Strategy Tester Report
Generic A-TLP v.11.86_ENG
(Build 971)

СимволCADCHF (Canadian Dollar vs Swiss Franc)
Период15 Минут (M15) 2016.01.04 00:00 - 2016.10.02 23:59 (2016.01.04 - 2016.10.02)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; Comm="CADCHF M15 Generic A-TLP v.11.86"; MagicNumber=999999; Show_Info_Panel=true; Col_info=Aqua; Max_Spread=4; Slippage=5; S_2="<==== ENTER SETTINGS ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== EXIT SETTINGS ====>"; Stop_Loss=55; Take_Profit=120; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=0; Trail_Size=7; Trail_Step=1; S_4="<==== Trailing stop/Breakeven ====>"; S_5="<==== Trade Time Filter ====>"; Channel_Period=15; period_StDev=0; Entry_Break=5; Min_Volatility=15; S_6="<==== Roll Over Filter ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Other Settings ====>"; MaxDailyRange=85; time_break=240; loss=43; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=2; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=10; cci_Period_close=0; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:55"; rollover_end="00:35"; 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 истории18717Смоделировано тиков16718374Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (20)
Чистая прибыль36.79Общая прибыль43.67Общий убыток-6.88
Прибыльность6.35Матожидание выигрыша1.08
Абсолютная просадка3.57Максимальная просадка7.17 (5.05%)Относительная просадка5.13% (7.14)
Всего сделок34Короткие позиции (% выигравших)6 (100.00%)Длинные позиции (% выигравших)28 (89.29%)
Прибыльные сделки (% от всех)31 (91.18%)Убыточные сделки (% от всех)3 (8.82%)
Самая большаяприбыльная сделка10.39убыточная сделка-5.65
Средняяприбыльная сделка1.41убыточная сделка-2.29
Максимальное количествонепрерывных выигрышей (прибыль)29 (42.46)непрерывных проигрышей (убыток)2 (-1.23)
Макс.непрерывная прибыль (число выигрышей)42.46 (29)непрерывный убыток (число проигрышей)-5.65 (1)
Среднийнепрерывный выигрыш16непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.26 23:34buy10.010.721200.000000.00000
22016.01.26 23:34modify10.010.721200.715700.73320
32016.01.27 03:16close10.010.721150.715700.73320-0.0599.95
42016.02.02 23:57buy20.010.724950.000000.00000
52016.02.02 23:57modify20.010.724950.719450.73695
62016.02.03 09:01close20.010.723800.719450.73695-1.1898.77
72016.02.05 00:44buy30.010.720540.000000.00000
82016.02.05 00:44modify30.010.720540.715040.73254
92016.02.05 00:45close30.010.721640.715040.732541.1399.90
102016.02.09 00:54buy40.010.706210.000000.00000
112016.02.09 00:54modify40.010.706210.700710.71821
122016.02.09 00:55close40.010.707610.700710.718211.44101.34
132016.02.10 00:26sell50.010.701830.000000.00000
142016.02.10 00:26modify50.010.701830.707330.68983
152016.02.10 02:19close50.010.700800.707330.689831.06102.40
162016.02.12 23:52buy60.010.703540.000000.00000
172016.02.12 23:52modify60.010.703540.698040.71554
182016.02.12 23:55close60.010.704650.698040.715541.14103.54
192016.02.16 00:06buy70.010.712790.000000.00000
202016.02.16 00:07modify70.010.712790.707290.72479
212016.02.16 01:25close70.010.713800.707290.724791.04104.58
222016.02.19 00:30buy80.010.721780.000000.00000
232016.02.19 00:30modify80.010.721780.716280.73378
242016.02.19 00:31close80.010.723040.716280.733781.30105.88
252016.02.19 23:55buy90.010.716830.000000.00000
262016.02.19 23:55modify90.010.716830.711330.72883
272016.02.22 00:03close90.010.717940.711330.728831.14107.02
282016.02.26 23:56buy100.010.735480.000000.00000
292016.02.26 23:56modify100.010.735480.729980.74748
302016.02.26 23:56close100.010.736490.729980.747481.03108.05
312016.02.26 23:57buy110.010.735750.000000.00000
322016.02.26 23:57modify110.010.735750.730250.74775
332016.02.26 23:58close110.010.736770.730250.747751.05109.10
342016.02.26 23:58buy120.010.735850.000000.00000
352016.02.26 23:58modify120.010.735850.730350.74785
362016.02.29 00:03close120.010.737070.730350.747851.25110.35
372016.03.21 23:05buy130.010.739970.000000.00000
382016.03.21 23:05modify130.010.739970.734470.75197
392016.03.22 00:23close130.010.740970.734470.751971.03111.38
402016.04.01 23:57buy140.010.734200.000000.00000
412016.04.01 23:57modify140.010.734200.728700.74620
422016.04.04 01:00close140.010.735210.728700.746201.04112.42
432016.04.08 23:56buy150.010.732270.000000.00000
442016.04.08 23:56modify150.010.732270.726770.74427
452016.04.11 01:00close150.010.733270.726770.744271.02113.44
462016.04.15 23:14sell160.010.754890.000000.00000
472016.04.15 23:14modify160.010.754890.760390.74289
482016.04.18 00:04close160.010.744790.760390.7428910.39123.83
492016.04.29 00:02buy170.010.768980.000000.00000
502016.04.29 00:02modify170.010.768980.763480.78098
512016.04.29 01:04close170.010.769990.763480.780981.04124.87
522016.05.13 23:55buy180.010.752240.000000.00000
532016.05.13 23:55modify180.010.752240.746740.76424
542016.05.16 01:00close180.010.753280.746740.764241.06125.93
552016.06.03 23:55buy190.010.752060.000000.00000
562016.06.03 23:55modify190.010.752060.746560.76406
572016.06.03 23:56close190.010.753070.746560.764061.04126.97
582016.06.03 23:57buy200.010.752600.000000.00000
592016.06.03 23:57modify200.010.752600.747100.76460
602016.06.06 00:07close200.010.753670.747100.764601.10128.07
612016.06.07 23:50sell210.010.757290.000000.00000
622016.06.07 23:50modify210.010.757290.762790.74529
632016.06.08 10:14close210.010.756870.762790.745290.43128.50
642016.06.13 23:58buy220.010.751070.000000.00000
652016.06.13 23:58modify220.010.751070.745570.76307
662016.06.14 07:50close220.010.751630.745570.763070.58129.08
672016.06.15 00:04buy230.010.747840.000000.00000
682016.06.15 00:04modify230.010.747840.742340.75984
692016.06.15 02:45close230.010.748850.742340.759841.04130.12
702016.06.17 23:53buy240.010.743920.000000.00000
712016.06.17 23:53modify240.010.743920.738420.75592
722016.06.20 00:04close240.010.747330.738420.755923.51133.63
732016.06.21 00:08buy250.010.749020.000000.00000
742016.06.21 00:08modify250.010.749020.743520.76102
752016.06.21 00:08close250.010.750040.743520.761021.04134.67
762016.06.21 00:10buy260.010.749450.000000.00000
772016.06.21 00:10modify260.010.749450.743950.76145
782016.06.21 00:24close260.010.750510.743950.761451.09135.76
792016.06.24 00:06sell270.010.751700.000000.00000
802016.06.24 00:06modify270.010.751700.757200.73970
812016.06.24 00:08close270.010.750570.757200.739701.16136.92
822016.06.24 00:09sell280.010.752220.000000.00000
832016.06.24 00:09modify280.010.752220.757720.74022
842016.06.24 02:01close280.010.751090.757720.740221.16138.08
852016.07.15 23:33buy290.010.757570.000000.00000
862016.07.15 23:33modify290.010.757570.752070.76957
872016.07.18 00:35close290.010.758610.752070.769571.07139.15
882016.07.29 23:55buy300.010.741410.000000.00000
892016.07.29 23:55modify300.010.741410.735910.75341
902016.07.29 23:57close300.010.742420.735910.753411.04140.19
912016.08.02 00:12buy310.010.737110.000000.00000
922016.08.02 00:12modify310.010.737110.731610.74911
932016.08.02 00:23close310.010.738120.731610.749111.04141.23
942016.09.08 23:58buy320.010.751870.000000.00000
952016.09.08 23:58modify320.010.751870.746370.76387
962016.09.12 00:00s/l320.010.746370.746370.76387-5.65135.58
972016.09.14 00:00buy330.010.740400.000000.00000
982016.09.14 00:00modify330.010.740400.734900.75240
992016.09.14 00:13close330.010.741550.734900.752401.19136.77
1002016.09.20 23:39sell340.010.742450.000000.00000
1012016.09.20 23:39modify340.010.742450.747950.73045
1022016.09.21 10:36close340.010.742430.747950.730450.02136.79