Strategy Tester Report
Generic A-TLP v13.7[SY]
Alpari-ECN1 (Build 988)

СимволEURCHF (Euro vs Swiss Franc)
Период15 Минут (M15) 2010.01.01 00:00 - 2016.09.18 23:59 (2014.01.01 - 2016.09.18)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings_10="1. O R D E R S I Z E S E T T I N G S"; Fixed_Lot=1; Lots=0.01; Settings_20="2. O R D E R C L O S E C O N D I T I O N S"; Settings_21=" 2.1. Stop Loss and Take Profit settings"; Stop_Loss=350; Take_Profit=150; Settings_22=" 2.2. Close by Order holding time limit and minimum profit"; Close_by_TimeLimit=true; TimeLimit=360; TimeLimit_MinProfit=-10; Settings_23=" 2.3. Close by Bollinger Bands and minimum profit"; Close_by_BB=true; BB_MinProfit=10; Settings_24=" 2.4. Close by Commodity Channel Index"; Close_by_CCI=true; Settings_25=" 2.5. Close by Breakeven"; Close_by_Breakeven=false; BE_InitLevel=70; BE_Profit=10; Settings_26=" 2.6. Close by Trailling Stop"; Close_by_Trail=false; Trail_Start=70; Trail_Size=50; Trail_Step=10; Settings_27=" 2.7. Trend Identification"; Use_Trend_Filter=true; Settings_30="3. O R D E R O P E N C O N D I T I O N S"; Settings_31=" 3.1. Open by Bollinger Bands"; Open_by_BB=true; Settings_32=" 3.2. Open by Commodity Channel Index"; Open_by_CCI=false; Settings_33=" 3.3. Open by Moving Average"; Open_by_MA=true; Settings_35=" 3.4. Trade Restriction - Consequitive losses"; Restrict_Losses=true; Restrict_TimeLimit=120; Settings_36=" 3.5. Trade Restriction - Volatility"; Restrict_Volatility=true; MinVolatility=50; MaxDailyRange=750; Settings_40="4. I N D I C A T O R S S E T T I N G S"; Settings_41=" 4.1. Bollinger Bands"; BB_TimeFrame=15; BB_Period=13; BB_StDev=2; BB_Shift=1; BB_Signal_Level=10; Settings_42=" 4.2. Commodity Channel Index"; CCI_TimeFrame=15; CCI_Period=14; CCI_Applied_Price=0; CCI_Shift=1; CCI_Signal_Level=100; Settings_43=" 4.3. Moving Average"; MA_TimeFrame=15; MA_Period=9; MA_Price_Method=2; MA_Applied_Price=4; MA_Signal_Level=95; Settings_44=" 4.4. Trend Identification"; Trend_MA_FastPeriod=9; Trend_MA_SlowPeriod=25; Trend_MA_Shift=0; Trend_Price_Method=2; Settings_50="5. O T H E R S E T T I N G S"; WriteLogFile=false; Max_Spread=40; Slippage=10; Order_Comment="Generic 13.0v"; MagicNumber=11052016; Settings_60="6. T R A D I N G T I M E C O N D I T I O N S"; Time_Filter=true; monday=true; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday=true; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday=true; wednesday_open="00:00"; wednesday_pause_start="01:00"; wednesday_pause_stop="22:00"; wednesday_close="23:59"; thursday=true; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="22:00"; thursday_close="23:59"; friday=true; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday=false; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории167540Смоделировано тиков101679947Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред17
Чистая прибыль44.18Общая прибыль56.03Общий убыток-11.85
Прибыльность4.73Матожидание выигрыша0.68
Абсолютная просадка2.39Максимальная просадка10.16 (8.55%)Относительная просадка8.55% (10.16)
Всего сделок65Короткие позиции (% выигравших)0 (0.00%)Длинные позиции (% выигравших)65 (75.38%)
Прибыльные сделки (% от всех)49 (75.38%)Убыточные сделки (% от всех)16 (24.62%)
Самая большаяприбыльная сделка1.55убыточная сделка-3.61
Средняяприбыльная сделка1.14убыточная сделка-0.74
Максимальное количествонепрерывных выигрышей (прибыль)9 (10.40)непрерывных проигрышей (убыток)3 (-0.28)
Макс.непрерывная прибыль (число выигрышей)10.40 (9)непрерывный убыток (число проигрышей)-3.61 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 22:08buy10.011.234150.000000.00000
22014.01.09 22:08modify10.011.234151.230651.23565
32014.01.10 02:06close10.011.234331.230651.235650.18100.18
42014.02.19 22:36buy20.011.219170.000000.00000
52014.02.19 22:36modify20.011.219171.215671.22067
62014.02.20 01:15close20.011.220631.215671.220671.51101.69
72015.01.22 23:12buy30.010.990700.000000.00000
82015.01.22 23:12modify30.010.990700.987200.99220
92015.01.23 01:28s/l30.010.987200.987200.99220-3.6198.08
102015.01.27 22:00buy40.011.021770.000000.00000
112015.01.27 22:00modify40.011.021771.018271.02327
122015.01.27 22:01t/p40.011.023271.018271.023271.5599.63
132015.01.29 00:13buy50.011.020770.000000.00000
142015.01.29 00:13modify50.011.020771.017271.02227
152015.01.29 01:22t/p50.011.022271.017271.022271.55101.18
162015.02.05 23:26buy60.011.057530.000000.00000
172015.02.05 23:26modify60.011.057531.054031.05903
182015.02.06 03:56t/p60.011.059031.054031.059031.54102.72
192015.02.23 23:25buy70.011.076350.000000.00000
202015.02.23 23:25modify70.011.076351.072851.07785
212015.02.24 01:59t/p70.011.077851.072851.077851.54104.26
222015.03.03 00:00buy80.011.071260.000000.00000
232015.03.03 00:00modify80.011.071261.067761.07276
242015.03.03 07:36close80.011.070631.067761.07276-0.64103.62
252015.03.11 00:04buy90.011.067900.000000.00000
262015.03.11 00:04modify90.011.067901.064401.06940
272015.03.11 02:45close90.011.068961.064401.069401.09104.71
282015.03.16 23:51buy100.011.064440.000000.00000
292015.03.16 23:51modify100.011.064441.060941.06594
302015.03.17 01:03t/p100.011.065941.060941.065941.55106.26
312015.03.20 23:54buy110.011.054420.000000.00000
322015.03.20 23:54modify110.011.054421.050921.05592
332015.03.23 00:00t/p110.011.055921.050921.055921.54107.80
342015.03.26 22:00buy120.011.047310.000000.00000
352015.03.26 22:00modify120.011.047311.043811.04881
362015.03.27 02:45close120.011.048321.043811.048811.04108.84
372015.03.27 23:01buy130.011.045570.000000.00000
382015.03.27 23:01modify130.011.045571.042071.04707
392015.03.30 00:00close130.011.046901.042071.047071.37110.21
402015.04.01 22:27buy140.011.039790.000000.00000
412015.04.01 22:27modify140.011.039791.036291.04129
422015.04.02 01:15close140.011.040911.036291.041291.15111.36
432015.04.29 00:01buy150.011.043480.000000.00000
442015.04.29 18:03modify150.011.043481.039981.04498
452015.04.29 18:03close150.011.044861.039981.044981.42112.78
462015.05.01 23:48buy160.011.044560.000000.00000
472015.05.01 23:48modify160.011.044561.041061.04606
482015.05.04 00:02close160.011.044921.041061.046060.37113.15
492015.05.08 00:40buy170.011.036970.000000.00000
502015.05.08 00:40modify170.011.036971.033471.03847
512015.05.08 03:50close170.011.037821.033471.038470.87114.02
522015.05.22 23:56buy180.011.038400.000000.00000
532015.05.22 23:56modify180.011.038401.034901.03990
542015.05.25 08:28s/l180.011.034901.034901.03990-3.60110.42
552015.06.02 00:05buy190.011.032330.000000.00000
562015.06.02 00:06modify190.011.032331.028831.03383
572015.06.02 06:06close190.011.032461.028831.033830.13110.55
582015.06.11 22:51buy200.011.051030.000000.00000
592015.06.11 22:51modify200.011.051031.047531.05253
602015.06.12 03:15close200.011.050481.047531.05253-0.56109.99
612015.06.19 00:07buy210.011.046760.000000.00000
622015.06.19 00:07modify210.011.046761.043261.04826
632015.06.19 01:09t/p210.011.048261.043261.048261.54111.53
642015.06.26 00:08buy220.011.048230.000000.00000
652015.06.26 00:08modify220.011.048231.044731.04973
662015.06.26 07:45close220.011.047581.044731.04973-0.67110.86
672015.06.30 00:00buy230.011.039190.000000.00000
682015.06.30 00:00modify230.011.039191.035691.04069
692015.06.30 06:30close230.011.038791.035691.04069-0.41110.45
702015.07.01 00:04buy240.011.040850.000000.00000
712015.07.01 00:04modify240.011.040851.037351.04235
722015.07.01 00:28t/p240.011.042351.037351.042351.55112.00
732015.07.03 23:45buy250.011.042910.000000.00000
742015.07.03 23:45modify250.011.042911.039411.04441
752015.07.03 23:56t/p250.011.044411.039411.044411.55113.55
762015.07.10 23:04buy260.011.047020.000000.00000
772015.07.10 23:04modify260.011.047021.043521.04852
782015.07.13 01:01close260.011.046941.043521.04852-0.08113.47
792015.07.20 23:36buy270.011.043340.000000.00000
802015.07.20 23:36modify270.011.043341.039841.04484
812015.07.21 05:39close270.011.043251.039841.04484-0.10113.37
822015.07.30 00:10buy280.011.062100.000000.00000
832015.07.30 00:10modify280.011.062101.058601.06360
842015.07.30 05:13close280.011.063091.058601.063601.02114.39
852015.07.31 23:47buy290.011.059880.000000.00000
862015.07.31 23:47modify290.011.059881.056381.06138
872015.08.03 00:04close290.011.060531.056381.061380.67115.06
882015.08.14 23:00buy300.011.084550.000000.00000
892015.08.14 23:00modify300.011.084551.081051.08605
902015.08.17 00:00close300.011.085021.081051.086050.49115.55
912015.08.25 00:11buy310.011.079880.000000.00000
922015.08.25 00:11modify310.011.079881.076381.08138
932015.08.25 00:37t/p310.011.081381.076381.081381.54117.09
942015.08.25 22:00buy320.011.078050.000000.00000
952015.08.25 22:00modify320.011.078051.074551.07955
962015.08.25 22:25t/p320.011.079551.074551.079551.55118.64
972015.09.02 00:01buy330.011.083850.000000.00000
982015.09.02 00:01modify330.011.083851.080351.08535
992015.09.02 00:15t/p330.011.085351.080351.085351.54120.18
1002015.09.02 22:42buy340.011.088250.000000.00000
1012015.09.02 22:42modify340.011.088251.084751.08975
1022015.09.03 08:13close340.011.088151.084751.08975-0.11120.07
1032015.09.03 22:00buy350.011.082550.000000.00000
1042015.09.03 22:00modify350.011.082551.079051.08405
1052015.09.04 02:14close350.011.083001.079051.084050.46120.53
1062015.09.16 00:02buy360.011.097120.000000.00000
1072015.09.16 00:02modify360.011.097121.093621.09862
1082015.09.16 03:50t/p360.011.098621.093621.098621.54122.07
1092015.09.17 22:25buy370.011.095270.000000.00000
1102015.09.17 22:25modify370.011.095271.091771.09677
1112015.09.17 22:36t/p370.011.096771.091771.096771.55123.62
1122015.09.25 00:01buy380.011.093760.000000.00000
1132015.09.25 00:01modify380.011.093761.090261.09526
1142015.09.25 05:52close380.011.093711.090261.09526-0.05123.57
1152015.10.01 00:00buy390.011.087610.000000.00000
1162015.10.01 00:00modify390.011.087611.084111.08911
1172015.10.01 03:15close390.011.088551.084111.089110.97124.54
1182015.10.13 22:17buy400.011.089830.000000.00000
1192015.10.13 22:17modify400.011.089831.086331.09133
1202015.10.14 01:35close400.011.090431.086331.091330.62125.16
1212015.10.15 23:01buy410.011.081830.000000.00000
1222015.10.15 23:01modify410.011.081831.078331.08333
1232015.10.16 05:01close410.011.081871.078331.083330.05125.21
1242015.10.22 22:59buy420.011.080940.000000.00000
1252015.10.22 22:59modify420.011.080941.077441.08244
1262015.10.23 04:10close420.011.081351.077441.082440.42125.63
1272015.10.30 23:19buy430.011.086140.000000.00000
1282015.10.30 23:19modify430.011.086141.082641.08764
1292015.11.02 00:00close430.011.087391.082641.087641.29126.92
1302015.12.01 23:27buy440.011.091370.000000.00000
1312015.12.01 23:27modify440.011.091371.087871.09287
1322015.12.02 11:45close440.011.089801.087871.09287-1.62125.30
1332015.12.03 22:00buy450.011.084280.000000.00000
1342015.12.03 22:00modify450.011.084281.080781.08578
1352015.12.03 22:00t/p450.011.085781.080781.085781.54126.84
1362015.12.03 22:01buy460.011.085640.000000.00000
1372015.12.03 22:01modify460.011.085641.082141.08714
1382015.12.03 22:12t/p460.011.087141.082141.087141.54128.38
1392015.12.25 00:06buy470.011.080120.000000.00000
1402015.12.25 00:06modify470.011.080121.076621.08162
1412015.12.25 02:40close470.011.081481.076621.081621.40129.78
1422015.12.30 22:23buy480.011.077950.000000.00000
1432015.12.30 22:23modify480.011.077951.074451.07945
1442015.12.30 23:39t/p480.011.079451.074451.079451.55131.33
1452016.01.14 22:39buy490.011.091750.000000.00000
1462016.01.14 22:39modify490.011.091751.088251.09325
1472016.01.15 03:45close490.011.092181.088251.093250.45131.78
1482016.01.15 23:58buy500.011.092560.000000.00000
1492016.01.15 23:58modify500.011.092561.089061.09406
1502016.01.18 00:00t/p500.011.094061.089061.094061.54133.32
1512016.02.09 22:50buy510.011.096990.000000.00000
1522016.02.09 22:50modify510.011.096991.093491.09849
1532016.02.09 23:58t/p510.011.098491.093491.098491.54134.86
1542016.02.11 22:28buy520.011.101000.000000.00000
1552016.02.11 22:28modify520.011.101001.097501.10250
1562016.02.12 04:28close520.011.100901.097501.10250-0.10134.76
1572016.02.18 22:47buy530.011.102500.000000.00000
1582016.02.18 22:47modify530.011.102501.099001.10400
1592016.02.19 04:47close530.011.102821.099001.104000.33135.09
1602016.02.26 23:56buy540.011.088970.000000.00000
1612016.02.26 23:56modify540.011.088971.085471.09047
1622016.02.29 00:02close540.011.088951.085471.09047-0.02135.07
1632016.03.01 22:25buy550.011.083430.000000.00000
1642016.03.01 22:25modify550.011.083431.079931.08493
1652016.03.02 03:06close550.011.084451.079931.084931.05136.12
1662016.03.09 00:28buy560.011.094740.000000.00000
1672016.03.09 00:28modify560.011.094741.091241.09624
1682016.03.09 01:09t/p560.011.096241.091241.096241.54137.66
1692016.03.11 00:41buy570.011.099550.000000.00000
1702016.03.11 00:41modify570.011.099551.096051.10105
1712016.03.11 00:44t/p570.011.101051.096051.101051.55139.21
1722016.03.25 23:49buy580.011.090210.000000.00000
1732016.03.25 23:50modify580.011.090211.086711.09171
1742016.03.28 00:00close580.011.091411.086711.091711.24140.45
1752016.04.01 23:58buy590.011.091030.000000.00000
1762016.04.01 23:58modify590.011.091031.087531.09253
1772016.04.04 00:03close590.011.091121.087531.092530.09140.54
1782016.06.23 00:00buy600.011.082390.000000.00000
1792016.06.23 00:00modify600.011.082391.078891.08389
1802016.06.23 00:05t/p600.011.083891.078891.083891.54142.08
1812016.07.01 23:10buy610.011.083420.000000.00000
1822016.07.01 23:10modify610.011.083421.079921.08492
1832016.07.04 00:05close610.011.083331.079921.08492-0.09141.99
1842016.07.15 23:13buy620.011.087020.000000.00000
1852016.07.15 23:13modify620.011.087021.083521.08852
1862016.07.18 01:16close620.011.086921.083521.08852-0.11141.88
1872016.07.27 22:02buy630.011.090830.000000.00000
1882016.07.27 22:02modify630.011.090831.087331.09233
1892016.07.28 03:50close630.011.090751.087331.09233-0.08141.80
1902016.08.02 00:12buy640.011.079890.000000.00000
1912016.08.02 00:12modify640.011.079891.076391.08139
1922016.08.02 00:15t/p640.011.081391.076391.081391.55143.35
1932016.08.18 22:01buy650.011.083370.000000.00000
1942016.08.18 22:01modify650.011.083371.079871.08487
1952016.08.19 00:59close650.011.084171.079871.084870.83144.18