Strategy Tester Report
Franklin v 1.32
RoboForex-ECN-2 (Build 1355)

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
Период30 Минут (M30) 2017.10.04 02:00 - 2022.05.20 23:30 (2012.01.01 - 2022.07.02)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGS="<==== General settings ====>"; SetName="Franklin v1.32 NZDCAD M30 v1.0"; Lot=0.01; MMagic=8001; Max_spread=10; Allow_Open_First_order=true; Exit="<==== Setting Exit ====>"; LossClose=0; Take_Profit=27; Stop_Loss=10; Use_Virtual_TP=true; close_by=0; Exit_MA_Period=70; Skip_MA=3; Exit_n_bar=0; 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=100; MAtrend_Period2=150; MAtrend_Period3=200; MAtrend_Period4=0; MAtrend_Period5=0; Con="<==== Franklin Strategy Setting ====>"; Name_1="#============ Signal 1=========#"; std_period_1=100; std_level_1=0.0046; ex_ma_period_1=100; Filter_Signal1=true; Name_2="#============ Signal 2 =========#"; std_period_2=150; std_level_2=0.0071; ex_ma_period_2=100; Filter_Signal2=true; Name_3="#============ Signal 3 =========#"; std_period_3=200; std_level_3=0.0081; ex_ma_period_3=100; Filter_Signal3=true; Name_4="#============ Signal 4 =========#"; std_period_4=250; std_level_4=0.0046; ex_ma_period_4=100; Filter_Signal4=false; Name_5="#============ Signal 5 =========#"; std_period_5=300; std_level_5=0.0006; ex_ma_period_5=100; Filter_Signal5=false; Name_6="#============ Signal 6 =========#"; std_period_6=350; std_level_6=0.0076; ex_ma_period_6=100; Filter_Signal6=false; Name_7="#============ Signal 7 =========#"; std_period_7=400; std_level_7=0.0061; ex_ma_period_7=100; Filter_Signal7=false; Name_8="#============ Signal 8 =========#"; std_period_8=450; std_level_8=0.0001; ex_ma_period_8=100; Filter_Signal8=false; Name_9="#============ Signal 9 =========#"; std_period_9=500; std_level_9=0.0071; ex_ma_period_9=100; Filter_Signal9=false; Name_10="#============ Signal 10 =========#"; std_period_10=0; std_level_10=0.514; ex_ma_period_10=100; Filter_Signal10=false; Name_11="#============ Signal 11 =========#"; std_period_11=0; std_level_11=0.514; ex_ma_period_11=100; Filter_Signal11=false; Name_12="#============ Signal 12 =========#"; std_period_12=0; std_level_12=0.514; ex_ma_period_12=100; Filter_Signal12=false; Name_13="#============ Signal 13 =========#"; std_period_13=0; std_level_13=0.514; ex_ma_period_13=100; Filter_Signal13=false; Name_14="#============ Signal 14 =========#"; std_period_14=0; std_level_14=0.514; ex_ma_period_14=100; Filter_Signal14=false; Name_15="#============ Signal 15 =========#"; std_period_15=0; std_level_15=0.514; ex_ma_period_15=100; Filter_Signal15=false; Rec="<==== Recovery Setting ====>"; Use_Recovery=true; Close_Grid_BY=1; Use_Arithmetic_Lot=true; GridStep_TF=30; GridStep=44; Max_orders=5; Multiplier=1; Start_Factor_Knee=2; Start_BE_n_knee=5; 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="01:15-23:50"; TradeTimeStr9="<== TUESDAY ==>"; TUESDAY_TradeIntervalsW="01:15-23:50"; TradeTimeStr10="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsW="01:15-23:50"; TradeTimeStr11="<== THURSDAY ==>"; THURSDAY_TradeIntervalsW="01:15-23:50"; TradeTimeStr12="<== FRIDAY ==>"; FRIDAY_TradeIntervalsW="01:15-23:50"; 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="";
Баров в истории57748Смоделировано тиков116894020Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль385.17Общая прибыль509.05Общий убыток-123.88
Прибыльность4.11Матожидание выигрыша1.51
Абсолютная просадка49.59Максимальная просадка133.55 (1.32%)Относительная просадка1.32% (133.55)
Всего сделок255Короткие позиции (% выигравших)122 (74.59%)Длинные позиции (% выигравших)133 (70.68%)
Прибыльные сделки (% от всех)185 (72.55%)Убыточные сделки (% от всех)70 (27.45%)
Самая большаяприбыльная сделка21.03убыточная сделка-9.53
Средняяприбыльная сделка2.75убыточная сделка-1.77
Максимальное количествонепрерывных выигрышей (прибыль)11 (27.34)непрерывных проигрышей (убыток)3 (-20.25)
Макс.непрерывная прибыль (число выигрышей)43.95 (3)непрерывный убыток (число проигрышей)-20.25 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.10.10 06:00buy10.010.885910.000000.00000
22017.10.11 03:30close10.010.886270.000000.000000.2310000.23
32017.10.13 09:00sell20.010.889690.000000.00000
42017.10.13 16:30sell30.010.895820.000000.00000
52017.10.16 14:30sell40.020.900730.000000.00000
62017.10.16 15:00sell50.010.901900.000000.00000
72017.10.17 08:00close50.010.897660.000000.000003.2310003.46
82017.10.18 04:00close40.020.895650.000000.000007.7510011.21
92017.10.18 04:00close30.010.895660.000000.000000.0310011.24
102017.10.18 04:00close20.010.895660.000000.00000-4.7210006.53
112017.10.19 16:00buy60.010.876100.000000.00000
122017.10.19 17:30buy70.010.877280.000000.00000
132017.10.20 03:00buy80.010.877600.000000.00000
142017.10.20 05:00buy90.010.873020.000000.00000
152017.10.20 05:00buy100.010.873020.000000.00000
162017.10.20 08:30buy110.010.874480.000000.00000
172017.10.20 13:30buy120.010.871820.000000.00000
182017.10.20 15:00buy130.010.874680.000000.00000
192017.10.20 16:00close90.010.878170.000000.000003.9510010.48
202017.10.20 16:00close70.010.878120.000000.000000.6110011.08
212017.10.20 16:00close100.010.878200.000000.000003.9810015.06
222017.10.20 16:00close80.010.878230.000000.000000.4510015.51
232017.10.20 16:00close110.010.878180.000000.000002.8310018.34
242017.10.20 16:00close120.010.878180.000000.000004.8910023.23
252017.10.20 16:00close60.010.878190.000000.000001.5710024.80
262017.10.24 05:30close130.010.878720.000000.000003.0710027.87
272017.11.28 13:00sell140.010.886780.000000.00000
282017.11.28 21:00sell150.010.886450.000000.00000
292017.11.29 02:00close140.010.884280.000000.000001.8810029.75
302017.11.29 02:00close150.010.884280.000000.000001.6210031.38
312017.12.04 06:30buy160.010.872260.000000.00000
322017.12.04 17:00buy170.010.869010.000000.00000
332017.12.05 03:00close170.010.872280.000000.000002.4910033.87
342017.12.05 03:00close160.010.872280.000000.00000-0.0410033.82
352017.12.11 12:30sell180.010.888800.000000.00000
362017.12.12 17:00sell190.010.892600.000000.00000
372017.12.12 17:30sell200.010.893470.000000.00000
382017.12.13 10:00sell210.010.893010.000000.00000
392017.12.13 16:30sell220.020.898260.000000.00000
402017.12.13 16:30sell230.010.898260.000000.00000
412017.12.13 16:30sell240.010.898250.000000.00000
422017.12.13 17:00sell250.010.898860.000000.00000
432017.12.14 15:30close250.010.897600.000000.000000.8810034.71
442017.12.14 20:30close220.020.891240.000000.0000010.7310045.43
452017.12.14 20:30close200.010.891230.000000.000001.6410047.07
462017.12.14 20:30close180.010.891270.000000.00000-2.0310045.04
472017.12.14 20:30close230.010.891270.000000.000005.3410050.39
482017.12.14 20:30close210.010.891270.000000.000001.2610051.65
492017.12.14 20:30close240.010.891270.000000.000005.3310056.98
502017.12.14 20:30close190.010.891270.000000.000000.9410057.92
512018.01.11 12:00sell260.010.905400.000000.00000
522018.01.11 14:30sell270.010.907620.000000.00000
532018.01.12 01:30sell280.010.910220.000000.00000
542018.01.12 08:00sell290.010.908750.000000.00000
552018.01.12 16:00close270.010.906090.000000.000001.1310059.06
562018.01.12 16:00close290.010.906090.000000.000002.0310061.09
572018.01.12 16:30close280.010.905810.000000.000003.3810064.47
582018.01.12 16:30close260.010.905810.000000.00000-0.3810064.09
592018.01.15 22:00sell300.010.907060.000000.00000
602018.01.16 07:30close300.010.905840.000000.000000.8910064.98
612018.02.19 02:30sell310.010.927710.000000.00000
622018.02.19 10:30close310.010.926100.000000.000001.2110066.19
632018.02.21 08:30sell320.010.928360.000000.00000
642018.02.21 23:30close320.010.929090.000000.00000-0.6010065.59
652018.03.07 08:00sell330.010.942450.000000.00000
662018.03.07 15:00close330.010.941060.000000.000001.0410066.63
672018.03.14 11:30sell340.010.949390.000000.00000
682018.03.14 20:00close340.010.947770.000000.000001.2210067.85
692018.03.21 14:30buy350.010.929240.000000.00000
702018.03.21 15:30buy360.010.929740.000000.00000
712018.03.22 10:00close350.010.933800.000000.000003.4610071.32
722018.03.22 10:00close360.010.933800.000000.000003.0710074.39
732018.03.22 14:00buy370.010.931840.000000.00000
742018.03.22 17:30close370.010.932140.000000.000000.2010074.59
752018.04.26 08:00buy380.010.906160.000000.00000
762018.04.26 16:30close380.010.910170.000000.000003.0710077.66
772018.05.02 07:00buy390.010.900130.000000.00000
782018.05.02 16:30close390.010.901540.000000.000001.0510078.71
792018.05.10 06:30buy400.010.888820.000000.00000
802018.05.10 12:30buy410.010.886350.000000.00000
812018.05.11 02:00buy420.010.890470.000000.00000
822018.05.11 08:30close400.010.889200.000000.000000.2510078.96
832018.05.11 08:30close420.010.889200.000000.00000-1.0210077.94
842018.05.11 08:30close410.010.889200.000000.000002.1710080.11
852018.05.14 05:30sell430.010.890000.000000.00000
862018.05.14 08:30close430.010.889210.000000.000000.5810080.69
872018.05.15 16:00buy440.010.886260.000000.00000
882018.05.15 18:00close440.010.885600.000000.00000-0.5510080.14
892018.05.15 19:00buy450.010.884950.000000.00000
902018.05.16 10:00close450.010.884690.000000.00000-0.2510079.89
912018.05.28 14:30sell460.010.902880.000000.00000
922018.05.29 04:30close460.010.900230.000000.000001.9910081.88
932018.05.31 23:30sell470.010.906710.000000.00000
942018.06.01 14:30close470.010.903990.000000.000002.0610083.95
952018.06.28 09:30buy480.010.903340.000000.00000
962018.06.28 14:30buy490.010.898940.000000.00000
972018.06.28 20:30buy500.010.895540.000000.00000
982018.06.29 03:30buy510.010.895730.000000.00000
992018.06.29 04:00buy520.020.894560.000000.00000
1002018.06.29 16:30buy530.010.892040.000000.00000
1012018.06.29 18:00buy540.010.890660.000000.00000
1022018.06.29 18:00buy550.010.890660.000000.00000
1032018.06.29 19:00buy560.010.890050.000000.00000
1042018.06.29 19:00buy570.030.890070.000000.00000
1052018.06.29 19:00buy580.010.890060.000000.00000
1062018.07.02 14:00buy590.010.886820.000000.00000
1072018.07.02 15:00buy600.020.886270.000000.00000
1082018.07.02 15:00buy610.020.886290.000000.00000
1092018.07.02 16:30buy620.010.885000.000000.00000
1102018.07.02 16:30buy630.040.885000.000000.00000
1112018.07.02 16:30buy640.010.885000.000000.00000
1122018.07.04 09:30close620.010.889390.000000.000003.3410087.28
1132018.07.04 09:30close560.010.889400.000000.00000-0.5910086.70
1142018.07.04 09:30close640.010.889400.000000.000003.3510090.04
1152018.07.04 09:30close580.010.889400.000000.00000-0.5910089.46
1162018.07.05 08:00close600.020.890660.000000.000006.6210096.08
1172018.07.05 08:00close540.010.890660.000000.00000-0.1110095.96
1182018.07.05 08:00close500.010.890660.000000.00000-3.9110092.05
1192018.07.05 11:30close590.010.891330.000000.000003.4010095.45
1202018.07.05 11:30close530.010.891330.000000.00000-0.6610094.79
1212018.07.05 11:30close610.020.891340.000000.000007.6410102.43
1222018.07.05 11:30close550.010.891340.000000.000000.4210102.84
1232018.07.05 11:30close510.010.891340.000000.00000-3.5110099.33
1242018.07.05 12:00close630.040.891830.000000.0000020.8110120.14
1252018.07.05 12:00close570.030.891800.000000.000003.6910123.84
1262018.07.05 12:00close520.020.891800.000000.00000-4.5010119.33
1272018.07.05 12:00close490.010.891800.000000.00000-5.6710113.66
1282018.07.05 12:00close480.010.891800.000000.00000-9.0810104.57
1292018.08.03 19:30buy650.010.876690.000000.00000
1302018.08.06 01:30close650.010.877780.000000.000000.7910105.36
1312018.08.09 19:00buy660.010.864080.000000.00000
1322018.08.09 23:30buy670.010.862800.000000.00000
1332018.08.10 06:00buy680.010.862230.000000.00000
1342018.08.10 09:30buy690.010.862110.000000.00000
1352018.08.10 16:30close690.010.863300.000000.000000.8810106.24
1362018.08.10 16:30close670.010.863300.000000.000000.3410106.58
1372018.08.10 16:30close660.010.863300.000000.00000-0.6610105.92
1382018.08.10 16:30close680.010.863300.000000.000000.7910106.71
1392018.09.12 02:00buy700.010.851670.000000.00000
1402018.09.12 23:00close700.010.853160.000000.000001.1110107.82
1412018.10.01 12:00buy710.010.846960.000000.00000
1422018.10.01 18:30buy720.010.847220.000000.00000
1432018.10.02 10:30buy730.010.845280.000000.00000
1442018.10.02 11:30buy740.010.845310.000000.00000
1452018.10.02 17:30close720.010.846570.000000.00000-0.5510107.27
1462018.10.02 17:30close740.010.846570.000000.000000.9410108.21
1472018.10.02 17:30close710.010.846570.000000.00000-0.3510107.85
1482018.10.02 17:30close730.010.846570.000000.000000.9610108.81
1492018.10.03 03:30buy750.010.844230.000000.00000
1502018.10.03 11:00buy760.010.843560.000000.00000
1512018.10.03 17:30buy770.010.839460.000000.00000
1522018.10.03 18:00buy780.010.839170.000000.00000
1532018.10.04 14:00buy790.020.835110.000000.00000
1542018.10.05 18:00buy800.020.834290.000000.00000
1552018.10.08 13:30close800.020.838940.000000.000007.1210115.93
1562018.10.08 13:30close780.010.838930.000000.00000-0.2810115.65
1572018.10.08 13:30close760.010.838930.000000.00000-3.6910111.96
1582018.10.10 03:30close790.020.839640.000000.000006.8510118.81
1592018.10.10 03:30close770.010.839640.000000.000000.0210118.83
1602018.10.10 03:30close750.010.839650.000000.00000-3.6710115.16
1612018.10.12 02:00sell810.010.850580.000000.00000
1622018.10.12 10:00close810.010.847310.000000.000002.5010117.66
1632018.10.16 05:00sell820.010.853310.000000.00000
1642018.10.16 20:30close820.010.851820.000000.000001.1110118.77
1652018.10.26 07:00buy830.010.849790.000000.00000
1662018.10.26 16:00close830.010.851650.000000.000001.4010120.17
1672018.11.01 20:00sell840.010.870980.000000.00000
1682018.11.02 14:00sell850.010.872220.000000.00000
1692018.11.05 01:30close840.010.871290.000000.00000-0.3110119.85
1702018.11.05 01:30close850.010.871290.000000.000000.6610120.52
1712018.11.05 22:30sell860.010.873960.000000.00000
1722018.11.06 06:30close860.010.871790.000000.000001.6210122.14
1732018.11.07 02:00sell870.010.883890.000000.00000
1742018.11.07 07:30sell880.010.886810.000000.00000
1752018.11.07 17:45sell890.010.888540.000000.00000
1762018.11.08 04:30sell900.010.889880.000000.00000
1772018.11.08 12:00close880.010.887540.000000.00000-0.6610121.49
1782018.11.08 12:00close900.010.887540.000000.000001.7710123.26
1792018.11.13 09:00sell910.020.892980.000000.00000
1802018.11.14 07:30sell920.030.897460.000000.00000
1812018.11.15 16:30sell930.040.902580.000000.00000
1822018.11.15 18:00sell940.010.902580.000000.00000
1832018.11.15 22:00close940.010.900500.000000.000001.5710124.83
1842018.11.16 12:00close930.040.895900.000000.0000020.5210145.34
1852018.11.16 12:00close920.030.895920.000000.000003.2810148.63
1862018.11.16 12:00close910.020.895910.000000.00000-4.7910143.84
1872018.11.16 12:00close890.010.895910.000000.00000-5.9310137.91
1882018.11.16 12:00close870.010.895910.000000.00000-9.5310128.38
1892018.11.16 19:30sell950.010.905680.000000.00000
1902018.11.19 11:00close950.010.900390.000000.000004.0510132.43
1912018.11.29 10:00sell960.010.912190.000000.00000
1922018.11.29 20:00close960.010.909390.000000.000002.1410134.57
1932018.12.05 07:00sell970.010.918580.000000.00000
1942018.12.05 17:00close970.010.918260.000000.000000.2110134.78
1952018.12.17 08:00buy980.010.909380.000000.00000
1962018.12.19 04:30sell990.010.923120.000000.00000
1972018.12.19 16:00close980.010.922910.000000.0000010.4410145.22
1982018.12.19 16:00close990.010.923010.000000.000000.0510145.27
1992019.01.15 08:00sell1000.010.908050.000000.00000
2002019.01.15 12:00close1000.010.905520.000000.000001.9210147.19
2012019.01.21 13:00buy1010.010.893930.000000.00000
2022019.01.21 20:30close1010.010.894290.000000.000000.2410147.43
2032019.01.24 19:30buy1020.010.903140.000000.00000
2042019.01.25 14:30close1020.010.903770.000000.000000.4410147.87
2052019.02.07 14:30buy1030.010.896020.000000.00000
2062019.02.07 19:30close1030.010.899080.000000.000002.3310150.20
2072019.02.14 22:00sell1040.010.908440.000000.00000
2082019.02.18 10:00close1040.010.908480.000000.00000-0.1010150.10
2092019.02.19 06:30buy1050.010.905660.000000.00000
2102019.02.19 16:30close1050.010.907630.000000.000001.4910151.59
2112019.03.07 13:30sell1060.010.911510.000000.00000
2122019.03.07 16:30close1060.010.908580.000000.000002.2310153.82
2132019.03.25 20:00sell1070.010.927370.000000.00000
2142019.03.26 08:00close1070.010.924740.000000.000001.9810155.80
2152019.04.02 18:00buy1080.010.900420.000000.00000
2162019.04.03 07:30close1080.010.902410.000000.000001.5010157.30
2172019.06.11 14:30buy1090.010.872690.000000.00000
2182019.06.12 15:30close1090.010.873800.000000.000000.8110158.11
2192019.06.14 21:00buy1100.010.869940.000000.00000
2202019.06.17 06:00close1100.010.872430.000000.000001.8810159.99
2212019.08.01 03:30buy1110.010.864160.000000.00000
2222019.08.01 11:30close1110.010.866810.000000.000002.0210162.01
2232019.08.07 12:00buy1120.010.853990.000000.00000
2242019.08.07 19:00close1120.010.861260.000000.000005.6010167.61
2252019.10.16 15:30buy1130.010.826590.000000.00000
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