Strategy Tester Report
Generic A-TLP v.11.87_ENG
Tickmill-DemoUK (Build 971)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период15 Минут (M15) 2011.09.20 03:00 - 2016.09.20 02:59 (2015.01.01 - 2016.09.20)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="USDJPY M15 Generic A-TLP v.11.86"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=3; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=45; Take_Profit=100; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=11; period_StDev=0; Entry_Break=4; Min_Volatility=7; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=75; time_break=240; loss=43; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=210; Time_Profit_Pips=10; Exit_Distance=-8; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=20; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории124623Смоделировано тиков76161070Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред100
Чистая прибыль23.91Общая прибыль54.55Общий убыток-30.64
Прибыльность1.78Матожидание выигрыша0.27
Абсолютная просадка2.87Максимальная просадка9.63 (0.10%)Относительная просадка0.10% (9.63)
Всего сделок88Короткие позиции (% выигравших)48 (77.08%)Длинные позиции (% выигравших)40 (82.50%)
Прибыльные сделки (% от всех)70 (79.55%)Убыточные сделки (% от всех)18 (20.45%)
Самая большаяприбыльная сделка4.46убыточная сделка-4.33
Средняяприбыльная сделка0.78убыточная сделка-1.70
Максимальное количествонепрерывных выигрышей (прибыль)10 (9.83)непрерывных проигрышей (убыток)2 (-1.39)
Макс.непрерывная прибыль (число выигрышей)9.83 (10)непрерывный убыток (число проигрышей)-4.33 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 00:40buy10.01119.4910.0000.000
22015.01.06 00:40modify10.01119.491119.041120.491
32015.01.06 05:30close10.01119.359119.041120.491-1.159998.85
42015.01.09 00:29sell20.01119.7650.0000.000
52015.01.09 00:29modify20.01119.765120.215118.765
62015.01.09 02:50close20.01119.789120.215118.765-0.249998.61
72015.01.16 00:07buy30.01116.0600.0000.000
82015.01.16 00:07modify30.01116.060115.610117.060
92015.01.16 01:00close30.01116.263115.610117.0601.7110000.32
102015.01.16 23:47buy40.01117.4300.0000.000
112015.01.16 23:47modify40.01117.430116.980118.430
122015.01.16 23:57close40.01117.596116.980118.4301.3710001.69
132015.01.19 23:53buy50.01117.5180.0000.000
142015.01.19 23:53modify50.01117.518117.068118.518
152015.01.20 00:45close50.01117.630117.068118.5180.9110002.60
162015.01.22 23:13sell60.01118.6440.0000.000
172015.01.22 23:13modify60.01118.644119.094117.644
182015.01.23 02:31close60.01118.525119.094117.6440.9510003.54
192015.02.12 23:51sell70.01119.0390.0000.000
202015.02.12 23:51modify70.01119.039119.489118.039
212015.02.13 01:46close70.01118.991119.489118.0390.3510003.89
222015.02.20 00:46sell80.01119.0580.0000.000
232015.02.20 00:46modify80.01119.058119.508118.058
242015.02.20 00:47close80.01119.019119.508118.0580.2910004.18
252015.02.20 00:54sell90.01119.0480.0000.000
262015.02.20 00:54modify90.01119.048119.498118.048
272015.02.20 00:58close90.01119.022119.498118.0480.1810004.36
282015.02.24 23:52sell100.01118.9880.0000.000
292015.02.24 23:52modify100.01118.988119.438117.988
302015.02.25 00:59close100.01118.962119.438117.9880.1710004.52
312015.02.27 23:53buy110.01119.5720.0000.000
322015.02.27 23:53modify110.01119.572119.122120.572
332015.03.02 00:25close110.01119.695119.122120.5720.9910005.51
342015.03.12 23:22buy120.01121.2680.0000.000
352015.03.12 23:22modify120.01121.268120.818122.268
362015.03.13 01:00close120.01121.302120.818122.2680.2410005.75
372015.03.19 23:29buy130.01120.8430.0000.000
382015.03.19 23:29modify130.01120.843120.393121.843
392015.03.20 01:58close130.01120.806120.393121.843-0.3510005.40
402015.03.27 23:14sell140.01119.2240.0000.000
412015.03.27 23:14modify140.01119.224119.674118.224
422015.03.27 23:58close140.01119.144119.674118.2240.6310006.03
432015.03.30 23:58buy150.01120.0740.0000.000
442015.03.30 23:58modify150.01120.074119.624121.074
452015.03.31 00:42close150.01120.136119.624121.0740.4810006.51
462015.03.31 23:18sell160.01120.0230.0000.000
472015.03.31 23:18modify160.01120.023120.473119.023
482015.04.01 01:32close160.01120.022120.473119.023-0.0410006.46
492015.04.07 23:52buy170.01120.2630.0000.000
502015.04.07 23:52modify170.01120.263119.813121.263
512015.04.08 00:40close170.01120.316119.813121.2630.4010006.86
522015.04.10 23:51sell180.01120.2940.0000.000
532015.04.10 23:51modify180.01120.294120.744119.294
542015.04.10 23:57close180.01120.241120.744119.2940.4010007.26
552015.04.13 23:51sell190.01120.1700.0000.000
562015.04.13 23:51modify190.01120.170120.620119.170
572015.04.14 00:36close190.01120.140120.620119.1700.2010007.45
582015.04.23 23:52sell200.01119.5870.0000.000
592015.04.23 23:52modify200.01119.587120.037118.587
602015.04.24 02:15close200.01119.603120.037118.587-0.1810007.27
612015.04.24 23:54sell210.01119.0050.0000.000
622015.04.24 23:54modify210.01119.005119.455118.005
632015.04.24 23:57close210.01118.929119.455118.0050.6010007.87
642015.05.01 23:10buy220.01120.1290.0000.000
652015.05.01 23:10modify220.01120.129119.679121.129
662015.05.04 00:25close220.01120.212119.679121.1290.6510008.52
672015.05.08 00:02buy230.01119.6960.0000.000
682015.05.08 00:02modify230.01119.696119.246120.696
692015.05.08 01:02close230.01119.740119.246120.6960.3310008.85
702015.05.13 00:07sell240.01120.0090.0000.000
712015.05.13 00:07modify240.01120.009120.459119.009
722015.05.13 00:25close240.01119.864120.459119.0091.1710010.02
732015.05.15 23:51sell250.01119.4320.0000.000
742015.05.15 23:51modify250.01119.432119.882118.432
752015.05.18 00:25close250.01119.330119.882118.4320.8010010.81
762015.06.05 00:42sell260.01124.4370.0000.000
772015.06.05 00:42modify260.01124.437124.887123.437
782015.06.05 02:34close260.01124.431124.887123.4370.0110010.82
792015.07.01 00:06sell270.01122.5410.0000.000
802015.07.01 00:06modify270.01122.541122.991121.541
812015.07.01 01:00close270.01122.383122.991121.5411.2510012.07
822015.07.03 23:16sell280.01122.9050.0000.000
832015.07.03 23:16modify280.01122.905123.355121.905
842015.07.03 23:19close280.01122.809123.355121.9050.7410012.81
852015.07.09 23:39buy290.01121.2290.0000.000
862015.07.09 23:39modify290.01121.229120.779122.229
872015.07.09 23:50close290.01121.280120.779122.2290.3810013.19
882015.07.10 00:52sell300.01121.4030.0000.000
892015.07.10 00:52modify300.01121.403121.853120.403
902015.07.10 03:30close300.01121.625121.853120.403-1.8710011.32
912015.07.10 23:24buy310.01122.7290.0000.000
922015.07.10 23:24modify310.01122.729122.279123.729
932015.07.10 23:50close310.01122.813122.279123.7290.6410011.96
942015.07.10 23:51buy320.01122.7240.0000.000
952015.07.10 23:51modify320.01122.724122.274123.724
962015.07.10 23:52close320.01122.815122.274123.7240.7010012.66
972015.07.10 23:57buy330.01122.7120.0000.000
982015.07.10 23:57modify330.01122.712122.262123.712
992015.07.10 23:58close330.01122.815122.262123.7120.8010013.46
1002015.08.20 23:11buy340.01123.3610.0000.000
1012015.08.20 23:11modify340.01123.361122.911124.361
1022015.08.21 01:15close340.01123.412122.911124.3610.3710013.83
1032015.08.25 23:00buy350.01118.8450.0000.000
1042015.08.25 23:00modify350.01118.845118.395119.845
1052015.08.25 23:22close350.01119.045118.395119.8451.6410015.47
1062015.08.25 23:29buy360.01118.7640.0000.000
1072015.08.25 23:29modify360.01118.764118.314119.764
1082015.08.26 00:26close360.01118.995118.314119.7641.9010017.37
1092015.08.28 23:52sell370.01121.4880.0000.000
1102015.08.28 23:52modify370.01121.488121.938120.488
1112015.08.31 01:30close370.01121.382121.938120.4880.8210018.18
1122015.09.02 00:00buy380.01119.3840.0000.000
1132015.09.02 00:00modify380.01119.384118.934120.384
1142015.09.02 01:46close380.01119.585118.934120.3841.6410019.82
1152015.09.08 23:20buy390.01119.7960.0000.000
1162015.09.08 23:20modify390.01119.796119.346120.796
1172015.09.09 00:45close390.01119.864119.346120.7960.5310020.35
1182015.09.18 00:56sell400.01120.2280.0000.000
1192015.09.18 00:56modify400.01120.228120.678119.228
1202015.09.18 02:48close400.01120.127120.678119.2280.8010021.15
1212015.09.25 00:00sell410.01120.1400.0000.000
1222015.09.25 00:00modify410.01120.140120.590119.140
1232015.09.25 02:31close410.01120.181120.590119.140-0.3810020.77
1242015.12.04 23:56buy420.01123.1100.0000.000
1252015.12.04 23:56modify420.01123.110122.660124.110
1262015.12.07 00:25close420.01123.189122.660124.1100.6010021.37
1272015.12.09 00:04buy430.01122.8900.0000.000
1282015.12.09 00:04modify430.01122.890122.440123.890
1292015.12.09 01:45close430.01122.918122.440123.8900.1910021.56
1302015.12.11 23:07sell440.01120.8950.0000.000
1312015.12.11 23:07modify440.01120.895121.345119.895
1322015.12.14 01:34close440.01120.882121.345119.8950.0610021.61
1332015.12.17 23:50buy450.01122.5910.0000.000
1342015.12.17 23:50modify450.01122.591122.141123.591
1352015.12.18 02:20close450.01122.545122.141123.591-0.4210021.19
1362015.12.21 23:44sell460.01121.2210.0000.000
1372015.12.21 23:44modify460.01121.221121.671120.221
1382015.12.22 01:55close460.01121.214121.671120.2210.0110021.20
1392015.12.24 23:32sell470.01120.4020.0000.000
1402015.12.24 23:32modify470.01120.402120.852119.402
1412015.12.25 00:31close470.01120.410120.852119.402-0.1210021.07
1422015.12.31 23:48sell480.01120.2670.0000.000
1432015.12.31 23:48modify480.01120.267120.717119.267
1442016.01.04 00:25close480.01120.256120.717119.2670.0210021.09
1452016.01.06 00:59sell490.01119.1200.0000.000
1462016.01.06 00:59modify490.01119.120119.570118.120
1472016.01.06 02:20close490.01119.093119.570118.1200.1910021.28
1482016.01.08 23:46buy500.01117.4060.0000.000
1492016.01.08 23:46modify500.01117.406116.956118.406
1502016.01.11 00:14s/l500.01116.956116.956118.406-3.8910017.39
1512016.01.14 23:25buy510.01118.0140.0000.000
1522016.01.14 23:25modify510.01118.014117.564119.014
1532016.01.15 00:25close510.01118.123117.564119.0140.8810018.27
1542016.02.03 00:18buy520.01119.8460.0000.000
1552016.02.03 00:18modify520.01119.846119.396120.846
1562016.02.03 05:47close520.01119.608119.396120.846-2.0310016.24
1572016.02.05 00:26sell530.01116.8950.0000.000
1582016.02.05 00:26modify530.01116.895117.345115.895
1592016.02.05 02:03close530.01116.791117.345115.8950.8510017.09
1602016.02.08 23:04sell540.01115.7590.0000.000
1612016.02.08 23:04modify540.01115.759116.209114.759
1622016.02.09 00:56close540.01115.563116.209114.7591.6510018.73
1632016.02.12 00:37sell550.01112.5690.0000.000
1642016.02.12 00:37modify550.01112.569113.019111.569
1652016.02.12 02:00close550.01112.397113.019111.5691.4910020.22
1662016.02.16 00:51buy560.01114.4680.0000.000
1672016.02.16 00:51modify560.01114.468114.018115.468
1682016.02.16 02:31close560.01114.569114.018115.4680.8410021.06
1692016.02.16 23:28sell570.01114.0240.0000.000
1702016.02.16 23:28modify570.01114.024114.474113.024
1712016.02.17 03:14close570.01114.115114.474113.024-0.8510020.21
1722016.02.24 00:56buy580.01111.9820.0000.000
1732016.02.24 00:56modify580.01111.982111.532112.982
1742016.02.24 01:27close580.01112.050111.532112.9820.5710020.78
1752016.03.01 00:28buy590.01112.6220.0000.000
1762016.03.01 00:28modify590.01112.622112.172113.622
1772016.03.01 03:03close590.01112.424112.172113.622-1.8010018.98
1782016.03.03 23:58sell600.01113.7040.0000.000
1792016.03.03 23:58modify600.01113.704114.154112.704
1802016.03.04 01:58close600.01113.681114.154112.7040.1510019.12
1812016.03.23 00:51sell610.01112.4280.0000.000
1822016.03.23 00:51modify610.01112.428112.878111.428
1832016.03.23 00:57close610.01112.368112.878111.4280.4910019.61
1842016.04.08 00:18buy620.01108.1160.0000.000
1852016.04.08 00:18modify620.01108.116107.666109.116
1862016.04.08 00:55close620.01108.328107.666109.1161.9210021.53
1872016.04.14 23:01sell630.01109.4550.0000.000
1882016.04.14 23:01modify630.01109.455109.905108.455
1892016.04.15 01:15close630.01109.424109.905108.4550.2310021.76
1902016.04.15 23:50sell640.01108.7820.0000.000
1912016.04.15 23:50modify640.01108.782109.232107.782
1922016.04.18 00:25close640.01108.294109.232107.7824.4610026.21
1932016.04.20 00:29sell650.01109.2740.0000.000
1942016.04.20 00:29modify650.01109.274109.724108.274
1952016.04.20 02:01close650.01109.244109.724108.2740.2310026.44
1962016.05.02 23:20buy660.01106.3960.0000.000
1972016.05.02 23:20modify660.01106.396105.946107.396
1982016.05.03 01:09close660.01106.428105.946107.3960.2610026.70
1992016.05.03 23:50sell670.01106.5990.0000.000
2002016.05.03 23:50modify670.01106.599107.049105.599
2012016.05.04 00:38s/l670.01107.049107.049105.599-4.2510022.45
2022016.05.11 00:37sell680.01109.3660.0000.000
2032016.05.11 00:37modify680.01109.366109.816108.366
2042016.05.11 01:01close680.01109.319109.816108.3660.3910022.84
2052016.05.27 23:55buy690.01110.2710.0000.000
2062016.05.27 23:55modify690.01110.271109.821111.271
2072016.05.30 00:25close690.01110.386109.821111.2711.0010023.83
2082016.06.10 23:37sell700.01106.9650.0000.000
2092016.06.10 23:37modify700.01106.965107.415105.965
2102016.06.13 00:25close700.01106.825107.415105.9651.2610025.09
2112016.06.17 23:10buy710.01104.1250.0000.000
2122016.06.17 23:10modify710.01104.125103.675105.125
2132016.06.17 23:37close710.01104.180103.675105.1250.4910025.58
2142016.06.21 00:09buy720.01103.7780.0000.000
2152016.06.21 00:09modify720.01103.778103.328104.778
2162016.06.21 00:25close720.01103.951103.328104.7781.6210027.20
2172016.06.24 00:00sell730.01106.1760.0000.000
2182016.06.24 00:00modify730.01106.176106.626105.176
2192016.06.24 00:13s/l730.01106.626106.626105.176-4.2610022.94
2202016.06.24 23:01sell740.01102.3690.0000.000
2212016.06.24 23:01modify740.01102.369102.819101.369
2222016.06.24 23:50close740.01102.252102.819101.3691.1010024.04
2232016.06.28 00:43buy750.01101.8770.0000.000
2242016.06.28 00:43modify750.01101.877101.427102.877
2252016.06.28 04:40close750.01101.964101.427102.8770.8110024.85
2262016.06.28 23:05buy760.01102.6160.0000.000
2272016.06.28 23:05modify760.01102.616102.166103.616
2282016.06.28 23:44close760.01102.730102.166103.6161.0710025.92
2292016.07.01 00:00buy770.01103.1720.0000.000
2302016.07.01 00:00modify770.01103.172102.722104.172
2312016.07.01 00:25close770.01103.247102.722104.1720.6910026.61
2322016.07.01 00:40sell780.01103.3460.0000.000
2332016.07.01 00:40modify780.01103.346103.796102.346
2342016.07.01 01:00close780.01103.268103.796102.3460.7210027.33
2352016.07.12 23:56buy790.01104.6670.0000.000
2362016.07.12 23:56modify790.01104.667104.217105.667
2372016.07.13 01:18close790.01104.776104.217105.6671.0010028.33
2382016.07.15 23:04buy800.01105.4160.0000.000
2392016.07.15 23:04modify800.01105.416104.966106.416
2402016.07.15 23:31s/l800.01104.966104.966106.416-4.3310024.00
2412016.07.22 00:37sell810.01105.9160.0000.000
2422016.07.22 00:37modify810.01105.916106.366104.916
2432016.07.22 02:35close810.01105.734106.366104.9161.6810025.68
2442016.07.27 00:23sell820.01104.7140.0000.000
2452016.07.27 00:23modify820.01104.714105.164103.714
2462016.07.27 00:25close820.01104.688105.164103.7140.2110025.89
2472016.07.27 00:55sell830.01104.7350.0000.000
2482016.07.27 00:55modify830.01104.735105.185103.735
2492016.07.27 03:58s/l830.01105.185105.185103.735-4.3210021.57
2502016.07.29 23:15sell840.01102.1800.0000.000
2512016.07.29 23:15modify840.01102.180102.630101.180
2522016.07.29 23:35close840.01102.048102.630101.1801.2510022.82
2532016.08.10 00:38buy850.01101.8210.0000.000
2542016.08.10 00:38modify850.01101.821101.371102.821
2552016.08.10 00:39close850.01101.868101.371102.8210.4210023.24
2562016.09.05 23:13sell860.01103.4550.0000.000
2572016.09.05 23:13modify860.01103.455103.905102.455
2582016.09.05 23:15close860.01103.406103.905102.4550.4310023.67
2592016.09.13 00:44sell870.01101.9240.0000.000
2602016.09.13 00:44modify870.01101.924102.374100.924
2612016.09.13 01:22close870.01101.882102.374100.9240.3710024.04
2622016.09.19 23:57sell880.01101.9240.0000.000
2632016.09.19 23:57modify880.01101.924102.374100.924
2642016.09.19 23:59close at stop880.01101.933102.374100.924-0.1310023.91