Strategy Tester Report
Generic A-TLP 11.94.2
Tickmill-DemoUK (Build 988)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2011.12.16 13:45 - 2016.11.18 23:45 (2012.01.01 - 2016.11.20)
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 истории122835Смоделировано тиков64661023Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредVariable
Чистая прибыль47.37Общая прибыль77.40Общий убыток-30.03
Прибыльность2.58Матожидание выигрыша0.49
Абсолютная просадка1.08Максимальная просадка11.34 (0.11%)Относительная просадка0.11% (11.34)
Всего сделок96Короткие позиции (% выигравших)43 (72.09%)Длинные позиции (% выигравших)53 (83.02%)
Прибыльные сделки (% от всех)75 (78.13%)Убыточные сделки (% от всех)21 (21.88%)
Самая большаяприбыльная сделка4.86убыточная сделка-7.47
Средняяприбыльная сделка1.03убыточная сделка-1.43
Максимальное количествонепрерывных выигрышей (прибыль)12 (11.64)непрерывных проигрышей (убыток)3 (-4.49)
Макс.непрерывная прибыль (число выигрышей)11.64 (12)непрерывный убыток (число проигрышей)-7.47 (1)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.10 01:45buy10.010.947760.000000.00000
22012.01.10 01:45modify10.010.947760.940760.95476
32012.01.10 03:07close10.010.948680.940760.954760.9310000.93
42012.01.13 22:54buy20.010.952170.000000.00000
52012.01.13 22:54modify20.010.952170.945170.95917
62012.01.13 23:41close20.010.953220.945170.959171.0610001.99
72012.01.13 23:55buy30.010.951730.000000.00000
82012.01.13 23:55modify30.010.951730.944730.95873
92012.01.16 00:25close30.010.954840.944730.958733.2210005.21
102012.01.17 01:00sell40.010.957240.000000.00000
112012.01.17 01:00modify40.010.957240.964240.95024
122012.01.17 01:01close40.010.956010.964240.950241.2410006.45
132012.02.14 01:15sell50.010.917950.000000.00000
142012.02.14 01:15modify50.010.917950.924950.91095
152012.02.14 06:07close50.010.917650.924950.910950.2810006.73
162012.02.21 01:30sell60.010.913930.000000.00000
172012.02.21 01:30modify60.010.913930.920930.90693
182012.02.21 03:10close60.010.913040.920930.906930.9410007.67
192012.03.15 23:26sell70.010.923030.000000.00000
202012.03.15 23:26modify70.010.923030.930030.91603
212012.03.16 05:39close70.010.922510.930030.916030.4510008.12
222012.04.27 00:16sell80.010.909610.000000.00000
232012.04.27 00:16modify80.010.909610.916610.90261
242012.04.27 03:38close80.010.910180.916610.90261-0.6710007.45
252012.05.17 22:43sell90.010.945900.000000.00000
262012.05.17 22:43modify90.010.945900.952900.93890
272012.05.18 03:14close90.010.945490.952900.938900.3210007.78
282012.05.21 22:16buy100.010.938370.000000.00000
292012.05.21 22:16modify100.010.938370.931370.94537
302012.05.22 03:41close100.010.938220.931370.94537-0.2010007.58
312012.05.29 23:05buy110.010.960630.000000.00000
322012.05.29 23:05modify110.010.960630.953630.96763
332012.05.30 00:38close110.010.961590.953630.967630.9610008.54
342012.06.12 01:21sell120.010.964070.000000.00000
352012.06.12 01:21modify120.010.964070.971070.95707
362012.06.12 01:44close120.010.962990.971070.957071.0810009.62
372012.06.28 22:45buy130.010.965240.000000.00000
382012.06.28 22:45modify130.010.965240.958240.97224
392012.06.29 06:00s/l130.010.958120.958120.97224-7.4710002.15
402012.07.06 23:23buy140.010.976880.000000.00000
412012.07.06 23:23modify140.010.976880.969880.98388
422012.07.09 00:25close140.010.978690.969880.983881.8110003.96
432012.07.24 22:54buy150.010.994960.000000.00000
442012.07.24 22:54modify150.010.994960.987961.00196
452012.07.24 23:38close150.010.996070.987961.001961.0710005.03
462012.08.06 23:13sell160.010.969950.000000.00000
472012.08.06 23:13modify160.010.969950.976950.96295
482012.08.06 23:22close160.010.968790.976950.962951.1610006.19
492012.09.25 22:06sell170.010.936920.000000.00000
502012.09.25 22:06modify170.010.936920.943920.92992
512012.09.26 03:57close170.010.937120.943920.92992-0.3210005.87
522012.10.05 22:12sell180.010.930360.000000.00000
532012.10.05 22:12modify180.010.930360.937360.92336
542012.10.09 02:57close180.010.932890.937360.92336-2.8810002.99
552012.10.17 00:16buy190.010.925150.000000.00000
562012.10.17 00:16modify190.010.925150.918150.93215
572012.10.17 07:24close190.010.923990.918150.93215-1.2910001.70
582012.11.20 00:15sell200.010.941660.000000.00000
592012.11.20 00:15modify200.010.941660.948660.93466
602012.11.20 05:04close200.010.941460.948660.934660.1710001.87
612012.11.27 00:04buy210.010.927100.000000.00000
622012.11.27 00:04modify210.010.927100.920100.93410
632012.11.27 10:23close210.010.928110.920100.934101.0410002.91
642012.12.27 22:06buy220.010.913180.000000.00000
652012.12.27 22:06modify220.010.913180.906180.92018
662012.12.28 10:26close220.010.912950.906180.92018-0.3010002.61
672013.01.01 01:16sell230.010.917440.000000.00000
682013.01.01 01:16modify230.010.917440.924440.91044
692013.01.02 00:25close230.010.915540.924440.910441.9610004.58
702013.01.04 22:25buy240.010.923660.000000.00000
712013.01.04 22:25modify240.010.923660.916660.93066
722013.01.07 01:12close240.010.924720.916660.930661.1010005.68
732013.01.11 00:36buy250.010.913260.000000.00000
742013.01.11 00:36modify250.010.913260.906260.92026
752013.01.11 01:00close250.010.914180.906260.920260.9710006.65
762013.02.11 22:24sell260.010.919570.000000.00000
772013.02.11 22:24modify260.010.919570.926570.91257
782013.02.11 23:14close260.010.918590.926570.912571.0210007.67
792013.02.11 23:47sell270.010.920350.000000.00000
802013.02.11 23:47modify270.010.920350.927350.91335
812013.02.12 06:59close270.010.920090.927350.913350.1710007.84
822013.02.14 22:43buy280.010.921630.000000.00000
832013.02.14 22:43modify280.010.921630.914630.92863
842013.02.15 01:54close280.010.922170.914630.928630.5410008.38
852013.04.05 23:57sell290.010.934600.000000.00000
862013.04.05 23:57modify290.010.934600.941600.92760
872013.04.08 01:00close290.010.933590.941600.927600.9710009.35
882013.04.12 23:28buy300.010.928030.000000.00000
892013.04.12 23:28modify300.010.928030.921030.93503
902013.04.15 05:06close300.010.928840.921030.935030.8310010.18
912013.04.16 00:11buy310.010.930600.000000.00000
922013.04.16 00:11modify310.010.930600.923600.93760
932013.04.16 04:07close310.010.931130.923600.937600.5310010.71
942013.05.15 00:02sell320.010.967080.000000.00000
952013.05.15 00:02modify320.010.967080.974080.96008
962013.05.15 01:04close320.010.965820.974080.960081.2710011.98
972013.05.16 22:10sell330.010.963320.000000.00000
982013.05.16 22:10modify330.010.963320.970320.95632
992013.05.17 10:50close330.010.966050.970320.95632-2.9410009.05
1002013.05.23 22:07sell340.010.969320.000000.00000
1012013.05.23 22:07modify340.010.969320.976320.96232
1022013.05.23 23:01close340.010.968390.976320.962320.9210009.97
1032013.05.27 22:37buy350.010.962980.000000.00000
1042013.05.27 22:37modify350.010.962980.955980.96998
1052013.05.28 03:03close350.010.963460.955980.969980.4610010.43
1062013.05.31 22:27buy360.010.958180.000000.00000
1072013.05.31 22:27modify360.010.958180.951180.96518
1082013.06.03 11:33close360.010.956690.951180.96518-1.6010008.83
1092013.06.03 22:03sell370.010.946820.000000.00000
1102013.06.03 22:03modify370.010.946820.953820.93982
1112013.06.04 03:58close370.010.946940.953820.93982-0.2410008.59
1122013.06.13 22:40buy380.010.921110.000000.00000
1132013.06.13 22:40modify380.010.921110.914110.92811
1142013.06.13 23:55close380.010.922060.914110.928110.9910009.58
1152013.06.17 22:21buy390.010.924210.000000.00000
1162013.06.17 22:21modify390.010.924210.917210.93121
1172013.06.18 04:13close390.010.922860.917210.93121-1.5110008.07
1182013.06.26 01:39sell400.010.939040.000000.00000
1192013.06.26 01:39modify400.010.939040.946040.93204
1202013.06.26 05:16close400.010.938330.946040.932040.7110008.78
1212013.06.27 22:33buy410.010.944140.000000.00000
1222013.06.27 22:33modify410.010.944140.937140.95114
1232013.06.27 23:56close410.010.945210.937140.951141.0910009.87
1242013.08.26 22:31buy420.010.921860.000000.00000
1252013.08.26 22:31modify420.010.921860.914860.92886
1262013.08.26 23:55close420.010.923090.914860.928861.3010011.17
1272013.11.15 01:58sell430.010.918010.000000.00000
1282013.11.15 01:58modify430.010.918010.925010.91101
1292013.11.15 03:41close430.010.916940.925010.911011.1310012.30
1302013.11.20 01:15buy440.010.908260.000000.00000
1312013.11.20 01:15modify440.010.908260.901260.91526
1322013.11.20 02:05close440.010.909560.901260.915261.3910013.69
1332013.11.21 23:19buy450.010.913600.000000.00000
1342013.11.21 23:19modify450.010.913600.906600.92060
1352013.11.22 05:41close450.010.914680.906600.920601.1410014.83
1362014.01.29 00:15sell460.010.899420.000000.00000
1372014.01.29 00:15modify460.010.899420.906420.89242
1382014.01.29 04:39close460.010.898880.906420.892420.5710015.40
1392014.09.09 22:30buy470.010.932690.000000.00000
1402014.09.09 22:30modify470.010.932690.925690.93969
1412014.09.10 05:17close470.010.933280.925690.939690.5910015.99
1422014.10.07 22:14buy480.010.956680.000000.00000
1432014.10.07 22:14modify480.010.956680.949680.96368
1442014.10.08 03:03close480.010.957610.949680.963680.9310016.92
1452014.10.14 00:06buy490.010.947600.000000.00000
1462014.10.14 00:06modify490.010.947600.940600.95460
1472014.10.14 00:59close490.010.948590.940600.954601.0110017.93
1482014.12.11 23:42buy500.010.968510.000000.00000
1492014.12.11 23:42modify500.010.968510.961510.97551
1502014.12.12 08:59close500.010.969320.961510.975510.8010018.73
1512014.12.22 22:00sell510.010.984750.000000.00000
1522014.12.22 22:00modify510.010.984750.991750.97775
1532014.12.22 23:58close510.010.983750.991750.977750.9810019.71
1542015.01.02 01:31sell520.010.995180.000000.00000
1552015.01.02 01:31modify520.010.995181.002180.98818
1562015.01.02 10:04close520.010.996301.002180.98818-1.1610018.55
1572015.01.06 22:05sell530.011.008570.000000.00000
1582015.01.06 22:05modify530.011.008571.015571.00157
1592015.01.07 03:37close530.011.011041.015571.00157-2.5510016.01
1602015.01.20 01:32buy540.010.878280.000000.00000
1612015.01.20 01:32modify540.010.878280.871280.88528
1622015.01.20 02:22close540.010.879330.871280.885281.1510017.16
1632015.01.21 01:10buy550.010.873270.000000.00000
1642015.01.21 01:10modify550.010.873270.866270.88027
1652015.01.21 01:57close550.010.874270.866270.880271.1110018.27
1662015.01.22 23:54buy560.010.871190.000000.00000
1672015.01.22 23:54modify560.010.871190.864190.87819
1682015.01.23 02:02close560.010.872230.864190.878191.1610019.43
1692015.01.28 01:28buy570.010.900570.000000.00000
1702015.01.28 01:28modify570.010.900570.893570.90757
1712015.01.28 02:17close570.010.902730.893570.907572.3510021.78
1722015.03.03 00:02buy580.010.957360.000000.00000
1732015.03.03 00:03modify580.010.957360.950360.96436
1742015.03.03 01:03close580.010.958320.950360.964360.9710022.75
1752015.03.20 22:17sell590.010.977700.000000.00000
1762015.03.20 22:17modify590.010.977700.984700.97070
1772015.03.20 23:25close590.010.976010.984700.970701.6910024.44
1782015.04.28 22:31sell600.010.956170.000000.00000
1792015.04.28 22:31modify600.010.956170.963170.94917
1802015.04.29 00:27close600.010.955200.963170.949170.9110025.35
1812015.05.01 22:53buy610.010.932560.000000.00000
1822015.05.01 22:53modify610.010.932560.925560.93956
1832015.05.04 03:18close610.010.933620.925560.939561.0910026.44
1842015.06.05 01:49sell620.010.934990.000000.00000
1852015.06.05 01:49modify620.010.934990.941990.92799
1862015.06.05 07:11close620.010.934330.941990.927990.6710027.11
1872015.06.12 22:13sell630.010.928940.000000.00000
1882015.06.12 22:13modify630.010.928940.935940.92194
1892015.06.15 09:53close630.010.931310.935940.92194-2.6510024.47
1902015.06.15 22:00buy640.010.930330.000000.00000
1912015.06.15 22:00modify640.010.930330.923330.93733
1922015.06.16 03:01close640.010.930370.923330.937330.0110024.48
1932015.07.07 22:24buy650.010.945310.000000.00000
1942015.07.07 22:24modify650.010.945310.938310.95231
1952015.07.07 23:15close650.010.946220.938310.952310.9210025.40
1962015.07.23 22:46sell660.010.959250.000000.00000
1972015.07.23 22:46modify660.010.959250.966250.95225
1982015.07.24 03:54close660.010.959210.966250.95225-0.0710025.33
1992015.07.31 22:00sell670.010.967780.000000.00000
2002015.07.31 22:00modify670.010.967780.974780.96078
2012015.07.31 22:10close670.010.966190.974780.960781.6110026.94
2022015.08.13 22:32buy680.010.975920.000000.00000
2032015.08.13 22:32modify680.010.975920.968920.98292
2042015.08.14 04:33close680.010.976490.968920.982920.5410027.48
2052015.08.14 23:05buy690.010.975810.000000.00000
2062015.08.14 23:05modify690.010.975810.968810.98281
2072015.08.17 01:02close690.010.976780.968810.982810.9510028.43
2082015.08.17 23:42sell700.010.978310.000000.00000
2092015.08.17 23:42modify700.010.978310.985310.97131
2102015.08.18 04:56close700.010.978200.985310.971310.0010028.43
2112015.08.25 22:34buy710.010.941750.000000.00000
2122015.08.25 22:34modify710.010.941750.934750.94875
2132015.08.26 02:25close710.010.940570.934750.94875-1.3010027.13
2142015.09.02 00:00buy720.010.958360.000000.00000
2152015.09.02 00:00modify720.010.958360.951360.96536
2162015.09.02 00:28close720.010.959380.951360.965361.0210028.15
2172015.09.03 23:20buy730.010.972190.000000.00000
2182015.09.03 23:20modify730.010.972190.965190.97919
2192015.09.04 00:30close730.010.973210.965190.979191.0110029.16
2202015.09.25 00:48sell740.010.978200.000000.00000
2212015.09.25 00:48modify740.010.978200.985200.97120
2222015.09.25 09:56close740.010.978600.985200.97120-0.4510028.71
2232015.10.16 22:32sell750.010.952620.000000.00000
2242015.10.16 22:32modify750.010.952620.959620.94562
2252015.10.19 09:11close750.010.953730.959620.94562-1.2710027.45
2262015.11.13 22:03buy760.011.007220.000000.00000
2272015.11.13 22:03modify760.011.007221.000221.01422
2282015.11.16 01:22close760.011.008221.000221.014220.9510028.40
2292015.12.01 23:50buy770.011.025730.000000.00000
2302015.12.01 23:50modify770.011.025731.018731.03273
2312015.12.02 02:25close770.011.026781.018731.032730.9810029.38
2322015.12.14 22:09sell780.010.985760.000000.00000
2332015.12.14 22:09modify780.010.985760.992760.97876
2342015.12.15 02:43close780.010.984850.992760.978760.8110030.19
2352015.12.18 00:29buy790.010.995700.000000.00000
2362015.12.18 00:29modify790.010.995700.988701.00270
2372015.12.18 05:52close790.010.995660.988701.00270-0.0810030.11
2382016.01.04 22:03buy800.011.001710.000000.00000
2392016.01.04 22:03modify800.011.001710.994711.00871
2402016.01.04 22:55close800.011.002790.994711.008711.0410031.15
2412016.01.08 22:41buy810.010.993990.000000.00000
2422016.01.08 22:41modify810.010.993990.986991.00099
2432016.01.11 09:41close810.010.994970.986991.000990.9510032.10
2442016.01.15 22:00sell820.011.002190.000000.00000
2452016.01.15 22:00modify820.011.002191.009190.99519
2462016.01.15 22:16close820.011.001191.009190.995190.9610033.06
2472016.01.25 22:33buy830.011.013710.000000.00000
2482016.01.25 22:33modify830.011.013711.006711.02071
2492016.01.26 02:35close830.011.013141.006711.02071-0.6010032.46
2502016.01.26 22:06buy840.011.017180.000000.00000
2512016.01.26 22:06modify840.011.017181.010181.02418
2522016.01.27 03:16close840.011.017721.010181.024180.4910032.95
2532016.02.10 00:25sell850.010.973820.000000.00000
2542016.02.10 00:25modify850.010.973820.980820.96682
2552016.02.10 02:34close850.010.972860.980820.966820.9510033.90
2562016.02.26 22:37buy860.010.996370.000000.00000
2572016.02.26 22:37modify860.010.996370.989371.00337
2582016.02.29 00:35close860.010.997480.989371.003371.0710034.97
2592016.03.03 23:53sell870.010.992190.000000.00000
2602016.03.03 23:53modify870.010.992190.999190.98519
2612016.03.04 02:55close870.010.991310.999190.985190.7810035.76
2622016.03.04 23:08buy880.010.993160.000000.00000
2632016.03.04 23:08modify880.010.993160.986161.00016
2642016.03.07 01:01close880.010.994220.986161.000161.0310036.79
2652016.03.10 22:44sell890.010.984620.000000.00000
2662016.03.10 22:44modify890.010.984620.991620.97762
2672016.03.11 02:07close890.010.984180.991620.977620.3410037.13
2682016.03.18 22:09sell900.010.969930.000000.00000
2692016.03.18 22:09modify900.010.969930.976930.96293
2702016.03.21 03:15close900.010.969020.976930.962930.8310037.97
2712016.03.31 22:54sell910.010.961600.000000.00000
2722016.03.31 22:54modify910.010.961600.968600.95460
2732016.04.01 03:08close910.010.961000.968600.954600.5210038.49
2742016.06.23 23:36sell920.010.959300.000000.00000
2752016.06.23 23:36modify920.010.959300.966300.95230
2762016.06.24 03:09close920.010.959680.966300.95230-0.5110037.98
2772016.06.24 22:26buy930.010.968090.000000.00000
2782016.06.24 22:26modify930.010.968090.961090.97509
2792016.06.24 23:01close930.010.972860.961090.975094.8610042.84
2802016.06.28 23:09buy940.010.980170.000000.00000
2812016.06.28 23:09modify940.010.980170.973170.98717
2822016.06.28 23:42close940.010.981110.973170.987170.9210043.76
2832016.07.15 23:33buy950.010.981890.000000.00000
2842016.07.15 23:33modify950.010.981890.974890.98889
2852016.07.15 23:44close950.010.982940.974890.988891.0310044.79
2862016.11.09 01:00sell960.010.980270.000000.00000
2872016.11.09 01:00modify960.010.980270.987270.97327
2882016.11.09 02:10close960.010.977710.987270.973272.5810047.37