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

СимволAUDCHF (Australian Dollar vs Swiss Franc)
Период15 Минут (M15) 2016.01.04 00:00 - 2016.10.18 14:59 (2016.01.04 - 2016.10.18)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="AUDCHF M15 Generic A-TLP v.11.86"; MagicNumber=111333; 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 истории19833Смоделировано тиков18479094Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (20)
Чистая прибыль30.08Общая прибыль37.56Общий убыток-7.48
Прибыльность5.02Матожидание выигрыша0.54
Абсолютная просадка4.88Максимальная просадка8.83 (7.31%)Относительная просадка7.31% (8.83)
Всего сделок56Короткие позиции (% выигравших)14 (85.71%)Длинные позиции (% выигравших)42 (80.95%)
Прибыльные сделки (% от всех)46 (82.14%)Убыточные сделки (% от всех)10 (17.86%)
Самая большаяприбыльная сделка6.02убыточная сделка-4.47
Средняяприбыльная сделка0.82убыточная сделка-0.75
Максимальное количествонепрерывных выигрышей (прибыль)16 (19.80)непрерывных проигрышей (убыток)3 (-1.09)
Макс.непрерывная прибыль (число выигрышей)19.80 (16)непрерывный убыток (число проигрышей)-4.47 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.04 23:12sell10.010.721000.000000.00000
22016.01.04 23:12modify10.010.721000.725500.71100
32016.01.04 23:31close10.010.720450.725500.711000.55100.55
42016.01.05 00:29buy20.010.719240.000000.00000
52016.01.05 00:29modify20.010.719240.714740.72924
62016.01.05 02:00close20.010.720110.714740.729240.88101.43
72016.01.08 00:21sell30.010.697320.000000.00000
82016.01.08 00:21modify30.010.697320.701820.68732
92016.01.08 02:03close30.010.696550.701820.687320.78102.21
102016.01.08 23:35buy40.010.693000.000000.00000
112016.01.08 23:35modify40.010.693000.688500.70300
122016.01.11 00:48s/l40.010.688500.688500.70300-4.4797.74
132016.01.14 23:29buy50.010.701640.000000.00000
142016.01.14 23:29modify50.010.701640.697140.71164
152016.01.15 01:02close50.010.702100.697140.711640.5398.27
162016.01.19 00:59sell60.010.690470.000000.00000
172016.01.19 00:59modify60.010.690470.694970.68047
182016.01.19 04:00close60.010.691190.694970.68047-0.7397.54
192016.01.26 23:34buy70.010.712700.000000.00000
202016.01.26 23:34modify70.010.712700.708200.72270
212016.01.27 02:00close70.010.712390.708200.72270-0.2497.30
222016.02.03 00:05buy80.010.716670.000000.00000
232016.02.03 00:05modify80.010.716670.712170.72667
242016.02.03 02:30close80.010.716550.712170.72667-0.1297.18
252016.02.09 23:50sell90.010.688040.000000.00000
262016.02.09 23:50modify90.010.688040.692540.67804
272016.02.10 02:17close90.010.687450.692540.678040.4597.63
282016.02.12 00:38sell100.010.691730.000000.00000
292016.02.12 00:38modify100.010.691730.696230.68173
302016.02.12 02:15close100.010.690960.696230.681730.7898.41
312016.02.12 23:38sell110.010.694350.000000.00000
322016.02.12 23:38modify110.010.694350.698850.68435
332016.02.12 23:56close110.010.693570.698850.684350.7899.19
342016.02.15 23:07buy120.010.704600.000000.00000
352016.02.15 23:07modify120.010.704600.700100.71460
362016.02.16 01:05close120.010.704540.700100.714600.0199.20
372016.02.17 00:49sell130.010.703120.000000.00000
382016.02.17 00:49modify130.010.703120.707620.69312
392016.02.17 00:49close130.010.702740.707620.693120.3999.59
402016.02.24 00:07buy140.010.713500.000000.00000
412016.02.24 00:07modify140.010.713500.709000.72350
422016.02.24 02:22close140.010.713390.709000.72350-0.1199.48
432016.02.25 23:43buy150.010.715260.000000.00000
442016.02.25 23:43modify150.010.715260.710760.72526
452016.02.25 23:53close150.010.715900.710760.725260.64100.12
462016.02.26 23:56buy160.010.709550.000000.00000
472016.02.26 23:56modify160.010.709550.705050.71955
482016.02.29 00:25close160.010.710210.705050.719550.73100.85
492016.03.04 23:14buy170.010.737450.000000.00000
502016.03.04 23:14modify170.010.737450.732950.74745
512016.03.04 23:33close170.010.738500.732950.747451.06101.91
522016.03.16 00:08sell180.010.736580.000000.00000
532016.03.16 00:08modify180.010.736580.741080.72658
542016.03.16 00:38close180.010.736230.741080.726580.35102.26
552016.03.25 00:13buy190.010.733100.000000.00000
562016.03.25 00:13modify190.010.733100.728600.74310
572016.03.25 00:25close190.010.734250.728600.743101.16103.42
582016.03.30 00:02buy200.010.736850.000000.00000
592016.03.30 00:02modify200.010.736850.732350.74685
602016.03.30 01:04close200.010.738080.732350.746851.25104.67
612016.04.01 23:56buy210.010.735440.000000.00000
622016.04.01 23:56modify210.010.735440.730940.74544
632016.04.04 03:05close210.010.735310.730940.74544-0.06104.61
642016.04.13 00:27buy220.010.733260.000000.00000
652016.04.13 00:27modify220.010.733260.728760.74326
662016.04.13 00:41close220.010.733580.728760.743260.33104.94
672016.04.15 23:54sell230.010.748050.000000.00000
682016.04.15 23:54modify230.010.748050.752550.73805
692016.04.15 23:58close230.010.746840.752550.738051.22106.16
702016.05.04 00:39buy240.010.713680.000000.00000
712016.05.04 00:39modify240.010.713680.709180.72368
722016.05.04 00:42close240.010.713910.709180.723680.23106.39
732016.05.11 00:08sell250.010.719490.000000.00000
742016.05.11 00:08modify250.010.719490.723990.70949
752016.05.11 02:38close250.010.719150.723990.709490.35106.74
762016.05.13 00:00buy260.010.710030.000000.00000
772016.05.13 00:00modify260.010.710030.705530.72003
782016.05.13 00:54close260.010.710700.705530.720030.68107.42
792016.06.07 00:00buy270.010.714390.000000.00000
802016.06.07 00:00modify270.010.714390.709890.72439
812016.06.07 00:28close270.010.714900.709890.724390.51107.93
822016.06.14 00:46buy280.010.711280.000000.00000
832016.06.14 00:46modify280.010.711280.706780.72128
842016.06.14 00:47close280.010.711680.706780.721280.41108.34
852016.06.14 00:56buy290.010.711300.000000.00000
862016.06.14 00:56modify290.010.711300.706800.72130
872016.06.14 00:58close290.010.711650.706800.721300.36108.70
882016.06.15 00:01buy300.010.707960.000000.00000
892016.06.15 00:01modify300.010.707960.703460.71796
902016.06.15 02:15close300.010.708280.703460.717960.32109.02
912016.06.17 23:58buy310.010.708950.000000.00000
922016.06.17 23:58modify310.010.708950.704450.71895
932016.06.20 00:25close310.010.714840.704450.718956.02115.04
942016.06.21 00:04buy320.010.716440.000000.00000
952016.06.21 00:04modify320.010.716440.711940.72644
962016.06.21 00:25close320.010.716800.711940.726440.36115.40
972016.06.21 23:51buy330.010.716790.000000.00000
982016.06.21 23:51modify330.010.716790.712290.72679
992016.06.22 00:31close330.010.717440.712290.726790.73116.13
1002016.06.24 00:05sell340.010.732550.000000.00000
1012016.06.24 00:05modify340.010.732550.737050.72255
1022016.06.24 02:00close340.010.727750.737050.722554.86120.99
1032016.06.29 00:43buy350.010.723080.000000.00000
1042016.06.29 00:43modify350.010.723080.718580.73308
1052016.06.29 00:43close350.010.724180.718580.733081.11122.10
1062016.06.29 00:53buy360.010.723430.000000.00000
1072016.06.29 00:53modify360.010.723430.718930.73343
1082016.06.29 01:00close360.010.724120.718930.733430.69122.79
1092016.07.01 00:04buy370.010.726060.000000.00000
1102016.07.01 00:04modify370.010.726060.721560.73606
1112016.07.01 01:38close370.010.727660.721560.736061.62124.41
1122016.07.13 00:00buy380.010.753220.000000.00000
1132016.07.13 00:00modify380.010.753220.748720.76322
1142016.07.13 02:15close380.010.753140.748720.76322-0.08124.33
1152016.07.15 23:18buy390.010.746120.000000.00000
1162016.07.15 23:18modify390.010.746120.741620.75612
1172016.07.18 01:20close390.010.746890.741620.756120.85125.18
1182016.07.19 00:09buy400.010.745110.000000.00000
1192016.07.19 00:09modify400.010.745110.740610.75511
1202016.07.19 02:59close400.010.744600.740610.75511-0.51124.67
1212016.07.22 23:57buy410.010.736400.000000.00000
1222016.07.22 23:57modify410.010.736400.731900.74640
1232016.07.25 00:45close410.010.736950.731900.746400.62125.29
1242016.07.26 00:06buy420.010.735700.000000.00000
1252016.07.26 00:06modify420.010.735700.731200.74570
1262016.07.26 00:28close420.010.736110.731200.745700.41125.70
1272016.07.29 00:04buy430.010.735250.000000.00000
1282016.07.29 00:04modify430.010.735250.730750.74525
1292016.07.29 00:25close430.010.735650.730750.745250.41126.11
1302016.07.29 23:35sell440.010.737200.000000.00000
1312016.07.29 23:36modify440.010.737200.741700.72720
1322016.07.29 23:51close440.010.736610.741700.727200.60126.71
1332016.08.01 23:00buy450.010.729260.000000.00000
1342016.08.01 23:00modify450.010.729260.724760.73926
1352016.08.02 01:19close450.010.729640.724760.739260.45127.16
1362016.08.10 00:40buy460.010.752200.000000.00000
1372016.08.10 00:40modify460.010.752200.747700.76220
1382016.08.10 00:41close460.010.752440.747700.762200.24127.40
1392016.08.12 00:30buy470.010.750370.000000.00000
1402016.08.12 00:30modify470.010.750370.745870.76037
1412016.08.12 00:32close470.010.750550.745870.760370.18127.58
1422016.08.12 00:38buy480.010.750360.000000.00000
1432016.08.12 00:38modify480.010.750360.745860.76036
1442016.08.12 00:39close480.010.750550.745860.760360.19127.77
1452016.08.17 00:00buy490.010.739250.000000.00000
1462016.08.17 00:00modify490.010.739250.734750.74925
1472016.08.17 00:30close490.010.740490.734750.749251.25129.02
1482016.08.19 00:04buy500.010.732900.000000.00000
1492016.08.19 00:04modify500.010.732900.728400.74290
1502016.08.19 00:25close500.010.733500.728400.742900.61129.63
1512016.08.23 00:02sell510.010.734510.000000.00000
1522016.08.23 00:02modify510.010.734510.739010.72451
1532016.08.23 00:28close510.010.734220.739010.724510.30129.93
1542016.08.30 00:01buy520.010.740000.000000.00000
1552016.08.30 00:01modify520.010.740000.735500.75000
1562016.08.30 00:29close520.010.740590.735500.750000.59130.52
1572016.09.09 00:06buy530.010.742610.000000.00000
1582016.09.09 00:06modify530.010.742610.738110.75261
1592016.09.09 00:30close530.010.743020.738110.752610.42130.94
1602016.09.09 00:33buy540.010.742540.000000.00000
1612016.09.09 00:33modify540.010.742540.738040.75254
1622016.09.09 00:35close540.010.742830.738040.752540.30131.24
1632016.10.04 00:56sell550.010.747590.000000.00000
1642016.10.04 00:56modify550.010.747590.752090.73759
1652016.10.04 03:30close550.010.748140.752090.73759-0.55130.69
1662016.10.04 23:55buy560.010.745860.000000.00000
1672016.10.04 23:55modify560.010.745860.741360.75586
1682016.10.05 02:15close560.010.745190.741360.75586-0.61130.08