Strategy Tester Report
Ruckkehr v1.5
RoboForex-Demo (Build 1353)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период15 Минут (M15) 2017.10.16 10:00 - 2021.11.29 01:45 (2010.01.01 - 2022.03.07)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGS="<==== General settings ====>"; SetName="setdlyaopta"; Lot=0.01; Magic=777; Split=3; Max_spread=10; Exit="<==== Setting Exit ====>"; LossClose=0; TakeProfit=54; StopLoss=10000; Use_Virtual_TP=true; 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=1440; ATR_Period=10; s3="#============ ATR Filter =========#"; Use_ATR_Filter=false; ATR_filter_TF=1440; ATR_filter_Period=14; Atr_above=1.75; Atr_below=0; TR="<==== Trend Filter ====>"; Use_MA_Filter=false; MAtrend_Period1=10; MAtrend_Period2=20; MAtrend_Period3=30; Con="<==== Ruckkehr Strategy Setting ====>"; _____Setting_ENV_____="-----------------------------------------"; Envelopes_TF=240; Env_MA_period=150; Env_Deviation=1.8; Rec="<==== Recovery Setting ====>"; Use_Recovery=true; Use_Arithmetic_Lot=true; Grid_step=5; Max_orders=20; Multiplier=1.3; Start_Factor_Knee=10; Start_BE_n_knee=9; Take_BE_limit=0; Bar_to_reduce=0; Take_reduce=0; Take_reduce_limit=0; TradeTimeStr0="#============= Time settings =============#"; TradeRoundTheClock=false; TradeTimeStr1="- broker GMT offset will be auto-adjusted -"; TradeTimeStr2="-- Set your winter GMT offset for tester --"; AutoGMT=false; BrokerGMTOffsetWinter=2; BrokerDstMode=1; TargetGMTOffsetWinter=2; TargetDstMode=2; TradeTimeStr3="----- Trade intervals, comma separated ----"; TradeTimeStr4="----- set time in the target timezone -----"; TradeTimeStr5="Format: 'hh:mm-hh:mm', blank for no trading"; TradeTimeStr6="----------------- WINTER ------------------"; TradeTimeStr7="<== SUNDAY ==>"; SUNDAY_TradeIntervalsW=""; TradeTimeStr8="<== MONDAY ==>"; MONDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr9="<== TUESDAY ==>"; TUESDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr10="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr11="<== THURSDAY ==>"; THURSDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr12="<== FRIDAY ==>"; FRIDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr13="--- Extra interval, every day (for opt) ---"; StartTradeHourW=0; StartTradeMinuteW=0; DurationMinutesW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS=""; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS=""; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS=""; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS=""; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS=""; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS=""; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; StartTradeHourS=0; StartTradeMinuteS=0; DurationMinutesS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=29; DayChristmasBreakStops=2; MonthsToSkip="";
Баров в истории103443Смоделировано тиков160491189Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль431.88Общая прибыль751.05Общий убыток-319.17
Прибыльность2.35Матожидание выигрыша1.42
Абсолютная просадка247.27Максимальная просадка286.27 (2.85%)Относительная просадка2.85% (286.27)
Всего сделок304Короткие позиции (% выигравших)219 (63.01%)Длинные позиции (% выигравших)85 (88.24%)
Прибыльные сделки (% от всех)213 (70.07%)Убыточные сделки (% от всех)91 (29.93%)
Самая большаяприбыльная сделка43.87убыточная сделка-9.96
Средняяприбыльная сделка3.53убыточная сделка-3.51
Максимальное количествонепрерывных выигрышей (прибыль)45 (97.55)непрерывных проигрышей (убыток)14 (-87.10)
Макс.непрерывная прибыль (число выигрышей)109.03 (6)непрерывный убыток (число проигрышей)-87.10 (14)
Среднийнепрерывный выигрыш11непрерывный проигрыш5
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.10.30 12:15sell10.011.281400.000000.00000
22017.10.30 12:30sell20.011.281930.000000.00000
32017.10.30 12:45sell30.011.282560.000000.00000
42017.10.30 14:45sell40.011.283450.000000.00000
52017.10.30 16:00sell50.011.284130.000000.00000
62017.10.30 16:15sell60.011.284700.000000.00000
72017.10.30 17:30sell70.011.285400.000000.00000
82017.10.30 19:45close70.011.282330.000000.000002.3610002.36
92017.10.30 19:45close60.011.282340.000000.000001.8010004.16
102017.10.30 19:45close50.011.282320.000000.000001.3710005.53
112017.10.30 19:45close40.011.282350.000000.000000.8210006.35
122017.10.30 19:45close30.011.282340.000000.000000.1310006.48
132017.10.30 19:45close20.011.282300.000000.00000-0.3310006.15
142017.10.30 19:45close10.011.282350.000000.00000-0.7810005.37
152017.10.30 23:15sell80.011.281990.000000.00000
162017.10.31 00:01sell90.011.283200.000000.00000
172017.10.31 04:15sell100.011.283840.000000.00000
182017.10.31 12:30sell110.011.284290.000000.00000
192017.10.31 14:00sell120.011.285170.000000.00000
202017.10.31 15:45sell130.011.291410.000000.00000
212017.11.02 04:45close130.011.283600.000000.000005.9710011.34
222017.11.02 04:45close120.011.283580.000000.000001.1310012.48
232017.11.02 04:45close110.011.283580.000000.000000.4510012.93
242017.11.02 04:45close100.011.283590.000000.000000.0910013.02
252017.11.02 04:45close90.011.283560.000000.00000-0.3910012.64
262017.11.02 04:45close80.011.283550.000000.00000-1.3410011.29
272018.01.02 18:30buy140.011.251020.000000.00000
282018.01.02 19:30buy150.011.250400.000000.00000
292018.01.03 21:15close150.011.254630.000000.000003.3310014.62
302018.01.03 21:15close140.011.254610.000000.000002.8110017.42
312018.01.09 10:15buy160.011.242700.000000.00000
322018.01.10 16:00close160.011.248440.000000.000004.5510021.97
332018.01.25 08:45buy170.011.230240.000000.00000
342018.01.25 16:00buy180.011.229620.000000.00000
352018.01.25 18:00buy190.011.228830.000000.00000
362018.01.25 19:30close190.011.232060.000000.000002.5810024.55
372018.01.25 19:30close180.011.232060.000000.000001.9410026.49
382018.01.25 19:30close170.011.232070.000000.000001.4510027.94
392018.02.28 19:15sell200.011.279930.000000.00000
402018.02.28 19:30sell210.011.281330.000000.00000
412018.02.28 19:45sell220.011.281940.000000.00000
422018.02.28 21:30sell230.011.282750.000000.00000
432018.02.28 22:15sell240.011.284020.000000.00000
442018.03.01 03:30sell250.011.284680.000000.00000
452018.03.01 12:00sell260.011.285330.000000.00000
462018.03.01 15:15sell270.011.286140.000000.00000
472018.03.01 19:30sell280.011.286870.000000.00000
482018.03.01 20:15sell290.011.287830.000000.00000
492018.03.01 20:30sell300.021.288480.000000.00000
502018.03.01 21:00sell310.031.289180.000000.00000
512018.03.01 21:30close310.031.285590.000000.000008.2610036.20
522018.03.01 21:30close300.021.285590.000000.000004.4110040.61
532018.03.01 21:30close290.011.285590.000000.000001.7110042.32
542018.03.01 21:30close280.011.285590.000000.000000.9610043.28
552018.03.01 21:30close270.011.285590.000000.000000.3910043.67
562018.03.01 21:30close260.011.285590.000000.00000-0.2410043.43
572018.03.01 21:30close250.011.285560.000000.00000-0.7210042.71
582018.03.01 21:30close240.011.285570.000000.00000-1.3010041.41
592018.03.01 21:30close230.011.285600.000000.00000-2.3110039.10
602018.03.01 21:30close220.011.285590.000000.00000-2.9310036.17
612018.03.01 21:30close210.011.285580.000000.00000-3.4010032.77
622018.03.01 21:30close200.011.285580.000000.00000-4.4910028.28
632018.03.01 22:15sell320.011.282190.000000.00000
642018.03.01 23:30sell330.011.282980.000000.00000
652018.03.02 04:45sell340.011.283780.000000.00000
662018.03.02 11:15sell350.011.284990.000000.00000
672018.03.02 12:00sell360.011.286130.000000.00000
682018.03.02 15:00sell370.011.287370.000000.00000
692018.03.02 15:15sell380.011.287970.000000.00000
702018.03.02 16:15sell390.011.288740.000000.00000
712018.03.02 18:15sell400.011.289340.000000.00000
722018.03.02 19:45sell410.011.290040.000000.00000
732018.03.02 21:00sell420.021.290630.000000.00000
742018.03.05 14:15sell430.031.292340.000000.00000
752018.03.05 14:30sell440.041.293590.000000.00000
762018.03.05 15:30sell450.051.294490.000000.00000
772018.03.05 15:45sell460.061.295780.000000.00000
782018.03.05 16:00sell470.071.296320.000000.00000
792018.03.05 16:15sell480.081.297340.000000.00000
802018.03.05 16:30sell490.091.297860.000000.00000
812018.03.05 19:45sell500.101.298750.000000.00000
822018.03.05 21:30sell510.111.299270.000000.00000
832018.03.06 13:30close510.111.294940.000000.0000036.1610064.44
842018.03.06 13:30close500.101.294960.000000.0000028.7010093.14
852018.03.06 13:30close490.091.294950.000000.0000019.7110112.85
862018.03.06 13:30close480.081.294990.000000.0000014.0710126.91
872018.03.06 13:30close470.071.294980.000000.000006.8410133.76
882018.03.06 13:30close460.061.294940.000000.000003.5510137.31
892018.03.06 13:30close450.051.294990.000000.00000-2.2110135.09
902018.03.06 13:30close440.041.294980.000000.00000-4.5210130.58
912018.03.06 13:30close430.031.294970.000000.00000-6.2610124.32
922018.03.06 13:30close420.021.294980.000000.00000-6.8710117.45
932018.03.06 13:30close410.011.294980.000000.00000-3.8810113.57
942018.03.06 13:30close400.011.294940.000000.00000-4.3910109.17
952018.03.06 13:30close390.011.294970.000000.00000-4.8810104.29
962018.03.06 13:30close380.011.294940.000000.00000-5.4510098.83
972018.03.06 13:30close370.011.294950.000000.00000-5.9310092.90
982018.03.06 13:30close360.011.294970.000000.00000-6.8910086.01
992018.03.06 13:30close350.011.294980.000000.00000-7.7810078.22
1002018.03.06 13:30close340.011.294960.000000.00000-8.7110069.51
1012018.03.06 13:30close330.011.294950.000000.00000-9.3410060.17
1022018.03.06 13:30close320.011.294970.000000.00000-9.9610050.21
1032018.03.06 17:15sell520.011.288880.000000.00000
1042018.03.06 18:00sell530.011.290000.000000.00000
1052018.03.06 18:30sell540.011.290600.000000.00000
1062018.03.06 19:15sell550.011.291200.000000.00000
1072018.03.06 19:30sell560.011.291770.000000.00000
1082018.03.06 20:15close560.011.288750.000000.000002.3010052.51
1092018.03.06 20:15close550.011.288750.000000.000001.8610054.37
1102018.03.06 20:15close540.011.288740.000000.000001.4110055.78
1112018.03.06 20:15close530.011.288710.000000.000000.9610056.74
1122018.03.06 20:15close520.011.288740.000000.000000.0710056.81
1132018.03.06 20:30sell570.011.289110.000000.00000
1142018.03.06 22:00sell580.011.289860.000000.00000
1152018.03.07 00:45sell590.011.290790.000000.00000
1162018.03.07 01:00sell600.011.291820.000000.00000
1172018.03.07 01:45sell610.011.294890.000000.00000
1182018.03.07 17:30sell620.011.297540.000000.00000
1192018.03.07 18:30sell630.011.298400.000000.00000
1202018.03.07 19:00sell640.011.299330.000000.00000
1212018.03.07 19:15sell650.011.299980.000000.00000
1222018.03.07 22:00close650.011.292820.000000.000005.4910062.30
1232018.03.07 22:00close640.011.292830.000000.000004.9910067.29
1242018.03.07 22:00close630.011.292830.000000.000004.2710071.56
1252018.03.07 22:00close620.011.292800.000000.000003.6310075.19
1262018.03.07 22:00close610.011.292830.000000.000001.5610076.75
1272018.03.07 22:00close600.011.292840.000000.00000-0.8310075.92
1282018.03.07 22:00close590.011.292830.000000.00000-1.6110074.31
1292018.03.07 22:00close580.011.292850.000000.00000-2.3710071.94
1302018.03.07 22:00close570.011.292830.000000.00000-2.9310069.02
1312018.03.07 22:45sell660.011.289290.000000.00000
1322018.03.07 23:15sell670.011.290120.000000.00000
1332018.03.08 00:15sell680.011.290730.000000.00000
1342018.03.08 00:45sell690.011.291260.000000.00000
1352018.03.08 03:00sell700.011.291820.000000.00000
1362018.03.08 04:15close700.011.288900.000000.000002.2210071.24
1372018.03.08 04:15close690.011.288910.000000.000001.7910073.03
1382018.03.08 04:15close680.011.288910.000000.000001.3810074.41
1392018.03.08 04:15close670.011.288930.000000.000000.8310075.24
1402018.03.08 04:15close660.011.288910.000000.000000.2110075.45
1412018.03.08 14:45sell710.011.292350.000000.00000
1422018.03.08 18:00sell720.011.294250.000000.00000
1432018.03.08 19:30sell730.011.294730.000000.00000
1442018.03.08 20:15sell740.011.295400.000000.00000
1452018.03.08 22:00close740.011.291150.000000.000003.2510078.70
1462018.03.08 22:00close730.011.291170.000000.000002.7210081.42
1472018.03.08 22:00close720.011.291160.000000.000002.3510083.77
1482018.03.08 22:00close710.011.291120.000000.000000.9110084.68
1492018.03.08 22:15sell750.011.290360.000000.00000
1502018.03.09 16:15close750.011.284120.000000.000004.8010089.48
1512018.03.14 00:01sell760.011.296340.000000.00000
1522018.03.14 18:30sell770.011.296850.000000.00000
1532018.03.14 21:00close770.011.293000.000000.000002.9410092.42
1542018.03.14 21:00close760.011.293010.000000.000002.5410094.96
1552018.04.10 22:45buy780.011.260420.000000.00000
1562018.04.11 00:15buy790.011.260090.000000.00000
1572018.04.11 02:15buy800.011.259700.000000.00000
1582018.04.11 17:30buy810.011.258880.000000.00000
1592018.04.11 17:45buy820.011.255950.000000.00000
1602018.04.12 11:00close820.011.260550.000000.000003.5710098.53
1612018.04.12 11:00close810.011.260560.000000.000001.2610099.79
1622018.04.12 11:00close800.011.260550.000000.000000.6010100.38
1632018.04.12 11:00close790.011.260570.000000.000000.3010100.68
1642018.04.12 11:00close780.011.260570.000000.000000.0110100.70
1652018.04.13 14:00buy830.011.256630.000000.00000
1662018.04.13 15:30buy840.011.256140.000000.00000
1672018.04.13 18:00close840.011.260750.000000.000003.6110104.31
1682018.04.13 18:00close830.011.260720.000000.000003.2010107.51
1692018.06.18 08:00sell850.011.317940.000000.00000
1702018.06.18 10:30sell860.011.318640.000000.00000
1712018.06.18 16:00sell870.011.319270.000000.00000
1722018.06.18 17:30sell880.011.320200.000000.00000
1732018.06.18 18:00sell890.011.321010.000000.00000
1742018.06.18 18:45sell900.011.322450.000000.00000
1752018.06.18 19:00sell910.011.322970.000000.00000
1762018.06.18 20:15sell920.011.323460.000000.00000
1772018.06.18 23:00close920.011.319680.000000.000002.8210110.33
1782018.06.18 23:00close910.011.319670.000000.000002.4610112.79
1792018.06.18 23:00close900.011.319720.000000.000002.0310114.82
1802018.06.18 23:00close890.011.319670.000000.000000.9810115.80
1812018.06.18 23:00close880.011.319720.000000.000000.3210116.12
1822018.06.18 23:00close870.011.319720.000000.00000-0.3810115.74
1832018.06.18 23:00close860.011.319680.000000.00000-0.8310114.91
1842018.06.18 23:00close850.011.319680.000000.00000-1.3610113.55
1852018.06.22 12:30sell930.011.327010.000000.00000
1862018.06.22 13:00sell940.011.328020.000000.00000
1872018.06.22 13:45sell950.011.328660.000000.00000
1882018.06.22 15:45sell960.011.334810.000000.00000
1892018.06.22 22:30close960.011.327790.000000.000005.2510118.80
1902018.06.22 22:30close950.011.327800.000000.000000.6110119.41
1912018.06.22 22:30close940.011.327790.000000.000000.1410119.55
1922018.06.22 22:30close930.011.327790.000000.00000-0.6210118.93
1932018.06.25 04:00sell970.011.328750.000000.00000
1942018.06.25 05:45sell980.011.329480.000000.00000
1952018.06.25 10:00sell990.011.330640.000000.00000
1962018.06.25 13:30sell1000.011.331250.000000.00000
1972018.06.25 19:15sell1010.011.332060.000000.00000
1982018.06.26 01:00close1010.011.329340.000000.000001.9910120.92
1992018.06.26 01:00close1000.011.329320.000000.000001.3910122.31
2002018.06.26 01:00close990.011.329340.000000.000000.9210123.23
2012018.06.26 01:00close980.011.329360.000000.000000.0310123.27
2022018.06.26 01:00close970.011.329330.000000.00000-0.5010122.77
2032018.06.26 16:00sell1020.011.331430.000000.00000
2042018.06.27 05:00sell1030.011.332150.000000.00000
2052018.06.27 22:15sell1040.011.337120.000000.00000
2062018.06.28 13:15close1040.011.330550.000000.000004.8510127.62
2072018.06.28 13:15close1030.011.330560.000000.000001.1110128.73
2082018.06.28 13:15close1020.011.330550.000000.000000.5510129.28
2092018.12.24 04:15sell1050.011.357680.000000.00000
2102018.12.24 08:45sell1060.011.358250.000000.00000
2112018.12.24 10:00sell1070.011.359290.000000.00000
2122018.12.24 16:45sell1080.011.359940.000000.00000
2132018.12.24 17:30close1080.011.357130.000000.000002.0310131.31
2142018.12.24 17:30close1070.011.357100.000000.000001.5710132.88
2152018.12.24 17:30close1060.011.357140.000000.000000.7810133.66
2162018.12.24 17:30close1050.011.357140.000000.000000.3610134.02
2172018.12.24 17:45sell1090.011.357150.000000.00000
2182018.12.24 18:00sell1100.011.358590.000000.00000
2192018.12.24 19:00sell1110.011.359450.000000.00000
2202018.12.24 20:00sell1120.011.360170.000000.00000
2212018.12.24 20:30sell1130.011.360930.000000.00000
2222018.12.26 19:00close1130.011.357820.000000.000002.2210136.24
2232018.12.26 19:00close1120.011.357810.000000.000001.6710137.91
2242018.12.26 19:00close1110.011.357790.000000.000001.1510139.05
2252018.12.26 19:00close1100.011.357820.000000.000000.5010139.55
2262018.12.26 19:00close1090.011.357810.000000.00000-0.5510139.00
2272018.12.27 12:45sell1140.011.361230.000000.00000
2282018.12.27 15:15sell1150.011.362050.000000.00000
2292018.12.27 15:30sell1160.011.362550.000000.00000
2302018.12.27 16:00sell1170.011.363550.000000.00000
2312018.12.27 16:15sell1180.011.365890.000000.00000
2322018.12.27 23:15close1180.011.361420.000000.000003.2410142.24
2332018.12.27 23:15close1170.011.361460.000000.000001.4910143.73
2342018.12.27 23:15close1160.011.361430.000000.000000.7810144.51
2352018.12.27 23:15close1150.011.361440.000000.000000.4110144.92
2362018.12.27 23:15close1140.011.361470.000000.00000-0.2210144.70
2372018.12.28 16:00sell1190.011.363220.000000.00000
2382018.12.28 16:15sell1200.011.364160.000000.00000
2392018.12.28 17:30sell1210.011.365770.000000.00000
2402018.12.28 18:45close1210.011.362010.000000.000002.7310147.43
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