Strategy Tester Report
Generic A-TLP v.9.02.1_Optimizaciy_mod1
Alpari-Demo (Build 971)

СимволEURCHF (Euro vs Swiss Franc)
Период15 Минут (M15) 2014.01.01 22:00 - 2016.08.22 23:59 (2016.01.01 - 2016.08.26)
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=100; Take_Profit=40; use_dyn_TP=false; TP_perc=70; min_TP=50; use_BE=false; X=6; Y=16; Channel_Period=13; Entry_Break=1; Exit_Distance=5; MaxDailyRange=35; Lots=0.1; Auto_Risk=0; Min_Volatility=10; Exit_Profit_Pips=-30; Reverse_Profit=10; Exit_Minutes=180; Time_Profit_Pips=10; 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 истории65752Смоделировано тиков39736662Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред26
Чистая прибыль353.67Общая прибыль575.17Общий убыток-221.50
Прибыльность2.60Матожидание выигрыша5.70
Абсолютная просадка13.59Максимальная просадка161.04 (12.33%)Относительная просадка12.33% (161.04)
Всего сделок62Короткие позиции (% выигравших)32 (81.25%)Длинные позиции (% выигравших)30 (86.67%)
Прибыльные сделки (% от всех)52 (83.87%)Убыточные сделки (% от всех)10 (16.13%)
Самая большаяприбыльная сделка40.53убыточная сделка-102.59
Средняяприбыльная сделка11.06убыточная сделка-22.15
Максимальное количествонепрерывных выигрышей (прибыль)10 (106.95)непрерывных проигрышей (убыток)1 (-102.59)
Макс.непрерывная прибыль (число выигрышей)106.95 (10)непрерывный убыток (число проигрышей)-102.59 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.04 23:12sell10.101.085940.000000.00000
22016.01.04 23:12modify10.101.085941.095941.08194
32016.01.05 05:41close10.101.084781.095941.0819411.591011.59
42016.01.07 22:04buy20.101.086230.000000.00000
52016.01.07 22:04modify20.101.086231.076231.09023
62016.01.08 10:41close20.101.086081.076231.09023-1.761009.82
72016.01.14 23:33buy30.101.091900.000000.00000
82016.01.14 23:33modify30.101.091901.081901.09590
92016.01.15 07:15close30.101.093021.081901.0959011.111020.93
102016.01.19 23:00sell40.101.094770.000000.00000
112016.01.19 23:00modify40.101.094771.104771.09077
122016.01.20 15:23close40.101.093761.104771.0907710.071030.99
132016.01.21 00:52sell50.101.094670.000000.00000
142016.01.21 00:52modify50.101.094671.104671.09067
152016.01.21 03:48close50.101.093671.104671.0906710.131041.12
162016.01.26 00:00buy60.101.099520.000000.00000
172016.01.26 00:00modify60.101.099521.089521.10352
182016.01.26 12:27close60.101.100611.089521.1035211.051052.17
192016.01.26 23:07buy70.101.104290.000000.00000
202016.01.26 23:07modify70.101.104291.094291.10829
212016.01.27 02:00close70.101.105471.094291.1082911.721063.89
222016.01.27 22:35buy80.101.105660.000000.00000
232016.01.27 22:35modify80.101.105661.095661.10966
242016.01.28 07:03close80.101.106691.095661.109669.711073.59
252016.01.28 23:37buy90.101.109530.000000.00000
262016.01.28 23:37modify90.101.109531.099531.11353
272016.01.29 06:42close90.101.112621.099531.1135331.091104.68
282016.02.03 22:27sell100.101.114670.000000.00000
292016.02.03 22:27modify100.101.114671.124671.11067
302016.02.04 15:46close100.101.116161.124671.11067-15.581089.10
312016.02.09 00:48sell110.101.105220.000000.00000
322016.02.09 00:48modify110.101.105221.115221.10122
332016.02.09 03:28close110.101.104081.115221.1012211.561100.66
342016.02.11 00:30sell120.101.099200.000000.00000
352016.02.11 00:30modify120.101.099201.109201.09520
362016.02.11 02:29close120.101.098131.109201.0952010.841111.50
372016.02.11 23:13buy130.101.101370.000000.00000
382016.02.11 23:13modify130.101.101371.091371.10537
392016.02.12 03:56close130.101.101331.091371.10537-0.651110.85
402016.02.17 22:05buy140.101.104960.000000.00000
412016.02.17 22:05modify140.101.104961.094961.10896
422016.02.18 03:51close140.101.105101.094961.108960.691111.53
432016.02.18 23:48buy150.101.102540.000000.00000
442016.02.18 23:48modify150.101.102541.092541.10654
452016.02.19 10:31close150.101.103631.092541.1065410.811122.34
462016.02.23 23:41sell160.101.092820.000000.00000
472016.02.23 23:41modify160.101.092821.102821.08882
482016.02.24 12:07close160.101.092641.102821.088821.661123.99
492016.02.25 00:14sell170.101.088900.000000.00000
502016.02.25 00:14modify170.101.088901.098901.08490
512016.02.25 18:59close170.101.091431.098901.08490-25.641098.35
522016.02.25 22:28sell180.101.092140.000000.00000
532016.02.25 22:28modify180.101.092141.102141.08814
542016.02.26 18:59close180.101.091311.102141.088148.251106.60
552016.02.29 22:00sell190.101.086160.000000.00000
562016.02.29 22:00modify190.101.086161.096161.08216
572016.03.01 17:12close190.101.085121.096161.0821610.381116.98
582016.03.01 23:01buy200.101.083730.000000.00000
592016.03.01 23:01modify200.101.083731.073731.08773
602016.03.02 08:50close200.101.084781.073731.0877310.401127.37
612016.03.02 23:44sell210.101.083190.000000.00000
622016.03.02 23:44modify210.101.083191.093191.07919
632016.03.03 16:07close210.101.083641.093191.07919-5.051122.32
642016.03.03 23:33sell220.101.086420.000000.00000
652016.03.03 23:33modify220.101.086421.096421.08242
662016.03.04 10:05close220.101.085341.096421.0824210.791133.11
672016.03.08 23:13sell230.101.096750.000000.00000
682016.03.08 23:13modify230.101.096751.106751.09275
692016.03.09 01:29close230.101.095381.106751.0927513.721146.83
702016.03.11 00:06sell240.101.101080.000000.00000
712016.03.11 00:06modify240.101.101081.111081.09708
722016.03.11 10:34close240.101.099801.111081.0970812.971159.80
732016.03.14 00:04sell250.101.096220.000000.00000
742016.03.14 00:04modify250.101.096221.106221.09222
752016.03.14 17:53close250.101.095481.106221.092227.491167.29
762016.03.14 22:43sell260.101.095890.000000.00000
772016.03.14 22:43modify260.101.095891.105891.09189
782016.03.15 17:00close260.101.094841.105891.0918910.481177.76
792016.03.16 22:01sell270.101.097210.000000.00000
802016.03.16 22:01modify270.101.097211.107211.09321
812016.03.16 22:45close270.101.096071.107211.0932111.551189.31
822016.03.17 00:11sell280.101.097980.000000.00000
832016.03.17 00:11modify280.101.097981.107981.09398
842016.03.17 00:51close280.101.096911.107981.0939810.851200.16
852016.03.29 00:00buy290.101.090170.000000.00000
862016.03.29 00:00modify290.101.090171.080171.09417
872016.03.29 13:47close290.101.091181.080171.0941710.241210.40
882016.03.30 00:51buy300.101.091050.000000.00000
892016.03.30 00:51modify300.101.091051.081051.09505
902016.03.30 08:41close300.101.092091.081051.0950510.541220.94
912016.03.30 22:34sell310.101.093070.000000.00000
922016.03.30 22:34modify310.101.093071.103071.08907
932016.03.31 09:50close310.101.092201.103071.089078.331229.27
942016.04.05 00:00buy320.101.092300.000000.00000
952016.04.05 00:00modify320.101.092301.082301.09630
962016.04.06 10:14close320.101.089411.082301.09630-29.531199.74
972016.04.12 23:22buy330.101.087640.000000.00000
982016.04.12 23:22modify330.101.087641.077641.09164
992016.04.13 11:10close330.101.088881.077641.0916412.321212.05
1002016.04.18 00:02buy340.101.091220.000000.00000
1012016.04.18 00:02modify340.101.091221.081221.09522
1022016.04.18 03:55close340.101.092251.081221.0952210.441222.49
1032016.04.22 00:45buy350.101.099840.000000.00000
1042016.04.22 00:45modify350.101.099841.089841.10384
1052016.04.22 08:39close350.101.100941.089841.1038411.151233.64
1062016.04.28 22:59sell360.101.097640.000000.00000
1072016.04.28 22:59modify360.101.097641.107641.09364
1082016.04.29 10:25close360.101.096631.107641.0936410.071243.71
1092016.05.04 00:49buy370.101.097140.000000.00000
1102016.05.04 00:49modify370.101.097141.087141.10114
1112016.05.04 05:02close370.101.098261.087141.1011411.361255.07
1122016.05.12 22:33sell380.101.104430.000000.00000
1132016.05.12 22:33modify380.101.104431.114431.10043
1142016.05.13 09:27close380.101.103921.114431.100435.011260.08
1152016.05.17 22:06sell390.101.109240.000000.00000
1162016.05.17 22:06modify390.101.109241.119241.10524
1172016.05.18 09:53close390.101.108191.119241.1052410.481270.55
1182016.05.19 23:17sell400.101.109840.000000.00000
1192016.05.19 23:17modify400.101.109841.119841.10584
1202016.05.23 12:53close400.101.110361.119841.10584-5.601264.96
1212016.05.26 22:51sell410.101.107430.000000.00000
1222016.05.26 22:51modify410.101.107431.117431.10343
1232016.05.27 15:55close410.101.106371.117431.1034310.581275.53
1242016.06.07 00:00buy420.101.102090.000000.00000
1252016.06.07 00:00modify420.101.102091.092091.10609
1262016.06.07 09:07close420.101.103121.092091.1060910.441285.97
1272016.06.13 00:31buy430.101.084620.000000.00000
1282016.06.13 00:31modify430.101.084621.074621.08862
1292016.06.13 00:50close430.101.085731.074621.0886211.251297.22
1302016.06.13 23:03buy440.101.088460.000000.00000
1312016.06.13 23:03modify440.101.088461.078461.09246
1322016.06.16 17:17s/l440.101.078461.078461.09246-102.591194.63
1332016.06.20 00:01sell450.101.089020.000000.00000
1342016.06.20 00:01modify450.101.089021.099021.08502
1352016.06.20 09:37close450.101.088051.099021.085029.831204.46
1362016.06.21 00:17buy460.101.087960.000000.00000
1372016.06.21 00:17modify460.101.087961.077961.09196
1382016.06.21 03:02close460.101.089061.077961.0919611.151215.61
1392016.06.23 00:00buy470.101.082490.000000.00000
1402016.06.23 00:00modify470.101.082491.072491.08649
1412016.06.23 00:09close470.101.084421.072491.0864919.571235.18
1422016.06.23 00:14sell480.101.084800.000000.00000
1432016.06.23 00:14modify480.101.084801.094801.08080
1442016.06.23 10:40close480.101.085821.094801.08080-10.341224.84
1452016.06.24 00:03sell490.101.093610.000000.00000
1462016.06.24 00:03modify490.101.093611.103611.08961
1472016.06.24 02:18t/p490.101.089611.103611.0896140.531265.37
1482016.06.27 00:02buy500.101.073710.000000.00000
1492016.06.27 00:02modify500.101.073711.063711.07771
1502016.06.27 01:20close500.101.074731.063711.0777110.341275.71
1512016.06.29 23:18sell510.101.089230.000000.00000
1522016.06.29 23:18modify510.101.089231.099231.08523
1532016.06.30 03:56close510.101.088461.099231.085237.311283.02
1542016.06.30 22:00sell520.101.084080.000000.00000
1552016.06.30 22:00modify520.101.084081.094081.08008
1562016.06.30 23:53close520.101.082841.094081.0800812.571295.59
1572016.07.04 00:17buy530.101.083200.000000.00000
1582016.07.04 00:17modify530.101.083201.073201.08720
1592016.07.04 01:10close530.101.084251.073201.0872010.641306.23
1602016.07.07 22:50sell540.101.082930.000000.00000
1612016.07.07 22:50modify540.101.082931.092931.07893
1622016.07.11 09:54close540.101.085341.092931.07893-24.751281.48
1632016.07.13 23:45sell550.101.092740.000000.00000
1642016.07.13 23:45modify550.101.092741.102741.08874
1652016.07.14 10:07close550.101.091621.102741.0887410.861292.34
1662016.07.20 22:52sell560.101.087290.000000.00000
1672016.07.20 22:52modify560.101.087291.097291.08329
1682016.07.21 20:44close560.101.086271.097291.083299.841302.19
1692016.07.27 22:00buy570.101.091200.000000.00000
1702016.07.27 22:00modify570.101.091201.081201.09520
1712016.07.28 09:07close570.101.092071.081201.095208.091310.27
1722016.08.08 00:04buy580.101.086250.000000.00000
1732016.08.08 00:04modify580.101.086251.076251.09025
1742016.08.08 06:17close580.101.087251.076251.0902510.131320.40
1752016.08.11 00:06buy590.101.089390.000000.00000
1762016.08.11 00:06modify590.101.089391.079391.09339
1772016.08.12 15:36close590.101.089621.079391.093392.101322.50
1782016.08.15 00:06buy600.101.087400.000000.00000
1792016.08.15 00:06modify600.101.087401.077401.09140
1802016.08.15 03:07close600.101.088431.077401.0914010.441332.94
1812016.08.17 00:04buy610.101.084490.000000.00000
1822016.08.17 00:04modify610.101.084491.074491.08849
1832016.08.17 14:38close610.101.085531.074491.0884910.541343.48
1842016.08.18 22:00buy620.101.083430.000000.00000
1852016.08.18 22:00modify620.101.083431.073431.08743
1862016.08.19 13:46close620.101.084461.073431.0874310.201353.67