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

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2015.12.31 23:00 - 2016.10.07 16:13 (2016.01.01 - 2016.10.07)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; SetName="mt4_generic-atlp_12_21_audcad_m15_nicodemus"; every_tick=false; MagicNumber=1234321; Slippage=5; Lots=1; Auto_Risk=0.01; Max_Spread=4; Stop_Loss=102; Take_Profit=43; TP_perc=98; min_TP=9; MaxDailyRange=885; Hedging=true; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=30; BB_Deviation=1.5; Entry_Break=8; Min_Volatility=15; OnlyBid=false; S_22="Настройки CCI"; cci_Period_open=10; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=130; barcount=3; S_24="При паузе = 0 - выкл."; pause=120; sizeloss=54; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=0; Trail_Size=7; Trail_Step=1; rollover_trall_end=true; X=0; Y=1; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=60; Time_Profit_Pips=10; S_32="При Exit_Distance = 0 - выкл."; Exit_Distance=-10; Exit_Profit_Pips=-82; S_33="При MA_period = 0 - выкл."; MA_period=14; Reverse_Profit=16; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=6; cci_level_close=105; S_5="<==== Trade Time Filter ====>"; S_6="<==== Roll Over Filter ====>"; use_rollover_filter=false; rollover_start="23:55"; rollover_end="00:35"; S_7="<==== Other Settings ====>"; showinfopanel=false; VisualDebug=true; Col_info=176,162,168; WriteLogFile=false;
Баров в истории19170Смоделировано тиков16274839Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (11)
Чистая прибыль41.70Общая прибыль51.33Общий убыток-9.63
Прибыльность5.33Матожидание выигрыша0.76
Абсолютная просадка4.53Максимальная просадка6.44 (4.81%)Относительная просадка6.31% (6.43)
Всего сделок55Короткие позиции (% выигравших)19 (89.47%)Длинные позиции (% выигравших)36 (83.33%)
Прибыльные сделки (% от всех)47 (85.45%)Убыточные сделки (% от всех)8 (14.55%)
Самая большаяприбыльная сделка3.22убыточная сделка-4.54
Средняяприбыльная сделка1.09убыточная сделка-1.20
Максимальное количествонепрерывных выигрышей (прибыль)19 (22.09)непрерывных проигрышей (убыток)1 (-4.54)
Макс.непрерывная прибыль (число выигрышей)22.09 (19)непрерывный убыток (число проигрышей)-4.54 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.05 23:44sell10.011.002160.000000.00000
22016.01.05 23:45modify10.011.002161.012360.99816
32016.01.06 00:45close10.011.000991.012360.998160.87100.87
42016.01.08 00:59sell20.010.989310.000000.00000
52016.01.08 01:00modify20.010.989310.999510.98647
62016.01.08 11:01close20.010.992450.999510.98647-2.3998.48
72016.01.21 23:49sell30.011.000830.000000.00000
82016.01.21 23:50modify30.011.000831.011030.99683
92016.01.22 00:50close30.010.998151.011030.996832.02100.50
102016.01.27 23:34buy40.010.990100.000000.00000
112016.01.27 23:35modify40.010.990100.979900.99343
122016.01.28 01:43close40.010.991190.979900.993430.85101.35
132016.01.29 22:34buy50.010.991250.000000.00000
142016.01.29 22:35modify50.010.991250.981050.99625
152016.02.01 07:06close50.010.989800.981050.99625-1.10100.25
162016.02.01 22:19buy60.010.989000.000000.00000
172016.02.01 22:20modify60.010.989000.978800.99223
182016.02.01 23:37close60.010.990040.978800.992230.79101.04
192016.02.03 22:00sell70.010.991700.000000.00000
202016.02.03 22:01modify70.010.991701.001900.98363
212016.02.03 22:47close70.010.990081.001900.983631.23102.27
222016.02.09 22:33sell80.010.980980.000000.00000
232016.02.09 22:34modify80.010.980980.991180.97343
242016.02.09 23:34close80.010.979330.991180.973431.26103.53
252016.02.12 00:16buy90.010.987290.000000.00000
262016.02.12 00:17modify90.010.987290.977090.99010
272016.02.12 00:53close90.010.989160.977090.990101.42104.95
282016.02.17 23:26sell100.010.984900.000000.00000
292016.02.17 23:27modify100.010.984900.995100.98174
302016.02.18 00:27close100.010.982690.995100.981741.62106.56
312016.02.18 23:00sell110.010.983490.000000.00000
322016.02.18 23:01modify110.010.983490.993690.97918
332016.02.19 00:50close110.010.982350.993690.979180.85107.41
342016.02.23 22:18buy120.010.992350.000000.00000
352016.02.23 22:19modify120.010.992350.982150.99475
362016.02.23 23:53close120.010.993360.982150.994750.76108.17
372016.03.09 23:28buy130.010.991840.000000.00000
382016.03.09 23:29modify130.010.991840.981641.00292
392016.03.10 06:06close130.010.992350.981641.002920.41108.58
402016.03.14 00:00buy140.010.997400.000000.00000
412016.03.14 00:01modify140.010.997400.987201.00003
422016.03.14 01:01close140.010.998430.987201.000030.78109.36
432016.03.15 22:00buy150.010.994630.000000.00000
442016.03.15 22:01modify150.010.994630.984430.99736
452016.03.15 23:01close150.010.995900.984430.997360.97110.33
462016.03.17 00:00buy160.010.988450.000000.00000
472016.03.17 00:01modify160.010.988450.978250.99179
482016.03.17 00:34close160.010.990780.978250.991791.78112.11
492016.04.07 22:15buy170.010.985950.000000.00000
502016.04.07 22:16modify170.010.985950.975750.98774
512016.04.07 23:44close170.010.986980.975750.987740.78112.89
522016.04.11 00:00buy180.010.979400.000000.00000
532016.04.11 00:01modify180.010.979400.969200.98120
542016.04.11 00:48t/p180.010.981200.969200.981201.36114.25
552016.04.25 00:01buy190.010.973590.000000.00000
562016.04.25 00:02modify190.010.973590.963390.97628
572016.04.25 00:15close190.010.975680.963390.976281.58115.83
582016.04.25 00:18buy200.010.975300.000000.00000
592016.04.25 00:19modify200.010.975300.965100.97810
602016.04.25 02:27close200.010.976320.965100.978100.77116.60
612016.04.28 00:01buy210.010.953820.000000.00000
622016.04.28 00:02modify210.010.953820.943620.95805
632016.04.28 00:15t/p210.010.958050.943620.958053.22119.82
642016.05.02 22:02sell220.010.960940.000000.00000
652016.05.02 22:03modify220.010.960940.971140.95589
662016.05.03 00:08close220.010.959880.971140.955890.79120.61
672016.05.09 22:51buy230.010.947800.000000.00000
682016.05.09 22:52modify230.010.947800.937600.95055
692016.05.10 04:16close230.010.948330.937600.950550.41121.02
702016.05.18 22:04buy240.010.938940.000000.00000
712016.05.18 22:05modify240.010.938940.928740.94214
722016.05.18 22:42close240.010.940680.928740.942141.32122.34
732016.05.26 00:02buy250.010.936490.000000.00000
742016.05.26 00:03modify250.010.936490.926290.94101
752016.05.26 08:24close250.010.936160.926290.94101-0.25122.09
762016.06.03 22:33sell260.010.952770.000000.00000
772016.06.03 22:34modify260.010.952770.962970.94852
782016.06.06 01:36close260.010.951560.962970.948520.90122.99
792016.06.07 23:57buy270.010.950330.000000.00000
802016.06.07 23:58modify270.010.950330.940130.95226
812016.06.08 08:00close270.010.949790.940130.95226-0.41122.57
822016.06.13 00:01sell280.010.943280.000000.00000
832016.06.13 00:02modify280.010.943280.953480.94166
842016.06.13 00:35t/p280.010.941660.953480.941661.23123.80
852016.06.13 23:57sell290.010.947630.000000.00000
862016.06.13 23:58modify290.010.947630.957830.94556
872016.06.14 01:22close290.010.946600.957830.945560.76124.56
882016.06.20 00:15sell300.010.954930.000000.00000
892016.06.20 00:17modify300.010.954930.965130.95219
902016.06.20 01:16close300.010.952580.965130.952191.79126.35
912016.06.23 00:23sell310.010.964160.000000.00000
922016.06.23 00:24modify310.010.964160.974360.96077
932016.06.23 01:45close310.010.963150.974360.960770.77127.12
942016.06.24 22:00sell320.010.972690.000000.00000
952016.06.24 22:01modify320.010.972690.982890.96556
962016.06.24 23:01close320.010.971210.982890.965561.12128.24
972016.06.27 23:30buy330.010.958270.000000.00000
982016.06.27 23:31modify330.010.958270.948070.96354
992016.06.28 00:30close330.010.959620.948070.963541.04129.28
1002016.07.01 00:01buy340.010.962490.000000.00000
1012016.07.01 00:02modify340.010.962490.952290.96651
1022016.07.01 01:02close340.010.963590.952290.966510.84130.12
1032016.07.04 00:15buy350.010.962870.000000.00000
1042016.07.04 00:16modify350.010.962870.952670.96588
1052016.07.04 01:16close350.010.964250.952670.965881.05131.17
1062016.07.05 22:46sell360.010.969730.000000.00000
1072016.07.05 22:47modify360.010.969730.979930.96631
1082016.07.05 23:59close360.010.968670.979930.966310.80131.97
1092016.07.15 23:45buy370.010.979900.000000.00000
1102016.07.15 23:46modify370.010.979900.969700.98398
1112016.07.18 00:04close370.010.981680.969700.983981.37133.33
1122016.07.19 00:10buy380.010.981820.000000.00000
1132016.07.19 00:11modify380.010.981820.971620.98547
1142016.07.19 14:34close380.010.975840.971620.98547-4.54128.79
1152016.07.21 00:05buy390.010.974260.000000.00000
1162016.07.21 00:06modify390.010.974260.964060.97590
1172016.07.21 00:12t/p390.010.975900.964060.975901.25130.04
1182016.07.21 00:14buy400.010.974270.000000.00000
1192016.07.21 00:15modify400.010.974270.964070.97597
1202016.07.21 00:17t/p400.010.975970.964070.975971.29131.33
1212016.07.21 22:00sell410.010.980160.000000.00000
1222016.07.21 22:01modify410.010.980160.990360.97758
1232016.07.22 04:29close410.010.980200.990360.97758-0.05131.28
1242016.07.25 00:08buy420.010.978020.000000.00000
1252016.07.25 00:09modify420.010.978020.967820.98098
1262016.07.25 00:48close420.010.979980.967820.980981.49132.77
1272016.07.26 22:14buy430.010.989770.000000.00000
1282016.07.26 22:15modify430.010.989770.979570.99580
1292016.07.27 02:53close430.010.990790.979570.995800.78133.55
1302016.07.27 22:00sell440.010.988230.000000.00000
1312016.07.27 22:01modify440.010.988230.998430.98543
1322016.07.27 23:02close440.010.986930.998430.985430.99134.54
1332016.08.01 00:01buy450.010.989000.000000.00000
1342016.08.01 00:02modify450.010.989000.978800.99116
1352016.08.01 01:02close450.010.990210.978800.991160.92135.46
1362016.08.01 22:52buy460.010.987950.000000.00000
1372016.08.01 22:53modify460.010.987950.977750.98989
1382016.08.01 23:53close460.010.989270.977750.989891.01136.47
1392016.08.11 00:06buy470.011.004940.000000.00000
1402016.08.11 00:07modify470.011.004940.994741.00707
1412016.08.11 00:07t/p470.011.007070.994741.007071.62138.09
1422016.08.26 22:00buy480.010.982650.000000.00000
1432016.08.26 22:01modify480.010.982650.972450.98621
1442016.08.29 07:15close480.010.981790.972450.98621-0.65137.44
1452016.09.06 22:59sell490.010.987030.000000.00000
1462016.09.06 23:00modify490.010.987030.997230.98507
1472016.09.07 03:20close490.010.986330.997230.985070.51137.95
1482016.09.09 23:37buy500.010.982500.000000.00000
1492016.09.09 23:38modify500.010.982500.972300.98481
1502016.09.12 00:00close500.010.983610.972300.984810.85138.79
1512016.09.15 22:00sell510.010.988620.000000.00000
1522016.09.15 22:01modify510.010.988620.998820.98662
1532016.09.16 03:33close510.010.987880.998820.986620.54139.33
1542016.09.22 00:02buy520.010.998020.000000.00000
1552016.09.22 00:03modify520.010.998020.987821.00015
1562016.09.22 01:02close520.010.999330.987821.000150.99140.32
1572016.09.28 22:00buy530.011.006390.000000.00000
1582016.09.28 22:01modify530.011.006390.996191.01168
1592016.09.28 23:01close530.011.007510.996191.011680.85141.17
1602016.09.28 23:50buy540.011.005900.000000.00000
1612016.09.28 23:51modify540.011.005900.995701.01478
1622016.09.29 06:52close540.011.005570.995701.01478-0.23140.94
1632016.10.05 00:54buy550.011.003700.000000.00000
1642016.10.05 00:55modify550.011.003700.993501.00586
1652016.10.05 01:54close550.011.004710.993501.005860.76141.70