Strategy Tester Report
Generic A-TLP v.11.86_ENG
(Build 1010)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2016.01.04 00:00 - 2016.10.17 11:59 (2016.01.04 - 2016.10.18)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="AUDCAD M15 Generic A-TLP v.11.86"; MagicNumber=999999; 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 истории19725Смоделировано тиков30917181Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (20)
Чистая прибыль51.77Общая прибыль54.41Общий убыток-2.64
Прибыльность20.63Матожидание выигрыша0.59
Абсолютная просадка1.63Максимальная просадка3.95 (3.86%)Относительная просадка3.86% (3.95)
Всего сделок88Короткие позиции (% выигравших)30 (93.33%)Длинные позиции (% выигравших)58 (91.38%)
Прибыльные сделки (% от всех)81 (92.05%)Убыточные сделки (% от всех)7 (7.95%)
Самая большаяприбыльная сделка3.29убыточная сделка-1.14
Средняяприбыльная сделка0.67убыточная сделка-0.38
Максимальное количествонепрерывных выигрышей (прибыль)29 (19.70)непрерывных проигрышей (убыток)2 (-0.74)
Макс.непрерывная прибыль (число выигрышей)19.70 (29)непрерывный убыток (число проигрышей)-1.14 (1)
Среднийнепрерывный выигрыш12непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.04 23:11sell10.011.002940.000000.00000
22016.01.04 23:11modify10.011.002941.007440.99294
32016.01.04 23:31close10.011.002531.007440.992940.32100.32
42016.01.05 00:23buy20.011.000990.000000.00000
52016.01.05 00:23modify20.011.000990.996491.01099
62016.01.05 02:45close20.011.001220.996491.010990.18100.50
72016.01.07 23:56sell30.010.989290.000000.00000
82016.01.07 23:56modify30.010.989290.993790.97929
92016.01.08 02:03close30.010.988810.993790.979290.28100.78
102016.01.08 23:43buy40.010.985390.000000.00000
112016.01.08 23:43modify40.010.985390.980890.99539
122016.01.11 02:53close40.010.985440.980890.995390.07100.84
132016.01.13 00:22buy50.010.995520.000000.00000
142016.01.13 00:22modify50.010.995520.991021.00552
152016.01.13 01:37close50.010.996720.991021.005520.92101.76
162016.01.15 00:55buy60.011.002530.000000.00000
172016.01.15 00:55modify60.011.002530.998031.01253
182016.01.15 01:02close60.011.002890.998031.012530.27102.03
192016.01.15 23:46sell70.010.998470.000000.00000
202016.01.15 23:46modify70.010.998471.002970.98847
212016.01.15 23:52close70.010.996661.002970.988471.38103.41
222016.01.19 00:57sell80.010.999670.000000.00000
232016.01.19 00:57modify80.010.999671.004170.98967
242016.01.19 03:15close80.010.999241.004170.989670.33103.74
252016.01.21 23:02sell90.011.001160.000000.00000
262016.01.21 23:02modify90.011.001161.005660.99116
272016.01.21 23:52close90.010.998291.005660.991162.18105.92
282016.01.25 23:57sell100.010.993730.000000.00000
292016.01.25 23:57modify100.010.993730.998230.98373
302016.01.26 00:25close100.010.992450.998230.983730.89106.81
312016.01.26 23:24buy110.010.986930.000000.00000
322016.01.26 23:24modify110.010.986930.982430.99693
332016.01.26 23:30close110.010.987440.982430.996930.38107.19
342016.01.26 23:39sell120.010.988690.000000.00000
352016.01.26 23:39modify120.010.988690.993190.97869
362016.01.27 00:28close120.010.987790.993190.978690.61107.79
372016.01.28 23:10buy130.010.994050.000000.00000
382016.01.28 23:10modify130.010.994050.989551.00405
392016.01.28 23:20close130.010.994500.989551.004050.34108.13
402016.01.28 23:29buy140.010.993940.000000.00000
412016.01.28 23:29modify140.010.993940.989441.00394
422016.01.29 00:40close140.010.994720.989441.003940.64108.77
432016.01.29 23:35buy150.010.989590.000000.00000
442016.01.29 23:35modify150.010.989590.985090.99959
452016.02.01 03:15close150.010.988040.985090.99959-1.14107.63
462016.02.01 23:54sell160.010.991800.000000.00000
472016.02.01 23:54modify160.010.991800.996300.98180
482016.02.02 02:31close160.010.991530.996300.981800.12107.75
492016.02.03 00:43buy170.010.987440.000000.00000
502016.02.03 00:43modify170.010.987440.982940.99744
512016.02.03 02:16close170.010.989170.982940.997441.32109.07
522016.02.05 00:14sell180.010.990640.000000.00000
532016.02.05 00:14modify180.010.990640.995140.98064
542016.02.05 00:25close180.010.988960.995140.980641.28110.35
552016.02.05 23:57sell190.010.984340.000000.00000
562016.02.05 23:57modify190.010.984340.988840.97434
572016.02.08 00:25close190.010.982870.988840.974341.03111.37
582016.02.10 00:23sell200.010.981970.000000.00000
592016.02.10 00:23modify200.010.981970.986470.97197
602016.02.10 01:16close200.010.980450.986470.971971.15112.52
612016.02.11 23:14buy210.010.987390.000000.00000
622016.02.11 23:14modify210.010.987390.982890.99739
632016.02.11 23:48close210.010.989400.982890.997391.52114.04
642016.02.12 00:41sell220.010.991180.000000.00000
652016.02.12 00:41modify220.010.991180.995680.98118
662016.02.12 02:21close220.010.989740.995680.981181.09115.13
672016.02.19 00:29buy230.010.981750.000000.00000
682016.02.19 00:29modify230.010.981750.977250.99175
692016.02.19 00:40close230.010.982890.977250.991750.87116.00
702016.02.19 00:58buy240.010.981340.000000.00000
712016.02.19 00:58modify240.010.981340.976840.99134
722016.02.19 01:16close240.010.982590.976840.991340.95116.95
732016.02.24 00:44buy250.010.991980.000000.00000
742016.02.24 00:44modify250.010.991980.987481.00198
752016.02.24 02:29close250.010.993040.987481.001980.81117.76
762016.03.04 00:34sell260.010.986430.000000.00000
772016.03.04 00:34modify260.010.986430.990930.97643
782016.03.04 00:34close260.010.985880.990930.976430.42118.18
792016.03.08 00:41sell270.010.992730.000000.00000
802016.03.08 00:41modify270.010.992730.997230.98273
812016.03.08 00:42close270.010.992430.997230.982730.23118.41
822016.03.09 00:58buy280.010.996150.000000.00000
832016.03.09 00:58modify280.010.996150.991651.00615
842016.03.09 02:00close280.010.997340.991651.006150.91119.32
852016.03.11 23:23buy290.010.999230.000000.00000
862016.03.11 23:23modify290.010.999230.994731.00923
872016.03.14 00:31close290.010.999440.994731.009230.20119.52
882016.03.15 00:59sell300.010.996680.000000.00000
892016.03.15 00:59modify300.010.996681.001180.98668
902016.03.15 02:56close300.010.996101.001180.986680.44119.96
912016.03.24 23:57buy310.010.996230.000000.00000
922016.03.24 23:57modify310.010.996230.991731.00623
932016.03.25 00:25close310.010.996550.991731.006230.29120.25
942016.03.25 00:25buy320.010.995920.000000.00000
952016.03.25 00:25modify320.010.995920.991421.00592
962016.03.25 00:25close320.010.996590.991421.005920.51120.76
972016.03.25 00:25buy330.010.995830.000000.00000
982016.03.25 00:25modify330.010.995830.991331.00583
992016.03.25 00:25close330.010.996550.991331.005830.55121.31
1002016.03.25 00:25buy340.010.995920.000000.00000
1012016.03.25 00:25modify340.010.995920.991421.00592
1022016.03.25 00:26close340.010.996630.991421.005920.54121.85
1032016.03.25 00:27buy350.010.995880.000000.00000
1042016.03.25 00:27modify350.010.995880.991381.00588
1052016.03.25 00:40close350.010.996630.991381.005880.57122.42
1062016.03.30 00:02buy360.010.996620.000000.00000
1072016.03.30 00:02modify360.010.996620.992121.00662
1082016.03.30 00:27close360.010.997640.992121.006620.78123.20
1092016.04.01 23:55buy370.010.999030.000000.00000
1102016.04.01 23:55modify370.010.999030.994531.00903
1112016.04.01 23:57close370.010.999270.994531.009030.18123.38
1122016.04.01 23:58buy380.010.999060.000000.00000
1132016.04.01 23:58modify380.010.999060.994561.00906
1142016.04.04 00:25close380.010.999630.994561.009060.48123.85
1152016.04.04 23:27sell390.010.994710.000000.00000
1162016.04.04 23:27modify390.010.994710.999210.98471
1172016.04.05 00:40close390.010.994210.999210.984710.30124.15
1182016.04.06 00:26buy400.010.990080.000000.00000
1192016.04.06 00:26modify400.010.990080.985581.00008
1202016.04.06 01:30close400.010.991020.985581.000080.71124.86
1212016.04.15 23:14buy410.010.990070.000000.00000
1222016.04.15 23:14modify410.010.990070.985571.00007
1232016.04.18 00:25close410.010.991530.985571.000071.15126.01
1242016.04.18 23:40buy420.010.990780.000000.00000
1252016.04.18 23:40modify420.010.990780.986281.00078
1262016.04.19 01:03close420.010.991300.986281.000780.44126.45
1272016.04.22 00:07buy430.010.983980.000000.00000
1282016.04.22 00:07modify430.010.983980.979480.99398
1292016.04.22 00:45close430.010.984790.979480.993980.61127.06
1302016.04.26 23:37buy440.010.975770.000000.00000
1312016.04.26 23:37modify440.010.975770.971270.98577
1322016.04.26 23:40close440.010.976130.971270.985770.27127.33
1332016.05.11 00:07sell450.010.951850.000000.00000
1342016.05.11 00:07modify450.010.951850.956350.94185
1352016.05.11 02:46close450.010.951980.956350.94185-0.10127.23
1362016.05.17 00:03buy460.010.939390.000000.00000
1372016.05.17 00:03modify460.010.939390.934890.94939
1382016.05.17 00:41close460.010.939940.934890.949390.42127.65
1392016.05.18 00:28buy470.010.944900.000000.00000
1402016.05.18 00:28modify470.010.944900.940400.95490
1412016.05.18 00:50close470.010.945160.940400.954900.20127.85
1422016.05.20 23:55buy480.010.947310.000000.00000
1432016.05.20 23:55modify480.010.947310.942810.95731
1442016.05.23 00:38close480.010.948290.942810.957310.79128.63
1452016.05.24 23:58buy490.010.942790.000000.00000
1462016.05.24 23:58modify490.010.942790.938290.95279
1472016.05.25 00:42close490.010.943150.938290.952790.31128.94
1482016.05.26 23:19buy500.010.936120.000000.00000
1492016.05.26 23:19modify500.010.936120.931620.94612
1502016.05.26 23:35close500.010.936840.931620.946120.54129.48
1512016.05.31 23:40buy510.010.946430.000000.00000
1522016.05.31 23:40modify510.010.946430.941930.95643
1532016.06.01 00:30close510.010.947130.941930.956430.57130.05
1542016.06.07 23:50buy520.010.950970.000000.00000
1552016.06.07 23:50modify520.010.950970.946470.96097
1562016.06.08 02:23close520.010.950530.946470.96097-0.29129.76
1572016.06.09 23:41buy530.010.945330.000000.00000
1582016.06.09 23:41modify530.010.945330.940830.95533
1592016.06.10 00:50close530.010.945690.940830.955330.31130.07
1602016.06.10 23:58sell540.010.942340.000000.00000
1612016.06.10 23:58modify540.010.942340.946840.93234
1622016.06.13 02:02close540.010.942140.946840.932340.07130.13
1632016.06.13 23:56sell550.010.947070.000000.00000
1642016.06.13 23:56modify550.010.947070.951570.93707
1652016.06.14 01:45close550.010.946740.951570.937070.17130.30
1662016.06.15 00:04buy560.010.944560.000000.00000
1672016.06.15 00:04modify560.010.944560.940060.95456
1682016.06.15 02:19close560.010.946070.940060.954561.15131.45
1692016.06.17 00:14buy570.010.953720.000000.00000
1702016.06.17 00:14modify570.010.953720.949220.96372
1712016.06.17 00:52close570.010.954760.949220.963720.79132.24
1722016.06.17 23:57sell580.010.953370.000000.00000
1732016.06.17 23:57modify580.010.953370.957870.94337
1742016.06.20 01:16close580.010.952290.957870.943370.74132.97
1752016.06.21 00:12sell590.010.955410.000000.00000
1762016.06.21 00:12modify590.010.955410.959910.94541
1772016.06.21 00:28close590.010.954410.959910.945410.76133.73
1782016.06.21 00:55sell600.010.955290.000000.00000
1792016.06.21 00:55modify600.010.955290.959790.94529
1802016.06.21 01:00close600.010.954590.959790.945290.53134.26
1812016.06.21 23:52buy610.010.954590.000000.00000
1822016.06.21 23:52modify610.010.954590.950090.96459
1832016.06.22 02:21close610.010.954790.950090.964590.19134.45
1842016.06.24 00:06sell620.010.973770.000000.00000
1852016.06.24 00:06modify620.010.973770.978270.96377
1862016.06.24 00:25close620.010.971230.978270.963771.93136.38
1872016.07.01 00:04buy630.010.961840.000000.00000
1882016.07.01 00:04modify630.010.961840.957340.97184
1892016.07.01 00:54close630.010.963840.957340.971841.52137.90
1902016.07.01 23:51sell640.010.968000.000000.00000
1912016.07.01 23:51modify640.010.968000.972500.95800
1922016.07.04 00:25close640.010.963560.972500.958003.29141.19
1932016.07.05 00:00buy650.010.967690.000000.00000
1942016.07.05 00:00modify650.010.967690.963190.97769
1952016.07.05 01:17close650.010.968270.963190.977690.44141.63
1962016.07.07 23:38buy660.010.971590.000000.00000
1972016.07.07 23:38modify660.010.971590.967090.98159
1982016.07.08 01:00close660.010.972560.967090.981590.78142.40
1992016.07.13 00:01buy670.010.992950.000000.00000
2002016.07.13 00:01modify670.010.992950.988451.00295
2012016.07.13 01:30close670.010.993510.988451.002950.43142.83
2022016.07.15 23:33buy680.010.981430.000000.00000
2032016.07.15 23:33modify680.010.981430.976930.99143
2042016.07.18 00:26close680.010.983030.976930.991431.25144.08
2052016.07.19 00:06buy690.010.982110.000000.00000
2062016.07.19 00:06modify690.010.982110.977610.99211
2072016.07.19 02:59close690.010.981640.977610.99211-0.35143.73
2082016.07.20 00:00buy700.010.976830.000000.00000
2092016.07.20 00:01modify700.010.976830.972330.98683
2102016.07.20 00:59close700.010.977480.972330.986830.50144.23
2112016.07.22 23:57buy710.010.980690.000000.00000
2122016.07.22 23:57modify710.010.980690.976190.99069
2132016.07.25 01:35close710.010.981150.976190.990690.38144.61
2142016.07.26 00:06buy720.010.986310.000000.00000
2152016.07.26 00:06modify720.010.986310.981810.99631
2162016.07.26 00:27close720.010.986920.981810.996310.46145.07
2172016.07.28 23:50buy730.010.986710.000000.00000
2182016.07.28 23:50modify730.010.986710.982210.99671
2192016.07.29 00:32close730.010.987210.982210.996710.42145.49
2202016.07.29 23:09buy740.010.990740.000000.00000
2212016.07.29 23:09modify740.010.990740.986241.00074
2222016.07.29 23:30close740.010.991540.986241.000740.61146.10
2232016.08.01 23:00buy750.010.987910.000000.00000
2242016.08.01 23:00modify750.010.987910.983410.99791
2252016.08.02 01:00close750.010.989060.983410.997910.92147.02
2262016.08.04 23:08sell760.010.993790.000000.00000
2272016.08.04 23:08modify760.010.993790.998290.98379
2282016.08.04 23:37close760.010.993240.998290.983790.41147.43
2292016.08.09 23:24buy770.011.006120.000000.00000
2302016.08.09 23:24modify770.011.006121.001621.01612
2312016.08.10 01:20close770.011.006081.001621.016120.01147.44
2322016.08.23 00:00buy780.010.986640.000000.00000
2332016.08.23 00:00modify780.010.986640.982140.99664
2342016.08.23 00:25close780.010.987820.982140.996640.89148.33
2352016.08.29 23:52buy790.010.985140.000000.00000
2362016.08.29 23:52modify790.010.985140.980640.99514
2372016.08.30 00:35close790.010.985950.980640.995140.65148.97
2382016.09.08 23:55sell800.010.988280.000000.00000
2392016.09.08 23:55modify800.010.988280.992780.97828
2402016.09.09 00:25close800.010.987680.992780.978280.38149.35
2412016.09.16 23:10sell810.010.989940.000000.00000
2422016.09.16 23:10modify810.010.989940.994440.97994
2432016.09.19 00:44close810.010.988880.994440.979940.73150.07
2442016.09.20 23:39buy820.010.996540.000000.00000
2452016.09.20 23:39modify820.010.996540.992041.00654
2462016.09.21 02:00close820.010.996480.992041.00654-0.01150.06
2472016.09.30 23:00buy830.011.003880.000000.00000
2482016.09.30 23:00modify830.011.003880.999381.01388
2492016.09.30 23:30close830.011.005090.999381.013880.92150.98
2502016.10.04 00:01sell840.011.007450.000000.00000
2512016.10.04 00:01modify840.011.007451.011950.99745
2522016.10.04 00:25close840.011.006481.011950.997450.73151.71
2532016.10.04 00:55sell850.011.006890.000000.00000
2542016.10.04 00:55modify850.011.006891.011390.99689
2552016.10.04 03:30close850.011.007371.011390.99689-0.36151.35
2562016.10.04 23:49buy860.011.004980.000000.00000
2572016.10.04 23:49modify860.011.004981.000481.01498
2582016.10.05 02:15close860.011.004421.000481.01498-0.38150.97
2592016.10.07 23:05sell870.011.007740.000000.00000
2602016.10.07 23:05modify870.011.007741.012240.99774
2612016.10.10 00:43close870.011.006741.012240.997740.68151.65
2622016.10.13 23:58buy880.010.998470.000000.00000
2632016.10.13 23:58modify880.010.998470.993971.00847
2642016.10.14 01:17close880.010.998590.993971.008470.13151.77