Strategy Tester Report
Bumblebee v 1.4
RoboForex-ECN-2 (Build 1355)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период1 Час (H1) 2022.01.03 00:00 - 2022.04.15 23:00 (2022.01.01 - 2023.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGS="<==== General settings ====>"; SetName="Bumblebee v 1.4 AUDCAD H1 v1.1"; Lot=0.01; Magic=777; Split=3; Max_spread=10; Exit="<==== Setting Exit ====>"; LossClose=0; TakeProfit=35; 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=240; ATR_Period=1; s3="<==== ATR Filter ====>"; Use_ATR_Filter=false; ATR_filter_TF=1440; ATR_filter_Period=10; Atr_above=1.19; Atr_below=0; TR="<==== Trend Filter ====>"; Use_MA_Filter=true; MAtrend_Period1=10; MAtrend_Period2=70; MAtrend_Period3=100; Con="<==== Bumblebee Strategy Setting ====>"; _____Setting_RSI_____="-----------------------------------------"; RSI_TF=60; RSI_period=5; Up_Level=60; Low_Level=35; Rec="<==== Recovery Setting ====>"; Use_Recovery=true; Use_Arithmetic_Lot=true; Grid_step=32; Max_orders=8; Multiplier=2; Start_Factor_Knee=2; Start_BE_n_knee=0; Take_BE_limit=0; Bar_to_reduce=0; Take_reduce=0; Take_reduce_limit=0; strNY="<==== NewYear Filter ====>"; new_year_start=22; new_year_end=4;
Баров в истории1900Смоделировано тиков8657496Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль45.05Общая прибыль101.06Общий убыток-56.01
Прибыльность1.80Матожидание выигрыша1.29
Абсолютная просадка70.90Максимальная просадка102.92 (1.03%)Относительная просадка1.03% (102.92)
Всего сделок35Короткие позиции (% выигравших)20 (55.00%)Длинные позиции (% выигравших)15 (73.33%)
Прибыльные сделки (% от всех)22 (62.86%)Убыточные сделки (% от всех)13 (37.14%)
Самая большаяприбыльная сделка27.74убыточная сделка-11.54
Средняяприбыльная сделка4.59убыточная сделка-4.31
Максимальное количествонепрерывных выигрышей (прибыль)9 (27.95)непрерывных проигрышей (убыток)4 (-31.78)
Макс.непрерывная прибыль (число выигрышей)41.03 (5)непрерывный убыток (число проигрышей)-31.78 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12022.01.06 13:00buy10.010.915820.000000.91907
22022.01.06 19:00buy20.010.912290.000000.00000
32022.01.06 19:00modify20.010.912290.000000.91632
42022.01.06 19:00modify10.010.915820.000000.91632
52022.01.07 00:01modify20.010.912290.000000.91636
62022.01.07 00:01modify10.010.915820.000000.91636
72022.01.07 16:00buy30.020.908510.000000.00000
82022.01.07 16:00modify30.020.908510.000000.91246
92022.01.07 16:00modify20.010.912290.000000.91246
102022.01.07 16:00modify10.010.915820.000000.91246
112022.01.10 00:07modify30.020.908510.000000.91250
122022.01.10 00:07modify20.010.912290.000000.91250
132022.01.10 00:07modify10.010.915820.000000.91250
142022.01.11 00:05modify30.020.908510.000000.91254
152022.01.11 00:05modify20.010.912290.000000.91254
162022.01.11 00:05modify10.010.915820.000000.91254
172022.01.12 00:00modify30.020.908510.000000.91259
182022.01.12 00:00modify20.010.912290.000000.91259
192022.01.12 00:00modify10.010.915820.000000.91259
202022.01.12 11:00buy40.030.905040.000000.00000
212022.01.12 11:00modify40.030.905040.000000.90938
222022.01.12 11:00modify30.020.908510.000000.90938
232022.01.12 11:00modify20.010.912290.000000.90938
242022.01.12 11:00modify10.010.915820.000000.90938
252022.01.12 16:52t/p10.010.909350.000000.90938-5.329994.68
262022.01.12 16:52t/p20.010.909370.000000.90938-2.509992.18
272022.01.12 16:52t/p30.020.909340.000000.909381.039993.21
282022.01.12 16:52t/p40.030.909380.000000.9093810.2110003.42
292022.01.18 07:00buy50.010.900680.000000.90398
302022.01.19 16:49t/p50.010.904020.000000.903982.5710005.99
312022.01.21 09:00buy60.010.900790.000000.90406
322022.01.25 02:30t/p60.010.904530.000000.904062.8610008.85
332022.01.25 04:00sell70.010.903880.000000.90042
342022.01.26 16:55t/p70.010.900420.000000.900422.6810011.53
352022.01.27 20:00buy80.010.895630.000000.89893
362022.01.28 14:00buy90.010.892380.000000.00000
372022.01.28 14:00modify90.010.892380.000000.89629
382022.01.28 14:00modify80.010.895630.000000.89629
392022.01.31 00:06modify90.010.892380.000000.89633
402022.01.31 00:06modify80.010.895630.000000.89633
412022.01.31 10:01t/p80.010.896320.000000.896330.4410011.97
422022.01.31 10:01t/p90.010.896330.000000.896333.0610015.02
432022.02.02 14:00sell100.010.906280.000000.90279
442022.02.03 02:47t/p100.010.902800.000000.902792.6410017.66
452022.02.07 21:00buy110.010.902130.000000.90539
462022.02.08 15:35t/p110.010.905340.000000.905392.4710020.13
472022.02.09 15:00sell120.010.910530.000000.90706
482022.02.10 18:00sell130.010.915690.000000.00000
492022.02.10 18:00modify130.010.915690.000000.91081
502022.02.10 18:00modify120.010.910530.000000.91081
512022.02.10 22:47t/p120.010.910830.000000.91081-0.3510019.78
522022.02.10 22:47t/p130.010.910800.000000.910813.8310023.61
532022.02.17 03:00sell140.010.913010.000000.90952
542022.02.21 04:00sell150.010.916580.000000.00000
552022.02.21 04:00modify150.010.916580.000000.91251
562022.02.21 04:00modify140.010.913010.000000.91251
572022.02.22 00:03modify150.010.916580.000000.91249
582022.02.22 00:03modify140.010.913010.000000.91249
592022.02.22 13:00sell160.020.919830.000000.00000
602022.02.22 13:00modify160.020.919830.000000.91613
612022.02.22 13:00modify150.010.916580.000000.91613
622022.02.22 13:00modify140.010.913010.000000.91613
632022.02.23 00:00modify160.020.919830.000000.91610
642022.02.23 00:00modify150.010.916580.000000.91610
652022.02.23 00:00modify140.010.913010.000000.91610
662022.02.23 12:00sell170.030.923280.000000.00000
672022.02.23 12:00modify170.030.923280.000000.91916
682022.02.23 12:00modify160.020.919830.000000.91916
692022.02.23 12:00modify150.010.916580.000000.91916
702022.02.23 12:00modify140.010.913010.000000.91916
712022.02.24 00:00modify170.030.923280.000000.91907
722022.02.24 00:00modify160.020.919830.000000.91907
732022.02.24 00:00modify150.010.916580.000000.91907
742022.02.24 00:00modify140.010.913010.000000.91907
752022.02.24 02:54t/p140.010.919110.000000.91907-5.0310018.58
762022.02.24 02:54t/p150.010.919100.000000.91907-2.1510016.43
772022.02.24 02:54t/p160.020.919080.000000.919070.9110017.34
782022.02.24 02:54t/p170.030.919070.000000.919079.6810027.03
792022.02.25 14:00sell180.010.921850.000000.91838
802022.02.25 22:47t/p180.010.918420.000000.918382.6810029.71
812022.03.01 22:00sell190.010.923350.000000.91987
822022.03.03 17:00sell200.010.927700.000000.00000
832022.03.03 17:00modify200.010.927700.000000.92322
842022.03.03 17:00modify190.010.923350.000000.92322
852022.03.04 00:00modify200.010.927700.000000.92319
862022.03.04 00:00modify190.010.923350.000000.92319
872022.03.04 06:00sell210.020.931620.000000.00000
882022.03.04 06:00modify210.020.931620.000000.92737
892022.03.04 06:00modify200.010.927700.000000.92737
902022.03.04 06:00modify190.010.923350.000000.92737
912022.03.04 11:00sell220.030.936730.000000.00000
922022.03.04 11:00modify220.030.936730.000000.93136
932022.03.04 11:00modify210.020.931620.000000.93136
942022.03.04 11:00modify200.010.927700.000000.93136
952022.03.04 11:00modify190.010.923350.000000.93136
962022.03.07 00:03modify220.030.936730.000000.93133
972022.03.07 00:03modify210.020.931620.000000.93133
982022.03.07 00:03modify200.010.927700.000000.93133
992022.03.07 00:03modify190.010.923350.000000.93133
1002022.03.07 02:00sell230.040.940010.000000.00000
1012022.03.07 02:00modify230.040.940010.000000.93447
1022022.03.07 02:00modify220.030.936730.000000.93447
1032022.03.07 02:00modify210.020.931620.000000.93447
1042022.03.07 02:00modify200.010.927700.000000.93447
1052022.03.07 02:00modify190.010.923350.000000.93447
1062022.03.07 04:00sell240.050.944730.000000.00000
1072022.03.07 04:00modify240.050.944730.000000.93766
1082022.03.07 04:00modify230.040.940010.000000.93766
1092022.03.07 04:00modify220.030.936730.000000.93766
1102022.03.07 04:00modify210.020.931620.000000.93766
1112022.03.07 04:00modify200.010.927700.000000.93766
1122022.03.07 04:00modify190.010.923350.000000.93766
1132022.03.07 17:00t/p190.010.937680.000000.93766-11.5410018.17
1142022.03.07 17:00t/p200.010.937710.000000.93766-8.0210010.15
1152022.03.07 17:00t/p210.020.937680.000000.93766-9.7410000.41
1162022.03.07 17:00t/p220.030.937700.000000.93766-2.499997.92
1172022.03.07 17:00t/p230.040.937670.000000.937667.2610005.18
1182022.03.07 17:00t/p240.050.937680.000000.9376627.7410032.92
1192022.03.14 10:00buy250.010.925590.000000.92883
1202022.03.14 19:00buy260.010.922520.000000.00000
1212022.03.14 19:00modify260.010.922520.000000.92632
1222022.03.14 19:00modify250.010.925590.000000.92632
1232022.03.15 00:00modify260.010.922520.000000.92636
1242022.03.15 00:00modify250.010.925590.000000.92636
1252022.03.15 16:09t/p250.010.926330.000000.926360.5110033.43
1262022.03.15 16:09t/p260.010.926360.000000.926362.9810036.40
1272022.03.15 20:00buy270.010.918960.000000.92227
1282022.03.16 15:47t/p270.010.922270.000000.922272.5510038.95
1292022.03.18 10:00sell280.010.932480.000000.92898
1302022.03.22 15:00sell290.010.935830.000000.00000
1312022.03.22 15:00modify290.010.935830.000000.93187
1322022.03.22 15:00modify280.010.932480.000000.93187
1332022.03.23 00:00modify290.010.935830.000000.93185
1342022.03.23 00:00modify280.010.932480.000000.93185
1352022.03.23 12:00sell300.020.940800.000000.00000
1362022.03.23 12:00modify300.020.940800.000000.93630
1372022.03.23 12:00modify290.010.935830.000000.93630
1382022.03.23 12:00modify280.010.932480.000000.93630
1392022.03.24 00:00modify300.020.940800.000000.93621
1402022.03.24 00:00modify290.010.935830.000000.93621
1412022.03.24 00:00modify280.010.932480.000000.93621
1422022.03.25 00:00modify300.020.940800.000000.93618
1432022.03.25 00:00modify290.010.935830.000000.93618
1442022.03.25 00:00modify280.010.932480.000000.93618
1452022.03.28 00:06modify300.020.940800.000000.93615
1462022.03.28 00:06modify290.010.935830.000000.93615
1472022.03.28 00:06modify280.010.932480.000000.93615
1482022.03.29 00:00modify300.020.940800.000000.93612
1492022.03.29 00:00modify290.010.935830.000000.93612
1502022.03.29 00:00modify280.010.932480.000000.93612
1512022.03.29 06:37t/p280.010.936120.000000.93612-3.1310035.82
1522022.03.29 06:37t/p290.010.936160.000000.93612-0.4610035.36
1532022.03.29 06:37t/p300.020.936150.000000.936127.0110042.37
1542022.03.31 21:00buy310.010.935880.000000.93919
1552022.04.01 11:32t/p310.010.939210.000000.939192.5710044.94
1562022.04.05 11:00sell320.010.950460.000000.94699
1572022.04.05 18:45t/p320.010.947010.000000.946992.7010047.64
1582022.04.06 11:00sell330.010.947570.000000.94410
1592022.04.06 17:37t/p330.010.944100.000000.944102.7110050.35
1602022.04.13 20:00buy340.010.936680.000000.93991
1612022.04.14 14:00buy350.010.933320.000000.00000
1622022.04.14 14:00modify350.010.933320.000000.93732
1632022.04.14 14:00modify340.010.936680.000000.93732
1642022.04.15 00:06modify350.010.933320.000000.93737
1652022.04.15 00:06modify340.010.936680.000000.93737
1662022.04.15 23:59close at stop350.010.931820.000000.93737-1.2610049.08
1672022.04.15 23:59close at stop340.010.931820.000000.93737-4.0310045.05