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="00:00"; monday_pause_start="01:00"; monday_pause_stop="23:00"; 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="0"; friday_pause_stop="0"; friday_close="01:00"; 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 прибыль13.86Общая прибыль39.21Общий убыток-25.34
Прибыльность1.55Матожидание выигрыша0.16
Абсолютная просадка1.42Максимальная просадка7.13 (6.16%)Относительная просадка6.16% (7.13)
Всего сделок85Короткие позиции (% выигравших)43 (58.14%)Длинные позиции (% выигравших)42 (80.95%)
Прибыльные сделки (% от всех)59 (69.41%)Убыточные сделки (% от всех)26 (30.59%)
Самая большаяприбыльная сделка2.04убыточная сделка-4.23
Средняяприбыльная сделка0.66убыточная сделка-0.97
Максимальное количествонепрерывных выигрышей (прибыль)8 (6.88)непрерывных проигрышей (убыток)3 (-1.19)
Макс.непрерывная прибыль (число выигрышей)6.88 (8)непрерывный убыток (число проигрышей)-4.23 (1)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 23:02sell10.01118.6650.0000.000
22015.01.06 23:02modify10.01118.665119.115117.665
32015.01.07 00:56close10.01118.441119.115117.6651.88101.88
42015.01.16 00:28buy20.01116.2260.0000.000
52015.01.16 00:28modify20.01116.226115.776117.226
62015.01.16 02:08close20.01116.384115.776117.2261.36103.24
72015.01.20 00:53buy30.01117.5220.0000.000
82015.01.20 00:53modify30.01117.522117.072118.522
92015.01.20 01:45close30.01117.630117.072118.5220.92104.16
102015.01.22 23:21sell40.01118.4850.0000.000
112015.01.22 23:21modify40.01118.485118.935117.485
122015.01.23 03:31close40.01118.539118.935117.485-0.47103.69
132015.01.29 23:57buy50.01118.2990.0000.000
142015.01.29 23:57modify50.01118.299117.849119.299
152015.01.30 00:47close50.01118.360117.849119.2990.51104.20
162015.02.02 23:39sell60.01117.4220.0000.000
172015.02.02 23:39modify60.01117.422117.872116.422
182015.02.03 02:35close60.01117.560117.872116.422-1.18103.02
192015.02.09 23:04buy70.01118.3870.0000.000
202015.02.09 23:04modify70.01118.387117.937119.387
212015.02.09 23:36close70.01118.587117.937119.3871.69104.71
222015.02.13 00:51sell80.01119.0390.0000.000
232015.02.13 00:51modify80.01119.039119.489118.039
242015.02.13 02:46close80.01119.005119.489118.0390.29105.00
252015.02.23 23:57buy90.01118.8210.0000.000
262015.02.23 23:57modify90.01118.821118.371119.821
272015.02.24 01:22close90.01118.849118.371119.8210.23105.23
282015.02.25 00:52sell100.01118.9880.0000.000
292015.02.25 00:52modify100.01118.988119.438117.988
302015.02.25 01:01close100.01118.940119.438117.9880.40105.63
312015.03.03 23:05sell110.01119.7260.0000.000
322015.03.03 23:05modify110.01119.726120.176118.726
332015.03.04 01:00close110.01119.728120.176118.726-0.03105.60
342015.03.09 00:00sell120.01120.8520.0000.000
352015.03.09 00:00modify120.01120.852121.302119.852
362015.03.09 00:42close120.01120.732121.302119.8520.99106.59
372015.03.12 23:22buy130.01121.2820.0000.000
382015.03.12 23:22modify130.01121.282120.832122.282
392015.03.13 01:00close130.01121.302120.832122.2820.15106.74
402015.03.19 23:29buy140.01120.8570.0000.000
412015.03.19 23:29modify140.01120.857120.407121.857
422015.03.20 01:58close140.01120.806120.407121.857-0.43106.31
432015.03.23 00:00buy150.01119.8800.0000.000
442015.03.23 00:00modify150.01119.880119.430120.880
452015.03.23 01:41close150.01120.044119.430120.8801.37107.68
462015.03.31 00:58buy160.01120.0880.0000.000
472015.03.31 00:58modify160.01120.088119.638121.088
482015.03.31 01:04close160.01120.145119.638121.0880.47108.15
492015.04.01 00:18sell170.01120.0230.0000.000
502015.04.01 00:18modify170.01120.023120.473119.023
512015.04.01 02:32close170.01120.035120.473119.023-0.10108.05
522015.04.06 23:06sell180.01119.4460.0000.000
532015.04.06 23:06modify180.01119.446119.896118.446
542015.04.07 01:45close180.01119.472119.896118.446-0.23107.82
552015.04.08 00:52buy190.01120.2720.0000.000
562015.04.08 00:52modify190.01120.272119.822121.272
572015.04.08 01:40close190.01120.316119.822121.2720.37108.19
582015.04.14 00:51sell200.01120.1700.0000.000
592015.04.14 00:51modify200.01120.170120.620119.170
602015.04.14 01:16close200.01120.129120.620119.1700.34108.53
612015.04.14 23:43sell210.01119.4410.0000.000
622015.04.14 23:44modify210.01119.441119.891118.441
632015.04.15 01:00close210.01119.406119.891118.4410.28108.81
642015.04.21 00:59buy220.01119.1730.0000.000
652015.04.21 00:59modify220.01119.173118.723120.173
662015.04.21 01:45close220.01119.223118.723120.1730.42109.23
672015.04.24 00:52sell230.01119.5870.0000.000
682015.04.24 00:52modify230.01119.587120.037118.587
692015.04.24 01:12close230.01119.554120.037118.5870.28109.51
702015.04.30 23:00buy240.01119.4100.0000.000
712015.04.30 23:00modify240.01119.410118.960120.410
722015.05.01 01:30close240.01119.385118.960120.410-0.22109.29
732015.06.11 23:03buy250.01123.4070.0000.000
742015.06.11 23:03modify250.01123.407122.957124.407
752015.06.12 01:05close250.01123.452122.957124.4070.35109.64
762015.06.18 23:27buy260.01122.9250.0000.000
772015.06.18 23:27modify260.01122.925122.475123.925
782015.06.19 01:00close260.01122.962122.475123.9250.29109.93
792015.06.29 23:09sell270.01122.5800.0000.000
802015.06.29 23:09modify270.01122.580123.030121.580
812015.06.29 23:43close270.01122.505123.030121.5800.61110.54
822015.07.07 23:21sell280.01122.5880.0000.000
832015.07.07 23:21modify280.01122.588123.038121.588
842015.07.08 01:18close280.01122.495123.038121.5880.75111.29
852015.07.10 00:39buy290.01121.2450.0000.000
862015.07.10 00:39modify290.01121.245120.795122.245
872015.07.10 00:50close290.01121.280120.795122.2450.29111.58
882015.07.24 00:59sell300.01123.9100.0000.000
892015.07.24 00:59modify300.01123.910124.360122.910
902015.07.24 02:45close300.01123.919124.360122.910-0.07111.51
912015.07.30 23:09buy310.01124.1920.0000.000
922015.07.30 23:09modify310.01124.192123.742125.192
932015.07.31 01:17close310.01124.170123.742125.192-0.19111.32
942015.08.04 23:12sell320.01124.4010.0000.000
952015.08.04 23:12modify320.01124.401124.851123.401
962015.08.05 01:18close320.01124.364124.851123.4010.29111.61
972015.08.21 00:11buy330.01123.3760.0000.000
982015.08.21 00:11modify330.01123.376122.926124.376
992015.08.21 02:15close330.01123.412122.926124.3760.29111.90
1002015.08.25 23:21buy340.01119.4850.0000.000
1012015.08.25 23:21modify340.01119.485119.035120.485
1022015.08.25 23:45s/l340.01119.035119.035120.485-3.78108.12
1032015.08.27 23:03buy350.01120.6000.0000.000
1042015.08.27 23:03modify350.01120.600120.150121.600
1052015.08.27 23:32close350.01120.817120.150121.6001.80109.92
1062015.09.02 00:38buy360.01119.6310.0000.000
1072015.09.02 00:38modify360.01119.631119.181120.631
1082015.09.02 03:01close360.01119.632119.181120.6310.01109.93
1092015.09.09 00:20buy370.01119.8070.0000.000
1102015.09.09 00:20modify370.01119.807119.357120.807
1112015.09.09 01:45close370.01119.864119.357120.8070.48110.41
1122015.09.17 23:22buy380.01119.8770.0000.000
1132015.09.17 23:22modify380.01119.877119.427120.877
1142015.09.18 01:29close380.01120.123119.427120.8772.04112.45
1152015.09.28 23:43sell390.01119.9220.0000.000
1162015.09.28 23:43modify390.01119.922120.372118.922
1172015.09.29 02:01close390.01119.920120.372118.9220.01112.46
1182015.09.29 23:22buy400.01119.5640.0000.000
1192015.09.29 23:22modify400.01119.564119.114120.564
1202015.09.30 00:25close400.01119.768119.114120.5641.69114.15
1212015.11.10 23:00sell410.01123.2730.0000.000
1222015.11.10 23:00modify410.01123.273123.723122.273
1232015.11.11 00:31close410.01123.215123.723122.2730.46114.61
1242015.12.14 23:51sell420.01120.9720.0000.000
1252015.12.14 23:51modify420.01120.972121.422119.972
1262015.12.15 01:45close420.01120.924121.422119.9720.39115.00
1272015.12.18 00:50buy430.01122.6090.0000.000
1282015.12.18 00:50modify430.01122.609122.159123.609
1292015.12.18 03:20close430.01122.545122.159123.609-0.52114.48
1302015.12.22 00:44sell440.01121.2210.0000.000
1312015.12.22 00:44modify440.01121.221121.671120.221
1322015.12.22 02:55close440.01121.229121.671120.221-0.07114.41
1332015.12.25 00:32sell450.01120.4020.0000.000
1342015.12.25 00:32modify450.01120.402120.852119.402
1352015.12.25 01:21close450.01120.374120.852119.4020.23114.64
1362016.01.01 00:48sell460.01120.2670.0000.000
1372016.01.01 00:48modify460.01120.267120.717119.267
1382016.01.04 01:00close460.01120.203120.717119.2670.52115.16
1392016.01.11 23:28sell470.01117.6290.0000.000
1402016.01.11 23:28modify470.01117.629118.079116.629
1412016.01.12 02:00close470.01117.723118.079116.629-0.81114.35
1422016.01.15 00:25buy480.01118.0150.0000.000
1432016.01.15 00:25modify480.01118.015117.565119.015
1442016.01.15 01:10close480.01118.124117.565119.0150.92115.27
1452016.01.19 23:26sell490.01117.5690.0000.000
1462016.01.19 23:26modify490.01117.569118.019116.569
1472016.01.20 02:00close490.01117.632118.019116.569-0.55114.72
1482016.01.22 00:01sell500.01117.6910.0000.000
1492016.01.22 00:01modify500.01117.691118.141116.691
1502016.01.22 03:17close500.01117.738118.141116.691-0.40114.32
1512016.01.25 23:37buy510.01118.3640.0000.000
1522016.01.25 23:37modify510.01118.364117.914119.364
1532016.01.26 02:00close510.01118.337117.914119.364-0.24114.08
1542016.01.26 23:05buy520.01118.4440.0000.000
1552016.01.26 23:05modify520.01118.444117.994119.444
1562016.01.27 00:38close520.01118.486117.994119.4440.34114.42
1572016.02.08 23:42sell530.01115.6820.0000.000
1582016.02.08 23:42modify530.01115.682116.132114.682
1592016.02.09 01:56close530.01115.565116.132114.6821.00115.42
1602016.02.09 23:02sell540.01115.0270.0000.000
1612016.02.09 23:02modify540.01115.027115.477114.027
1622016.02.10 01:45close540.01115.117115.477114.027-0.79114.63
1632016.02.11 23:39sell550.01112.4250.0000.000
1642016.02.11 23:39modify550.01112.425112.875111.425
1652016.02.12 03:00close550.01112.409112.875111.4250.13114.76
1662016.02.17 00:28sell560.01114.0240.0000.000
1672016.02.17 00:28modify560.01114.024114.474113.024
1682016.02.17 04:14close560.01114.126114.474113.024-0.89113.87
1692016.02.18 23:36buy570.01113.3940.0000.000
1702016.02.18 23:36modify570.01113.394112.944114.394
1712016.02.19 02:00close570.01113.319112.944114.394-0.67113.20
1722016.02.22 23:03buy580.01112.8160.0000.000
1732016.02.22 23:03modify580.01112.816112.366113.816
1742016.02.23 00:55close580.01112.929112.366113.8160.99114.19
1752016.03.01 00:52buy590.01112.6760.0000.000
1762016.03.01 00:52modify590.01112.676112.226113.676
1772016.03.01 01:28s/l590.01112.226112.226113.676-4.01110.18
1782016.03.01 23:25buy600.01113.9350.0000.000
1792016.03.01 23:25modify600.01113.935113.485114.935
1802016.03.02 01:01close600.01114.046113.485114.9350.96111.14
1812016.03.04 00:58sell610.01113.7040.0000.000
1822016.03.04 00:58modify610.01113.704114.154112.704
1832016.03.04 02:58close610.01113.693114.154112.7040.10111.24
1842016.03.10 23:14sell620.01113.1590.0000.000
1852016.03.10 23:14modify620.01113.159113.609112.159
1862016.03.11 01:32close620.01113.163113.609112.159-0.05111.19
1872016.03.14 00:00sell630.01113.9410.0000.000
1882016.03.14 00:00modify630.01113.941114.391112.941
1892016.03.14 01:26close630.01113.829114.391112.9410.98112.17
1902016.03.23 00:51sell640.01112.4280.0000.000
1912016.03.23 00:51modify640.01112.428112.878111.428
1922016.03.23 00:57close640.01112.375112.878111.4280.47112.64
1932016.04.04 23:08sell650.01111.2880.0000.000
1942016.04.04 23:08modify650.01111.288111.738110.288
1952016.04.05 01:15close650.01111.302111.738110.288-0.14112.50
1962016.04.14 23:53sell660.01109.3990.0000.000
1972016.04.14 23:53modify660.01109.399109.849108.399
1982016.04.15 02:15close660.01109.442109.849108.399-0.40112.10
1992016.04.18 23:26buy670.01108.7700.0000.000
2002016.04.18 23:26modify670.01108.770108.320109.770
2012016.04.19 00:25close670.01108.829108.320109.7700.53112.63
2022016.04.21 23:27buy680.01109.4530.0000.000
2032016.04.21 23:27modify680.01109.453109.003110.453
2042016.04.22 00:27close680.01109.502109.003110.4530.44113.07
2052016.04.26 00:15buy690.01111.0900.0000.000
2062016.04.26 00:15modify690.01111.090110.640112.090
2072016.04.26 00:34close690.01111.212110.640112.0901.10114.17
2082016.05.03 00:20buy700.01106.4100.0000.000
2092016.05.03 00:20modify700.01106.410105.960107.410
2102016.05.03 02:09close700.01106.428105.960107.4100.17114.34
2112016.05.04 00:50sell710.01106.5990.0000.000
2122016.05.04 00:50modify710.01106.599107.049105.599
2132016.05.04 01:38s/l710.01107.049107.049105.599-4.20110.14
2142016.06.09 23:31sell720.01107.0240.0000.000
2152016.06.09 23:31modify720.01107.024107.474106.024
2162016.06.10 01:48close720.01106.990107.474106.0240.31110.45
2172016.06.14 23:46sell730.01106.1640.0000.000
2182016.06.14 23:46modify730.01106.164106.614105.164
2192016.06.15 01:02close730.01106.072106.614105.1640.86111.30
2202016.06.17 00:51buy740.01104.2360.0000.000
2212016.06.17 00:51modify740.01104.236103.786105.236
2222016.06.17 01:30close740.01104.327103.786105.2360.87112.17
2232016.06.21 00:09buy750.01103.8230.0000.000
2242016.06.21 00:09modify750.01103.823103.373104.823
2252016.06.21 00:45close750.01103.965103.373104.8231.37113.54
2262016.06.24 00:01sell760.01105.9580.0000.000
2272016.06.24 00:01modify760.01105.958106.408104.958
2282016.06.24 01:05s/l760.01106.408106.408104.958-4.23109.31
2292016.06.27 23:48sell770.01102.1000.0000.000
2302016.06.27 23:48modify770.01102.100102.550101.100
2312016.06.28 00:57close770.01102.017102.550101.1000.80110.11
2322016.06.29 00:05buy780.01102.6310.0000.000
2332016.06.29 00:05modify780.01102.631102.181103.631
2342016.06.29 00:44close780.01102.730102.181103.6310.96111.07
2352016.07.05 23:19sell790.01101.6270.0000.000
2362016.07.05 23:19modify790.01101.627102.077100.627
2372016.07.06 01:50close790.01101.694102.077100.627-0.67110.40
2382016.07.12 23:04buy800.01104.7910.0000.000
2392016.07.12 23:04modify800.01104.791104.341105.791
2402016.07.12 23:58close800.01104.865104.341105.7910.71111.11
2412016.07.13 00:56buy810.01104.6830.0000.000
2422016.07.13 00:56modify810.01104.683104.233105.683
2432016.07.13 02:18close810.01104.776104.233105.6830.89112.00
2442016.09.01 23:46buy820.01103.2130.0000.000
2452016.09.01 23:46modify820.01103.213102.763104.213
2462016.09.02 01:14close820.01103.262102.763104.2130.46112.46
2472016.09.06 00:13sell830.01103.4550.0000.000
2482016.09.06 00:13modify830.01103.455103.905102.455
2492016.09.06 00:44close830.01103.415103.905102.4550.39112.85
2502016.09.07 00:09buy840.01102.0000.0000.000
2512016.09.07 00:09modify840.01102.000101.550103.000
2522016.09.07 00:25close840.01102.036101.550103.0000.35113.20
2532016.09.20 00:57sell850.01101.9240.0000.000
2542016.09.20 00:57modify850.01101.924102.374100.924
2552016.09.20 01:31close850.01101.857102.374100.9240.66113.86