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

СимволEURAUD (Euro vs Australian 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="EURAUD M15 Generic A-TLP v.11.86"; MagicNumber=101010; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=140; 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=9; Min_Volatility=5; 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=55; time_break=240; loss=68; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=200; Time_Profit_Pips=20; Exit_Distance=-2; Exit_Profit_Pips=-200; 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="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 истории19725Смоделировано тиков38443998Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (20)
Чистая прибыль46.61Общая прибыль56.33Общий убыток-9.72
Прибыльность5.79Матожидание выигрыша1.01
Абсолютная просадка4.25Максимальная просадка6.34 (4.58%)Относительная просадка5.99% (6.25)
Всего сделок46Короткие позиции (% выигравших)24 (75.00%)Длинные позиции (% выигравших)22 (95.45%)
Прибыльные сделки (% от всех)39 (84.78%)Убыточные сделки (% от всех)7 (15.22%)
Самая большаяприбыльная сделка10.56убыточная сделка-5.34
Средняяприбыльная сделка1.44убыточная сделка-1.39
Максимальное количествонепрерывных выигрышей (прибыль)11 (11.96)непрерывных проигрышей (убыток)1 (-5.34)
Макс.непрерывная прибыль (число выигрышей)13.12 (4)непрерывный убыток (число проигрышей)-5.34 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.08 00:24buy10.011.557020.000000.00000
22016.01.08 00:24modify10.011.557021.550021.57102
32016.01.08 03:15close10.011.559031.550021.571021.53101.53
42016.01.14 23:29sell20.011.556910.000000.00000
52016.01.14 23:29modify20.011.556911.563911.54291
62016.01.15 00:52close20.011.554811.563911.542911.66103.19
72016.01.19 00:04buy30.011.585410.000000.00000
82016.01.19 00:04modify30.011.585411.578411.59941
92016.01.19 04:00close30.011.585661.578411.599410.19103.38
102016.01.26 22:09sell40.011.548520.000000.00000
112016.01.26 22:09modify40.011.548521.555521.53452
122016.01.27 02:30close40.011.548481.555521.534520.09103.47
132016.02.01 22:35buy50.011.531980.000000.00000
142016.02.01 22:35modify50.011.531981.524981.54598
152016.02.02 01:53close50.011.532821.524981.545980.52103.99
162016.02.03 00:18sell60.011.551510.000000.00000
172016.02.03 00:18modify60.011.551511.558511.53751
182016.02.03 02:30close60.011.549651.558511.537511.42105.41
192016.02.10 00:23buy70.011.594680.000000.00000
202016.02.10 00:23modify70.011.594681.587681.60868
212016.02.10 01:11close70.011.596801.587681.608681.62107.03
222016.02.12 00:38buy80.011.590560.000000.00000
232016.02.12 00:38modify80.011.590561.583561.60456
242016.02.12 02:12close80.011.592561.583561.604561.53108.56
252016.02.15 23:09sell90.011.563310.000000.00000
262016.02.15 23:09modify90.011.563311.570311.54931
272016.02.16 01:31close90.011.562021.570311.549311.04109.61
282016.02.17 00:48buy100.011.565750.000000.00000
292016.02.17 00:48modify100.011.565751.558751.57975
302016.02.17 03:15close100.011.567461.558751.579751.30110.91
312016.02.19 22:40buy110.011.555940.000000.00000
322016.02.19 22:40modify110.011.555941.548941.56994
332016.02.22 01:01close110.011.557471.548941.569941.05111.96
342016.02.23 23:41sell120.011.529200.000000.00000
352016.02.23 23:41modify120.011.529201.536201.51520
362016.02.24 02:47close120.011.529781.536201.51520-0.38111.58
372016.02.26 00:01buy130.011.521770.000000.00000
382016.02.26 00:01modify130.011.521771.514771.53577
392016.02.26 00:32close130.011.523801.514771.535771.55113.13
402016.03.01 23:39sell140.011.515420.000000.00000
412016.03.01 23:39modify140.011.515421.522421.50142
422016.03.02 00:40close140.011.513591.522421.501421.45114.58
432016.03.03 22:12sell150.011.490270.000000.00000
442016.03.03 22:12modify150.011.490271.497271.47627
452016.03.04 00:44close150.011.489391.497271.476270.73115.31
462016.03.08 22:04sell160.011.477700.000000.00000
472016.03.08 22:04modify160.011.477701.484701.46370
482016.03.09 02:55close160.011.479891.484701.46370-1.61113.71
492016.03.10 22:56buy170.011.499910.000000.00000
502016.03.10 22:56modify170.011.499911.492911.51391
512016.03.11 02:17close170.011.500351.492911.513910.21113.92
522016.03.15 23:49buy180.011.488150.000000.00000
532016.03.15 23:49modify180.011.488151.481151.50215
542016.03.16 02:13close180.011.489291.481151.502150.75114.67
552016.03.25 00:13sell190.011.486400.000000.00000
562016.03.25 00:13modify190.011.486401.493401.47240
572016.03.25 00:27close190.011.484301.493401.472401.60116.27
582016.04.15 23:52buy200.011.460030.000000.00000
592016.04.15 23:52modify200.011.460031.453031.47403
602016.04.18 00:00t/p200.011.474031.453031.4740310.56126.83
612016.04.28 22:12sell210.011.486930.000000.00000
622016.04.28 22:12modify210.011.486931.493931.47293
632016.04.29 00:46close210.011.487411.493931.47293-0.30126.53
642016.05.11 00:02buy220.011.541930.000000.00000
652016.05.11 00:02modify220.011.541931.534931.55593
662016.05.11 03:16close220.011.543751.534931.555931.39127.92
672016.06.15 00:02sell230.011.524010.000000.00000
682016.06.15 00:02modify230.011.524011.531011.51001
692016.06.15 03:01close230.011.524451.531011.51001-0.33127.59
702016.06.21 00:08buy240.011.515540.000000.00000
712016.06.21 00:08modify240.011.515541.508541.52954
722016.06.21 01:43close240.011.517541.508541.529541.52129.11
732016.06.21 23:51sell250.011.510340.000000.00000
742016.06.21 23:51modify250.011.510341.517341.49634
752016.06.22 00:29close250.011.508031.517341.496341.82130.93
762016.06.23 23:19sell260.011.497650.000000.00000
772016.06.23 23:19modify260.011.497651.504651.48365
782016.06.23 23:52close260.011.495601.504651.483651.57132.50
792016.06.24 00:04buy270.011.491110.000000.00000
802016.06.24 00:04modify270.011.491111.484111.50511
812016.06.24 00:26close270.011.494131.484111.505112.31134.81
822016.06.27 22:49buy280.011.497750.000000.00000
832016.06.27 22:49modify280.011.497751.490751.51175
842016.06.27 23:08close280.011.499751.490751.511751.52136.33
852016.07.01 00:08sell290.011.491490.000000.00000
862016.07.01 00:08modify290.011.491491.498491.47749
872016.07.01 05:15close290.011.490711.498491.477490.60136.93
882016.07.13 00:04sell300.011.452680.000000.00000
892016.07.13 00:04modify300.011.452681.459681.43868
902016.07.13 10:28close300.011.454451.459681.43868-1.35135.58
912016.07.15 23:33sell310.011.458320.000000.00000
922016.07.15 23:33modify310.011.458321.465321.44432
932016.07.15 23:35close310.011.456301.465321.444321.54137.12
942016.07.15 23:38sell320.011.458140.000000.00000
952016.07.15 23:38modify320.011.458141.465141.44414
962016.07.15 23:44close320.011.456101.465141.444141.55138.67
972016.07.15 23:46sell330.011.458550.000000.00000
982016.07.15 23:46modify330.011.458551.465551.44455
992016.07.15 23:46close330.011.456491.465551.444551.57140.24
1002016.07.15 23:52sell340.011.458440.000000.00000
1012016.07.15 23:52modify340.011.458441.465441.44444
1022016.07.15 23:57close340.011.456251.465441.444441.67141.91
1032016.07.18 22:14buy350.011.456720.000000.00000
1042016.07.18 22:14modify350.011.456721.449721.47072
1052016.07.18 23:54close350.011.458501.449721.470721.36143.27
1062016.07.19 00:09sell360.011.459870.000000.00000
1072016.07.19 00:09modify360.011.459871.466871.44587
1082016.07.19 03:21s/l360.011.466871.466871.44587-5.34137.93
1092016.08.03 00:04buy370.011.473530.000000.00000
1102016.08.03 00:04modify370.011.473531.466531.48753
1112016.08.03 00:33close370.011.475541.466531.487531.54139.47
1122016.08.09 00:04buy380.011.446650.000000.00000
1132016.08.09 00:04modify380.011.446651.439651.46065
1142016.08.09 03:44close380.011.448351.439651.460651.30140.77
1152016.08.23 00:00buy390.011.482400.000000.00000
1162016.08.23 00:00modify390.011.482401.475401.49640
1172016.08.23 02:53close390.011.483391.475401.496400.76141.53
1182016.09.09 00:09sell400.011.474370.000000.00000
1192016.09.09 00:09modify400.011.474371.481371.46037
1202016.09.09 01:56close400.011.472921.481371.460371.11142.64
1212016.09.16 00:00buy410.011.494600.000000.00000
1222016.09.16 00:00modify410.011.494601.487601.50860
1232016.09.16 01:57close410.011.496511.487601.508601.45144.09
1242016.09.19 22:32sell420.011.483170.000000.00000
1252016.09.19 22:32modify420.011.483171.490171.46917
1262016.09.20 01:00close420.011.482381.490171.469170.66144.75
1272016.09.30 22:10sell430.011.467340.000000.00000
1282016.09.30 22:10modify430.011.467341.474341.45334
1292016.10.03 03:48close430.011.466891.474341.453340.40145.16
1302016.10.04 00:00buy440.011.459620.000000.00000
1312016.10.04 00:00modify440.011.459621.452621.47362
1322016.10.04 00:29close440.011.461741.452621.473621.62146.78
1332016.10.04 00:56buy450.011.459760.000000.00000
1342016.10.04 00:56modify450.011.459761.452761.47376
1352016.10.04 04:00close450.011.459211.452761.47376-0.42146.36
1362016.10.05 00:26sell460.011.471200.000000.00000
1372016.10.05 00:26modify460.011.471201.478201.45720
1382016.10.05 03:45close460.011.470881.478201.457200.25146.61