Strategy Tester Report
Generic A-TLP v.9.01
GKFXPrime-ECN (Build 1010)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2016.01.04 00:05 - 2016.08.19 22:53 (2016.01.04 - 2016.08.20)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagicNumber=25042016; Comm="Generic A-TLP v.9.0"; Max_Spread=4; Slipage=1; Stop_Loss=34; Take_Profit=45; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=5; Entry_Break=7; Exit_Distance=2; MaxDailyRange=35; Lots=0.01; Auto_Risk=0; Min_Volatility=4; Exit_Profit_Pips=-100; Reverse_Profit=10; Exit_Minutes=100; Time_Profit_Pips=10; Col_info=Aqua; S1=" DayOfWeek Filter"; monday_open="00:00"; monday_pause_start="01:00"; monday_pause_stop="22:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="01:00"; wednesday_pause_stop="22:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="22:00"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35"; S2=" Roll Over Filter"; rollover_start="23:55"; rollover_end="00:35";
Баров в истории15242Смоделировано тиков18800386Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит200.00Спред15
Чистая прибыль55.77Общая прибыль88.92Общий убыток-33.15
Прибыльность2.68Матожидание выигрыша0.73
Абсолютная просадка0.00Максимальная просадка11.49 (4.66%)Относительная просадка4.66% (11.49)
Всего сделок76Короткие позиции (% выигравших)28 (78.57%)Длинные позиции (% выигравших)48 (81.25%)
Прибыльные сделки (% от всех)61 (80.26%)Убыточные сделки (% от всех)15 (19.74%)
Самая большаяприбыльная сделка4.50убыточная сделка-3.42
Средняяприбыльная сделка1.46убыточная сделка-2.21
Максимальное количествонепрерывных выигрышей (прибыль)14 (13.28)непрерывных проигрышей (убыток)3 (-4.81)
Макс.непрерывная прибыль (число выигрышей)14.20 (6)непрерывный убыток (число проигрышей)-6.80 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.06 00:00buy10.011.464050.000000.00000
22016.01.06 00:00modify10.011.464051.460651.46855
32016.01.06 01:40close10.011.467451.460651.468553.40203.40
42016.01.11 00:32buy20.011.451080.000000.00000
52016.01.11 00:32modify20.011.451081.447681.45558
62016.01.11 01:11close20.011.453421.447681.455582.34205.74
72016.01.13 00:40buy30.011.442650.000000.00000
82016.01.13 00:40modify30.011.442651.439251.44715
92016.01.13 02:20close30.011.444261.439251.447151.61207.35
102016.01.13 22:42buy40.011.443350.000000.00000
112016.01.13 22:42modify40.011.443351.439951.44785
122016.01.14 00:43close40.011.442391.439951.44785-1.03206.32
132016.01.19 00:48sell50.011.425470.000000.00000
142016.01.19 00:48modify50.011.425471.428871.42097
152016.01.19 04:00close50.011.424811.428871.420970.66206.98
162016.01.20 00:07buy60.011.414450.000000.00000
172016.01.20 00:07modify60.011.414451.411051.41895
182016.01.20 01:14close60.011.417281.411051.418952.83209.81
192016.01.20 23:29sell70.011.418840.000000.00000
202016.01.20 23:29modify70.011.418841.422241.41434
212016.01.21 00:59close70.011.418261.422241.414340.52210.34
222016.01.21 00:59buy80.011.417760.000000.00000
232016.01.21 00:59modify80.011.417761.414361.42226
242016.01.21 01:18close80.011.419101.414361.422261.34211.68
252016.01.22 00:43buy90.011.421050.000000.00000
262016.01.22 00:43modify90.011.421051.417651.42555
272016.01.22 02:04close90.011.422961.417651.425551.91213.59
282016.01.22 23:21buy100.011.426380.000000.00000
292016.01.22 23:21modify100.011.426381.422981.43088
302016.01.25 03:19close100.011.427281.422981.430880.88214.47
312016.02.01 00:44buy110.011.423440.000000.00000
322016.02.01 00:44modify110.011.423441.420041.42794
332016.02.01 01:48close110.011.423811.420041.427940.37214.84
342016.02.02 00:05buy120.011.442200.000000.00000
352016.02.02 00:05modify120.011.442201.438801.44670
362016.02.02 03:37close120.011.442741.438801.446700.54215.38
372016.02.04 22:07buy130.011.459170.000000.00000
382016.02.04 22:07modify130.011.459171.455771.46367
392016.02.05 02:22close130.011.458251.455771.46367-0.94214.43
402016.02.08 00:05buy140.011.448320.000000.00000
412016.02.08 00:05modify140.011.448321.444921.45282
422016.02.08 00:58close140.011.450321.444921.452822.00216.43
432016.02.12 00:18sell150.011.448540.000000.00000
442016.02.12 00:18modify150.011.448541.451941.44404
452016.02.12 02:03close150.011.447521.451941.444041.02217.45
462016.02.12 22:16buy160.011.450110.000000.00000
472016.02.12 22:16modify160.011.450111.446711.45461
482016.02.15 01:05close160.011.450711.446711.454610.58218.03
492016.02.16 23:56sell170.011.430540.000000.00000
502016.02.16 23:56modify170.011.430541.433941.42604
512016.02.17 02:25close170.011.429861.433941.426040.66218.69
522016.02.19 00:22sell180.011.434420.000000.00000
532016.02.19 00:22modify180.011.434421.437821.42992
542016.02.19 02:02close180.011.432851.437821.429921.57220.26
552016.02.22 00:05buy190.011.427840.000000.00000
562016.02.22 00:05modify190.011.427841.424441.43234
572016.02.22 02:37close190.011.428841.424441.432341.00221.26
582016.02.24 22:11sell200.011.392680.000000.00000
592016.02.24 22:11modify200.011.392681.396081.38818
602016.02.25 02:47close200.011.392471.396081.388180.15221.41
612016.03.01 00:30sell210.011.392650.000000.00000
622016.03.01 00:30modify210.011.392651.396051.38815
632016.03.01 04:21close210.011.392241.396051.388150.41221.82
642016.03.14 00:30buy220.011.436910.000000.00000
652016.03.14 00:30modify220.011.436911.433511.44141
662016.03.14 01:19close220.011.438131.433511.441411.22223.04
672016.03.16 23:03buy230.011.424610.000000.00000
682016.03.16 23:03modify230.011.424611.421211.42911
692016.03.17 00:01close230.011.425691.421211.429111.01224.06
702016.03.25 22:49buy240.011.412870.000000.00000
712016.03.25 22:49modify240.011.412871.409471.41737
722016.03.28 01:00close240.011.413571.409471.417370.68224.74
732016.03.29 00:00sell250.011.426390.000000.00000
742016.03.29 00:00modify250.011.426391.429791.42189
752016.03.29 03:02close250.011.425511.429791.421890.88225.62
762016.03.29 23:24buy260.011.437860.000000.00000
772016.03.29 23:24modify260.011.437861.434461.44236
782016.03.30 01:01close260.011.438781.434461.442360.90226.51
792016.04.01 22:50sell270.011.423180.000000.00000
802016.04.01 22:50modify270.011.423181.426581.41868
812016.04.04 00:05close270.011.421961.426581.418681.20227.72
822016.04.04 22:42buy280.011.427140.000000.00000
832016.04.04 22:42modify280.011.427141.423741.43164
842016.04.05 03:09close280.011.426641.423741.43164-0.52227.19
852016.04.11 00:05buy290.011.410970.000000.00000
862016.04.11 00:05modify290.011.410971.407571.41547
872016.04.11 01:01close290.011.412621.407571.415471.65228.84
882016.04.13 00:02buy300.011.425950.000000.00000
892016.04.13 00:02modify300.011.425951.422551.43045
902016.04.13 03:02close300.011.426821.422551.430450.87229.71
912016.04.18 00:08buy310.011.418940.000000.00000
922016.04.18 00:08modify310.011.418941.415541.42344
932016.04.18 09:09s/l310.011.415541.415541.42344-3.40226.31
942016.04.19 22:42buy320.011.439520.000000.00000
952016.04.19 22:42modify320.011.439521.436121.44402
962016.04.20 01:02close320.011.439751.436121.444020.21226.52
972016.04.22 00:09buy330.011.431110.000000.00000
982016.04.22 00:09modify330.011.431111.427711.43561
992016.04.22 02:01close330.011.431911.427711.435610.80227.32
1002016.04.25 00:05sell340.011.445670.000000.00000
1012016.04.25 00:05modify340.011.445671.449071.44117
1022016.04.25 01:18close340.011.444571.449071.441171.10228.42
1032016.04.29 00:01buy350.011.458390.000000.00000
1042016.04.29 00:01modify350.011.458391.454991.46289
1052016.04.29 01:41close350.011.460711.454991.462892.32230.74
1062016.05.02 00:09buy360.011.458910.000000.00000
1072016.05.02 00:09modify360.011.458911.455511.46341
1082016.05.02 02:10close360.011.459731.455511.463410.82231.56
1092016.05.04 00:07buy370.011.452440.000000.00000
1102016.05.04 00:07modify370.011.452441.449041.45694
1112016.05.04 01:10close370.011.453651.449041.456941.21232.77
1122016.05.06 22:22sell380.011.443160.000000.00000
1132016.05.06 22:22modify380.011.443161.446561.43866
1142016.05.06 23:40close380.011.442551.446561.438660.61233.38
1152016.05.09 00:05buy390.011.441780.000000.00000
1162016.05.09 00:05modify390.011.441781.438381.44628
1172016.05.09 01:32close390.011.442401.438381.446280.62234.00
1182016.05.16 00:05buy400.011.434820.000000.00000
1192016.05.16 00:05modify400.011.434821.431421.43932
1202016.05.16 01:38close400.011.435931.431421.439321.11235.11
1212016.05.17 00:56sell410.011.441150.000000.00000
1222016.05.17 00:56modify410.011.441151.444551.43665
1232016.05.17 02:34s/l410.011.444551.444551.43665-3.40231.71
1242016.05.18 00:07buy420.011.445190.000000.00000
1252016.05.18 00:07modify420.011.445191.441791.44969
1262016.05.18 10:10close420.011.444271.441791.44969-0.92230.79
1272016.05.19 22:48buy430.011.460520.000000.00000
1282016.05.19 22:48modify430.011.460521.457121.46502
1292016.05.20 05:07close430.011.460051.457121.46502-0.49230.30
1302016.05.23 23:14buy440.011.447560.000000.00000
1312016.05.23 23:14modify440.011.447561.444161.45206
1322016.05.24 03:53close440.011.448591.444161.452061.01231.31
1332016.05.25 23:48buy450.011.470240.000000.00000
1342016.05.25 23:48modify450.011.470241.466841.47474
1352016.05.26 03:09close450.011.470201.466841.47474-0.11231.20
1362016.05.31 00:40buy460.011.462860.000000.00000
1372016.05.31 00:40modify460.011.462861.459461.46736
1382016.05.31 02:29close460.011.463131.459461.467360.27231.47
1392016.05.31 22:31sell470.011.449570.000000.00000
1402016.05.31 22:31modify470.011.449571.452971.44507
1412016.05.31 23:50close470.011.447601.452971.445071.97233.44
1422016.06.02 00:27buy480.011.440350.000000.00000
1432016.06.02 00:27modify480.011.440351.436951.44485
1442016.06.02 01:49close480.011.441731.436951.444851.38234.82
1452016.06.10 23:54buy490.011.426920.000000.00000
1462016.06.10 23:54modify490.011.426921.423521.43142
1472016.06.13 00:18s/l490.011.423521.423521.43142-3.42231.40
1482016.06.13 23:58sell500.011.425270.000000.00000
1492016.06.13 23:58modify500.011.425271.428671.42077
1502016.06.14 00:05close500.011.421831.428671.420773.42234.82
1512016.06.16 00:55buy510.011.419320.000000.00000
1522016.06.16 00:55modify510.011.419321.415921.42382
1532016.06.16 05:45close510.011.419721.415921.423820.40235.22
1542016.06.16 23:58buy520.011.420180.000000.00000
1552016.06.16 23:58modify520.011.420181.416781.42468
1562016.06.17 01:00close520.011.421041.416781.424680.84236.06
1572016.06.20 00:05sell530.011.447100.000000.00000
1582016.06.20 00:05modify530.011.447101.450501.44260
1592016.06.20 01:20close530.011.443661.450501.442603.44239.50
1602016.06.20 23:27buy540.011.467520.000000.00000
1612016.06.20 23:27modify540.011.467521.464121.47202
1622016.06.20 23:47close540.011.469981.464121.472022.46241.96
1632016.06.21 00:08buy550.011.465320.000000.00000
1642016.06.21 00:08modify550.011.465321.461921.46982
1652016.06.21 01:18close550.011.468961.461921.469823.64245.60
1662016.06.21 22:13buy560.011.464960.000000.00000
1672016.06.21 22:13modify560.011.464961.461561.46946
1682016.06.21 23:08s/l560.011.461561.461561.46946-3.40242.20
1692016.06.22 00:00sell570.011.464760.000000.00000
1702016.06.22 00:00modify570.011.464761.468161.46026
1712016.06.22 00:25s/l570.011.468161.468161.46026-3.40238.80
1722016.06.22 00:25sell580.011.467970.000000.00000
1732016.06.22 00:25modify580.011.467971.471371.46347
1742016.06.22 02:05close580.011.466191.471371.463471.78240.58
1752016.06.24 00:06sell590.011.490710.000000.00000
1762016.06.24 00:06modify590.011.490711.494111.48621
1772016.06.24 00:09s/l590.011.494111.494111.48621-3.40237.18
1782016.06.27 00:05buy600.011.343470.000000.00000
1792016.06.27 00:05modify600.011.343471.340071.34797
1802016.06.27 01:02t/p600.011.347971.340071.347974.50241.68
1812016.06.29 00:37buy610.011.332640.000000.00000
1822016.06.29 00:37modify610.011.332641.329241.33714
1832016.06.29 01:29close610.011.336761.329241.337144.12245.80
1842016.06.30 22:02sell620.011.325340.000000.00000
1852016.06.30 22:02modify620.011.325341.328741.32084
1862016.06.30 22:40s/l620.011.328741.328741.32084-3.40242.40
1872016.06.30 22:59sell630.011.330900.000000.00000
1882016.06.30 22:59modify630.011.330901.334301.32640
1892016.07.01 00:39close630.011.328901.334301.326401.98244.38
1902016.07.01 00:39buy640.011.328900.000000.00000
1912016.07.01 00:39modify640.011.328901.325501.33340
1922016.07.01 01:51close640.011.331281.325501.333402.38246.76
1932016.07.01 22:23sell650.011.327880.000000.00000
1942016.07.01 22:23modify650.011.327881.331281.32338
1952016.07.01 23:54close650.011.326541.331281.323381.34248.10
1962016.07.04 00:08buy660.011.324850.000000.00000
1972016.07.04 00:08modify660.011.324851.321451.32935
1982016.07.04 01:30close660.011.328221.321451.329353.37251.47
1992016.07.06 00:01buy670.011.301630.000000.00000
2002016.07.06 00:01modify670.011.301631.298231.30613
2012016.07.06 01:22close670.011.302631.298231.306131.00252.47
2022016.07.06 22:20sell680.011.293670.000000.00000
2032016.07.06 22:20modify680.011.293671.297071.28917
2042016.07.07 00:05close680.011.292561.297071.289171.05253.52
2052016.07.11 23:07buy690.011.299300.000000.00000
2062016.07.11 23:07modify690.011.299301.295901.30380
2072016.07.12 03:52close690.011.300531.295901.303801.21254.73
2082016.07.21 00:08sell700.011.323080.000000.00000
2092016.07.21 00:08modify700.011.323081.326481.31858
2102016.07.21 02:34s/l700.011.326481.326481.31858-3.40251.33
2112016.07.21 23:32sell710.011.321970.000000.00000
2122016.07.21 23:32modify710.011.321971.325371.31747
2132016.07.22 01:04close710.011.321551.325371.317470.40251.73
2142016.07.22 23:39sell720.011.311280.000000.00000
2152016.07.22 23:39modify720.011.311281.314681.30678
2162016.07.25 02:42close720.011.313181.314681.30678-1.92249.81
2172016.08.01 00:12buy730.011.321580.000000.00000
2182016.08.01 00:12modify730.011.321581.318181.32608
2192016.08.01 00:57close730.011.323281.318181.326081.70251.51
2202016.08.01 00:59sell740.011.323790.000000.00000
2212016.08.01 00:59modify740.011.323791.327191.31929
2222016.08.01 02:00close740.011.321711.327191.319292.08253.59
2232016.08.04 22:28sell750.011.312770.000000.00000
2242016.08.04 22:28modify750.011.312771.316171.30827
2252016.08.04 23:34close750.011.311581.316171.308271.19254.78
2262016.08.15 00:11sell760.011.292160.000000.00000
2272016.08.15 00:11modify760.011.292161.295561.28766
2282016.08.15 01:11close760.011.291171.295561.287660.99255.77