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

СимволCADCHF (Canadian Dollar vs Swiss Franc)
Период30 Минут (M30) 2022.01.03 00:00 - 2022.04.15 23:30 (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 CADCHF M30 v1.01"; Lot=0.01; Magic=777; Split=3; Max_spread=10; Exit="<==== Setting Exit ====>"; LossClose=0; TakeProfit=56; 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=240; ATR_filter_Period=10; Atr_above=2; Atr_below=0; TR="<==== Trend Filter ====>"; Use_MA_Filter=true; MAtrend_Period1=10; MAtrend_Period2=20; MAtrend_Period3=170; Con="<==== Bumblebee Strategy Setting ====>"; _____Setting_RSI_____="-----------------------------------------"; RSI_TF=30; RSI_period=9; Up_Level=60; Low_Level=30; Rec="<==== Recovery Setting ====>"; Use_Recovery=true; Use_Arithmetic_Lot=false; Grid_step=28; Max_orders=10; Multiplier=1.5; Start_Factor_Knee=4; Start_BE_n_knee=4; Take_BE_limit=0; Bar_to_reduce=0; Take_reduce=0; Take_reduce_limit=0; strNY="<==== NewYear Filter ====>"; new_year_start=20; new_year_end=10;
Баров в истории3700Смоделировано тиков5379859Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль104.20Общая прибыль183.80Общий убыток-79.60
Прибыльность2.31Матожидание выигрыша2.42
Абсолютная просадка117.43Максимальная просадка210.31 (2.08%)Относительная просадка2.08% (210.31)
Всего сделок43Короткие позиции (% выигравших)29 (65.52%)Длинные позиции (% выигравших)14 (85.71%)
Прибыльные сделки (% от всех)31 (72.09%)Убыточные сделки (% от всех)12 (27.91%)
Самая большаяприбыльная сделка51.30убыточная сделка-19.49
Средняяприбыльная сделка5.93убыточная сделка-6.63
Максимальное количествонепрерывных выигрышей (прибыль)13 (51.95)непрерывных проигрышей (убыток)6 (-66.21)
Макс.непрерывная прибыль (число выигрышей)65.90 (2)непрерывный убыток (число проигрышей)-66.21 (6)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12022.01.11 03:30sell10.010.731750.000000.72615
22022.01.11 20:00sell20.010.734580.000000.00000
32022.01.11 20:00modify20.010.734580.000000.73049
42022.01.11 20:00modify10.010.731750.000000.73049
52022.01.12 00:00modify20.010.734580.000000.73047
62022.01.12 00:00modify10.010.731750.000000.73047
72022.01.12 19:07t/p10.010.730490.000000.730471.2610001.26
82022.01.12 19:07t/p20.010.730500.000000.730474.2510005.51
92022.01.13 19:00buy30.010.729310.000000.73468
102022.01.18 04:30sell40.010.731100.000000.72551
112022.01.19 03:30sell50.010.733910.000000.00000
122022.01.19 03:30modify50.010.733910.000000.72982
132022.01.19 03:30modify40.010.731100.000000.72982
142022.01.19 14:12t/p30.010.734650.000000.734685.6510011.16
152022.01.20 00:00modify50.010.733910.000000.72974
162022.01.20 00:00modify40.010.731100.000000.72974
172022.01.21 00:00modify50.010.733910.000000.72972
182022.01.21 00:00modify40.010.731100.000000.72972
192022.01.21 10:31t/p40.010.729770.000000.729721.2310012.39
202022.01.21 10:31t/p50.010.729720.000000.729724.2910016.68
212022.01.21 12:00buy60.010.728580.000000.73397
222022.01.21 21:00buy70.010.725930.000000.00000
232022.01.21 21:00modify70.010.725930.000000.72994
242022.01.21 21:00modify60.010.728580.000000.72994
252022.01.24 00:00modify70.010.725930.000000.72993
262022.01.24 00:00modify60.010.728580.000000.72993
272022.01.24 12:30buy80.010.722700.000000.00000
282022.01.24 12:30modify80.010.722700.000000.72753
292022.01.24 12:30modify70.010.725930.000000.72753
302022.01.24 12:30modify60.010.728580.000000.72753
312022.01.25 11:52t/p60.010.727480.000000.72753-1.2010015.48
322022.01.25 11:52t/p70.010.727510.000000.727531.6510017.13
332022.01.25 11:52t/p80.010.727510.000000.727535.0610022.20
342022.01.26 13:30sell90.010.731550.000000.72600
352022.01.27 16:00sell100.010.735020.000000.00000
362022.01.27 16:00modify100.010.735020.000000.73057
372022.01.27 16:00modify90.010.731550.000000.73057
382022.01.27 21:29t/p90.010.730580.000000.730570.9110023.10
392022.01.27 21:29t/p100.010.730570.000000.730574.6810027.78
402022.01.31 07:30sell110.010.730850.000000.72530
412022.02.01 14:03t/p110.010.725340.000000.725305.7710033.55
422022.02.01 15:30buy120.010.725740.000000.73119
432022.02.04 17:30buy130.010.722690.000000.00000
442022.02.04 17:30modify130.010.722690.000000.72689
452022.02.04 17:30modify120.010.725740.000000.72689
462022.02.07 00:00modify130.010.722690.000000.72688
472022.02.07 00:00modify120.010.725740.000000.72688
482022.02.07 04:30sell140.010.726450.000000.72087
492022.02.07 06:43t/p120.010.726870.000000.726881.1910034.74
502022.02.07 06:43t/p130.010.726870.000000.726884.3910039.14
512022.02.07 21:30sell150.010.729270.000000.00000
522022.02.07 21:30modify150.010.729270.000000.72518
532022.02.07 21:30modify140.010.726450.000000.72518
542022.02.08 00:00modify150.010.729270.000000.72516
552022.02.08 00:00modify140.010.726450.000000.72516
562022.02.09 00:00modify150.010.729270.000000.72513
572022.02.09 00:00modify140.010.726450.000000.72513
582022.02.10 00:00modify150.010.729270.000000.72505
592022.02.10 00:00modify140.010.726450.000000.72505
602022.02.11 00:00modify150.010.729270.000000.72503
612022.02.11 00:00modify140.010.726450.000000.72503
622022.02.14 00:05modify150.010.729270.000000.72500
632022.02.14 00:05modify140.010.726450.000000.72500
642022.02.14 10:21t/p140.010.724990.000000.725001.3010040.44
652022.02.14 10:21t/p150.010.725000.000000.725004.2810044.73
662022.02.16 05:00sell160.010.727580.000000.72199
672022.02.21 01:45t/p160.010.721980.000000.721995.7610050.49
682022.02.21 19:30buy170.010.718280.000000.72363
692022.02.22 16:53t/p170.010.723620.000000.723635.6210056.11
702022.02.23 12:00sell180.010.723810.000000.71826
712022.02.24 05:39t/p180.010.718300.000000.718265.7210061.83
722022.02.24 06:30buy190.010.719030.000000.72437
732022.02.24 23:30sell200.010.722150.000000.71659
742022.02.25 14:40t/p190.010.724340.000000.724375.6010067.43
752022.02.25 15:00sell210.010.725200.000000.00000
762022.02.25 15:00modify210.010.725200.000000.72099
772022.02.25 15:00modify200.010.722150.000000.72099
782022.02.25 18:00sell220.010.728160.000000.00000
792022.02.25 18:00modify220.010.728160.000000.72336
802022.02.25 18:00modify210.010.725200.000000.72336
812022.02.25 18:00modify200.010.722150.000000.72336
822022.02.28 00:16modify220.010.728160.000000.72334
832022.02.28 00:16modify210.010.725200.000000.72334
842022.02.28 00:16modify200.010.722150.000000.72334
852022.02.28 06:44t/p200.010.723370.000000.72334-1.4010066.04
862022.02.28 06:44t/p210.010.723340.000000.723341.9010067.94
872022.02.28 06:44t/p220.010.723390.000000.723344.9910072.93
882022.03.02 19:30sell230.010.727960.000000.72237
892022.03.04 11:07t/p230.010.722370.000000.722375.7710078.70
902022.03.04 15:00buy240.010.720030.000000.72539
912022.03.07 08:59t/p240.010.725400.000000.725395.6610084.36
922022.03.07 12:30sell250.010.726650.000000.72108
932022.03.08 18:29t/p250.010.721120.000000.721085.7910090.16
942022.03.10 06:30sell260.010.724250.000000.71869
952022.03.10 16:00sell270.010.727370.000000.00000
962022.03.10 16:00modify270.010.727370.000000.72313
972022.03.10 16:00modify260.010.724250.000000.72313
982022.03.11 00:00modify270.010.727370.000000.72311
992022.03.11 00:00modify260.010.724250.000000.72311
1002022.03.11 16:00sell280.010.732330.000000.00000
1012022.03.11 16:00modify280.010.732330.000000.72617
1022022.03.11 16:00modify270.010.727370.000000.72617
1032022.03.11 16:00modify260.010.724250.000000.72617
1042022.03.14 00:00modify280.010.732330.000000.72614
1052022.03.14 00:00modify270.010.727370.000000.72614
1062022.03.14 00:00modify260.010.724250.000000.72614
1072022.03.15 00:00modify280.010.732330.000000.72611
1082022.03.15 00:00modify270.010.727370.000000.72611
1092022.03.15 00:00modify260.010.724250.000000.72611
1102022.03.15 18:00sell290.010.735120.000000.00000
1112022.03.15 18:00modify290.010.735120.000000.72836
1122022.03.15 18:00modify280.010.732330.000000.72836
1132022.03.15 18:00modify270.010.727370.000000.72836
1142022.03.15 18:00modify260.010.724250.000000.72836
1152022.03.16 00:00modify290.010.735120.000000.72833
1162022.03.16 00:00modify280.010.732330.000000.72833
1172022.03.16 00:00modify270.010.727370.000000.72833
1182022.03.16 00:00modify260.010.724250.000000.72833
1192022.03.16 10:30sell300.020.738450.000000.00000
1202022.03.16 10:30modify300.020.738450.000000.73257
1212022.03.16 10:30modify290.010.735120.000000.73257
1222022.03.16 10:30modify280.010.732330.000000.73257
1232022.03.16 10:30modify270.010.727370.000000.73257
1242022.03.16 10:30modify260.010.724250.000000.73257
1252022.03.16 23:30sell310.030.741620.000000.00000
1262022.03.16 23:30modify310.030.741620.000000.73558
1272022.03.16 23:30modify300.020.738450.000000.73558
1282022.03.16 23:30modify290.010.735120.000000.73558
1292022.03.16 23:30modify280.010.732330.000000.73558
1302022.03.16 23:30modify270.010.727370.000000.73558
1312022.03.16 23:30modify260.010.724250.000000.73558
1322022.03.17 00:00modify310.030.741620.000000.73550
1332022.03.17 00:00modify300.020.738450.000000.73550
1342022.03.17 00:00modify290.010.735120.000000.73550
1352022.03.17 00:00modify280.010.732330.000000.73550
1362022.03.17 00:00modify270.010.727370.000000.73550
1372022.03.17 00:00modify260.010.724250.000000.73550
1382022.03.18 00:00modify310.030.741620.000000.73547
1392022.03.18 00:00modify300.020.738450.000000.73547
1402022.03.18 00:00modify290.010.735120.000000.73547
1412022.03.18 00:00modify280.010.732330.000000.73547
1422022.03.18 00:00modify270.010.727370.000000.73547
1432022.03.18 00:00modify260.010.724250.000000.73547
1442022.03.21 00:00modify310.030.741620.000000.73545
1452022.03.21 00:00modify300.020.738450.000000.73545
1462022.03.21 00:00modify290.010.735120.000000.73545
1472022.03.21 00:00modify280.010.732330.000000.73545
1482022.03.21 00:00modify270.010.727370.000000.73545
1492022.03.21 00:00modify260.010.724250.000000.73545
1502022.03.22 00:00modify310.030.741620.000000.73542
1512022.03.22 00:00modify300.020.738450.000000.73542
1522022.03.22 00:00modify290.010.735120.000000.73542
1532022.03.22 00:00modify280.010.732330.000000.73542
1542022.03.22 00:00modify270.010.727370.000000.73542
1552022.03.22 00:00modify260.010.724250.000000.73542
1562022.03.23 00:00modify310.030.741620.000000.73539
1572022.03.23 00:00modify300.020.738450.000000.73539
1582022.03.23 00:00modify290.010.735120.000000.73539
1592022.03.23 00:00modify280.010.732330.000000.73539
1602022.03.23 00:00modify270.010.727370.000000.73539
1612022.03.23 00:00modify260.010.724250.000000.73539
1622022.03.24 00:00modify310.030.741620.000000.73531
1632022.03.24 00:00modify300.020.738450.000000.73531
1642022.03.24 00:00modify290.010.735120.000000.73531
1652022.03.24 00:00modify280.010.732330.000000.73531
1662022.03.24 00:00modify270.010.727370.000000.73531
1672022.03.24 00:00modify260.010.724250.000000.73531
1682022.03.25 00:00modify310.030.741620.000000.73529
1692022.03.25 00:00modify300.020.738450.000000.73529
1702022.03.25 00:00modify290.010.735120.000000.73529
1712022.03.25 00:00modify280.010.732330.000000.73529
1722022.03.25 00:00modify270.010.727370.000000.73529
1732022.03.25 00:00modify260.010.724250.000000.73529
1742022.03.25 05:00buy320.010.739980.000000.74530
1752022.03.25 19:00sell330.050.745020.000000.00000
1762022.03.25 19:00modify330.050.745020.000000.73875
1772022.03.25 19:00modify310.030.741620.000000.73875
1782022.03.25 19:00modify300.020.738450.000000.73875
1792022.03.25 19:00modify290.010.735120.000000.73875
1802022.03.25 19:00modify280.010.732330.000000.73875
1812022.03.25 19:00modify270.010.727370.000000.73875
1822022.03.25 19:00modify260.010.724250.000000.73875
1832022.03.25 19:08t/p320.010.745250.000000.745305.5510095.71
1842022.03.28 00:05modify330.050.745020.000000.73873
1852022.03.28 00:05modify310.030.741620.000000.73873
1862022.03.28 00:05modify300.020.738450.000000.73873
1872022.03.28 00:05modify290.010.735120.000000.73873
1882022.03.28 00:05modify280.010.732330.000000.73873
1892022.03.28 00:05modify270.010.727370.000000.73873
1902022.03.28 00:05modify260.010.724250.000000.73873
1912022.03.28 10:30sell340.080.748300.000000.00000
1922022.03.28 10:30modify340.080.748300.000000.74219
1932022.03.28 10:30modify330.050.745020.000000.74219
1942022.03.28 10:30modify310.030.741620.000000.74219
1952022.03.28 10:30modify300.020.738450.000000.74219
1962022.03.28 10:30modify290.010.735120.000000.74219
1972022.03.28 10:30modify280.010.732330.000000.74219
1982022.03.28 10:30modify270.010.727370.000000.74219
1992022.03.28 10:30modify260.010.724250.000000.74219
2002022.03.29 00:00modify340.080.748300.000000.74217
2012022.03.29 00:00modify330.050.745020.000000.74217
2022022.03.29 00:00modify310.030.741620.000000.74217
2032022.03.29 00:00modify300.020.738450.000000.74217
2042022.03.29 00:00modify290.010.735120.000000.74217
2052022.03.29 00:00modify280.010.732330.000000.74217
2062022.03.29 00:00modify270.010.727370.000000.74217
2072022.03.29 00:00modify260.010.724250.000000.74217
2082022.03.30 00:00modify340.080.748300.000000.74214
2092022.03.30 00:00modify330.050.745020.000000.74214
2102022.03.30 00:00modify310.030.741620.000000.74214
2112022.03.30 00:00modify300.020.738450.000000.74214
2122022.03.30 00:00modify290.010.735120.000000.74214
2132022.03.30 00:00modify280.010.732330.000000.74214
2142022.03.30 00:00modify270.010.727370.000000.74214
2152022.03.30 00:00modify260.010.724250.000000.74214
2162022.03.30 07:00buy350.010.743480.000000.74880
2172022.03.30 11:49t/p260.010.742130.000000.74214-19.4910076.21
2182022.03.30 11:49t/p270.010.742130.000000.74214-16.1810060.03
2192022.03.30 11:49t/p280.010.742150.000000.74214-10.9210049.11
2202022.03.30 11:49t/p290.010.742140.000000.74214-7.9110041.20
2212022.03.30 11:49t/p300.020.742160.000000.74214-8.7210032.48
2222022.03.30 11:49t/p310.030.742150.000000.74214-2.9810029.50
2232022.03.30 11:49t/p330.050.742150.000000.7421414.5910044.09
2242022.03.30 11:49t/p340.080.742160.000000.7421451.3010095.39
2252022.03.30 18:30buy360.010.740220.000000.00000
2262022.03.30 18:30modify360.010.740220.000000.74453
2272022.03.30 18:30modify350.010.743480.000000.74453
2282022.03.31 00:00modify360.010.740220.000000.74451
2292022.03.31 00:00modify350.010.743480.000000.74451
2302022.03.31 12:30buy370.010.737600.000000.00000
2312022.03.31 12:30modify370.010.737600.000000.74222
2322022.03.31 12:30modify360.010.740220.000000.74222
2332022.03.31 12:30modify350.010.743480.000000.74222
2342022.04.01 00:02modify370.010.737600.000000.74221
2352022.04.01 00:02modify360.010.740220.000000.74221
2362022.04.01 00:02modify350.010.743480.000000.74221
2372022.04.04 11:30sell380.010.740770.000000.73517
2382022.04.04 14:06t/p350.010.742210.000000.74221-1.3710094.03
2392022.04.04 14:06t/p360.010.742170.000000.742212.0510096.08
2402022.04.04 14:06t/p370.010.742200.000000.742214.8510100.93
2412022.04.05 12:00sell390.010.743650.000000.00000
2422022.04.05 12:00modify390.010.743650.000000.73952
2432022.04.05 12:00modify380.010.740770.000000.73952
2442022.04.06 00:00modify390.010.743650.000000.73949
2452022.04.06 00:00modify380.010.740770.000000.73949
2462022.04.06 10:30sell400.010.747370.000000.00000
2472022.04.06 10:30modify400.010.747370.000000.74211
2482022.04.06 10:30modify390.010.743650.000000.74211
2492022.04.06 10:30modify380.010.740770.000000.74211
2502022.04.07 00:00modify400.010.747370.000000.74203
2512022.04.07 00:00modify390.010.743650.000000.74203
2522022.04.07 00:00modify380.010.740770.000000.74203
2532022.04.07 03:13t/p380.010.742020.000000.74203-1.5110099.42
2542022.04.07 03:13t/p390.010.742070.000000.742031.5310100.95
2552022.04.07 03:13t/p400.010.742040.000000.742035.5310106.48
2562022.04.11 19:00buy410.010.737620.000000.74301
2572022.04.13 20:13t/p410.010.742960.000000.743015.6410112.12
2582022.04.13 22:00sell420.010.743030.000000.73747
2592022.04.14 15:00sell430.010.746730.000000.00000
2602022.04.14 15:00modify430.010.746730.000000.74216
2612022.04.14 15:00modify420.010.743030.000000.74216
2622022.04.15 00:00modify430.010.746730.000000.74214
2632022.04.15 00:00modify420.010.743030.000000.74214
2642022.04.15 23:59close at stop430.010.748510.000000.74214-1.9610110.16
2652022.04.15 23:59close at stop420.010.748510.000000.74214-5.9610104.20