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

СимволGBPAUD (Great Britain Pound 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="GBPAUD M15 Generic A-TLP v.11.86"; MagicNumber=111222; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=3; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=100; Take_Profit=110; 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=8; Min_Volatility=13; 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=85; time_break=240; loss=95; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=1; Exit_Profit_Pips=-65; ma_period=2; Reverse_Profit=15; 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 тиков33708767Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредТекущий (20)
Чистая прибыль91.69Общая прибыль125.43Общий убыток-33.74
Прибыльность3.72Матожидание выигрыша1.01
Абсолютная просадка9.63Максимальная просадка12.54 (12.19%)Относительная просадка12.19% (12.54)
Всего сделок91Короткие позиции (% выигравших)40 (90.00%)Длинные позиции (% выигравших)51 (86.27%)
Прибыльные сделки (% от всех)80 (87.91%)Убыточные сделки (% от всех)11 (12.09%)
Самая большаяприбыльная сделка8.25убыточная сделка-7.77
Средняяприбыльная сделка1.57убыточная сделка-3.07
Максимальное количествонепрерывных выигрышей (прибыль)20 (30.07)непрерывных проигрышей (убыток)2 (-8.20)
Макс.непрерывная прибыль (число выигрышей)33.75 (15)непрерывный убыток (число проигрышей)-8.20 (2)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.05 22:14buy10.012.049010.000000.00000
22016.01.05 22:14modify10.012.049012.039012.06001
32016.01.06 00:56close10.012.049602.039012.060010.31100.31
42016.01.08 00:08buy20.012.083180.000000.00000
52016.01.08 00:08modify20.012.083182.073182.09418
62016.01.08 02:05close20.012.085352.073182.094181.65101.96
72016.01.08 22:54sell30.012.082210.000000.00000
82016.01.08 22:54modify30.012.082212.092212.07121
92016.01.11 00:30s/l30.012.092212.092212.07121-7.5694.40
102016.01.11 22:27buy40.012.081590.000000.00000
112016.01.11 22:27modify40.012.081592.071592.09259
122016.01.12 01:22close40.012.080932.071592.09259-0.6493.76
132016.01.15 23:34buy50.012.074780.000000.00000
142016.01.15 23:34modify50.012.074782.064782.08578
152016.01.15 23:52close50.012.076412.064782.085781.2495.00
162016.01.18 23:41buy60.012.074410.000000.00000
172016.01.18 23:41modify60.012.074412.064412.08541
182016.01.19 04:00close60.012.074122.064412.08541-0.3694.64
192016.01.22 22:02buy70.012.037550.000000.00000
202016.01.22 22:02modify70.012.037552.027552.04855
212016.01.22 22:06close70.012.039052.027552.048551.1595.79
222016.01.22 22:42buy80.012.037610.000000.00000
232016.01.22 22:42modify80.012.037612.027612.04861
242016.01.25 02:01close80.012.037472.027612.04861-0.2595.54
252016.01.26 00:43sell90.012.051990.000000.00000
262016.01.26 00:43modify90.012.051992.061992.04099
272016.01.26 01:04close90.012.050002.061992.040991.5197.05
282016.01.26 23:42sell100.012.048550.000000.00000
292016.01.26 23:42modify100.012.048552.058552.03755
302016.01.27 02:00close100.012.046922.058552.037551.3198.36
312016.02.01 22:38buy110.012.029120.000000.00000
322016.02.01 22:38modify110.012.029122.019122.04012
332016.02.01 22:57close110.012.030752.019122.040121.2599.61
342016.02.01 23:28buy120.012.028230.000000.00000
352016.02.01 23:28modify120.012.028232.018232.03923
362016.02.02 00:27close120.012.030012.018232.039231.22100.83
372016.02.03 00:17sell130.012.047480.000000.00000
382016.02.03 00:17modify130.012.047482.057482.03648
392016.02.03 02:30close130.012.045802.057482.036481.28102.11
402016.02.05 00:13buy140.012.023720.000000.00000
412016.02.05 00:13modify140.012.023722.013722.03472
422016.02.05 00:27close140.012.025302.013722.034721.21103.32
432016.02.05 00:33buy150.012.023780.000000.00000
442016.02.05 00:33modify150.012.023782.013782.03478
452016.02.05 00:34close150.012.025332.013782.034781.18104.50
462016.02.05 23:56buy160.012.048260.000000.00000
472016.02.05 23:56modify160.012.048262.038262.05926
482016.02.08 00:25close160.012.049772.038262.059261.01105.51
492016.02.10 00:22buy170.012.044070.000000.00000
502016.02.10 00:22modify170.012.044072.034072.05507
512016.02.10 01:00close170.012.045572.034072.055071.14106.65
522016.02.12 00:39buy180.012.034300.000000.00000
532016.02.12 00:39modify180.012.034302.024302.04530
542016.02.12 02:12close180.012.035902.024302.045301.22107.87
552016.02.12 23:22buy190.012.040920.000000.00000
562016.02.12 23:22modify190.012.040922.030922.05192
572016.02.15 05:03s/l190.012.030922.030922.05192-7.77100.10
582016.02.15 22:29sell200.012.022720.000000.00000
592016.02.15 22:29modify200.012.022722.032722.01172
602016.02.16 01:05close200.012.021132.032722.011721.28101.38
612016.02.17 00:49buy210.012.009600.000000.00000
622016.02.17 00:49modify210.012.009601.999602.02060
632016.02.17 00:54close210.012.011341.999602.020601.33102.71
642016.02.19 22:41buy220.012.007210.000000.00000
652016.02.19 22:41modify220.012.007211.997212.01821
662016.02.19 23:20close220.012.011871.997212.018213.55106.26
672016.02.23 23:52sell230.011.945820.000000.00000
682016.02.23 23:52modify230.011.945821.955821.93482
692016.02.24 02:05close230.011.944311.955821.934821.22107.48
702016.02.26 00:01buy240.011.927790.000000.00000
712016.02.26 00:01modify240.011.927791.917791.93879
722016.02.26 00:37close240.011.930961.917791.938792.42109.90
732016.02.29 22:03sell250.011.950540.000000.00000
742016.02.29 22:03modify250.011.950541.960541.93954
752016.02.29 23:30close250.011.949041.960541.939541.15111.05
762016.03.03 22:10sell260.011.927150.000000.00000
772016.03.03 22:10modify260.011.927151.937151.91615
782016.03.04 01:08close260.011.926911.937151.916150.25111.30
792016.03.08 22:00sell270.011.908280.000000.00000
802016.03.08 22:00modify270.011.908281.918281.89728
812016.03.09 05:49close270.011.910751.918281.89728-1.82109.48
822016.03.11 00:30buy280.011.914250.000000.00000
832016.03.11 00:30modify280.011.914251.904251.92525
842016.03.11 00:31close280.011.915981.904251.925251.32110.80
852016.03.11 00:31buy290.011.913780.000000.00000
862016.03.11 00:31modify290.011.913781.903781.92478
872016.03.11 00:31close290.011.915631.903781.924781.42112.22
882016.03.11 00:36buy300.011.914290.000000.00000
892016.03.11 00:36modify300.011.914291.904291.92529
902016.03.11 00:42close300.011.915951.904291.925291.27113.49
912016.03.18 22:41buy310.011.903140.000000.00000
922016.03.18 22:41modify310.011.903141.893141.91414
932016.03.21 01:15close310.011.904651.893141.914141.01114.50
942016.03.25 00:13sell320.011.881830.000000.00000
952016.03.25 00:13modify320.011.881831.891831.87083
962016.03.25 00:26close320.011.878591.891831.870832.48116.98
972016.03.25 22:42sell330.011.885020.000000.00000
982016.03.25 22:42modify330.011.885021.895021.87402
992016.03.25 22:43close330.011.883361.895021.874021.27118.25
1002016.03.25 22:49buy340.011.880960.000000.00000
1012016.03.25 22:49modify340.011.880961.870961.89196
1022016.03.28 00:51close340.011.882531.870961.891961.06119.31
1032016.04.01 23:30sell350.011.853270.000000.00000
1042016.04.01 23:30modify350.011.853271.863271.84227
1052016.04.01 23:45close350.011.851721.863271.842271.19120.50
1062016.04.05 00:00buy360.011.873880.000000.00000
1072016.04.05 00:00modify360.011.873881.863881.88488
1082016.04.05 00:29close360.011.875491.863881.884881.23121.73
1092016.04.05 22:06buy370.011.877170.000000.00000
1102016.04.05 22:06modify370.011.877171.867171.88817
1112016.04.05 23:20close370.011.878671.867171.888171.14122.87
1122016.04.08 22:10sell380.011.870650.000000.00000
1132016.04.08 22:10modify380.011.870651.880651.85965
1142016.04.11 00:48close380.011.869341.880651.859651.07123.94
1152016.04.15 23:53buy390.011.838010.000000.00000
1162016.04.15 23:53modify390.011.838011.828011.84901
1172016.04.18 00:02t/p390.011.849011.828011.849018.25132.19
1182016.04.22 23:58buy400.011.866910.000000.00000
1192016.04.22 23:58modify400.011.866911.856911.87791
1202016.04.25 00:01t/p400.011.877911.856911.877918.25140.44
1212016.04.27 00:12buy410.011.880040.000000.00000
1222016.04.27 00:12modify410.011.880041.870041.89104
1232016.04.27 01:29close410.011.881551.870041.891041.15141.59
1242016.04.28 22:57sell420.011.915790.000000.00000
1252016.04.28 22:57modify420.011.915791.925791.90479
1262016.04.29 00:38close420.011.913721.925791.904791.64143.23
1272016.04.29 22:41buy430.011.920680.000000.00000
1282016.04.29 22:41modify430.011.920681.910681.93168
1292016.05.02 03:35close430.011.918271.910681.93168-1.98141.25
1302016.05.11 00:01buy440.011.958420.000000.00000
1312016.05.11 00:01modify440.011.958421.948421.96942
1322016.05.11 01:12close440.011.960091.948421.969421.28142.53
1332016.05.13 00:13sell450.011.974340.000000.00000
1342016.05.13 00:13modify450.011.974341.984341.96334
1352016.05.13 00:29close450.011.972641.984341.963341.29143.82
1362016.05.13 23:58buy460.011.974340.000000.00000
1372016.05.13 23:58modify460.011.974341.964341.98534
1382016.05.16 00:25close460.011.976491.964341.985341.50145.32
1392016.05.18 00:13buy470.011.971730.000000.00000
1402016.05.18 00:13modify470.011.971731.961731.98273
1412016.05.18 00:25close470.011.973431.961731.982731.29146.61
1422016.05.19 22:42buy480.012.021430.000000.00000
1432016.05.19 22:42modify480.012.021432.011432.03243
1442016.05.20 06:51close480.012.019062.011432.03243-1.95144.66
1452016.05.23 23:14buy490.012.003940.000000.00000
1462016.05.23 23:14modify490.012.003941.993942.01494
1472016.05.24 02:03close490.012.005061.993942.014940.71145.37
1482016.05.25 00:41buy500.012.035050.000000.00000
1492016.05.25 00:41modify500.012.035052.025052.04605
1502016.05.25 04:18close500.012.033662.025052.04605-1.07144.30
1512016.06.13 23:58sell510.011.929070.000000.00000
1522016.06.13 23:58modify510.011.929071.939071.91807
1532016.06.14 00:25close510.011.925321.939071.918072.93147.23
1542016.06.15 00:02sell520.011.919080.000000.00000
1552016.06.15 00:02modify520.011.919081.929081.90808
1562016.06.15 06:14close520.011.917781.929081.908080.99148.22
1572016.06.21 00:04buy530.011.966320.000000.00000
1582016.06.21 00:04modify530.011.966321.956321.97732
1592016.06.21 00:52close530.011.967841.956321.977321.16149.38
1602016.06.21 22:58buy540.011.961650.000000.00000
1612016.06.21 22:58modify540.011.961651.951651.97265
1622016.06.21 23:56close540.011.966811.951651.972653.93153.31
1632016.06.22 00:25sell550.011.967890.000000.00000
1642016.06.22 00:25modify550.011.967891.977891.95689
1652016.06.22 00:27close550.011.965651.977891.956891.71155.02
1662016.06.23 22:40sell560.011.953650.000000.00000
1672016.06.23 22:40modify560.011.953651.963651.94265
1682016.06.23 23:58close560.011.951731.963651.942651.47156.49
1692016.06.27 23:21sell570.011.800380.000000.00000
1702016.06.27 23:21modify570.011.800381.810381.78938
1712016.06.28 00:40close570.011.798771.810381.789381.30157.79
1722016.06.28 22:37buy580.011.808560.000000.00000
1732016.06.28 22:37modify580.011.808561.798561.81956
1742016.06.29 01:23close580.011.808871.798561.819560.09157.88
1752016.06.30 22:49sell590.011.785270.000000.00000
1762016.06.30 22:49modify590.011.785271.795271.77427
1772016.07.01 01:24close590.011.783761.795271.774271.22159.10
1782016.07.06 00:00buy600.011.743260.000000.00000
1792016.07.06 00:02modify600.011.743261.733261.75426
1802016.07.06 00:44close600.011.745061.733261.754261.37160.47
1812016.07.12 00:00buy610.011.722450.000000.00000
1822016.07.12 00:00modify610.011.722451.712451.73345
1832016.07.12 00:26close610.011.724341.712451.733451.44161.91
1842016.07.13 00:04sell620.011.738880.000000.00000
1852016.07.13 00:04modify620.011.738881.748881.72788
1862016.07.13 00:31close620.011.737201.748881.727881.29163.20
1872016.07.15 23:33sell630.011.741850.000000.00000
1882016.07.15 23:33modify630.011.741851.751851.73085
1892016.07.15 23:34close630.011.740301.751851.730851.18164.38
1902016.07.15 23:42sell640.011.741760.000000.00000
1912016.07.15 23:42modify640.011.741761.751761.73076
1922016.07.15 23:42close640.011.740151.751761.730761.22165.60
1932016.07.15 23:44sell650.011.741360.000000.00000
1942016.07.15 23:44modify650.011.741361.751361.73036
1952016.07.15 23:45close650.011.739561.751361.730361.37166.97
1962016.07.15 23:46sell660.011.742460.000000.00000
1972016.07.15 23:46modify660.011.742461.752461.73146
1982016.07.15 23:46close660.011.740921.752461.731461.18168.15
1992016.07.15 23:52sell670.011.741970.000000.00000
2002016.07.15 23:52modify670.011.741971.751971.73097
2012016.07.15 23:53close670.011.740441.751971.730971.16169.31
2022016.07.15 23:53sell680.011.742320.000000.00000
2032016.07.15 23:53modify680.011.742321.752321.73132
2042016.07.15 23:57close680.011.740561.752321.731321.34170.65
2052016.07.15 23:57sell690.011.742260.000000.00000
2062016.07.15 23:57modify690.011.742261.752261.73126
2072016.07.15 23:57close690.011.740511.752261.731261.33171.98
2082016.07.18 22:06buy700.011.745090.000000.00000
2092016.07.18 22:06modify700.011.745091.735091.75609
2102016.07.19 00:25close700.011.748411.735091.756092.39174.37
2112016.07.19 00:25sell710.011.748410.000000.00000
2122016.07.19 00:25modify710.011.748411.758411.73741
2132016.07.19 04:37s/l710.011.758411.758411.73741-7.63166.74
2142016.07.19 23:54sell720.011.746900.000000.00000
2152016.07.19 23:54modify720.011.746901.756901.73590
2162016.07.20 00:47close720.011.745301.756901.735901.29168.03
2172016.07.21 23:58sell730.011.765660.000000.00000
2182016.07.21 23:58modify730.011.765661.775661.75466
2192016.07.22 00:25close730.011.763971.775661.754661.36169.39
2202016.07.28 23:31sell740.011.755620.000000.00000
2212016.07.28 23:31modify740.011.755621.765621.74462
2222016.07.28 23:58close740.011.754081.765621.744621.18170.57
2232016.08.01 22:38sell750.011.746820.000000.00000
2242016.08.01 22:38modify750.011.746821.756821.73582
2252016.08.02 04:15close750.011.750461.756821.73582-2.71167.86
2262016.08.03 00:04buy760.011.752660.000000.00000
2272016.08.03 00:04modify760.011.752661.742661.76366
2282016.08.03 00:32close760.011.755311.742661.763662.02169.88
2292016.08.04 22:17sell770.011.720290.000000.00000
2302016.08.04 22:17modify770.011.720291.730291.70929
2312016.08.04 23:56close770.011.718581.730291.709291.30171.18
2322016.08.08 23:14sell780.011.705350.000000.00000
2332016.08.08 23:14modify780.011.705351.715351.69435
2342016.08.09 00:35close780.011.703721.715351.694351.32172.50
2352016.08.09 00:41buy790.011.702090.000000.00000
2362016.08.09 00:41modify790.011.702091.692091.71309
2372016.08.09 00:46close790.011.703661.692091.713091.20173.70
2382016.08.10 00:12buy800.011.693800.000000.00000
2392016.08.10 00:12modify800.011.693801.683801.70480
2402016.08.10 01:13close800.011.695321.683801.704801.16174.86
2412016.08.12 22:08sell810.011.689670.000000.00000
2422016.08.12 22:08modify810.011.689671.699671.67867
2432016.08.12 23:46close810.011.686911.699671.678672.10176.96
2442016.08.19 23:58buy820.011.714320.000000.00000
2452016.08.19 23:58modify820.011.714321.704321.72532
2462016.08.22 00:25close820.011.717021.704321.725321.92178.88
2472016.08.23 00:02buy830.011.718870.000000.00000
2482016.08.23 00:02modify830.011.718871.708871.72987
2492016.08.23 00:27close830.011.721211.708871.729871.79180.67
2502016.09.06 22:59buy840.011.747040.000000.00000
2512016.09.06 22:59modify840.011.747041.737041.75804
2522016.09.06 23:58close840.011.748661.737041.758041.24181.91
2532016.09.19 22:35sell850.011.729550.000000.00000
2542016.09.19 22:35modify850.011.729551.739551.71855
2552016.09.20 01:03close850.011.728071.739551.718551.20183.12
2562016.09.23 00:04buy860.011.708800.000000.00000
2572016.09.23 00:04modify860.011.708801.698801.71980
2582016.09.23 00:28close860.011.710551.698801.719801.34184.46
2592016.09.23 22:11sell870.011.702350.000000.00000
2602016.09.23 22:11modify870.011.702351.712351.69135
2612016.09.26 00:36close870.011.700831.712351.691351.23185.69
2622016.10.04 00:00buy880.011.670220.000000.00000
2632016.10.04 00:00modify880.011.670221.660221.68122
2642016.10.04 00:25close880.011.672921.660221.681222.06187.75
2652016.10.04 00:41buy890.011.671730.000000.00000
2662016.10.04 00:41modify890.011.671731.661731.68273
2672016.10.04 00:50close890.011.673521.661731.682731.36189.11
2682016.10.04 00:56buy900.011.671690.000000.00000
2692016.10.04 00:56modify900.011.671691.661691.68269
2702016.10.04 02:59close900.011.673231.661691.682691.18190.29
2712016.10.13 23:34sell910.011.619120.000000.00000
2722016.10.13 23:34modify910.011.619121.629121.60812
2732016.10.14 01:05close910.011.617381.629121.608121.40191.69