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

СимволUSDJPY (US Dollar vs Japanese Yen)
Период15 Минут (M15) 2015.01.01 22:00 - 2016.09.30 20:59 (2015.01.01 - 2016.10.01)
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 истории43614Смоделировано тиков49270739Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред20
Чистая прибыль13.30Общая прибыль49.87Общий убыток-36.56
Прибыльность1.36Матожидание выигрыша0.13
Абсолютная просадка1.44Максимальная просадка10.13 (8.53%)Относительная просадка8.53% (10.13)
Всего сделок104Короткие позиции (% выигравших)56 (64.29%)Длинные позиции (% выигравших)48 (75.00%)
Прибыльные сделки (% от всех)72 (69.23%)Убыточные сделки (% от всех)32 (30.77%)
Самая большаяприбыльная сделка2.95убыточная сделка-4.29
Средняяприбыльная сделка0.69убыточная сделка-1.14
Максимальное количествонепрерывных выигрышей (прибыль)7 (3.37)непрерывных проигрышей (убыток)3 (-1.19)
Макс.непрерывная прибыль (число выигрышей)6.36 (6)непрерывный убыток (число проигрышей)-4.66 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.02 23:46sell10.01120.4480.0000.000
22015.01.02 23:46modify10.01120.448120.898119.448
32015.01.05 01:16close10.01120.401120.898119.4480.38100.38
42015.01.06 23:02sell20.01118.6650.0000.000
52015.01.06 23:02modify20.01118.665119.115117.665
62015.01.07 00:56close20.01118.441119.115117.6651.88102.26
72015.01.16 00:28buy30.01116.2260.0000.000
82015.01.16 00:28modify30.01116.226115.776117.226
92015.01.16 02:08close30.01116.384115.776117.2261.36103.62
102015.01.20 00:53buy40.01117.5220.0000.000
112015.01.20 00:53modify40.01117.522117.072118.522
122015.01.20 01:45close40.01117.630117.072118.5220.92104.54
132015.01.22 23:21sell50.01118.4850.0000.000
142015.01.22 23:21modify50.01118.485118.935117.485
152015.01.23 03:31close50.01118.539118.935117.485-0.47104.07
162015.01.29 23:57buy60.01118.2990.0000.000
172015.01.29 23:57modify60.01118.299117.849119.299
182015.01.30 00:47close60.01118.360117.849119.2990.51104.58
192015.02.02 23:39sell70.01117.4220.0000.000
202015.02.02 23:39modify70.01117.422117.872116.422
212015.02.03 02:35close70.01117.560117.872116.422-1.18103.40
222015.02.06 23:10buy80.01119.0630.0000.000
232015.02.06 23:10modify80.01119.063118.613120.063
242015.02.09 01:35close80.01119.078118.613120.0630.12103.52
252015.02.09 23:04buy90.01118.3870.0000.000
262015.02.09 23:04modify90.01118.387117.937119.387
272015.02.09 23:36close90.01118.587117.937119.3871.69105.21
282015.02.13 00:51sell100.01119.0390.0000.000
292015.02.13 00:51modify100.01119.039119.489118.039
302015.02.13 02:46close100.01119.005119.489118.0390.29105.50
312015.02.20 23:14sell110.01119.1780.0000.000
322015.02.20 23:14modify110.01119.178119.628118.178
332015.02.21 00:51close110.01119.018119.628118.1781.34106.84
342015.02.23 23:57buy120.01118.8210.0000.000
352015.02.23 23:57modify120.01118.821118.371119.821
362015.02.24 01:22close120.01118.849118.371119.8210.23107.07
372015.02.25 00:52sell130.01118.9880.0000.000
382015.02.25 00:52modify130.01118.988119.438117.988
392015.02.25 01:01close130.01118.940119.438117.9880.40107.47
402015.03.03 23:05sell140.01119.7260.0000.000
412015.03.03 23:05modify140.01119.726120.176118.726
422015.03.04 01:00close140.01119.728120.176118.726-0.03107.44
432015.03.12 23:22buy150.01121.2820.0000.000
442015.03.12 23:22modify150.01121.282120.832122.282
452015.03.13 01:00close150.01121.302120.832122.2820.15107.59
462015.03.19 23:29buy160.01120.8570.0000.000
472015.03.19 23:29modify160.01120.857120.407121.857
482015.03.20 01:58close160.01120.806120.407121.857-0.43107.16
492015.03.27 23:14sell170.01119.2240.0000.000
502015.03.27 23:14modify170.01119.224119.674118.224
512015.03.27 23:58close170.01119.137119.674118.2240.73107.89
522015.03.31 00:58buy180.01120.0880.0000.000
532015.03.31 00:58modify180.01120.088119.638121.088
542015.03.31 01:04close180.01120.145119.638121.0880.47108.36
552015.04.01 00:18sell190.01120.0230.0000.000
562015.04.01 00:18modify190.01120.023120.473119.023
572015.04.01 02:32close190.01120.035120.473119.023-0.10108.26
582015.04.06 23:06sell200.01119.4460.0000.000
592015.04.06 23:06modify200.01119.446119.896118.446
602015.04.07 01:45close200.01119.472119.896118.446-0.23108.03
612015.04.08 00:52buy210.01120.2720.0000.000
622015.04.08 00:52modify210.01120.272119.822121.272
632015.04.08 01:40close210.01120.316119.822121.2720.37108.40
642015.04.14 00:51sell220.01120.1700.0000.000
652015.04.14 00:51modify220.01120.170120.620119.170
662015.04.14 01:16close220.01120.129120.620119.1700.34108.74
672015.04.14 23:43sell230.01119.4410.0000.000
682015.04.14 23:44modify230.01119.441119.891118.441
692015.04.15 01:00close230.01119.406119.891118.4410.28109.02
702015.04.21 00:59buy240.01119.1730.0000.000
712015.04.21 00:59modify240.01119.173118.723120.173
722015.04.21 01:45close240.01119.223118.723120.1730.42109.44
732015.04.24 00:52sell250.01119.5870.0000.000
742015.04.24 00:52modify250.01119.587120.037118.587
752015.04.24 01:12close250.01119.554120.037118.5870.28109.72
762015.04.30 23:00buy260.01119.4100.0000.000
772015.04.30 23:00modify260.01119.410118.960120.410
782015.05.01 01:30close260.01119.385118.960120.410-0.22109.50
792015.06.11 23:03buy270.01123.4070.0000.000
802015.06.11 23:03modify270.01123.407122.957124.407
812015.06.12 01:05close270.01123.452122.957124.4070.35109.85
822015.06.18 23:27buy280.01122.9250.0000.000
832015.06.18 23:27modify280.01122.925122.475123.925
842015.06.19 01:00close280.01122.962122.475123.9250.29110.14
852015.06.19 23:42sell290.01122.7270.0000.000
862015.06.19 23:42modify290.01122.727123.177121.727
872015.06.20 00:47close290.01122.674123.177121.7270.43110.57
882015.06.29 23:09sell300.01122.5800.0000.000
892015.06.29 23:09modify300.01122.580123.030121.580
902015.06.29 23:43close300.01122.505123.030121.5800.61111.18
912015.07.03 23:40buy310.01122.6880.0000.000
922015.07.03 23:40modify310.01122.688122.238123.688
932015.07.03 23:45close310.01122.768122.238123.6880.65111.83
942015.07.07 23:21sell320.01122.5880.0000.000
952015.07.07 23:21modify320.01122.588123.038121.588
962015.07.08 01:18close320.01122.495123.038121.5880.75112.58
972015.07.10 00:39buy330.01121.2450.0000.000
982015.07.10 00:39modify330.01121.245120.795122.245
992015.07.10 00:50close330.01121.280120.795122.2450.29112.87
1002015.07.24 00:59sell340.01123.9100.0000.000
1012015.07.24 00:59modify340.01123.910124.360122.910
1022015.07.24 02:45close340.01123.919124.360122.910-0.07112.80
1032015.07.30 23:09buy350.01124.1920.0000.000
1042015.07.30 23:09modify350.01124.192123.742125.192
1052015.07.31 01:17close350.01124.170123.742125.192-0.19112.61
1062015.08.04 23:12sell360.01124.4010.0000.000
1072015.08.04 23:12modify360.01124.401124.851123.401
1082015.08.05 01:18close360.01124.364124.851123.4010.29112.90
1092015.08.21 00:11buy370.01123.3760.0000.000
1102015.08.21 00:11modify370.01123.376122.926124.376
1112015.08.21 02:15close370.01123.412122.926124.3760.29113.19
1122015.08.25 23:21buy380.01119.4850.0000.000
1132015.08.25 23:21modify380.01119.485119.035120.485
1142015.08.25 23:45s/l380.01119.035119.035120.485-3.78109.41
1152015.08.27 23:03buy390.01120.6000.0000.000
1162015.08.27 23:03modify390.01120.600120.150121.600
1172015.08.27 23:32close390.01120.817120.150121.6001.80111.21
1182015.09.02 00:38buy400.01119.6310.0000.000
1192015.09.02 00:38modify400.01119.631119.181120.631
1202015.09.02 03:01close400.01119.632119.181120.6310.01111.22
1212015.09.04 23:08sell410.01119.0130.0000.000
1222015.09.04 23:08modify410.01119.013119.463118.013
1232015.09.04 23:23close410.01118.901119.463118.0130.94112.16
1242015.09.04 23:41sell420.01119.0310.0000.000
1252015.09.04 23:41modify420.01119.031119.481118.031
1262015.09.07 01:00close420.01118.900119.481118.0311.09113.25
1272015.09.09 00:20buy430.01119.8070.0000.000
1282015.09.09 00:20modify430.01119.807119.357120.807
1292015.09.09 01:45close430.01119.864119.357120.8070.48113.73
1302015.09.17 23:22buy440.01119.8770.0000.000
1312015.09.17 23:22modify440.01119.877119.427120.877
1322015.09.18 01:29close440.01120.123119.427120.8772.04115.77
1332015.09.18 23:11sell450.01119.8830.0000.000
1342015.09.18 23:11modify450.01119.883120.333118.883
1352015.09.21 02:48close450.01119.978120.333118.883-0.80114.97
1362015.09.25 23:03buy460.01120.5910.0000.000
1372015.09.25 23:03modify460.01120.591120.141121.591
1382015.09.28 02:00close460.01120.530120.141121.591-0.52114.45
1392015.09.28 23:43sell470.01119.9220.0000.000
1402015.09.28 23:43modify470.01119.922120.372118.922
1412015.09.29 02:01close470.01119.920120.372118.9220.01114.46
1422015.09.29 23:22buy480.01119.5640.0000.000
1432015.09.29 23:22modify480.01119.564119.114120.564
1442015.09.30 00:25close480.01119.768119.114120.5641.69116.15
1452015.10.02 23:19sell490.01120.0420.0000.000
1462015.10.02 23:19modify490.01120.042120.492119.042
1472015.10.05 02:05close490.01119.976120.492119.0420.54116.69
1482015.10.16 23:40sell500.01119.4850.0000.000
1492015.10.16 23:40modify500.01119.485119.935118.485
1502015.10.19 01:02close500.01119.407119.935118.4850.64117.33
1512015.11.10 23:00sell510.01123.2730.0000.000
1522015.11.10 23:00modify510.01123.273123.723122.273
1532015.11.11 00:31close510.01123.215123.723122.2730.46117.79
1542015.12.14 23:51sell520.01120.9720.0000.000
1552015.12.14 23:51modify520.01120.972121.422119.972
1562015.12.15 01:45close520.01120.924121.422119.9720.39118.18
1572015.12.18 00:50buy530.01122.6090.0000.000
1582015.12.18 00:50modify530.01122.609122.159123.609
1592015.12.18 03:20close530.01122.545122.159123.609-0.52117.66
1602015.12.22 00:44sell540.01121.2210.0000.000
1612015.12.22 00:44modify540.01121.221121.671120.221
1622015.12.22 02:55close540.01121.229121.671120.221-0.07117.59
1632015.12.25 00:32sell550.01120.4020.0000.000
1642015.12.25 00:32modify550.01120.402120.852119.402
1652015.12.25 01:21close550.01120.374120.852119.4020.23117.82
1662016.01.01 00:48sell560.01120.2670.0000.000
1672016.01.01 00:48modify560.01120.267120.717119.267
1682016.01.04 01:00close560.01120.203120.717119.2670.52118.34
1692016.01.08 23:41buy570.01117.5460.0000.000
1702016.01.08 23:41modify570.01117.546117.096118.546
1712016.01.11 01:06s/l570.01117.096117.096118.546-3.85114.49
1722016.01.11 23:28sell580.01117.6290.0000.000
1732016.01.11 23:28modify580.01117.629118.079116.629
1742016.01.12 02:00close580.01117.723118.079116.629-0.81113.68
1752016.01.15 00:25buy590.01118.0150.0000.000
1762016.01.15 00:25modify590.01118.015117.565119.015
1772016.01.15 01:10close590.01118.124117.565119.0150.92114.60
1782016.01.15 23:03sell600.01117.0290.0000.000
1792016.01.15 23:03modify600.01117.029117.479116.029
1802016.01.18 01:00close600.01116.684117.479116.0292.95117.55
1812016.01.19 23:26sell610.01117.5690.0000.000
1822016.01.19 23:26modify610.01117.569118.019116.569
1832016.01.20 02:00close610.01117.632118.019116.569-0.55116.99
1842016.01.22 00:01sell620.01117.6910.0000.000
1852016.01.22 00:01modify620.01117.691118.141116.691
1862016.01.22 03:17close620.01117.738118.141116.691-0.40116.59
1872016.01.25 23:37buy630.01118.3640.0000.000
1882016.01.25 23:37modify630.01118.364117.914119.364
1892016.01.26 02:00close630.01118.337117.914119.364-0.24116.35
1902016.01.26 23:05buy640.01118.4440.0000.000
1912016.01.26 23:05modify640.01118.444117.994119.444
1922016.01.27 00:38close640.01118.486117.994119.4440.34116.70
1932016.02.08 23:42sell650.01115.6820.0000.000
1942016.02.08 23:42modify650.01115.682116.132114.682
1952016.02.09 01:56close650.01115.565116.132114.6821.00117.69
1962016.02.09 23:02sell660.01115.0270.0000.000
1972016.02.09 23:02modify660.01115.027115.477114.027
1982016.02.10 01:45close660.01115.117115.477114.027-0.79116.90
1992016.02.11 23:39sell670.01112.4250.0000.000
2002016.02.11 23:39modify670.01112.425112.875111.425
2012016.02.12 03:00close670.01112.409112.875111.4250.13117.03
2022016.02.17 00:28sell680.01114.0240.0000.000
2032016.02.17 00:28modify680.01114.024114.474113.024
2042016.02.17 04:14close680.01114.126114.474113.024-0.89116.14
2052016.02.18 23:36buy690.01113.3940.0000.000
2062016.02.18 23:36modify690.01113.394112.944114.394
2072016.02.19 02:00close690.01113.319112.944114.394-0.67115.47
2082016.02.19 23:06sell700.01112.6290.0000.000
2092016.02.19 23:06modify700.01112.629113.079111.629
2102016.02.20 00:52close700.01112.601113.079111.6290.25115.72
2112016.02.22 23:03buy710.01112.8160.0000.000
2122016.02.22 23:03modify710.01112.816112.366113.816
2132016.02.23 00:55close710.01112.929112.366113.8160.99116.71
2142016.03.01 00:52buy720.01112.6760.0000.000
2152016.03.01 00:52modify720.01112.676112.226113.676
2162016.03.01 01:28s/l720.01112.226112.226113.676-4.01112.70
2172016.03.01 23:25buy730.01113.9350.0000.000
2182016.03.01 23:25modify730.01113.935113.485114.935
2192016.03.02 01:01close730.01114.046113.485114.9350.96113.66
2202016.03.04 00:58sell740.01113.7040.0000.000
2212016.03.04 00:58modify740.01113.704114.154112.704
2222016.03.04 02:58close740.01113.693114.154112.7040.10113.76
2232016.03.10 23:14sell750.01113.1590.0000.000
2242016.03.10 23:14modify750.01113.159113.609112.159
2252016.03.11 01:32close750.01113.163113.609112.159-0.05113.71
2262016.03.11 23:23sell760.01113.8050.0000.000
2272016.03.11 23:23modify760.01113.805114.255112.805
2282016.03.14 01:26close760.01113.829114.255112.805-0.22113.49
2292016.03.23 00:51sell770.01112.4280.0000.000
2302016.03.23 00:51modify770.01112.428112.878111.428
2312016.03.23 00:57close770.01112.375112.878111.4280.47113.96
2322016.03.25 23:51buy780.01113.0540.0000.000
2332016.03.25 23:51modify780.01113.054112.604114.054
2342016.03.28 01:03close780.01113.167112.604114.0540.99114.95
2352016.04.04 23:08sell790.01111.2880.0000.000
2362016.04.04 23:08modify790.01111.288111.738110.288
2372016.04.05 01:15close790.01111.302111.738110.288-0.14114.81
2382016.04.08 23:02buy800.01108.2910.0000.000
2392016.04.08 23:02modify800.01108.291107.841109.291
2402016.04.11 02:23close800.01108.126107.841109.291-1.54113.27
2412016.04.14 23:53sell810.01109.3990.0000.000
2422016.04.14 23:53modify810.01109.399109.849108.399
2432016.04.15 02:15close810.01109.442109.849108.399-0.40112.87
2442016.04.18 23:26buy820.01108.7700.0000.000
2452016.04.18 23:26modify820.01108.770108.320109.770
2462016.04.19 00:25close820.01108.829108.320109.7700.53113.40
2472016.04.21 23:27buy830.01109.4530.0000.000
2482016.04.21 23:27modify830.01109.453109.003110.453
2492016.04.22 00:27close830.01109.502109.003110.4530.44113.84
2502016.04.26 00:15buy840.01111.0900.0000.000
2512016.04.26 00:15modify840.01111.090110.640112.090
2522016.04.26 00:34close840.01111.212110.640112.0901.10114.94
2532016.05.03 00:20buy850.01106.4100.0000.000
2542016.05.03 00:20modify850.01106.410105.960107.410
2552016.05.03 02:09close850.01106.428105.960107.4100.17115.11
2562016.05.04 00:50sell860.01106.5990.0000.000
2572016.05.04 00:50modify860.01106.599107.049105.599
2582016.05.04 01:38s/l860.01107.049107.049105.599-4.20110.91
2592016.06.09 23:31sell870.01107.0240.0000.000
2602016.06.09 23:31modify870.01107.024107.474106.024
2612016.06.10 01:48close870.01106.990107.474106.0240.31111.22
2622016.06.14 23:46sell880.01106.1640.0000.000
2632016.06.14 23:46modify880.01106.164106.614105.164
2642016.06.15 01:02close880.01106.072106.614105.1640.86112.08
2652016.06.17 00:51buy890.01104.2360.0000.000
2662016.06.17 00:51modify890.01104.236103.786105.236
2672016.06.17 01:30close890.01104.327103.786105.2360.87112.95
2682016.06.21 00:09buy900.01103.8230.0000.000
2692016.06.21 00:09modify900.01103.823103.373104.823
2702016.06.21 00:45close900.01103.965103.373104.8231.37114.32
2712016.06.24 00:01sell910.01105.9580.0000.000
2722016.06.24 00:01modify910.01105.958106.408104.958
2732016.06.24 01:05s/l910.01106.408106.408104.958-4.23110.09
2742016.06.24 23:43sell920.01102.3430.0000.000
2752016.06.24 23:43modify920.01102.343102.793101.343
2762016.06.25 00:50close920.01102.265102.793101.3430.76110.85
2772016.06.27 23:48sell930.01102.1000.0000.000
2782016.06.27 23:48modify930.01102.100102.550101.100
2792016.06.28 00:57close930.01102.017102.550101.1000.80111.65
2802016.06.29 00:05buy940.01102.6310.0000.000
2812016.06.29 00:05modify940.01102.631102.181103.631
2822016.06.29 00:44close940.01102.730102.181103.6310.96112.61
2832016.07.05 23:19sell950.01101.6270.0000.000
2842016.07.05 23:19modify950.01101.627102.077100.627
2852016.07.06 01:50close950.01101.694102.077100.627-0.67111.94
2862016.07.12 23:04buy960.01104.7910.0000.000
2872016.07.12 23:04modify960.01104.791104.341105.791
2882016.07.12 23:58close960.01104.865104.341105.7910.71112.65
2892016.07.13 00:56buy970.01104.6830.0000.000
2902016.07.13 00:56modify970.01104.683104.233105.683
2912016.07.13 02:18close970.01104.776104.233105.6830.89113.54
2922016.07.15 23:52buy980.01105.4550.0000.000
2932016.07.15 23:52modify980.01105.455105.005106.455
2942016.07.16 00:30s/l980.01105.005105.005106.455-4.29109.25
2952016.08.12 23:00sell990.01101.2730.0000.000
2962016.08.12 23:00modify990.01101.273101.723100.273
2972016.08.15 01:01close990.01101.138101.723100.2731.32110.57
2982016.09.01 23:46buy1000.01103.2130.0000.000
2992016.09.01 23:46modify1000.01103.213102.763104.213
3002016.09.02 01:14close1000.01103.262102.763104.2130.46111.03
3012016.09.06 00:13sell1010.01103.4550.0000.000
3022016.09.06 00:13modify1010.01103.455103.905102.455
3032016.09.06 00:44close1010.01103.415103.905102.4550.39111.42
3042016.09.07 00:09buy1020.01102.0000.0000.000
3052016.09.07 00:09modify1020.01102.000101.550103.000
3062016.09.07 00:25close1020.01102.036101.550103.0000.35111.77
3072016.09.20 00:57sell1030.01101.9240.0000.000
3082016.09.20 00:57modify1030.01101.924102.374100.924
3092016.09.20 01:31close1030.01101.857102.374100.9240.66112.43
3102016.09.23 23:11sell1040.01101.1320.0000.000
3112016.09.23 23:11modify1040.01101.132101.582100.132
3122016.09.23 23:52close1040.01101.044101.582100.1320.87113.30