Strategy Tester Report
Generic A-TLP 11
Alpari-ECN-Demo (Build 950)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2013.01.01 22:01 - 2016.09.23 20:59 (2013.01.05 - 2016.07.30)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="USDCHF M15 Generic A-TLP v.11.86"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Max_Spread_mode2=0; Max_Spread_mode2_profit=10; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=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; 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; DailyMA=0; DeltaMA=0.5; time_break=240; loss=68; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; 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"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; 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 истории92940Смоделировано тиков33949979Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред20
Чистая прибыль67.55Общая прибыль81.87Общий убыток-14.33
Прибыльность5.72Матожидание выигрыша0.86
Абсолютная просадка0.26Максимальная просадка10.86 (6.60%)Относительная просадка6.60% (10.86)
Всего сделок79Короткие позиции (% выигравших)31 (77.42%)Длинные позиции (% выигравших)48 (89.58%)
Прибыльные сделки (% от всех)67 (84.81%)Убыточные сделки (% от всех)12 (15.19%)
Самая большаяприбыльная сделка8.24убыточная сделка-2.61
Средняяприбыльная сделка1.22убыточная сделка-1.19
Максимальное количествонепрерывных выигрышей (прибыль)13 (15.60)непрерывных проигрышей (убыток)2 (-3.42)
Макс.непрерывная прибыль (число выигрышей)15.60 (13)непрерывный убыток (число проигрышей)-3.42 (2)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.11 00:35buy10.010.913070.000000.00000
22013.01.11 00:35modify10.010.913070.906070.92007
32013.01.11 01:00close10.010.914090.906070.920071.12101.12
42013.02.11 22:24sell20.010.919580.000000.00000
52013.02.11 22:24modify20.010.919580.926580.91258
62013.02.11 23:14close20.010.918390.926580.912581.30102.42
72013.02.11 23:47sell30.010.920300.000000.00000
82013.02.11 23:47modify30.010.920300.927300.91330
92013.02.12 06:59close30.010.919930.927300.913300.37102.79
102013.02.14 22:43buy40.010.921520.000000.00000
112013.02.14 22:43modify40.010.921520.914520.92852
122013.02.15 01:54close40.010.922120.914520.928520.66103.45
132013.03.12 01:42sell50.010.948480.000000.00000
142013.03.12 01:42modify50.010.948480.955480.94148
152013.03.12 07:43close50.010.948500.955480.94148-0.02103.43
162013.04.05 23:57sell60.010.934580.000000.00000
172013.04.05 23:57modify60.010.934580.941580.92758
182013.04.08 01:00close60.010.933540.941580.927581.08104.51
192013.04.12 23:28buy70.010.927780.000000.00000
202013.04.12 23:28modify70.010.927780.920780.93478
212013.04.15 05:06close70.010.928780.920780.934781.09105.61
222013.04.16 00:11buy80.010.930440.000000.00000
232013.04.16 00:11modify80.010.930440.923440.93744
242013.04.16 04:07close80.010.931060.923440.937440.67106.28
252013.05.15 00:02sell90.010.967120.000000.00000
262013.05.15 00:02modify90.010.967120.974120.96012
272013.05.15 00:52close90.010.966040.974120.960121.12107.40
282013.05.16 22:10sell100.010.963400.000000.00000
292013.05.16 22:10modify100.010.963400.970400.95640
302013.05.17 10:50close100.010.965890.970400.95640-2.61104.79
312013.05.23 22:07sell110.010.969250.000000.00000
322013.05.23 22:07modify110.010.969250.976250.96225
332013.05.23 22:52close110.010.968240.976250.962251.04105.83
342013.05.27 22:37buy120.010.962740.000000.00000
352013.05.27 22:37modify120.010.962740.955740.96974
362013.05.28 03:03close120.010.963490.955740.969740.79106.62
372013.05.31 22:27buy130.010.958160.000000.00000
382013.05.31 22:27modify130.010.958160.951160.96516
392013.06.03 11:33close130.010.956630.951160.96516-1.59105.03
402013.06.03 22:03sell140.010.946890.000000.00000
412013.06.03 22:03modify140.010.946890.953890.93989
422013.06.04 03:58close140.010.946760.953890.939890.11105.14
432013.06.13 22:40buy150.010.920950.000000.00000
442013.06.13 22:40modify150.010.920950.913950.92795
452013.06.13 22:56close150.010.921950.913950.927951.08106.22
462013.06.17 22:21buy160.010.924010.000000.00000
472013.06.17 22:21modify160.010.924010.917010.93101
482013.06.18 04:13close160.010.922920.917010.93101-1.17105.06
492013.06.26 01:39sell170.010.939130.000000.00000
502013.06.26 01:39modify170.010.939130.946130.93213
512013.06.26 05:16close170.010.938110.946130.932131.09106.15
522013.06.27 22:33buy180.010.943930.000000.00000
532013.06.27 22:33modify180.010.943930.936930.95093
542013.06.27 23:36close180.010.944940.936930.950931.07107.22
552013.08.26 22:31buy190.010.921860.000000.00000
562013.08.26 22:31modify190.010.921860.914860.92886
572013.08.26 23:55close190.010.923030.914860.928861.27108.49
582013.11.15 01:58sell200.010.918000.000000.00000
592013.11.15 01:58modify200.010.918000.925000.91100
602013.11.15 03:38close200.010.916940.925000.911001.16109.65
612013.11.20 01:15buy210.010.907970.000000.00000
622013.11.20 01:15modify210.010.907970.900970.91497
632013.11.20 01:40close210.010.909150.900970.914971.30110.95
642013.11.21 23:19buy220.010.913520.000000.00000
652013.11.21 23:19modify220.010.913520.906520.92052
662013.11.22 05:40close220.010.914560.906520.920521.15112.10
672014.01.29 00:15sell230.010.899380.000000.00000
682014.01.29 00:15modify230.010.899380.906380.89238
692014.01.29 04:39close230.010.898860.906380.892380.58112.68
702014.09.09 22:30buy240.010.932570.000000.00000
712014.09.09 22:30modify240.010.932570.925570.93957
722014.09.10 05:17close240.010.933370.925570.939570.87113.56
732014.10.07 22:14buy250.010.956470.000000.00000
742014.10.07 22:14modify250.010.956470.949470.96347
752014.10.08 03:02close250.010.957480.949470.963471.06114.62
762014.10.14 00:06buy260.010.947330.000000.00000
772014.10.14 00:06modify260.010.947330.940330.95433
782014.10.14 00:41close260.010.948350.940330.954331.08115.70
792014.12.11 23:42buy270.010.968260.000000.00000
802014.12.11 23:42modify270.010.968260.961260.97526
812014.12.12 01:44close270.010.969260.961260.975261.04116.74
822014.12.22 22:00sell280.010.984730.000000.00000
832014.12.22 22:00modify280.010.984730.991730.97773
842014.12.22 23:58close280.010.983680.991730.977731.07117.81
852015.01.02 01:31sell290.010.995190.000000.00000
862015.01.02 01:31modify290.010.995191.002190.98819
872015.01.02 10:04close290.010.996291.002190.98819-1.10116.71
882015.01.06 22:05sell300.011.008670.000000.00000
892015.01.06 22:05modify300.011.008671.015671.00167
902015.01.07 03:37close300.011.010991.015671.00167-2.32114.39
912015.01.16 00:04buy310.010.841970.000000.00000
922015.01.16 00:04modify310.010.841970.834970.84897
932015.01.16 00:07t/p310.010.848970.834970.848978.24122.63
942015.01.20 01:31buy320.010.877970.000000.00000
952015.01.20 01:31modify320.010.877970.870970.88497
962015.01.20 01:44close320.010.878980.870970.884971.15123.78
972015.01.21 00:00buy330.010.874390.000000.00000
982015.01.21 00:00modify330.010.874390.867390.88139
992015.01.21 06:48close330.010.873360.867390.88139-1.18122.60
1002015.01.22 23:54buy340.010.870870.000000.00000
1012015.01.22 23:54modify340.010.870870.863870.87787
1022015.01.23 01:57close340.010.871880.863870.877871.17123.78
1032015.01.28 01:24buy350.010.900240.000000.00000
1042015.01.28 01:24modify350.010.900240.893240.90724
1052015.01.28 02:17close350.010.902750.893240.907242.78126.56
1062015.01.30 01:00buy360.010.921910.000000.00000
1072015.01.30 01:00modify360.010.921910.914910.92891
1082015.01.30 02:27close360.010.922930.914910.928911.11127.67
1092015.03.03 00:00buy370.010.957410.000000.00000
1102015.03.03 00:00modify370.010.957410.950410.96441
1112015.03.03 01:03close370.010.958410.950410.964411.04128.71
1122015.03.10 01:45sell380.010.987290.000000.00000
1132015.03.10 01:45modify380.010.987290.994290.98029
1142015.03.10 09:27close380.010.989030.994290.98029-1.76126.95
1152015.04.28 22:31sell390.010.956200.000000.00000
1162015.04.28 22:31modify390.010.956200.963200.94920
1172015.04.29 00:25close390.010.955150.963200.949201.07128.02
1182015.05.01 22:53buy400.010.932480.000000.00000
1192015.05.01 22:53modify400.010.932480.925480.93948
1202015.05.04 02:52close400.010.933480.925480.939481.08129.10
1212015.05.29 00:02buy410.010.941220.000000.00000
1222015.05.29 00:02modify410.010.941220.934220.94822
1232015.05.29 00:25close410.010.943150.934220.948222.05131.15
1242015.06.05 01:49sell420.010.935020.000000.00000
1252015.06.05 01:49modify420.010.935020.942020.92802
1262015.06.05 07:11close420.010.934120.942020.928020.96132.11
1272015.06.12 22:13sell430.010.928910.000000.00000
1282015.06.12 22:13modify430.010.928910.935910.92191
1292015.06.12 23:58close430.010.927910.935910.921911.08133.19
1302015.06.15 22:00buy440.010.930240.000000.00000
1312015.06.15 22:00modify440.010.930240.923240.93724
1322015.06.16 03:01close440.010.930300.923240.937240.07133.26
1332015.07.07 22:24buy450.010.945250.000000.00000
1342015.07.07 22:24modify450.010.945250.938250.95225
1352015.07.07 23:14close450.010.946250.938250.952251.06134.32
1362015.07.22 00:03buy460.010.956710.000000.00000
1372015.07.22 00:03modify460.010.956710.949710.96371
1382015.07.22 00:26close460.010.958190.949710.963711.54135.86
1392015.07.23 22:46sell470.010.959240.000000.00000
1402015.07.23 22:46modify470.010.959240.966240.95224
1412015.07.24 03:54close470.010.958950.966240.952240.27136.13
1422015.07.31 22:00sell480.010.967840.000000.00000
1432015.07.31 22:00modify480.010.967840.974840.96084
1442015.07.31 22:02close480.010.966830.974840.960841.04137.17
1452015.08.13 22:32buy490.010.975850.000000.00000
1462015.08.13 22:32modify490.010.975850.968850.98285
1472015.08.14 04:33close490.010.976510.968850.982850.69137.87
1482015.08.14 23:05buy500.010.975590.000000.00000
1492015.08.14 23:05modify500.010.975590.968590.98259
1502015.08.17 01:00close500.010.976590.968590.982591.03138.90
1512015.08.17 23:42sell510.010.978360.000000.00000
1522015.08.17 23:42modify510.010.978360.985360.97136
1532015.08.18 04:56close510.010.978100.985360.971360.24139.14
1542015.08.25 22:34buy520.010.941490.000000.00000
1552015.08.25 22:34modify520.010.941490.934490.94849
1562015.08.26 02:25close520.010.940550.934490.94849-0.99138.16
1572015.09.02 00:00buy530.010.957730.000000.00000
1582015.09.02 00:00modify530.010.957730.950730.96473
1592015.09.02 00:28close530.010.959400.950730.964731.74139.90
1602015.09.03 23:20buy540.010.972050.000000.00000
1612015.09.03 23:20modify540.010.972050.965050.97905
1622015.09.04 00:30close540.010.973240.965050.979051.23141.13
1632015.09.25 00:48sell550.010.978230.000000.00000
1642015.09.25 00:48modify550.010.978230.985230.97123
1652015.09.25 09:56close550.010.978400.985230.97123-0.17140.96
1662015.10.09 00:00buy560.010.962470.000000.00000
1672015.10.09 00:00modify560.010.962470.955470.96947
1682015.10.09 00:27close560.010.966340.955470.969474.00144.96
1692015.10.16 22:32sell570.010.952570.000000.00000
1702015.10.16 22:32modify570.010.952570.959570.94557
1712015.10.19 09:11close570.010.953530.959570.94557-1.04143.92
1722015.11.13 22:03buy580.011.006990.000000.00000
1732015.11.13 22:04modify580.011.006990.999991.01399
1742015.11.16 01:20close580.011.008010.999991.013991.02144.94
1752015.12.01 23:50buy590.011.025630.000000.00000
1762015.12.01 23:50modify590.011.025631.018631.03263
1772015.12.02 02:25close590.011.026651.018631.032631.00145.95
1782015.12.14 22:09sell600.010.985830.000000.00000
1792015.12.14 22:09modify600.010.985830.992830.97883
1802015.12.15 00:42close600.010.984770.992830.978831.05147.00
1812015.12.18 00:29buy610.010.995280.000000.00000
1822015.12.18 00:29modify610.010.995280.988281.00228
1832015.12.18 05:52close610.010.995700.988281.002280.42147.42
1842015.12.23 00:00buy620.010.985650.000000.00000
1852015.12.23 00:00modify620.010.985650.978650.99265
1862015.12.23 00:28close620.010.987430.978650.992651.80149.22
1872016.01.04 22:03buy630.011.001570.000000.00000
1882016.01.04 22:03modify630.011.001570.994571.00857
1892016.01.04 22:16close630.011.002580.994571.008571.01150.23
1902016.01.08 22:41buy640.010.993860.000000.00000
1912016.01.08 22:41modify640.010.993860.986861.00086
1922016.01.11 09:41close640.010.994890.986861.000861.05151.28
1932016.01.15 22:00sell650.011.002140.000000.00000
1942016.01.15 22:00modify650.011.002141.009140.99514
1952016.01.18 00:27close650.011.001061.009140.995141.05152.33
1962016.01.25 22:33buy660.011.013630.000000.00000
1972016.01.25 22:33modify660.011.013631.006631.02063
1982016.01.26 02:35close660.011.013221.006631.02063-0.39151.94
1992016.01.26 22:06buy670.011.016990.000000.00000
2002016.01.26 22:06modify670.011.016991.009991.02399
2012016.01.27 03:16close670.011.017821.009991.023990.83152.78
2022016.02.10 00:25sell680.010.973860.000000.00000
2032016.02.10 00:25modify680.010.973860.980860.96686
2042016.02.10 02:19close680.010.972790.980860.966861.10153.88
2052016.02.26 22:37buy690.010.996190.000000.00000
2062016.02.26 22:37modify690.010.996190.989191.00319
2072016.02.29 00:25close690.010.997300.989191.003191.12155.00
2082016.03.03 23:53sell700.010.992150.000000.00000
2092016.03.03 23:53modify700.010.992150.999150.98515
2102016.03.04 02:55close700.010.991130.999150.985151.00156.00
2112016.03.04 23:08buy710.010.992990.000000.00000
2122016.03.04 23:08modify710.010.992990.985990.99999
2132016.03.07 00:47close710.010.994010.985990.999991.04157.05
2142016.03.10 22:44sell720.010.984610.000000.00000
2152016.03.10 22:44modify720.010.984610.991610.97761
2162016.03.11 02:07close720.010.983930.991610.977610.66157.71
2172016.03.31 22:54sell730.010.961540.000000.00000
2182016.03.31 22:54modify730.010.961540.968540.95454
2192016.04.01 03:08close730.010.960750.968540.954540.79158.50
2202016.06.23 23:36sell740.010.959390.000000.00000
2212016.06.23 23:36modify740.010.959390.966390.95239
2222016.06.23 23:46close740.010.958330.966390.952391.11159.61
2232016.06.24 00:06sell750.010.959870.000000.00000
2242016.06.24 00:07modify750.010.959870.966870.95287
2252016.06.24 03:09close750.010.959590.966870.952870.29159.90
2262016.06.24 22:26buy760.010.968040.000000.00000
2272016.06.24 22:26modify760.010.968040.961040.97504
2282016.06.27 00:25close760.010.972440.961040.975044.53164.43
2292016.06.28 23:09buy770.010.979980.000000.00000
2302016.06.28 23:09modify770.010.979980.972980.98698
2312016.06.28 23:42close770.010.981020.972980.986981.06165.49
2322016.07.15 23:33buy780.010.981700.000000.00000
2332016.07.15 23:33modify780.010.981700.974700.98870
2342016.07.15 23:40close780.010.982700.974700.988701.02166.51
2352016.07.15 23:42buy790.010.981720.000000.00000
2362016.07.15 23:42modify790.010.981720.974720.98872
2372016.07.15 23:44close790.010.982740.974720.988721.04167.55