Strategy Tester Report
Generic A-TLP v.9.02
Alpari-Demo (Build 950)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2010.01.01 00:00 - 2016.05.01 23:59
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=35; Take_Profit=200; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=8; Entry_Break=4; Exit_Distance=-1; MaxDailyRange=5; Lots=0.1; Auto_Risk=0; Min_Volatility=3; Exit_Profit_Pips=-100; Reverse_Profit=10; Exit_Minutes=100; Time_Profit_Pips=10; Col_info=Aqua; S1=" DayOfWeek Filter"; monday_open="22:00"; monday_pause_start="23:00"; monday_pause_stop="20:00"; monday_close="21:59"; tuesday_open="22:00"; tuesday_pause_start="23:00"; tuesday_pause_stop="20:00"; tuesday_close="21:59"; wednesday_open="22:00"; wednesday_pause_start="23:00"; wednesday_pause_stop="20:00"; wednesday_close="21:59"; thursday_open="22:00"; thursday_pause_start="23:00"; thursday_pause_stop="20:00"; thursday_close="21:59"; friday_open="22:00"; friday_pause_start="23:00"; friday_pause_stop="20:00"; friday_close="21:59"; 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 истории157924Смоделировано тиков61223213Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред40
Чистая прибыль258.17Общая прибыль643.99Общий убыток-385.83
Прибыльность1.67Матожидание выигрыша2.61
Абсолютная просадка31.28Максимальная просадка106.51 (1.04%)Относительная просадка1.04% (106.51)
Всего сделок99Короткие позиции (% выигравших)42 (71.43%)Длинные позиции (% выигравших)57 (50.88%)
Прибыльные сделки (% от всех)59 (59.60%)Убыточные сделки (% от всех)40 (40.40%)
Самая большаяприбыльная сделка67.89убыточная сделка-46.82
Средняяприбыльная сделка10.92убыточная сделка-9.65
Максимальное количествонепрерывных выигрышей (прибыль)10 (118.40)непрерывных проигрышей (убыток)3 (-78.08)
Макс.непрерывная прибыль (число выигрышей)118.40 (10)непрерывный убыток (число проигрышей)-78.08 (3)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.26 20:14buy10.100.872150.000000.00000
22010.01.26 20:14modify10.100.872150.868650.89215
32010.01.26 23:04close10.100.872000.868650.89215-2.009998.00
42010.02.18 21:36buy20.100.871000.000000.00000
52010.02.18 21:36modify20.100.871000.867500.89100
62010.02.18 21:55close20.100.871950.867500.8910012.6410010.64
72010.04.02 20:59sell30.100.888200.000000.00000
82010.04.02 20:59modify30.100.888200.891700.86820
92010.04.04 21:00close30.100.883100.891700.8682067.8910078.53
102010.04.15 21:40sell40.100.876600.000000.00000
112010.04.15 21:40modify40.100.876600.880100.85660
122010.04.15 23:58close40.100.877750.880100.85660-15.3010063.23
132010.04.26 21:18sell50.100.867250.000000.00000
142010.04.26 21:18modify50.100.867250.870750.84725
152010.04.26 23:26close50.100.866250.870750.8472513.3110076.54
162010.04.28 21:49buy60.100.868600.000000.00000
172010.04.28 21:49modify60.100.868600.865100.88860
182010.04.29 00:47close60.100.869000.865100.888604.6110081.15
192010.05.03 22:13sell70.100.866050.000000.00000
202010.05.03 22:13modify70.100.866050.869550.84605
212010.05.03 23:49close70.100.865700.869550.846054.6610085.81
222010.05.06 21:03buy80.100.848750.000000.00000
232010.05.06 21:03modify80.100.848750.845250.86875
242010.05.06 21:08close80.100.851950.845250.8687542.5910128.40
252010.05.25 21:09sell90.100.857600.000000.00000
262010.05.25 21:09modify90.100.857600.861100.83760
272010.05.25 23:36close90.100.856650.861100.8376012.6510141.05
282010.06.04 20:49sell100.100.828150.000000.00000
292010.06.04 20:49modify100.100.828150.831650.80815
302010.06.06 22:48close100.100.827600.831650.808157.3210148.37
312010.06.08 20:49buy110.100.827750.000000.00000
322010.06.08 20:49modify110.100.827750.824250.84775
332010.06.08 22:44close110.100.828500.824250.847759.9810158.35
342010.06.21 20:21sell120.100.835550.000000.00000
352010.06.21 20:21modify120.100.835550.839050.81555
362010.06.21 20:30close120.100.834950.839050.815557.9810166.33
372010.08.24 21:07buy130.100.820100.000000.00000
382010.08.24 21:07modify130.100.820100.816600.84010
392010.08.24 23:25close130.100.820200.816600.840101.3310167.66
402010.09.10 20:33buy140.100.827250.000000.00000
412010.09.10 20:33modify140.100.827250.823750.84725
422010.09.12 22:23close140.100.828300.823750.8472513.9710181.63
432010.10.08 20:12sell150.100.873800.000000.00000
442010.10.08 20:12modify150.100.873800.877300.85380
452010.10.10 21:01s/l150.100.877300.877300.85380-46.5910135.04
462010.11.09 20:13buy160.100.861950.000000.00000
472010.11.09 20:13modify160.100.861950.858450.88195
482010.11.10 05:39close160.100.860540.858450.88195-19.0110116.03
492010.11.25 20:48buy170.100.847810.000000.00000
502010.11.25 20:48modify170.100.847810.844310.86781
512010.11.26 00:47close170.100.846890.844310.86781-12.4810103.55
522010.11.29 21:57sell180.100.843150.000000.00000
532010.11.29 21:57modify180.100.843150.846650.82315
542010.11.29 22:03close180.100.842470.846650.823159.0510112.60
552010.12.14 20:13buy190.100.848160.000000.00000
562010.12.14 20:13modify190.100.848160.844660.86816
572010.12.14 22:03close190.100.847960.844660.86816-2.6610109.94
582011.02.16 22:05buy200.100.842590.000000.00000
592011.02.16 22:05modify200.100.842590.839090.86259
602011.02.16 23:03close200.100.842990.839090.862595.3310115.27
612011.02.22 22:00buy210.100.845880.000000.00000
622011.02.22 22:00modify210.100.845880.842380.86588
632011.02.22 23:28close210.100.846330.842380.865885.9910121.26
642011.03.04 21:05buy220.100.859420.000000.00000
652011.03.04 21:05modify220.100.859420.855920.87942
662011.03.07 00:02close220.100.860300.855920.8794211.4810132.74
672011.03.15 22:09buy230.100.870170.000000.00000
682011.03.15 22:09modify230.100.870170.866670.89017
692011.03.16 00:00close230.100.870200.866670.890170.1610132.90
702011.03.16 21:20sell240.100.868540.000000.00000
712011.03.16 21:20modify240.100.868540.872040.84854
722011.03.16 23:56close240.100.868200.872040.848544.5310137.43
732011.04.22 20:51sell250.100.881470.000000.00000
742011.04.22 20:51modify250.100.881470.884970.86147
752011.04.24 21:01close250.100.880510.884970.8614712.7810150.21
762011.04.26 21:02buy260.100.888180.000000.00000
772011.04.26 21:02modify260.100.888180.884680.90818
782011.04.26 21:13close260.100.888520.884680.908184.5210154.73
792011.05.09 20:08sell270.100.875920.000000.00000
802011.05.09 20:08modify270.100.875920.879420.85592
812011.05.09 22:00close270.100.875930.879420.85592-0.1410154.59
822011.05.27 20:26buy280.100.866250.000000.00000
832011.05.27 20:26modify280.100.866250.862750.88625
842011.05.29 21:00close280.100.867830.862750.8862521.0310175.62
852011.06.17 20:54buy290.100.882960.000000.00000
862011.06.17 20:54modify290.100.882960.879460.90296
872011.06.19 21:17close290.100.884250.879460.9029617.1710192.79
882011.06.21 22:01buy300.100.886370.000000.00000
892011.06.21 22:01modify300.100.886370.882870.90637
902011.06.22 00:09close300.100.886620.882870.906373.0810195.87
912011.06.22 21:42buy310.100.892540.000000.00000
922011.06.22 21:42modify310.100.892540.889040.91254
932011.06.22 23:31close310.100.892430.889040.91254-1.4610194.41
942011.07.11 20:26sell320.100.882340.000000.00000
952011.07.11 20:26modify320.100.882340.885840.86234
962011.07.11 23:30close320.100.882750.885840.86234-5.4610188.95
972011.07.18 22:07buy330.100.878400.000000.00000
982011.07.18 22:07modify330.100.878400.874900.89840
992011.07.18 23:10close330.100.878940.874900.898407.1910196.14
1002011.08.26 20:21buy340.100.885540.000000.00000
1012011.08.26 20:21modify340.100.885540.882040.90554
1022011.08.28 21:00close340.100.886600.882040.9055414.1110210.25
1032011.09.19 22:22buy350.100.870890.000000.00000
1042011.09.19 22:22modify350.100.870890.867390.89089
1052011.09.20 00:49close350.100.869740.867390.89089-15.5510194.71
1062011.09.21 20:01buy360.100.876160.000000.00000
1072011.09.21 20:01modify360.100.876160.872660.89616
1082011.09.21 22:14close360.100.876120.872660.89616-0.5310194.18
1092011.09.26 21:04sell370.100.869760.000000.00000
1102011.09.26 21:04modify370.100.869760.873260.84976
1112011.09.26 22:39close370.100.869220.873260.849767.1910201.37
1122011.09.27 20:14buy380.100.869310.000000.00000
1132011.09.27 20:14modify380.100.869310.865810.88931
1142011.09.27 23:49close380.100.869100.865810.88931-2.7910198.58
1152011.10.03 22:49sell390.100.855250.000000.00000
1162011.10.03 22:49modify390.100.855250.858750.83525
1172011.10.03 23:36close390.100.854560.858750.835259.1810207.76
1182011.10.11 20:13buy400.100.875780.000000.00000
1192011.10.11 20:13modify400.100.875780.872280.89578
1202011.10.11 22:04close400.100.875550.872280.89578-3.0610204.70
1212011.10.14 20:50buy410.100.877160.000000.00000
1222011.10.14 20:50modify410.100.877160.873660.89716
1232011.10.16 23:03close410.100.877440.873660.897163.7310208.43
1242011.10.24 22:23buy420.100.870360.000000.00000
1252011.10.24 22:23modify420.100.870360.866860.89036
1262011.10.25 05:02close420.100.870080.866860.89036-3.9710204.46
1272011.10.26 21:50buy430.100.870200.000000.00000
1282011.10.26 21:50modify430.100.870200.866700.89020
1292011.10.27 00:49close430.100.870210.866700.89020-0.5910203.87
1302011.11.02 22:40buy440.100.861370.000000.00000
1312011.11.02 22:40modify440.100.861370.857870.88137
1322011.11.03 02:59close440.100.861150.857870.88137-3.6510200.22
1332011.11.11 20:11buy450.100.855690.000000.00000
1342011.11.11 20:11modify450.100.855690.852190.87569
1352011.11.13 22:00close450.100.858130.852190.8756932.4810232.70
1362011.11.22 22:01buy460.100.863640.000000.00000
1372011.11.22 22:01modify460.100.863640.860140.88364
1382011.11.22 22:19close460.100.864180.860140.883647.1910239.89
1392011.12.08 20:29sell470.100.853560.000000.00000
1402011.12.08 20:29modify470.100.853560.857060.83356
1412011.12.08 23:52close470.100.853890.857060.83356-4.4010235.49
1422012.02.27 20:07sell480.100.847330.000000.00000
1432012.02.27 20:07modify480.100.847330.850830.82733
1442012.02.27 21:33close480.100.847050.850830.827333.7310239.22
1452012.04.11 20:06sell490.100.824300.000000.00000
1462012.04.11 20:06modify490.100.824300.827800.80430
1472012.04.11 21:58close490.100.824300.827800.804300.0010239.22
1482012.05.29 20:14sell500.100.799630.000000.00000
1492012.05.29 20:14modify500.100.799630.803130.77963
1502012.05.29 21:34close500.100.798960.803130.779638.9210248.14
1512012.06.29 20:43buy510.100.806220.000000.00000
1522012.06.29 20:43modify510.100.806220.802720.82622
1532012.07.01 21:00close510.100.807420.802720.8262215.9810264.12
1542012.07.06 20:23sell520.100.793640.000000.00000
1552012.07.06 20:23modify520.100.793640.797140.77364
1562012.07.08 21:00close520.100.792520.797140.7736414.9110279.03
1572012.09.28 20:10buy530.100.795950.000000.00000
1582012.09.28 20:10modify530.100.795950.792450.81595
1592012.09.30 22:50close530.100.795520.792450.81595-5.7210273.31
1602012.10.10 20:55buy540.100.805140.000000.00000
1612012.10.10 20:55modify540.100.805140.801640.82514
1622012.10.10 23:45close540.100.803150.801640.82514-26.4910246.82
1632012.10.19 20:12sell550.100.814000.000000.00000
1642012.10.19 20:12modify550.100.814000.817500.79400
1652012.10.21 21:00close550.100.813440.817500.794007.4610254.28
1662012.11.19 22:10buy560.100.804400.000000.00000
1672012.11.19 22:10modify560.100.804400.800900.82440
1682012.11.20 00:29close560.100.803970.800900.82440-5.9710248.31
1692013.01.22 20:10sell570.100.840690.000000.00000
1702013.01.22 20:10modify570.100.840690.844190.82069
1712013.01.22 22:00close570.100.841330.844190.82069-8.5210239.79
1722013.03.01 21:20buy580.100.866270.000000.00000
1732013.03.01 21:20modify580.100.866270.862770.88627
1742013.03.04 03:39close580.100.866070.862770.88627-2.9010236.89
1752013.03.06 21:36buy590.100.863660.000000.00000
1762013.03.06 21:36modify590.100.863660.860160.88366
1772013.03.06 22:25close590.100.864580.860160.8836612.2510249.14
1782013.04.19 20:08buy600.100.857020.000000.00000
1792013.04.19 20:08modify600.100.857020.853520.87702
1802013.04.21 21:00close600.100.858160.853520.8770215.1710264.31
1812013.05.27 21:01buy610.100.855840.000000.00000
1822013.05.27 21:01modify610.100.855840.852340.87584
1832013.05.27 22:47close610.100.855990.852340.875842.0010266.31
1842013.06.28 20:57buy620.100.855470.000000.00000
1852013.06.28 20:57modify620.100.855470.851970.87547
1862013.06.30 22:57close620.100.855860.851970.875475.2010271.51
1872013.08.21 20:10sell630.100.853190.000000.00000
1882013.08.21 20:10modify630.100.853190.856690.83319
1892013.08.22 00:26close630.100.854180.856690.83319-13.1410258.37
1902013.10.11 20:59buy640.100.849020.000000.00000
1912013.10.11 20:59modify640.100.849020.845520.86902
1922013.10.13 22:55close640.100.849010.845520.86902-0.1310258.24
1932013.11.13 22:29sell650.100.840560.000000.00000
1942013.11.13 22:29modify650.100.840560.844060.82056
1952013.11.14 00:07close650.100.840600.844060.82056-0.4910257.75
1962014.03.14 20:38buy660.100.835760.000000.00000
1972014.03.14 20:38modify660.100.835760.832260.85576
1982014.03.16 21:34close660.100.836360.832260.855767.9910265.74
1992014.09.04 21:09sell670.100.793380.000000.00000
2002014.09.04 21:09modify670.100.793380.796880.77338
2012014.09.04 22:45close670.100.792850.796880.773387.0610272.80
2022015.01.06 20:12buy680.100.785350.000000.00000
2032015.01.06 20:12modify680.100.785350.781850.80535
2042015.01.07 00:03close680.100.784750.781850.80535-8.2310264.57
2052015.01.15 20:55sell690.100.765930.000000.00000
2062015.01.15 20:55modify690.100.765930.769430.74593
2072015.01.16 01:02close690.100.765520.769430.745935.4710270.04
2082015.01.26 20:53buy700.100.746560.000000.00000
2092015.01.26 20:53modify700.100.746560.743060.76656
2102015.01.26 23:29close700.100.745390.743060.76656-15.5810254.46
2112015.02.03 21:55buy710.100.756830.000000.00000
2122015.02.03 21:55modify710.100.756830.753330.77683
2132015.02.04 01:17close710.100.756650.753330.77683-2.6410251.83
2142015.02.04 20:39sell720.100.751380.000000.00000
2152015.02.04 20:39modify720.100.751380.754880.73138
2162015.02.04 20:45close720.100.749960.754880.7313818.9010270.73
2172015.02.20 20:29buy730.100.739350.000000.00000
2182015.02.20 20:29modify730.100.739350.735850.75935
2192015.02.22 22:00close730.100.739930.735850.759357.7210278.45
2202015.02.26 20:25sell740.100.727520.000000.00000
2212015.02.26 20:25modify740.100.727520.731020.70752
2222015.02.26 21:27close740.100.726860.731020.707528.7810287.23
2232015.03.06 20:07sell750.100.721850.000000.00000
2242015.03.06 20:07modify750.100.721850.725350.70185
2252015.03.08 21:00close750.100.720300.725350.7018520.6310307.86
2262015.03.31 20:14sell760.100.725070.000000.00000
2272015.03.31 20:14modify760.100.725070.728570.70507
2282015.03.31 22:22close760.100.724460.728570.705078.1210315.98
2292015.05.01 20:52buy770.100.739160.000000.00000
2302015.05.01 20:52modify770.100.739160.735660.75916
2312015.05.04 00:07close770.100.738610.735660.75916-7.5610308.42
2322015.05.22 20:59buy780.100.710830.000000.00000
2332015.05.24 21:00modify780.100.710830.707330.73083
2342015.05.24 23:19close780.100.710800.707330.73083-0.3910308.03
2352015.07.03 20:12buy790.100.711720.000000.00000
2362015.07.03 20:12modify790.100.711720.708220.73172
2372015.07.03 20:52close790.100.713280.708220.7317220.7710328.80
2382015.07.09 22:06sell800.100.718790.000000.00000
2392015.07.09 22:06modify800.100.718790.722290.69879
2402015.07.10 03:19close800.100.720810.722290.69879-26.8910301.91
2412015.07.15 22:57sell810.100.700750.000000.00000
2422015.07.15 22:57modify810.100.700750.704250.68075
2432015.07.16 00:14close810.100.700120.704250.680758.4210310.33
2442015.08.13 20:14sell820.100.714800.000000.00000
2452015.08.13 20:14modify820.100.714800.718300.69480
2462015.08.13 23:49close820.100.714710.718300.694801.2010311.53
2472015.08.26 22:59sell830.100.732610.000000.00000
2482015.08.26 22:59modify830.100.732610.736110.71261
2492015.08.27 00:56close830.100.732580.736110.712610.4410311.97
2502015.09.24 21:11buy840.100.735910.000000.00000
2512015.09.24 21:11modify840.100.735910.732410.75591
2522015.09.25 01:22close840.100.734080.732410.75591-24.6010287.37
2532015.10.15 21:01sell850.100.737010.000000.00000
2542015.10.15 21:01modify850.100.737010.740510.71701
2552015.10.15 21:12close850.100.735350.740510.7170122.1010309.47
2562015.10.27 22:54buy860.100.721240.000000.00000
2572015.10.27 22:54modify860.100.721240.717740.74124
2582015.10.28 01:33close860.100.720840.717740.74124-5.5710303.90
2592015.11.11 22:37sell870.100.706790.000000.00000
2602015.11.11 22:37modify870.100.706790.710290.68679
2612015.11.12 00:32close870.100.707080.710290.68679-3.8210300.08
2622015.11.13 21:58sell880.100.706730.000000.00000
2632015.11.13 21:58modify880.100.706730.710230.68673
2642015.11.15 22:00close880.100.705320.710230.6867318.7710318.85
2652015.12.14 22:14buy890.100.725400.000000.00000
2662015.12.14 22:14modify890.100.725400.721900.74540
2672015.12.15 00:02close890.100.725170.721900.74540-3.3010315.55
2682015.12.16 20:23buy900.100.727800.000000.00000
2692015.12.16 20:23modify900.100.727800.724300.74780
2702015.12.17 03:17close900.100.725850.724300.74780-26.6810288.87
2712016.01.06 22:05buy910.100.736550.000000.00000
2722016.01.06 22:05modify910.100.736550.733050.75655
2732016.01.07 00:02close910.100.736730.733050.756551.6710290.54
2742016.01.07 22:59buy920.100.746940.000000.00000
2752016.01.07 22:59modify920.100.746940.743440.76694
2762016.01.08 01:33s/l920.100.743440.743440.76694-46.8210243.72
2772016.01.22 21:22sell930.100.756850.000000.00000
2782016.01.22 21:22modify930.100.756850.760350.73685
2792016.01.25 02:04close930.100.756570.760350.736853.7410247.47
2802016.01.26 21:40sell940.100.757010.000000.00000
2812016.01.26 21:40modify940.100.757010.760510.73701
2822016.01.27 00:06close940.100.757450.760510.73701-5.8510241.62
2832016.02.10 20:59sell950.100.777100.000000.00000
2842016.02.10 20:59modify950.100.777100.780600.75710
2852016.02.10 22:33close950.100.776080.780600.7571013.5810255.20
2862016.02.11 22:40buy960.100.781490.000000.00000
2872016.02.11 22:40modify960.100.781490.777990.80149
2882016.02.12 00:04close960.100.781780.777990.801493.6210258.82
2892016.02.15 21:12sell970.100.773060.000000.00000
2902016.02.15 21:12modify970.100.773060.776560.75306
2912016.02.16 00:33close970.100.773210.776560.75306-1.9910256.84
2922016.02.24 20:10buy980.100.791210.000000.00000
2932016.02.24 20:10modify980.100.791210.787710.81121
2942016.02.24 23:05close980.100.790990.787710.81121-2.9310253.91
2952016.03.01 20:28sell990.100.779380.000000.00000
2962016.03.01 20:28modify990.100.779380.782880.75938
2972016.03.01 22:39close990.100.779060.782880.759384.2610258.17