.7%-0.33%29305.6117.77%
94%49920994.06%0.06%41868.3826.91%44821194%0%26525.9116.18%
95%40018294.83%-0.18%21975.4914.37%37817695%0%20975.5412.28%
96%32314895.79%-0.22%10433.227.11%30714595.88%-0.13%22767.4114%
97%25812496.47%-0.55%23569.1315.06%23811196.84%-0.17%22589.4813.58%
98%1928497.61%-0.4%195810.1912.73%1728297.67%-0.34%183710.6810.5%
99%1315298.52%-0.49%204715.6213.26%1074698.69%-0.32%6776.323.33%
Средняя
эффекти-
вность
99.9288%99.9381%

Расчет эфективности Probability Channel для GBPUSD, размер окна 350

Всего истории: 3822 дней
Расчет проходит для 3472 дней
Начало расчета: 24.3.1998, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%195182476.26%1.65%172578.84111.02%175084275.74%0.97%64923.740.03%
76%188978977.27%1.64%186229.85118.95%168180976.69%0.89%57743.4335.83%
77%180675878.16%1.48%175259.7112.08%158377677.64%0.82%36312.2922.56%
78%171971979.29%1.62%164419.56104.6%152573878.74%0.93%43612.8526.59%
79%163968880.18%1.47%159369.72101.57%145469779.92%1.15%33672.3120.51%
80%156765781.07%1.31%150189.5894.69%137965981.01%1.24%28982.118.35%
81%147362482.02%1.24%132879.0284.32%129563981.59%0.72%21341.6413.77%
82%138959682.83%1%122528.8278.46%123060782.51%0.61%26002.1115.8%
83%131956783.66%0.78%116218.8174.6%116458083.29%0.34%26142.2415.98%
84%122853284.67%0.79%103768.4466.77%108953084.73%0.86%8490.775.18%
85%115550485.48%0.56%89597.7558.5%102050385.51%0.59%310.030.05%
86%106646686.57%0.65%72036.7547.44%96647386.37%0.42%6640.683.97%
87%99643687.44%0.5%81398.1752.44%90144287.26%0.29%-123-0.14-1.29%
88%91740288.42%0.47%71537.846.27%84441488.07%0.07%6120.723.53%
89%85137289.28%0.31%57936.836.45%78337889.11%0.12%17612.2410.58%
90%77333790.29%0.32%50196.4932.35%71435189.89%-0.13%18212.5511.27%
91%69729991.38%0.41%52417.5133.32%64132390.69%-0.35%12451.947.48%
92%64126392.42%0.45%63119.8439.78%57627492.1%0.1%14182.468.77%
93%57323493.26%0.27%56479.8535.5%50425092.79%-0.23%18523.6711.19%
94%47920694.06%0.06%38908.1225.34%43220993.98%-0.03%22805.2713.96%
95%40317894.87%-0.14%28116.9718.43%36517095.1%0.1%23326.3813.64%
96%31515195.65%-0.37%19316.1312.92%30314495.85%-0.16%21797.1913.2%
97%24212196.51%-0.51%15296.3110.37%24911196.8%-0.21%340613.6720.33%
98%1868197.66%-0.35%211111.3413.64%1677697.81%-0.2%16369.799.26%
99%1224898.61%-0.4%143311.749.25%1094598.7%-0.31%119410.956.39%
Средняя
эффекти-
вность
99.9321%99.9405%

Расчет эфективности Probability Channel для GBPUSD, размер окна 400

Всего истории: 3822 дней
Расчет проходит для 3422 дней
Начало расчета: 2.6.1998, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%191082076.03%1.35%171568.98110.52%172384275.39%0.51%63363.6739.05%
76%183177977.23%1.59%159418.7102.88%164880976.35%0.45%51373.1131.48%
77%176273778.46%1.86%168759.57108.73%158377277.44%0.56%44042.7826.95%
78%167570879.31%1.65%165809.89105.85%151272978.69%0.87%44102.9127.44%
79%159967680.24%1.54%153229.5897.04%143369479.71%0.89%32852.2919.81%
80%152164381.2%1.47%147049.6693.16%137064681.12%1.38%41813.0525.41%
81%143761681.99%1.2%130639.0982.23%128362481.76%0.92%31132.4219.31%
82%136358482.93%1.12%125289.1979.71%120559782.55%0.66%20101.6612.27%
83%128655883.69%0.82%112258.7272.04%113556983.37%0.44%21581.913.1%
84%120352884.57%0.67%98818.2163.95%107653384.42%0.49%22012.0413.56%
85%112149185.65%0.75%78927.0451.93%101149385.59%0.68%8870.875.09%
86%104747186.23%0.26%71086.7846.59%94546486.44%0.5%7780.824.24%
87%98344087.14%0.16%70447.1646.05%88243887.2%0.22%9201.045.75%
88%90840488.19%0.21%66787.3543.15%82641088.01%0.01%5180.622.72%
89%84036689.3%0.33%69288.2444.56%77337389.09%0.1%16452.129.5%
90%77432990.38%0.42%60127.7638.02%69734190.03%0.03%16032.299.48%
91%68829291.46%0.5%53487.7733.78%63031190.91%-0.1%10071.595.96%
92%61925992.43%0.46%51448.3132.28%56327691.93%-0.08%15412.739.51%
93%55122693.39%0.41%49869.0431.43%48724092.98%-0.03%11262.317%
94%47620194.12%0.12%36717.7124.03%42320993.89%-0.12%19704.6512.51%
95%39718194.71%-0.31%29397.420.22%36116895.09%0.09%21766.0213.29%
96%31615295.55%-0.48%21086.6713.97%30713696.02%0.02%23727.7213.85%
97%23811496.66%-0.36%11804.958.24%24310896.84%-0.17%262010.7815.6%
98%1788397.57%-0.45%206211.5813.28%1607497.83%-0.18%175010.939.72%
99%1154698.65%-0.36%7496.514.84%1024298.77%-0.24%131612.97.29%
Средняя
эффекти-
вность
99.9256%99.9661%

Расчет эфективности Probability Channel для GBPUSD, размер окна 450

Всего истории: 3822 дней
Расчет проходит для 3372 дней
Начало расчета: 11.8.1998, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%186981175.94%1.23%166478.9108.12%169483175.35%0.46%54813.2333.93%
76%179177676.98%1.27%158808.86102.53%163679676.39%0.51%59073.6136.37%
77%171573178.32%1.68%155739.0899.77%156076477.34%0.43%46262.9628.25%
78%163270179.21%1.52%147159.0194.22%148772278.58%0.73%37272.522.98%
79%155266980.16%1.44%144649.3192.29%141168379.74%0.92%35252.4921.26%
80%148463481.19%1.46%136669.286.97%133864780.81%1%29332.1917.61%
81%140560781.99%1.2%123468.7878.7%124562181.58%0.71%17321.3910.19%
82%132257083.09%1.31%108778.2270.64%118558782.59%0.71%17281.4510.54%
83%126254083.98%1.16%109538.6770.9%112655983.42%0.5%22131.9613.36%
84%117351284.81%0.95%87417.4557.05%106551984.6%0.7%22232.0813.84%
85%111149185.43%0.5%80997.2852.73%99349085.46%0.53%10681.076.47%
86%103546486.23%0.26%70786.8347.02%93546186.32%0.37%13281.427.36%
87%97643687.06%0.06%72417.4147.12%88143187.21%0.24%18352.0810.72%
88%90840288.07%0.07%66167.2843.69%81540188.1%0.11%7640.934.14%
89%83136689.14%0.15%62437.5140.7%76137288.96%-0.05%11721.546.45%
90%76533090.21%0.23%70279.1845.1%69934289.85%-0.17%19562.7911.64%
91%67629491.28%0.3%42546.2926.81%61430790.89%-0.13%4180.682.38%
92%60925792.37%0.4%43867.227.74%54426992.02%0.02%8481.555.38%
93%54022293.41%0.43%45238.3728.87%48323293.11%0.11%12442.577.66%
94%47620194.03%0.03%40878.5826.8%41520393.97%-0.04%20504.9312.8%
95%39717994.69%-0.33%31687.9721.45%34716095.25%0.26%20785.9812.6%
96%32114795.64%-0.38%23887.4316.22%30113795.93%-0.08%22147.3513.25%
97%23511396.64%-0.38%12325.249%23910596.88%-0.13%257610.7715.52%
98%1778297.56%-0.46%200811.3413.08%1687297.86%-0.15%245914.6314.5%
99%1074898.57%-0.44%3693.442.45%1013998.84%-0.17%143014.158.23%
Средняя
эффекти-
вность
99.924%99.9672%

Расчет эфективности Probability Channel для GBPUSD, размер окна 500

Всего истории: 3822 дней
Расчет проходит для 3322 дней
Начало расчета: 20.10.1998, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%183579476.09%1.43%153338.35100.16%165681675.43%0.57%42792.5826.6%
76%176175777.21%1.56%147818.3996.07%159078176.49%0.64%45082.8328.13%
77%167572278.26%1.61%145238.6793.77%152574777.51%0.65%44762.9327.91%
78%158668579.37%1.72%133028.3885.6%145470878.68%0.86%41002.8125.26%
79%150866080.13%1.41%127158.4381.88%137967879.59%0.74%34302.4821.35%
80%145062481.21%1.48%126658.7381.12%129663880.79%0.97%27512.1216.86%
81%136659382.14%1.38%105027.6868.01%121860381.84%1.02%18181.4910.67%
82%129456083.14%1.37%95687.3962.54%116157582.69%0.83%29612.5517.24%
83%122853683.86%1.02%95677.7963.39%110354183.71%0.84%25912.3415.6%
84%115050884.7%0.82%85187.456.18%104050684.76%0.89%22972.214.24%
85%108148285.49%0.57%72216.6747.91%96848185.52%0.6%11941.237.09%
86%101246086.15%0.17%55685.537.46%91144486.63%0.72%14701.618.84%
87%95043286.99%-0.02%57486.0538.23%85641987.38%0.43%15981.869.28%
88%88739987.98%-0.03%52825.9534.9%79539088.26%0.29%21552.7112.76%
89%81636289.1%0.11%52426.4234.74%75036289.1%0.11%19042.5310.79%
90%74232390.27%0.29%55577.4836.41%68033789.85%-0.17%15272.248.72%
91%66228991.3%0.32%49627.4932.21%60330190.93%-0.08%12812.127.59%
92%59225692.29%0.31%33575.6721.13%53026192.14%0.15%9091.715.67%
93%52821593.52%0.55%37807.1524.06%47022593.22%0.23%141138.47%
94%46620193.94%-0.07%31836.8321.4%39519494.16%0.16%12913.268.09%
95%38517994.61%-0.42%19685.1114.07%33615995.21%0.22%14004.168.44%
96%31614495.66%-0.36%18385.8112.94%29312996.11%0.11%27279.316.37%
97%23010996.71%-0.3%9674.27.58%23510096.98%-0.03%248110.5514.77%
98%1708497.47%-0.55%14228.369.66%1637097.89%-0.12%234614.3913.83%
99%1004998.52%-0.49%-240-2.4-1.26%903299.03%0.03%116212.916.57%
Средняя
эффекти-
вность
99.9152%99.9861%

Расчет эфективности Probability Channel для GBPUSD, размер окна 550

Всего истории: 3822 дней
Расчет проходит для 3272 дней
Начало расчета: 29.12.1998, вторник
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%181378476.03%1.35%145027.9994.32%163280175.51%0.67%38202.3424.03%
76%175875476.95%1.23%152568.6798.69%157077176.43%0.56%39712.5225.48%
77%168972577.84%1.07%149818.8697.78%150573377.59%0.76%46533.0929.33%
78%161370078.6%0.76%136268.4488.6%142970578.45%0.57%30222.1119.05%
79%155467779.3%0.37%143659.2491.81%136267379.43%0.54%2724216.91%
80%148265180.1%0.12%135039.1185.75%129064280.37%0.46%17381.3411.03%
81%139862280.99%-0.02%123348.8279.15%123561481.23%0.28%28832.3317.81%
82%131758282.21%0.25%91216.9259.71%117058082.27%0.32%24082.0514.37%
83%123354383.4%0.47%83456.7655.07%111254983.22%0.26%31332.8117.79%
84%115951184.38%0.45%88227.6158.5%103050784.5%0.59%28572.7717.12%
85%107348385.23%0.26%74626.9549.82%95347185.6%0.7%22652.3714.22%
86%100445086.24%0.27%64206.3943.82%88942986.88%1.01%26783.0116.24%
87%93142686.98%-0.03%61366.5940.74%82940387.68%0.77%35364.2621.07%
88%85738788.17%0.19%49925.8233.42%77037788.47%0.53%26273.4115.4%
89%80134989.33%0.36%52586.5635.32%70834989.33%0.36%20042.8311.35%
90%74332190.18%0.19%53247.1635.26%65131890.28%0.31%15502.389.06%
91%66628691.25%0.27%49057.3632.21%59928991.16%0.17%18973.1611.33%
92%60026092.05%0.05%47497.9130.98%52126491.93%-0.08%9191.765.65%
93%51822093.27%0.28%36046.9523.19%46022493.15%0.16%10312.245.96%
94%44519294.13%0.13%36308.1523.86%39919194.16%0.16%11902.987.14%
95%37617294.74%-0.28%21665.7615.07%33716095.11%0.11%14204.218.73%
96%31815095.41%-0.62%22737.1415.85%28813096.02%0.02%20757.212.44%
97%23411596.48%-0.54%7483.195.9%2299996.97%-0.04%233610.214.1%
98%1628597.4%-0.62%8305.125.65%1617297.79%-0.22%222113.7913.37%
99%1075298.41%-0.6%5655.283.69%853199.05%0.05%116913.756.46%
Средняя
эффекти-
вность
99.8964%99.9877%

Расчет эфективности Probability Channel для GBPUSD, размер окна 600

Всего истории: 3822 дней
Расчет проходит для 3222 дней
Начало расчета: 10.3.1999, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%177577475.97%1.27%141307.9692.06%159779275.41%0.54%30521.9119.12%
76%172374376.93%1.2%147318.5495.98%153476476.28%0.36%22221.4414.73%
77%165871577.8%1.02%147608.995.65%146872877.4%0.51%24061.6315.8%
78%159968478.77%0.97%154119.6399.21%141169678.39%0.49%29872.1119%
79%153566679.32%0.4%150659.8196.17%133866479.39%0.49%15161.139.84%
80%146563580.29%0.36%143339.7891.62%127363680.26%0.32%12310.967.79%
81%138260681.19%0.23%130069.4183.43%120961181.03%0.03%15371.279.47%
82%129957582.15%0.18%107378.2670.09%115357582.15%0.18%20221.7511.63%
83%121053883.3%0.36%84416.9755.78%107354183.2%0.24%10310.965.69%
84%114349484.66%0.77%88687.7558.22%101050984.2%0.23%21502.1212.66%
85%105147285.35%0.41%65966.2745.34%92847185.38%0.44%14521.568.94%
86%98644386.25%0.28%64526.5443.84%87343086.65%0.75%19822.2712.07%
87%91940687.39%0.44%66427.2244.11%82339587.74%0.84%25663.1114.87%
88%85437788.29%0.32%61557.240.27%75937188.48%0.54%24383.2114.09%
89%78834589.29%0.32%53616.835.41%69834389.35%0.39%20392.9211.69%
90%73030490.56%0.61%55987.6637.04%64731490.25%0.27%15762.439.02%
91%66427491.49%0.53%57968.7237.47%58329090.99%-0.02%15352.639.26%
92%58225092.24%0.26%46868.0531.08%52126391.83%-0.19%9831.886.24%
93%49621993.2%0.21%30096.0620.19%45322293.1%0.1%5311.173.08%
94%43619294.04%0.04%31237.1620.48%39219194.07%0.07%10822.766.54%
95%36716694.84%-0.17%25897.0517.79%33716095.03%0.03%18255.4110.93%
96%30314395.56%-0.47%20606.7914.61%28112995.99%-0.02%18706.6511.16%
97%23511196.55%-0.47%9163.896.75%22410496.77%-0.24%230210.2713.79%
98%1648297.45%-0.57%11977.298.41%1587197.79%-0.22%206713.0812.19%
99%1044998.47%-0.54%5865.633.95%793199.03%0.03%116014.686.69%
Средняя
эффекти-
вность
99.9149%99.9748%

Расчет эфективности Probability Channel для GBPUSD, размер окна 650

Всего истории: 3822 дней
Расчет проходит для 3172 дней
Начало расчета: 19.5.1999, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%175176475.91%1.19%135117.7188.18%158778775.18%0.23%35472.2321.76%
76%169173776.76%0.99%135167.9988.54%152175476.22%0.28%25851.6916.62%
77%163970777.71%0.91%149639.1297.12%146371777.39%0.5%27261.8617.64%
78%157768078.56%0.71%148549.4195.43%139968078.56%0.71%25151.7915.98%
79%151165379.41%0.51%142449.4291.54%132365379.41%0.51%15101.149.6%
80%144262980.17%0.21%131519.1184.31%125063180.1%0.12%7830.625.14%
81%135759981.11%0.13%115358.574.55%120060380.98%-0.03%18191.5110.87%
82%128156382.25%0.3%103508.0767.64%112756482.21%0.25%13131.166.86%
83%119553483.16%0.19%80106.753.58%106253283.22%0.26%14501.368.53%
84%112749684.36%0.42%78566.9751.79%98750684.04%0.04%11701.186.9%
85%105047185.15%0.17%67216.445.86%92346985.21%0.24%12161.317.44%
86%97844086.12%0.13%60606.1941.36%86543086.44%0.5%24512.8314.7%
87%91240787.16%0.18%64077.0243.15%80639287.64%0.73%17312.1410.18%
88%84437288.27%0.3%60237.1339.56%74436688.46%0.52%16612.239.35%
89%79034289.21%0.23%59677.5538.91%69734089.28%0.31%17112.459.04%
90%72430390.44%0.48%57727.9738.25%63930990.25%0.27%16252.549.14%
91%65627591.33%0.36%57538.7637.36%56628790.95%-0.06%4880.863.13%
92%57524592.27%0.29%49408.5932.42%51825791.89%-0.12%12662.447.92%
93%49522293%0%35827.2324.14%45122492.93%-0.08%11552.566.54%
94%42419193.97%-0.04%25726.0617.29%38918994.04%0.04%10162.616.36%
95%36816694.76%-0.26%23376.3516.28%33116294.89%-0.12%10303.116.46%
96%30314195.55%-0.48%17985.9313.07%28012795.99%-0.02%19076.8111.65%
97%23210796.62%-0.4%11645.018.62%22310396.75%-0.26%243010.8914.55%
98%1588297.41%-0.61%7674.856.2%1566997.82%-0.19%206913.2612.38%
99%1055098.42%-0.59%8017.625.7%823199.02%0.02%144917.678.36%
Средняя
эффекти-
вность
99.9093%99.9681%

Расчет эфективности Probability Channel для GBPUSD, размер окна 700

Всего истории: 3822 дней
Расчет проходит для 3122 дней
Начало расчета: 28.7.1999, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%171475475.84%1.1%123987.2381.53%157777275.27%0.35%43262.7426.34%
76%166072676.74%0.96%131637.9286.21%150173976.32%0.41%33682.2420.91%
77%160969777.67%0.86%141228.7791.66%145271477.13%0.16%27891.9218.36%
78%154766778.63%0.8%143239.2591.88%138867378.44%0.56%33122.3821.07%
79%147264279.43%0.54%135769.2287.59%130464979.21%0.26%11230.867.54%
80%140861980.17%0.21%123498.7779.93%124362579.98%-0.03%12721.027.86%
81%133458981.13%0.16%107558.0670.37%118959680.9%-0.13%17281.4510.26%
82%125755482.25%0.3%94077.4862.25%111755882.12%0.14%15451.388.82%
83%118652383.24%0.28%86907.3257.63%104153182.99%-0.02%3090.291.56%
84%111448784.4%0.47%82687.4254.41%97550383.88%-0.15%10371.065.85%
85%104045985.29%0.34%77017.451.52%90546685.07%0.08%7830.865%
86%96443186.19%0.22%59186.1340.13%85442486.41%0.47%12531.467.37%
87%90540087.18%0.2%64427.1143.6%80539287.44%0.5%20352.5212.14%
88%83936488.34%0.38%60877.2540.35%74936588.3%0.33%20212.6911.63%
89%76833689.23%0.25%54377.0735.64%68933689.23%0.25%19162.7810.56%
90%71129890.45%0.49%55617.8236.79%63630790.16%0.17%19593.0811.18%
91%64227091.35%0.38%53288.2934.89%57128690.83%-0.19%10671.866.47%
92%56624292.24%0.26%50718.9533.6%51425991.7%-0.33%12932.518.16%
93%49422192.92%-0.09%47809.6732.1%45722492.82%-0.2%17513.8310.33%
94%41619293.85%-0.16%26786.4318.07%38619193.88%-0.13%7121.844.46%
95%36116594.71%-0.31%23066.3815.94%32415994.9%-0.11%6121.883.97%
96%29314095.51%-0.52%11623.969.31%27412695.96%-0.05%18116.611.11%
97%23311096.47%-0.55%11354.878.43%22310396.7%-0.32%248011.1214.83%
98%1598197.4%-0.62%5843.674.85%1587097.75%-0.26%199112.611.96%
99%1054798.49%-0.52%143413.659.62%873099.03%0.03%157718.129.41%
Средняя
эффекти-
вность
99.894%99.9316%

Расчет эфективности Probability Channel для GBPUSD, размер окна 750

Всего истории: 3822 дней
Расчет проходит для 3072 дней
Начало расчета: 6.10.1999, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%168474275.84%1.1%121527.2179.71%154677274.86%-0.19%32602.120.15%
76%163071376.79%1.02%122817.5380.14%149373776%0%43032.8826.47%
77%157768877.6%0.77%130108.2484%144170776.98%-0.03%35492.4622.82%
78%151066478.38%0.48%127158.4282.21%136667578.02%0.02%26711.9517.21%
79%144863579.32%0.4%122248.4479.71%129563779.26%0.32%20531.5813.09%
80%139261280.07%0.08%120388.6478.39%122761679.94%-0.08%17001.3810.75%
81%131757881.18%0.22%10542868.6%116559080.79%-0.26%15211.38.72%
82%124455182.06%0.07%92917.4661.41%109155781.86%-0.18%8190.754.66%
83%117452083.07%0.08%83687.1255.41%102852382.97%-0.04%8190.794.85%
84%111249383.95%-0.06%81707.3453.66%95748984.08%0.09%11561.26.81%
85%103845885.09%0.1%74367.1649.69%88745885.09%0.1%8780.985.57%
86%95643185.97%-0.04%52215.4635.74%83641686.45%0.52%8350.994.73%
87%89739687.1%0.11%57216.3738.78%78438987.33%0.37%16472.19.79%
88%83536388.18%0.2%64497.7243.09%74135588.44%0.49%25953.515.52%
89%77033589.09%0.1%59437.7138.86%68232689.38%0.42%22613.3112.79%
90%70729490.42%0.46%55337.8236.44%62430090.23%0.25%17562.8110.31%
91%63927091.21%0.23%58129.0937.78%56328090.88%-0.14%15692.789.37%
92%56524192.15%0.16%51469.134.37%50825191.82%-0.2%13102.578.15%
93%48721892.9%-0.11%44279.0929.83%45421593%0%21274.6812.8%
94%41818993.84%-0.18%30147.2120.53%37418593.97%-0.04%9772.616.29%
95%35916294.72%-0.3%22546.2715.59%31815494.98%-0.03%10683.356.84%
96%28913795.54%-0.49%12494.329.68%26513095.76%-0.26%14965.648.99%
97%23011296.35%-0.68%10634.627.98%22010396.64%-0.38%244011.0914.52%
98%1638797.16%-0.87%7384.525.61%1576897.78%-0.23%192912.2811.58%
99%1044898.43%-0.58%134512.939.05%883099.02%0.02%156017.729.14%
Средняя
эффекти-
вность
99.8745%99.9293%

Расчет эфективности Probability Channel для GBPUSD, размер окна 800

Всего истории: 3822 дней
Расчет проходит для 3022 дней
Начало расчета: 15.12.1999, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%165973575.67%0.88%119777.2178.72%152776674.65%-0.47%31782.0819.38%
76%160670276.77%1%126667.8882.52%147273975.54%-0.61%33872.320.66%
77%156768077.49%0.63%143779.1792.58%141569976.86%-0.19%27101.9117.65%
78%149165678.29%0.37%128238.682.67%135467477.69%-0.4%21931.6114.13%
79%142462579.31%0.39%115918.1375.54%126863778.92%-0.11%10400.827.08%
80%136659980.17%0.21%114938.4175.58%121660979.84%-0.21%16541.3610.27%
81%130056681.27%0.33%107238.2470.36%115958380.7%-0.38%18771.6110.99%
82%123454481.99%-0.02%94557.6662.41%108155881.53%-0.58%10270.955.87%
83%117151982.82%-0.22%98988.4565.11%102252582.62%-0.46%11021.076.64%
84%109848883.85%-0.18%81827.4553.93%94648883.85%-0.18%5600.593.6%
85%103245584.94%-0.08%70286.8147.33%88445385%0%7980.95.11%
86%95542386%0%65456.8544.79%83742086.1%0.11%12121.447.09%
87%88939287.02%0.02%59556.6940.32%78238987.12%0.13%21372.7312.7%
88%82835988.12%0.13%67018.0944.37%73835688.21%0.23%22473.0413.27%
89%75132789.17%0.19%53457.1135.09%68332489.27%0.3%20743.0311.65%
90%69629490.27%0.29%55617.9836.71%61830290%0%16532.679.4%
91%63226391.29%0.31%59569.4238.83%56027590.9%-0.12%15642.799.46%
92%55624291.99%-0.02%50769.1233.63%50525091.72%-0.31%10592.096.39%
93%48221492.91%-0.1%41118.5227.9%44721792.81%-0.21%14153.169.11%
94%41919293.64%-0.39%32447.7422.05%36618793.81%-0.21%1910.521.62%
95%35215994.73%-0.29%18305.1912.73%31715694.83%-0.18%11333.577.05%
96%28513695.49%-0.54%10573.78.65%26112695.83%-0.18%15065.779.17%
97%22410996.39%-0.64%11355.068.56%2179896.75%-0.26%226110.4113.29%
98%1638597.18%-0.85%11687.168.29%1596897.74%-0.27%211113.2712.65%
99%1054798.44%-0.57%164615.6711.08%903198.97%-0.04%156717.419.44%
Средняя
эффекти-
вность
99.8548%99.8225%

Расчет эфективности Probability Channel для GBPUSD, размер окна 850

Всего истории: 3822 дней
Расчет проходит для 2972 дней
Начало расчета: 23.2.2000, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%164772475.63%0.83%130077.8984.55%151175874.49%-0.69%35452.3421.41%
76%159269476.64%0.83%134208.4287.03%145673175.4%-0.8%33932.3320.65%
77%154267577.28%0.36%137038.8888.37%139569276.71%-0.38%26121.8716.67%
78%147564478.33%0.42%125268.4981.11%133166877.52%-0.62%17541.3111.52%
79%139961879.2%0.25%106477.6170.09%125763378.7%-0.39%13721.099.19%
80%134558980.18%0.22%114668.5275.35%120460479.67%-0.42%22231.8413.77%
81%127856481.02%0.02%102568.0267.53%114057980.51%-0.61%15131.328.66%
82%122353881.89%-0.14%99528.1365.53%107855281.42%-0.72%19361.7911.22%
83%115451482.7%-0.37%93418.0961.39%100752182.46%-0.66%8200.814.7%
84%108849383.41%-0.71%84747.7856.3%93949183.47%-0.64%10171.086.22%
85%102145284.79%-0.25%72697.1149.02%86845184.82%-0.22%2360.271.82%
86%94841586.03%0.03%67737.1446.1%83241985.9%-0.12%9791.175.65%
87%87838786.97%-0.04%56066.3838.31%77138587.04%0.04%12641.637.19%
88%81736087.88%-0.14%65067.9643.47%73235787.98%-0.03%24513.3414.46%
89%74632289.16%0.17%66088.8543.47%67832289.16%0.17%20693.0511.48%
90%68529290.17%0.18%56608.2637.48%61129889.97%-0.04%11851.936.76%
91%62426291.18%0.19%58169.3238.1%55027390.81%-0.21%12352.247.32%
92%55124291.85%-0.17%50809.2133.38%50724791.68%-0.35%17623.4710.41%
93%47221492.79%-0.23%37457.9325.7%43621592.76%-0.26%8081.855.49%
94%41519293.53%-0.51%33137.9822.74%36518793.7%-0.33%5271.443.83%
95%35016294.54%-0.49%15724.4911.61%31715794.71%-0.31%12303.887.62%
96%28013495.49%-0.54%7972.847.02%26112395.86%-0.15%16306.249.79%
97%22111196.26%-0.77%11485.198.7%2149896.7%-0.32%231510.8113.62%
98%1628497.17%-0.86%12627.798.91%1566397.88%-0.13%201512.9112.11%
99%1024798.41%-0.6%159215.610.68%863198.95%-0.06%136215.837.89%
Средняя
эффекти-
вность
99.7873%99.7229%

Расчет эфективности Probability Channel для GBPUSD, размер окна 900

Всего истории: 3822 дней
Расчет проходит для 2922 дней
Начало расчета: 3.5.2000, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%162271775.46%0.6%125397.7381.44%149074674.46%-0.73%28541.9116.82%
76%156968476.59%0.77%129178.2383.22%144072075.35%-0.87%24601.715.08%
77%151766677.2%0.25%130248.5883.74%138369176.35%-0.86%21061.5213.21%
78%144763978.13%0.16%113987.8774.08%132466977.1%-1.17%15911.210.11%
79%138761279.05%0.06%100127.2166.69%125263878.16%-1.08%12981.038.34%
80%132558779.91%-0.12%103587.8168.81%119460579.29%-0.9%15781.3210.18%
81%127055780.93%-0.09%106358.3770.09%113257480.35%-0.81%11110.985.67%
82%121253181.82%-0.22%101968.4166.68%107255281.1%-1.11%10340.965.94%
83%114250782.64%-0.44%84067.3655.89%100352082.2%-0.98%3290.321.79%
84%107649083.23%-0.93%77417.1951.66%92749083.23%-0.93%420.040.35%
85%100745584.42%-0.69%65406.4944.3%87044884.66%-0.41%3660.422.5%
86%94541385.86%-0.17%70057.4147.24%82941385.86%-0.17%6580.793.8%
87%87338186.96%-0.05%58206.6639.03%77039486.51%-0.57%7470.974.07%
88%80035587.85%-0.18%58307.2839.09%73236087.67%-0.38%21602.9512.84%
89%73132288.98%-0.03%55247.5536.68%67532788.8%-0.23%18432.7310.31%
90%67629190.04%0.04%53017.8434.72%60829889.8%-0.23%11171.836.41%
91%61726390.99%-0.02%55058.9236.43%55027490.62%-0.42%11672.126.88%
92%55224591.61%-0.43%50799.233.46%50224491.64%-0.4%14192.828.47%
93%47721692.6%-0.44%44619.3530.06%44122092.47%-0.58%10202.316.76%
94%40919193.46%-0.58%2867720.4%36818793.6%-0.43%7832.125.5%
95%35315594.69%-0.33%21716.1515.59%31615894.59%-0.44%9533.015.98%
96%28013295.48%-0.55%8553.057.17%26312395.79%-0.22%16406.239.93%
97%22211196.2%-0.84%10854.888.35%2179696.71%-0.3%239711.0414.12%
98%1618397.15%-0.88%9245.736.79%1586697.74%-0.27%205212.9812.35%
99%1004698.42%-0.59%129612.968.62%873298.9%-0.11%143716.518.3%
Средняя
эффекти-
вность
99.728%99.518%

Расчет эфективности Probability Channel для GBPUSD, размер окна 950

Всего истории: 3822 дней
Расчет проходит для 2872 дней
Начало расчета: 12.7.2000, среда
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%160470475.48%0.63%134598.3987%146273574.4%-0.81%24741.6914.67%
76%153767176.63%0.82%128948.3883.08%141371075.27%-0.97%30342.1417.88%
77%149064977.4%0.51%127148.5382.56%136168076.32%-0.9%20481.512.41%
78%142262678.2%0.25%111087.8172.97%130766376.91%-1.42%15071.159.28%
79%137160778.86%-0.18%110708.0772.6%124263178.02%-1.26%15221.229.7%
80%130757280.08%0.09%105488.0769.58%117759379.35%-0.82%13721.168.79%
81%125154880.91%-0.12%103288.2568.11%111656680.29%-0.89%13521.217.56%
82%119952481.75%-0.31%106898.9169.51%105754581.02%-1.21%8110.764.48%
83%113449982.62%-0.46%98848.7165.23%99551482.1%-1.1%4880.492.79%
84%106248083.28%-0.87%83207.8355.71%91548383.18%-0.99%-369-0.41-1.87%
85%99744484.54%-0.55%71057.1248.08%86144584.5%-0.6%350.040.36%
86%93440785.82%-0.21%73337.8549.49%81641885.44%-0.66%1660.20.75%