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="GBPCAD M15 Generic A-TLP v.11.86"; MagicNumber=333333; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=100; Take_Profit=110; 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=8; Min_Volatility=13; 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=85; time_break=240; loss=95; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=1; Exit_Profit_Pips=-65; ma_period=2; Reverse_Profit=15; 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="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="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 истории43614Смоделировано тиков49270739Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред20
Чистая прибыль32.81Общая прибыль55.20Общий убыток-22.39
Прибыльность2.47Матожидание выигрыша0.49
Абсолютная просадка1.67Максимальная просадка11.04 (8.36%)Относительная просадка8.36% (11.04)
Всего сделок67Короткие позиции (% выигравших)38 (71.05%)Длинные позиции (% выигравших)29 (72.41%)
Прибыльные сделки (% от всех)48 (71.64%)Убыточные сделки (% от всех)19 (28.36%)
Самая большаяприбыльная сделка2.80убыточная сделка-4.43
Средняяприбыльная сделка1.15убыточная сделка-1.18
Максимальное количествонепрерывных выигрышей (прибыль)9 (11.76)непрерывных проигрышей (убыток)2 (-5.33)
Макс.непрерывная прибыль (число выигрышей)11.76 (9)непрерывный убыток (число проигрышей)-5.33 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 22:49sell10.01118.6350.0000.000
22015.01.06 22:49modify10.01118.635119.635117.535
32015.01.07 00:51close10.01118.485119.635117.5351.26101.26
42015.01.13 22:06buy20.01117.6020.0000.000
52015.01.13 22:06modify20.01117.602116.602118.702
62015.01.13 22:31close20.01117.754116.602118.7021.29102.55
72015.01.19 22:54sell30.01117.7590.0000.000
82015.01.19 22:54modify30.01117.759118.759116.659
92015.01.19 23:46close30.01117.609118.759116.6591.28103.83
102015.01.30 22:26sell40.01117.6460.0000.000
112015.01.30 22:26modify40.01117.646118.646116.546
122015.01.31 00:26close40.01117.411118.646116.5462.00105.83
132015.02.02 23:41sell50.01117.4690.0000.000
142015.02.02 23:41modify50.01117.469118.469116.369
152015.02.03 03:02close50.01117.547118.469116.369-0.67105.16
162015.02.06 23:13buy60.01119.0230.0000.000
172015.02.06 23:13modify60.01119.023118.023120.123
182015.02.07 00:58close60.01119.175118.023120.1231.28106.44
192015.02.09 22:48buy70.01118.4010.0000.000
202015.02.09 22:48modify70.01118.401117.401119.501
212015.02.09 23:28close70.01118.551117.401119.5011.27107.71
222015.02.13 00:52sell80.01119.0800.0000.000
232015.02.13 00:52modify80.01119.080120.080117.980
242015.02.13 02:49close80.01118.901120.080117.9801.51109.22
252015.03.19 23:32buy90.01120.7770.0000.000
262015.03.19 23:32modify90.01120.777119.777121.877
272015.03.20 09:52close90.01120.761119.777121.877-0.14109.08
282015.04.01 00:39sell100.01120.0880.0000.000
292015.04.01 00:39modify100.01120.088121.088118.988
302015.04.01 03:59close100.01119.996121.088118.9880.77109.85
312015.04.06 23:06sell110.01119.4850.0000.000
322015.04.06 23:06modify110.01119.485120.485118.385
332015.04.07 09:22close110.01119.549120.485118.385-0.55109.30
342015.04.16 22:11buy120.01118.9140.0000.000
352015.04.16 22:11modify120.01118.914117.914120.014
362015.04.17 00:25close120.01119.072117.914120.0141.32110.62
372015.04.30 22:54buy130.01119.4670.0000.000
382015.04.30 22:54modify130.01119.467118.467120.567
392015.05.01 02:11close130.01119.451118.467120.567-0.14110.48
402015.06.04 22:28buy140.01124.2880.0000.000
412015.06.04 22:28modify140.01124.288123.288125.388
422015.06.05 01:40close140.01124.412123.288125.3880.99111.47
432015.06.11 22:43buy150.01123.4690.0000.000
442015.06.11 22:43modify150.01123.469122.469124.569
452015.06.12 01:55close150.01123.506122.469124.5690.29111.76
462015.06.18 23:40buy160.01122.8530.0000.000
472015.06.18 23:40modify160.01122.853121.853123.953
482015.06.19 03:09close160.01122.976121.853123.9530.99112.75
492015.07.07 23:26sell170.01122.5980.0000.000
502015.07.07 23:26modify170.01122.598123.598121.498
512015.07.08 01:26close170.01122.440123.598121.4981.28114.03
522015.07.30 23:12buy180.01124.1530.0000.000
532015.07.30 23:12modify180.01124.153123.153125.253
542015.07.31 01:51close180.01124.196123.153125.2530.34114.37
552015.08.04 22:02sell190.01124.2210.0000.000
562015.08.04 22:02modify190.01124.221125.221123.121
572015.08.05 03:08close190.01124.325125.221123.121-0.85113.52
582015.08.25 23:21buy200.01119.4410.0000.000
592015.08.25 23:21modify200.01119.441118.441120.541
602015.08.26 04:37close200.01119.135118.441120.541-2.58110.94
612015.08.27 22:56buy210.01120.6950.0000.000
622015.08.27 22:56modify210.01120.695119.695121.795
632015.08.27 23:38close210.01120.903119.695121.7951.72112.66
642015.09.02 00:40buy220.01119.5920.0000.000
652015.09.02 00:40modify220.01119.592118.592120.692
662015.09.02 03:27close220.01119.671118.592120.6920.66113.32
672015.09.04 23:53sell230.01119.0930.0000.000
682015.09.04 23:53modify230.01119.093120.093117.993
692015.09.07 01:00close230.01118.900120.093117.9931.61114.93
702015.09.17 22:00buy240.01120.5660.0000.000
712015.09.17 22:00modify240.01120.566119.566121.666
722015.09.17 22:00close240.01120.738119.566121.6661.42116.35
732015.09.17 22:01buy250.01120.7310.0000.000
742015.09.17 22:01modify250.01120.731119.731121.831
752015.09.18 01:56close250.01120.200119.731121.831-4.43111.92
762015.09.18 23:23sell260.01119.9620.0000.000
772015.09.18 23:23modify260.01119.962120.962118.862
782015.09.21 04:21close260.01119.912120.962118.8620.41112.33
792015.09.24 22:21sell270.01119.9080.0000.000
802015.09.24 22:21modify270.01119.908120.908118.808
812015.09.25 04:02close270.01120.179120.908118.808-2.26110.07
822015.09.25 22:51buy280.01120.5750.0000.000
832015.09.25 22:51modify280.01120.575119.575121.675
842015.09.28 08:09close280.01120.412119.575121.675-1.36108.71
852015.09.28 23:50sell290.01119.9910.0000.000
862015.09.28 23:50modify290.01119.991120.991118.891
872015.09.29 03:48close290.01119.875120.991118.8910.96109.67
882015.10.02 23:19sell300.01120.0420.0000.000
892015.10.02 23:19modify300.01120.042121.042118.942
902015.10.05 05:46close300.01119.905121.042118.9421.13110.80
912015.10.08 22:03buy310.01119.7590.0000.000
922015.10.08 22:03modify310.01119.759118.759120.859
932015.10.08 22:35close310.01119.909118.759120.8591.25112.05
942015.10.15 22:13sell320.01118.7420.0000.000
952015.10.15 22:13modify320.01118.742119.742117.642
962015.10.16 02:00close320.01118.869119.742117.642-1.08110.97
972015.12.03 22:29buy330.01122.4510.0000.000
982015.12.03 22:29modify330.01122.451121.451123.551
992015.12.04 00:50close330.01122.601121.451123.5511.21112.18
1002015.12.10 22:29sell340.01121.6420.0000.000
1012015.12.10 22:29modify340.01121.642122.642120.542
1022015.12.11 00:59close340.01121.572122.642120.5420.57112.75
1032015.12.14 23:56sell350.01121.0130.0000.000
1042015.12.14 23:56modify350.01121.013122.013119.913
1052015.12.15 04:54close350.01120.974122.013119.9130.31113.06
1062015.12.18 00:55buy360.01122.5700.0000.000
1072015.12.18 00:55modify360.01122.570121.570123.670
1082015.12.18 06:18close360.01122.544121.570123.670-0.21112.85
1092016.01.11 23:29sell370.01117.6660.0000.000
1102016.01.11 23:29modify370.01117.666118.666116.566
1112016.01.12 02:12close370.01117.676118.666116.566-0.09112.76
1122016.01.12 22:04buy380.01117.4950.0000.000
1132016.01.12 22:04modify380.01117.495116.495118.595
1142016.01.12 23:24close380.01117.690116.495118.5951.66114.42
1152016.01.15 22:49sell390.01116.9750.0000.000
1162016.01.15 22:49modify390.01116.975117.975115.875
1172016.01.18 01:00close390.01116.684117.975115.8752.48116.90
1182016.01.21 22:11buy400.01117.4560.0000.000
1192016.01.21 22:11modify400.01117.456116.456118.556
1202016.01.22 00:25close400.01117.787116.456118.5562.80119.70
1212016.01.22 00:25sell410.01117.7870.0000.000
1222016.01.22 00:25modify410.01117.787118.787116.687
1232016.01.22 03:57close410.01117.702118.787116.6870.72120.42
1242016.02.08 23:46sell420.01115.7550.0000.000
1252016.02.08 23:46modify420.01115.755116.755114.655
1262016.02.09 01:48close420.01115.604116.755114.6551.30121.72
1272016.02.09 23:03sell430.01115.0660.0000.000
1282016.02.09 23:03modify430.01115.066116.066113.966
1292016.02.10 03:12close430.01115.053116.066113.9660.10121.82
1302016.02.11 22:43sell440.01112.3440.0000.000
1312016.02.11 22:43modify440.01112.344113.344111.244
1322016.02.11 23:20close440.01112.191113.344111.2441.36123.18
1332016.02.11 23:42sell450.01112.4650.0000.000
1342016.02.11 23:42modify450.01112.465113.465111.365
1352016.02.12 03:05close450.01112.326113.465111.3651.23124.41
1362016.02.17 00:29sell460.01114.0640.0000.000
1372016.02.17 00:29modify460.01114.064115.064112.964
1382016.02.17 04:15close460.01114.052115.064112.9640.11124.52
1392016.02.18 23:42buy470.01113.3550.0000.000
1402016.02.18 23:42modify470.01113.355112.355114.455
1412016.02.19 02:17close470.01113.337112.355114.455-0.17124.35
1422016.02.22 22:19buy480.01112.9250.0000.000
1432016.02.22 22:19modify480.01112.925111.925114.025
1442016.02.23 01:28close480.01112.949111.925114.0250.20124.55
1452016.03.01 23:27buy490.01113.8970.0000.000
1462016.03.01 23:27modify490.01113.897112.897114.997
1472016.03.02 01:07close490.01114.135112.897114.9972.08126.63
1482016.03.07 22:17buy500.01113.3590.0000.000
1492016.03.07 22:17modify500.01113.359112.359114.459
1502016.03.08 02:58close500.01113.463112.359114.4590.91127.54
1512016.03.10 23:28sell510.01113.2600.0000.000
1522016.03.10 23:28modify510.01113.260114.260112.160
1532016.03.11 02:13close510.01113.108114.260112.1601.33128.87
1542016.04.04 23:08sell520.01111.3340.0000.000
1552016.04.04 23:08modify520.01111.334112.334110.234
1562016.04.05 03:03close520.01111.279112.334110.2340.48129.35
1572016.04.05 22:34sell530.01110.4850.0000.000
1582016.04.05 22:34modify530.01110.485111.485109.385
1592016.04.06 00:26close530.01110.284111.485109.3851.81131.16
1602016.04.08 23:09buy540.01108.2510.0000.000
1612016.04.08 23:09modify540.01108.251107.251109.351
1622016.04.11 02:42close540.01108.200107.251109.351-0.48130.68
1632016.04.14 23:56sell550.01109.4310.0000.000
1642016.04.14 23:56modify550.01109.431110.431108.331
1652016.04.15 02:41close550.01109.370110.431108.3310.55131.22
1662016.05.04 00:50sell560.01106.6400.0000.000
1672016.05.04 00:50modify560.01106.640107.640105.540
1682016.05.04 10:21close560.01107.066107.640105.540-3.98127.24
1692016.05.06 22:06sell570.01106.9230.0000.000
1702016.05.06 22:06modify570.01106.923107.923105.823
1712016.05.09 01:00close570.01107.067107.923105.823-1.35125.89
1722016.05.20 22:06buy580.01110.1500.0000.000
1732016.05.20 22:06modify580.01110.150109.150111.250
1742016.05.23 02:04close580.01110.200109.150111.2500.44126.33
1752016.05.27 22:00sell590.01110.1870.0000.000
1762016.05.27 22:00modify590.01110.187111.187109.087
1772016.05.28 00:46close590.01110.313111.187109.087-1.14125.19
1782016.06.09 23:43sell600.01107.0560.0000.000
1792016.06.09 23:43modify600.01107.056108.056105.956
1802016.06.10 07:37close600.01107.111108.056105.956-0.52124.67
1812016.06.10 22:04buy610.01106.7910.0000.000
1822016.06.10 22:04modify610.01106.791105.791107.891
1832016.06.11 00:25close610.01106.954105.791107.8911.52126.19
1842016.06.24 00:14sell620.01106.0070.0000.000
1852016.06.24 00:14modify620.01106.007107.007104.907
1862016.06.24 01:00close620.01105.850107.007104.9071.48127.67
1872016.07.05 23:43sell630.01101.6980.0000.000
1882016.07.05 23:43modify630.01101.698102.698100.598
1892016.07.06 01:50close630.01101.605102.698100.5980.91128.58
1902016.07.15 23:55buy640.01105.4150.0000.000
1912016.07.15 23:55modify640.01105.415104.415106.515
1922016.07.18 02:20close640.01105.568104.415106.5151.44130.02
1932016.07.28 22:00sell650.01105.2350.0000.000
1942016.07.28 22:00modify650.01105.235106.235104.135
1952016.07.29 00:59close650.01105.275106.235104.135-0.39129.63
1962016.08.11 22:14sell660.01102.0250.0000.000
1972016.08.11 22:14modify660.01102.025103.025100.925
1982016.08.12 03:28close660.01101.875103.025100.9251.46131.09
1992016.08.12 23:14sell670.01101.3130.0000.000
2002016.08.12 23:14modify670.01101.313102.313100.213
2012016.08.15 01:01close670.01101.138102.313100.2131.72132.81