Strategy Tester Report
Generic A-TLP v.11.86_ENG
(Build 920)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2015.01.01 22:00 - 2016.10.05 23:59 (2015.01.01 - 2016.10.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="USDCHF M15 Generic A-TLP v.11.86"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=70; 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=12; period_StDev=0; Entry_Break=5; Min_Volatility=15; 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=35; time_break=240; loss=68; 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=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="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="02:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="02:00"; 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";
Баров в истории43910Смоделировано тиков35230998Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль73.91Общая прибыль102.27Общий убыток-28.36
Прибыльность3.61Матожидание выигрыша0.72
Абсолютная просадка5.62Максимальная просадка10.25 (8.66%)Относительная просадка8.66% (10.25)
Всего сделок103Короткие позиции (% выигравших)53 (79.25%)Длинные позиции (% выигравших)50 (82.00%)
Прибыльные сделки (% от всех)83 (80.58%)Убыточные сделки (% от всех)20 (19.42%)
Самая большаяприбыльная сделка6.47убыточная сделка-7.29
Средняяприбыльная сделка1.23убыточная сделка-1.42
Максимальное количествонепрерывных выигрышей (прибыль)19 (38.53)непрерывных проигрышей (убыток)3 (-4.35)
Макс.непрерывная прибыль (число выигрышей)38.53 (19)непрерывный убыток (число проигрышей)-7.29 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 22:59sell10.011.008250.000000.00000
22015.01.06 22:59modify10.011.008251.015251.00125
32015.01.07 04:37close10.011.011291.015251.00125-3.0296.98
42015.01.20 22:10sell20.010.877940.000000.00000
52015.01.20 22:10modify20.010.877940.884940.87094
62015.01.20 23:14close20.010.876940.884940.870941.1498.12
72015.01.21 01:00buy30.010.874690.000000.00000
82015.01.21 01:00modify30.010.874690.867690.88169
92015.01.21 07:48close30.010.873360.867690.88169-1.5296.60
102015.01.23 00:03sell40.010.874060.000000.00000
112015.01.23 00:03modify40.010.874060.881060.86706
122015.01.23 00:36close40.010.873040.881060.867061.1797.77
132015.01.23 00:54buy50.010.871170.000000.00000
142015.01.23 00:54modify50.010.871170.864170.87817
152015.01.23 03:02close50.010.872260.864170.878171.2599.02
162015.01.27 00:12sell60.010.903380.000000.00000
172015.01.27 00:12modify60.010.903380.910380.89638
182015.01.27 01:36close60.010.902370.910380.896381.12100.14
192015.01.27 22:10buy70.010.901530.000000.00000
202015.01.27 22:11modify70.010.901530.894530.90853
212015.01.27 22:45close70.010.902550.894530.908531.13101.27
222015.01.27 22:58buy80.010.900440.000000.00000
232015.01.27 22:58modify80.010.900440.893440.90744
242015.01.27 23:01close80.010.901580.893440.907441.26102.53
252015.01.30 22:10sell90.010.923490.000000.00000
262015.01.30 22:10modify90.010.923490.930490.91649
272015.01.30 22:15close90.010.922490.930490.916491.08103.61
282015.01.30 22:29sell100.010.923680.000000.00000
292015.01.30 22:29modify100.010.923680.930680.91668
302015.01.30 22:32close100.010.922420.930680.916681.37104.98
312015.01.30 22:35sell110.010.924400.000000.00000
322015.01.30 22:35modify110.010.924400.931400.91740
332015.01.30 22:36close110.010.923270.931400.917401.22106.20
342015.02.05 23:52buy120.010.921460.000000.00000
352015.02.05 23:52modify120.010.921460.914460.92846
362015.02.06 03:09close120.010.922420.914460.928461.03107.23
372015.02.13 22:17sell130.010.933310.000000.00000
382015.02.13 22:17modify130.010.933310.940310.92631
392015.02.13 23:44close130.010.932290.940310.926311.09108.32
402015.02.27 22:57sell140.010.953970.000000.00000
412015.02.27 22:57modify140.010.953970.960970.94697
422015.03.02 01:01close140.010.952490.960970.946971.54109.86
432015.03.03 01:00buy150.010.957710.000000.00000
442015.03.03 01:00modify150.010.957710.950710.96471
452015.03.03 08:59close150.010.957070.950710.96471-0.67109.19
462015.03.20 22:17sell160.010.977630.000000.00000
472015.03.20 22:17modify160.010.977630.984630.97063
482015.03.20 23:16close160.010.976630.984630.970631.02110.21
492015.04.10 22:58buy170.010.978590.000000.00000
502015.04.10 22:58modify170.010.978590.971590.98559
512015.04.13 01:02close170.010.980800.971590.985592.24112.45
522015.04.14 22:33sell180.010.973110.000000.00000
532015.04.14 22:33modify180.010.973110.980110.96611
542015.04.15 09:31close180.010.973520.980110.96611-0.43112.02
552015.04.21 22:13sell190.010.954550.000000.00000
562015.04.21 22:13modify190.010.954550.961550.94755
572015.04.22 08:31close190.010.954840.961550.94755-0.31111.71
582015.04.27 22:00sell200.010.955840.000000.00000
592015.04.27 22:00modify200.010.955840.962840.94884
602015.04.28 00:49close200.010.955190.962840.948840.67112.37
612015.04.28 23:31sell210.010.956200.000000.00000
622015.04.28 23:31modify210.010.956200.963200.94920
632015.04.29 04:57close210.010.955350.963200.949200.88113.25
642015.04.30 22:13buy220.010.936980.000000.00000
652015.04.30 22:13modify220.010.936980.929980.94398
662015.05.01 04:01close220.010.933950.929980.94398-3.25110.00
672015.05.01 23:53buy230.010.932780.000000.00000
682015.05.01 23:53modify230.010.932780.925780.93978
692015.05.04 01:14close230.010.933780.925780.939781.06111.06
702015.05.15 22:45buy240.010.915410.000000.00000
712015.05.15 22:45modify240.010.915410.908410.92241
722015.05.18 02:00close240.010.916340.908410.922411.00112.06
732015.05.29 01:02buy250.010.941520.000000.00000
742015.05.29 01:02modify250.010.941520.934520.94852
752015.05.29 01:03close250.010.942560.934520.948521.10113.16
762015.05.29 01:03buy260.010.942220.000000.00000
772015.05.29 01:03modify260.010.942220.935220.94922
782015.05.29 01:04close260.010.943240.935220.949221.08114.24
792015.05.29 01:11buy270.010.942440.000000.00000
802015.05.29 01:11modify270.010.942440.935440.94944
812015.05.29 02:09close270.010.943440.935440.949441.06115.30
822015.06.09 00:34buy280.010.927510.000000.00000
832015.06.09 00:34modify280.010.927510.920510.93451
842015.06.09 04:03close280.010.928060.920510.934510.59115.89
852015.06.11 22:41buy290.010.935090.000000.00000
862015.06.11 22:41modify290.010.935090.928090.94209
872015.06.12 08:31close290.010.933760.928090.94209-1.43114.47
882015.06.12 23:13sell300.010.928910.000000.00000
892015.06.12 23:13modify300.010.928910.935910.92191
902015.06.15 10:53close300.010.931370.935910.92191-2.65111.81
912015.06.15 23:00buy310.010.930540.000000.00000
922015.06.15 23:00modify310.010.930540.923540.93754
932015.06.16 04:01close310.010.930300.923540.93754-0.27111.55
942015.06.19 22:00buy320.010.917980.000000.00000
952015.06.19 22:00modify320.010.917980.910980.92498
962015.06.20 00:55close320.010.918130.910980.924980.16111.71
972015.07.07 23:24buy330.010.945550.000000.00000
982015.07.07 23:24modify330.010.945550.938550.95255
992015.07.08 00:36close330.010.946610.938550.952551.11112.82
1002015.07.22 01:03buy340.010.957010.000000.00000
1012015.07.22 01:03modify340.010.957010.950010.96401
1022015.07.22 01:22close340.010.958150.950010.964011.19114.01
1032015.07.23 23:46sell350.010.959240.000000.00000
1042015.07.23 23:46modify350.010.959240.966240.95224
1052015.07.24 04:54close350.010.959250.966240.95224-0.02113.98
1062015.07.31 22:58sell360.010.966890.000000.00000
1072015.07.31 22:58modify360.010.966890.973890.95989
1082015.08.01 00:38close360.010.965850.973890.959891.08115.06
1092015.08.07 22:37sell370.010.983330.000000.00000
1102015.08.07 22:37modify370.010.983330.990330.97633
1112015.08.10 01:00close370.010.981550.990330.976331.80116.86
1122015.08.13 23:32buy380.010.976150.000000.00000
1132015.08.13 23:32modify380.010.976150.969150.98315
1142015.08.14 05:33close380.010.976510.969150.983150.36117.22
1152015.08.18 00:42sell390.010.978360.000000.00000
1162015.08.18 00:42modify390.010.978360.985360.97136
1172015.08.18 05:56close390.010.978400.985360.97136-0.04117.18
1182015.08.21 00:04buy400.010.959680.000000.00000
1192015.08.21 00:04modify400.010.959680.952680.96668
1202015.08.21 11:08close400.010.957100.952680.96668-2.70114.48
1212015.08.25 23:34buy410.010.941790.000000.00000
1222015.08.25 23:34modify410.010.941790.934790.94879
1232015.08.26 03:25close410.010.940550.934790.94879-1.33113.15
1242015.09.02 00:59buy420.010.958860.000000.00000
1252015.09.02 01:00modify420.010.958860.951860.96586
1262015.09.02 03:23close420.010.959860.951860.965861.04114.19
1272015.09.04 00:20buy430.010.972350.000000.00000
1282015.09.04 00:20modify430.010.972350.965350.97935
1292015.09.04 01:02close430.010.973350.965350.979351.03115.22
1302015.09.17 22:01buy440.010.967670.000000.00000
1312015.09.17 22:01modify440.010.967670.960670.97467
1322015.09.17 22:01close440.010.968790.960670.974671.16116.38
1332015.09.17 22:07buy450.010.967670.000000.00000
1342015.09.17 22:07modify450.010.967670.960670.97467
1352015.09.17 23:21s/l450.010.960670.960670.97467-7.29109.09
1362015.09.24 22:57sell460.010.976540.000000.00000
1372015.09.24 22:57modify460.010.976540.983540.96954
1382015.09.25 00:57close460.010.975510.983540.969541.05110.14
1392015.09.25 01:48sell470.010.978230.000000.00000
1402015.09.25 01:48modify470.010.978230.985230.97123
1412015.09.25 10:56close470.010.978700.985230.97123-0.48109.66
1422015.09.28 22:40sell480.010.974710.000000.00000
1432015.09.28 22:40modify480.010.974710.981710.96771
1442015.09.29 04:10close480.010.973700.981710.967711.03110.69
1452015.09.29 22:28sell490.010.972870.000000.00000
1462015.09.29 22:28modify490.010.972870.979870.96587
1472015.09.29 22:57close490.010.971810.979870.965871.09111.78
1482015.10.09 01:01buy500.010.963830.000000.00000
1492015.10.09 01:01modify500.010.963830.956830.97083
1502015.10.09 01:01close500.010.965200.956830.970831.42113.20
1512015.10.12 22:06sell510.010.962820.000000.00000
1522015.10.12 22:06modify510.010.962820.969820.95582
1532015.10.13 09:40close510.010.962810.969820.95582-0.00113.20
1542015.10.15 22:04sell520.010.952280.000000.00000
1552015.10.15 22:04modify520.010.952280.959280.94528
1562015.10.15 22:31close520.010.951280.959280.945281.05114.25
1572015.10.16 23:32sell530.010.952570.000000.00000
1582015.10.16 23:32modify530.010.952570.959570.94557
1592015.10.19 01:04close530.010.950970.959570.945571.67115.92
1602015.11.05 22:27buy540.010.995060.000000.00000
1612015.11.05 22:27modify540.010.995060.988061.00206
1622015.11.06 07:14close540.010.995390.988061.002060.32116.24
1632015.11.13 00:02buy550.011.000470.000000.00000
1642015.11.13 00:02modify550.011.000470.993471.00747
1652015.11.13 04:27close550.011.001280.993471.007470.81117.05
1662015.11.13 22:48buy560.011.007710.000000.00000
1672015.11.13 22:48modify560.011.007711.000711.01471
1682015.11.16 02:22close560.011.008181.000711.014710.46117.51
1692015.12.02 00:50buy570.011.025930.000000.00000
1702015.12.02 00:50modify570.011.025931.018931.03293
1712015.12.02 07:57close570.011.026951.018931.032930.99118.50
1722015.12.07 22:23buy580.010.999800.000000.00000
1732015.12.07 22:23modify580.010.999800.992801.00680
1742015.12.08 03:42close580.011.000820.992801.006801.01119.51
1752015.12.14 23:09sell590.010.985830.000000.00000
1762015.12.14 23:09modify590.010.985830.992830.97883
1772015.12.15 01:00close590.010.984780.992830.978831.06120.57
1782015.12.18 01:29buy600.010.995580.000000.00000
1792015.12.18 01:29modify600.010.995580.988581.00258
1802015.12.18 06:52close600.010.995700.988581.002580.12120.69
1812015.12.22 22:46sell610.010.988050.000000.00000
1822015.12.22 22:46modify610.010.988050.995050.98105
1832015.12.23 01:00close610.010.986960.995050.981051.09121.78
1842015.12.23 01:00buy620.010.985950.000000.00000
1852015.12.23 01:00modify620.010.985950.978950.99295
1862015.12.23 01:15close620.010.987510.978950.992951.58123.36
1872015.12.29 22:36buy630.010.990930.000000.00000
1882015.12.29 22:36modify630.010.990930.983930.99793
1892015.12.30 00:36close630.010.991930.983930.997931.00124.36
1902015.12.30 00:45sell640.010.992890.000000.00000
1912015.12.30 00:45modify640.010.992890.999890.98589
1922015.12.30 08:49close640.010.992030.999890.985890.87125.23
1932016.01.04 23:03buy650.011.001870.000000.00000
1942016.01.04 23:03modify650.011.001870.994871.00887
1952016.01.05 03:01close650.011.002870.994871.008870.99126.22
1962016.01.08 23:41buy660.010.994160.000000.00000
1972016.01.08 23:41modify660.010.994160.987161.00116
1982016.01.11 10:41close660.010.995080.987161.001160.91127.13
1992016.01.12 22:04buy670.011.001320.000000.00000
2002016.01.12 22:04modify670.011.001320.994321.00832
2012016.01.12 22:57close670.011.002490.994321.008321.17128.30
2022016.01.15 22:39sell680.011.000180.000000.00000
2032016.01.15 22:39modify680.011.000181.007180.99318
2042016.01.18 01:30close680.011.000631.007180.99318-0.46127.84
2052016.01.21 22:01buy690.011.007040.000000.00000
2062016.01.21 22:01modify690.011.007041.000041.01404
2072016.01.22 03:03close690.011.008081.000041.014041.02128.86
2082016.01.25 23:33buy700.011.013930.000000.00000
2092016.01.25 23:33modify700.011.013931.006931.02093
2102016.01.26 03:35close700.011.013221.006931.02093-0.71128.15
2112016.01.26 22:59buy710.011.017720.000000.00000
2122016.01.26 22:59modify710.011.017721.010721.02472
2132016.01.27 04:16close710.011.017821.010721.024720.09128.24
2142016.02.01 22:20buy720.011.018670.000000.00000
2152016.02.01 22:20modify720.011.018671.011671.02567
2162016.02.02 00:25close720.011.019711.011671.025671.01129.25
2172016.02.02 22:45sell730.011.021240.000000.00000
2182016.02.02 22:45modify730.011.021241.028241.01424
2192016.02.02 22:57close730.011.020231.028241.014240.99130.24
2202016.02.10 01:25sell740.010.973860.000000.00000
2212016.02.10 01:25modify740.010.973860.980860.96686
2222016.02.10 03:34close740.010.972860.980860.966861.03131.27
2232016.02.18 22:34sell750.010.995300.000000.00000
2242016.02.18 22:34modify750.010.995301.002300.98830
2252016.02.18 23:09close750.010.994291.002300.988301.02132.29
2262016.02.26 23:37buy760.010.996490.000000.00000
2272016.02.26 23:37modify760.010.996490.989491.00349
2282016.02.29 01:04close760.010.997490.989491.003490.99133.28
2292016.02.29 22:00sell770.010.998820.000000.00000
2302016.02.29 22:00modify770.010.998821.005820.99182
2312016.03.01 01:54close770.010.997841.005820.991820.97134.25
2322016.03.04 00:53sell780.010.992150.000000.00000
2332016.03.04 00:53modify780.010.992150.999150.98515
2342016.03.04 03:55close780.010.991430.999150.985150.73134.98
2352016.03.10 23:44sell790.010.984610.000000.00000
2362016.03.10 23:44modify790.010.984610.991610.97761
2372016.03.11 03:07close790.010.984230.991610.977610.38135.36
2382016.03.18 22:09sell800.010.970020.000000.00000
2392016.03.18 22:09modify800.010.970020.977020.96302
2402016.03.18 23:54close800.010.969020.977020.963021.03136.39
2412016.03.31 23:54sell810.010.961540.000000.00000
2422016.03.31 23:54modify810.010.961540.968540.95454
2432016.04.01 04:08close810.010.961050.968540.954540.50136.89
2442016.04.21 22:01sell820.010.974490.000000.00000
2452016.04.21 22:01modify820.010.974490.981490.96749
2462016.04.22 04:55close820.010.974220.981490.967490.27137.16
2472016.05.06 22:04sell830.010.971040.000000.00000
2482016.05.06 22:04modify830.010.971040.978040.96404
2492016.05.09 05:54close830.010.971970.978040.96404-0.97136.19
2502016.05.17 22:06sell840.010.979490.000000.00000
2512016.05.17 22:06modify840.010.979490.986490.97249
2522016.05.18 04:26close840.010.980260.986490.97249-0.80135.38
2532016.06.10 22:03sell850.010.965120.000000.00000
2542016.06.10 22:03modify850.010.965120.972120.95812
2552016.06.10 23:46close850.010.964070.972120.958121.09136.47
2562016.06.16 22:11buy860.010.964510.000000.00000
2572016.06.16 22:11modify860.010.964510.957510.97151
2582016.06.17 01:47close860.010.965290.957510.971510.80137.27
2592016.06.20 22:08sell870.010.963130.000000.00000
2602016.06.20 22:08modify870.010.963130.970130.95613
2612016.06.21 00:52close870.010.962110.970130.956131.05138.32
2622016.06.24 00:36sell880.010.959390.000000.00000
2632016.06.24 00:36modify880.010.959390.966390.95239
2642016.06.24 00:59close880.010.957150.966390.952392.34140.66
2652016.06.24 01:05sell890.010.961090.000000.00000
2662016.06.24 01:05modify890.010.961090.968090.95409
2672016.06.24 01:05close890.010.959060.968090.954092.12142.78
2682016.06.24 01:05sell900.010.961420.000000.00000
2692016.06.24 01:05modify900.010.961420.968420.95442
2702016.06.24 01:05close900.010.958750.968420.954422.78145.56
2712016.06.24 01:05sell910.010.961350.000000.00000
2722016.06.24 01:05modify910.010.961350.968350.95435
2732016.06.24 01:05close910.010.958750.968350.954352.71148.27
2742016.06.24 01:05sell920.010.961490.000000.00000
2752016.06.24 01:05modify920.010.961490.968490.95449
2762016.06.24 01:06close920.010.960170.968490.954491.37149.64
2772016.06.24 01:07sell930.010.961680.000000.00000
2782016.06.24 01:07modify930.010.961680.968680.95468
2792016.06.24 01:07close930.010.959950.968680.954681.80151.44
2802016.06.24 01:08sell940.010.961160.000000.00000
2812016.06.24 01:08modify940.010.961160.968160.95416
2822016.06.24 01:08close940.010.956030.968160.954165.37156.81
2832016.06.24 01:08buy950.010.956030.000000.00000
2842016.06.24 01:08modify950.010.956030.949030.96303
2852016.06.24 01:09close950.010.957430.949030.963031.46158.27
2862016.06.24 01:09buy960.010.955750.000000.00000
2872016.06.24 01:09modify960.010.955750.948750.96275
2882016.06.24 01:10close960.010.956900.948750.962751.20159.47
2892016.06.24 01:10buy970.010.956090.000000.00000
2902016.06.24 01:10modify970.010.956090.949090.96309
2912016.06.24 01:12close970.010.960160.949090.963094.24163.71
2922016.06.24 01:12sell980.010.960160.000000.00000
2932016.06.24 01:12modify980.010.960160.967160.95316
2942016.06.24 04:09close980.010.959890.967160.953160.28163.99
2952016.06.24 23:26buy990.010.968340.000000.00000
2962016.06.24 23:26modify990.010.968340.961340.97534
2972016.06.27 01:00close990.010.974660.961340.975346.47170.46
2982016.06.29 00:09buy1000.010.980280.000000.00000
2992016.06.29 00:09modify1000.010.980280.973280.98728
3002016.06.29 00:59close1000.010.981630.973280.987281.38171.84
3012016.07.01 00:14buy1010.010.976040.000000.00000
3022016.07.01 00:14modify1010.010.976040.969040.98304
3032016.07.01 02:54close1010.010.976800.969040.983040.78172.62
3042016.07.01 22:03sell1020.010.974770.000000.00000
3052016.07.01 22:03modify1020.010.974770.981770.96777
3062016.07.01 23:57close1020.010.973760.981770.967771.04173.66
3072016.09.22 22:14sell1030.010.969110.000000.00000
3082016.09.22 22:14modify1030.010.969110.976110.96211
3092016.09.23 01:00close1030.010.968860.976110.962110.25173.91