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

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
Период30 Минут (M30) 2017.01.05 04:00 - 2022.05.13 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 истории66587Смоделировано тиков239944363Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спре䏥६Ґ­­лҐ
Чистая прибыль513.03Общая прибыль681.49Общий убыток-168.47
Прибыльность4.05Матожидание выигрыша1.54
Абсолютная просадка55.80Максимальная просадка133.18 (1.31%)Относительная просадка1.31% (133.18)
Всего сделок334Короткие позиции (% выигравших)160 (71.88%)Длинные позиции (% выигравших)174 (73.56%)
Прибыльные сделки (% от всех)243 (72.75%)Убыточные сделки (% от всех)91 (27.25%)
Самая большаяприбыльная сделка33.10убыточная сделка-13.56
Средняяприбыльная сделка2.80убыточная сделка-1.85
Максимальное количествонепрерывных выигрышей (прибыль)13 (28.57)непрерывных проигрышей (убыток)4 (-41.40)
Макс.непрерывная прибыль (число выигрышей)48.47 (5)непрерывный убыток (число проигрышей)-41.40 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.11 08:00sell10.010.926300.000000.00000
22017.01.11 12:30close10.010.925850.000000.000000.3110000.31
32017.01.16 11:00buy20.010.931070.000000.00000
42017.01.16 16:00close20.010.934030.000000.000002.2510002.56
52017.01.18 20:30sell30.010.947100.000000.00000
62017.01.19 02:30sell40.010.945950.000000.00000
72017.01.19 10:30sell50.010.950500.000000.00000
82017.01.19 11:30sell60.010.954040.000000.00000
92017.01.19 14:30sell70.010.952490.000000.00000
102017.01.19 18:00sell80.010.955950.000000.00000
112017.01.19 18:30sell90.020.956310.000000.00000
122017.01.19 19:30sell100.010.956220.000000.00000
132017.01.19 23:30sell110.010.957000.000000.00000
142017.01.20 03:30sell120.020.959290.000000.00000
152017.01.20 06:30sell130.010.958890.000000.00000
162017.01.20 07:00sell140.010.958400.000000.00000
172017.01.20 12:00close80.010.953490.000000.000001.8510004.41
182017.01.20 12:00close130.010.953440.000000.000004.1910008.60
192017.01.20 12:00close140.010.953440.000000.000003.8110012.41
202017.01.20 12:00close100.010.953440.000000.000002.1010014.52
212017.01.20 12:00close120.020.953440.000000.000009.0010023.52
222017.01.20 12:00close60.010.953440.000000.000000.4110023.93
232017.01.20 12:00close30.010.953440.000000.00000-5.0210018.91
242017.01.23 17:30sell150.030.960810.000000.00000
252017.01.24 14:00sell160.020.962030.000000.00000
262017.01.24 17:00close160.020.956950.000000.000007.8010026.71
272017.01.24 17:00close110.010.956950.000000.00000-0.0510026.66
282017.01.24 17:00close70.010.956470.000000.00000-3.1810023.49
292017.01.24 19:00close150.030.955130.000000.0000013.0610036.55
302017.01.24 19:00close90.020.955140.000000.000001.6410038.19
312017.01.24 19:00close50.010.955140.000000.00000-3.6910034.50
322017.01.24 19:00close40.010.955140.000000.00000-7.2210027.28
332017.02.07 08:30sell170.010.964750.000000.00000
342017.02.07 18:30sell180.010.962330.000000.00000
352017.02.08 06:30close170.010.961790.000000.000002.2410029.53
362017.02.08 06:30close180.010.961790.000000.000000.3610029.89
372017.02.10 17:00buy190.010.940670.000000.00000
382017.02.10 19:00buy200.010.942060.000000.00000
392017.02.13 05:30close200.010.943660.000000.000001.1910031.08
402017.02.13 05:30close190.010.943660.000000.000002.2710033.35
412017.02.13 20:00buy210.010.937730.000000.00000
422017.02.14 07:00buy220.010.937800.000000.00000
432017.02.15 01:30close210.010.937690.000000.00000-0.0910033.26
442017.02.15 01:30close220.010.937690.000000.00000-0.1410033.11
452017.02.28 23:30sell230.010.956210.000000.00000
462017.03.01 06:30close230.010.950730.000000.000004.1910037.31
472017.03.06 02:30buy240.010.941690.000000.00000
482017.03.06 12:00close240.010.941590.000000.00000-0.1210037.19
492017.03.08 12:30buy250.010.933260.000000.00000
502017.03.09 10:30buy260.010.930670.000000.00000
512017.03.09 11:30close250.010.932530.000000.00000-0.6510036.54
522017.03.09 12:30close260.010.933200.000000.000001.9310038.47
532017.03.10 04:30sell270.010.932680.000000.00000
542017.03.10 15:30close270.010.933510.000000.00000-0.6810037.79
552017.04.12 20:30buy280.010.921630.000000.00000
562017.04.13 01:30close280.010.924190.000000.000001.9110039.71
572017.04.18 19:00sell290.010.940920.000000.00000
582017.04.20 02:00sell300.010.948840.000000.00000
592017.04.20 02:30sell310.010.949100.000000.00000
602017.04.20 16:00sell320.010.946240.000000.00000
612017.04.20 18:00close320.010.947670.000000.00000-1.1510038.56
622017.04.20 18:00close310.010.947620.000000.000001.1110039.67
632017.04.21 02:00close300.010.943090.000000.000004.4010044.07
642017.04.21 02:00close290.010.943090.000000.00000-1.8110042.26
652017.04.21 05:30buy330.010.942860.000000.00000
662017.04.21 16:00close330.010.945840.000000.000002.2710044.53
672017.04.27 19:30buy340.010.936630.000000.00000
682017.04.27 21:30close340.010.936740.000000.000000.0510044.58
692017.05.03 02:00sell350.010.954950.000000.00000
702017.05.03 14:00close350.010.949390.000000.000004.2710048.85
712017.05.11 15:30buy360.010.940180.000000.00000
722017.05.12 12:00close360.010.937920.000000.00000-1.8110047.04
732017.06.07 04:00sell370.010.965100.000000.00000
742017.06.07 07:00close370.010.964890.000000.000000.1210047.16
752017.06.07 17:00sell380.010.967150.000000.00000
762017.06.07 17:30sell390.010.969330.000000.00000
772017.06.07 18:00sell400.010.971620.000000.00000
782017.06.08 06:00sell410.010.973870.000000.00000
792017.06.09 16:00close410.010.969130.000000.000003.6110050.77
802017.06.09 16:00close390.010.969110.000000.000000.0710050.84
812017.06.09 18:00close400.010.967040.000000.000003.4610054.30
822017.06.09 18:00close380.010.967100.000000.00000-0.0610054.24
832017.06.13 10:30buy420.010.957900.000000.00000
842017.06.14 02:30buy430.010.953540.000000.00000
852017.06.14 14:00close430.010.957680.000000.000003.1710057.41
862017.06.14 14:00close420.010.957680.000000.00000-0.2210057.19
872017.06.15 09:30buy440.010.956850.000000.00000
882017.06.15 13:00close440.010.958490.000000.000001.2310058.42
892017.06.28 14:30buy450.010.950380.000000.00000
902017.06.29 02:30buy460.010.952660.000000.00000
912017.06.29 13:30buy470.010.948600.000000.00000
922017.06.30 06:00close450.010.950910.000000.000000.3310058.75
932017.07.03 02:00close470.010.952660.000000.000003.0910061.83
942017.07.03 02:00close460.010.952670.000000.00000-0.0510061.78
952017.07.03 04:00sell480.010.951370.000000.00000
962017.07.03 07:30close480.010.950480.000000.000000.6510062.43
972017.07.04 20:30buy490.010.943450.000000.00000
982017.07.04 23:00buy500.010.942800.000000.00000
992017.07.05 17:30close500.010.943310.000000.000000.3510062.78
1002017.07.05 17:30close490.010.943300.000000.00000-0.1610062.62
1012017.07.12 19:00buy510.010.926990.000000.00000
1022017.07.12 22:30buy520.010.925480.000000.00000
1032017.07.13 02:30buy530.010.924640.000000.00000
1042017.07.13 11:00close510.010.932040.000000.000003.8410066.46
1052017.07.13 11:00close520.010.932040.000000.000005.0110071.47
1062017.07.13 11:00close530.010.932050.000000.000005.7210077.19
1072017.07.14 20:00buy540.010.927190.000000.00000
1082017.07.17 20:30close540.010.929170.000000.000001.4910078.68
1092017.08.23 17:00buy550.010.907520.000000.00000
1102017.08.23 18:00buy560.010.906580.000000.00000
1112017.08.24 05:30buy570.010.904860.000000.00000
1122017.08.24 09:30buy580.010.902810.000000.00000
1132017.08.24 21:00buy590.010.903510.000000.00000
1142017.08.25 01:30buy600.010.901990.000000.00000
1152017.08.25 06:30buy610.010.902500.000000.00000
1162017.08.25 12:00close610.010.904000.000000.000001.1210079.80
1172017.08.25 12:00close570.010.904000.000000.00000-0.7210079.08
1182017.08.25 12:00close590.010.904000.000000.000000.3310079.41
1192017.08.28 20:30close600.010.907050.000000.000003.8810083.29
1202017.08.28 20:30close560.010.907050.000000.000000.2610083.55
1212017.08.28 21:00close580.010.907200.000000.000003.3510086.89
1222017.08.28 21:00close550.010.907200.000000.00000-0.3510086.54
1232017.09.01 12:30buy620.010.893320.000000.00000
1242017.09.01 17:00buy630.010.888130.000000.00000
1252017.09.01 20:00buy640.010.886470.000000.00000
1262017.09.04 01:30buy650.010.887810.000000.00000
1272017.09.04 08:00buy660.010.889140.000000.00000
1282017.09.04 11:30close640.010.890440.000000.000003.0310089.57
1292017.09.04 11:30close660.010.890440.000000.000000.9710090.54
1302017.09.04 11:30close650.010.890440.000000.000002.0010092.54
1312017.09.05 08:00buy670.010.889210.000000.00000
1322017.09.05 10:30close670.010.889360.000000.000000.0810092.62
1332017.09.05 16:00close630.010.894350.000000.000004.7610097.38
1342017.09.05 16:00close620.010.894340.000000.000000.7410098.11
1352017.09.07 22:30buy680.010.876540.000000.00000
1362017.09.08 04:30close680.010.879560.000000.000002.2910100.40
1372017.09.19 07:30sell690.010.895000.000000.00000
1382017.09.20 02:00sell700.010.899530.000000.00000
1392017.09.20 06:00sell710.010.898910.000000.00000
1402017.09.20 09:30sell720.020.904040.000000.00000
1412017.09.20 09:30sell730.010.904040.000000.00000
1422017.09.20 18:00sell740.010.905200.000000.00000
1432017.09.21 09:00close740.010.902830.000000.000001.7510102.15
1442017.09.22 03:00close720.020.899450.000000.000006.9310109.08
1452017.09.22 03:00close700.010.899450.000000.00000-0.0410109.04
1462017.09.22 03:00close690.010.899470.000000.00000-3.5910105.45
1472017.09.22 03:00close730.010.899470.000000.000003.4410108.89
1482017.09.22 03:00close710.010.899470.000000.00000-0.5410108.34
1492017.09.27 06:00buy750.010.890830.000000.00000
1502017.09.27 13:30close750.010.892380.000000.000001.1610109.50
1512017.10.16 15:00sell760.010.901920.000000.00000
1522017.10.17 08:00close760.010.897660.000000.000003.2510112.76
1532017.10.19 16:00buy770.010.876040.000000.00000
1542017.10.19 17:30buy780.010.877250.000000.00000
1552017.10.20 03:00buy790.010.877550.000000.00000
1562017.10.20 05:00buy800.010.872970.000000.00000
1572017.10.20 08:30buy810.010.874440.000000.00000
1582017.10.20 13:00buy820.010.872680.000000.00000
1592017.10.20 15:30buy830.010.877920.000000.00000
1602017.10.20 16:00close820.010.878200.000000.000004.2510117.01
1612017.10.20 16:00close780.010.878200.000000.000000.6910117.70
1622017.10.20 16:00close800.010.878220.000000.000004.0310121.73
1632017.10.20 16:00close790.010.878250.000000.000000.5110122.24
1642017.10.20 16:00close810.010.878220.000000.000002.8910125.13
1652017.10.20 16:00close770.010.878220.000000.000001.6410126.76
1662017.10.24 05:30close830.010.878700.000000.000000.5510127.31
1672017.11.28 13:00sell840.010.886740.000000.00000
1682017.11.28 21:00sell850.010.886470.000000.00000
1692017.11.29 02:00close840.010.884250.000000.000001.8710129.19
1702017.11.29 02:00close850.010.884250.000000.000001.6610130.85
1712017.12.04 06:00buy860.010.872330.000000.00000
1722017.12.04 17:00buy870.010.868900.000000.00000
1732017.12.05 11:00close870.010.870560.000000.000001.2410132.09
1742017.12.05 11:00close860.010.870570.000000.00000-1.4110130.68
1752017.12.11 12:30sell880.010.888840.000000.00000
1762017.12.12 17:00sell890.010.892640.000000.00000
1772017.12.12 17:30sell900.010.893470.000000.00000
1782017.12.13 10:00sell910.010.893030.000000.00000
1792017.12.13 16:30sell920.020.898280.000000.00000
1802017.12.13 16:30sell930.010.898280.000000.00000
1812017.12.13 16:30sell940.010.898280.000000.00000
1822017.12.13 17:00sell950.010.898840.000000.00000
1832017.12.14 17:30close950.010.896880.000000.000001.4310132.11
1842017.12.14 20:30close920.020.891150.000000.0000010.9010143.01
1852017.12.14 20:30close900.010.891200.000000.000001.6610144.66
1862017.12.14 20:30close880.010.891220.000000.00000-1.9610142.71
1872017.12.14 20:30close930.010.891230.000000.000005.3810148.09
1882017.12.14 20:30close910.010.891230.000000.000001.3110149.40
1892017.12.14 20:30close940.010.891240.000000.000005.3710154.78
1902017.12.14 20:30close890.010.891240.000000.000000.9910155.76
1912018.01.11 12:00sell960.010.905440.000000.00000
1922018.01.11 14:30sell970.010.907630.000000.00000
1932018.01.12 01:30sell980.010.910280.000000.00000
1942018.01.12 08:00sell990.010.908790.000000.00000
1952018.01.12 16:00close970.010.906060.000000.000001.1610156.93
1962018.01.12 16:00close990.010.906060.000000.000002.0810159.01
1972018.01.12 16:30close980.010.905760.000000.000003.4710162.48
1982018.01.12 16:30close960.010.905760.000000.00000-0.3110162.17
1992018.01.15 23:00sell1000.010.907640.000000.00000
2002018.01.16 07:30close1000.010.905800.000000.000001.3710163.55
2012018.02.19 02:30sell1010.010.927730.000000.00000
2022018.02.19 10:30close1010.010.926060.000000.000001.2610164.81
2032018.02.21 08:30sell1020.010.928360.000000.00000
2042018.02.22 02:30close1020.010.929510.000000.00000-0.9810163.83
2052018.03.06 01:30sell1030.010.937750.000000.00000
2062018.03.06 14:30sell1040.010.942450.000000.00000
2072018.03.07 08:00sell1050.010.942540.000000.00000
2082018.03.07 15:00close1050.010.941060.000000.000001.1110164.94
2092018.03.08 12:00close1040.010.938220.000000.000003.1810168.12
2102018.03.08 12:00close1030.010.938210.000000.00000-0.4610167.66
2112018.03.14 11:30sell1060.010.949360.000000.00000
2122018.03.14 20:30close1060.010.948530.000000.000000.6010168.26
2132018.03.21 14:30buy1070.010.929200.000000.00000
2142018.03.21 15:30buy1080.010.929760.000000.00000
2152018.03.22 10:00close1070.010.933850.000000.000003.5310171.79
2162018.03.22 10:00close1080.010.933850.000000.000003.0910174.88
2172018.03.22 14:00buy1090.010.931870.000000.00000
2182018.03.22 17:30close1090.010.932160.000000.000000.1810175.06
2192018.04.26 08:00buy1100.010.906160.000000.00000
2202018.04.26 16:30close1100.010.910220.000000.000003.1110178.17
2212018.05.02 07:00buy1110.010.900090.000000.00000
2222018.05.02 16:30close1110.010.901530.000000.000001.0810179.25
2232018.05.10 06:30buy1120.010.888780.000000.00000
2242018.05.10 12:30buy1130.010.886300.000000.00000
2252018.05.11 03:00buy1140.010.889340.000000.00000
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