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Probability Channel: Погрешность определения вероятностных уровней для различных значений длины окна и вероятности за 2009-2011 гг

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 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%32516076.97%2.55%2100.642%32616975.68%0.89%-1287-3.95-9.51%
76%31615477.84%2.36%5971.884.8%31416476.4%0.52%-846-2.7-6.3%
77%30714579.13%2.69%8452.756.66%30015677.55%0.7%-884-2.95-6.67%
78%28614079.85%2.31%3191.112.9%28415477.84%-0.21%-950-3.35-7.11%
79%26613480.71%2.11%-454-1.71-3%27614379.42%0.52%-535-1.94-4.14%
80%25713281%1.23%-208-0.81-1.21%26013780.28%0.34%-680-2.62-5.19%
81%24512781.72%0.88%-324-1.33-1.95%25113181.15%0.18%-291-1.16-2.57%
82%23212282.44%0.53%-71-0.31-0.13%23912382.3%0.36%3341.392.15%
83%21511483.59%0.7%-427-1.99-2.82%22210984.31%1.55%5112.33.46%
84%20010584.89%1.04%-751-3.76-5.14%20810385.17%1.37%1100.520.57%
85%1899586.33%1.54%-866-4.59-6.14%1929686.18%1.36%-10-0.06-0.16%
86%1788587.76%2%-506-2.85-3.58%1828687.62%1.84%3121.712.23%
87%1597888.77%1.99%-841-5.29-6.05%1628288.2%1.36%-114-0.71-0.87%
88%1487389.49%1.66%-588-3.98-4.27%1497489.35%1.51%160.10.1%
89%1336590.64%1.8%-480-3.61-3.38%1387189.78%0.86%-93-0.68-0.9%
90%1245991.51%1.65%-149-1.21-1%1246490.79%0.87%-81-0.66-0.85%
91%1145392.37%1.48%-63-0.56-0.33%1135991.51%0.55%-131-1.16-1.1%
92%1044593.52%1.62%-27-0.26-0.02%1005492.23%0.24%1461.460.98%
93%934293.95%1.01%2472.652.03%884893.09%0.09%4014.553.03%
94%783894.53%0.56%4766.13.72%723395.25%1.31%4065.633.03%
95%633395.25%0.26%4366.923.5%572596.4%1.45%4117.213.05%
96%502796.11%0.11%3587.163.04%442097.12%1.15%751.70.46%
97%411897.41%0.42%2275.532.01%321597.84%0.85%902.810.67%
98%331398.12%0.12%44613.513.65%221198.41%0.41%683.090.49%
99%18798.99%-0.02%29216.222.35%17599.28%0.28%26315.471.98%
Средняя
эффекти-
вность
99.9996%99.9937%

Расчет эфективности Probability Channel для EURUSD, размер окна 300

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%31515577.69%3.46%260.080.83%32316975.68%0.89%-1109-3.44-8.65%
76%30515178.27%2.9%3131.022.9%30616376.54%0.7%-1622-5.31-12.3%
77%28814778.84%2.33%1180.41.41%29315278.12%1.43%-1932-6.6-14.6%
78%27113880.14%2.67%-241-0.89-1.25%28014778.84%1.06%-1576-5.63-11.96%
79%26413380.86%2.3%-179-0.68-0.97%27114079.85%1.06%-1166-4.31-8.86%
80%25212781.72%2.1%-373-1.49-2.39%25913680.43%0.53%-927-3.58-7.01%
81%23712482.15%1.39%-673-2.84-4.47%24813281%0%-541-2.19-4.14%
82%22811783.16%1.39%-422-1.86-2.73%23812681.87%-0.16%-86-0.37-0.76%
83%20711084.17%1.39%-989-4.78-6.81%22511783.16%0.19%1980.881.28%
84%19310485.03%1.21%-772-4-5.25%21810784.6%0.7%5762.643.97%
85%1849386.61%1.85%-540-2.94-3.68%1999985.75%0.87%-168-0.85-1.38%
86%1738787.48%1.69%-358-2.07-2.51%1909386.61%0.7%470.240.28%
87%1617888.77%1.99%-405-2.52-3.04%1728887.33%0.37%-180-1.05-1.53%
88%1507089.92%2.13%-153-1.02-1.06%1538288.2%0.22%-315-2.06-2.39%
89%1366590.64%1.8%-157-1.16-1.01%1427089.92%1.02%-51-0.36-0.41%
90%1256291.07%1.17%-359-2.88-2.57%1326590.64%0.7%3002.272.16%
91%1145791.79%0.86%-153-1.35-0.99%1166091.36%0.39%760.650.51%
92%1064893.09%1.17%170.160.32%1035392.37%0.4%480.460.41%
93%934493.66%0.7%1801.931.53%954793.23%0.24%5055.313.84%
94%783894.53%0.56%3414.372.77%823894.53%0.56%6097.424.51%
95%603395.25%0.26%2133.551.97%632796.11%1.15%66410.535.04%
96%502895.97%-0.04%3517.022.98%481997.26%1.29%3737.772.78%
97%391697.69%0.7%1323.381.2%321398.12%1.14%1364.250.99%
98%30998.7%0.7%31010.332.4%22998.7%0.7%17681.36%
99%14798.99%-0.02%16111.51.29%16599.28%0.28%36222.622.74%
Средняя
эффекти-
вность
99.9984%99.9949%

Расчет эфективности Probability Channel для EURUSD, размер окна 350

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%30715278.12%3.99%-290-0.95-1.53%32517275.25%0.33%-915-2.82-7.34%
76%29314878.7%3.43%-598-2.05-3.91%30916376.54%0.7%-1174-3.8-9.44%
77%28414179.71%3.39%-301-1.06-1.67%29615577.69%0.88%-1581-5.35-12.03%
78%27313480.71%3.35%-82-0.310%28514978.56%0.71%-1664-5.84-12.51%
79%25612981.43%2.98%-193-0.76-0.76%27014279.56%0.7%-1236-4.58-9.3%
80%24612781.72%2.1%-474-1.93-3.06%26013480.71%0.87%-781-3.01-5.77%
81%23612282.44%1.74%-381-1.62-2.29%24212881.58%0.71%-891-3.69-6.67%
82%22311483.59%1.9%-885-3.97-6.08%23212482.15%0.18%-778-3.36-6.14%
83%21010584.89%2.22%-475-2.27-3.11%22311883.02%0.02%-426-1.92-3.4%
84%1899885.89%2.2%-614-3.25-4.09%21611184.02%0.02%870.40.32%
85%1799386.61%1.85%-440-2.46-2.84%19910285.32%0.37%-271-1.37-2.57%
86%1698987.19%1.36%-222-1.32-1.5%1889786.04%0.04%-299-1.6-2.51%
87%1608088.48%1.67%-208-1.3-1.5%1728987.19%0.21%-397-2.31-3.01%
88%1457189.78%1.98%-495-3.42-3.68%1638188.34%0.38%1530.931.13%
89%1376690.5%1.65%-234-1.71-1.63%1437589.2%0.22%-57-0.4-0.44%
90%1226291.07%1.17%-261-2.14-1.79%1306390.93%1.02%1110.850.84%
91%1125891.65%0.7%-87-0.78-0.51%1185592.08%1.17%4964.23.68%
92%955292.51%0.55%-226-2.38-1.44%1054992.94%1.01%3793.62.79%
93%894493.66%0.7%921.030.97%914593.52%0.55%3784.152.82%
94%753994.38%0.4%1932.571.67%843994.38%0.4%90310.756.78%
95%583395.25%0.26%1131.941.2%682995.82%0.85%83512.276.32%
96%482596.4%0.41%2875.972.51%481997.26%1.29%54011.254.04%
97%391398.12%1.14%43911.253.6%331198.41%1.43%35210.662.61%
98%271098.56%0.56%30311.222.34%20898.84%0.84%-84-4.2-0.62%
99%15798.99%-0.02%17411.61.39%13499.42%0.42%292.230.18%
Средняя
эффекти-
вность
99.9996%100%

Расчет эфективности Probability Channel для EURUSD, размер окна 400

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%30915477.84%3.64%-753-2.44-5.09%32617075.53%0.7%-899-2.76-7.56%
76%29714978.56%3.25%-447-1.51-2.73%31316176.83%1.08%-746-2.39-6.26%
77%28214479.28%2.87%-447-1.59-2.84%29915777.41%0.52%-657-2.2-5.42%
78%27513680.43%3.02%-129-0.47-0.35%28314778.84%1.06%-1325-4.69-9.99%
79%26512981.43%2.98%-25-0.10.51%26814179.71%0.89%-1208-4.51-9.03%
80%25312582.01%2.45%-59-0.240.09%25413880.14%0.17%-975-3.84-7.52%
81%23611982.87%2.25%-317-1.35-1.72%24712781.72%0.88%-457-1.86-3.59%
82%22811483.59%1.9%-356-1.57-2.15%22912482.15%0.18%-1059-4.63-8.21%
83%20710485.03%2.38%-712-3.44-4.8%21911982.87%-0.16%-814-3.72-6.44%
84%1939586.33%2.69%-650-3.37-4.38%20811383.74%-0.32%-854-4.11-6.61%
85%1779386.61%1.85%-619-3.5-4.21%19710784.6%-0.48%-671-3.41-5.33%
86%1669087.05%1.2%-570-3.44-3.9%1889885.89%-0.13%-212-1.13-1.83%
87%1588088.48%1.67%-323-2.05-2.13%1778887.33%0.37%-154-0.88-1.26%
88%1507389.49%1.66%360.240.47%1638188.34%0.38%-96-0.59-0.77%
89%1396790.35%1.49%-74-0.54-0.41%1477189.78%0.86%60.040.1%
90%1246191.22%1.33%-308-2.49-2.08%1296490.79%0.87%1220.941.01%
91%1125791.79%0.86%-149-1.34-0.85%1205691.94%1.02%4914.093.6%
92%1015192.66%0.71%1261.241.22%1045292.51%0.55%4894.73.66%
93%874493.66%0.7%-12-0.140.24%974693.38%0.4%7687.915.71%
94%753994.38%0.4%1952.61.71%813794.67%0.7%6718.285.08%
95%583195.53%0.55%530.910.75%692796.11%1.15%104115.087.89%
96%462396.69%0.71%2595.632.26%501697.69%1.72%88217.646.69%
97%351497.98%1%2898.252.4%291198.41%1.43%180.620.08%
98%251198.41%0.41%26610.642.05%15798.99%1%-193-12.87-1.53%
99%13798.99%-0.02%765.840.61%10499.42%0.42%-66-6.6-0.57%
Средняя
эффекти-
вность
99.9996%99.964%

Расчет эфективности Probability Channel для EURUSD, размер окна 450

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%31915377.98%3.82%580.181%32916875.82%1.08%750.22-0.43%
76%30214778.84%3.6%-356-1.18-1.99%31616476.4%0.52%590.18-0.37%
77%28814678.99%2.51%-120-0.42-0.22%30015777.41%0.52%-322-1.08-3%
78%27513780.28%2.84%-447-1.63-2.84%28514978.56%0.71%-767-2.7-5.94%
79%26212881.58%3.16%-612-2.34-3.99%26613980%1.25%-1474-5.55-11.2%
80%25412781.72%2.1%-97-0.39-0.17%25113680.43%0.53%-1330-5.3-10.15%
81%24112082.73%2.09%-327-1.36-1.82%24113281%0%-1042-4.33-8.01%
82%22511483.59%1.9%-580-2.58-3.58%22712382.3%0.36%-1167-5.15-8.99%
83%21610884.46%1.72%-146-0.68-0.42%21711783.16%0.19%-1206-5.56-9.28%
84%1959885.89%2.2%-542-2.78-3.6%20711283.88%-0.15%-915-4.43-7.11%
85%1769386.61%1.85%-1028-5.85-7.21%20010784.6%-0.48%-628-3.14-4.91%
86%1688787.48%1.69%-686-4.09-4.73%1909985.75%-0.3%-319-1.68-2.64%
87%1598188.34%1.51%-435-2.74-2.82%1769286.76%-0.28%-225-1.28-1.97%
88%1507589.2%1.34%40.020.33%1658088.48%0.54%-125-0.76-1.05%
89%1416690.5%1.65%3842.723.08%1507489.35%0.39%-161-1.08-1.18%
90%1285991.51%1.65%25722.16%1326890.21%0.23%-154-1.17-1.11%
91%1145691.94%1.02%330.280.59%1196191.22%0.24%2111.771.6%
92%1065092.8%0.86%4324.073.58%1095092.8%0.86%5935.444.45%
93%864293.95%1.01%1601.861.59%964493.66%0.7%99110.327.43%
94%783894.53%0.56%2963.792.54%793594.96%1.01%6227.874.76%
95%623195.53%0.55%1121.81.17%702796.11%1.15%102314.617.76%
96%462396.69%0.71%781.690.86%511997.26%1.29%105320.648.06%
97%321797.55%0.56%1263.931.15%301098.56%1.58%-13-0.44-0.23%
98%261098.56%0.56%2419.261.87%15798.99%1%-68-4.54-0.58%
99%14798.99%-0.02%1208.570.95%8399.56%0.56%-23-2.88-0.21%
Средняя
эффекти-
вность
99.9996%99.9596%

Расчет эфективности Probability Channel для EURUSD, размер окна 500

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%32515677.55%3.28%4671.433.97%33316875.82%1.08%4451.332.35%
76%31015278.12%2.71%490.151.06%32316276.69%0.89%8182.535%
77%29614678.99%2.51%460.151.12%30215877.26%0.33%-96-0.32-1.5%
78%28114179.71%2.14%-222-0.8-1.19%28515078.41%0.52%-619-2.18-4.94%
79%26413480.71%2.11%-538-2.04-3.46%26414379.42%0.52%-983-3.73-7.61%
80%25213081.29%1.58%-609-2.42-4.14%25313680.43%0.53%-1093-4.33-8.31%
81%23912382.3%1.57%-842-3.53-5.68%23813081.29%0.35%-1500-6.31-11.36%
82%23011583.45%1.73%-688-3-4.42%22612382.3%0.36%-1488-6.59-11.24%
83%22011383.74%0.88%-521-2.37-3.14%21511583.45%0.53%-1409-6.56-10.75%
84%20110285.32%1.54%-423-2.11-2.53%20510984.31%0.36%-1142-5.58-8.67%
85%1859486.47%1.7%-468-2.53-2.88%20210385.17%0.19%-596-2.96-4.66%
86%1728587.76%2%-643-3.74-4.31%19010185.46%-0.64%-549-2.89-4.46%
87%1627988.63%1.83%-291-1.8-1.79%1759686.18%-0.96%-533-3.05-4.13%
88%1507389.49%1.66%-152-1.02-0.74%1627988.63%0.71%-443-2.74-3.36%
89%1406990.07%1.18%2371.692.13%1537389.49%0.54%-87-0.57-0.71%
90%1306191.22%1.33%4573.513.75%1347089.92%-0.09%-148-1.11-1.04%
91%1185592.08%1.17%4383.713.56%1256490.79%-0.24%3883.12.86%
92%1024893.09%1.17%1911.871.69%1065292.51%0.55%4824.543.64%
93%844693.38%0.4%-20-0.240.3%944293.95%1.01%8769.316.61%
94%764194.1%0.1%1251.641.34%803495.1%1.15%93211.657.08%
95%643195.53%0.55%610.950.73%642496.54%1.59%80612.596.13%
96%452396.69%0.71%-32-0.720.03%502097.12%1.15%108721.748.29%
97%341797.55%0.56%2015.911.71%301198.41%1.43%48416.133.72%
98%281398.12%0.12%49717.753.86%12599.28%1.28%-46-3.84-0.44%
99%16798.99%-0.02%40125.063.08%6199.85%0.85%-42-7-0.36%
Средняя
эффекти-
вность
99.9996%99.9341%

Расчет эфективности Probability Channel для EURUSD, размер окна 550

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34116376.54%2.01%12223.589.58%33217175.39%0.51%1390.410.03%
76%32115278.12%2.71%6922.155.82%32316476.4%0.52%4921.522.81%
77%29914978.56%1.98%590.190.92%31215777.41%0.52%4641.482.81%
78%28414379.42%1.78%-254-0.9-1.17%29615677.55%-0.59%-84-0.29-1.07%
79%26913880.14%1.42%-373-1.39-2.32%28015278.12%-1.13%-639-2.29-5.05%
80%25512881.58%1.93%-367-1.44-2.46%27114678.99%-1.28%-290-1.08-2.53%
81%24112382.3%1.57%-731-3.04-4.92%25113880.14%-1.08%-1029-4.1-8.03%
82%22811883.02%1.22%-736-3.23-4.89%23412781.72%-0.35%-1143-4.89-8.92%
83%21811184.02%1.21%-621-2.85-4.17%21612082.73%-0.33%-1409-6.53-10.56%
84%20510085.61%1.88%-498-2.43-3.12%20611084.17%0.2%-1238-6.01-9.47%
85%1939486.47%1.7%-129-0.67-0.38%20010385.17%0.19%-679-3.4-5.3%
86%1818887.33%1.52%-461-2.55-3.03%1819885.89%-0.13%-788-4.36-6.13%
87%1698288.2%1.36%-508-3.01-3.41%1678587.76%0.86%-594-3.56-4.59%
88%1627689.06%1.19%540.330.77%1557888.77%0.86%-524-3.39-3.94%
89%1476990.07%1.18%400.270.68%1446990.07%1.18%-237-1.65-1.84%
90%1356390.93%1.02%4493.323.8%1316690.5%0.55%-155-1.19-1.24%
91%1205592.08%1.17%6665.555.38%1236490.79%-0.24%1911.551.38%
92%1034893.09%1.17%3473.362.79%1155691.94%-0.07%3102.692.35%
93%844693.38%0.4%-106-1.27-0.42%1025092.8%-0.22%5525.414.16%
94%694094.24%0.25%-130-1.89-0.56%843794.67%0.7%90110.726.77%
95%633395.25%0.26%2443.872.17%622496.54%1.59%93915.147.15%
96%532496.54%0.55%1743.281.73%491897.41%1.44%101520.717.67%
97%371897.41%0.42%1433.861.29%311098.56%1.58%56218.124.35%
98%291298.27%0.27%49517.063.85%15599.28%1.28%-10-0.67-0.2%
99%17699.13%0.13%56833.414.28%5199.85%0.85%-84-16.8-0.65%
Средняя
эффекти-
вность
100%99.8269%

Расчет эфективности Probability Channel для EURUSD, размер окна 600

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34316975.68%0.89%12953.7710.1%33617075.53%0.7%4061.21.88%
76%33015977.12%1.45%10923.38.61%32016476.4%0.52%-267-0.84-2.42%
77%30815178.27%1.62%3891.263.58%31016076.97%-0.04%-195-0.63-1.77%
78%29114479.28%1.61%700.241.02%30015477.84%-0.21%-108-0.36-1.29%
79%27514079.85%1.06%-190-0.7-0.82%28915078.41%-0.76%2000.691.03%
80%26213480.71%0.87%-510-1.95-3.38%27214678.99%-1.28%-459-1.69-3.8%
81%24612981.43%0.52%-649-2.64-4.28%25713780.28%-0.9%-444-1.73-3.94%
82%22812182.58%0.7%-1060-4.65-7.35%23912681.87%-0.16%-847-3.55-6.7%
83%21711483.59%0.7%-1107-5.11-7.45%22412082.73%-0.33%-830-3.71-6.72%
84%20710385.17%1.37%-836-4.04-5.64%20911283.88%-0.15%-1122-5.37-8.66%
85%1989286.76%2.02%-295-1.49-1.66%19710485.03%0.03%-1102-5.6-8.37%
86%1878987.19%1.36%1530.811.71%1809486.47%0.54%-979-5.44-7.38%
87%1758088.48%1.67%-103-0.59-0.41%1678787.48%0.54%-809-4.85-6.08%
88%1637289.64%1.82%-245-1.51-1.46%1557988.63%0.71%-570-3.68-4.28%
89%1517089.92%1.02%-56-0.380.07%1437289.64%0.71%-358-2.51-2.8%
90%1366690.5%0.55%2832.082.53%1336690.5%0.55%-135-1.02-1.15%
91%1235791.79%0.86%61555.08%1246291.07%0.07%1591.281.07%
92%1085192.66%0.71%6445.965.14%1165791.79%-0.23%4213.623.14%
93%894593.52%0.55%460.510.64%1014992.94%-0.07%4144.093.23%
94%724194.1%0.1%-165-2.3-0.85%853694.82%0.86%7438.745.68%
95%653395.25%0.26%2173.331.93%662496.54%1.59%87013.186.6%
96%512696.25%0.25%941.841.12%481697.69%1.72%86217.956.53%
97%381997.26%0.26%1473.861.33%341298.27%1.29%646194.97%
98%281298.27%0.27%39314.033.08%15499.42%1.42%-35-2.34-0.37%
99%15599.28%0.28%49032.663.72%4199.85%0.85%-118-29.5-0.91%
Средняя
эффекти-
вность
100%99.8681%

Расчет эфективности Probability Channel для EURUSD, размер окна 650

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%35017674.67%-0.45%10252.928.19%33817474.96%-0.06%1280.370.06%
76%33316676.11%0.14%7912.376.46%32516576.25%0.32%450.13-0.33%
77%31715977.12%0.15%6311.995.35%31416076.97%-0.04%1050.330.35%
78%30214978.56%0.71%5561.844.81%30015777.41%-0.77%-68-0.23-0.91%
79%28814079.85%1.06%5501.94.56%29315377.98%-1.31%1270.430.46%
80%26713780.28%0.34%-546-2.05-3.28%27714678.99%-1.28%-370-1.34-3.27%
81%25113081.29%0.35%-895-3.57-6.05%25914279.56%-1.81%-563-2.18-4.68%
82%23512681.87%-0.16%-953-4.06-6.47%24213281%-1.24%-1024-4.24-8.02%
83%22011783.16%0.19%-1253-5.7-8.61%22812382.3%-0.86%-965-4.24-7.69%
84%20910884.46%0.54%-1165-5.58-7.98%21611383.74%-0.32%-793-3.68-6.37%
85%2019686.18%1.36%-612-3.05-3.97%19810684.74%-0.31%-1327-6.71-9.97%
86%1928987.19%1.36%730.381.05%1819586.33%0.38%-1074-5.94-8.07%
87%1788288.2%1.36%200.110.74%1728687.62%0.7%-667-3.88-5.12%
88%1667689.06%1.19%-351-2.12-2.23%1568288.2%0.22%-707-4.54-5.33%
89%1547189.78%0.86%-256-1.67-1.44%1457489.35%0.39%-315-2.18-2.4%
90%1396690.5%0.55%260.180.73%1356890.21%0.23%-77-0.58-0.7%
91%1286191.22%0.24%5063.954.19%1266291.07%0.07%790.620.47%
92%1125392.37%0.4%7816.976.24%1175991.51%-0.54%3603.072.68%
93%964793.23%0.24%4084.253.28%1034893.09%0.09%3273.172.51%
94%744293.95%-0.06%-158-2.14-0.88%883994.38%0.4%6897.825.26%
95%643495.1%0.1%1552.421.5%692995.82%0.85%86612.556.58%
96%562696.25%0.25%4978.873.94%511697.69%1.72%95218.667.19%
97%371897.41%0.42%1574.241.35%361198.41%1.43%69319.255.29%
98%291198.41%0.41%51417.723.95%17499.42%1.42%-36-2.12-0.38%
99%13599.28%0.28%44834.463.42%4199.85%0.85%-93-23.25-0.75%
Средняя
эффекти-
вность
99.9797%99.7264%

Расчет эфективности Probability Channel для EURUSD, размер окна 700

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%36018074.1%-1.22%15094.1911.76%33917474.96%-0.06%480.14-0.61%
76%34417175.39%-0.81%9342.717.43%33016775.97%-0.04%630.19-0.19%
77%32816376.54%-0.61%8082.466.57%32216176.83%-0.23%3311.021.84%
78%31015477.84%-0.21%6051.955.18%30415777.41%-0.77%1940.630.95%
79%29114878.7%-0.39%-187-0.65-0.51%29315278.12%-1.13%-28-0.1-0.64%
80%27713780.28%0.34%-469-1.7-2.94%28514978.56%-1.84%3461.211.98%
81%25713580.57%-0.54%-1095-4.27-7.38%26514479.28%-2.17%-244-0.93-2.35%
82%24112981.43%-0.7%-1186-4.93-7.98%24613880.14%-2.33%-1070-4.35-8.34%
83%22511982.87%-0.16%-1179-5.24-8.08%23612482.15%-1.04%-611-2.59-5.09%
84%21210984.31%0.36%-1217-5.75-8.32%21911583.45%-0.66%-1004-4.59-7.91%
85%20010485.03%0.03%-1007-5.04-6.88%20410784.6%-0.48%-1027-5.04-7.79%
86%1959386.61%0.7%-373-1.92-2.19%1829985.75%-0.3%-1307-7.19-9.82%
87%1858487.91%1.03%490.260.95%1708987.19%0.21%-1000-5.89-7.54%
88%1707888.77%0.86%-66-0.390.04%1608388.05%0.05%-706-4.42-5.37%
89%1597389.49%0.54%-217-1.37-1.26%1497689.06%0.06%-243-1.64-1.91%
90%1486790.35%0.38%2271.532.15%1376890.21%0.23%50.03-0.17%
91%1296291.07%0.07%3973.073.42%1256490.79%-0.24%450.360.19%
92%1165791.79%-0.23%7546.55.99%1165891.65%-0.39%1411.211.07%
93%974793.23%0.24%2812.892.28%1074693.38%0.4%5004.673.8%
94%834393.81%-0.21%2012.421.7%874194.1%0.1%5266.044.02%
95%653694.82%-0.19%420.640.65%662895.97%1.01%6439.744.93%
96%562895.97%-0.04%44883.64%551797.55%1.58%108719.768.24%
97%381697.69%0.7%1333.51.16%381398.12%1.14%760205.74%
98%261198.41%0.41%36714.112.88%21798.99%1%47522.613.57%
99%13699.13%0.13%47536.533.6%3299.71%0.71%-120-40-0.92%
Средняя
эффекти-
вность
99.8333%99.6265%

Расчет эфективности Probability Channel для EURUSD, размер окна 750

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%36518673.23%-2.42%11423.129.24%34617474.96%-0.06%2070.590.43%
76%34917874.38%-2.18%8452.426.78%33116775.97%-0.04%-118-0.36-1.47%
77%33616775.97%-1.36%7282.165.92%32316476.4%-0.79%3601.112.05%
78%31915877.26%-0.96%2740.852.74%30915877.26%-0.96%2400.771.16%
79%30215278.12%-1.13%1210.41.74%29815577.69%-1.69%2250.751.1%
80%28014279.56%-0.56%-901-3.22-5.68%29015078.41%-2.03%5341.843.48%
81%26613580.57%-0.54%-868-3.27-5.78%27214479.28%-2.17%-151-0.56-1.77%
82%24713081.29%-0.88%-1221-4.95-8.35%25413780.28%-2.15%-828-3.26-6.65%
83%23012482.15%-1.04%-1395-6.07-9.63%23913081.29%-2.11%-537-2.25-4.4%
84%21711483.59%-0.5%-1198-5.53-8.26%22211883.02%-1.19%-1044-4.71-8.21%
85%20810684.74%-0.31%-821-3.95-5.41%20710884.46%-0.64%-965-4.67-7.43%
86%1959586.33%0.38%-837-4.3-5.55%18710185.46%-0.64%-1329-7.11-10.03%
87%1878887.33%0.37%-136-0.73-0.42%1709186.9%-0.12%-1260-7.42-9.47%
88%1748088.48%0.54%-27-0.160.33%1618388.05%0.05%-874-5.43-6.6%
89%1617489.35%0.39%-369-2.3-2.32%1538088.48%-0.59%-309-2.02-2.45%
90%1516890.21%0.23%15211.57%1407089.92%-0.09%300.210.03%
91%1366291.07%0.07%3582.633.08%1266490.79%-0.24%-109-0.87-0.92%
92%1205991.51%-0.54%5534.64.52%1195991.51%-0.54%1160.970.83%
93%1025092.8%-0.22%51054.08%1095092.8%-0.22%4604.223.49%
94%894393.81%-0.21%3854.323.01%923994.38%0.4%5636.114.25%
95%663694.82%-0.19%-63-0.96-0.15%693295.39%0.4%6158.914.73%
96%582995.82%-0.19%3325.722.77%571797.55%1.58%101617.827.69%
97%421797.55%0.56%2355.592.05%431398.12%1.14%114226.558.59%
98%261298.27%0.27%32012.32.52%25998.7%0.7%58323.324.39%
99%14699.13%0.13%50335.923.78%3299.71%0.71%-139-46.34-1.06%
Средняя
эффекти-
вность
99.5849%99.4753%

Расчет эфективности Probability Channel для EURUSD, размер окна 800

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%37618872.94%-2.83%16294.3313%34917874.38%-0.84%5561.593.03%
76%35718273.81%-2.97%9972.798.22%33516775.97%-0.04%-148-0.45-1.76%
77%34017474.96%-2.73%3390.993.09%32616576.25%-0.99%2660.811.35%
78%32616476.4%-2.1%1030.311.45%31316176.83%-1.53%1290.410.37%
79%31115877.26%-2.26%-40-0.130.51%30215677.55%-1.87%1990.650.9%
80%29114978.56%-1.84%-631-2.17-3.77%29315278.12%-2.41%4991.73.18%
81%27713980%-1.25%-416-1.51-2.15%27914678.99%-2.55%350.12-0.33%
82%25713081.29%-0.88%-1030-4.01-7.04%25714079.85%-2.7%-758-2.95-6.05%
83%23712881.58%-1.75%-1331-5.62-9.2%24813181.15%-2.28%-501-2.03-4.21%
84%22411783.16%-1.02%-1199-5.36-8.25%23212282.44%-1.9%-689-2.97-5.44%
85%21110984.31%-0.82%-1113-5.28-7.59%21011184.02%-1.17%-967-4.61-7.51%
86%2039786.04%0.04%-695-3.43-4.48%19310185.46%-0.64%-1229-6.37-9.22%
87%1909087.05%0.05%-424-2.24-2.55%1779586.33%-0.78%-1002-5.67-7.59%
88%1838388.05%0.05%2691.462.5%1628687.62%-0.44%-1067-6.59-8.04%
89%1657888.77%-0.26%-452-2.74-2.93%1588288.2%-0.91%-359-2.28-2.85%
90%1567189.78%-0.25%510.320.68%1437389.49%-0.57%-31-0.22-0.36%
91%1406390.93%-0.08%1911.361.87%1296590.64%-0.4%-158-1.23-1.29%
92%1246091.36%-0.71%4623.723.85%1216091.36%-0.71%540.440.33%
93%1075292.51%-0.53%6035.634.81%1125492.23%-0.84%3913.492.95%
94%944693.38%-0.67%5285.614.1%964293.95%-0.06%5045.253.81%
95%704094.24%-0.81%120.170.34%773594.96%-0.05%81110.536.19%
96%593195.53%-0.5%1993.371.76%622196.97%1%101116.37.65%
97%442097.12%0.12%1102.51.11%441497.98%1%104123.657.84%
98%281497.98%-0.03%31211.142.44%27998.7%0.7%68425.335.19%
99%15699.13%0.13%46330.863.48%3299.71%0.71%-158-52.67-1.21%
Средняя
эффекти-
вность
99.2301%99.2316%

Расчет эфективности Probability Channel для EURUSD, размер окна 850

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38919372.23%-3.84%21005.3916.62%35018074.1%-1.22%3110.881.23%
76%36918673.23%-3.79%12983.5110.56%33916775.97%-0.04%-12-0.04-0.68%
77%35117974.24%-3.72%7852.236.66%32816576.25%-0.99%1500.450.46%
78%33616975.68%-3.07%33713%31516376.54%-1.91%1230.390.26%
79%32015977.12%-2.44%800.251.29%30815877.26%-2.26%4071.322.26%
80%30015377.98%-2.6%-593-1.98-3.5%29615477.84%-2.78%5461.843.51%
81%28114379.42%-1.99%-843-3-5.32%28114878.7%-2.93%1740.610.74%
82%26813380.86%-1.41%-611-2.28-3.72%26214379.42%-3.25%-656-2.51-5.32%
83%24412981.43%-1.93%-1410-5.78-9.7%25513480.71%-2.84%-204-0.8-2.03%
84%22912482.15%-2.26%-1466-6.41-10.24%23612582.01%-2.43%-812-3.45-6.39%
85%21911184.02%-1.17%-1110-5.07-7.59%22011583.45%-1.86%-604-2.75-4.69%
86%20610385.17%-0.98%-999-4.85-6.78%19810485.03%-1.15%-1284-6.49-9.69%
87%1969586.33%-0.78%-529-2.7-3.22%1819885.89%-1.3%-1040-5.75-7.89%
88%1888787.48%-0.6%550.290.94%1648787.48%-0.6%-1291-7.88-9.71%
89%1728188.34%-0.75%30.010.62%1608288.2%-0.91%-529-3.31-4.12%
90%1577389.49%-0.57%-313-2-2.03%1487589.2%-0.9%-98-0.67-0.9%
91%1466690.5%-0.56%1681.151.69%1306890.21%-0.88%-242-1.87-1.94%
92%1316191.22%-0.86%3882.963.25%1236191.22%-0.86%-3-0.03-0.1%
93%1145691.94%-1.16%7566.635.98%1165592.08%-1%3643.132.67%
94%984893.09%-0.98%4874.963.75%984493.66%-0.37%5035.133.83%
95%764094.24%-0.81%730.960.75%803794.67%-0.35%7369.25.63%
96%613295.39%-0.64%1532.51.46%642396.69%0.71%90814.186.89%
97%502097.12%0.12%50910.183.99%461597.84%0.85%105022.827.89%
98%301497.98%-0.03%30910.32.46%27998.7%0.7%63123.374.8%
99%18798.99%-0.02%52729.273.97%4299.71%0.71%-103-25.75-0.82%
Средняя
эффекти-
вность
98.8209%98.9957%

Расчет эфективности Probability Channel для EURUSD, размер окна 900

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%39719372.23%-3.84%22945.7718.38%35318074.1%-1.22%2290.640.88%
76%38119072.66%-4.6%17594.6114.23%33916975.68%-0.43%-80-0.24-1.2%
77%36518273.81%-4.33%13173.610.69%33016676.11%-1.17%-58-0.18-1.11%
78%34217574.82%-4.26%34313.22%32016376.54%-1.91%2410.751.11%
79%32916176.83%-2.83%1040.311.41%31015977.12%-2.44%2620.841.21%
80%30815477.84%-2.78%-431-1.4-2.34%30115377.98%-2.6%5041.673.21%
81%29014978.56%-3.11%-981-3.39-6.33%28315078.41%-3.31%-48-0.17-0.9%
82%27613680.43%-1.96%-366-1.33-1.84%27014579.13%-3.63%-223-0.83-2.09%
83%25413181.15%-2.28%-1217-4.8-8.25%25813580.57%-3.02%-361-1.4-3.21%
84%24012981.43%-3.16%-1096-4.57-7.46%24312681.87%-2.61%-694-2.86-5.42%
85%22311883.02%-2.39%-1259-5.65-8.71%22611883.02%-2.39%-670-2.97-5.26%
86%20910884.46%-1.83%-1054-5.05-7.14%20310684.74%-1.49%-1346-6.64-10.24%
87%2009586.33%-0.78%-698-3.49-4.51%18510185.46%-1.81%-1212-6.56-9.15%
88%1899286.76%-1.43%-224-1.19-1.12%1688887.33%-0.77%-1218-7.25-9.14%
89%1778388.05%-1.08%-11-0.070.52%1608587.76%-1.42%-758-4.74-5.81%
90%1637489.35%-0.73%-212-1.31-1.21%1527788.92%-1.22%-160-1.06-1.4%
91%1507089.92%-1.21%300.20.55%1356990.07%-1.04%-127-0.95-1.03%
92%1366291.07%-1.03%2832.082.49%1246191.22%-0.86%-125-1.01-1%
93%1195891.65%-1.48%5774.844.68%1185791.79%-1.32%2682.271.94%
94%1024893.09%-0.98%6586.455.16%1024793.23%-0.83%4554.463.46%
95%794194.1%-0.96%520.650.58%863794.67%-0.35%7348.535.57%
96%643694.82%-1.25%1221.91.22%652396.69%0.71%77811.965.93%
97%522596.4%-0.63%4508.653.59%481597.84%0.85%106122.18.04%
98%321597.84%-0.17%2838.842.28%28998.7%0.7%61121.824.65%
99%19798.99%-0.02%69136.365.28%4299.71%0.71%-123-30.75-0.97%
Средняя
эффекти-
вность
98.4244%98.8288%

Расчет эфективности Probability Channel для EURUSD, размер окна 950

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%40619671.79%-4.48%21765.3517.5%35618273.81%-1.62%2000.560.64%
76%39019372.23%-5.22%20405.2316.55%34417275.25%-1%-64-0.19-1.21%
77%37318773.09%-5.35%13983.7411.47%33216775.97%-1.36%-231-0.7-2.39%
78%35417674.67%-4.46%8472.397.18%32116376.54%-1.91%580.18-0.24%
79%33416875.82%-4.2%1270.381.73%31216176.83%-2.83%1420.450.32%
80%31415677.55%-3.16%-601-1.92-3.62%30315477.84%-2.78%3251.071.91%
81%29715278.12%-3.69%-882-2.97-5.78%28915278.12%-3.69%-37-0.13-0.84%
82%28413880.14%-2.33%-531-1.87-3.06%27414978.56%-4.38%-277-1.02-2.46%
83%26313380.86%-2.65%-758-2.89-4.78%26413980%-3.75%530.2-0.12%
84%24313081.29%-3.34%-1389-5.72-9.63%24613081.29%-3.34%-874-3.56-6.77%
85%22912482.15%-3.47%-1245-5.44-8.63%23312082.73%-2.75%-632-2.72-5.05%
86%21511283.88%-2.53%-1151-5.36-7.82%21411283.88%-2.53%-816-3.82-6.35%
87%20410085.61%-1.63%-728-3.57-4.77%18810385.17%-2.15%-1425-7.58-10.72%
88%1939386.61%-1.61%-249-1.3-1.19%1779286.76%-1.43%-995-5.63-7.45%
89%1828587.76%-1.42%-113-0.63-0.29%1628587.76%-1.42%-889-5.49-6.78%
90%1687888.77%-1.39%-176-1.05-0.91%1557888.77%-1.39%-247-1.6-2.07%
91%1527089.92%-1.21%-88-0.58-0.36%1387089.92%-1.21%-147-1.07-1.23%
92%1446490.79%-1.34%4012.783.36%1266490.79%-1.34%-166-1.32-1.29%
93%1245991.51%-1.63%4633.733.8%1205991.51%-1.63%2331.941.65%
94%1045192.66%-1.45%2902.782.3%1074893.09%-0.98%6085.684.57%
95%824393.81%-1.27%570.690.57%893994.38%-0.66%6547.344.95%
96%643694.82%-1.25%230.350.48%672796.11%0.11%74611.135.73%
97%542696.25%-0.78%4939.123.97%491597.84%0.85%99720.347.57%
98%331597.84%-0.17%330102.59%30998.7%0.7%67722.565.16%
99%19798.99%-0.02%63433.364.85%4299.71%0.71%-141-35.25-1.11%
Средняя
эффекти-
вность
98.0773%98.5589%

Расчет эфективности Probability Channel для EURUSD, размер окна 1000

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%40819671.79%-4.48%18144.4414.73%36418473.52%-2.02%7121.954.22%
76%39719472.08%-5.44%18694.715.2%35017574.82%-1.58%4271.222.37%
77%37918773.09%-5.35%12663.3410.52%33416775.97%-1.36%-220-0.66-2.15%
78%36318473.52%-6.1%11853.269.74%32616576.25%-2.3%610.18-0.26%
79%34716975.68%-4.39%10042.898.23%31416376.54%-3.22%-37-0.12-0.99%
80%32516176.83%-4.13%-205-0.64-0.86%30615877.26%-3.55%2810.911.54%
81%30215178.27%-3.49%-980-3.25-6.54%29515278.12%-3.69%2180.731.15%
82%28914479.28%-3.44%-580-2.01-3.47%27715078.41%-4.58%-518-1.88-4.26%
83%27213480.71%-2.84%-581-2.14-3.59%26914379.42%-4.51%-45-0.17-0.77%
84%24713281%-3.71%-1363-5.52-9.37%25013380.86%-3.89%-574-2.3-4.74%
85%23312681.87%-3.83%-1326-5.7-9.16%23512282.44%-3.11%-944-4.02-7.37%
86%21911483.59%-2.89%-1216-5.56-8.39%22311483.59%-2.89%-295-1.33-2.48%
87%20810285.32%-1.97%-738-3.55-4.86%19210584.89%-2.49%-1631-8.5-12.23%
88%1939486.47%-1.77%-473-2.46-2.82%1809686.18%-2.12%-1010-5.62-7.62%
89%1858987.19%-2.08%-96-0.52-0.22%1668687.62%-1.58%-842-5.08-6.42%
90%1708188.34%-1.88%-364-2.15-2.28%1598088.48%-1.72%-371-2.34-3.02%
91%1577389.49%-1.69%-125-0.8-0.62%1407389.49%-1.69%-261-1.87-2.06%
92%1456690.5%-1.66%1631.121.57%1266890.21%-1.99%-327-2.6-2.47%
93%1306091.36%-1.8%5063.894.13%1226091.36%-1.8%1881.541.31%
94%1115392.37%-1.77%9268.347.22%1115292.51%-1.62%4934.443.7%
95%864593.52%-1.59%881.020.76%934194.1%-0.96%5636.054.25%
96%663894.53%-1.56%-6-0.10.25%712895.97%-0.04%79911.256.07%
97%572696.25%-0.78%5078.894.05%501697.69%0.7%91918.386.98%
98%341697.69%-0.32%2527.412.01%31998.7%0.7%72723.455.54%
99%20798.99%-0.02%61230.64.7%5299.71%0.71%-116-23.2-0.94%
Средняя
эффекти-
вность
97.7892%98.2805%

Расчет эфективности Probability Channel для EURUSD, размер окна 1050

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%41219871.51%-4.89%20174.8916.18%38219272.37%-3.64%9692.536.24%
76%39719372.23%-5.22%17474.414.39%36218573.38%-3.58%2960.811.24%
77%38019072.66%-5.98%11973.1510.17%34617774.53%-3.32%2470.710.94%
78%36718173.95%-5.48%10322.818.67%32816476.4%-2.1%-345-1.06-3.33%
79%35317275.25%-4.99%8482.47.1%31616176.83%-2.83%590.18-0.26%
80%33416676.11%-5.12%-311-0.94-1.48%30215577.69%-2.98%-164-0.55-1.65%
81%32715977.12%-5.04%-106-0.33-0.17%28915178.27%-3.49%-389-1.35-3.31%
82%30615278.12%-4.97%-1060-3.47-7.08%27414878.7%-4.2%-261-0.96-2.36%
83%29614678.99%-5.08%-959-3.24-6.51%25814079.85%-3.95%-662-2.57-5.27%
84%28313980%-5%-617-2.19-3.91%24413480.71%-4.08%-854-3.5-6.76%
85%26413580.57%-5.5%-555-2.11-3.4%23812681.87%-3.83%-389-1.64-3.45%
86%24412781.72%-5.24%-818-3.36-5.53%22612082.73%-3.96%-697-3.09-5.57%
87%22011283.88%-3.72%-1125-5.12-7.67%21211283.88%-3.72%-1192-5.63-9.18%
88%20110085.61%-2.8%-818-4.07-5.38%19910784.6%-4.02%-1303-6.55-9.82%
89%1869087.05%-2.25%-385-2.07-2.23%18510185.46%-4.15%-1164-6.3-8.72%
90%1768188.34%-1.88%1330.751.56%1738987.19%-3.23%-871-5.04-6.51%
91%1617289.64%-1.52%4732.934.01%1618487.91%-3.52%-764-4.75-5.9%
92%1436790.35%-1.83%250.170.57%1477788.92%-3.47%-89-0.61-0.86%
93%1306191.22%-1.96%4783.673.89%1266390.93%-2.28%660.520.51%
94%1125392.37%-1.77%6135.474.81%1115192.66%-1.45%5104.593.83%
95%964893.09%-2.06%5045.253.82%914194.1%-0.96%6306.924.75%
96%713894.53%-1.56%2303.231.97%753095.68%-0.34%89911.986.83%
97%572895.97%-1.08%4678.193.77%562097.12%0.12%79014.15.98%
98%411697.69%-0.32%2826.872.41%31998.7%0.7%75824.455.77%
99%22998.7%-0.31%56725.774.35%7399.56%0.56%-156-22.29-1.24%
Средняя
эффекти-
вность
97.2668%97.7464%

Расчет эфективности Probability Channel для EURUSD, размер окна 1100

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%41319971.36%-5.11%18164.3914.78%38719272.37%-3.64%10792.787.07%
76%40119671.79%-5.87%17954.4714.73%36918673.23%-3.79%7772.14.74%
77%38519072.66%-5.98%12953.3610.84%34617774.53%-3.32%-159-0.46-2.19%
78%37018173.95%-5.48%8342.257.29%33016676.11%-2.49%-476-1.45-4.26%
79%35517574.82%-5.59%7162.016.23%31716276.69%-3.02%140.04-0.53%
80%34516775.97%-5.31%5081.474.54%30515777.41%-3.35%-207-0.68-1.99%
81%32815977.12%-5.04%-354-1.08-2%29015178.27%-3.49%-500-1.73-4.09%
82%31115477.84%-5.35%-738-2.38-4.87%27614978.56%-4.38%-398-1.45-3.32%
83%29715078.41%-5.86%-1228-4.14-8.43%25813980%-3.75%-834-3.24-6.48%
84%28714079.85%-5.2%-818-2.86-5.41%24713480.71%-4.08%-622-2.52-5.08%
85%26913580.57%-5.5%-789-2.94-5.1%23812881.58%-4.2%-672-2.83-5.48%
86%24913081.29%-5.8%-958-3.85-6.43%22712282.44%-4.32%-824-3.63-6.46%
87%22411982.87%-4.99%-1188-5.31-8.11%21711583.45%-4.26%-1017-4.69-7.99%
88%20510385.17%-3.33%-1047-5.11-7.09%20210884.46%-4.2%-1158-5.74-8.83%
89%1909686.18%-3.28%-513-2.7-3.19%19110385.17%-4.5%-986-5.17-7.39%
90%1798188.34%-1.88%760.421.13%1779186.9%-3.57%-937-5.3-6.97%
91%1637389.49%-1.69%2831.732.61%1658587.76%-3.7%-631-3.83-4.88%
92%1466990.07%-2.15%1440.981.44%1497988.63%-3.81%-205-1.38-1.72%
93%1336390.93%-2.28%3572.683.01%1296490.79%-2.44%1050.810.8%
94%1165592.08%-2.09%5624.844.42%1145492.23%-1.92%4754.163.53%
95%1014893.09%-2.06%4884.833.72%944293.95%-1.12%6266.654.71%
96%763894.53%-1.56%2853.752.35%773095.68%-0.34%91611.896.94%
97%572995.82%-1.24%3546.212.92%592097.12%0.12%78013.225.88%
98%431797.55%-0.47%2565.952.21%33998.7%0.7%104231.577.96%
99%23998.7%-0.31%529234.06%8399.56%0.56%-162-20.25-1.28%
Средняя
эффекти-
вность
97.018%97.5969%

Расчет эфективности Probability Channel для EURUSD, размер окна 1150

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%41820071.22%-5.31%17374.1514.17%39019372.23%-3.84%7842.014.75%
76%40319771.65%-6.08%16304.0413.49%36918573.38%-3.58%6051.633.52%
77%39219272.37%-6.4%18084.6114.82%35117774.53%-3.32%2480.70.94%
78%37418173.95%-5.48%8742.337.56%33316975.68%-3.07%-343-1.04-3.08%
79%35917574.82%-5.59%6221.735.57%32016376.54%-3.22%-177-0.56-1.93%
80%34616775.97%-5.31%2450.72.63%30715877.26%-3.55%-280-0.92-2.47%
81%33216376.54%-5.83%-173-0.53-0.8%29015278.12%-3.69%-512-1.77-4.22%
82%31815677.55%-5.74%-688-2.17-4.54%27714778.84%-4.01%-512-1.85-4.14%
83%30315078.41%-5.86%-762-2.52-5.13%25914379.42%-4.51%-914-3.53-7.09%
84%29314579.13%-6.16%-757-2.59-5.01%24813680.43%-4.44%-668-2.7-5.41%
85%27913680.43%-5.69%-450-1.62-2.61%24012981.43%-4.39%-777-3.24-6.29%
86%25113281%-6.18%-939-3.75-6.05%22912482.15%-4.69%-839-3.67-6.58%
87%23112382.3%-5.72%-942-4.08-6.31%21911583.45%-4.26%-820-3.75-6.54%
88%21210684.74%-3.85%-912-4.31-6.08%20511084.17%-4.56%-1137-5.55-8.69%
89%1959586.33%-3.1%-427-2.19-2.52%19510485.03%-4.67%-992-5.09-7.45%
90%1828288.2%-2.05%-93-0.52-0.13%1799386.61%-3.92%-1073-6-7.94%
91%1647589.2%-2.02%680.411.01%1678587.76%-3.7%-608-3.65-4.66%
92%1476990.07%-2.15%1070.721.25%1548088.48%-3.98%-182-1.19-1.61%
93%1366490.79%-2.44%2671.962.35%1326990.07%-3.26%1701.281.28%
94%1225691.94%-2.25%8276.776.46%1155791.79%-2.41%3953.432.93%
95%1014992.94%-2.22%2802.772.18%974393.81%-1.27%6837.045.15%
96%763894.53%-1.56%1511.981.36%783195.53%-0.5%86411.076.55%
97%593195.53%-1.54%2824.772.37%602296.83%-0.18%71311.885.38%
98%431797.55%-0.47%1974.581.77%341198.41%0.41%103230.357.88%
99%23998.7%-0.31%47720.733.67%9399.56%0.56%-142-15.78-1.12%
Средняя
эффекти-
вность
96.8344%97.4217%

Расчет эфективности Probability Channel для EURUSD, размер окна 1200

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%42320071.22%-5.31%22225.2517.65%39719472.08%-4.06%11382.867.51%
76%40519771.65%-6.08%15813.913.08%37318573.38%-3.58%7882.114.78%
77%39319272.37%-6.4%16474.1913.61%35218074.1%-3.92%3050.861.3%
78%37818173.95%-5.48%10192.698.64%33516975.68%-3.07%-60-0.18-1.23%
79%36117774.53%-6%6051.675.61%32216476.4%-3.41%-272-0.85-2.63%
80%34917175.39%-6.12%3841.13.75%30716076.97%-3.94%-411-1.34-3.41%
81%33716476.4%-6.03%1950.572.08%29415577.69%-4.27%-443-1.51-3.65%
82%32115877.26%-6.14%-521-1.63-3.06%27714878.7%-4.2%-624-2.26-4.94%
83%31215278.12%-6.25%-320-1.03-1.82%26214479.28%-4.7%-972-3.71-7.49%
84%29714778.84%-6.55%-753-2.54-5.01%24913680.43%-4.44%-688-2.77-5.58%
85%28314079.85%-6.45%-502-1.78-3.09%24212981.43%-4.39%-682-2.82-5.56%
86%25713380.86%-6.36%-795-3.1-5.07%23112681.87%-5.05%-884-3.83-6.89%
87%23212382.3%-5.72%-1221-5.27-8.31%22111583.45%-4.26%-841-3.81-6.72%
88%21411184.02%-4.74%-1135-5.31-7.72%20711184.02%-4.74%-1114-5.39-8.55%
89%1969786.04%-3.45%-652-3.33-4.13%19610485.03%-4.67%-993-5.07-7.51%
90%1848687.62%-2.72%-238-1.3-1.22%1829686.18%-4.44%-1105-6.08-8.18%
91%1697788.92%-2.34%2661.572.53%1698787.48%-4.03%-661-3.92-5.05%
92%1537089.92%-2.32%1500.981.52%1578088.48%-3.98%-282-1.8-2.34%
93%1386790.35%-2.94%1871.351.73%1366990.07%-3.26%27221.94%
94%1255891.65%-2.57%7896.316.18%1175991.51%-2.73%3943.362.89%
95%1055192.66%-2.53%4424.23.38%984493.66%-1.44%6456.584.86%
96%774194.1%-2.02%851.10.87%803295.39%-0.64%86910.866.56%
97%593195.53%-1.54%2113.571.85%612496.54%-0.48%74512.215.62%
98%441897.41%-0.61%2184.951.91%351298.27%0.27%106130.318.09%
99%231298.27%-0.75%43618.953.38%10399.56%0.56%-44-4.4-0.41%
Средняя
эффекти-
вность
96.5693%97.2729%

Расчет эфективности Probability Channel для EURUSD, размер окна 1250

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%42820071.22%-5.31%26336.1520.6%39719472.08%-4.06%12033.037.95%
76%40919871.51%-6.28%15923.8913.18%37318673.23%-3.79%5701.523.03%
77%39619272.37%-6.4%15333.8712.84%35518173.95%-4.13%4641.32.38%
78%38218573.38%-6.3%12673.3110.38%33617075.53%-3.28%170.05-0.74%
79%36717774.53%-6%11153.039.29%32316576.25%-3.61%-331-1.03-3.02%
80%34817275.25%-6.32%-19-0.060.78%30916176.83%-4.13%-461-1.5-3.78%
81%33716576.25%-6.23%240.070.86%29515477.84%-4.06%-526-1.79-4.23%
82%32816176.83%-6.73%570.170.98%27814878.7%-4.2%-683-2.46-5.37%
83%31315278.12%-6.25%-456-1.46-2.86%26414479.28%-4.7%-959-3.64-7.34%
84%30114778.84%-6.55%-401-1.34-2.46%25013780.28%-4.64%-722-2.89-5.85%
85%28614279.56%-6.84%-652-2.28-4.21%24212981.43%-4.39%-749-3.1-6.03%
86%26113380.86%-6.36%-836-3.21-5.37%23112681.87%-5.05%-985-4.27-7.61%
87%23612681.87%-6.27%-1349-5.72-9.27%22011683.3%-4.45%-980-4.46-7.74%
88%21811283.88%-4.92%-1024-4.7-6.95%20911483.59%-5.28%-1049-5.02-8.08%
89%2029985.75%-3.8%-532-2.64-3.31%19710584.89%-4.85%-1004-5.1-7.58%
90%1878987.19%-3.23%-158-0.85-0.7%1859786.04%-4.61%-1108-5.99-8.2%
91%1707788.92%-2.34%1610.941.76%1718987.19%-4.37%-740-4.33-5.6%
92%1537089.92%-2.32%260.160.61%1578188.34%-4.15%-416-2.65-3.29%
93%1396890.21%-3.1%950.681.06%1376990.07%-3.26%2481.811.74%
94%1275891.65%-2.57%7055.555.58%1186091.36%-2.89%3623.062.65%
95%1075292.51%-2.7%4484.183.41%1004493.66%-1.44%6426.424.83%
96%814293.95%-2.19%2473.042.03%813295.39%-0.64%84410.416.39%
97%593395.25%-1.84%1923.251.72%632696.25%-0.78%78512.465.95%
98%451897.41%-0.61%2776.152.33%381298.27%0.27%113529.868.61%
99%251398.12%-0.9%49219.683.77%10399.56%0.56%-69-6.9-0.6%
Средняя
эффекти-
вность
96.4141%97.1741%

Расчет эфективности Probability Channel для EURUSD, размер окна 1300

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43020071.22%-5.31%25685.9720.21%39719571.94%-4.26%8932.245.71%
76%41319871.51%-6.28%20204.8916.13%37418773.09%-3.99%5741.533.12%
77%39619272.37%-6.4%14063.5511.85%35618074.1%-3.92%4491.262.27%
78%38318473.52%-6.1%12763.3310.58%33917075.53%-3.28%2170.640.67%
79%36817874.38%-6.22%9732.648.33%32416576.25%-3.61%-609-1.88-5.03%
80%34917275.25%-6.32%-6-0.020.82%31116176.83%-4.13%-395-1.28-3.3%
81%33916576.25%-6.23%1660.482.09%29515577.69%-4.27%-461-1.57-3.8%
82%32916276.69%-6.93%-3-0.010.43%27914878.7%-4.2%-587-2.11-4.73%
83%31615577.69%-6.84%-322-1.02-1.9%26614479.28%-4.7%-702-2.64-5.49%
84%30514978.56%-6.93%-225-0.74-1.19%25113780.28%-4.64%-732-2.92-5.92%
85%29114179.71%-6.64%-378-1.3-2.17%24112981.43%-4.39%-1088-4.52-8.52%
86%26513580.57%-6.74%-683-2.58-4.26%23312681.87%-5.05%-852-3.66-6.63%
87%24012582.01%-6.09%-904-3.77-5.88%22011683.3%-4.45%-1019-4.64-8%
88%22211383.74%-5.09%-874-3.94-5.81%20911583.45%-5.46%-1067-5.11-8.2%
89%20410085.61%-3.96%-452-2.22-2.7%20010584.89%-4.85%-864-4.32-6.61%
90%1879186.9%-3.57%-233-1.25-1.21%1899786.04%-4.61%-778-4.12-5.82%
91%1707788.92%-2.34%-75-0.450.04%1738987.19%-4.37%-731-4.23-5.49%
92%1537189.78%-2.48%-150-0.99-0.73%1578288.2%-4.31%-495-3.16-3.85%
93%1406990.07%-3.26%2451.752.18%1396990.07%-3.26%2691.931.88%
94%1275991.51%-2.73%1991.561.65%1196091.36%-2.89%3472.912.55%
95%1115292.51%-2.7%5204.683.98%1014493.66%-1.44%6226.154.68%
96%834393.81%-2.34%2933.532.35%813395.25%-0.79%81910.116.21%
97%573295.39%-1.69%-2-0.040.23%642696.25%-0.78%78512.265.95%
98%451797.55%-0.47%2916.462.44%381497.98%-0.03%109228.738.3%
99%241398.12%-0.9%44518.543.45%11399.56%0.56%-61-5.55-0.54%
Средняя
эффекти-
вность
96.3456%97.1453%

Расчет эфективности Probability Channel для EURUSD, размер окна 1350

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43320071.22%-5.31%26696.1620.96%39819671.79%-4.48%10742.696.95%
76%41519771.65%-6.08%22535.4217.79%37618673.23%-3.79%6461.713.62%
77%39619372.23%-6.61%11042.789.57%35517974.24%-3.72%4271.22.13%
78%38218673.23%-6.52%9202.47.84%33917075.53%-3.28%2250.660.73%
79%36917874.38%-6.22%10132.748.61%32216576.25%-3.61%-972-3.02-7.7%
80%35217275.25%-6.32%1650.462.1%31016176.83%-4.13%-450-1.46-3.72%
81%34016576.25%-6.23%-45-0.140.44%29515477.84%-4.06%-576-1.96-4.57%
82%33116276.69%-6.93%440.130.8%27814878.7%-4.2%-883-3.18-6.77%
83%31715677.55%-7.03%-331-1.05-2.07%26514479.28%-4.7%-844-3.19-6.4%
84%30815078.41%-7.13%-158-0.52-0.73%25213480.71%-4.08%-565-2.25-4.54%
85%29114379.42%-7.03%-557-1.92-3.48%24212981.43%-4.39%-830-3.43-6.57%
86%27113580.57%-6.74%-409-1.51-2.37%23312781.72%-5.24%-821-3.53-6.39%
87%24212582.01%-6.09%-1010-4.18-6.73%22011783.16%-4.62%-1087-4.95-8.41%
88%22311583.45%-5.46%-915-4.11-6.08%21011583.45%-5.46%-924-4.4-7.16%
89%20410385.17%-4.5%-584-2.87-3.63%20110684.74%-5.03%-811-4.04-6.21%
90%1869087.05%-3.39%-369-1.99-2.19%1909885.89%-4.79%-741-3.9-5.55%
91%1717988.63%-2.68%-145-0.85-0.62%1738987.19%-4.37%-790-4.57-5.92%
92%1557289.64%-2.64%-60-0.39-0.12%1578288.2%-4.31%-550-3.51-4.25%
93%1416990.07%-3.26%2241.582.04%1396990.07%-3.26%1661.191.12%
94%1306091.36%-2.89%2531.942.05%1195991.51%-2.73%3092.592.24%
95%1135292.51%-2.7%5504.864.2%1034693.38%-1.74%6025.844.54%
96%864393.81%-2.34%3874.53.03%823395.25%-0.79%6608.045.03%
97%583295.39%-1.69%350.60.52%652696.25%-0.78%79212.186.02%
98%492097.12%-0.91%64213.15.06%391497.98%-0.03%110428.38.39%
99%251198.41%-0.6%46618.643.64%11399.56%0.56%-46-4.19-0.43%
Средняя
эффекти-
вность
96.2588%97.1448%

Расчет эфективности Probability Channel для EURUSD, размер окна 1400

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43220270.93%-5.74%25915.9920.36%39719571.94%-4.26%10822.727.05%
76%41519871.51%-6.28%21245.1116.85%37618573.38%-3.58%7391.964.25%
77%40119372.23%-6.61%15993.9813.28%35618074.1%-3.92%4131.162.03%
78%38318573.38%-6.3%9042.367.85%33817275.25%-3.66%2420.710.86%
79%37017874.38%-6.22%9342.528.02%32216676.11%-3.8%-914-2.84-7.26%
80%35217275.25%-6.32%830.231.5%30916176.83%-4.13%-887-2.88-6.93%
81%34116676.11%-6.43%420.121.19%29615377.98%-3.88%-495-1.68-3.97%
82%33216276.69%-6.93%170.050.61%28115078.41%-4.58%-615-2.19-4.84%
83%31815577.69%-6.84%-373-1.18-2.39%26614479.28%-4.7%-753-2.84-5.79%
84%30915078.41%-7.13%-173-0.56-0.83%25213480.71%-4.08%-559-2.22-4.49%
85%29514579.13%-7.42%-207-0.71-1.06%24013081.29%-4.57%-1003-4.18-7.84%
86%27114079.85%-7.71%-591-2.19-3.65%23112781.72%-5.24%-922-4-7.12%
87%24112582.01%-6.09%-1162-4.83-7.85%21911783.16%-4.62%-1104-5.05-8.54%
88%22311583.45%-5.46%-1006-4.52-6.75%21211583.45%-5.46%-640-3.02-5.13%
89%20410485.03%-4.67%-519-2.55-3.21%20010684.74%-5.03%-858-4.29-6.58%
90%1889186.9%-3.57%-505-2.69-3.17%1899885.89%-4.79%-808-4.28-6.08%
91%1738188.34%-3.02%1460.841.69%1739087.05%-4.54%-798-4.62-5.96%
92%1557389.49%-2.81%-173-1.12-0.96%1598288.2%-4.31%-496-3.12-3.81%
93%1446990.07%-3.26%2251.562%1396890.21%-3.1%1831.311.22%
94%1316291.07%-3.22%4683.573.76%1196091.36%-2.89%3342.82.43%
95%1175192.66%-2.53%7336.265.51%1054493.66%-1.44%6486.174.88%
96%864493.66%-2.5%3283.812.59%823495.1%-0.95%7399.015.63%
97%593295.39%-1.69%1151.941.16%652895.97%-1.08%81112.476.17%
98%482196.97%-1.07%54311.314.34%401398.12%0.12%116329.078.8%
99%261198.41%-0.6%43816.843.43%12399.56%0.56%-24-2-0.26%
Средняя
эффекти-
вность
96.1604%97.1116%

Расчет эфективности Probability Channel для EURUSD, размер окна 1450

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43220270.93%-5.74%25145.8119.8%39819571.94%-4.26%12093.037.96%
76%41519971.36%-6.51%20174.8616.14%37718673.23%-3.79%7992.114.72%
77%40419472.08%-6.83%17484.3214.33%35617974.24%-3.72%3210.91.43%
78%38318573.38%-6.3%7972.086.95%33917175.39%-3.47%1640.480.3%
79%37017874.38%-6.22%8952.417.72%32216775.97%-3.99%-883-2.75-7.05%
80%35317275.25%-6.32%360.11.15%30816276.69%-4.32%-935-3.04-7.26%
81%34116775.97%-6.63%-25-0.080.68%29315278.12%-3.69%-709-2.42-5.53%
82%33016276.69%-6.93%-260-0.79-1.36%28115078.41%-4.58%-605-2.16-4.77%
83%32015677.55%-7.03%-301-0.95-1.91%26514379.42%-4.51%-728-2.75-5.61%
84%31115078.41%-7.13%-87-0.28-0.21%25313580.57%-4.26%-505-2-4.1%
85%29614579.13%-7.42%-158-0.54-0.67%24112981.43%-4.39%-1112-4.62-8.53%
86%27214079.85%-7.71%-777-2.86-4.98%23312582.01%-4.87%-812-3.49-6.29%
87%24412681.87%-6.27%-945-3.88-6.27%22111982.87%-4.99%-900-4.08-7.05%
88%22211883.02%-6%-1145-5.16-7.77%21011483.59%-5.28%-783-3.73-6.15%
89%20610784.6%-5.21%-524-2.55-3.21%20110584.89%-4.85%-765-3.81-5.91%
90%1939286.76%-3.74%-99-0.52-0.13%1909885.89%-4.79%-699-3.68-5.27%
91%1768088.48%-2.85%2421.372.33%1749186.9%-4.72%-792-4.56-5.92%
92%1547289.64%-2.64%-229-1.49-1.35%1608288.2%-4.31%-330-2.07-2.57%
93%1436990.07%-3.26%1220.851.25%1406990.07%-3.26%2341.671.58%
94%1316291.07%-3.22%3852.933.15%1196191.22%-3.05%3352.812.44%
95%1185292.51%-2.7%6425.444.84%1074793.23%-1.9%7006.545.25%
96%864493.66%-2.5%2142.481.8%823495.1%-0.95%7419.035.65%
97%593395.25%-1.84%500.840.67%652895.97%-1.08%81412.526.19%
98%492296.83%-1.21%55811.384.43%391398.12%0.12%110728.388.4%
99%271298.27%-0.75%42815.853.37%12399.56%0.56%-38-3.17-0.36%
Средняя
эффекти-
вность
96.0804%97.0941%

Расчет эфективности Probability Channel для EURUSD, размер окна 1500

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43320171.07%-5.53%26636.1520.81%39919272.37%-3.64%12303.088.09%
76%41519971.36%-6.51%19484.6915.59%37418673.23%-3.79%5171.382.75%
77%40419571.94%-7.04%18234.5114.92%35717874.38%-3.53%5751.613.16%
78%38618473.52%-6.1%11242.919.56%34017375.1%-3.87%4021.181.95%
79%37117874.38%-6.22%8832.387.67%32316775.97%-3.99%-465-1.44-4.22%
80%35317375.1%-6.53%570.161.39%30916276.69%-4.32%-920-2.98-7.16%
81%34116676.11%-6.43%-77-0.230.33%29315377.98%-3.88%-769-2.63-5.93%
82%33016276.69%-6.93%-326-0.99-1.86%28114978.56%-4.38%-605-2.16-4.78%
83%31915677.55%-7.03%-229-0.72-1.31%26714279.56%-4.33%-619-2.32-4.73%
84%31415178.27%-7.33%2500.792.14%25513580.57%-4.26%-471-1.85-3.87%
85%29714579.13%-7.42%-116-0.4-0.41%24112981.43%-4.39%-1072-4.45-8.27%
86%27314079.85%-7.71%-800-2.94-5.14%23112781.72%-5.24%-967-4.19-7.44%
87%24712781.72%-6.47%-809-3.28-5.08%22211982.87%-4.99%-881-3.97-6.78%
88%22311982.87%-6.2%-1148-5.15-7.7%20911483.59%-5.28%-838-4.01-6.55%
89%20610784.6%-5.21%-575-2.8-3.6%20210784.6%-5.21%-680-3.37-5.3%
90%1929186.9%-3.57%-180-0.94-0.76%1919885.89%-4.79%-623-3.27-4.77%
91%1758088.48%-2.85%980.561.23%1789186.9%-4.72%-698-3.93-5.19%
92%1557389.49%-2.81%-251-1.62-1.44%1628088.48%-3.98%-171-1.06-1.46%
93%1446990.07%-3.26%1080.751.14%1407089.92%-3.43%2121.511.44%
94%1326490.79%-3.54%3442.62.86%1196091.36%-2.89%3362.822.43%
95%1185492.23%-3.01%5114.333.91%1074693.38%-1.74%6906.445.17%
96%884493.66%-2.5%2262.561.87%823295.39%-0.64%7318.915.59%
97%593495.1%-2%-6-0.110.24%652895.97%-1.08%80012.36.08%
98%482396.69%-1.36%3827.953.21%401398.12%0.12%109427.358.31%
99%281398.12%-0.9%42615.213.34%15399.56%0.56%27618.42.04%
Средняя
эффекти-
вность
96.0276%97.1165%

Расчет эфективности Probability Channel для EURUSD, размер окна 1550

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43220570.5%-6.39%21985.0817.49%39919172.51%-3.44%12713.188.35%
76%41819971.36%-6.51%21135.0516.79%37518673.23%-3.79%6151.643.4%
77%40319571.94%-7.04%17304.2914.23%35417774.53%-3.32%3911.11.91%
78%38518573.38%-6.3%9812.548.52%33817175.39%-3.47%2360.690.75%
79%37317874.38%-6.22%8542.287.45%32016676.11%-3.8%-561-1.76-4.9%
80%35717474.96%-6.73%3781.053.69%30616076.97%-3.94%-1028-3.36-7.91%
81%34216775.97%-6.63%-44-0.130.55%29115377.98%-3.88%-837-2.88-6.45%
82%33216376.54%-7.14%60.010.62%28114978.56%-4.38%-602-2.15-4.76%
83%32015677.55%-7.03%-390-1.22-2.57%26514279.56%-4.33%-790-2.99-6.06%
84%31415178.27%-7.33%2200.71.91%25513580.57%-4.26%-467-1.84-3.85%
85%29814479.28%-7.22%-155-0.53-0.66%24013081.29%-4.57%-1104-4.6-8.52%
86%27713980%-7.5%-620-2.24-3.95%23312681.87%-5.05%-827-3.55-6.41%
87%24812981.43%-6.85%-858-3.46-5.44%22212082.73%-5.17%-895-4.04-6.89%
88%22511883.02%-6%-1059-4.71-7.11%20911483.59%-5.28%-845-4.05-6.61%
89%20710884.46%-5.38%-614-2.97-3.84%20210584.89%-4.85%-697-3.46-5.42%
90%1939186.9%-3.57%-187-0.97-0.79%1909786.04%-4.61%-763-4.02-5.74%
91%1768088.48%-2.85%1030.581.29%1809186.9%-4.72%-677-3.77-5.06%
92%1557389.49%-2.81%-306-1.98-1.86%1638487.91%-4.66%-207-1.27-1.73%
93%1446990.07%-3.26%380.260.61%1417089.92%-3.43%1240.870.82%
94%1336490.79%-3.54%4823.623.99%1196191.22%-3.05%3022.532.21%
95%1185492.23%-3.01%4303.643.31%1065092.8%-2.38%6325.964.76%
96%874393.81%-2.34%1491.711.28%833295.39%-0.64%7148.65.45%
97%593495.1%-2%-32-0.550.05%652895.97%-1.08%77811.965.92%
98%482396.69%-1.36%3707.73.13%441398.12%0.12%121427.599.23%
99%281398.12%-0.9%41714.893.28%16399.56%0.56%39124.432.94%
Средняя
эффекти-
вность
95.9888%97.1173%

Расчет эфективности Probability Channel для EURUSD, размер окна 1600

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43320470.64%-6.18%23555.4318.52%39719172.51%-3.44%11682.947.66%
76%41919971.36%-6.51%22315.3217.74%37418573.38%-3.58%5951.593.3%
77%40419571.94%-7.04%15953.9413.2%35417774.53%-3.32%4011.132%
78%38918673.23%-6.52%14093.6211.78%33817175.39%-3.47%3641.071.7%
79%37418074.1%-6.62%11202.999.36%32116775.97%-3.99%-651-2.03-5.46%
80%35817574.82%-6.93%4301.24.17%30916076.97%-3.94%-880-2.85-6.8%
81%34416775.97%-6.63%2310.672.6%29315477.84%-4.06%-826-2.82-6.34%
82%33016276.69%-6.93%-316-0.96-1.68%28214878.7%-4.2%-367-1.31-3.09%
83%32315777.41%-7.23%-4-0.020.5%26614179.71%-4.13%-677-2.55-5.18%
84%31515178.27%-7.33%1760.551.59%25513580.57%-4.26%-490-1.93-4.03%
85%29914579.13%-7.42%-87-0.3-0.11%24113181.15%-4.75%-937-3.89-7.34%
86%27513980%-7.5%-684-2.49-4.43%23112781.72%-5.24%-1004-4.35-7.68%
87%24812981.43%-6.85%-891-3.6-5.67%22211982.87%-4.99%-992-4.47-7.67%
88%22611783.16%-5.83%-1048-4.64-7.01%20911483.59%-5.28%-889-4.26-6.94%
89%21010784.6%-5.21%-586-2.8-3.68%20210784.6%-5.21%-721-3.57-5.61%
90%1929286.76%-3.74%-302-1.58-1.64%1919686.18%-4.44%-761-3.99-5.76%
91%1768288.2%-3.18%150.080.64%1809386.61%-5.07%-730-4.06-5.44%
92%1567489.35%-2.97%-363-2.33-2.29%1668388.05%-4.49%30.01-0.19%
93%1447089.92%-3.43%-43-0.30.01%1417089.92%-3.43%930.650.58%
94%1356490.79%-3.54%5984.424.8%1196291.07%-3.22%3823.212.76%
95%1195492.23%-3.01%4463.743.39%1065092.8%-2.38%6045.694.54%
96%884493.66%-2.5%1912.171.58%833395.25%-0.79%6597.935.03%
97%593495.1%-2%-81-1.38-0.31%652895.97%-1.08%73611.325.6%
98%472496.54%-1.52%2465.232.21%431497.98%-0.03%111926.028.53%
99%301398.12%-0.9%53117.74.08%17399.56%0.56%45826.943.48%
Средняя
эффекти-
вность
95.9368%97.0932%

Расчет эфективности Probability Channel для EURUSD, размер окна 1650

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43620570.5%-6.39%24625.6419.31%39819172.51%-3.44%12383.118.16%
76%42119971.36%-6.51%22585.3617.91%37318673.23%-3.79%5831.563.21%
77%40619571.94%-7.04%17304.2614.18%35617774.53%-3.32%5111.432.76%
78%39018972.8%-7.15%13653.511.39%33717175.39%-3.47%3340.991.49%
79%37618173.95%-6.83%10962.919.22%32216875.82%-4.2%-324-1.01-3.09%
80%35917574.82%-6.93%4751.324.42%30815977.12%-3.74%-917-2.98-7.07%
81%34316775.97%-6.63%280.081.16%29215577.69%-4.27%-783-2.69-6.1%
82%33316376.54%-7.14%-90-0.28-0.1%28214978.56%-4.38%-421-1.5-3.48%
83%32315777.41%-7.23%-111-0.35-0.39%26514179.71%-4.13%-699-2.64-5.33%
84%31515078.41%-7.13%970.31.01%25413480.71%-4.08%-691-2.73-5.63%
85%30214579.13%-7.42%-29-0.10.29%24113181.15%-4.75%-941-3.91-7.34%
86%28014079.85%-7.71%-503-1.8-3.02%23212781.72%-5.24%-1003-4.33-7.7%
87%24912981.43%-6.85%-1047-4.21-6.93%22011982.87%-4.99%-1167-5.31-9.01%
88%22611783.16%-5.83%-1182-5.24-8.04%20911483.59%-5.28%-952-4.56-7.41%
89%21211084.17%-5.74%-598-2.83-3.74%20310684.74%-5.03%-710-3.5-5.5%
90%1929386.61%-3.92%-507-2.65-3.26%1929686.18%-4.44%-723-3.77-5.43%
91%1788388.05%-3.36%-6-0.040.51%1819486.47%-5.24%-724-4-5.43%
92%1567489.35%-2.97%-336-2.16-2.04%1658388.05%-4.49%-119-0.73-1.07%
93%1467089.92%-3.43%-3-0.030.34%1436990.07%-3.26%1110.770.68%
94%1346590.64%-3.71%5083.794.13%1216490.79%-3.54%4073.362.93%
95%1215592.08%-3.18%48443.73%1065192.66%-2.53%5515.194.16%
96%914493.66%-2.5%2472.712.02%853495.1%-0.95%8339.86.33%
97%593794.67%-2.47%-126-2.14-0.63%662895.97%-1.08%75711.465.73%
98%502296.83%-1.21%4829.643.88%451497.98%-0.03%120726.829.17%
99%291398.12%-0.9%46616.063.58%17399.56%0.56%41824.583.17%
Средняя
эффекти-
вность
95.8548%97.0644%

Расчет эфективности Probability Channel для EURUSD, размер окна 1700

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%43720470.64%-6.18%24475.5919.17%39519372.23%-3.84%9252.345.64%
76%42219971.36%-6.51%22685.3717.99%37318673.23%-3.79%3971.061.75%
77%40819871.51%-7.68%17774.3514.53%35517574.82%-2.92%3460.971.38%
78%39118972.8%-7.15%13003.3210.89%33617175.39%-3.47%1470.43-0.03%
79%37518173.95%-6.83%10032.678.55%32116875.82%-4.2%-490-1.53-4.21%
80%36017574.82%-6.93%6881.915.98%31115977.12%-3.74%-428-1.38-3.45%
81%34316775.97%-6.63%280.081.1%29115577.69%-4.27%-821-2.83-6.37%
82%33416476.4%-7.33%-139-0.42-0.44%28214878.7%-4.2%-421-1.5-3.47%
83%32315977.12%-7.63%-189-0.59-0.95%26514279.56%-4.33%-768-2.9-5.87%
84%31515377.98%-7.72%180.050.45%25413680.43%-4.44%-722-2.85-5.85%
85%30514678.99%-7.61%1350.441.42%24013081.29%-4.57%-1022-4.26-8.04%
86%27814079.85%-7.71%-699-2.52-4.45%23312681.87%-5.05%-986-4.24-7.59%
87%25113480.71%-7.8%-947-3.78-6.26%22011982.87%-4.99%-1178-5.36-9.11%
88%22711982.87%-6.2%-1261-5.56-8.61%21111583.45%-5.46%-837-3.97-6.58%
89%21211084.17%-5.74%-713-3.37-4.62%20310984.31%-5.57%-758-3.74-5.85%
90%1929686.18%-4.44%-617-3.22-4.06%1919686.18%-4.44%-864-4.53-6.46%
91%1788388.05%-3.36%-91-0.52-0.13%1819486.47%-5.24%-783-4.33-5.92%
92%1577389.49%-2.81%-350-2.23-2.13%1668687.62%-5%-112-0.68-1.01%
93%1477089.92%-3.43%-42-0.290.06%1447089.92%-3.43%1330.920.92%
94%1356590.64%-3.71%5283.914.31%1206490.79%-3.54%3472.892.53%
95%1235592.08%-3.18%5584.534.34%1075292.51%-2.7%5184.843.91%
96%934493.66%-2.5%2893.12.31%853594.96%-1.1%7699.045.86%
97%613694.82%-2.3%-58-0.96-0.12%672895.97%-1.08%73310.945.54%
98%492296.83%-1.21%4459.083.6%461497.98%-0.03%116525.328.87%
99%301497.98%-1.05%47815.933.7%18399.56%0.56%43724.273.32%
Средняя
эффекти-
вность
95.7516%97.0073%

Расчет эфективности Probability Channel для EURUSD, размер окна 1750

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%44020670.35%-6.61%24755.6219.32%39119372.23%-3.84%5441.392.88%
76%42619971.36%-6.51%25215.9119.86%37518673.23%-3.79%7301.944.12%
77%41119871.51%-7.68%21145.1416.92%35817574.82%-2.92%6111.73.29%
78%39419072.66%-7.35%16614.2113.74%33717175.39%-3.47%2820.830.94%
79%37718173.95%-6.83%10082.678.6%32316775.97%-3.99%-224-0.7-2.41%
80%36017674.67%-7.14%5861.625.24%31015977.12%-3.74%-489-1.58-3.92%
81%34716875.82%-6.84%1820.522.23%29415577.69%-4.27%-636-2.17-5.03%
82%33516376.54%-7.14%-155-0.47-0.6%28114978.56%-4.38%-494-1.76-4.01%
83%32415977.12%-7.63%-296-0.92-1.75%26214179.71%-4.13%-1116-4.26-8.52%
84%31515377.98%-7.72%-65-0.21-0.16%25313680.43%-4.44%-782-3.1-6.27%
85%30614579.13%-7.42%1310.421.39%24013181.15%-4.75%-1052-4.39-8.24%
86%28314079.85%-7.71%-261-0.93-1.34%23212881.58%-5.42%-1063-4.59-8.14%
87%25513580.57%-7.99%-743-2.92-4.6%22011982.87%-4.99%-1181-5.37-9.09%
88%23211982.87%-6.2%-953-4.11-6.3%21211583.45%-5.46%-861-4.07-6.76%
89%21411084.17%-5.74%-685-3.21-4.4%20311084.17%-5.74%-801-3.95-6.16%
90%1959586.33%-4.26%-297-1.53-1.71%1929686.18%-4.44%-836-4.36-6.28%
91%1818388.05%-3.36%-102-0.57-0.2%1829486.47%-5.24%-818-4.5-6.16%
92%1587489.35%-2.97%-426-2.7-2.69%1668587.76%-4.84%-167-1.01-1.38%
93%1477089.92%-3.43%-113-0.77-0.46%1436990.07%-3.26%920.640.58%
94%1376690.5%-3.87%4903.574.02%1226490.79%-3.54%3572.922.59%
95%1225592.08%-3.18%4964.063.86%1075192.66%-2.53%4754.433.6%
96%944693.38%-2.81%2782.952.21%853594.96%-1.1%7338.625.6%
97%613794.67%-2.47%-116-1.91-0.55%672895.97%-1.08%68210.175.18%
98%512496.54%-1.52%4488.783.63%471597.84%-0.17%111523.728.5%
99%301497.98%-1.05%44514.833.46%17399.56%0.56%37021.762.81%
Средняя
эффекти-
вность
95.694%97.0029%

Расчет эфективности Probability Channel для EURUSD, размер окна 1800

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%44220770.21%-6.83%24765.619.29%39119571.94%-4.26%5371.372.79%
76%42720071.22%-6.72%24355.719.21%37518673.23%-3.79%5611.492.89%
77%41219871.51%-7.68%20064.8616.15%36017574.82%-2.92%6941.923.77%
78%39819272.37%-7.78%19784.9615.95%33817275.25%-3.66%2730.80.88%
79%38018473.52%-7.46%12303.2310.27%32416576.25%-3.61%1550.470.32%
80%36117674.67%-7.14%6031.675.49%30915977.12%-3.74%-548-1.78-4.34%
81%34717175.39%-7.45%440.121.23%29315577.69%-4.27%-716-2.45-5.62%
82%33616476.4%-7.33%-214-0.64-1.01%28214878.7%-4.2%-474-1.69-3.82%
83%32515977.12%-7.63%-214-0.66-1.01%26314279.56%-4.33%-1125-4.28-8.57%
84%31615477.84%-7.92%1050.331.23%25313780.28%-4.64%-813-3.22-6.48%
85%30614678.99%-7.61%-46-0.160.03%24113081.29%-4.57%-1059-4.4-8.31%
86%28614279.56%-8.1%-179-0.63-0.77%23112681.87%-5.05%-1120-4.85-8.57%
87%25513680.43%-8.17%-1043-4.1-6.98%22111982.87%-4.99%-1221-5.53-9.4%
88%23212082.73%-6.38%-1079-4.66-7.24%21311683.3%-5.65%-755-3.55-5.98%
89%21411084.17%-5.74%-836-3.91-5.49%20410984.31%-5.57%-812-3.99-6.27%
90%1969786.04%-4.61%-380-1.94-2.29%1939985.75%-4.96%-844-4.38-6.36%
91%1828388.05%-3.36%-157-0.87-0.56%1829486.47%-5.24%-859-4.72-6.46%
92%1657689.06%-3.31%2241.352.16%1658587.76%-4.84%-280-1.7-2.2%
93%1487089.92%-3.43%-187-1.27-1.01%1447089.92%-3.43%1030.710.67%
94%1396790.35%-4.04%4673.353.85%1236490.79%-3.54%3122.532.23%
95%1215592.08%-3.18%4013.313.16%1085192.66%-2.53%4974.63.77%
96%944593.52%-2.66%1952.071.6%863694.82%-1.25%7448.655.69%
97%643994.38%-2.78%901.40.97%682895.97%-1.08%77511.395.88%
98%512596.4%-1.66%4228.273.43%491597.84%-0.17%116823.838.85%
99%311497.98%-1.05%45614.73.55%18499.42%0.42%42623.663.25%
Средняя
эффекти-
вность
95.5565%96.9785%

Расчет эфективности Probability Channel для EURUSD, размер окна 1850

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%44320969.92%-7.27%23335.2618.24%39419671.79%-4.48%7421.884.28%
76%42820171.07%-6.94%24645.7519.42%37518673.23%-3.79%5741.533.02%
77%41219871.51%-7.68%18844.5715.26%35917874.38%-3.53%6221.733.24%
78%39919372.23%-7.99%18634.6615.11%33817275.25%-3.66%2310.680.57%
79%38518673.23%-7.88%14613.7911.98%32316676.11%-3.8%-35-0.11-1.03%
80%36517874.38%-7.56%10662.928.87%31015977.12%-3.74%-532-1.72-4.26%
81%35117075.53%-7.25%3220.913.26%29515577.69%-4.27%-653-2.22-5.12%
82%33716576.25%-7.55%-284-0.85-1.56%27915078.41%-4.58%-722-2.59-5.69%
83%32616076.97%-7.84%-292-0.9-1.6%26514279.56%-4.33%-870-3.29-6.77%
84%31815477.84%-7.92%430.130.78%25413880.14%-4.82%-751-2.96-5.96%
85%30714778.84%-7.82%-14-0.050.31%24312981.43%-4.39%-902-3.72-7.14%
86%28814279.56%-8.1%-230-0.8-1.16%23212781.72%-5.24%-1217-5.25-9.25%
87%26113580.57%-7.99%-808-3.1-5.1%22212082.73%-5.17%-1212-5.46-9.39%
88%23612482.15%-7.13%-985-4.18-6.5%21311583.45%-5.46%-817-3.84-6.44%
89%21411084.17%-5.74%-1010-4.72-6.76%20410984.31%-5.57%-874-4.29-6.72%
90%20010085.61%-5.13%-310-1.55-1.63%1949985.75%-4.96%-837-4.32-6.33%
91%1878587.76%-3.7%-30-0.170.31%1829486.47%-5.24%-936-5.15-7.02%
92%1687689.06%-3.31%2171.292.17%1658687.62%-5%-343-2.08-2.64%
93%1487089.92%-3.43%-204-1.38-1.12%1457189.78%-3.59%480.330.28%
94%1416790.35%-4.04%5043.574.1%1266490.79%-3.54%4503.573.21%
95%1225592.08%-3.18%3452.822.73%1095292.51%-2.7%6015.514.57%
96%994793.23%-2.98%3553.582.77%853694.82%-1.25%7048.285.39%
97%633994.38%-2.78%-109-1.74-0.48%682995.82%-1.24%73510.85.58%
98%522596.4%-1.66%4398.443.51%491597.84%-0.17%111822.818.49%
99%311497.98%-1.05%42913.833.34%19499.42%0.42%47124.783.59%
Средняя
эффекти-
вность
95.4397%96.9089%

Расчет эфективности Probability Channel для EURUSD, размер окна 1900

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%44421069.78%-7.49%25675.7820.04%39419671.79%-4.48%7231.834.17%
76%42920171.07%-6.94%23535.4818.54%37518773.09%-3.99%6331.683.55%
77%41619871.51%-7.68%22345.3717.65%35817974.24%-3.72%5191.442.5%
78%40019272.37%-7.78%20245.0616.29%34017275.25%-3.66%2570.750.76%
79%38518872.94%-8.31%13663.5411.27%32516676.11%-3.8%2030.620.66%
80%36817974.24%-7.76%12013.269.89%31116076.97%-3.94%-394-1.27-3.18%
81%35117275.25%-7.65%1960.552.34%29215677.55%-4.45%-890-3.05-6.89%
82%33716576.25%-7.55%-374-1.11-2.23%28115178.27%-4.77%-683-2.44-5.36%
83%33016276.69%-8.23%480.140.93%26614279.56%-4.33%-939-3.54-7.28%
84%31815477.84%-7.92%-64-0.210%25413880.14%-4.82%-785-3.1-6.21%
85%30814778.84%-7.82%-22-0.080.25%24313081.29%-4.57%-968-3.99-7.62%
86%29214279.56%-8.1%-257-0.89-1.36%23212781.72%-5.24%-1150-4.96-8.81%
87%26513680.43%-8.17%-705-2.67-4.39%22112082.73%-5.17%-1286-5.82-9.94%
88%23912781.72%-7.69%-975-4.08-6.49%21411683.3%-5.65%-879-4.11-6.91%
89%21511483.59%-6.48%-1157-5.39-7.85%20410884.46%-5.38%-919-4.51-7.06%
90%20110185.46%-5.32%-447-2.23-2.64%19710185.46%-5.32%-664-3.38-5.07%
91%1868787.48%-4.03%-132-0.71-0.45%1829586.33%-5.41%-978-5.38-7.33%
92%1687788.92%-3.47%1170.691.42%1648687.62%-5%-619-3.78-4.72%
93%1527089.92%-3.43%-7-0.050.33%1467389.49%-3.93%-16-0.11-0.21%
94%1416790.35%-4.04%42433.5%1256490.79%-3.54%2662.121.91%
95%1225791.79%-3.5%2962.422.34%1095292.51%-2.7%5264.824.02%
96%1004893.09%-3.13%4214.213.25%873694.82%-1.25%6887.95.27%
97%653994.38%-2.78%640.980.79%702995.82%-1.24%87512.56.63%
98%532696.25%-1.82%4478.433.57%491597.84%-0.17%105921.618.05%
99%311497.98%-1.05%41613.413.25%19499.42%0.42%45323.843.45%
Средняя
эффекти-
вность
95.3081%96.846%

Расчет эфективности Probability Channel для EURUSD, размер окна 1950

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%44721069.78%-7.49%27736.221.53%39419871.51%-4.89%7281.844.22%
76%43220171.07%-6.94%24245.6119.01%37518872.94%-4.2%6561.743.81%
77%41819971.36%-7.91%23225.5518.43%35717974.24%-3.72%1520.42-0.06%
78%40119272.37%-7.78%15593.8813.05%34217275.25%-3.66%4081.191.81%
79%38618972.8%-8.52%13173.4110.88%32616576.25%-3.61%-97-0.3-1.36%
80%36917974.24%-7.76%11233.049.35%31116076.97%-3.94%-385-1.24-3.17%
81%35317375.1%-7.86%3010.853.09%29615677.55%-4.45%-373-1.27-3.07%
82%33916676.11%-7.74%-48-0.150.46%28415178.27%-4.77%-542-1.91-4.37%
83%33216176.83%-8.04%1560.461.7%26814279.56%-4.33%-828-3.09-6.53%
84%31915477.84%-7.92%-134-0.43-0.51%25613880.14%-4.82%-829-3.24-6.54%
85%30715178.27%-8.6%-274-0.9-1.59%24313281%-4.94%-999-4.12-7.86%
86%29414479.28%-8.48%-293-1-1.66%23312781.72%-5.24%-1175-5.05-8.99%
87%26813780.28%-8.38%-826-3.09-5.3%22312082.73%-5.17%-1255-5.63-9.73%
88%24312781.72%-7.69%-1015-4.18-6.77%21411583.45%-5.46%-904-4.23-7.11%
89%22011583.45%-6.66%-1085-4.94-7.38%20310984.31%-5.57%-1100-5.42-8.37%
90%20110285.32%-5.49%-727-3.62-4.67%19610085.61%-5.13%-646-3.3-4.93%
91%1878987.19%-4.37%-246-1.32-1.3%1819386.61%-5.07%-1061-5.87-7.93%
92%1697888.77%-3.64%310.180.77%1658687.62%-5%-577-3.5-4.44%
93%1537089.92%-3.43%-103-0.68-0.39%1487589.2%-4.27%-30-0.21-0.31%
94%1396790.35%-4.04%3052.192.63%1256490.79%-3.54%1941.551.37%
95%1225991.51%-3.82%4944.043.94%1115392.37%-2.85%5915.324.48%
96%1004893.09%-3.13%3123.122.46%883794.67%-1.41%6957.895.31%
97%684094.24%-2.93%811.190.91%702995.82%-1.24%87212.456.62%
98%532596.4%-1.66%4237.983.39%491697.69%-0.32%100720.557.67%
99%311497.98%-1.05%39512.743.09%19499.42%0.42%44523.423.39%
Средняя
эффекти-
вность
95.2108%96.8109%

Расчет эфективности Probability Channel для EURUSD, размер окна 2000

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%44921069.78%-7.49%27356.0921.3%39720071.22%-5.31%9532.46.05%
76%43420270.93%-7.15%24275.5918.99%37818773.09%-3.99%75724.54%
77%42019971.36%-7.91%23805.6618.77%36218074.1%-3.92%5881.623.22%
78%40419771.65%-8.87%17844.4114.66%34717275.25%-3.66%7752.234.5%
79%39019072.66%-8.73%16314.1813.33%32716676.11%-3.8%-134-0.41-1.65%
80%37318074.1%-7.97%12273.2810.18%31516176.83%-4.13%-188-0.6-1.86%
81%35617474.96%-8.06%5631.585.17%29915777.41%-4.64%-273-0.92-2.3%
82%34116676.11%-7.74%-116-0.350%28615178.27%-4.77%-472-1.66-3.91%
83%33416376.54%-8.45%1320.391.51%27214479.28%-4.7%-653-2.41-5.26%
84%32115577.69%-8.13%-173-0.54-0.82%25513980%-5%-752-2.95-5.84%
85%30715178.27%-8.6%-411-1.34-2.61%24313281%-4.94%-1072-4.42-8.4%
86%29714579.13%-8.69%-214-0.73-1.16%23512881.58%-5.42%-886-3.78-6.95%
87%27213780.28%-8.38%-724-2.67-4.66%22512382.3%-5.72%-1054-4.69-8.21%
88%24612981.43%-8.07%-1102-4.48-7.47%21711583.45%-5.46%-823-3.8-6.52%
89%22211683.3%-6.85%-1130-5.1-7.72%20611084.17%-5.74%-887-4.31-6.86%
90%20510385.17%-5.68%-591-2.89-3.73%19810385.17%-5.68%-679-3.43-5.21%
91%1879186.9%-4.72%-390-2.09-2.35%1839586.33%-5.41%-943-5.16-6.96%
92%1737988.63%-3.81%1250.721.52%1668687.62%-5%-617-3.72-4.73%
93%1537089.92%-3.43%-197-1.29-1.09%1527888.77%-4.77%-1-0.01-0.18%
94%1406790.35%-4.04%2361.682.11%1256590.64%-3.71%610.480.39%
95%1276091.36%-3.99%7475.885.91%1125392.37%-2.85%5524.924.19%
96%1044893.09%-3.13%6005.764.54%903994.38%-1.72%7438.255.67%
97%704094.24%-2.93%1101.571.09%722995.82%-1.24%88712.316.73%
98%532696.25%-1.82%3837.223.09%511697.69%-0.32%1020207.75%
99%321497.98%-1.05%416133.26%19499.42%0.42%42722.473.26%
Средняя
эффекти-
вность
95.0832%96.674%

Расчет эфективности Probability Channel для USDCHF, размер окна 250

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%32315877.26%2.92%1460.450.82%33815078.41%4.34%19805.8519.18%
76%30615377.98%2.53%-259-0.85-2.82%32714079.85%4.82%20856.3720.06%
77%28914778.84%2.33%-240-0.84-3.15%31213580.57%4.43%19686.318.39%
78%27814379.42%1.78%330.11-0.57%29912881.58%4.38%21397.1519.53%
79%26913580.57%1.94%4381.623.38%27712382.3%4%1664614.88%
80%25012881.58%1.93%360.140.12%25411383.74%4.46%5562.183.37%
81%24112382.3%1.57%3981.653.62%23710884.46%4.09%6502.744.27%
82%22911683.3%1.56%2431.062.38%22210185.46%4.04%6793.054.81%
83%22011283.88%1.04%6172.86.18%2159586.33%3.85%11055.139.18%
84%21010285.32%1.54%9444.499.24%2048887.33%3.81%14096.912.28%
85%1909985.75%0.87%1190.622.02%1907788.92%4.4%12976.8211.33%
86%1749186.9%1.03%-36-0.210.62%1767389.49%3.89%13387.611.89%
87%1667189.78%3.09%1570.941.64%1616590.64%4.01%9155.688.39%
88%1516590.64%2.91%870.570.68%1566191.22%3.52%11337.2610.54%
89%1355991.51%2.74%-154-1.15-2.2%1436191.22%2.43%9396.567.96%
90%1275392.37%2.56%970.760.29%1365691.94%2.11%10597.789.4%
91%1174593.52%2.69%150.12-0.46%1325192.66%1.79%11068.3710.49%
92%1064293.95%2.07%-35-0.34-0.84%1144693.38%1.47%8027.037.6%
93%974094.24%1.31%500.510.09%1054393.81%0.86%8387.987.97%
94%813794.67%0.7%-361-4.46-3.78%984094.24%0.25%104210.6310.22%
95%713594.96%-0.05%-293-4.13-3.23%833594.96%-0.05%7288.777.31%
96%602496.54%0.55%-105-1.75-1.53%622496.54%0.55%3956.374.32%
97%522097.12%0.12%2434.671.8%481997.26%0.26%4489.334.77%
98%391298.27%0.27%3589.172.92%281497.98%-0.03%742.640.71%
99%251098.56%-0.45%45618.244.03%21998.7%-0.31%1075.090.89%
Средняя
эффекти-
вность
99.9808%99.9857%

Расчет эфективности Probability Channel для USDCHF, размер окна 300

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34016875.82%1.08%5121.54.34%32414479.28%5.39%18955.8418.58%
76%32216176.83%1.08%5561.724.94%31313580.57%5.67%20246.4619.34%
77%30515477.84%1.07%1040.340.91%29213081.29%5.27%13804.7212.79%
78%28514379.42%1.78%330.11-0.25%28112582.01%4.88%15005.3313.62%
79%27314079.85%1.06%420.150.14%26512082.73%4.5%10854.099.73%
80%25313281%1.23%-226-0.9-2.67%25110984.31%5.11%6322.513.66%
81%23712482.15%1.39%-231-0.98-2.47%24410584.89%4.58%8863.636.49%
82%22611683.3%1.56%450.190.3%2359885.89%4.52%10654.538.28%
83%21211483.59%0.7%500.230.8%2259686.18%3.68%12815.6910.73%
84%20310485.03%1.21%2000.982.17%2158887.33%3.81%15297.1113.43%
85%2019786.04%1.2%7303.637.28%1998188.34%3.78%14087.0712.65%
86%1959186.9%1.03%10805.5310.9%1847589.2%3.58%11596.2910.39%
87%1778487.91%1.03%6763.817.3%1716990.07%3.4%9435.518.5%
88%1627289.64%1.82%3221.983.94%1616291.07%3.37%10226.349.1%
89%1496690.5%1.65%-16-0.11-0.14%1496091.36%2.58%12108.1210.88%
90%1396191.22%1.33%30.02-0.33%1375392.37%2.56%13409.7812.34%
91%1255592.08%1.17%-5-0.04-0.94%1244793.23%2.39%10618.559.64%
92%1064593.52%1.62%-158-1.5-1.91%1094593.52%1.62%7536.96.91%
93%944094.24%1.31%500.530.11%1014194.1%1.16%102010.099.7%
94%763594.96%1.01%-371-4.89-3.85%853694.82%0.86%7248.517.14%
95%673295.39%0.4%-278-4.15-3.3%693395.25%0.26%2613.782.81%
96%632496.54%0.55%-23-0.37-0.71%612596.4%0.41%5328.725.57%
97%542097.12%0.12%1953.611.39%431797.55%0.56%2796.482.47%
98%371597.84%-0.17%39710.723.61%281098.56%0.56%1214.320.87%
99%19798.99%-0.02%25413.362.67%18798.99%-0.02%1256.941.08%
Средняя
эффекти-
вность
99.9932%99.9996%

Расчет эфективности Probability Channel для USDCHF, размер окна 350

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33916875.82%1.08%6521.925.01%32114279.56%5.73%19235.9918.45%
76%32116276.69%0.89%2960.922.08%30413680.43%5.5%16925.5615.82%
77%30215278.12%1.43%1100.360.71%28812781.72%5.77%13624.7212.63%
78%28614379.42%1.78%1730.61.4%27312382.3%5.22%11384.1610.25%
79%26613880.14%1.42%-138-0.52-1.33%26111583.45%5.33%8983.446.56%
80%25513181.15%1.41%210.08-0.17%24910784.6%5.43%9273.726.99%
81%23612082.73%2.09%-272-1.16-2.88%24310285.32%5.06%10584.358.17%
82%22311184.02%2.4%-71-0.32-0.96%2279586.33%5.01%10474.618.11%
83%21610784.6%1.89%3091.432.99%2219186.9%4.48%13075.9110.8%
84%20610285.32%1.54%6243.026.14%2138288.2%4.76%15677.3513.68%
85%1979186.9%2.18%9124.628.93%1958088.48%3.93%11665.9710.37%
86%1908487.91%2.17%12056.3411.91%1857089.92%4.35%13437.2512.07%
87%1787988.63%1.83%11136.2511.18%1736790.35%3.7%13837.9912.29%
88%1606790.35%2.6%8815.59.12%1646490.79%3.07%15869.6714.62%
89%1446390.93%2.12%-38-0.27-0.37%1465891.65%2.89%11798.0710.55%
90%1305691.94%2.11%240.18-0.21%1395492.23%2.41%13319.5712.41%
91%1135192.66%1.79%-224-1.99-3.06%1214992.94%2.08%10148.388.96%
92%1044293.95%2.07%1381.320.58%1044493.66%1.77%62465.62%
93%903694.82%1.91%710.780.28%893794.67%1.76%3333.743.43%
94%782995.82%1.89%470.6-0.12%763694.82%0.86%3614.753.76%
95%652895.97%1.01%-174-2.68-1.86%653395.25%0.26%2914.473.33%
96%602396.69%0.71%-35-0.59-0.84%552396.69%0.71%3195.82.92%
97%481997.26%0.26%430.890.08%391497.98%1%1834.691.79%
98%301497.98%-0.03%-32-1.07-0.32%231198.41%0.41%773.340.68%
99%17599.28%0.28%19311.352.03%14699.13%0.13%-170-12.15-1.71%
Средняя
эффекти-
вность
99.9993%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 400

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34016875.82%1.08%4171.223.21%31314179.71%5.9%15845.0615.13%
76%32315977.12%1.45%2860.882.3%30013680.43%5.5%15875.2914.84%
77%30415278.12%1.43%2430.791.69%28512881.58%5.61%14385.0412.99%
78%28614778.84%1.06%430.150.07%26712082.73%5.71%10233.839.13%
79%27013980%1.25%-11-0.05-0.44%25411383.74%5.66%7462.935.24%
80%25312582.01%2.45%940.370.93%24310485.03%5.91%7262.984.96%
81%23711982.87%2.25%-133-0.57-1.34%2369686.18%6.01%10504.448.29%
82%22611383.74%2.07%1190.521.05%2259087.05%5.8%10144.58.04%
83%21010584.89%2.22%1680.81.4%2208487.91%5.58%13246.0111.19%
84%2019885.89%2.2%4312.144.11%2108188.34%4.91%15897.5614.04%
85%1869286.76%2.02%5372.885.22%1957589.2%4.7%14937.6513.38%
86%1798487.91%2.17%7153.997.17%1857089.92%4.35%13617.3512.37%
87%1707689.06%2.31%7974.687.78%1756790.35%3.7%14498.2813%
88%1607089.92%2.13%6854.287.16%1656390.93%3.22%177110.7316.26%
89%1426490.79%1.97%3912.754.56%1526091.36%2.58%157610.3614.15%
90%1305392.37%2.56%1861.431.87%1375492.23%2.41%11608.4610.56%
91%1144893.09%2.24%570.5-0.12%1154992.94%2.08%7626.626.55%
92%1054194.1%2.23%2482.361.6%1004393.81%1.92%7687.686.8%
93%913295.39%2.5%3143.452.49%913894.53%1.61%6056.645.88%
94%772895.97%2.05%1702.21.09%793095.68%1.75%5356.775.6%
95%632596.4%1.45%-13-0.21-0.32%652995.82%0.85%66710.266.7%
96%492296.83%0.85%-429-8.76-4.39%512097.12%1.15%2975.823.06%
97%391797.55%0.56%-271-6.95-2.9%381398.12%1.14%2717.132.54%
98%301398.12%0.12%-19-0.64-0.26%22998.7%0.7%-88-4-0.85%
99%14499.42%0.42%9871.13%12599.28%0.28%-201-16.75-1.96%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 450

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34217275.25%0.33%5381.574.07%30814279.56%5.73%15715.114.66%
76%32316076.97%1.26%4551.43.52%29013580.57%5.67%10743.710.03%
77%30115178.27%1.62%680.220.1%28012981.43%5.44%13004.6411.89%
78%29214778.84%1.06%5031.724.26%26611883.02%6.04%10714.028.27%
79%27714079.85%1.06%4871.754.23%25210884.46%6.46%8273.286.28%
80%25413081.29%1.58%1650.641.59%2429885.89%6.85%8553.536.55%
81%23612182.58%1.91%1020.430.74%2319786.04%5.85%10074.358.13%
82%22610784.6%3.07%1960.861.58%2208887.33%6.1%10354.78.55%
83%21310185.46%2.87%3211.52.99%2158587.76%5.42%13676.3511.91%
84%2019386.61%3.01%5122.544.96%2098288.2%4.76%15707.5114.02%
85%1888987.19%2.51%6163.276.1%1987589.2%4.7%16238.1914.63%
86%1738288.2%2.49%4632.674.62%1877089.92%4.35%17149.1615.67%
87%1647689.06%2.31%7494.567.44%1736590.64%4.01%14298.2612.82%
88%1516790.35%2.6%7184.757.03%1675991.51%3.83%175110.4816.13%
89%1396291.07%2.27%4363.133.95%1555891.65%2.89%166710.7515.08%
90%1275192.66%2.87%-14-0.12-0.74%1395691.94%2.11%157011.2913.99%
91%1164693.38%2.54%1721.481.22%1174793.23%2.39%8817.527.6%
92%1023894.53%2.67%1871.831.08%1044293.95%2.07%105510.149.64%
93%893295.39%2.5%3113.492.37%903594.96%2.06%96710.749.02%
94%742995.82%1.89%1862.511.48%763195.53%1.6%4936.485.02%
95%582496.54%1.59%-9-0.16-0.31%622796.11%1.15%4647.484.81%
96%452196.97%1%-374-8.32-3.86%512296.83%0.85%4749.295.15%
97%371797.55%0.56%-328-8.87-3.35%371497.98%1%25972.45%
98%281398.12%0.12%-97-3.47-1.04%241098.56%0.56%351.450.27%
99%15399.56%0.56%704.660.89%11599.28%0.28%-167-15.19-1.55%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 500

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34117075.53%0.7%2730.81.62%30214579.13%5.21%13114.3412.14%
76%32416376.54%0.7%4661.433.62%29213980%5%16455.6315.02%
77%30815278.12%1.43%2670.861.92%28012482.15%6.26%15615.5714.14%
78%29214379.42%1.78%5131.754.06%26711683.3%6.36%15105.6513.73%
79%27413880.14%1.42%2470.91.99%24510485.03%7.09%8673.536.57%
80%26313281%1.23%5542.15.29%23710085.61%6.55%8763.696.83%
81%23812082.73%2.09%1240.520.99%2289586.33%6.17%9284.077.48%
82%22410485.03%3.56%1770.791.32%2189186.9%5.63%11265.169.41%
83%2089786.04%3.53%1900.911.54%2128388.05%5.73%13526.3711.82%
84%1919087.05%3.5%1410.731.41%2077988.63%5.22%16357.8914.66%
85%1868487.91%3.31%5753.095.55%1977389.49%5.01%16298.2614.65%
86%1728088.48%2.8%6063.526.08%1867089.92%4.35%16138.6714.43%
87%1627489.35%2.63%8074.988.23%1776690.5%3.86%17449.8515.9%
88%1486790.35%2.6%7525.087.54%1686291.07%3.37%16419.7614.9%
89%1385991.51%2.74%8806.379.02%1615891.65%2.89%171910.6715.52%
90%1255192.66%2.87%5144.114.98%1425492.23%2.41%163011.4714.69%
91%1124493.66%2.84%820.730.19%1224893.09%2.24%140411.512.55%
92%1033894.53%2.67%1611.560.85%983794.67%2.82%8038.197.22%
93%883295.39%2.5%2232.531.61%893295.39%2.5%90410.158.37%
94%762596.4%2.48%4115.43.34%703195.53%1.6%4336.184.34%
95%532496.54%1.59%-13-0.25-0.84%612596.4%1.45%4797.855.04%
96%402196.97%1%-505-12.63-4.93%492097.12%1.15%4899.975%
97%331897.41%0.42%-421-12.76-4.31%331597.84%0.85%1123.390.95%
98%251298.27%0.27%-152-6.08-1.54%231098.56%0.56%-57-2.48-0.58%
99%11699.13%0.13%-88-8-0.94%12599.28%0.28%-227-18.92-2.29%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 550

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%31716076.97%2.55%680.21-0.01%31915377.98%3.82%12814.0112.14%
76%30415078.41%3.07%2200.721.33%30114379.42%4.3%10723.569.83%
77%29314579.13%2.69%3321.132.88%28313780.28%4.08%11664.1210.44%
78%27714179.71%2.14%2530.912%27212382.3%5.22%16466.0514.89%
79%26413181.15%2.64%870.320.79%25011184.02%5.97%75235.35%
80%25012681.87%2.28%-143-0.58-1.59%23710285.32%6.23%9403.967.39%
81%24012082.73%2.09%960.40.46%2269686.18%6.01%9804.338.02%
82%22711184.02%2.4%1740.761.58%2158587.76%6.56%11425.319.68%
83%21510584.89%2.22%3101.442.97%2057888.77%6.49%14447.0412.7%
84%2009786.04%2.37%1030.511.31%1957189.78%6.43%15097.7313.46%
85%1878687.62%2.99%3621.933.78%1856790.35%5.92%16258.7814.48%
86%1787988.63%2.96%8314.668.33%1776490.79%5.27%186110.5116.65%
87%1647389.49%2.78%7804.758.06%1645991.51%4.92%177310.8115.97%
88%1436291.07%3.37%6354.446.65%1565592.08%4.43%182911.7216.46%
89%1285791.79%3.03%5214.074.73%1435592.08%3.34%14189.9112.65%
90%1154693.38%3.61%3162.742.32%1315192.66%2.87%12579.5911.49%
91%1063894.53%3.73%2071.951.35%1244593.52%2.69%143411.5612.85%
92%893495.1%3.25%1041.160.62%1124194.1%2.23%130111.6111.72%
93%832796.11%3.23%2653.191.84%1033594.96%2.06%127412.3611.93%
94%692596.4%2.48%1712.470.86%843195.53%1.6%115113.711%
95%592496.54%1.59%140.23-0.34%582596.4%1.45%4056.984.13%
96%502296.83%0.85%1382.760.7%442097.12%1.15%461.040.4%
97%341897.41%0.42%-224-6.59-2.39%311497.98%1%943.030.75%
98%22998.7%0.7%-208-9.46-2.01%251098.56%0.56%-36-1.44-0.5%
99%11499.42%0.42%-13-1.19-0.02%9599.28%0.28%-311-34.56-3.06%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 600

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%31816176.83%2.38%1130.350.66%32015677.55%3.28%12924.0311.97%
76%30015477.84%2.36%810.27-0.1%30214279.56%4.47%10763.569.51%
77%28714279.56%3.21%3141.092.16%28713580.57%4.43%11704.0710.5%
78%27413880.14%2.67%1040.370.86%27212582.01%4.88%14875.4613.42%
79%26112981.43%2.98%1560.591.3%25511683.3%5.16%12905.0510.38%
80%24912781.72%2.1%870.340.38%24010385.17%6.07%9533.977.74%
81%24012082.73%2.09%550.220.28%2269486.47%6.32%10174.58.37%
82%23011383.74%2.07%1410.611.51%2148687.62%6.41%10474.899.06%
83%21710584.89%2.22%3061.413.29%2078088.48%6.19%15057.2713.5%
84%2059786.04%2.37%2661.293.05%1957489.35%5.98%15337.8613.81%
85%1858987.19%2.51%2421.32.89%1866890.21%5.77%17229.2515.68%
86%1747888.77%3.12%3772.164.26%1776390.93%5.42%188610.6517.08%
87%1626990.07%3.4%5943.666.22%1606091.36%4.77%164410.2714.69%
88%1426490.79%3.07%3752.643.47%1535392.37%4.73%173711.3515.92%
89%1265392.37%3.64%6194.915.67%1394793.23%4.53%13599.7712.36%
90%1124493.66%3.9%3683.282.8%1294593.52%3.76%11689.0510.55%
91%1003894.53%3.73%260.26-0.36%1214393.81%2.99%133411.0212.04%
92%883495.1%3.25%1201.360.79%1114094.24%2.37%133912.0612.32%
93%792895.97%3.09%1822.31.03%1043994.38%1.46%153914.7914.36%
94%702696.25%2.33%1381.970.47%873095.68%1.75%120613.8611.35%
95%602496.54%1.59%570.95-0.01%622596.4%1.45%55895.42%
96%512296.83%0.85%741.450.22%422097.12%1.15%932.210.74%
97%331897.41%0.42%-167-5.07-1.62%311697.69%0.7%30.09-0.34%
98%21798.99%1%-230-10.96-2.07%24898.84%0.84%-147-6.13-1.76%
99%13499.42%0.42%1219.31.32%10599.28%0.28%-231-23.1-2.19%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 650

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%31616376.54%2.01%-15-0.05-0.42%32915178.27%4.17%18385.5816.82%
76%30115377.98%2.53%1580.520.76%30514479.28%4.13%12414.0611.32%
77%29014678.99%2.51%4441.533.64%28913380.86%4.77%8202.836.12%
78%27513680.43%3.02%700.250.24%27612681.87%4.72%10853.938.42%
79%25713081.29%2.81%-191-0.75-2.17%26112182.58%4.33%14345.4911.92%
80%25312582.01%2.45%3261.282.95%24310884.46%5.28%13675.6211.44%
81%24112182.58%1.91%2350.972.15%2319885.89%5.69%11875.1310.23%
82%23611483.59%1.9%4762.014.67%2128887.33%6.1%9554.58.32%
83%22210684.74%2.05%3251.463.66%2078288.2%5.89%13576.5512.28%
84%2089686.18%2.52%3591.723.9%1987689.06%5.68%15557.8514.01%
85%1898987.19%2.51%2721.433.33%1846890.21%5.77%14387.8112.78%
86%1747788.92%3.28%4912.825.57%1736390.93%5.42%15558.9813.58%
87%1576590.64%4.01%4763.035.26%1665791.79%5.21%196111.8117.5%
88%1466390.93%3.22%5533.785.15%1524992.94%5.31%172911.3715.54%
89%1245791.79%3.03%3222.592.26%1424693.38%4.69%169211.9115.12%
90%1114593.52%3.76%5575.014.61%1304493.66%3.9%136010.4612.56%
91%993894.53%3.73%3303.332.53%1214293.95%3.13%134211.0912.31%
92%843495.1%3.25%-82-0.98-1.34%1134094.24%2.37%145412.8613.32%
93%752995.82%2.94%710.940.05%1043894.53%1.61%149514.3714.09%
94%692596.4%2.48%2864.142.18%883195.53%1.6%122713.9411.52%
95%592296.83%1.88%2734.622.01%652696.25%1.29%86513.37.94%
96%512196.97%1%2144.191.75%442196.97%1%1984.51.71%
97%321697.69%0.7%-212-6.63-2.17%321697.69%0.7%-93-2.91-1.2%
98%20998.7%0.7%-297-14.85-2.71%25898.84%0.84%-8-0.32-0.44%
99%13599.28%0.28%16212.462.04%9599.28%0.28%-422-46.89-4.51%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 700

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%31716176.83%2.38%1270.40.9%32915377.98%3.82%16014.8614.43%
76%30515677.55%1.99%3000.982.61%31014179.71%4.65%11163.68.85%
77%29414878.7%2.16%5601.94.89%29413880.14%3.91%10613.68.32%
78%27214079.85%2.31%-72-0.27-1.03%27813281%3.7%10813.888.56%
79%25913081.29%2.81%-186-0.72-1.91%26811982.87%4.66%15475.7713.19%
80%24912681.87%2.28%-121-0.49-1.31%25110984.31%5.11%18397.3216.12%
81%24512182.58%1.91%3591.463.45%22910285.32%5.06%9934.338.68%
82%23511283.88%2.24%3841.633.95%2169286.76%5.48%11655.3910.63%
83%22510485.03%2.38%3621.64.04%2068487.91%5.58%11965.810.75%
84%20810085.61%1.88%2301.12.6%1977788.92%5.53%14037.1212.28%
85%1958987.19%2.51%4372.244.79%1866890.21%5.77%14437.7512.93%
86%1768288.2%2.49%3762.133.69%1786091.36%5.86%180410.1316.43%
87%1576990.07%3.4%740.470.14%1665492.23%5.67%185711.1816.4%
88%1476291.07%3.37%4673.173.9%1535092.8%5.17%179411.7216.05%
89%1305592.08%3.34%5424.164.7%1424793.23%4.53%159811.2514.39%
90%1134693.38%3.61%6245.525.14%1304393.81%4.06%152411.7214.02%
91%983694.82%4.02%4274.353.15%1204393.81%2.99%141711.813.19%
92%863395.25%3.41%8610.3%1094094.24%2.37%138912.7412.63%
93%733095.68%2.8%340.46-0.09%1013694.82%1.91%137813.6412.8%
94%672596.4%2.48%1892.821.3%913295.39%1.45%139415.3113.24%
95%592296.83%1.88%3145.322.62%662895.97%1.01%72210.936.27%
96%512097.12%1.15%2274.452.09%472296.83%0.85%2846.042.34%
97%331597.84%0.85%-110-3.34-0.84%321497.98%1%-170-5.32-2%
98%22898.84%0.84%-130-5.91-0.68%25898.84%0.84%160.640%
99%11599.28%0.28%504.540.76%11699.13%0.13%-316-28.73-3.34%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 750

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%31816376.54%2.01%700.220.38%32815078.41%4.34%11893.629.37%
76%30715577.69%2.17%2500.812%31714379.42%4.3%12073.89.54%
77%29515078.41%1.79%5431.844.82%30213980%3.75%12824.2410.46%
78%27914279.56%1.96%4621.653.84%28713480.71%3.35%13884.8311.68%
79%26113281%2.46%-256-0.99-2.47%26912082.73%4.5%13384.9711.25%
80%25012681.87%2.28%-180-0.72-1.83%25811283.88%4.62%16476.3814.69%
81%24512382.3%1.57%3021.233.01%23610584.89%4.58%13715.812.2%
82%23411683.3%1.56%4862.074.92%2169486.47%5.16%9864.568.75%
83%22310684.74%2.05%820.361.3%2038388.05%5.73%8614.247.26%
84%21110185.46%1.7%2181.032.64%1997888.77%5.37%13596.8212.06%
85%1979386.61%1.85%1930.971.9%1846990.07%5.62%13477.3211.92%
86%1737888.77%3.12%-115-0.67-1.69%1776291.07%5.56%16599.3714.97%
87%1567189.78%3.09%330.21-0.06%1675691.94%5.37%189911.3717.43%
88%1456291.07%3.37%3472.392.84%1594992.94%5.31%216613.6219.8%
89%1305891.65%2.89%5304.074.31%1414693.38%4.69%164511.6615.16%
90%1144693.38%3.61%6305.525.23%1324293.95%4.2%175913.3216.26%
91%993794.67%3.87%3743.773%1194293.95%3.13%141511.8913.35%
92%883395.25%3.41%911.030.61%1094094.24%2.37%144913.2913.51%
93%782995.82%2.94%2102.691.61%993794.67%1.76%128112.9311.75%
94%662696.25%2.33%951.430.56%903195.53%1.6%117613.0610.61%
95%602296.83%1.88%3555.913.08%712895.97%1.01%96713.618.65%
96%521997.26%1.29%2284.382.08%482296.83%0.85%2445.082.13%
97%361697.69%0.7%792.191.01%321597.84%0.85%-162-5.07-1.84%
98%22898.84%0.84%-80-3.64-0.07%241098.56%0.56%-129-5.38-1.71%
99%10599.28%0.28%121.20.36%12699.13%0.13%-283-23.59-3.02%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 800

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33116476.4%1.83%5011.514.51%33415377.98%3.82%14174.2411.37%
76%30815577.69%2.17%2920.942.29%32014579.13%3.95%12013.759.58%
77%29915078.41%1.79%6352.125.7%30314079.85%3.56%12043.979.67%
78%28514379.42%1.78%6812.385.92%29213680.43%3.02%15105.1712.88%
79%26513580.57%1.94%300.11-0.08%27612382.3%4%16445.9514.44%
80%25512582.01%2.45%-197-0.78-2.08%25711683.3%3.96%11664.5310.22%
81%24512482.15%1.39%1640.661.7%24010684.74%4.41%12575.2311.3%
82%23711783.16%1.39%5762.435.79%2259786.04%4.69%13445.9712.2%
83%22610684.74%2.05%1580.692.08%2068687.62%5.27%9934.828.53%
84%21610285.32%1.54%3631.684.06%2007888.77%5.37%13996.9912.59%
85%1989386.61%1.85%1080.541.16%1836990.07%5.62%11916.510.47%
86%1827988.63%2.96%1290.70.79%1786291.07%5.56%16549.2914.86%
87%1627289.64%2.94%2671.642.02%1715592.08%5.51%195111.417.85%
88%1426390.93%3.22%1190.830.55%1595092.8%5.17%210313.2219.2%
89%1325691.94%3.19%5504.164.73%1444893.09%4.39%187813.0417.28%
90%1174793.23%3.46%6695.715.53%1334393.81%4.06%168712.6815.42%
91%1003994.38%3.58%1061.060.68%1204194.1%3.29%151412.6114.23%
92%883594.96%3.11%380.43-0.02%1104194.1%2.23%148613.513.93%
93%782995.82%2.94%1742.231.38%1013794.67%1.76%131713.0311.82%
94%682796.11%2.19%1552.271.1%923295.39%1.45%122313.2911.12%
95%622196.97%2.03%3335.372.75%733095.68%0.71%105714.479.58%
96%522097.12%1.15%2184.191.95%512296.83%0.85%2615.112.29%
97%371797.55%0.56%641.720.78%341697.69%0.7%-130-3.83-1.55%
98%23998.7%0.7%-57-2.480.11%241298.27%0.27%-58-2.42-1.35%
99%10599.28%0.28%-138-13.8-1.65%12699.13%0.13%-326-27.17-3.42%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 850

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33216676.11%1.45%5911.785%33615577.69%3.46%13844.1111.11%
76%30715977.12%1.45%1440.460.95%31914878.7%3.43%10743.368.39%
77%29915278.12%1.43%3271.092.42%30814379.42%3.04%12163.949.69%
78%28514479.28%1.61%5471.914.57%29713580.57%3.18%14965.0312.76%
79%26913980%1.25%1440.530.99%28312981.43%2.98%18836.6516.66%
80%25412681.87%2.28%-241-0.95-2.5%26511883.02%3.63%17246.515.21%
81%24512482.15%1.39%1020.411.12%24610784.6%4.25%11994.8710.5%
82%24011883.02%1.22%5562.315.7%2289786.04%4.69%13415.8812.27%
83%22611383.74%0.88%830.361.41%2079286.76%4.33%8744.227.43%
84%21910285.32%1.54%3171.443.66%2007788.92%5.53%12836.4111.53%
85%2009586.33%1.54%990.491.1%1897189.78%5.32%13156.9511.94%
86%1858288.2%2.49%1540.831.08%1796490.79%5.27%15858.8514.27%
87%1647389.49%2.78%1671.011.09%1705592.08%5.51%173010.1715.43%
88%1456590.64%2.91%1871.281.31%1615292.51%4.87%206612.8318.91%
89%1345891.65%2.89%5834.355.08%1484992.94%4.23%198413.418.24%
90%1215092.8%3.01%8006.616.78%1344393.81%4.06%168012.5315.39%
91%1054194.1%3.29%5585.314.97%1234293.95%3.13%162713.2215.2%
92%883594.96%3.11%380.43-0.02%1104194.1%2.23%142112.9113.34%
93%793095.68%2.8%1682.121.31%1043994.38%1.46%135513.0212.19%
94%682895.97%2.05%1512.221.07%933295.39%1.45%121213.0311%
95%622296.83%1.88%1292.080.99%793095.68%0.71%116414.7310.66%
96%522097.12%1.15%2164.151.91%542696.25%0.25%3526.513.28%
97%371697.69%0.7%2145.782.13%371797.55%0.56%-48-1.3-0.75%
98%231198.41%0.41%-34-1.480.3%241298.27%0.27%-88-3.67-1.64%
99%12599.28%0.28%615.080.83%15699.13%0.13%-203-13.54-2.36%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 900

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33716676.11%1.45%5331.584.78%33615677.55%3.28%12703.7710.13%
76%31216076.97%1.26%3741.193.17%32515078.41%3.07%13164.0410.63%
77%30015078.41%1.79%3781.262.9%31114579.13%2.69%12504.019.97%
78%28714878.7%0.88%4251.483.59%29913580.57%3.18%15845.2913.42%
79%27113980%1.25%2350.861.76%28512881.58%3.16%17946.2915.77%
80%25512981.43%1.75%-322-1.27-3.31%26611982.87%3.46%17826.6915.88%
81%24612482.15%1.39%-1-0.010.2%24511084.17%3.76%9573.98.28%
82%24112082.73%0.88%5092.115.26%2349985.75%4.37%14616.2413.34%
83%23111483.59%0.7%3891.684.45%2128987.19%4.8%10364.889.02%
84%22010784.6%0.7%3091.43.68%1998088.48%5.06%10205.129.09%
85%2069486.47%1.7%2181.052.37%1907189.78%5.32%12766.7111.54%
86%1858587.76%2%210.11-0.23%1816590.64%5.11%15998.8314.5%
87%1707389.49%2.78%3081.812.15%1715791.79%5.21%16159.4414.47%
88%1506790.35%2.6%3652.432.97%1615192.66%5.02%199912.4118.31%
89%1335891.65%2.89%4013.013.19%1474893.09%4.39%193113.1317.88%
90%1215192.66%2.87%7195.946.06%1364493.66%3.9%177613.0516.31%
91%1054293.95%3.13%4764.534.01%1244293.95%3.13%166613.4315.54%
92%903594.96%3.11%941.040.51%1114194.1%2.23%143412.9113.52%
93%803095.68%2.8%1942.421.56%1044094.24%1.31%131012.5911.79%
94%692895.97%2.05%1472.131.05%943495.1%1.15%118712.6210.79%
95%632196.97%2.03%3435.442.87%813195.53%0.55%108513.399.57%
96%522097.12%1.15%2204.232%532696.25%0.25%1683.161.24%
97%401897.41%0.42%3759.373.61%371997.26%0.26%-15-0.41-0.45%
98%231098.56%0.56%-35-1.530.29%241398.12%0.12%-109-4.55-1.81%
99%11599.28%0.28%262.360.44%15798.99%-0.02%-245-16.34-2.68%
Средняя
эффекти-
вность
100%99.9996%

Расчет эфективности Probability Channel для USDCHF, размер окна 950

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33916676.11%1.45%3951.163.41%34015677.55%3.28%14944.3912.21%
76%31716076.97%1.26%4091.293.49%32715178.27%2.9%13964.2611.41%
77%30315577.69%0.88%4271.43.72%31714579.13%2.69%13864.3711.29%
78%29114778.84%1.06%4951.74.17%29914079.85%2.31%13424.4811.01%
79%27214079.85%1.06%1360.50.8%28312781.72%3.32%14195.0112%
80%26112981.43%1.75%-31-0.12-0.43%26412082.73%3.29%10053.88.93%
81%24712482.15%1.39%-48-0.2-0.26%24811283.88%3.43%10274.148.92%
82%24112182.58%0.7%3911.624.19%2389985.75%4.37%14586.1213.19%
83%23311783.16%0.19%3551.524.16%2199087.05%4.65%13105.9811.76%
84%22511283.88%-0.15%6112.716.74%2008288.2%4.76%10485.249.31%
85%2079786.04%1.2%-3-0.02-0.33%1917189.78%5.32%12496.5311.19%
86%1878887.33%1.52%210.11-0.21%1856590.64%5.11%17959.716.46%
87%1717489.35%2.63%1881.090.95%1725891.65%5.07%16249.4414.6%
88%1516790.35%2.6%3092.042.43%1635292.51%4.87%199812.2518.26%
89%1355891.65%2.89%3852.853%1494992.94%4.23%195413.1118.11%
90%1205292.51%2.71%5024.184.05%1364493.66%3.9%175312.8816.04%
91%1064194.1%3.29%4584.323.8%1264293.95%3.13%168313.3515.7%
92%933594.96%3.11%2472.652.02%1134194.1%2.23%153213.5514.52%
93%813295.39%2.5%2142.641.75%1044194.1%1.16%133812.8612.04%
94%732895.97%2.05%2823.862.4%953495.1%1.15%121712.8110.98%
95%632196.97%2.03%1302.061.03%813195.53%0.55%103012.719.03%
96%532097.12%1.15%2334.392.14%542796.11%0.11%2083.851.92%
97%401797.55%0.56%3087.73%392097.12%0.12%-29-0.75-0.6%
98%231198.41%0.41%-62-2.70.02%261398.12%0.12%501.920.12%
99%12599.28%0.28%443.660.58%16798.99%-0.02%-209-13.07-2.39%
Средняя
эффекти-
вность
99.9952%99.9996%

Расчет эфективности Probability Channel для USDCHF, размер окна 1000

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34317075.53%0.7%5181.514.42%34315777.41%3.11%16044.6713.18%
76%32316176.83%1.08%4621.434.26%33015178.27%2.9%15504.6912.8%
77%30515877.26%0.33%4011.313.51%31714678.99%2.51%14194.4711.49%
78%29514978.56%0.71%5811.964.97%30414479.28%1.61%14484.7611.74%
79%27514279.56%0.7%1520.551.12%28412881.58%3.16%14305.0311.91%
80%26413281%1.23%970.360.71%26211982.87%3.46%8923.47.76%
81%24812681.87%1.06%-184-0.75-1.67%25111383.74%3.27%12705.0511.69%
82%24212282.44%0.53%3131.293.28%2379985.75%4.37%13185.5611.76%
83%23611982.87%-0.16%3171.343.81%2208987.19%4.8%12755.7911.32%
84%22611283.88%-0.15%5202.35.8%2038388.05%4.59%11245.539.96%
85%20810185.46%0.53%1050.51.16%1907689.06%4.55%12266.4510.85%
86%1939286.76%0.87%850.440.47%1876790.35%4.81%18059.6516.47%
87%1767788.92%2.15%2711.532.15%1716091.36%4.77%15579.113.83%
88%1546890.21%2.44%2581.671.94%1635292.51%4.87%190711.6917.33%
89%1395991.51%2.74%4313.13.51%1495192.66%3.94%192912.9417.78%
90%1235492.23%2.41%5224.244.21%1394593.52%3.76%187713.517.26%
91%1054293.95%3.13%3323.162.56%1264293.95%3.13%165613.1415.41%
92%953794.67%2.82%2172.281.75%1134194.1%2.23%160214.1715.04%
93%813395.25%2.36%1561.921.17%1044194.1%1.16%132212.7111.85%
94%732895.97%2.05%2393.271.98%953495.1%1.15%118912.5110.68%
95%662196.97%2.03%4156.283.66%853295.39%0.4%118113.8910.81%
96%532097.12%1.15%2063.881.87%572895.97%-0.04%2714.752.53%
97%401997.26%0.26%2365.92.27%402097.12%0.12%120.3-0.16%
98%231198.41%0.41%-110-4.79-0.47%271398.12%0.12%411.510.01%
99%13599.28%0.28%886.761.15%18798.99%-0.02%-168-9.34-1.99%
Средняя
эффекти-
вность
99.99%99.9984%

Расчет эфективности Probability Channel для USDCHF, размер окна 1050

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38418872.94%-2.83%7862.046.93%32615178.27%4.17%12693.899.98%
76%36818173.95%-2.78%9042.457.97%31614878.7%3.43%14774.6712.03%
77%35217375.1%-2.53%9522.78.45%30213980%3.75%12734.2110.32%
78%33016476.4%-2.1%9282.818.43%28412981.43%4.21%10683.768.42%
79%30515477.84%-1.5%5011.644.37%27312582.01%3.67%8713.196.95%
80%28014579.13%-1.1%4451.583.75%26512082.73%3.29%10804.079.27%
81%26313480.71%-0.36%1920.731.78%26011683.3%2.76%12854.9411.53%
82%24712482.15%0.18%3491.413.76%25010684.74%3.23%14655.8613.42%
83%23411883.02%0.02%3741.594.28%24010185.46%2.87%14496.0312.93%
84%21610485.03%1.21%2311.062.93%2269087.05%3.5%12235.4110.98%
85%1969186.9%2.18%2021.032.79%2178787.48%2.83%13616.2712.45%
86%1867988.63%2.96%3992.143.9%2078188.34%2.64%12606.0810.85%
87%1747589.2%2.46%4632.663.97%1937988.63%1.83%13727.111.99%
88%1537189.78%1.98%2191.431.27%1796291.07%3.37%16679.3114.98%
89%1476490.79%1.97%4362.963.5%1585791.79%3.03%15149.5813.72%
90%1385791.79%1.95%6614.785.78%1464893.09%3.31%186612.7817.35%
91%1285392.37%1.48%5614.384.85%1274393.81%2.99%174213.7116.13%
92%1054693.38%1.47%-213-2.03-2.6%1094194.1%2.23%129111.8411.85%
93%903694.82%1.91%1311.450.77%953894.53%1.61%119812.6110.4%
94%732796.11%2.19%2403.281.96%853395.25%1.31%119414.0410.25%
95%572097.12%2.18%1091.910.92%732895.97%1.01%87411.977.64%
96%461897.41%1.44%3467.523.26%652796.11%0.11%81012.467.13%
97%351797.55%0.56%-76-2.18-0.28%502396.69%-0.33%3997.983.57%
98%261497.98%-0.03%-186-7.16-1.14%301398.12%0.12%571.90.3%
99%12699.13%0.13%131.080.36%17798.99%-0.02%-311-18.3-3.26%
Средняя
эффекти-
вность
99.602%99.9872%

Расчет эфективности Probability Channel для USDCHF, размер окна 1100

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38518872.94%-2.83%7181.866.2%32615377.98%3.82%13484.1310.97%
76%37718473.52%-3.38%11383.0110.31%31114678.99%3.78%11883.819.22%
77%35417574.82%-2.92%8142.297.01%30013880.14%3.91%11753.919.27%
78%33416576.25%-2.3%8542.557.9%28412981.43%4.21%9613.387.28%
79%30415577.69%-1.69%3271.072.71%27312582.01%3.67%8373.066.57%
80%28214678.99%-1.28%4151.473.4%26511982.87%3.46%9843.718.31%
81%26213181.15%0.18%860.320.74%25911683.3%2.76%12624.8711.24%
82%24612382.3%0.36%330.130.63%25110784.6%3.07%13965.5612.88%
83%23711982.87%-0.16%4892.065.24%2429985.75%3.2%17347.1616.06%
84%21910584.89%1.04%43925%2269186.9%3.33%13065.7711.64%
85%2019386.61%1.85%3041.513.84%2168787.48%2.83%13676.3212.43%
86%1858188.34%2.64%2491.342.35%2068188.34%2.64%13606.612.13%
87%1737589.2%2.46%3011.732.45%1957788.92%2.15%14577.4712.87%
88%1577189.78%1.98%3021.922.33%1786490.79%3.07%15908.9314.16%
89%1476390.93%2.12%4072.763.15%1625691.94%3.19%166410.2715.21%
90%1385891.65%1.8%5273.814.53%1464693.38%3.61%178712.2316.59%
91%1295392.37%1.48%5674.394.87%1294493.66%2.84%178513.8316.58%
92%1054793.23%1.31%-255-2.43-2.9%1104194.1%2.23%139812.713.24%
93%923694.82%1.91%1501.631.03%953994.38%1.46%118312.4510.19%
94%742796.11%2.19%1702.291.32%853395.25%1.31%123714.5510.99%
95%582097.12%2.18%1031.770.82%732895.97%1.01%85411.697.41%
96%471997.26%1.29%3337.083.13%652895.97%-0.04%77811.966.8%
97%351797.55%0.56%-101-2.89-0.52%492396.69%-0.33%3316.752.89%
98%271497.98%-0.03%-192-7.12-1.18%311497.98%-0.03%551.770.24%
99%12599.28%0.28%1210.33%17798.99%-0.02%-318-18.71-3.34%
Средняя
эффекти-
вность
99.5624%99.9852%

Расчет эфективности Probability Channel для USDCHF, размер окна 1150

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38918972.8%-3.03%9032.328.3%32715477.84%3.64%14034.2911.5%
76%37718673.23%-3.79%10762.859.56%31014778.84%3.6%124249.69%
77%35517574.82%-2.92%8112.286.85%30013480.71%4.59%120149.47%
78%33616576.25%-2.3%6191.845.61%28312781.72%4.55%9373.316.99%
79%30815677.55%-1.87%6452.095.94%27212482.15%3.83%8052.956.22%
80%28514678.99%-1.28%2971.042.64%26512082.73%3.29%9953.758.32%
81%26313281%0%1140.430.95%25911483.59%3.09%12754.9211.3%
82%24912582.01%0.01%700.280.82%24910584.89%3.4%15176.0913.88%
83%23711982.87%-0.16%3551.493.89%2409885.89%3.36%16426.8415.13%
84%22510684.74%0.87%6182.746.61%2259186.9%3.33%12645.6111.33%
85%2009586.33%1.54%2701.353.42%2158687.62%2.99%13666.3512.34%
86%1878188.34%2.64%4822.575.29%2058188.34%2.64%14407.0213.22%
87%1757589.2%2.46%4742.74.55%1927888.77%1.99%14207.3912.4%
88%1547189.78%1.98%1621.050.86%1776590.64%2.91%16119.114.27%
89%1476690.5%1.65%3692.512.68%1595891.65%2.89%15329.6313.79%
90%1395791.79%1.95%5303.814.51%1464793.23%3.46%176912.1116.33%
91%1305492.23%1.33%6254.85.59%1304393.81%2.99%183814.1317.12%
92%1074793.23%1.31%-197-1.85-2.43%1104194.1%2.23%139612.6913.21%
93%963594.96%2.06%1831.91.24%964094.24%1.31%121612.6610.57%
94%742895.97%2.05%1512.041.06%843295.39%1.45%115313.7210.16%
95%582196.97%2.03%861.480.65%732895.97%1.01%84011.57.24%
96%481997.26%1.29%3667.623.39%662895.97%-0.04%80712.227%
97%351797.55%0.56%-111-3.18-0.66%502396.69%-0.33%3206.42.75%
98%271497.98%-0.03%-205-7.6-1.35%311398.12%0.12%491.580.16%
99%12599.28%0.28%161.330.35%17798.99%-0.02%-318-18.71-3.35%
Средняя
эффекти-
вность
99.5396%99.986%

Расчет эфективности Probability Channel для USDCHF, размер окна 1200

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38918972.8%-3.03%9102.338.45%32615477.84%3.64%13704.211.15%
76%37918773.09%-3.99%10412.749.22%30814878.7%3.43%10853.528.05%
77%35617674.67%-3.13%7162.015.83%29513580.57%4.43%9493.216.97%
78%33316676.11%-2.49%4861.454.27%28312881.58%4.38%10093.567.8%
79%30815777.41%-2.06%3171.022.74%27012382.3%4%8092.996.21%
80%28714778.84%-1.48%3341.162.89%26411982.87%3.46%10303.98.6%
81%26413580.57%-0.54%540.20.25%25911383.74%3.27%13255.1111.74%
82%24712582.01%0.01%-22-0.09-0.17%25010385.17%3.72%15966.3814.65%
83%23712082.73%-0.33%5252.215.33%2389885.89%3.36%15326.4313.9%
84%22310485.03%1.21%4421.984.76%2239087.05%3.5%11235.0310.03%
85%2009786.04%1.2%2161.082.81%2148687.62%2.99%13196.1611.84%
86%1888188.34%2.64%5082.75.57%2048088.48%2.8%14667.1813.38%
87%1767788.92%2.15%4942.84.75%1917489.35%2.63%13977.3112.16%
88%1567089.92%2.13%2531.621.69%1776590.64%2.91%16939.5615.11%
89%1476490.79%1.97%3592.442.49%1595791.79%3.03%15559.7713.93%
90%1395991.51%1.65%5133.694.25%1454793.23%3.46%174812.0516.04%
91%1315492.23%1.33%6434.95.8%1284393.81%2.99%180714.1116.74%
92%1084893.09%1.17%-187-1.74-2.35%1114293.95%2.07%141812.7713.39%
93%953794.67%1.76%1351.420.68%973894.53%1.61%129013.2911.47%
94%762995.82%1.89%2162.841.7%833295.39%1.45%89710.87.93%
95%582296.83%1.88%911.560.64%732895.97%1.01%84911.637.28%
96%481997.26%1.29%3617.523.3%652895.97%-0.04%80512.386.96%
97%351797.55%0.56%-108-3.09-0.65%502296.83%-0.18%4228.444%
98%271497.98%-0.03%-212-7.86-1.46%311497.98%-0.03%6220.25%
99%12599.28%0.28%302.50.45%17798.99%-0.02%-303-17.83-3.23%
Средняя
эффекти-
вность
99.4881%99.9908%

Расчет эфективности Probability Channel для USDCHF, размер окна 1250

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%39019072.66%-3.23%9282.378.52%32515278.12%3.99%14514.4611.87%
76%37718773.09%-3.99%9302.468%30914579.13%3.95%12604.079.76%
77%36017874.38%-3.53%9552.658.25%29413380.86%4.77%9803.337.27%
78%33516676.11%-2.49%5331.594.52%28212781.72%4.55%10893.868.48%
79%30915977.12%-2.44%5881.95.3%26812482.15%3.83%7162.675.41%
80%28714878.7%-1.66%4241.474.01%26311982.87%3.46%10774.099.01%
81%26513480.71%-0.36%1890.711.57%25611184.02%3.59%12955.0511.48%
82%24612482.15%0.18%-33-0.14-0.28%24810385.17%3.72%1489613.68%
83%23711883.02%0.02%2411.012.83%2379786.04%3.53%15366.4813.96%
84%22210584.89%1.04%4261.914.55%2219087.05%3.5%1107510.01%
85%2019786.04%1.2%3001.493.57%2148487.91%3.31%14076.5712.6%
86%1918188.34%2.64%7013.677.5%2028088.48%2.8%13946.912.71%
87%1767589.2%2.46%5052.864.91%1907289.64%2.94%15498.1514%
88%1567089.92%2.13%2751.761.96%1756590.64%2.91%17209.8215.27%
89%1486690.5%1.65%4072.752.95%1565691.94%3.19%15389.8513.69%
90%1395691.94%2.11%5463.924.52%1414693.38%3.61%159111.2814.51%
91%1295392.37%1.48%2141.651.63%1274393.81%2.99%163412.8615.15%
92%1094893.09%1.17%-104-0.96-1.34%1104293.95%2.07%139812.713.17%
93%943694.82%1.91%1701.80.95%963894.53%1.61%126113.1311.37%
94%752995.82%1.89%2142.851.64%833295.39%1.45%89610.797.98%
95%582296.83%1.88%1121.930.79%732895.97%1.01%87211.947.44%
96%481997.26%1.29%3868.043.5%632895.97%-0.04%72411.496.23%
97%351797.55%0.56%-97-2.78-0.57%522396.69%-0.33%5159.94.84%
98%271497.98%-0.03%-209-7.75-1.48%301398.12%0.12%501.660.13%
99%12599.28%0.28%584.830.68%17699.13%0.13%-268-15.77-2.93%
Средняя
эффекти-
вность
99.47%99.9864%

Расчет эфективности Probability Channel для USDCHF, размер окна 1300

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%39118972.8%-3.03%9652.468.84%32215278.12%3.99%13614.2210.93%
76%37918773.09%-3.99%10562.789.35%30514479.28%4.13%11153.658.25%
77%35917574.82%-2.92%9382.617.96%29113380.86%4.77%9533.276.95%
78%33516576.25%-2.3%5631.684.76%28012781.72%4.55%10703.828.11%
79%30615877.26%-2.26%3801.242.96%26612282.44%4.17%7582.845.76%
80%28614878.7%-1.66%1670.581.3%26211982.87%3.46%10053.838.4%
81%26313081.29%0.35%80.03-0.29%25510984.31%3.92%13275.211.84%
82%24512482.15%0.18%340.130.22%24810185.46%4.04%16466.6315.17%
83%23612082.73%-0.33%2401.012.7%2349486.47%4.01%14916.3713.76%
84%22110584.89%1.04%3421.543.85%2198987.19%3.65%11975.4610.82%
85%1989486.47%1.7%2031.022.6%2128487.91%3.31%14406.7912.92%
86%1898288.2%2.49%6483.426.96%2018088.48%2.8%15067.4913.71%
87%1757589.2%2.46%6793.887.4%1917189.78%3.09%17449.1315.81%
88%1587189.78%1.98%5783.655.36%1716390.93%3.22%16289.5214.48%
89%1486590.64%1.8%5053.414.11%1555592.08%3.34%165510.6714.66%
90%1365691.94%2.11%3382.482.63%1394593.52%3.76%167012.0115.22%
91%1295392.37%1.48%1531.181.17%1244393.81%2.99%154012.4114.28%
92%1084493.66%1.77%-73-0.68-1.13%1104194.1%2.23%147613.4113.85%
93%913694.82%1.91%850.930.13%963894.53%1.61%135214.0812.19%
94%752895.97%2.05%2573.421.97%823095.68%1.75%87310.647.7%
95%582296.83%1.88%1422.441.01%732895.97%1.01%95613.098.14%
96%472097.12%1.15%1954.141.82%592895.97%-0.04%3025.112.69%
97%341797.55%0.56%-137-4.03-0.95%492296.83%-0.18%3617.363.51%
98%271497.98%-0.03%-201-7.45-1.45%281298.27%0.27%-3-0.11-0.33%
99%12599.28%0.28%756.250.82%17599.28%0.28%-212-12.48-2.45%
Средняя
эффекти-
вность
99.5053%99.992%

Расчет эфективности Probability Channel для USDCHF, размер окна 1350

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%39019072.66%-3.23%9682.488.85%31915278.12%3.99%13734.311.06%
76%37918673.23%-3.79%11963.1510.89%30414279.56%4.47%10123.327.43%
77%35917774.53%-3.32%10752.999.19%28613181.15%5.11%7962.785.58%
78%33616576.25%-2.3%8042.396.95%27712681.87%4.72%7282.625.26%
79%30715777.41%-2.06%5951.934.99%26612282.44%4.17%8523.26.68%
80%28414678.99%-1.28%1350.471%26211783.16%3.79%10954.179.26%
81%26413380.86%-0.18%1170.440.49%25410784.6%4.25%13635.3612.22%
82%24612382.3%0.36%1250.51.07%24410085.61%4.21%15626.414.2%
83%23512082.73%-0.33%2701.143.01%2319486.47%4.01%13535.8512.37%
84%21710584.89%1.04%2401.12.87%2178887.33%3.81%11825.4410.4%
85%1989286.76%2.02%2681.353.2%2098388.05%3.46%13596.512.17%
86%1908288.2%2.49%7383.887.8%1997988.63%2.96%15237.6513.97%
87%1747589.2%2.46%7024.037.55%1867189.78%3.09%16368.7914.91%
88%1567089.92%2.13%5113.274.65%1676291.07%3.37%14558.7112.84%
89%1456590.64%1.8%3332.292.56%1495592.08%3.34%14199.5212.61%
90%1365592.08%2.25%3772.772.97%1384593.52%3.76%169312.2615.47%
91%1265392.37%1.48%330.26-0.09%1204393.81%2.99%147312.2713.59%
92%1094493.66%1.77%270.24-0.23%1104194.1%2.23%154814.0714.53%
93%923794.67%1.76%1992.161.17%923894.53%1.61%98910.759.09%
94%762796.11%2.19%3534.643.03%823095.68%1.75%92511.288.19%
95%582296.83%1.88%1773.051.34%712895.97%1.01%83611.777.05%
96%452097.12%1.15%1473.261.36%572796.11%0.11%2885.052.55%
97%331597.84%0.85%-179-5.43-1.38%492296.83%-0.18%4398.954.19%
98%271398.12%0.12%-171-6.34-1.21%271198.41%0.41%-115-4.26-1.29%
99%13599.28%0.28%1259.611.25%17599.28%0.28%-171-10.06-2.1%
Средняя
эффекти-
вность
99.5064%99.9932%

Расчет эфективности Probability Channel для USDCHF, размер окна 1400

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38818872.94%-2.83%9642.488.8%31615178.27%4.17%13724.3410.98%
76%37818773.09%-3.99%11683.0810.37%30314179.71%4.65%11053.648.34%
77%35917674.67%-3.13%9602.678.35%28612881.58%5.61%8853.096.43%
78%33316576.25%-2.3%8402.527.27%27412681.87%4.72%6452.354.47%
79%30615677.55%-1.87%4321.413.82%26512182.58%4.33%7732.915.94%
80%28314479.28%-0.91%2010.711.57%26311783.16%3.79%13735.2211.79%
81%25913281%0%790.30.32%25310884.46%4.09%14195.612.78%
82%24312382.3%0.36%-103-0.43-0.9%2419985.75%4.37%15216.3113.79%
83%23211982.87%-0.16%2220.952.45%2289386.61%4.16%13786.0412.52%
84%21410584.89%1.04%2401.122.84%2178887.33%3.81%12795.8911.31%
85%1989286.76%2.02%3411.723.88%2068388.05%3.46%13116.3611.7%
86%1858188.34%2.64%5973.226.53%1967988.63%2.96%15247.7713.94%
87%1747489.35%2.63%7694.418.24%1846990.07%3.4%17019.2415.49%
88%1576990.07%2.29%6344.035.74%1666091.36%3.67%14558.7612.91%
89%1456291.07%2.27%3392.332.37%1495492.23%3.5%152910.2613.66%
90%1365492.23%2.41%4513.313.7%1374593.52%3.76%174212.7115.93%
91%1255292.51%1.63%20.01-0.26%1194393.81%2.99%153412.8914.16%
92%1074593.52%1.62%350.32-0.16%1054194.1%2.23%140113.3413.2%
93%913495.1%2.2%1721.891.01%923894.53%1.61%102811.179.46%
94%722396.69%2.78%811.120.35%822995.82%1.89%95511.648.48%
95%572296.83%1.88%2223.891.76%692895.97%1.01%72810.556.15%
96%442097.12%1.15%1733.931.59%562796.11%0.11%3045.422.69%
97%321597.84%0.85%-203-6.35-1.57%482296.83%-0.18%4178.683.98%
98%271298.27%0.27%-112-4.15-0.65%25998.7%0.7%-223-8.92-2.25%
99%11599.28%0.28%141.270.29%16599.28%0.28%-197-12.32-2.32%
Средняя
эффекти-
вность
99.5461%99.9932%

Расчет эфективности Probability Channel для USDCHF, размер окна 1450

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38818972.8%-3.03%10332.669.4%31315078.41%4.34%12273.929.58%
76%37818673.23%-3.79%12523.3111.26%30013780.28%5.33%10283.427.62%
77%35217674.67%-3.13%6591.875.49%28512981.43%5.44%8993.156.6%
78%32916476.4%-2.1%6071.845.13%27312582.01%4.88%6982.555.04%
79%30315677.55%-1.87%3211.052.77%26512182.58%4.33%8903.357.12%
80%27914279.56%-0.56%1340.480.9%26011483.59%4.29%11944.5910.32%
81%25613281%0%120.04-0.24%25210684.74%4.41%14735.8413.33%
82%24212282.44%0.53%-89-0.37-0.82%2429985.75%4.37%16786.9315.33%
83%23211982.87%-0.16%2871.233.11%2269286.76%4.33%12045.3211.03%
84%21210684.74%0.87%2801.323.26%2168787.48%3.97%1297611.51%
85%2019087.05%2.35%4832.45.27%2058288.2%3.62%13946.812.53%
86%1848188.34%2.64%6503.537.01%1937589.2%3.58%14877.713.68%
87%1717389.49%2.78%6904.037.41%1816790.35%3.7%16379.0414.51%
88%1576890.21%2.44%6964.436.43%1645891.65%3.98%14758.9913.14%
89%1446191.22%2.43%3882.693.04%1485292.51%3.79%157610.6414.12%
90%1345392.37%2.56%3202.382.5%1354593.52%3.76%173712.8615.92%
91%1215292.51%1.63%40.03-0.31%1174393.81%2.99%147412.5913.6%
92%1064194.1%2.23%750.70.17%1034194.1%2.23%140413.6313.25%
93%883794.67%1.76%1311.480.6%893894.53%1.61%91810.318.47%
94%732296.83%2.92%1451.981.03%822995.82%1.89%100612.268.97%
95%562296.83%1.88%2193.911.71%682895.97%1.01%79811.736.79%
96%442097.12%1.15%1904.311.73%562796.11%0.11%4528.074.04%
97%321597.84%0.85%-197-6.16-1.53%462396.69%-0.33%4289.34.07%
98%271298.27%0.27%-84-3.12-0.42%25898.84%0.84%-189-7.56-1.94%
99%11599.28%0.28%544.90.84%15599.28%0.28%-177-11.8-2.15%
Средняя
эффекти-
вность
99.5633%99.9876%

Расчет эфективности Probability Channel для USDCHF, размер окна 1500

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38618872.94%-2.83%9932.579.01%31115078.41%4.34%11783.789.17%
76%37918573.38%-3.58%13763.6312.43%29913480.71%5.83%11183.738.54%
77%35317574.82%-2.92%7152.026%28212781.72%5.77%9013.196.66%
78%32616376.54%-1.91%4201.283.28%27112582.01%4.88%7442.745.48%
79%30015577.69%-1.69%1700.561.29%26412182.58%4.33%9423.567.65%
80%27914179.71%-0.37%1790.641.33%25911483.59%4.29%12564.8410.92%
81%25713181.15%0.18%750.290.4%24910584.89%4.58%13925.5912.72%
82%24112382.3%0.36%-258-1.08-2.45%2409786.04%4.69%16706.9515.28%
83%23211883.02%0.02%3461.493.64%2259186.9%4.48%12445.5211.42%
84%21310485.03%1.21%3491.633.85%2168687.62%4.13%13796.3812.3%
85%2019087.05%2.35%5352.665.74%2038088.48%3.93%13306.5512.01%
86%1838188.34%2.64%6693.657.18%1927289.64%4.06%16068.3614.8%
87%1707289.64%2.94%7124.187.64%1796590.64%4.01%16159.0214.13%
88%1586890.21%2.44%7074.476.4%1615991.51%3.83%14719.1312.95%
89%1426191.22%2.43%2982.091.92%1475092.8%4.09%168011.4215.15%
90%1335492.23%2.41%-38-0.29-0.82%1324593.52%3.76%165312.5215.2%
91%1205292.51%1.63%-7-0.06-0.38%1174393.81%2.99%159713.6414.76%
92%1034293.95%2.07%460.44-0.12%1024194.1%2.23%143414.0513.51%
93%883395.25%2.36%1451.640.79%893894.53%1.61%96910.888.93%
94%712296.83%2.92%1121.570.65%802995.82%1.89%96812.18.51%
95%562296.83%1.88%2344.171.86%672895.97%1.01%4867.254.17%
96%442097.12%1.15%2054.651.88%542796.11%0.11%1963.621.77%
97%321597.84%0.85%-191-5.97-1.47%432196.97%-0.04%2686.232.5%
98%261298.27%0.27%-95-3.66-0.5%25798.99%1%-165-6.6-1.73%
99%9599.28%0.28%-42-4.67-0.25%11499.42%0.42%-260-23.64-2.9%
Средняя
эффекти-
вность
99.6032%99.9988%

Расчет эфективности Probability Channel для USDCHF, размер окна 1550

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38618972.8%-3.03%10612.749.65%30814978.56%4.53%10173.37.41%
76%37518373.66%-3.18%12053.2110.62%29413480.71%5.83%8802.996.29%
77%34817474.96%-2.73%6331.815.22%28212781.72%5.77%9573.397.23%
78%32516176.83%-1.53%4211.293.26%27012482.15%5.05%7852.95.9%
79%29915577.69%-1.69%1690.561.39%26312082.73%4.5%10083.838.33%
80%27813980%0%1830.651.28%25711383.74%4.46%12554.8811.05%
81%25613281%0%720.280.29%25010385.17%4.89%16176.4614.74%
82%24112382.3%0.36%-192-0.8-1.78%2399786.04%4.69%17047.1215.56%
83%23011883.02%0.02%3641.583.8%2229186.9%4.48%12415.5911.33%
84%21210185.46%1.7%4332.044.65%2138687.62%4.13%13356.2611.91%
85%1988987.19%2.51%5112.585.42%2018088.48%3.93%13796.8612.46%
86%1838188.34%2.64%7113.887.56%1907189.78%4.21%15848.3314.25%
87%1667289.64%2.94%6944.187.38%1726490.79%4.17%15448.9713.47%
88%1556790.35%2.6%4953.194.52%1595791.79%4.12%15339.6413.51%
89%1436191.22%2.43%3802.652.68%1455092.8%4.09%162011.1714.66%
90%1345492.23%2.41%1230.910.6%1314493.66%3.9%163512.4815.13%
91%1165192.66%1.79%-157-1.36-1.84%1134393.81%2.99%147113.0113.69%
92%1034194.1%2.23%1181.140.57%1014194.1%2.23%149014.7514.01%
93%883594.96%2.06%1792.031.1%883694.82%1.91%93510.628.63%
94%722296.83%2.92%1472.040.99%782995.82%1.89%96612.388.47%
95%562296.83%1.88%2484.421.99%672895.97%1.01%5458.134.71%
96%442097.12%1.15%2174.931.99%532796.11%0.11%2224.181.99%
97%321597.84%0.85%-180-5.63-1.36%422097.12%0.12%3478.263.2%
98%261298.27%0.27%-88-3.39-0.43%24798.99%1%-137-5.71-1.48%
99%10599.28%0.28%-13-1.30.05%10499.42%0.42%-242-24.2-2.74%
Средняя
эффекти-
вность
99.6376%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1600

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38619072.66%-3.23%11142.8810.09%30714878.7%4.7%9873.217.11%
76%37318473.52%-3.38%10592.839.19%29413480.71%5.83%9133.16.67%
77%34717075.53%-1.95%5411.554.29%28212781.72%5.77%9973.537.68%
78%32216276.69%-1.71%4191.33.15%26912382.3%5.22%7192.675.43%
79%29615377.98%-1.31%510.170.28%26312082.73%4.5%10393.958.67%
80%28013980%0%4861.734.55%26011283.88%4.62%15595.9913.82%
81%25512981.43%0.52%390.150.16%24910185.46%5.21%16476.6115.12%
82%23912382.3%0.36%-150-0.63-1.48%2339786.04%4.69%13465.7712.21%
83%22711683.3%0.36%2140.942.5%2219087.05%4.65%12575.6811.35%
84%20810085.61%1.88%2411.152.8%2118587.76%4.28%1267611.34%
85%1969087.05%2.35%4702.395.07%2007988.63%4.09%14257.1212.96%
86%1838188.34%2.64%7814.268.22%1917289.64%4.06%16808.7915.22%
87%1687289.64%2.94%7814.648.26%1696490.79%4.17%14328.4712.56%
88%1546790.35%2.6%5513.575.04%1565592.08%4.43%15549.9613.74%
89%1396191.22%2.43%2872.061.82%1434992.94%4.23%158511.0814.32%
90%1335392.37%2.56%4113.093.37%1274493.66%3.9%157512.414.55%
91%1155092.8%1.93%-113-0.99-1.4%1094293.95%3.13%127111.6611.79%
92%1034094.24%2.37%1641.591.04%1004194.1%2.23%150415.0414.13%
93%863395.25%2.36%1621.881.02%833395.25%2.36%7398.96.4%
94%712296.83%2.92%1782.51.28%782995.82%1.89%99212.718.73%
95%542296.83%1.88%2314.271.87%672796.11%1.15%5648.414.92%
96%432097.12%1.15%1543.581.46%532696.25%0.25%2604.92.36%
97%321597.84%0.85%-175-5.47-1.31%411997.26%0.26%3298.023.06%
98%261298.27%0.27%-83-3.2-0.37%22798.99%1%-132-6-1.43%
99%10599.28%0.28%-22-2.2-0.04%9499.42%0.42%-285-31.67-3.1%
Средняя
эффекти-
вность
99.6552%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1650

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38619172.51%-3.44%11262.9110.18%30914778.84%4.87%11743.798.95%
76%37318473.52%-3.38%11733.1410.7%29213680.43%5.5%9133.126.7%
77%34217175.39%-2.14%5211.523.98%28012881.58%5.61%9963.557.47%
78%31916176.83%-1.53%4231.323.16%26712482.15%5.05%7042.635.35%
79%29315278.12%-1.13%390.130.1%26311982.87%4.66%10874.139.19%
80%27913680.43%0.53%4711.684.39%26011184.02%4.78%15826.0814.09%
81%25412881.58%0.71%-25-0.1-0.56%24910185.46%5.21%16666.6915.28%
82%23912382.3%0.36%-133-0.56-1.31%2339885.89%4.52%13715.8812.54%
83%22711583.45%0.53%3471.523.71%2219087.05%4.65%12955.8511.78%
84%2089985.75%2.04%3091.483.51%2118587.76%4.28%12836.0811.55%
85%1948787.48%2.83%4822.485.08%2007988.63%4.09%14697.3413.43%
86%1828188.34%2.64%8154.478.52%1897189.78%4.21%17799.4116.08%
87%1687189.78%3.09%8074.88.46%1706291.07%4.46%16109.4714.26%
88%1546690.5%2.76%5863.85.35%1575492.23%4.58%166710.6114.9%
89%1396191.22%2.43%3102.232.02%1394693.38%4.69%147910.6413.38%
90%1325392.37%2.56%380.28-0.14%1264493.66%3.9%162412.8815.08%
91%1155092.8%1.93%-75-0.66-1.06%1084293.95%3.13%130212.0512.1%
92%1013994.38%2.52%1901.881.25%974094.24%2.37%138214.2413.04%
93%843495.1%2.2%1521.80.89%833395.25%2.36%7869.466.87%
94%682296.83%2.92%670.980.27%752995.82%1.89%825117.25%
95%542296.83%1.88%2444.511.98%662796.11%1.15%81212.36.87%
96%432097.12%1.15%1603.721.5%522696.25%0.25%2023.881.84%
97%321597.84%0.85%-172-5.38-1.29%391897.41%0.42%3298.433.06%
98%251298.27%0.27%-145-5.8-0.99%22798.99%1%-125-5.69-1.37%
99%10599.28%0.28%-30-3-0.12%9499.42%0.42%-275-30.56-3.02%
Средняя
эффекти-
вность
99.6549%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1700

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38419172.51%-3.44%10662.779.54%30714778.84%4.87%10793.518.07%
76%37018373.66%-3.18%8322.247.22%29213480.71%5.83%9303.186.93%
77%34317075.53%-1.95%5501.64.43%28112681.87%5.94%9983.557.59%
78%31616076.97%-1.34%4321.363.28%26812382.3%5.22%7342.735.67%
79%29015178.27%-0.94%-51-0.18-0.83%26311982.87%4.66%11124.229.48%
80%27213680.43%0.53%720.260.62%26011184.02%4.78%16556.3614.84%
81%25012881.58%0.71%-40-0.16-0.7%24610185.46%5.21%15956.4814.49%
82%23712382.3%0.36%-69-0.3-0.73%2319686.18%4.85%13305.7512.16%
83%22511483.59%0.7%3421.523.61%2208887.33%4.95%12565.711.14%
84%2079786.04%2.37%2421.162.82%2118587.76%4.28%13286.2911.96%
85%1948687.62%2.99%5963.076.17%1987689.06%4.55%14797.4613.55%
86%1818088.48%2.8%7804.38.28%1876990.07%4.51%17139.1615.54%
87%1687189.78%3.09%8855.269.23%1686191.22%4.62%15319.1113.45%
88%1526790.35%2.6%5583.674.96%1525492.23%4.58%157410.3513.87%
89%1396091.36%2.58%3652.622.56%1374693.38%4.69%152311.1113.85%
90%1325392.37%2.56%780.590.26%1244393.81%4.06%169113.6315.66%
91%1144992.94%2.08%-67-0.59-0.96%1084293.95%3.13%136212.6112.69%
92%983994.38%2.52%760.770.12%973994.38%2.52%140714.513.27%
93%843295.39%2.5%2112.511.48%833295.39%2.5%83110.017.29%
94%652296.83%2.92%550.840.03%752995.82%1.89%88111.747.77%
95%532296.83%1.88%2214.161.78%622895.97%1.01%3866.223.29%
96%412097.12%1.15%651.580.64%492596.4%0.41%1292.631.1%
97%311597.84%0.85%-239-7.71-1.88%391697.69%0.7%3889.943.65%
98%251298.27%0.27%-114-4.56-0.72%22798.99%1%-91-4.14-1.06%
99%11599.28%0.28%80.720.24%10499.42%0.42%-222-22.2-2.57%
Средняя
эффекти-
вность
99.6776%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1750

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38519072.66%-3.23%11753.0510.51%30614778.84%4.87%10843.548.15%
76%36718273.81%-2.97%8142.216.77%29213480.71%5.83%9623.297.27%
77%33916875.82%-1.56%6311.865.25%27912681.87%5.94%9883.547.55%
78%30915877.26%-0.96%550.17-0.03%26812282.44%5.38%7512.85.88%
79%28715078.41%-0.76%590.20.12%26311982.87%4.66%11474.369.84%
80%26813480.71%0.87%840.310.79%26011184.02%4.78%16566.3614.89%
81%24612681.87%1.06%-228-0.93-2.24%24410185.46%5.21%15146.213.8%
82%23712282.44%0.53%730.30.63%2319586.33%5.01%13705.9312.64%
83%22110984.31%1.55%3191.443.39%2198987.19%4.8%12085.5110.74%
84%2039586.33%2.69%1750.862.02%2118288.2%4.76%13546.4112.23%
85%1928587.76%3.14%5502.865.77%1977589.2%4.7%15137.6813.89%
86%1798088.48%2.8%7604.248.16%1866890.21%4.66%17399.3415.81%
87%1667189.78%3.09%9235.569.53%1706091.36%4.77%172010.1115.3%
88%1526590.64%2.91%6334.165.68%1535392.37%4.73%167910.9715.02%
89%1386091.36%2.58%2922.111.97%1374493.66%4.97%157211.4714.34%
90%1305392.37%2.56%190.14-0.36%1224393.81%4.06%166013.615.46%
91%1144793.23%2.39%-4-0.04-0.39%1084293.95%3.13%141113.0613.19%
92%973994.38%2.52%1091.120.46%953894.53%2.67%133814.0812.54%
93%793295.39%2.5%1211.530.56%833195.53%2.64%88710.687.88%
94%642296.83%2.92%470.730%752895.97%2.05%92512.338.24%
95%532296.83%1.88%2564.832.11%602895.97%1.01%3555.912.99%
96%402097.12%1.15%-121-3.03-0.98%472496.54%0.55%1002.120.82%
97%311597.84%0.85%-228-7.36-1.78%361697.69%0.7%2336.472.22%
98%261298.27%0.27%-72-2.77-0.33%22798.99%1%-62-2.82-0.77%
99%11599.28%0.28%40.360.2%9499.42%0.42%-269-29.89-2.96%
Средняя
эффекти-
вность
99.7184%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1800

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38318972.8%-3.03%13143.4311.84%30414678.99%5.05%9223.036.71%
76%36218173.95%-2.78%7602.096.54%29013380.86%6.01%7662.645.42%
77%33516676.11%-1.17%5881.754.63%28012681.87%5.94%10763.848.29%
78%30715777.41%-0.77%600.190.17%26812282.44%5.38%7762.896.13%
79%28514778.84%-0.21%1020.350.5%26311982.87%4.66%11274.289.69%
80%26413480.71%0.87%-8-0.04-0.01%25911184.02%4.78%16476.3514.83%
81%24512582.01%1.23%-156-0.64-1.6%24510185.46%5.21%16216.6114.73%
82%23512082.73%0.88%1170.491.07%2319686.18%4.85%13445.8112.41%
83%21910784.6%1.89%3121.423.37%2178987.19%4.8%10664.919.45%
84%2029586.33%2.69%2471.222.73%2098388.05%4.59%12485.9711.32%
85%1888587.76%3.14%4832.565.13%1977589.2%4.7%15217.7213.99%
86%1797988.63%2.96%8394.688.94%1856790.35%4.81%16949.1515.26%
87%1637189.78%3.09%9395.769.65%1686191.22%4.62%16459.7914.64%
88%1496590.64%2.91%6114.15.5%1525392.37%4.73%168411.0715.01%
89%1386091.36%2.58%3492.522.54%1374493.66%4.97%161411.7814.76%
90%1295392.37%2.56%560.430.04%1204393.81%4.06%143711.9713.37%
91%1124493.66%2.84%-4-0.04-0.39%1084293.95%3.13%144913.4113.58%
92%963794.67%2.82%1531.590.92%953794.67%2.82%137414.4612.86%
93%783295.39%2.5%1341.710.72%823195.53%2.64%84310.287.33%
94%632296.83%2.92%701.110.27%752895.97%2.05%94112.548.38%
95%532097.12%2.18%3065.772.58%622796.11%1.15%4897.884.16%
96%402097.12%1.15%-101-2.53-0.77%452496.54%0.55%1342.971.12%
97%311597.84%0.85%-219-7.07-1.68%361497.98%1%3068.52.71%
98%251298.27%0.27%-92-3.68-0.51%20798.99%1%-239-11.95-2.33%
99%11599.28%0.28%-2-0.190.14%7499.42%0.42%-332-47.43-3.52%
Средняя
эффекти-
вность
99.7644%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1850

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%38218872.94%-2.83%14643.8313.24%30414479.28%5.39%8892.926.47%
76%35417774.53%-1.98%6291.775.12%29213480.71%5.83%9973.417.66%
77%33016476.4%-0.79%3200.962.52%27612781.72%5.77%9943.67.49%
78%30315577.69%-0.4%-136-0.45-1.64%26812382.3%5.22%8893.317.17%
79%28214479.28%0.35%130.04-0.26%26211783.16%5%10654.069.17%
80%26213380.86%1.06%460.170.12%25310784.6%5.43%13555.3512.32%
81%24312582.01%1.23%-228-0.94-2.48%24210385.17%4.89%14956.1713.49%
82%23411982.87%1.04%1620.691.54%2309686.18%4.85%13315.7812.31%
83%21710584.89%2.22%2611.22.9%2168987.19%4.8%10224.739.02%
84%1999586.33%2.69%1910.952.21%2098288.2%4.76%12966.211.81%
85%1878587.76%3.14%4592.454.95%1977689.06%4.55%15417.8214.23%
86%1757788.92%3.28%6503.716.98%1856790.35%4.81%17559.4815.74%
87%1587189.78%3.09%4903.15.3%1666091.36%4.77%15989.6214%
88%1486590.64%2.91%5123.454.65%1515192.66%5.02%160210.614.39%
89%1395891.65%2.89%5944.274.66%1364593.52%4.83%146810.7913.55%
90%1275392.37%2.56%150.11-0.34%1204393.81%4.06%133311.112.55%
91%1094393.81%2.99%-35-0.33-0.7%1094293.95%3.13%152914.0214.35%
92%943794.67%2.82%1261.340.52%953894.53%2.67%143715.1213.48%
93%783095.68%2.8%1782.281.2%822995.82%2.94%99812.178.75%
94%622296.83%2.92%390.62-0.02%702895.97%2.05%93313.328.26%
95%512097.12%2.18%2575.032.08%572696.25%1.29%2364.141.95%
96%412097.12%1.15%-30-0.74-0.11%442396.69%0.71%1864.221.72%
97%311497.98%1%-190-6.13-1.4%341497.98%1%1875.51.64%
98%231198.41%0.41%-117-5.09-0.81%20798.99%1%-200-10-1.94%
99%11599.28%0.28%-11-10.08%8499.42%0.42%-278-34.75-3.03%
Средняя
эффекти-
вность
99.8225%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1900

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%37718373.66%-1.82%12323.2611.16%30514479.28%5.39%9733.197.25%
76%34917474.96%-1.39%7422.126.21%29313480.71%5.83%10853.78.5%
77%32116376.54%-0.61%-87-0.28-1.45%27812681.87%5.94%11234.038.75%
78%30115577.69%-0.4%-22-0.08-0.52%27112182.58%5.54%14515.3512.15%
79%27814179.71%0.89%260.09-0.06%25911683.3%5.16%10684.129.23%
80%26013281%1.23%1750.671.38%25310884.46%5.28%14495.7213.18%
81%24312482.15%1.39%-81-0.34-0.98%24210185.46%5.21%14796.1113.49%
82%23411883.02%1.22%2691.142.66%2279486.47%5.16%14026.1712.87%
83%21710684.74%2.05%3911.84.23%2148987.19%4.8%11135.29.9%
84%2039686.18%2.52%3691.814.06%2088188.34%4.91%13506.4912.34%
85%1888587.76%3.14%6093.236.35%1947689.06%4.55%13727.0712.31%
86%1757589.2%3.58%6873.927.26%1836790.35%4.81%16328.9114.33%
87%1586890.21%3.55%5453.445.85%1685791.79%5.21%16659.9114.7%
88%1486690.5%2.76%5263.554.87%1545092.8%5.17%183611.9216.43%
89%1385791.79%3.03%4653.363.61%1394593.52%4.83%163411.7515.05%
90%1275392.37%2.56%310.24-0.22%1224393.81%4.06%150512.3314.01%
91%1074393.81%2.99%-101-0.95-1.57%1094194.1%3.29%158714.5514.91%
92%933694.82%2.97%1431.530.75%923794.67%2.82%106411.569.71%
93%772995.82%2.94%2042.641.47%812995.82%2.94%106813.189.41%
94%632296.83%2.92%1612.551.13%652895.97%2.05%3214.932.56%
95%502097.12%2.18%2264.521.85%572796.11%1.15%3075.382.61%
96%401997.26%1.29%-67-1.68-0.37%442396.69%0.71%1854.21.67%
97%311497.98%1%-155-5-1.05%331497.98%1%1233.720.74%
98%241198.41%0.41%-12-0.50.21%20699.13%1.13%-147-7.35-1.45%
99%12599.28%0.28%1179.751.23%6499.42%0.42%-371-61.84-3.9%
Средняя
эффекти-
вность
99.874%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 1950

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%37018273.81%-1.62%10492.839.38%30614579.13%5.21%11383.718.73%
76%34517175.39%-0.81%6601.915.45%29213281%6.17%10773.688.45%
77%31716276.69%-0.41%-124-0.4-1.82%28012681.87%5.94%12594.4910.03%
78%29815278.12%0.15%370.120.03%26812082.73%5.71%10423.888.67%
79%27513780.28%1.59%1560.561.19%25911683.3%5.16%11264.349.81%
80%25413081.29%1.58%-238-0.94-2.38%25210684.74%5.59%14735.8413.47%
81%24112382.3%1.57%100.04-0.13%2409985.75%5.53%14385.9913.07%
82%23111883.02%1.22%2220.962.35%2279386.61%5.32%13946.1412.72%
83%21110485.03%2.38%2961.43.25%2148887.33%4.95%11845.5310.61%
84%2029486.47%2.85%4372.164.62%2078188.34%4.91%13446.4912.31%
85%1858388.05%3.46%5893.186.24%1947589.2%4.7%14007.2112.64%
86%1717389.49%3.89%6133.586.63%1856690.5%4.97%17599.515.62%
87%1556990.07%3.4%4592.965%1686091.36%4.77%168210.0114.98%
88%1476590.64%2.91%5683.865.19%1565092.8%5.17%193112.3717.33%
89%1385691.94%3.19%5363.884.3%1424793.23%4.53%175812.3816.31%
90%1225392.37%2.56%-59-0.49-0.99%1214293.95%4.2%156812.9514.46%
91%1074293.95%3.13%350.32-0.27%1064194.1%3.29%152114.3414.25%
92%923694.82%2.97%2052.221.4%903495.1%3.25%102511.389.22%
93%762995.82%2.94%2483.261.94%782995.82%2.94%97212.468.58%
94%622296.83%2.92%1582.541.17%642796.11%2.19%3495.452.91%
95%502097.12%2.18%2725.442.29%552696.25%1.29%3125.672.72%
96%381997.26%1.29%-170-4.48-1.26%432296.83%0.85%1593.691.5%
97%311497.98%1%-155-5-1.02%311497.98%1%852.740.49%
98%231098.56%0.56%-39-1.70.01%20699.13%1.13%-91-4.55-0.87%
99%11599.28%0.28%312.810.48%6499.42%0.42%-355-59.17-3.71%
Средняя
эффекти-
вность
99.9157%100%

Расчет эфективности Probability Channel для USDCHF, размер окна 2000

Всего истории: 3824 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%36118173.95%-1.42%6581.825.45%30714479.28%5.39%12754.1510.02%
76%33817075.53%-0.63%4481.323.44%29213181.15%6.34%11744.029.33%
77%31415877.26%0.33%-61-0.2-1.24%27712582.01%6.1%11684.219.24%
78%29415078.41%0.52%-1-0.01-0.23%26712182.58%5.54%10093.778.35%
79%27313780.28%1.59%2260.821.84%25811783.16%5%11464.4410.04%
80%25212981.43%1.75%-193-0.77-2.05%25310684.74%5.59%15666.1814.32%
81%23912282.44%1.74%1180.490.93%2409985.75%5.53%14876.1913.53%
82%22811683.3%1.56%2260.992.48%2249386.61%5.32%11565.1610.19%
83%20910085.61%3.04%3011.443.4%2148987.19%4.8%12245.7111%
84%1979186.9%3.33%4092.074.38%2058188.34%4.91%12195.9411.23%
85%1848288.2%3.62%6713.647.08%1937689.06%4.55%13797.1412.45%
86%1727589.2%3.58%7724.488.14%1866690.5%4.97%18039.6916.08%
87%1547089.92%3.24%3272.122.88%1666191.22%4.62%16079.6814.15%
88%1436291.07%3.37%4172.913.19%1595292.51%4.87%206512.9818.64%
89%1385592.08%3.34%5944.34.87%1414693.38%4.69%175212.4216.24%
90%1235292.51%2.71%890.720.36%1204293.95%4.2%145912.1513.56%
91%1084293.95%3.13%1301.20.67%1074194.1%3.29%159714.9215.02%
92%913694.82%2.97%2212.421.36%913495.1%3.25%111612.269.88%
93%762895.97%3.09%3234.252.68%782895.97%3.09%103613.289.19%
94%612296.83%2.92%1532.51.1%642796.11%2.19%3916.13.32%
95%482097.12%2.18%2585.372.2%542696.25%1.29%3436.352.99%
96%381897.41%1.44%-125-3.29-0.97%422196.97%1%1443.421.34%
97%301497.98%1%-172-5.74-1.16%311398.12%1.14%672.160.41%
98%221098.56%0.56%-24-1.10.12%20599.28%1.28%-56-2.8-0.53%
99%11599.28%0.28%504.540.67%6499.42%0.42%-349-58.17-3.65%
Средняя
эффекти-
вность
99.9393%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 250

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%35315377.98%3.82%556015.7537.7%32417874.38%-0.84%3721.142.09%
76%34714479.28%4.13%623417.9642%31016875.82%-0.24%3020.971.79%
77%33213880.14%3.91%582417.5439.33%30015777.41%0.52%-93-0.31-0.81%
78%32012981.43%4.21%568417.7638.26%28414778.84%1.06%670.230.33%
79%30711683.3%5.16%564918.438.38%27514179.71%0.89%3761.362.05%
80%28410584.89%5.76%525018.4835.4%26413380.86%1.06%8693.295.25%
81%26810185.46%5.21%463717.331.2%24712681.87%1.06%8403.45.21%
82%2529586.33%5.01%432817.1729.14%23811483.59%1.9%10684.486.51%
83%2408987.19%4.8%454318.9230.29%21010584.89%2.22%3391.612.05%
84%2228587.76%4.28%438619.7529.28%2029686.18%2.52%8204.055.2%
85%2048188.34%3.78%375118.3825.06%1908787.48%2.83%6643.494.07%
86%1917788.92%3.28%397420.826.4%1688188.34%2.64%4752.822.8%
87%1697289.64%2.94%237314.0415.63%1547289.64%2.94%7394.794.7%
88%1486690.5%2.76%175911.8811.66%1446890.21%2.44%10697.426.94%
89%1346191.22%2.43%155011.5610.33%1296390.93%2.12%9107.056.07%
90%1245392.37%2.56%158212.7510.69%1165791.79%1.95%122210.538.21%
91%1114793.23%2.39%161014.510.97%1104793.23%2.39%176316.0211.69%
92%904693.38%1.47%122413.68.75%974194.1%2.23%176618.211.68%
93%783794.67%1.76%143218.3510.12%843694.82%1.91%172220.511.47%
94%663095.68%1.75%126319.138.81%733295.39%1.45%189625.9712.61%
95%502496.54%1.59%55611.123.8%592396.69%1.74%202334.2813.43%
96%452196.97%1%106723.717.13%461497.98%2.02%179539.0211.9%
97%361497.98%1%1296368.83%24998.7%1.72%71929.954.59%
98%19798.99%1%84844.635.56%17599.28%1.28%58634.473.66%
99%12599.28%0.28%73361.084.89%10399.56%0.56%41541.52.59%
Средняя
эффекти-
вность
100%99.968%

Расчет эфективности Probability Channel для GBPUSD, размер окна 300

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34414479.28%5.39%617717.9541.56%32517474.96%-0.06%2130.651.18%
76%33113680.43%5.5%627718.9642.17%31416875.82%-0.24%5781.843.55%
77%32312781.72%5.77%653920.2443.95%29815977.12%0.15%120.04-0.06%
78%31012082.73%5.71%597519.2740.13%28415178.27%0.34%1110.390.44%
79%29010485.03%7.09%532018.3435.98%26713580.57%1.94%-260-0.98-2.02%
80%27710085.61%6.55%561820.2837.96%25512582.01%2.45%150.05-0.11%
81%2609686.18%6.01%461817.7631.03%24411982.87%2.25%6252.563.77%
82%2469186.9%5.63%476519.3632.08%23110884.46%2.91%10974.746.93%
83%2298887.33%4.95%459220.0530.61%2179686.18%3.68%10905.026.84%
84%2138088.48%5.06%424519.9228.55%1989286.76%3.18%9935.016.18%
85%2027689.06%4.55%420520.8128.21%1848787.48%2.83%9645.235.84%
86%1827289.64%4.06%406022.327.26%1658587.76%2%4592.782.69%
87%1636590.64%4.01%337720.7122.49%1547589.2%2.46%5623.643.34%
88%1456490.79%3.07%262218.0817.55%1406990.07%2.29%6944.954.32%
89%1275791.79%3.03%181714.311.97%1246191.22%2.43%5184.173.51%
90%1135192.66%2.87%191616.9512.79%1145791.79%1.95%11069.77.35%
91%1054493.66%2.84%200819.1213.43%1034893.09%2.24%143713.959.61%
92%913994.38%2.52%183720.1812.43%904393.81%1.92%138815.429.25%
93%753395.25%2.36%1425199.99%853994.38%1.46%196923.1613.05%
94%642995.82%1.89%130920.459.36%753095.68%1.75%185824.7712.24%
95%492696.25%1.29%81516.635.81%612596.4%1.45%169327.7511.02%
96%451997.26%1.29%98921.976.61%431697.69%1.72%159937.1810.58%
97%311298.27%1.29%108334.937.3%25798.99%2.01%117346.927.57%
98%16699.13%1.13%95759.816.42%10499.42%1.42%40240.22.51%
99%8299.71%0.71%891111.375.94%8299.71%0.71%12916.120.81%
Средняя
эффекти-
вность
100%99.9912%

Расчет эфективности Probability Channel для GBPUSD, размер окна 350

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33613680.43%6.75%600117.8640.25%31817175.39%0.51%4041.272.38%
76%32712482.15%7.48%648619.8343.48%31116476.4%0.52%6372.043.78%
77%31412082.73%6.92%653920.8243.86%29315677.55%0.7%2280.771.26%
78%29411084.17%7.33%550718.7337.06%28014479.28%1.61%3191.131.84%
79%28110485.03%7.09%543419.3336.83%26813181.15%2.64%-13-0.05-0.41%
80%26510085.61%6.55%506919.1234.48%25612182.58%3.12%3911.522.34%
81%2479186.9%6.78%480119.4332.41%24511683.3%2.76%8993.665.72%
82%2318687.62%6.41%475720.5931.91%22410485.03%3.56%10764.86.82%
83%2168487.91%5.58%451420.8930.29%2079985.75%3.2%9634.656.16%
84%2047689.06%5.68%457122.430.47%1879286.76%3.18%3571.92.11%
85%1897189.78%5.32%385920.4126%1728987.19%2.51%1921.110.93%
86%1726690.5%4.97%314118.2621.22%1658288.2%2.49%5843.533.52%
87%1576390.93%4.32%318320.2721.25%1517589.2%2.46%4603.042.7%
88%1355991.51%3.83%264619.617.81%1406690.5%2.76%6174.43.88%
89%1245592.08%3.34%212317.1213.93%1265791.79%3.03%10268.146.53%
90%1104893.09%3.31%204018.5413.45%1125492.23%2.41%9098.116.07%
91%974293.95%3.13%198520.4613.3%1014893.09%2.24%104410.337.12%
92%853495.1%3.25%197123.1813.35%883994.38%2.52%116513.237.89%
93%733095.68%2.8%165922.7211.37%803894.53%1.61%146318.289.76%
94%562895.97%2.05%109919.627.93%682895.97%2.05%170225.0211.31%
95%482097.12%2.18%104721.817.27%562396.69%1.74%163029.110.72%
96%381797.55%1.58%133735.189.18%451697.69%1.72%169437.6411.12%
97%281098.56%1.58%112140.037.57%30699.13%2.14%162954.310.74%
98%15699.13%1.13%103368.867.09%10399.56%1.56%49649.63.11%
99%5299.71%0.71%44188.23%4199.85%0.85%7919.750.48%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 400

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33413880.14%6.41%627718.7942.12%32217275.25%0.33%8852.745.45%
76%31412482.15%7.48%551817.5737.36%30616376.54%0.7%1860.60.91%
77%30411783.16%7.4%60812041.06%29515577.69%0.88%3081.041.69%
78%29010984.31%7.48%627421.6342.34%28114579.13%1.42%5171.833.25%
79%27210185.46%7.55%524819.2935.49%26813380.86%2.3%3701.382%
80%2639686.18%7.17%567321.5738.19%25611883.02%3.63%4381.712.61%
81%2419186.9%6.78%493920.4933.29%23811283.88%3.43%6202.63.87%
82%2258388.05%6.87%496722.0733.51%21610485.03%3.56%4081.882.56%
83%2138088.48%6.19%486322.8332.52%2009985.75%3.2%7133.564.61%
84%1977589.2%5.82%453022.9930.28%1889386.61%3.01%7213.834.58%
85%1806890.21%5.77%348919.3823.48%1728687.62%2.99%3582.082.15%
86%1646690.5%4.97%295818.0320.05%1627988.63%2.96%5753.543.43%
87%1556191.22%4.62%324920.9621.93%1567489.35%2.63%11327.256.84%
88%1375791.79%4.12%280820.4918.66%1386890.21%2.44%4413.192.73%
89%1225192.66%3.94%296524.319.83%1256191.22%2.43%6545.234.17%
90%1064593.52%3.76%211919.9914.01%1125492.23%2.41%10189.086.61%
91%894094.24%3.43%185720.8612.38%1014693.38%2.54%9889.786.68%
92%753395.25%3.41%134017.869.09%894293.95%2.07%133014.948.98%
93%692995.82%2.94%168024.3411.42%743594.96%2.06%125116.98.34%
94%582396.69%2.78%144924.9810.08%662995.82%1.89%169125.6211.26%
95%472097.12%2.18%164034.8911.52%572097.12%2.18%184232.3112.13%
96%371797.55%1.58%128434.78.93%441398.12%2.16%115426.227.71%
97%261098.56%1.58%99738.346.7%311298.27%1.29%118538.227.94%
98%15699.13%1.13%112174.737.64%5199.85%1.85%27655.21.83%
99%30100%1%6421.330.4%4199.85%0.85%14135.250.87%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 450

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33113580.57%6.91%643919.4543.61%32317175.39%0.51%13404.148.19%
76%30913081.29%6.5%565718.338.36%30916076.97%1.26%10043.246.19%
77%29111583.45%7.72%517617.7835%29215377.98%1.25%3501.191.92%
78%28110784.6%7.8%543319.3336.7%27714579.13%1.42%1640.590.87%
79%26410285.32%7.4%551720.8937.28%26413380.86%2.3%2580.971.28%
80%2499586.33%7.33%501620.1433.9%24712382.3%2.79%1910.770.85%
81%2348987.19%7.09%490620.9633.16%22511483.59%3.09%-117-0.52-0.83%
82%2198288.2%7.02%493622.5333.26%21510584.89%3.4%4472.072.78%
83%2117689.06%6.8%513624.3434.38%2019885.89%3.36%4872.423.02%
84%1937489.35%5.98%431522.3528.92%1909386.61%3.01%7854.134.96%
85%1776890.21%5.77%340419.2323.08%1798887.33%2.66%8814.925.55%
86%1646490.79%5.27%337420.5722.93%1678388.05%2.32%6643.974.05%
87%1566091.36%4.77%333221.3522.48%1567589.2%2.46%9195.895.68%
88%1435592.08%4.43%343424.0123%1406790.35%2.6%4953.533.04%
89%1194992.94%4.23%287324.1419.35%1266091.36%2.58%6595.234.11%
90%1054893.09%3.31%260124.7717.42%1125492.23%2.41%10759.596.86%
91%863994.38%3.58%153317.8210.18%964593.52%2.69%6096.344.11%
92%763095.68%3.84%146219.239.77%844094.24%2.37%89610.666.03%
93%662796.11%3.23%174226.3911.72%713195.53%2.64%123517.398.36%
94%592196.97%3.06%187231.7212.78%632895.97%2.05%147123.349.79%
95%431997.26%2.32%144533.610.19%551897.41%2.47%148627.019.98%
96%351697.69%1.72%132937.979.39%441497.98%2.02%130929.758.76%
97%261098.56%1.58%122447.078.44%331198.41%1.43%131539.848.81%
98%17599.28%1.28%113066.477.69%12299.71%1.71%71859.834.72%
99%20100%1%60300.38%20100%1%78390.49%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 500

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%33213281%7.4%619318.6542.01%31816875.82%1.08%7192.264.14%
76%30712482.15%7.48%537317.536.57%30615977.12%1.45%9623.145.97%
77%28912082.73%6.92%542118.7536.71%29215178.27%1.62%8022.744.9%
78%26910984.31%7.48%494018.3633.62%27714479.28%1.61%5501.983.2%
79%25910285.32%7.4%515919.9134.83%25813780.28%1.59%3411.322.01%
80%2469486.47%7.48%527521.4435.55%23712781.72%2.1%-148-0.63-1.22%
81%2359087.05%6.95%506721.5634.39%22111283.88%3.43%-455-2.06-3.06%
82%2208487.91%6.72%463321.0531.2%21310684.74%3.23%2331.091.36%
83%2107788.92%6.65%506824.1334.02%2049885.89%3.36%5752.813.54%
84%1947389.49%6.13%469924.2231.6%1959087.05%3.5%8724.475.47%
85%1817089.92%5.47%435124.0329.19%1828987.19%2.51%7233.974.49%
86%1616590.64%5.11%318719.7921.68%1688288.2%2.49%7174.264.56%
87%1556091.36%4.77%324620.9421.85%1567589.2%2.46%5443.483.39%
88%1415891.65%3.98%318822.621.47%1426990.07%2.29%8636.075.4%
89%1235192.66%3.94%299624.3520.32%1276291.07%2.27%4963.93.04%
90%1074693.38%3.61%266624.9117.87%1145492.23%2.41%9338.185.86%
91%913794.67%3.87%265829.217.81%954693.38%2.54%8839.295.73%
92%743495.1%3.25%123216.648.22%834194.1%2.23%7609.155.09%
93%602696.25%3.37%134722.459.14%733395.25%2.36%115315.797.74%
94%552196.97%3.06%175131.8311.88%632596.4%2.48%141822.59.42%
95%471897.41%2.47%158033.6110.89%532097.12%2.18%125523.678.55%
96%331597.84%1.88%136841.459.7%441597.84%1.88%141232.099.48%
97%251098.56%1.58%117647.048.25%341098.56%1.58%125336.858.38%
98%17599.28%1.28%112366.057.59%18399.56%1.56%88349.055.94%
99%00100%1%066.050%10100%1%110%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 550

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34513380.86%7.24%650218.8444.01%32517175.39%0.51%3311.011.43%
76%33413081.29%6.5%638019.143.04%31416276.69%0.89%6322.013.62%
77%32412582.01%6.1%663020.4644.67%29615477.84%1.07%7332.474.25%
78%30512082.73%5.71%600319.6840.75%27014678.99%1.25%-157-0.59-1.38%
79%28611683.3%5.16%571519.9838.85%25313780.28%1.59%-36-0.15-0.37%
80%26710884.46%5.28%535420.0536.31%23813081.29%1.58%-192-0.81-1.41%
81%25510385.17%4.89%590723.1639.89%22712082.73%2.09%1860.811.07%
82%2379486.47%5.16%492020.7533.16%21611184.02%2.4%760.350.37%
83%2128487.91%5.58%449821.2130.35%20410485.03%2.38%1820.890.84%
84%1947988.63%5.22%439722.6629.96%1899586.33%2.69%4782.522.89%
85%1797389.49%5.01%425723.7828.73%1778487.91%3.31%10465.96.65%
86%1646091.36%5.86%422225.7428.59%1637689.06%3.43%10616.56.8%
87%1475891.65%5.07%349823.7923.72%1457389.49%2.78%7535.194.83%
88%1345192.66%5.02%336825.1322.61%1376690.5%2.76%8896.485.5%
89%1204793.23%4.53%335727.9722.69%1266191.22%2.43%6995.544.34%
90%1064194.1%4.35%300828.3720.22%1135492.23%2.41%9088.035.81%
91%943794.67%3.87%272528.9818.09%1074793.23%2.39%131712.38.52%
92%833594.96%3.11%271232.6718.22%894293.95%2.07%129314.528.5%
93%602796.11%3.23%125320.888.38%733195.53%2.64%90212.356.19%
94%532097.12%3.21%181634.2612.17%592696.25%2.33%82814.035.82%
95%441797.55%2.61%166137.7511.47%512097.12%2.18%122824.078.33%
96%321497.98%2.02%149246.6210.53%401497.98%2.02%125031.258.4%
97%211198.41%1.43%69733.195.09%311098.56%1.58%124440.128.39%
98%12599.28%1.28%61751.414.34%19699.13%1.13%83844.15.67%
99%3199.85%0.85%21872.661.55%00100%1%044.10%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 600

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34413380.86%7.24%627918.2542.49%32617275.25%0.33%2550.780.92%
76%33512881.58%6.83%642119.1643.41%31416476.4%0.52%3261.031.58%
77%32012681.87%5.94%610019.0641.27%28715577.69%0.88%560.190.04%
78%30711982.87%5.87%636620.7342.96%27214379.42%1.78%1210.440.46%
79%29011683.3%5.16%601020.7240.73%26013880.14%1.42%2570.981.31%
80%27610784.6%5.43%593321.4940.16%24413181.15%1.41%60.02-0.26%
81%25910285.32%5.06%585822.6139.55%22712482.15%1.39%2411.061.34%
82%2399786.04%4.69%539322.5636.54%21611483.59%1.9%640.290.25%
83%2148887.33%4.95%442520.6730.09%20410684.74%2.05%1440.70.52%
84%2027888.77%5.37%459322.7330.96%1919786.04%2.37%4652.432.81%
85%1807689.06%4.55%411822.8728.12%1738787.48%2.83%5643.263.6%
86%1656790.35%4.81%410724.8927.89%1618188.34%2.64%9005.595.79%
87%1495691.94%5.37%398226.7227.02%1477189.78%3.09%8906.055.69%
88%1345292.51%4.87%328424.522.34%1366690.5%2.76%7405.444.54%
89%1214693.38%4.69%317326.2221.37%1236091.36%2.58%4803.92.95%
90%1083994.38%4.64%294627.2719.84%1155292.51%2.71%9167.965.82%
91%933794.67%3.87%257027.6317.31%1064793.23%2.39%126411.928.15%
92%833495.1%3.25%263131.6917.63%934293.95%2.07%149216.049.71%
93%632995.82%2.94%153524.3610.24%723195.53%2.64%74210.35.14%
94%522097.12%3.21%165231.7611.04%612696.25%2.33%78212.815.49%
95%461697.69%2.75%188140.8912.81%532196.97%2.03%109820.717.47%
96%271298.27%2.3%111941.448.22%421597.84%1.88%132731.598.94%
97%211098.56%1.58%60628.854.5%31998.7%1.72%122339.458.25%
98%15599.28%1.28%98465.67.02%19699.13%1.13%77840.945.28%
99%4299.71%0.71%37493.52.59%10100%1%2032031.39%
Средняя
эффекти-
вность
100%100%

Расчет эфективности Probability Channel для GBPUSD, размер окна 650

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34513480.71%7.07%603317.4841.01%33217474.96%-0.06%8312.54.28%
76%33312881.58%6.83%618418.5742.02%31716476.4%0.52%3661.151.81%
77%32512681.87%5.94%667820.5445%29915877.26%0.33%4711.572.57%
78%30712182.58%5.54%613219.9741.43%27914379.42%1.78%4411.582.54%
79%29811483.59%5.49%649221.7843.87%26313780.28%1.59%2330.881.11%
80%28511084.17%4.95%626121.9642.2%24713480.71%0.87%1880.760.87%
81%26610584.89%4.58%582621.939.34%23012382.3%1.57%1950.841.08%
82%2459885.89%4.52%532321.7236.09%21611683.3%1.56%-43-0.2-0.51%
83%2179286.76%4.33%436120.0929.66%20510584.89%2.22%3351.632.11%
84%2028188.34%4.91%408420.2127.75%1919885.89%2.2%2061.071.23%
85%1857589.2%4.7%411422.2327.99%1788987.19%2.51%5813.263.76%
86%1657089.92%4.35%389023.5726.38%1648088.48%2.8%10266.256.59%
87%1525891.65%5.07%427728.1329.04%1497389.49%2.78%7715.174.88%
88%1345292.51%4.87%339525.3323.26%1346890.21%2.44%4893.642.96%
89%1224593.52%4.83%334127.3822.71%1276490.79%1.97%8526.75.22%
90%1103994.38%4.64%321429.2121.63%1165392.37%2.56%7676.614.86%
91%943694.82%4.02%272328.9618.36%1064893.09%2.24%95496.2%
92%813295.39%3.55%257331.7617.18%944393.81%1.92%120712.847.93%
93%692995.82%2.94%230133.3415.39%763295.39%2.5%91111.986.07%
94%522296.83%2.92%152329.2810.1%652696.25%2.33%67210.334.76%
95%451597.84%2.9%14853310.21%522296.83%1.88%86916.716.02%
96%291298.27%2.3%115539.828.35%441497.98%2.02%138431.459.38%
97%211098.56%1.58%93844.667.01%31998.7%1.72%116437.547.83%
98%17699.13%1.13%107563.237.72%22699.13%1.13%85738.955.79%
99%6299.71%0.71%676112.664.84%20100%1%361180.52.42%
Средняя
эффекти-
вность
100%99.9984%

Расчет эфективности Probability Channel для GBPUSD, размер окна 700

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34313780.28%6.57%569716.638.92%33917574.82%-0.25%10092.975.52%
76%33213081.29%6.5%601818.1241.05%32216576.25%0.32%10243.185.57%
77%32512681.87%5.94%655020.1544.31%30916076.97%-0.04%6942.243.98%
78%31312182.58%5.54%665921.2744.9%29315078.41%0.52%10213.486.11%
79%29911783.16%5%652421.8144.04%26514179.71%0.89%1710.640.79%
80%28811184.02%4.78%600020.8340.38%25213580.57%0.7%4301.72.42%
81%27310684.74%4.41%594321.7640.12%23712781.72%0.88%770.320.14%
82%25010085.61%4.21%519620.7835.33%22111683.3%1.56%1250.560.56%
83%2289686.18%3.68%487121.3633.18%20410784.6%1.89%-360-1.77-2.47%
84%2078887.33%3.81%443621.4229.98%1919985.75%2.04%660.340.32%
85%1887788.92%4.4%443623.5930.1%1759087.05%2.35%3802.172.47%
86%1696890.21%4.66%396123.4326.77%1658188.34%2.64%7964.825.14%
87%1545991.51%4.92%425127.628.96%1527489.35%2.63%9836.466.32%
88%1355292.51%4.87%366327.1324.87%1376790.35%2.6%6014.383.76%
89%1174593.52%4.83%279723.919.12%1236490.79%1.97%6215.043.75%
90%1093994.38%4.64%322329.5621.8%1195691.94%2.11%8627.245.47%
91%933694.82%4.02%263828.3617.76%1114992.94%2.08%124711.237.99%
92%833395.25%3.41%284334.2519.11%954493.66%1.77%115012.17.58%
93%743095.68%2.8%282638.1818.91%813395.25%2.36%122215.088.08%
94%482196.97%3.06%146230.459.8%682796.11%2.19%74710.985.27%
95%401597.84%2.9%143535.879.79%552296.83%1.88%92316.786.42%
96%331198.41%2.44%131139.729.32%451497.98%2.02%138430.759.42%
97%221198.41%1.43%95043.187.05%331298.27%1.29%120236.428.05%
98%18699.13%1.13%92451.336.66%23798.99%1%87037.825.9%
99%7299.71%0.71%737105.285.22%60100%1%716119.334.81%
Средняя
эффекти-
вность
100%99.9916%

Расчет эфективности Probability Channel для GBPUSD, размер окна 750

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34413980%6.25%566116.4538.72%34218173.95%-1.42%7592.213.95%
76%33313281%6.17%567817.0538.74%32917275.25%-1%12873.917.28%
77%32712881.58%5.61%612618.7341.45%31616576.25%-0.99%9142.895.29%
78%31912382.3%5.22%660820.7144.55%29615577.69%-0.4%8562.895.17%
79%30411783.16%5%648121.3143.8%27614179.71%0.89%9733.525.75%
80%29411283.88%4.62%650022.143.88%25413680.43%0.53%4511.772.57%
81%27610884.46%4.09%560320.337.78%23712981.43%0.52%210.08-0.17%
82%26110584.89%3.4%558921.4137.84%22111982.87%1.04%660.290.32%
83%2359885.89%3.36%500321.2833.94%20810984.31%1.55%500.240.04%
84%2189087.05%3.5%461621.1731.22%1939686.18%2.52%3031.561.86%
85%1957988.63%4.09%448022.9730.36%1798887.33%2.66%7434.154.7%
86%1717189.78%4.21%375921.9825.65%1618088.48%2.8%3992.472.61%
87%1576091.36%4.77%397925.3427.1%1477489.35%2.63%4573.12.84%
88%1405192.66%5.02%405028.9227.56%1386690.5%2.76%7585.494.9%
89%1174593.52%4.83%294825.1920.29%1246490.79%1.97%6615.334.08%
90%1104094.24%4.49%313028.4521.15%1195592.08%2.25%8597.215.51%
91%983894.53%3.73%303630.9720.38%1114992.94%2.08%121210.917.83%
92%853195.53%3.69%291734.3119.64%1014493.66%1.77%135513.418.9%
93%712995.82%2.94%259436.5317.38%853594.96%2.06%143316.859.53%
94%512296.83%2.92%184336.1312.57%712895.97%2.05%114216.087.75%
95%411697.69%2.75%134032.689.07%532097.12%2.18%87216.456.11%
96%361198.41%2.44%153342.5810.68%421897.41%1.44%122329.118.35%
97%221198.41%1.43%85438.816.38%341398.12%1.14%118734.917.96%
98%19998.7%0.7%84244.316.1%23798.99%1%84436.695.73%
99%8399.56%0.56%67884.754.81%90100%1%71879.774.77%
Средняя
эффекти-
вность
100%99.8857%

Расчет эфективности Probability Channel для GBPUSD, размер окна 800

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%34414179.71%5.9%542515.7737.18%34618373.66%-1.82%7372.133.85%
76%33513380.86%6.01%555616.5837.97%33217674.67%-1.79%6732.023.52%
77%33112981.43%5.44%635119.1843.05%31816576.25%-0.99%7722.424.4%
78%32212582.01%4.88%647420.143.61%30315977.12%-1.15%8092.664.88%
79%30811783.16%5%612919.8941.57%28114579.13%0.16%10803.846.53%
80%29711383.74%4.46%646921.7843.77%25813580.57%0.7%6332.453.79%
81%28310984.31%3.92%616321.7741.74%24113181.15%0.18%1410.580.5%
82%26710684.74%3.23%566621.2238.19%22712282.44%0.53%2711.191.57%
83%24510584.89%2.22%542222.1336.86%21111084.17%1.39%1990.940.98%
84%2239586.33%2.69%465720.8831.5%1959985.75%2.04%3571.832.22%
85%2058288.2%3.62%459022.3931.02%1828887.33%2.66%7233.974.56%
86%1817089.92%4.35%439124.2529.95%1638388.05%2.32%3302.022.15%
87%1656191.22%4.62%415625.1828.16%1527689.06%2.31%8855.825.77%
88%1435492.23%4.58%400928.0327.23%1437089.92%2.13%8395.865.41%
89%1204693.38%4.69%275222.9318.94%1296490.79%1.97%8506.585.34%
90%1114293.95%4.2%299927.0120.3%1195691.94%2.11%7896.635.06%
91%1013894.53%3.73%328932.5622.13%1144893.09%2.24%123110.797.95%
92%863395.25%3.41%273231.7618.42%1034393.81%1.92%140613.659.23%
93%742995.82%2.94%256534.6617.14%873794.67%1.76%136415.679.09%
94%592696.25%2.33%217036.7714.55%693095.68%1.75%6489.394.64%
95%411697.69%2.75%108626.487.37%532097.12%2.18%81715.415.75%
96%381398.12%2.16%142137.399.88%421797.55%1.58%120228.618.22%
97%241198.41%1.43%110245.918.14%341198.41%1.43%116934.387.85%
98%19998.7%0.7%72838.315.32%24798.99%1%85235.55.77%
99%10399.56%0.56%950956.68%100100%1%82382.35.51%
Средняя
эффекти-
вность
100%99.8281%

Расчет эфективности Probability Channel для GBPUSD, размер окна 850

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%35014579.13%5.21%558715.9638.22%34918373.66%-1.82%7952.274.2%
76%34113480.71%5.83%601017.6240.94%33717974.24%-2.38%6231.843.21%
77%33213380.86%4.77%586317.6539.92%32216975.68%-1.75%5801.83.19%
78%32612681.87%4.72%632019.3842.56%30916276.69%-1.71%7612.464.51%
79%31212182.58%4.33%612119.6141.47%28615178.27%-0.94%11474.017%
80%30311483.59%4.29%652921.5444.16%26614079.85%-0.19%13975.258.64%
81%28810984.31%3.92%602820.9340.85%24313380.86%-0.18%680.270.12%
82%27510884.46%2.91%587721.3739.78%23412382.3%0.36%5982.553.68%
83%25110684.74%2.05%521120.7635.49%21111084.17%1.39%490.230.06%
84%23310185.46%1.7%516822.1835.01%19910185.46%1.7%5372.693.31%
85%2128687.62%2.99%474022.3532.03%1829186.9%2.18%6083.343.82%
86%1887389.49%3.89%450923.9830.6%1688388.05%2.32%4722.83%
87%1676690.5%3.86%387723.2126.39%1517589.2%2.46%4092.72.53%
88%1505791.79%4.12%406827.1227.74%1467089.92%2.13%10507.196.71%
89%1314992.94%4.23%398530.4126.95%1316490.79%1.97%8116.195.09%
90%1154493.66%3.9%315727.4521.5%1195691.94%2.11%7406.214.75%
91%1043894.53%3.73%322731.0221.79%1155092.8%1.93%122210.627.9%
92%883495.1%3.25%258929.4217.44%1064393.81%1.92%154114.5310.06%
93%762995.82%2.94%261534.417.62%893994.38%1.46%154617.3710.21%
94%632895.97%2.05%249239.5516.84%723195.53%1.6%83211.555.91%
95%442097.12%2.18%124228.228.47%562097.12%2.18%90316.126.32%
96%391398.12%2.16%143236.719.84%431997.26%1.29%124228.888.47%
97%241198.41%1.43%100641.917.47%351398.12%1.14%121434.688.12%
98%191098.56%0.56%63333.314.68%25798.99%1%84933.965.76%
99%10499.42%0.42%88688.66.24%9199.85%0.85%58865.333.92%
Средняя
эффекти-
вность
100%99.73%

Расчет эфективности Probability Channel для GBPUSD, размер окна 900

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%35414778.84%4.87%562615.8938.55%34918373.66%-1.82%6241.783.11%
76%34513480.71%5.83%591717.1540.32%34117974.24%-2.38%6581.923.43%
77%33513480.71%4.59%609518.1941.45%32917275.25%-2.33%7382.244.17%
78%32613181.15%3.88%607318.6240.99%31416676.11%-2.49%7902.514.65%
79%31912282.44%4.17%624519.5742.25%29115377.98%-1.31%11103.816.76%
80%30711583.45%4.13%643420.9543.55%27114179.71%-0.37%11894.387.37%
81%29411084.17%3.76%636121.6342.96%24813480.71%-0.36%1610.640.73%
82%28110984.31%2.73%612021.7741.36%23512681.87%-0.16%2481.051.48%
83%26210684.74%2.05%540720.6336.68%21511383.74%0.88%-133-0.62-1.09%
84%23610285.32%1.54%481820.4132.75%20010185.46%1.7%5202.63.13%
85%2169087.05%2.35%463621.4631.37%1839186.9%2.18%6133.343.89%
86%1977689.06%3.43%475624.1432.21%1738388.05%2.32%6994.044.39%
87%1756790.35%3.7%394322.5326.79%1538088.48%1.67%3492.282.17%
88%1535791.79%4.12%396625.9227.07%1457189.78%1.98%9506.556.07%
89%1325092.8%4.09%365927.7124.87%1316690.5%1.65%7555.764.73%
90%1164493.66%3.9%296225.5320.29%1205592.08%2.25%7596.324.87%
91%1074094.24%3.43%32103021.66%1154992.94%2.08%120510.477.79%
92%933694.82%2.97%281730.2918.92%1084393.81%1.92%152314.19.94%
93%823195.53%2.64%293135.7419.73%934194.1%1.16%159317.1210.51%
94%672895.97%2.05%256138.2217.21%763095.68%1.75%138418.219.44%
95%492196.97%2.03%171635.0211.81%552097.12%2.18%85915.616.03%
96%401398.12%2.16%145336.329.89%451897.41%1.44%130629.028.88%
97%261198.41%1.43%109742.197.97%351198.41%1.43%120734.488.08%
98%201098.56%0.56%63731.854.72%26798.99%1%87033.465.88%
99%10499.42%0.42%81781.75.75%100100%1%61761.74.11%
Средняя
эффекти-
вность
100%99.6612%

Расчет эфективности Probability Channel для GBPUSD, размер окна 950

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohLCrossHCrossH-TrueHP%dPH%SumHSumH avgDohH
75%36215078.41%4.34%605316.7241.21%35318573.38%-2.21%7112.013.65%
76%34513880.14%5.16%565316.3838.62%34218273.81%-2.97%6041.763.1%
77%33813480.71%4.59%612518.1241.64%33017375.1%-2.53%2760.831.35%
78%32813081.29%4.04%599118.2640.44%31216775.97%-2.68%4621.482.59%
79%32112681.87%3.5%628219.5742.43%29815377.98%-1.31%11383.816.88%
80%31111783.16%3.79%630720.2742.73%27514079.85%-0.19%11904.327.39%
81%29911184.02%3.59%630221.0742.59%25413580.57%-0.54%6902.714.1%
82%28511084.17%2.57%619021.7141.83%23612881.58%-0.52%1880.791.09%
83%27210684.74%2.05%604122.240.96%21911683.3%0.36%-8-0.04-0.32%
84%24510485.03%1.21%519921.2235.34%20310085.61%1.88%3461.72.09%
85%2269186.9%2.18%500122.1233.82%1859486.47%1.7%5352.893.37%
86%2048188.34%2.64%494424.2333.47%1728787.48%1.69%5433.153.41%
87%1766990.07%3.4%409023.2327.97%1548088.48%1.67%3622.352.21%
88%1586390.93%3.22%413726.1828.21%1457289.64%1.82%8475.845.43%
89%1345392.37%3.64%346325.8423.5%1346790.35%1.49%9447.045.97%
90%1204693.38%3.61%306925.5721.03%1225991.51%1.65%7846.425.03%
91%1104194.1%3.29%321829.2521.75%1174992.94%2.08%119810.237.74%
92%973794.67%2.82%297730.6920.08%1074393.81%1.92%142813.349.36%
93%833195.53%2.64%279033.6118.82%974094.24%1.31%170217.5411.19%
94%692895.97%2.05%251336.4216.87%763495.1%1.15%129317.018.85%
95%562396.69%1.74%225240.2115.15%552097.12%2.18%80814.695.7%
96%401597.84%1.88%127731.928.73%461997.26%1.29%123226.788.38%
97%291198.41%1.43%111838.558.03%351298.27%1.29%119334.087.99%
98%201098.56%0.56%56628.34.24%26798.99%1%85933.035.81%
99%11499.42%0.42%80473.095.62%11199.85%0.85%75368.455.05%
Средняя
эффекти-
вность
100%99.6096%

Расчет эфективности Probability Channel для GBPUSD, размер окна 1000

Всего истории: 3822 дней
Расчет проходит для 695 дней
Начало расчета: 2.1.2009, пятница
Конец расчета: 2.9.2011, пятница

P%CrossLCrossL-TrueLP%dPL%SumLSumL avgDohL