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

СимволCADCHF (Canadian Dollar vs Swiss Franc)
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="CADCHF M15 Generic A-TLP v.11.86"; MagicNumber=100111; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=70; 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=12; period_StDev=0; Entry_Break=5; Min_Volatility=15; 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=35; time_break=240; loss=68; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=2; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=10; 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="02:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="02:00"; 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 истории19725Смоделировано тиков18146096Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (20)
Чистая прибыль51.80Общая прибыль55.75Общий убыток-3.95
Прибыльность14.11Матожидание выигрыша1.13
Абсолютная просадка3.86Максимальная просадка7.03 (4.99%)Относительная просадка6.46% (6.64)
Всего сделок46Короткие позиции (% выигравших)12 (91.67%)Длинные позиции (% выигравших)34 (85.29%)
Прибыльные сделки (% от всех)40 (86.96%)Убыточные сделки (% от всех)6 (13.04%)
Самая большаяприбыльная сделка7.07убыточная сделка-1.26
Средняяприбыльная сделка1.39убыточная сделка-0.66
Максимальное количествонепрерывных выигрышей (прибыль)16 (20.46)непрерывных проигрышей (убыток)1 (-1.26)
Макс.непрерывная прибыль (число выигрышей)20.46 (16)непрерывный убыток (число проигрышей)-1.26 (1)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.08 01:00buy10.010.701650.000000.00000
22016.01.08 01:00modify10.010.701650.694650.70865
32016.01.08 01:05close10.010.703800.694650.708652.17102.17
42016.01.08 23:46buy20.010.701340.000000.00000
52016.01.08 23:46modify20.010.701340.694340.70834
62016.01.11 03:15close20.010.701190.694340.70834-0.16102.01
72016.01.11 22:28sell30.010.704070.000000.00000
82016.01.11 22:28modify30.010.704070.711070.69707
92016.01.12 00:25close30.010.702650.711070.697071.44103.45
102016.01.18 22:31buy40.010.689640.000000.00000
112016.01.18 22:31modify40.010.689640.682640.69664
122016.01.19 00:58close40.010.690640.682640.696641.01104.46
132016.01.22 00:36buy50.010.703410.000000.00000
142016.01.22 00:36modify50.010.703410.696410.71041
152016.01.22 00:36close50.010.705290.696410.710411.90106.36
162016.01.22 00:56buy60.010.703650.000000.00000
172016.01.22 00:57modify60.010.703650.696650.71065
182016.01.22 00:58close60.010.705200.696650.710651.57107.93
192016.01.26 23:32buy70.010.721350.000000.00000
202016.01.26 23:32modify70.010.721350.714350.72835
212016.01.27 02:30close70.010.720600.714350.72835-0.75107.18
222016.01.28 23:28sell80.010.722410.000000.00000
232016.01.28 23:28modify80.010.722410.729410.71541
242016.01.29 00:39close80.010.721350.729410.715411.07108.25
252016.02.03 00:39buy90.010.723550.000000.00000
262016.02.03 00:39modify90.010.723550.716550.73055
272016.02.03 00:54close90.010.724550.716550.730551.01109.26
282016.02.05 00:44buy100.010.720540.000000.00000
292016.02.05 00:44modify100.010.720540.713540.72754
302016.02.05 00:45close100.010.721640.713540.727541.12110.38
312016.02.09 00:54buy110.010.706390.000000.00000
322016.02.09 00:54modify110.010.706390.699390.71339
332016.02.09 00:55close110.010.707610.699390.713391.23111.61
342016.02.10 00:26sell120.010.701830.000000.00000
352016.02.10 00:26modify120.010.701830.708830.69483
362016.02.10 02:19close120.010.700800.708830.694831.04112.65
372016.02.19 00:30buy130.010.721390.000000.00000
382016.02.19 00:30modify130.010.721390.714390.72839
392016.02.19 00:31close130.010.723040.714390.728391.67114.32
402016.02.26 23:56buy140.010.735480.000000.00000
412016.02.26 23:56modify140.010.735480.728480.74248
422016.02.26 23:56close140.010.736490.728480.742481.02115.34
432016.02.26 23:57buy150.010.735750.000000.00000
442016.02.26 23:57modify150.010.735750.728750.74275
452016.02.26 23:58close150.010.736770.728750.742751.03116.37
462016.02.26 23:58buy160.010.735850.000000.00000
472016.02.26 23:58modify160.010.735850.728850.74285
482016.02.29 00:25close160.010.737140.728850.742851.31117.68
492016.03.01 22:22buy170.010.743650.000000.00000
502016.03.01 22:22modify170.010.743650.736650.75065
512016.03.02 06:00close170.010.743460.736650.75065-0.20117.48
522016.03.04 23:15buy180.010.744590.000000.00000
532016.03.04 23:15modify180.010.744590.737590.75159
542016.03.04 23:33close180.010.745600.737590.751591.02118.50
552016.03.10 22:53sell190.010.737960.000000.00000
562016.03.10 22:53modify190.010.737960.744960.73096
572016.03.11 00:38close190.010.736950.744960.730961.02119.52
582016.03.18 22:55buy200.010.742470.000000.00000
592016.03.18 22:55modify200.010.742470.735470.74947
602016.03.18 22:55close200.010.743490.735470.749471.03120.55
612016.03.18 22:59buy210.010.742460.000000.00000
622016.03.20 23:04modify210.010.742460.735460.74946
632016.03.20 23:04close210.010.743710.735460.749461.27121.82
642016.04.15 23:14sell220.010.754780.000000.00000
652016.04.15 23:14modify220.010.754780.761780.74778
662016.04.18 00:00t/p220.010.747780.761780.747787.07128.89
672016.04.20 01:54buy230.010.757880.000000.00000
682016.04.20 01:54modify230.010.757880.750880.76488
692016.04.20 09:47close230.010.756630.750880.76488-1.26127.63
702016.05.06 23:47sell240.010.754030.000000.00000
712016.05.06 23:47modify240.010.754030.761030.74703
722016.05.09 00:25close240.010.751330.761030.747032.73130.36
732016.05.13 00:00buy250.010.754910.000000.00000
742016.05.13 00:00modify250.010.754910.747910.76191
752016.05.13 02:10close250.010.755920.747910.761911.02131.38
762016.06.03 23:57buy260.010.752600.000000.00000
772016.06.03 23:57modify260.010.752600.745600.75960
782016.06.06 00:53close260.010.753640.745600.759601.06132.44
792016.06.07 23:50sell270.010.757360.000000.00000
802016.06.07 23:50modify270.010.757360.764360.75036
812016.06.08 10:14close270.010.756870.764360.750360.49132.93
822016.06.13 23:57buy280.010.751430.000000.00000
832016.06.13 23:57modify280.010.751430.744430.75843
842016.06.14 07:50close280.010.751650.744430.758430.22133.15
852016.06.15 00:04buy290.010.747840.000000.00000
862016.06.15 00:04modify290.010.747840.740840.75484
872016.06.15 02:45close290.010.748850.740840.754841.02134.17
882016.06.17 23:53buy300.010.743900.000000.00000
892016.06.17 23:53modify300.010.743900.736900.75090
902016.06.20 00:25close300.010.747500.736900.750903.64137.81
912016.06.21 00:18buy310.010.749160.000000.00000
922016.06.21 00:18modify310.010.749160.742160.75616
932016.06.21 00:25close310.010.750540.742160.756161.39139.20
942016.06.24 00:06sell320.010.751700.000000.00000
952016.06.24 00:06modify320.010.751700.758700.74470
962016.06.24 02:01close320.010.750500.758700.744701.21140.41
972016.06.27 22:40sell330.010.748400.000000.00000
982016.06.27 22:40modify330.010.748400.755400.74140
992016.06.28 00:51close330.010.747380.755400.741401.03141.44
1002016.06.30 22:59sell340.010.756020.000000.00000
1012016.06.30 22:59modify340.010.756020.763020.74902
1022016.06.30 23:17close340.010.755010.763020.749021.02142.46
1032016.07.01 00:52buy350.010.753110.000000.00000
1042016.07.01 00:52modify350.010.753110.746110.76011
1052016.07.01 01:21close350.010.754110.746110.760111.01143.47
1062016.07.01 23:54buy360.010.752660.000000.00000
1072016.07.01 23:54modify360.010.752660.745660.75966
1082016.07.04 00:38close360.010.753660.745660.759661.02144.49
1092016.07.15 23:33buy370.010.757750.000000.00000
1102016.07.15 23:33modify370.010.757750.750750.76475
1112016.07.18 00:56close370.010.758790.750750.764751.05145.54
1122016.07.18 22:20sell380.010.759800.000000.00000
1132016.07.18 22:20modify380.010.759800.766800.75280
1142016.07.19 00:25close380.010.758340.766800.752801.48147.02
1152016.07.19 00:39buy390.010.757750.000000.00000
1162016.07.19 00:39modify390.010.757750.750750.76475
1172016.07.19 01:03close390.010.758810.750750.764751.07148.09
1182016.07.21 22:10buy400.010.753120.000000.00000
1192016.07.21 22:10modify400.010.753120.746120.76012
1202016.07.22 09:12close400.010.751920.746120.76012-1.21146.88
1212016.07.22 23:53buy410.010.750070.000000.00000
1222016.07.22 23:53modify410.010.750070.743070.75707
1232016.07.25 00:27close410.010.751130.743070.757071.07147.95
1242016.07.29 23:55buy420.010.741410.000000.00000
1252016.07.29 23:55modify420.010.741410.734410.74841
1262016.07.29 23:57close420.010.742420.734410.748411.02148.97
1272016.08.02 00:12buy430.010.737110.000000.00000
1282016.08.02 00:12modify430.010.737110.730110.74411
1292016.08.02 00:49close430.010.738120.730110.744111.02149.99
1302016.08.17 00:00buy440.010.746950.000000.00000
1312016.08.17 00:00modify440.010.746950.739950.75395
1322016.08.17 00:38close440.010.748010.739950.753951.07151.06
1332016.09.14 00:00buy450.010.740400.000000.00000
1342016.09.14 00:00modify450.010.740400.733400.74740
1352016.09.14 00:27close450.010.741500.733400.747401.11152.17
1362016.09.20 23:39sell460.010.742200.000000.00000
1372016.09.20 23:39modify460.010.742200.749200.73520
1382016.09.21 10:36close460.010.742570.749200.73520-0.37151.80