Strategy Tester Report
Bumblebee v 1.2
Tickmill-Live09 (Build 1353)

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
Период30 Минут (M30) 2016.01.04 00:00 - 2016.12.30 23:30 (2016.01.01 - 2017.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGS="<==== General settings ====>"; SetName="Bumblebee v 1.2 NZDCAD M30 v1.0"; Lot=0.01; Magic=777; Split=3; Max_spread=10; Exit="<==== Setting Exit ====>"; LossClose=0; TakeProfit=34; StopLoss=10; Use_Virtual_TP=false; close_by=1; Exit_MA_Period=100; Skip_MA=3; Exit_n_bar=0; ATRDTS="<==== ATR Dynamic TP,STEP ====>"; Use_ATR_Dynamic=false; Use_Increase_Step=false; Use_Reduce_TP=false; Use_Reverse_effect=false; ATR_TF=60; ATR_Period=5; s3="<==== ATR Filter ====>"; Use_ATR_Filter=false; ATR_filter_TF=1440; ATR_filter_Period=10; Atr_above=2; Atr_below=0; TR="<==== Trend Filter ====>"; Use_MA_Filter=true; MAtrend_Period1=30; MAtrend_Period2=60; MAtrend_Period3=90; Con="<==== Bumblebee Strategy Setting ====>"; _____Setting_RSI_____="-----------------------------------------"; RSI_TF=30; RSI_period=11; Up_Level=75; Low_Level=35; Rec="<==== Recovery Setting ====>"; Use_Recovery=true; Use_Arithmetic_Lot=false; Grid_step=32; Max_orders=8; Multiplier=1.5; Start_Factor_Knee=5; Start_BE_n_knee=2; Take_BE_limit=4; Bar_to_reduce=0; Take_reduce=0; Take_reduce_limit=0; strNY="<==== NewYear Filter ====>"; new_year_start=20; new_year_end=10;
Баров в истории12575Смоделировано тиков26468014Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль149.85Общая прибыль278.58Общий убыток-128.73
Прибыльность2.16Матожидание выигрыша1.37
Абсолютная просадка150.38Максимальная просадка243.42 (2.41%)Относительная просадка2.41% (243.42)
Всего сделок109Короткие позиции (% выигравших)28 (67.86%)Длинные позиции (% выигравших)81 (74.07%)
Прибыльные сделки (% от всех)79 (72.48%)Убыточные сделки (% от всех)30 (27.52%)
Самая большаяприбыльная сделка50.74убыточная сделка-16.99
Средняяприбыльная сделка3.53убыточная сделка-4.29
Максимальное количествонепрерывных выигрышей (прибыль)12 (27.21)непрерывных проигрышей (убыток)7 (-63.61)
Макс.непрерывная прибыль (число выигрышей)72.88 (3)непрерывный убыток (число проигрышей)-63.61 (7)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.11 02:30buy10.010.924760.000000.92813
22016.01.11 02:30modify10.010.924760.000000.92816
32016.01.11 11:39t/p10.010.928130.000000.928162.6110002.61
42016.01.14 13:30buy20.010.925910.000000.92928
52016.01.14 13:30modify20.010.925910.000000.92931
62016.01.14 18:38t/p20.010.929280.000000.929312.6010005.21
72016.01.15 06:30buy30.010.925850.000000.92924
82016.01.15 06:30modify30.010.925850.000000.92925
92016.01.15 08:30t/p30.010.930170.000000.929253.3510008.56
102016.01.22 14:00buy40.010.921720.000000.92511
112016.01.22 14:00modify40.010.921720.000000.92512
122016.01.22 17:30buy50.010.918010.000000.00000
132016.01.22 17:30modify50.010.918010.000000.92209
142016.01.22 17:30modify40.010.921720.000000.92209
152016.01.25 05:46t/p40.010.922190.000000.922090.3310008.89
162016.01.25 05:46t/p50.010.922190.000000.922093.2410012.13
172016.01.28 01:00buy60.010.906940.000000.91029
182016.01.28 01:00modify60.010.906940.000000.91034
192016.01.28 08:50t/p60.010.910340.000000.910342.6310014.76
202016.02.09 15:00buy70.010.915580.000000.91894
212016.02.09 15:00modify70.010.915580.000000.91898
222016.02.09 16:01t/p70.010.918950.000000.918982.6110017.37
232016.02.12 19:30buy80.010.917620.000000.92102
242016.02.15 08:10t/p80.010.921000.000000.921022.6110019.98
252016.02.16 06:30buy90.010.909020.000000.91239
262016.02.16 06:30modify90.010.909020.000000.91242
272016.02.16 11:00buy100.010.906420.000000.00000
282016.02.16 11:00modify100.010.906420.000000.90994
292016.02.16 11:00modify90.010.909020.000000.90994
302016.02.16 11:10t/p90.010.910050.000000.909940.7610020.74
312016.02.16 11:10t/p100.010.910070.000000.909942.8210023.56
322016.02.24 05:30buy110.010.913880.000000.91727
332016.02.24 05:30modify110.010.913880.000000.91728
342016.02.25 15:30buy120.010.911550.000000.00000
352016.02.25 15:30modify120.010.911550.000000.91494
362016.02.25 15:30modify110.010.913880.000000.91494
372016.02.26 02:52t/p110.010.915070.000000.914940.8910024.45
382016.02.26 02:52t/p120.010.915120.000000.914942.7610027.21
392016.02.26 20:30buy130.010.897860.000000.90126
402016.02.29 00:00buy140.010.891990.000000.00000
412016.02.29 00:00modify140.010.891990.000000.89715
422016.02.29 00:00modify130.010.897860.000000.89715
432016.02.29 12:00t/p130.010.897240.000000.89715-0.5210026.69
442016.02.29 12:00t/p140.010.897270.000000.897154.1010030.79
452016.03.01 18:30buy150.010.887560.000000.89095
462016.03.01 18:30modify150.010.887560.000000.89096
472016.03.02 00:45t/p150.010.891040.000000.890962.6910033.48
482016.03.07 22:30buy160.010.900620.000000.90397
492016.03.07 22:30modify160.010.900620.000000.90402
502016.03.08 17:04t/p160.010.904000.000000.904022.6110036.09
512016.03.10 01:30buy170.010.880860.000000.88422
522016.03.10 01:30modify170.010.880860.000000.88426
532016.03.10 10:35t/p170.010.884210.000000.884262.5910038.68
542016.03.15 18:30buy180.010.883600.000000.88697
552016.03.15 18:30modify180.010.883600.000000.88700
562016.03.15 22:00buy190.010.880750.000000.00000
572016.03.15 22:00modify190.010.880750.000000.88440
582016.03.15 22:00modify180.010.883600.000000.88440
592016.03.16 13:48t/p180.010.884410.000000.884400.5910039.27
602016.03.16 13:48t/p190.010.884370.000000.884402.8010042.06
612016.03.16 16:30buy200.010.880980.000000.88433
622016.03.16 16:30modify200.010.880980.000000.88438
632016.03.16 21:06t/p200.010.884460.000000.884382.6910044.75
642016.03.22 21:00buy210.010.880810.000000.88419
652016.03.22 21:00modify210.010.880810.000000.88421
662016.03.23 12:30buy220.010.877260.000000.00000
672016.03.23 12:30modify220.010.877260.000000.88126
682016.03.23 12:30modify210.010.880810.000000.88126
692016.03.23 16:42t/p210.010.881230.000000.881260.2910045.04
702016.03.23 16:42t/p220.010.881220.000000.881263.0710048.11
712016.03.29 21:00sell230.010.897190.000000.89409
722016.03.29 21:00modify230.010.897190.000000.89379
732016.03.30 10:30sell240.010.903000.000000.00000
742016.03.30 10:30modify240.010.903000.000000.89787
752016.03.30 10:30modify230.010.897190.000000.89787
762016.03.30 17:28t/p230.010.897890.000000.89787-0.6110047.51
772016.03.30 17:28t/p240.010.897860.000000.897873.9810051.49
782016.04.08 16:30buy250.010.885980.000000.88936
792016.04.08 16:30modify250.010.885980.000000.88938
802016.04.12 15:31t/p250.010.889370.000000.889382.6210054.11
812016.04.15 00:30buy260.010.879850.000000.88322
822016.04.15 00:30modify260.010.879850.000000.88325
832016.04.15 08:05t/p260.010.883240.000000.883252.6110056.72
842016.04.20 19:00buy270.010.883450.000000.88680
852016.04.20 19:00modify270.010.883450.000000.88685
862016.04.21 10:00buy280.010.880120.000000.00000
872016.04.21 10:00modify280.010.880120.000000.88401
882016.04.21 10:00modify270.010.883450.000000.88401
892016.04.22 11:00buy290.010.876540.000000.00000
902016.04.22 11:00modify290.010.876540.000000.88049
912016.04.22 11:00modify280.010.880120.000000.88049
922016.04.22 11:00modify270.010.883450.000000.88049
932016.04.22 16:00buy300.010.869580.000000.00000
942016.04.22 16:00modify300.010.869580.000000.87787
952016.04.22 16:00modify290.010.876540.000000.87787
962016.04.22 16:00modify280.010.880120.000000.87787
972016.04.22 16:00modify270.010.883450.000000.87787
982016.04.25 00:04buy310.010.868520.000000.00000
992016.04.25 00:04modify310.010.868520.000000.87609
1002016.04.25 00:04modify300.010.869580.000000.87609
1012016.04.25 00:04modify290.010.876540.000000.87609
1022016.04.25 00:04modify280.010.880120.000000.87609
1032016.04.25 00:04modify270.010.883450.000000.87609
1042016.04.27 11:30buy320.020.865650.000000.00000
1052016.04.27 11:30modify320.020.865650.000000.87324
1062016.04.27 11:30modify310.010.868520.000000.87324
1072016.04.27 11:30modify300.010.869580.000000.87324
1082016.04.27 11:30modify290.010.876540.000000.87324
1092016.04.27 11:30modify280.010.880120.000000.87324
1102016.04.27 11:30modify270.010.883450.000000.87324
1112016.04.27 13:00buy330.030.862110.000000.00000
1122016.04.27 13:00modify330.030.862110.000000.87003
1132016.04.27 13:00modify320.020.865650.000000.87003
1142016.04.27 13:00modify310.010.868520.000000.87003
1152016.04.27 13:00modify300.010.869580.000000.87003
1162016.04.27 13:00modify290.010.876540.000000.87003
1172016.04.27 13:00modify280.010.880120.000000.87003
1182016.04.27 13:00modify270.010.883450.000000.87003
1192016.04.28 00:02t/p270.010.870340.000000.87003-10.3210046.39
1202016.04.28 00:02t/p280.010.870320.000000.87003-7.7310038.66
1212016.04.28 00:02t/p290.010.870320.000000.87003-4.9210033.74
1222016.04.28 00:02t/p300.010.870320.000000.870030.5410034.28
1232016.04.28 00:02t/p310.010.870360.000000.870031.4010035.67
1242016.04.28 00:02t/p320.020.870310.000000.870037.2310042.90
1252016.04.28 00:02t/p330.030.870340.000000.8700319.2510062.15
1262016.05.06 13:00buy340.010.879480.000000.88283
1272016.05.06 13:00modify340.010.879480.000000.88288
1282016.05.06 15:30t/p340.010.883070.000000.882882.7810064.93
1292016.05.10 05:00buy350.010.875090.000000.87848
1302016.05.10 05:00modify350.010.875090.000000.87849
1312016.05.10 23:30buy360.010.872240.000000.00000
1322016.05.10 23:30modify360.010.872240.000000.87589
1332016.05.10 23:30modify350.010.875090.000000.87589
1342016.05.11 00:01t/p350.010.875910.000000.875890.6010065.53
1352016.05.11 00:01t/p360.010.875900.000000.875892.8310068.36
1362016.05.26 01:30buy370.010.876850.000000.88023
1372016.05.26 01:30modify370.010.876850.000000.88025
1382016.05.26 05:00buy380.010.871450.000000.00000
1392016.05.26 05:00modify380.010.871450.000000.87637
1402016.05.26 05:00modify370.010.876850.000000.87637
1412016.05.26 18:56t/p370.010.876350.000000.87637-0.4310067.93
1422016.05.26 18:56t/p380.010.876330.000000.876373.7810071.71
1432016.05.31 19:30sell390.010.885340.000000.88227
1442016.05.31 19:30modify390.010.885340.000000.88194
1452016.06.01 11:00sell400.010.888860.000000.00000
1462016.06.01 11:00modify400.010.888860.000000.88487
1472016.06.01 11:00modify390.010.885340.000000.88487
1482016.06.01 20:00sell410.010.892140.000000.00000
1492016.06.01 20:00modify410.010.892140.000000.88832
1502016.06.01 20:00modify400.010.888860.000000.88832
1512016.06.01 20:00modify390.010.885340.000000.88832
1522016.06.02 00:00modify410.010.892140.000000.88826
1532016.06.02 00:00modify400.010.888860.000000.88826
1542016.06.02 00:00modify390.010.885340.000000.88826
1552016.06.02 12:36t/p390.010.888250.000000.88826-2.3910069.31
1562016.06.02 12:36t/p400.010.888220.000000.888260.4110069.73
1572016.06.02 12:36t/p410.010.888270.000000.888262.9410072.67
1582016.06.07 01:30buy420.010.887890.000000.89127
1592016.06.07 01:30modify420.010.887890.000000.89129
1602016.06.07 02:30buy430.010.885020.000000.00000
1612016.06.07 02:30modify430.010.885020.000000.88868
1622016.06.07 02:30modify420.010.887890.000000.88868
1632016.06.07 13:32t/p420.010.888680.000000.888680.5810073.25
1642016.06.07 13:32t/p430.010.888640.000000.888682.8010076.05
1652016.06.09 08:00sell440.010.905190.000000.90221
1662016.06.09 08:00modify440.010.905190.000000.90179
1672016.06.09 17:00sell450.010.908590.000000.00000
1682016.06.09 17:00modify450.010.908590.000000.90467
1692016.06.09 17:00modify440.010.905190.000000.90467
1702016.06.09 23:36t/p440.010.904630.000000.904670.4010076.45
1712016.06.09 23:36t/p450.010.904650.000000.904673.0510079.50
1722016.06.16 02:30sell460.010.913310.000000.91038
1732016.06.16 02:30modify460.010.913310.000000.90991
1742016.06.16 17:59t/p460.010.909850.000000.909912.6710082.17
1752016.06.17 17:30buy470.010.908110.000000.91147
1762016.06.17 17:30modify470.010.908110.000000.91151
1772016.06.20 05:28t/p470.010.911520.000000.911512.6410084.81
1782016.06.23 21:30sell480.010.925280.000000.92220
1792016.06.23 21:30modify480.010.925280.000000.92188
1802016.06.24 00:05sell490.010.929760.000000.00000
1812016.06.24 00:05modify490.010.929760.000000.92529
1822016.06.24 00:05modify480.010.925280.000000.92529
1832016.06.24 00:34t/p480.010.925260.000000.92529-0.0410084.77
1842016.06.24 00:34t/p490.010.925220.000000.925293.5210088.29
1852016.07.06 06:00buy500.010.924660.000000.92802
1862016.07.06 06:00modify500.010.924660.000000.92806
1872016.07.06 15:36t/p500.010.928030.000000.928062.6110090.90
1882016.07.08 05:30sell510.010.944860.000000.94172
1892016.07.08 05:30modify510.010.944860.000000.94146
1902016.07.08 16:30sell520.010.948820.000000.00000
1912016.07.08 16:30modify520.010.948820.000000.94462
1922016.07.08 16:30modify510.010.944860.000000.94462
1932016.07.08 18:00sell530.010.953970.000000.00000
1942016.07.08 18:00modify530.010.953970.000000.94877
1952016.07.08 18:00modify520.010.948820.000000.94877
1962016.07.08 18:00modify510.010.944860.000000.94877
1972016.07.11 00:02modify530.010.953970.000000.94875
1982016.07.11 00:02modify520.010.948820.000000.94875
1992016.07.11 00:02modify510.010.944860.000000.94875
2002016.07.11 08:05t/p510.010.948770.000000.94875-3.1210087.78
2012016.07.11 08:05t/p520.010.948750.000000.94875-0.0110087.78
2022016.07.11 08:05t/p530.010.948740.000000.948754.0410091.82
2032016.07.13 22:30buy540.010.943670.000000.94707
2042016.07.14 06:00buy550.010.940410.000000.00000
2052016.07.14 06:00modify550.010.940410.000000.94426
2062016.07.14 06:00modify540.010.943670.000000.94426
2072016.07.14 06:30buy560.010.935860.000000.00000
2082016.07.14 06:30modify560.010.935860.000000.94043
2092016.07.14 06:30modify550.010.940410.000000.94043
2102016.07.14 06:30modify540.010.943670.000000.94043
2112016.07.14 08:00buy570.010.932880.000000.00000
2122016.07.14 08:00modify570.010.932880.000000.93866
2132016.07.14 08:00modify560.010.935860.000000.93866
2142016.07.14 08:00modify550.010.940410.000000.93866
2152016.07.14 08:00modify540.010.943670.000000.93866
2162016.07.14 16:00buy580.010.928660.000000.00000
2172016.07.14 16:00modify580.010.928660.000000.93675
2182016.07.14 16:00modify570.010.932880.000000.93675
2192016.07.14 16:00modify560.010.935860.000000.93675
2202016.07.14 16:00modify550.010.940410.000000.93675
2212016.07.14 16:00modify540.010.943670.000000.93675
2222016.07.15 02:30buy590.020.925720.000000.00000
2232016.07.15 02:30modify590.020.925720.000000.93372
2242016.07.15 02:30modify580.010.928660.000000.93372
2252016.07.15 02:30modify570.010.932880.000000.93372
2262016.07.15 02:30modify560.010.935860.000000.93372
2272016.07.15 02:30modify550.010.940410.000000.93372
2282016.07.15 02:30modify540.010.943670.000000.93372
2292016.07.15 04:00buy600.030.922750.000000.00000
2302016.07.15 04:00modify600.030.922750.000000.93057
2312016.07.15 04:00modify590.020.925720.000000.93057
2322016.07.15 04:00modify580.010.928660.000000.93057
2332016.07.15 04:00modify570.010.932880.000000.93057
2342016.07.15 04:00modify560.010.935860.000000.93057
2352016.07.15 04:00modify550.010.940410.000000.93057
2362016.07.15 04:00modify540.010.943670.000000.93057
2372016.07.18 02:00buy610.050.917010.000000.00000
2382016.07.18 02:00modify610.050.917010.000000.92620
2392016.07.18 02:00modify600.030.922750.000000.92620
2402016.07.18 02:00modify590.020.925720.000000.92620
2412016.07.18 02:00modify580.010.928660.000000.92620
2422016.07.18 02:00modify570.010.932880.000000.92620
2432016.07.18 02:00modify560.010.935860.000000.92620
2442016.07.18 02:00modify550.010.940410.000000.92620
2452016.07.18 02:00modify540.010.943670.000000.92620
2462016.07.19 00:30buy620.080.913910.000000.00000
2472016.07.19 00:30modify620.080.913910.000000.92208
2482016.07.19 00:30modify610.050.917010.000000.92208
2492016.07.19 00:30modify600.030.922750.000000.92208
2502016.07.19 00:30modify590.020.925720.000000.92208
2512016.07.19 00:30modify580.010.928660.000000.92208
2522016.07.19 00:30modify570.010.932880.000000.92208
2532016.07.19 00:30modify560.010.935860.000000.92208
2542016.07.19 00:30modify550.010.940410.000000.92208
2552016.07.19 00:30modify540.010.943670.000000.92208
2562016.07.25 15:34t/p540.010.922070.000000.92208-16.9910074.83
2572016.07.25 15:34t/p550.010.922040.000000.92208-14.4510060.37
2582016.07.25 15:34t/p560.010.922080.000000.92208-10.8510049.52
2592016.07.25 15:34t/p570.010.922080.000000.92208-8.5110041.01
2602016.07.25 15:34t/p580.010.922070.000000.92208-5.2110035.79
2612016.07.25 15:34t/p590.020.922040.000000.92208-5.8610029.94
2622016.07.25 15:34t/p600.030.922070.000000.92208-1.7310028.21
2632016.07.25 15:34t/p610.050.922040.000000.9220819.5210047.72
2642016.07.25 15:34t/p620.080.922050.000000.9220850.7410098.47
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