Strategy Tester Report
Generic A-TLP v.12.01.15_RUS
ICMarkets-Demo02 (Build 950)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2016.02.01 00:00 - 2016.08.12 23:45 (2016.02.01 - 2016.08.13)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; SetName="Base_opt_set"; every_tick=false; MagicNumber=1234321; Slippage=5; Lots=0; Auto_Risk=30; Max_Spread=0; Stop_Loss=30; Take_Profit=35; TP_perc=80; min_TP=10; MaxDailyRange=0; Hedging=true; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=13; BB_Deviation=2; Entry_Break=1; Min_Volatility=20; S_22="Настройки CCI"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=100; barcount=8; S_24="При паузе = 0 - выкл."; pause=0; sizeloss=20; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=0; Trail_Size=7; Trail_Step=1; rollover_trall_end=true; X=0; Y=1; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=140; Time_Profit_Pips=10; S_32="При Exit_Distance = 0 - выкл."; Exit_Distance=-13; Exit_Profit_Pips=-12; S_33="При MA_period = 0 - выкл."; MA_period=14; Reverse_Profit=10; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; top_level_close=100; lower_level_close=-100; S_5="<==== Trade Time Filter ====>"; S_6="<==== Roll Over Filter ====>"; use_rollover_filter=false; rollover_start="23:55"; rollover_end="00:35"; S_7="<==== Other Settings ====>"; showinfopanel=false; ShowCandleDots=false; Col_info=176,162,168; WriteLogFile=false;
Баров в истории14432Смоделировано тиков16349057Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль1746.17Общая прибыль2590.92Общий убыток-844.75
Прибыльность3.07Матожидание выигрыша22.68
Абсолютная просадка31.34Максимальная просадка583.57 (33.54%)Относительная просадка36.80% (39.98)
Всего сделок77Короткие позиции (% выигравших)27 (77.78%)Длинные позиции (% выигравших)50 (72.00%)
Прибыльные сделки (% от всех)57 (74.03%)Убыточные сделки (% от всех)20 (25.97%)
Самая большаяприбыльная сделка220.04убыточная сделка-120.98
Средняяприбыльная сделка45.45убыточная сделка-42.24
Максимальное количествонепрерывных выигрышей (прибыль)9 (79.50)непрерывных проигрышей (убыток)3 (-102.37)
Макс.непрерывная прибыль (число выигрышей)532.40 (8)непрерывный убыток (число проигрышей)-220.99 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.02.01 00:02buy10.110.989040.000000.00000
22016.02.01 00:03modify10.110.989040.986040.99164
32016.02.01 02:55s/l10.110.986040.986040.99164-26.4273.58
42016.02.02 22:04buy20.080.988340.000000.00000
52016.02.02 22:05modify20.080.988340.985340.99108
62016.02.02 23:25close20.080.989310.985340.991085.4779.05
72016.02.03 00:46buy30.090.986920.000000.00000
82016.02.03 00:47modify30.090.986920.983920.98889
92016.02.03 01:21close30.090.988440.983920.9888910.0089.05
102016.02.04 22:05buy40.100.988580.000000.00000
112016.02.04 22:06modify40.100.988580.985580.99081
122016.02.04 23:30close40.100.989610.985580.990817.3096.35
132016.02.05 00:16sell50.110.990520.000000.00000
142016.02.05 00:17modify50.110.990520.993520.98891
152016.02.05 00:18close50.110.989840.993520.988915.04101.39
162016.02.05 23:00sell60.110.983510.000000.00000
172016.02.05 23:01modify60.110.983510.986510.98173
182016.02.08 00:03close60.110.982290.986510.981739.32110.71
192016.02.09 23:24sell70.120.981290.000000.00000
202016.02.09 23:25modify70.120.981290.984290.97913
212016.02.09 23:45close70.120.980140.984290.979139.89120.60
222016.02.11 22:37buy80.140.988160.000000.00000
232016.02.11 22:38modify80.140.988160.985160.99034
242016.02.11 23:55close80.140.989290.985160.9903411.32131.92
252016.02.12 00:45sell90.150.991950.000000.00000
262016.02.12 00:46modify90.150.991950.994950.98804
272016.02.12 01:21close90.150.990430.994950.9880416.67148.59
282016.02.12 22:59sell100.170.984200.000000.00000
292016.02.12 23:00modify100.170.984200.987200.98216
302016.02.12 23:30close100.170.983770.987200.982164.49153.08
312016.02.16 22:07sell110.170.985480.000000.00000
322016.02.16 22:08modify110.170.985480.988480.98375
332016.02.17 00:01close110.170.985750.988480.98375-5.29147.79
342016.02.17 22:24sell120.170.984490.000000.00000
352016.02.17 22:25modify120.170.984490.987490.98161
362016.02.17 23:15close120.170.983180.987490.9816116.12163.91
372016.02.18 00:17buy130.190.981000.000000.00000
382016.02.18 00:18modify130.190.981000.978000.98434
392016.02.18 02:19close130.190.981940.978000.9843412.55176.46
402016.02.18 22:00sell140.200.983420.000000.00000
412016.02.18 22:01modify140.200.983420.986420.98119
422016.02.18 23:50close140.200.982440.986420.9811913.84190.30
432016.02.19 22:45sell150.220.984630.000000.00000
442016.02.19 22:46modify150.220.984630.987630.98299
452016.02.19 23:30close150.220.984220.987630.982995.47195.77
462016.02.24 01:00buy160.220.990740.000000.00000
472016.02.24 01:01modify160.220.990740.987740.99316
482016.02.24 01:49close160.220.992240.987740.9931624.11219.88
492016.02.24 22:51buy170.250.985680.000000.00000
502016.02.24 22:52modify170.250.985680.982680.98845
512016.02.25 01:32close170.250.985270.982680.98845-8.16211.72
522016.02.25 22:15sell180.240.979960.000000.00000
532016.02.25 22:16modify180.240.979960.982960.97811
542016.02.25 23:02close180.240.978760.982960.9781120.71232.43
552016.02.29 22:00buy190.270.964270.000000.00000
562016.02.29 22:01modify190.270.964270.961270.96725
572016.02.29 23:15close190.270.966110.961270.9672536.73269.16
582016.03.01 23:00sell200.310.962840.000000.00000
592016.03.01 23:01modify200.310.962840.965840.96094
602016.03.01 23:59close200.310.961890.965840.9609420.73289.89
612016.03.03 00:18buy210.330.978280.000000.00000
622016.03.03 00:19modify210.330.978280.975280.98021
632016.03.03 01:58close210.330.978120.975280.98021-6.42283.47
642016.03.04 22:07buy220.330.989200.000000.00000
652016.03.04 22:08modify220.330.989200.986200.99088
662016.03.04 23:00close220.330.989960.986200.9908817.19300.66
672016.03.07 00:30buy230.350.988140.000000.00000
682016.03.07 00:31modify230.350.988140.985140.99016
692016.03.07 02:51close230.350.988470.985140.990166.53307.19
702016.03.09 00:19buy240.350.996440.000000.00000
712016.03.09 00:20modify240.350.996440.993440.99878
722016.03.09 01:05close240.350.997080.993440.9987814.97322.16
732016.03.09 22:15buy250.370.993380.000000.00000
742016.03.09 22:16modify250.370.993380.990380.99540
752016.03.10 00:29s/l250.370.990380.990380.99540-86.57235.59
762016.03.14 00:00buy260.270.998640.000000.00000
772016.03.14 00:01modify260.270.998640.995641.00126
782016.03.14 01:08close260.270.999770.995641.0012621.83257.42
792016.03.16 22:55buy270.300.989940.000000.00000
802016.03.16 22:56modify270.300.989940.986940.99242
812016.03.16 23:30close270.300.991470.986940.9924233.58291.00
822016.03.17 22:16buy280.340.992310.000000.00000
832016.03.17 22:17modify280.340.992310.989310.99453
842016.03.18 00:10close280.340.992540.989310.994534.41295.41
852016.03.25 22:45buy290.340.994870.000000.00000
862016.03.25 22:46modify290.340.994870.991870.99672
872016.03.28 00:01close290.340.996340.991870.9967237.18332.58
882016.04.07 22:15buy300.380.986020.000000.00000
892016.04.07 22:16modify300.380.986020.983020.98807
902016.04.07 23:45close300.380.987020.983020.9880726.88359.46
912016.04.11 22:31buy310.420.979960.000000.00000
922016.04.11 22:32modify310.420.979960.976960.98182
932016.04.12 00:35close310.420.979880.976960.98182-4.68354.79
942016.04.12 22:38sell320.410.980900.000000.00000
952016.04.12 22:39modify320.410.980900.983900.97928
962016.04.12 23:02close320.410.980220.983900.9792818.81373.60
972016.04.13 22:01sell330.430.981600.000000.00000
982016.04.13 22:02modify330.430.981600.984600.97935
992016.04.13 23:32close330.430.980850.984600.9793522.06395.66
1002016.04.15 23:31buy340.460.989960.000000.00000
1012016.04.15 23:32modify340.460.989960.986960.99158
1022016.04.18 00:02t/p340.460.991580.986960.9915855.67451.32
1032016.04.18 23:41buy350.520.990690.000000.00000
1042016.04.18 23:42modify350.520.990690.987690.99238
1052016.04.19 00:39close350.520.991190.987690.9923817.66468.98
1062016.04.21 22:28buy360.540.984770.000000.00000
1072016.04.21 22:29modify360.540.984770.981770.98646
1082016.04.21 23:00close360.540.985000.981770.986465.87474.85
1092016.04.22 23:30buy370.550.976360.000000.00000
1102016.04.22 23:31modify370.550.976360.973360.97797
1112016.04.22 23:47close370.550.976790.973360.9779714.53489.38
1122016.04.25 00:15buy380.570.975850.000000.00000
1132016.04.25 00:16modify380.570.975850.972850.97780
1142016.04.25 02:00close380.570.975890.972850.97780-2.22487.16
1152016.04.27 22:00buy390.560.956210.000000.00000
1162016.04.27 22:01modify390.560.956210.953210.95966
1172016.04.28 00:00close390.560.958550.953210.95966101.44588.61
1182016.04.29 22:00buy400.680.953340.000000.00000
1192016.04.29 22:01modify400.680.953340.950340.95509
1202016.04.29 23:00close400.680.953890.950340.9550924.32612.93
1212016.05.02 22:02sell410.710.960770.000000.00000
1222016.05.02 22:03modify410.710.960770.963770.95837
1232016.05.03 00:00close410.710.960550.963770.958374.97617.90
1242016.05.09 22:13buy420.720.948840.000000.00000
1252016.05.09 22:14modify420.720.948840.945840.95154
1262016.05.10 00:45close420.720.947700.945840.95154-67.35550.55
1272016.05.11 00:15sell430.640.952290.000000.00000
1282016.05.11 00:16modify430.640.952290.955290.95044
1292016.05.11 01:14close430.640.951390.955290.9504440.29590.84
1302016.05.11 22:00buy440.690.947300.000000.00000
1312016.05.11 22:01modify440.690.947300.944300.94915
1322016.05.11 23:59close440.690.947510.944300.949156.44597.28
1332016.05.18 22:01buy450.690.939370.000000.00000
1342016.05.18 22:02modify450.690.939370.936370.94164
1352016.05.18 22:26close450.690.940870.936370.9416475.63672.91
1362016.05.23 22:42sell460.780.949030.000000.00000
1372016.05.23 22:43modify460.780.949030.952030.94728
1382016.05.24 00:00close460.780.949160.952030.94728-15.75657.15
1392016.05.25 22:00buy470.760.938110.000000.00000
1402016.05.25 22:01modify470.760.938110.935110.94074
1412016.05.26 01:46close470.760.936940.935110.94074-69.71587.44
1422016.06.03 22:31sell480.680.952600.000000.00000
1432016.06.03 22:32modify480.680.952600.955600.95051
1442016.06.06 01:00close480.680.952790.955600.95051-16.90570.54
1452016.06.08 00:00buy490.660.949430.000000.00000
1462016.06.08 00:01modify490.660.949430.946430.95138
1472016.06.08 00:33close490.660.950500.946430.9513850.28620.82
1482016.06.08 23:57buy500.720.948290.000000.00000
1492016.06.08 23:58modify500.720.948290.945290.94991
1502016.06.09 00:00close500.720.949050.945290.9499141.99662.81
1512016.06.13 23:55sell510.770.946790.000000.00000
1522016.06.13 23:56modify510.770.946790.949790.94500
1532016.06.14 01:45close510.770.946960.949790.94500-17.95644.85
1542016.06.15 00:38buy520.750.944700.000000.00000
1552016.06.15 00:39modify520.750.944700.941700.94645
1562016.06.15 00:53close520.750.945440.941700.9464537.89682.74
1572016.06.16 00:12buy530.790.956060.000000.00000
1582016.06.16 00:13modify530.790.956060.953060.95779
1592016.06.16 01:30close530.790.956190.953060.957792.45685.19
1602016.06.16 22:01sell540.800.955020.000000.00000
1612016.06.16 22:02modify540.800.955020.958020.95336
1622016.06.16 23:36close540.800.954670.958020.9533616.17701.36
1632016.06.20 00:15sell550.820.954920.000000.00000
1642016.06.20 00:16modify550.820.954920.957920.95194
1652016.06.20 01:24close550.820.952870.957920.95194124.93826.29
1662016.06.20 22:15buy560.960.953860.000000.00000
1672016.06.20 22:16modify560.960.953860.950860.95564
1682016.06.20 23:18close560.960.954560.950860.9556445.52871.81
1692016.06.22 22:00sell571.010.962820.000000.00000
1702016.06.22 22:01modify571.010.962820.965820.96054
1712016.06.23 00:00close571.010.962240.965820.9605429.09900.91
1722016.06.23 00:23sell581.050.964110.000000.00000
1732016.06.23 00:24modify581.050.964110.967110.96188
1742016.06.23 01:02close581.050.963330.967110.9618856.31957.22
1752016.06.24 00:01buy591.110.968770.000000.00000
1762016.06.24 00:02modify591.110.968770.965770.97141
1772016.06.24 00:02t/p591.110.971410.965770.97141220.041177.26
1782016.06.27 00:15buy601.370.967950.000000.00000
1792016.06.27 00:16modify601.370.967950.964950.97205
1802016.06.27 03:35close601.370.967960.964950.97205-8.531168.73
1812016.06.27 22:16buy611.360.959900.000000.00000
1822016.06.27 22:17modify611.360.959900.956900.96187
1832016.06.28 01:35close611.360.959850.956900.96187-11.981156.74
1842016.06.30 00:02buy621.350.963220.000000.00000
1852016.06.30 00:03modify621.350.963220.960220.96484
1862016.06.30 01:34close621.350.964060.960220.9648478.711235.45
1872016.06.30 22:30buy631.440.964050.000000.00000
1882016.06.30 22:31modify631.440.964050.961050.96666
1892016.07.01 01:15close631.440.963930.961050.96666-20.521214.94
1902016.07.04 00:15buy641.420.963020.000000.00000
1912016.07.04 00:16modify641.420.963020.960020.96689
1922016.07.04 01:26close641.420.964040.960020.96689102.661317.60
1932016.07.05 22:00sell651.540.968630.000000.00000
1942016.07.05 22:01modify651.540.968630.971630.96565
1952016.07.06 00:45close651.540.968950.971630.96565-53.861263.74
1962016.07.07 00:15sell661.470.975240.000000.00000
1972016.07.07 00:16modify661.470.975240.978240.97358
1982016.07.07 00:33close661.470.974090.978240.97358121.121384.86
1992016.07.07 23:45buy671.610.971450.000000.00000
2002016.07.07 23:46modify671.610.971450.968450.97319
2012016.07.07 23:58close671.610.972220.968450.9731985.111469.97
2022016.07.15 23:34buy681.710.980590.000000.00000
2032016.07.15 23:35modify681.710.980590.977590.98353
2042016.07.18 00:00close681.710.982010.977590.98353180.361650.32
2052016.07.19 00:04buy691.920.982120.000000.00000
2062016.07.19 00:05modify691.920.982120.979120.98419
2072016.07.19 03:00close691.920.981540.979120.98419-100.011550.31
2082016.07.21 22:00sell701.810.980030.000000.00000
2092016.07.21 22:01modify701.810.980030.983030.97833
2102016.07.22 00:33close701.810.980760.983030.97833-120.981429.33
2112016.07.25 00:19buy711.670.979620.000000.00000
2122016.07.25 00:29modify711.670.979620.976620.98185
2132016.07.25 01:05close711.670.980880.976620.98185151.891581.22
2142016.07.26 22:14buy721.840.989900.000000.00000
2152016.07.26 22:15modify721.840.989900.986900.99347
2162016.07.27 00:30close721.840.989380.986900.99347-83.431497.79
2172016.07.27 22:00sell731.750.988040.000000.00000
2182016.07.27 22:01modify731.750.988040.991040.98555
2192016.07.27 22:38close731.750.986950.991040.98555136.021633.81
2202016.08.01 00:15buy741.910.989440.000000.00000
2212016.08.01 00:16modify741.910.989440.986440.99162
2222016.08.01 01:17close741.910.990470.986440.99162139.561773.37
2232016.08.01 22:45buy752.070.989510.000000.00000
2242016.08.01 22:46modify752.070.989510.986510.99112
2252016.08.02 01:15close752.070.988840.986510.99112-118.011655.36
2262016.08.03 22:03buy761.930.991140.000000.00000
2272016.08.03 22:04modify761.930.991140.988140.99280
2282016.08.03 22:30close761.930.991340.988140.9928016.501671.86
2292016.08.11 00:15sell771.951.008160.000000.00000
2302016.08.11 00:16modify771.951.008161.011161.00599
2312016.08.11 00:18close771.951.006921.011161.00599174.311846.17