Strategy Tester Report
Generic A-TLP v.12.38_RUS
AlfaForex-Real (Build 1010)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2013.11.14 00:00 - 2016.11.12 01:45 (2013.11.14 - 2016.11.14)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; SetName="EURGBP M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=1002; Slippage=1; Lots=0.1; Auto_Risk=0; MM_Depo=0; MaxAmountCurrencyMult=0; CheckSpreadOnSellOpen=true; Max_Spread=4; Max_Spread_On_Close=0; Stop_Loss=35; Take_Profit=200; TP_perc=0; min_TP=10; MaxDailyRange=5; MDRFromHiLo=false; CheckMDRAfter0=false; Hedging=true; S_8="<==== Close Deal Settings ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; CloseSimultaneously=false; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=8; BB_Deviation=2; Entry_Break=4; Min_Volatility=3; OnlyBid=true; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=240; sizeloss=34; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; rollover_trall_end=true; X=0; Y=1; S_3="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=100; Time_Profit_Pips=10; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-1; Exit_Profit_Pips=-100; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=10; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_5="<==== Enter Settings. Bollinger Bands ====>"; GMT_Offset=3; DST=true; TradeAllDaysInTheSameTime=false; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=22; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=22; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=22; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=1; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=22; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=false; rollover_start="23:59"; rollover_end="00:25"; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=30; TimeAfterNews=120; Vhigh=true; Vmedium=true; Vlow=true; NewsSymb="USD,EUR,GBP,CHF,CAD,AUD,NZD,JPY"; highc=Red; mediumc=Lime; lowc=Blue; S_7="<==== Enter Settings. Other ====>"; showinfopanel=true; Col_info=LightGreen; Col_info2=Silver; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false;
Баров в истории75009Смоделировано тиков55323360Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (11)
Чистая прибыль486.37Общая прибыль747.17Общий убыток-260.80
Прибыльность2.86Матожидание выигрыша5.46
Абсолютная просадка2.76Максимальная просадка90.77 (8.18%)Относительная просадка8.18% (90.77)
Всего сделок89Короткие позиции (% выигравших)32 (71.88%)Длинные позиции (% выигравших)57 (80.70%)
Прибыльные сделки (% от всех)69 (77.53%)Убыточные сделки (% от всех)20 (22.47%)
Самая большаяприбыльная сделка33.31убыточная сделка-44.95
Средняяприбыльная сделка10.83убыточная сделка-13.04
Максимальное количествонепрерывных выигрышей (прибыль)13 (149.49)непрерывных проигрышей (убыток)4 (-77.26)
Макс.непрерывная прибыль (число выигрышей)149.49 (13)непрерывный убыток (число проигрышей)-77.26 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.02.22 00:37sell10.100.826670.000000.00000
22014.02.22 00:37modify10.100.826670.830170.80667
32014.02.24 04:02close10.100.826090.830170.806677.261007.26
42014.03.14 23:37buy20.100.835510.000000.00000
52014.03.14 23:37modify20.100.835510.832010.85551
62014.03.17 03:10close20.100.835950.832010.855515.131012.39
72014.03.20 00:47buy30.100.835610.000000.00000
82014.03.20 00:47modify30.100.835610.832110.85561
92014.03.20 02:46close30.100.835940.832110.855614.131016.52
102014.05.23 23:59buy40.100.809300.000000.00000
112014.05.23 23:59modify40.100.809300.805800.82930
122014.05.26 02:30close40.100.809560.805800.829302.881019.41
132014.06.13 23:55sell50.100.798490.000000.00000
142014.06.13 23:55modify50.100.798490.801990.77849
152014.06.16 01:25close50.100.797290.801990.7784915.021034.43
162014.07.11 23:59buy60.100.794370.000000.00000
172014.07.11 23:59modify60.100.794370.790870.81437
182014.07.14 03:08close60.100.794520.790870.814371.501035.94
192014.08.08 23:59buy70.100.798860.000000.00000
202014.08.08 23:59modify70.100.798860.795360.81886
212014.08.08 23:59close70.100.799440.795360.818867.261043.20
222014.08.22 23:59sell80.100.799620.000000.00000
232014.08.22 23:59modify80.100.799620.803120.77962
242014.08.25 01:25close80.100.797330.803120.7796228.671071.87
252014.09.09 00:59sell90.100.801520.000000.00000
262014.09.09 00:59modify90.100.801520.805020.78152
272014.09.09 02:38close90.100.801150.805020.781524.631076.50
282014.09.18 00:48buy100.100.789270.000000.00000
292014.09.18 00:48modify100.100.789270.785770.80927
302014.09.18 03:01close100.100.790150.785770.8092711.021087.52
312014.11.11 00:29sell110.100.784330.000000.00000
322014.11.11 00:29modify110.100.784330.787830.76433
332014.11.11 02:18close110.100.784050.787830.764333.501091.02
342014.12.17 23:00sell120.100.793770.000000.00000
352014.12.17 23:00modify120.100.793770.797270.77377
362014.12.17 23:39close120.100.792500.797270.7737715.901106.92
372015.01.07 00:10buy130.100.785090.000000.00000
382015.01.07 00:10modify130.100.785090.781590.80509
392015.01.07 04:02close130.100.784580.781590.80509-6.391100.53
402015.01.16 23:52sell140.100.763420.000000.00000
412015.01.16 23:52modify140.100.763420.766920.74342
422015.01.19 04:01close140.100.763530.766920.74342-1.381099.15
432015.02.05 00:45buy150.100.749260.000000.00000
442015.02.05 00:45modify150.100.749260.745760.76926
452015.02.05 01:37s/l150.100.745760.745760.76926-43.821055.33
462015.02.18 23:00sell160.100.735880.000000.00000
472015.02.18 23:00modify160.100.735880.739380.71588
482015.02.19 02:24close160.100.737930.739380.71588-25.671029.66
492015.03.06 23:59sell170.100.721450.000000.00000
502015.03.06 23:59modify170.100.721450.724950.70145
512015.03.07 01:52close170.100.720720.724950.701459.141038.80
522015.03.11 01:04buy180.100.709360.000000.00000
532015.03.11 01:04modify180.100.709360.705860.72936
542015.03.11 03:06close180.100.709500.705860.729361.751040.55
552015.03.19 00:25sell190.100.727360.000000.00000
562015.03.19 00:25modify190.100.727360.730860.70736
572015.03.19 00:29close190.100.726340.730860.7073612.771053.32
582015.03.28 00:22buy200.100.731740.000000.00000
592015.03.28 00:22modify200.100.731740.728240.75174
602015.03.30 04:55close200.100.731250.728240.75174-6.501046.81
612015.03.31 23:58sell210.100.724640.000000.00000
622015.03.31 23:58modify210.100.724640.728140.70464
632015.04.01 02:21close210.100.724150.728140.704646.131052.94
642015.04.04 00:12buy220.100.735040.000000.00000
652015.04.04 00:13modify220.100.735040.731540.75504
662015.04.06 01:25close220.100.736680.731540.7550420.161073.10
672015.04.06 23:06buy230.100.735030.000000.00000
682015.04.06 23:06modify230.100.735030.731530.75503
692015.04.07 02:30close230.100.734210.731530.75503-10.631062.46
702015.06.02 23:23buy240.100.726760.000000.00000
712015.06.02 23:23modify240.100.726760.723260.74676
722015.06.03 01:26close240.100.726660.723260.74676-1.631060.84
732015.07.18 00:18buy250.100.694320.000000.00000
742015.07.18 00:18modify250.100.694320.690820.71432
752015.07.20 02:08close250.100.694530.690820.714322.251063.09
762015.08.13 00:59buy260.100.714210.000000.00000
772015.08.13 00:59modify260.100.714210.710710.73421
782015.08.13 03:42close260.100.714580.710710.734214.631067.72
792015.08.25 23:26sell270.100.729410.000000.00000
802015.08.25 23:26modify270.100.729410.732910.70941
812015.08.26 00:24s/l270.100.732910.732910.70941-43.831023.89
822015.09.08 23:22sell280.100.728130.000000.00000
832015.09.08 23:22modify280.100.728130.731630.70813
842015.09.09 03:57close280.100.727780.731630.708134.391028.28
852015.09.16 01:00buy290.100.733770.000000.00000
862015.09.16 01:00modify290.100.733770.730270.75377
872015.09.16 02:45close290.100.734440.730270.753778.391036.67
882015.11.18 23:12sell300.100.699900.000000.00000
892015.11.18 23:12modify300.100.699900.703400.67990
902015.11.19 05:38close300.100.700090.703400.67990-2.381034.29
912015.12.11 23:06buy310.100.721760.000000.00000
922015.12.11 23:06modify310.100.721760.718260.74176
932015.12.14 02:44close310.100.722200.718260.741765.131039.43
942015.12.16 01:04sell320.100.726760.000000.00000
952015.12.16 01:04modify320.100.726760.730260.70676
962015.12.16 02:01close320.100.725530.730260.7067615.401054.83
972015.12.16 23:00buy330.100.727060.000000.00000
982015.12.16 23:00modify330.100.727060.723560.74706
992015.12.16 23:00close330.100.729230.723560.7470627.171082.00
1002015.12.16 23:03buy340.100.727080.000000.00000
1012015.12.16 23:03modify340.100.727080.723580.74708
1022015.12.16 23:12close340.100.729190.723580.7470826.421108.42
1032015.12.22 23:37buy350.100.739690.000000.00000
1042015.12.22 23:37modify350.100.739690.736190.75969
1052015.12.23 04:00close350.100.738660.736190.75969-13.281095.14
1062015.12.31 00:39sell360.100.737680.000000.00000
1072015.12.31 00:39modify360.100.737680.741180.71768
1082015.12.31 02:19close360.100.737430.741180.717683.131098.27
1092016.01.15 23:40buy370.100.766340.000000.00000
1102016.01.15 23:40modify370.100.766340.762840.78634
1112016.01.18 02:09close370.100.766160.762840.78634-2.631095.64
1122016.01.21 00:17buy380.100.768390.000000.00000
1132016.01.21 00:17modify380.100.768390.764890.78839
1142016.01.21 03:15close380.100.767800.764890.78839-7.391088.25
1152016.01.26 00:37sell390.100.761550.000000.00000
1162016.01.26 00:37modify390.100.761550.765050.74155
1172016.01.26 02:43close390.100.761270.765050.741553.511091.76
1182016.01.27 23:00buy400.100.761000.000000.00000
1192016.01.27 23:00modify400.100.761000.757500.78100
1202016.01.27 23:04close400.100.763470.757500.7810030.921122.68
1212016.02.10 23:20sell410.100.776850.000000.00000
1222016.02.10 23:20modify410.100.776850.780350.75685
1232016.02.11 00:24close410.100.775840.780350.7568512.651135.33
1242016.02.23 23:26buy420.100.784500.000000.00000
1252016.02.23 23:26modify420.100.784500.781000.80450
1262016.02.24 00:07close420.100.785570.781000.8045013.031148.35
1272016.02.25 00:17buy430.100.790420.000000.00000
1282016.02.25 00:17modify430.100.790420.786920.81042
1292016.02.25 02:53close430.100.790720.786920.810423.751152.10
1302016.03.01 00:53buy440.100.781060.000000.00000
1312016.03.01 00:53modify440.100.781060.777560.80106
1322016.03.01 02:28close440.100.781750.777560.801068.641160.74
1332016.03.01 23:59sell450.100.778700.000000.00000
1342016.03.01 23:59modify450.100.778700.782200.75870
1352016.03.02 01:59close450.100.778700.782200.758700.001160.74
1362016.03.08 23:12buy460.100.773820.000000.00000
1372016.03.08 23:12modify460.100.773820.770320.79382
1382016.03.09 00:15close460.100.774550.770320.793828.771169.51
1392016.03.17 01:49buy470.100.786160.000000.00000
1402016.03.17 01:50modify470.100.786160.782660.80616
1412016.03.17 02:39close470.100.787050.782660.8061611.151180.66
1422016.03.18 23:59sell480.100.779050.000000.00000
1432016.03.18 23:59modify480.100.779050.782550.75905
1442016.03.19 00:58close480.100.778150.782550.7590511.271191.93
1452016.03.24 01:01buy490.100.791440.000000.00000
1462016.03.24 01:01modify490.100.791440.787940.81144
1472016.03.24 02:09close490.100.792020.787940.811447.261199.19
1482016.03.29 23:39sell500.100.784650.000000.00000
1492016.03.29 23:39modify500.100.784650.788150.76465
1502016.03.30 01:40close500.100.785100.788150.76465-5.641193.55
1512016.04.01 23:46buy510.100.800760.000000.00000
1522016.04.01 23:46modify510.100.800760.797260.82076
1532016.04.04 01:25close510.100.801470.797260.820768.511202.05
1542016.04.07 01:00buy520.100.806330.000000.00000
1552016.04.07 01:01modify520.100.806330.802830.82633
1562016.04.07 03:49close520.100.806800.802830.826335.881207.93
1572016.04.14 01:00buy530.100.792950.000000.00000
1582016.04.14 01:01modify530.100.792950.789450.81295
1592016.04.14 02:00close530.100.794020.789450.8129513.391221.32
1602016.04.20 23:44sell540.100.787590.000000.00000
1612016.04.20 23:44modify540.100.787590.791090.76759
1622016.04.21 03:47close540.100.788350.791090.76759-9.521211.80
1632016.04.26 23:09sell550.100.775060.000000.00000
1642016.04.26 23:09modify550.100.775060.778560.75506
1652016.04.27 03:00close550.100.775070.778560.75506-0.121211.68
1662016.05.05 01:01buy560.100.791880.000000.00000
1672016.05.05 01:01modify560.100.791880.788380.81188
1682016.05.05 02:45close560.100.792290.788380.811885.131216.81
1692016.05.19 00:12buy570.100.768640.000000.00000
1702016.05.19 00:12modify570.100.768640.765140.78864
1712016.05.19 02:28close570.100.768660.765140.788640.251217.06
1722016.05.28 00:54buy580.100.760080.000000.00000
1732016.05.28 00:54modify580.100.760080.756580.78008
1742016.05.30 05:00close580.100.759940.756580.78008-2.131214.94
1752016.06.06 23:39buy590.100.785550.000000.00000
1762016.06.06 23:39modify590.100.785550.782050.80555
1772016.06.07 01:30close590.100.786130.782050.805556.881221.82
1782016.06.14 00:48buy600.100.792500.000000.00000
1792016.06.14 00:48modify600.100.792500.789000.81250
1802016.06.14 01:25close600.100.793510.789000.8125012.651234.47
1812016.06.15 01:00buy610.100.793190.000000.00000
1822016.06.15 01:00modify610.100.793190.789690.81319
1832016.06.15 01:38close610.100.794290.789690.8131913.771248.24
1842016.06.21 23:58sell620.100.769150.000000.00000
1852016.06.21 23:58modify620.100.769150.772650.74915
1862016.06.22 00:57close620.100.767390.772650.7491522.041270.28
1872016.06.22 23:06buy630.100.769120.000000.00000
1882016.06.22 23:06modify630.100.769120.765620.78912
1892016.06.22 23:23close630.100.770390.765620.7891215.901286.18
1902016.06.22 23:58buy640.100.769090.000000.00000
1912016.06.22 23:58modify640.100.769090.765590.78909
1922016.06.23 01:26s/l640.100.765590.765590.78909-44.951241.24
1932016.06.27 23:59buy650.100.833690.000000.00000
1942016.06.27 23:59modify650.100.833690.830190.85369
1952016.06.28 01:45close650.100.834220.830190.853696.261247.50
1962016.06.28 23:28sell660.100.829480.000000.00000
1972016.06.28 23:28modify660.100.829480.832980.80948
1982016.06.29 02:13close660.100.828770.832980.809488.891256.39
1992016.07.07 01:05buy670.100.857660.000000.00000
2002016.07.07 01:05modify670.100.857660.854160.87766
2012016.07.07 02:15close670.100.858680.854160.8776612.771269.16
2022016.07.14 01:00buy680.100.842300.000000.00000
2032016.07.14 01:00modify680.100.842300.838800.86230
2042016.07.14 01:26close680.100.843650.838800.8623016.911286.07
2052016.07.16 00:10buy690.100.836980.000000.00000
2062016.07.16 00:10modify690.100.836980.833480.85698
2072016.07.16 00:23close690.100.837960.833480.8569812.271298.34
2082016.07.18 23:42sell700.100.835400.000000.00000
2092016.07.18 23:42modify700.100.835400.838900.81540
2102016.07.19 02:06close700.100.835290.838900.815401.371299.71
2112016.07.27 01:00buy710.100.835450.000000.00000
2122016.07.27 01:01modify710.100.835450.831950.85545
2132016.07.27 02:16close710.100.836460.831950.8554512.641312.35
2142016.08.06 00:49sell720.100.848570.000000.00000
2152016.08.06 00:49modify720.100.848570.852070.82857
2162016.08.08 01:25close720.100.847660.852070.8285711.391323.74
2172016.08.10 00:52sell730.100.855160.000000.00000
2182016.08.10 00:52modify730.100.855160.858660.83516
2192016.08.10 02:17close730.100.854710.858660.835165.641329.38
2202016.08.12 23:05buy740.100.863780.000000.00000
2212016.08.12 23:05modify740.100.863780.860280.88378
2222016.08.13 00:31close740.100.864590.860280.8837810.141339.52
2232016.08.25 01:00buy750.100.848550.000000.00000
2242016.08.25 01:01modify750.100.848550.845050.86855
2252016.08.25 01:28close750.100.851210.845050.8685533.301372.82
2262016.08.31 01:02buy760.100.851380.000000.00000
2272016.08.31 01:02modify760.100.851380.847880.87138
2282016.08.31 02:16close760.100.852060.847880.871388.511381.33
2292016.09.08 01:00buy770.100.841980.000000.00000
2302016.09.08 01:00modify770.100.841980.838480.86198
2312016.09.08 02:46close770.100.842730.838480.861989.391390.72
2322016.09.15 01:03buy780.100.849220.000000.00000
2332016.09.15 01:03modify780.100.849220.845720.86922
2342016.09.15 05:15close780.100.848340.845720.86922-11.011379.71
2352016.09.21 01:09buy790.100.858240.000000.00000
2362016.09.21 01:09modify790.100.858240.854740.87824
2372016.09.21 02:47close790.100.858690.854740.878245.641385.35
2382016.09.24 00:59buy800.100.865350.000000.00000
2392016.09.24 00:59modify800.100.865350.861850.88535
2402016.09.26 01:36close800.100.866380.861850.8853512.521397.87
2412016.10.01 00:00sell810.100.866840.000000.00000
2422016.10.01 00:00modify810.100.866840.870340.84684
2432016.10.03 04:09close810.100.868280.870340.84684-18.031379.84
2442016.10.15 00:32buy820.100.899970.000000.00000
2452016.10.15 00:32modify820.100.899970.896470.91997
2462016.10.17 01:25close820.100.901830.896470.9199722.911402.75
2472016.10.21 23:39sell830.100.890170.000000.00000
2482016.10.21 23:39modify830.100.890170.893670.87017
2492016.10.24 05:21close830.100.890480.893670.87017-3.881398.87
2502016.10.25 00:22buy840.100.889010.000000.00000
2512016.10.25 00:22modify840.100.889010.885510.90901
2522016.10.25 02:00close840.100.889730.885510.909019.011407.88
2532016.10.25 23:27buy850.100.892630.000000.00000
2542016.10.25 23:27modify850.100.892630.889130.91263
2552016.10.25 23:59close850.100.893630.889130.9126312.521420.40
2562016.10.27 00:37buy860.100.890860.000000.00000
2572016.10.27 00:37modify860.100.890860.887360.91086
2582016.10.27 02:54close860.100.891300.887360.910865.501425.90
2592016.11.03 01:00buy870.100.901580.000000.00000
2602016.11.03 01:01modify870.100.901580.898080.92158
2612016.11.03 02:31close870.100.902160.898080.921587.261433.16
2622016.11.04 23:52sell880.100.890040.000000.00000
2632016.11.04 23:52modify880.100.890040.893540.87004
2642016.11.07 02:00close880.100.887380.893540.8700433.311466.47
2652016.11.09 01:01sell890.100.890690.000000.00000
2662016.11.09 01:01modify890.100.890690.894190.87069
2672016.11.09 02:00close890.100.889100.894190.8706919.901486.37