Strategy Tester Report
Generic A-TLP v.12.01.21_RUS
Tickmill-Live (Build 1010)

СимволEURJPY (Euro vs Japanese Yen)
Период15 Минут (M15) 2013.12.31 23:00 - 2016.10.07 23:59 (2016.09.01 - 2016.10.07)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; SetName=""; every_tick=false; MagicNumber=1234321; Slippage=5; Lots=0.01; Auto_Risk=10; Max_Spread=4; Stop_Loss=60; Take_Profit=100; TP_perc=0; min_TP=10; MaxDailyRange=135; Hedging=true; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=6; BB_Deviation=1; Entry_Break=2; Min_Volatility=4; OnlyBid=true; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=0; sizeloss=20; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; rollover_trall_end=true; X=7; Y=1; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=0; Time_Profit_Pips=4; S_32="При Exit_Distance = 0 - выкл."; Exit_Distance=4; Exit_Profit_Pips=10; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=6; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; S_5="<==== Trade Time Filter ====>"; S_6="<==== Roll Over Filter ====>"; use_rollover_filter=false; rollover_start="23:59"; rollover_end="00:25"; S_7="<==== Other Settings ====>"; showinfopanel=true; VisualDebug=true; Col_info=176,162,168; WriteLogFile=false;
Баров в истории69004Смоделировано тиков55910569Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (30)
Чистая прибыль-20.02Общая прибыль28.22Общий убыток-48.24
Прибыльность0.58Матожидание выигрыша-0.46
Абсолютная просадка23.41Максимальная просадка29.05 (27.50%)Относительная просадка27.50% (29.05)
Всего сделок44Короткие позиции (% выигравших)20 (85.00%)Длинные позиции (% выигравших)24 (75.00%)
Прибыльные сделки (% от всех)35 (79.55%)Убыточные сделки (% от всех)9 (20.45%)
Самая большаяприбыльная сделка2.82убыточная сделка-5.84
Средняяприбыльная сделка0.81убыточная сделка-5.36
Максимальное количествонепрерывных выигрышей (прибыль)12 (7.48)непрерывных проигрышей (убыток)2 (-11.68)
Макс.непрерывная прибыль (число выигрышей)7.48 (12)непрерывный убыток (число проигрышей)-11.68 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.09.01 00:45buy10.01115.3510.0000.000
22016.09.01 00:46modify10.01115.351114.751116.351
32016.09.01 11:34modify10.01115.351115.361116.351
42016.09.01 11:34modify10.01115.351115.351116.351
52016.09.01 11:37modify10.01115.351115.360116.351
62016.09.01 11:38modify10.01115.351115.391116.351
72016.09.01 11:39s/l10.01115.391115.391116.3510.39100.39
82016.09.01 22:45buy20.01115.6300.0000.000
92016.09.01 22:46modify20.01115.630115.030116.630
102016.09.02 03:53modify20.01115.630115.640116.630
112016.09.02 03:53modify20.01115.630115.633116.630
122016.09.02 03:54modify20.01115.630115.637116.630
132016.09.02 04:00s/l20.01115.637115.637116.6300.06100.45
142016.09.02 23:59buy30.01115.9720.0000.000
152016.09.05 00:00modify30.01115.972115.372116.972
162016.09.05 00:00sell40.01116.1300.0000.000
172016.09.05 00:01modify40.01116.130116.730115.130
182016.09.05 00:01modify30.01115.972115.982116.972
192016.09.05 00:01modify30.01115.972116.055116.972
202016.09.05 00:01close30.01116.125116.055116.9721.48101.93
212016.09.05 02:39modify40.01116.130116.120115.130
222016.09.05 02:39modify40.01116.130116.127115.130
232016.09.05 02:41modify40.01116.130116.119115.130
242016.09.05 02:41close40.01116.069116.119115.1300.60102.53
252016.09.05 23:00sell50.01115.3080.0000.000
262016.09.05 23:01modify50.01115.308115.908114.308
272016.09.06 17:01modify50.01115.308115.298114.308
282016.09.06 17:01modify50.01115.308115.207114.308
292016.09.06 17:01close50.01115.137115.207114.3081.65104.19
302016.09.06 22:30buy60.01114.8460.0000.000
312016.09.06 22:31modify60.01114.846114.246115.846
322016.09.07 02:32s/l60.01114.246114.246115.846-5.8498.35
332016.09.07 22:00sell70.01114.4200.0000.000
342016.09.07 22:01modify70.01114.420115.020113.420
352016.09.08 00:28modify70.01114.420114.410113.420
362016.09.08 00:28modify70.01114.420114.399113.420
372016.09.08 00:29modify70.01114.420114.379113.420
382016.09.08 00:30close70.01114.339114.379113.4200.7799.12
392016.09.08 00:31buy80.01114.3380.0000.000
402016.09.08 00:32modify80.01114.338113.738115.338
412016.09.08 02:58modify80.01114.338114.348115.338
422016.09.08 02:58modify80.01114.338114.380115.338
432016.09.08 02:58close80.01114.450114.380115.3381.09100.21
442016.09.08 22:04sell90.01115.3950.0000.000
452016.09.08 22:05modify90.01115.395115.995114.395
462016.09.09 00:58modify90.01115.395115.385114.395
472016.09.09 00:58modify90.01115.395115.393114.395
482016.09.09 00:59modify90.01115.395115.386114.395
492016.09.09 01:00s/l90.01115.386115.386114.3950.08100.30
502016.09.09 22:00sell100.01115.3080.0000.000
512016.09.09 22:01modify100.01115.308115.908114.308
522016.09.09 23:15buy110.01115.2660.0000.000
532016.09.09 23:16modify110.01115.266114.666116.266
542016.09.09 23:37close110.01115.327114.666116.2660.59100.89
552016.09.12 00:00buy120.01115.2650.0000.000
562016.09.12 00:01modify120.01115.265114.665116.265
572016.09.12 00:07modify100.01115.308115.298114.308
582016.09.12 00:07modify100.01115.308115.302114.308
592016.09.12 00:15modify100.01115.308115.292114.308
602016.09.12 00:26modify100.01115.308115.289114.308
612016.09.12 00:36s/l100.01115.289115.289114.3080.18101.07
622016.09.12 03:17modify120.01115.265115.275116.265
632016.09.12 03:17modify120.01115.265115.266116.265
642016.09.12 03:22modify120.01115.265115.289116.265
652016.09.12 03:22s/l120.01115.289115.289116.2650.23101.30
662016.09.12 22:00sell130.01114.4930.0000.000
672016.09.12 22:01modify130.01114.493115.093113.493
682016.09.12 22:22close130.01114.429115.093113.4930.62101.92
692016.09.13 00:45sell140.01114.4780.0000.000
702016.09.13 00:46modify140.01114.478115.078113.478
712016.09.13 02:56modify140.01114.478114.468113.478
722016.09.13 02:56modify140.01114.478114.465113.478
732016.09.13 02:57modify140.01114.478114.463113.478
742016.09.13 02:58close140.01114.414114.463113.4780.62102.54
752016.09.13 22:07buy150.01115.0940.0000.000
762016.09.13 22:08modify150.01115.094114.494116.094
772016.09.13 22:34close150.01115.160114.494116.0940.65103.19
782016.09.13 23:16buy160.01115.0940.0000.000
792016.09.13 23:17modify160.01115.094114.494116.094
802016.09.14 03:19modify160.01115.094115.104116.094
812016.09.14 03:19modify160.01115.094115.145116.094
822016.09.14 03:19close160.01115.215115.145116.0941.17104.36
832016.09.14 22:42sell170.01115.2050.0000.000
842016.09.14 22:43modify170.01115.205115.805114.205
852016.09.15 01:20modify170.01115.205115.195114.205
862016.09.15 01:20modify170.01115.205115.196114.205
872016.09.15 01:21modify170.01115.205115.176114.205
882016.09.15 01:22modify170.01115.205115.159114.205
892016.09.15 01:24close170.01115.130115.159114.2050.71105.08
902016.09.15 22:00sell180.01114.8750.0000.000
912016.09.15 22:01modify180.01114.875115.475113.875
922016.09.15 23:11buy190.01114.8560.0000.000
932016.09.15 23:12modify190.01114.856114.256115.856
942016.09.15 23:56modify180.01114.875114.865113.875
952016.09.15 23:56modify180.01114.875114.874113.875
962016.09.15 23:57modify180.01114.875114.863113.875
972016.09.15 23:58modify180.01114.875114.852113.875
982016.09.16 00:00modify180.01114.875114.846113.875
992016.09.16 00:00close180.01114.796114.846113.8750.75105.83
1002016.09.16 13:59s/l190.01114.256114.256115.856-5.8499.99
1012016.09.16 22:34buy200.01114.2250.0000.000
1022016.09.16 22:35modify200.01114.225113.625115.225
1032016.09.19 11:05s/l200.01113.625113.625115.225-5.8494.15
1042016.09.19 22:00sell210.01113.7950.0000.000
1052016.09.19 22:01modify210.01113.795114.395112.795
1062016.09.20 00:45buy220.01113.8420.0000.000
1072016.09.20 00:46modify220.01113.842113.242114.842
1082016.09.20 03:09modify220.01113.842113.852114.842
1092016.09.20 03:09modify220.01113.842113.854114.842
1102016.09.20 03:13s/l220.01113.854113.854114.8420.1294.27
1112016.09.20 09:21modify210.01113.795113.785112.795
1122016.09.20 09:21modify210.01113.795113.794112.795
1132016.09.20 09:22modify210.01113.795113.786112.795
1142016.09.20 09:32modify210.01113.795113.774112.795
1152016.09.20 09:33modify210.01113.795113.759112.795
1162016.09.20 09:34modify210.01113.795113.752112.795
1172016.09.20 09:35close210.01113.711113.752112.7950.8095.08
1182016.09.20 22:04buy230.01113.6210.0000.000
1192016.09.20 22:05modify230.01113.621113.021114.621
1202016.09.21 05:55s/l230.01113.021113.021114.621-5.8389.25
1212016.09.21 22:34buy240.01112.3400.0000.000
1222016.09.21 22:35modify240.01112.340111.740113.340
1232016.09.21 23:00modify240.01112.340112.350113.340
1242016.09.21 23:00modify240.01112.340112.353113.340
1252016.09.21 23:01modify240.01112.340112.385113.340
1262016.09.21 23:01sell250.01112.4350.0000.000
1272016.09.21 23:02modify250.01112.435113.035111.435
1282016.09.21 23:02modify240.01112.340112.386113.340
1292016.09.21 23:03modify240.01112.340112.427113.340
1302016.09.21 23:03close240.01112.477112.427113.3401.3390.58
1312016.09.21 23:37modify250.01112.435112.425111.435
1322016.09.21 23:37modify250.01112.435112.435111.435
1332016.09.21 23:37buy260.01112.3650.0000.000
1342016.09.21 23:38modify260.01112.365111.765113.365
1352016.09.21 23:38modify250.01112.435112.365111.435
1362016.09.21 23:38close250.01112.315112.365111.4351.1691.74
1372016.09.22 09:00close260.01112.425111.765113.3650.5792.31
1382016.09.22 22:15buy270.01113.0050.0000.000
1392016.09.22 22:16modify270.01113.005112.405114.005
1402016.09.23 01:45close270.01113.067112.405114.0050.5992.90
1412016.09.23 22:15sell280.01113.6140.0000.000
1422016.09.23 22:16modify280.01113.614114.214112.614
1432016.09.23 22:40modify280.01113.614113.604112.614
1442016.09.23 22:40modify280.01113.614113.612112.614
1452016.09.23 22:41modify280.01113.614113.580112.614
1462016.09.23 22:43modify280.01113.614113.575112.614
1472016.09.23 22:44close280.01113.535113.575112.6140.7793.67
1482016.09.23 22:48buy290.01113.4900.0000.000
1492016.09.23 22:49modify290.01113.490112.890114.490
1502016.09.26 13:37s/l290.01112.890112.890114.490-5.8487.83
1512016.09.26 22:04buy300.01112.9360.0000.000
1522016.09.26 22:05modify300.01112.936112.336113.936
1532016.09.27 00:18sell310.01112.9120.0000.000
1542016.09.27 00:19modify310.01112.912113.512111.912
1552016.09.27 03:07modify310.01112.912112.902111.912
1562016.09.27 03:07modify310.01112.912112.843111.912
1572016.09.27 03:07close310.01112.773112.843111.9121.3589.18
1582016.09.27 04:19modify300.01112.936112.946113.936
1592016.09.27 04:19modify300.01112.936112.959113.936
1602016.09.27 04:20modify300.01112.936113.001113.936
1612016.09.27 04:20close300.01113.051113.001113.9361.1190.29
1622016.09.27 22:30sell320.01112.5980.0000.000
1632016.09.27 22:31modify320.01112.598113.198111.598
1642016.09.28 02:30close320.01112.531113.198111.5980.6490.94
1652016.09.28 22:30buy330.01112.8820.0000.000
1662016.09.28 22:31modify330.01112.882112.282113.882
1672016.09.28 23:02modify330.01112.882112.892113.882
1682016.09.28 23:02modify330.01112.882112.886113.882
1692016.09.28 23:03modify330.01112.882112.894113.882
1702016.09.28 23:03close330.01112.944112.894113.8820.6091.54
1712016.09.28 23:20sell340.01112.9650.0000.000
1722016.09.28 23:21modify340.01112.965113.565111.965
1732016.09.29 03:54s/l340.01113.565113.565111.965-5.8485.70
1742016.09.29 22:34sell350.01113.4100.0000.000
1752016.09.29 22:35modify350.01113.410114.010112.410
1762016.09.30 00:01buy360.01113.3510.0000.000
1772016.09.30 00:02modify360.01113.351112.751114.351
1782016.09.30 00:44modify360.01113.351113.361114.351
1792016.09.30 00:44modify360.01113.351113.392114.351
1802016.09.30 00:44s/l360.01113.392113.392114.3510.4086.10
1812016.09.30 03:40modify350.01113.410113.400112.410
1822016.09.30 03:40modify350.01113.410113.383112.410
1832016.09.30 03:41close350.01113.348113.383112.4100.6086.70
1842016.09.30 22:00sell370.01113.9660.0000.000
1852016.09.30 22:01modify370.01113.966114.566112.966
1862016.10.03 00:00modify370.01113.966113.956112.966
1872016.10.03 00:00modify370.01113.966113.744112.966
1882016.10.03 00:00close370.01113.674113.744112.9662.8289.53
1892016.10.03 00:18buy380.01113.8730.0000.000
1902016.10.03 00:19modify380.01113.873113.273114.873
1912016.10.03 01:03modify380.01113.873113.883114.873
1922016.10.03 01:03modify380.01113.873113.892114.873
1932016.10.03 01:04modify380.01113.873113.931114.873
1942016.10.03 01:04close380.01113.981113.931114.8731.0590.58
1952016.10.04 00:38buy390.01113.9040.0000.000
1962016.10.04 00:39modify390.01113.904113.304114.904
1972016.10.04 00:58sell400.01113.9590.0000.000
1982016.10.04 00:59modify400.01113.959114.559112.959
1992016.10.04 01:40close390.01113.968113.304114.9040.6391.21
2002016.10.04 05:03s/l400.01114.559114.559112.959-5.8385.38
2012016.10.04 22:29sell410.01115.1990.0000.000
2022016.10.04 22:30modify410.01115.199115.799114.199
2032016.10.05 12:36s/l410.01115.799115.799114.199-5.8379.55
2042016.10.05 22:00sell420.01116.2010.0000.000
2052016.10.05 22:01modify420.01116.201116.801115.201
2062016.10.05 22:49buy430.01116.1330.0000.000
2072016.10.05 22:50modify430.01116.133115.533117.133
2082016.10.05 22:50modify420.01116.201116.191115.201
2092016.10.05 22:50modify420.01116.201116.186115.201
2102016.10.05 22:51modify420.01116.201116.155115.201
2112016.10.05 22:53modify420.01116.201116.142115.201
2122016.10.05 22:53close420.01116.092116.142115.2011.0580.60
2132016.10.06 16:30modify430.01116.133116.143117.133
2142016.10.06 16:30modify430.01116.133116.134117.133
2152016.10.06 16:31modify430.01116.133116.164117.133
2162016.10.06 16:33modify430.01116.133116.183117.133
2172016.10.06 16:33close430.01116.233116.183117.1330.9581.55
2182016.10.06 22:00buy440.01116.0390.0000.000
2192016.10.06 22:01modify440.01116.039115.439117.039
2202016.10.06 23:59close at stop440.01115.878115.439117.039-1.5779.98