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

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2015.01.01 22:00 - 2016.10.05 23:59 (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 истории43910Смоделировано тиков35230998Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред20
Чистая прибыль10.79Общая прибыль45.99Общий убыток-35.20
Прибыльность1.31Матожидание выигрыша0.13
Абсолютная просадка5.99Максимальная просадка10.52 (9.92%)Относительная просадка9.92% (10.52)
Всего сделок82Короткие позиции (% выигравших)36 (58.33%)Длинные позиции (% выигравших)46 (58.70%)
Прибыльные сделки (% от всех)48 (58.54%)Убыточные сделки (% от всех)34 (41.46%)
Самая большаяприбыльная сделка6.58убыточная сделка-4.64
Средняяприбыльная сделка0.96убыточная сделка-1.04
Максимальное количествонепрерывных выигрышей (прибыль)10 (14.04)непрерывных проигрышей (убыток)4 (-5.06)
Макс.непрерывная прибыль (число выигрышей)14.04 (10)непрерывный убыток (число проигрышей)-5.32 (2)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 23:05sell10.011.008630.000000.00000
22015.01.06 23:05modify10.011.008631.013130.99863
32015.01.07 01:07s/l10.011.013131.013130.99863-4.4595.55
42015.01.23 00:03sell20.010.873950.000000.00000
52015.01.23 00:03modify20.010.873950.878450.86395
62015.01.23 00:39close20.010.872440.878450.863951.7397.28
72015.01.23 00:54buy30.010.871070.000000.00000
82015.01.23 00:54modify30.010.871070.866570.88107
92015.01.23 03:14close30.010.872620.866570.881071.7899.06
102015.01.27 23:00buy40.010.898820.000000.00000
112015.01.27 23:00modify40.010.898820.894320.90882
122015.01.27 23:01close40.010.901110.894320.908822.54101.60
132015.02.05 23:51buy50.010.921410.000000.00000
142015.02.05 23:51modify50.010.921410.916910.93141
152015.02.06 02:29close50.010.921350.916910.93141-0.08101.52
162015.02.09 23:40sell60.010.923870.000000.00000
172015.02.09 23:40modify60.010.923870.928370.91387
182015.02.10 03:16close60.010.924410.928370.91387-0.59100.93
192015.02.24 00:25buy70.010.949890.000000.00000
202015.02.24 00:25modify70.010.949890.945390.95989
212015.02.24 01:48close70.010.950120.945390.959890.24101.17
222015.02.25 00:11sell80.010.950920.000000.00000
232015.02.25 00:11modify80.010.950920.955420.94092
242015.02.25 01:04close80.010.950110.955420.940920.85102.02
252015.03.09 23:05sell90.010.986280.000000.00000
262015.03.09 23:05modify90.010.986280.990780.97628
272015.03.10 00:45close90.010.985630.990780.976280.65102.67
282015.03.12 23:11buy100.011.003230.000000.00000
292015.03.12 23:11modify100.011.003230.998731.01323
302015.03.13 01:30close100.011.002840.998731.01323-0.40102.27
312015.03.17 00:05buy110.011.006800.000000.00000
322015.03.17 00:05modify110.011.006801.002301.01680
332015.03.17 00:28close110.011.007581.002301.016800.77103.04
342015.04.06 23:05sell120.010.956470.000000.00000
352015.04.06 23:05modify120.010.956470.960970.94647
362015.04.07 01:45close120.010.958170.960970.94647-1.78101.26
372015.04.10 00:38buy130.010.977150.000000.00000
382015.04.10 00:38modify130.010.977150.972650.98715
392015.04.10 03:29close130.010.976870.972650.98715-0.29100.97
402015.04.28 00:51buy140.010.954880.000000.00000
412015.04.28 00:51modify140.010.954880.950380.96488
422015.04.28 01:58close140.010.955620.950380.964880.77101.74
432015.04.28 23:31sell150.010.956050.000000.00000
442015.04.28 23:31modify150.010.956050.960550.94605
452015.04.29 01:01close150.010.954670.960550.946051.44103.17
462015.05.01 23:39buy160.010.933030.000000.00000
472015.05.01 23:39modify160.010.933030.928530.94303
482015.05.04 01:56close160.010.933270.928530.943030.25103.42
492015.05.13 00:29sell170.010.929660.000000.00000
502015.05.13 00:29modify170.010.929660.934160.91966
512015.05.13 01:00close170.010.929060.934160.919660.65104.07
522015.05.14 23:04buy180.010.912740.000000.00000
532015.05.14 23:04modify180.010.912740.908240.92274
542015.05.15 01:32close180.010.912490.908240.92274-0.28103.80
552015.06.02 23:20sell190.010.933750.000000.00000
562015.06.02 23:20modify190.010.933750.938250.92375
572015.06.03 01:45close190.010.933110.938250.923750.68104.47
582015.06.09 00:34buy200.010.927540.000000.00000
592015.06.09 00:34modify200.010.927540.923040.93754
602015.06.09 03:15close200.010.927330.923040.93754-0.23104.24
612015.06.11 23:36buy210.010.933200.000000.00000
622015.06.11 23:36modify210.010.933200.928700.94320
632015.06.12 01:46close210.010.933400.928700.943200.20104.45
642015.06.12 23:12sell220.010.928750.000000.00000
652015.06.12 23:12modify220.010.928750.933250.91875
662015.06.15 04:00close220.010.929740.933250.91875-1.07103.37
672015.06.15 23:00buy230.010.930730.000000.00000
682015.06.15 23:00modify230.010.930730.926230.94073
692015.06.16 01:41close230.010.929820.926230.94073-0.99102.38
702015.06.22 23:28sell240.010.922400.000000.00000
712015.06.22 23:28modify240.010.922400.926900.91240
722015.06.23 00:27close240.010.921690.926900.912400.76103.14
732015.07.07 23:24buy250.010.945450.000000.00000
742015.07.07 23:24modify250.010.945450.940950.95545
752015.07.08 01:16close250.010.946610.940950.955451.22104.36
762015.07.21 00:37sell260.010.964890.000000.00000
772015.07.21 00:37modify260.010.964890.969390.95489
782015.07.21 01:00close260.010.964490.969390.954890.41104.77
792015.07.23 23:22sell270.010.958420.000000.00000
802015.07.23 23:22modify270.010.958420.962920.94842
812015.07.24 02:15close270.010.959910.962920.94842-1.56103.21
822015.07.30 23:12buy280.010.969310.000000.00000
832015.07.30 23:12modify280.010.969310.964810.97931
842015.07.31 01:30close280.010.969300.964810.97931-0.02103.19
852015.07.31 23:00sell290.010.967840.000000.00000
862015.07.31 23:00modify290.010.967840.972340.95784
872015.08.01 00:47close290.010.965070.972340.957842.87106.06
882015.08.13 23:25buy300.010.976400.000000.00000
892015.08.13 23:25modify300.010.976400.971900.98640
902015.08.14 02:00close300.010.975920.971900.98640-0.50105.56
912015.08.18 00:03sell310.010.977760.000000.00000
922015.08.18 00:03modify310.010.977760.982260.96776
932015.08.18 02:55close310.010.978640.982260.96776-0.90104.66
942015.08.21 00:04buy320.010.959610.000000.00000
952015.08.21 00:04modify320.010.959610.955110.96961
962015.08.21 02:45close320.010.958870.955110.96961-0.77103.89
972015.08.25 23:33buy330.010.942090.000000.00000
982015.08.25 23:33modify330.010.942090.937590.95209
992015.08.26 03:00close330.010.939380.937590.95209-2.89101.00
1002015.08.27 23:05buy340.010.963830.000000.00000
1012015.08.27 23:05modify340.010.963830.959330.97383
1022015.08.27 23:10close340.010.964910.959330.973831.12102.12
1032015.08.27 23:15buy350.010.963570.000000.00000
1042015.08.27 23:15modify350.010.963570.959070.97357
1052015.08.27 23:30close350.010.964790.959070.973571.26103.38
1062015.09.02 00:55buy360.010.959000.000000.00000
1072015.09.02 00:55modify360.010.959000.954500.96900
1082015.09.02 02:38close360.010.959560.954500.969000.58103.96
1092015.09.04 00:09buy370.010.972560.000000.00000
1102015.09.04 00:09modify370.010.972560.968060.98256
1112015.09.04 01:15close370.010.973320.968060.982560.78104.74
1122015.09.08 23:22buy380.010.979280.000000.00000
1132015.09.08 23:22modify380.010.979280.974780.98928
1142015.09.09 04:03close380.010.978290.974780.98928-1.02103.73
1152015.09.10 23:56sell390.010.973370.000000.00000
1162015.09.10 23:56modify390.010.973370.977870.96337
1172015.09.11 01:30close390.010.973030.977870.963370.34104.06
1182015.09.18 23:15sell400.010.965680.000000.00000
1192015.09.18 23:15modify400.010.965680.970180.95568
1202015.09.18 23:38s/l400.010.970180.970180.95568-4.6499.42
1212015.09.21 23:10sell410.010.971350.000000.00000
1222015.09.21 23:10modify410.010.971350.975850.96135
1232015.09.22 01:45close410.010.972000.975850.96135-0.6898.74
1242015.10.13 23:19buy420.010.957230.000000.00000
1252015.10.13 23:19modify420.010.957230.952730.96723
1262015.10.14 00:51close420.010.957860.952730.967230.6599.39
1272015.10.16 23:18sell430.010.952060.000000.00000
1282015.10.16 23:18modify430.010.952060.956560.94206
1292015.10.19 01:04close430.010.950870.956560.942061.24100.63
1302015.11.12 23:49buy440.011.000700.000000.00000
1312015.11.12 23:49modify440.011.000700.996201.01070
1322015.11.13 02:00close440.011.001060.996201.010700.35100.98
1332015.11.13 23:02buy450.011.007210.000000.00000
1342015.11.13 23:02modify450.011.007211.002711.01721
1352015.11.16 02:02close450.011.006991.002711.01721-0.23100.75
1362015.11.24 00:59buy460.011.018040.000000.00000
1372015.11.24 00:59modify460.011.018041.013541.02804
1382015.11.24 02:00close460.011.018361.013541.028040.31101.06
1392015.12.02 00:49buy470.011.025930.000000.00000
1402015.12.02 00:49modify470.011.025931.021431.03593
1412015.12.02 02:03close470.011.026591.021431.035930.64101.70
1422015.12.11 23:55sell480.010.983600.000000.00000
1432015.12.11 23:55modify480.010.983600.988100.97360
1442015.12.12 00:30close480.010.983000.988100.973600.61102.31
1452015.12.14 23:06sell490.010.985620.000000.00000
1462015.12.14 23:06modify490.010.985620.990120.97562
1472015.12.15 01:00close490.010.984790.990120.975620.83103.14
1482015.12.18 00:59buy500.010.996100.000000.00000
1492015.12.18 00:59modify500.010.996100.991601.00610
1502015.12.18 03:58close500.010.995150.991601.00610-0.95102.19
1512015.12.18 23:09buy510.010.992550.000000.00000
1522015.12.18 23:09modify510.010.992550.988051.00255
1532015.12.21 01:16close510.010.992220.988051.00255-0.34101.85
1542015.12.30 00:42sell520.010.992560.000000.00000
1552015.12.30 00:42modify520.010.992560.997060.98256
1562015.12.30 02:50close520.010.992610.997060.98256-0.05101.80
1572016.01.04 23:03buy530.011.001870.000000.00000
1582016.01.04 23:03modify530.011.001870.997371.01187
1592016.01.04 23:50close530.011.002610.997371.011870.74102.54
1602016.01.08 23:35buy540.010.994310.000000.00000
1612016.01.08 23:35modify540.010.994310.989811.00431
1622016.01.11 02:08s/l540.010.989810.989811.00431-4.5697.98
1632016.01.11 23:28sell550.011.001100.000000.00000
1642016.01.11 23:28modify550.011.001101.005600.99110
1652016.01.12 01:30close550.011.000531.005600.991100.5698.54
1662016.01.15 23:00sell560.011.002150.000000.00000
1672016.01.15 23:00modify560.011.002151.006650.99215
1682016.01.18 01:00close560.011.000601.006650.992151.54100.08
1692016.01.19 23:21sell570.011.002860.000000.00000
1702016.01.19 23:21modify570.011.002861.007360.99286
1712016.01.20 01:47close570.011.003571.007360.99286-0.7299.36
1722016.01.25 23:22buy580.011.014540.000000.00000
1732016.01.25 23:22modify580.011.014541.010041.02454
1742016.01.26 02:00close580.011.012701.010041.02454-1.8397.53
1752016.01.26 23:06buy590.011.017190.000000.00000
1762016.01.26 23:06modify590.011.017191.012691.02719
1772016.01.27 01:30close590.011.017051.012691.02719-0.1597.38
1782016.02.26 23:24buy600.010.996750.000000.00000
1792016.02.26 23:24modify600.010.996750.992251.00675
1802016.02.29 01:02close600.010.997390.992251.006750.6398.01
1812016.03.04 00:51sell610.010.991890.000000.00000
1822016.03.04 00:51modify610.010.991890.996390.98189
1832016.03.04 03:33close610.010.992420.996390.98189-0.5397.48
1842016.03.10 23:28sell620.010.983980.000000.00000
1852016.03.10 23:28modify620.010.983980.988480.97398
1862016.03.11 01:49close620.010.984420.988480.97398-0.4697.02
1872016.03.11 23:55sell630.010.982910.000000.00000
1882016.03.11 23:55modify630.010.982910.987410.97291
1892016.03.14 01:15close630.010.982790.987410.972910.1197.13
1902016.03.22 00:42sell640.010.970660.000000.00000
1912016.03.22 00:42modify640.010.970660.975160.96066
1922016.03.22 02:30close640.010.970700.975160.96066-0.0497.09
1932016.03.25 23:56buy650.010.976200.000000.00000
1942016.03.25 23:56modify650.010.976200.971700.98620
1952016.03.25 23:58close650.010.977040.971700.986200.8697.95
1962016.03.31 23:54sell660.010.961470.000000.00000
1972016.03.31 23:54modify660.010.961470.965970.95147
1982016.04.01 02:00close660.010.961700.965970.95147-0.2597.70
1992016.04.19 23:37sell670.010.961030.000000.00000
2002016.04.19 23:37modify670.010.961030.965530.95103
2012016.04.20 02:15close670.010.961970.965530.95103-0.9996.71
2022016.04.27 00:58buy680.010.973480.000000.00000
2032016.04.27 00:58modify680.010.973480.968980.98348
2042016.04.27 02:49close680.010.973560.968980.983480.0896.79
2052016.04.28 23:42buy690.010.965830.000000.00000
2062016.04.28 23:42modify690.010.965830.961330.97583
2072016.04.29 00:25close690.010.966660.961330.975830.8597.64
2082016.05.13 23:10buy700.010.974730.000000.00000
2092016.05.13 23:10modify700.010.974730.970230.98473
2102016.05.14 00:25close700.010.975190.970230.984730.4798.11
2112016.05.20 00:06sell710.010.991140.000000.00000
2122016.05.20 00:06modify710.010.991140.995640.98114
2132016.05.20 00:59close710.010.990660.995640.981140.4898.59
2142016.05.24 23:19sell720.010.993540.000000.00000
2152016.05.24 23:19modify720.010.993540.998040.98354
2162016.05.24 23:20close720.010.993380.998040.983540.1698.75
2172016.06.21 00:59buy730.010.961860.000000.00000
2182016.06.21 00:59modify730.010.961860.957360.97186
2192016.06.21 02:22close730.010.962000.957360.971860.1598.90
2202016.06.23 23:47sell740.010.959410.000000.00000
2212016.06.23 23:47modify740.010.959410.963910.94941
2222016.06.24 00:25close740.010.958020.963910.949411.44100.33
2232016.06.24 00:36sell750.010.959340.000000.00000
2242016.06.24 00:36modify750.010.959340.963840.94934
2252016.06.24 00:59close750.010.957050.963840.949342.39102.72
2262016.06.24 23:26buy760.010.968240.000000.00000
2272016.06.24 23:26modify760.010.968240.963740.97824
2282016.06.27 01:00close760.010.974660.963740.978246.58109.31
2292016.06.27 23:55sell770.010.979320.000000.00000
2302016.06.27 23:55modify770.010.979320.983820.96932
2312016.06.28 00:25close770.010.977900.983820.969321.44110.74
2322016.06.29 00:08buy780.010.980470.000000.00000
2332016.06.29 00:08modify780.010.980470.975970.99047
2342016.06.29 04:15close780.010.980050.975970.99047-0.43110.31
2352016.07.01 00:13buy790.010.975970.000000.00000
2362016.07.01 00:13modify790.010.975970.971470.98597
2372016.07.01 02:00close790.010.976340.971470.985970.38110.69
2382016.07.15 23:10buy800.010.982740.000000.00000
2392016.07.15 23:10modify800.010.982740.978240.99274
2402016.07.16 00:44close800.010.983070.978240.992740.34111.03
2412016.07.21 23:11buy810.010.986060.000000.00000
2422016.07.21 23:11modify810.010.986060.981560.99606
2432016.07.22 01:45close810.010.985550.981560.99606-0.53110.50
2442016.07.22 23:57buy820.010.987400.000000.00000
2452016.07.22 23:57modify820.010.987400.982900.99740
2462016.07.25 01:34close820.010.987690.982900.997400.28110.79