Strategy Tester Report
Generic A-TLP 11.94.3
Tickmill-DemoUK (Build 1010)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2014.12.17 00:00 - 2016.11.10 23:45 (2015.01.01 - 2016.11.11)
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=0; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=60; 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=150; DeltaMA=2.7; 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 истории47400Смоделировано тиков28311050Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредVariable
Чистая прибыль26.12Общая прибыль36.81Общий убыток-10.69
Прибыльность3.44Матожидание выигрыша0.58
Абсолютная просадка6.59Максимальная просадка9.67 (0.95%)Относительная просадка0.95% (9.67)
Всего сделок45Короткие позиции (% выигравших)20 (60.00%)Длинные позиции (% выигравших)25 (84.00%)
Прибыльные сделки (% от всех)33 (73.33%)Убыточные сделки (% от всех)12 (26.67%)
Самая большаяприбыльная сделка4.80убыточная сделка-2.65
Средняяприбыльная сделка1.12убыточная сделка-0.89
Максимальное количествонепрерывных выигрышей (прибыль)9 (9.62)непрерывных проигрышей (убыток)2 (-3.72)
Макс.непрерывная прибыль (число выигрышей)9.62 (9)непрерывный убыток (число проигрышей)-3.72 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.02 01:31sell10.010.995240.000000.00000
22015.01.02 01:31modify10.010.995241.002240.98824
32015.01.02 10:04close10.010.996361.002240.98824-1.19998.81
42015.01.06 22:05sell20.011.008670.000000.00000
52015.01.06 22:05modify20.011.008671.015671.00167
62015.01.07 03:37close20.011.011101.015671.00167-2.53996.28
72015.01.20 01:32buy30.010.878290.000000.00000
82015.01.20 01:32modify30.010.878290.871290.88529
92015.01.20 03:16close30.010.879290.871290.885291.07997.35
102015.01.21 01:10buy40.010.873160.000000.00000
112015.01.21 01:10modify40.010.873160.866160.88016
122015.01.21 06:48close40.010.873360.866160.880160.16997.51
132015.01.22 23:54buy50.010.871090.000000.00000
142015.01.22 23:54modify50.010.871090.864090.87809
152015.01.23 02:02close50.010.872130.864090.878091.12998.63
162015.01.28 01:28buy60.010.900620.000000.00000
172015.01.28 01:28modify60.010.900620.893620.90762
182015.01.28 03:09close60.010.901660.893620.907621.08999.71
192015.03.03 00:02buy70.010.957300.000000.00000
202015.03.03 00:03modify70.010.957300.950300.96430
212015.03.03 01:43close70.010.958350.950300.964301.031000.74
222015.03.20 22:17sell80.010.977630.000000.00000
232015.03.20 22:17modify80.010.977630.984630.97063
242015.03.20 23:51close80.010.975210.984630.970632.411003.15
252015.04.28 22:31sell90.010.956200.000000.00000
262015.04.28 22:31modify90.010.956200.963200.94920
272015.04.29 00:27close90.010.955160.963200.949200.961004.11
282015.05.01 22:53buy100.010.932620.000000.00000
292015.05.01 22:53modify100.010.932620.925620.93962
302015.05.04 03:18close100.010.933700.925620.939621.091005.20
312015.06.05 01:49sell110.010.935020.000000.00000
322015.06.05 01:49modify110.010.935020.942020.92802
332015.06.05 07:11close110.010.934300.942020.928020.701005.90
342015.06.12 22:13sell120.010.928910.000000.00000
352015.06.12 22:13modify120.010.928910.935910.92191
362015.06.15 09:53close120.010.931260.935910.92191-2.651003.24
372015.06.15 22:00buy130.010.930370.000000.00000
382015.06.15 22:00modify130.010.930370.923370.93737
392015.06.16 03:01close130.010.930300.923370.93737-0.151003.09
402015.07.07 22:24buy140.010.945330.000000.00000
412015.07.07 22:24modify140.010.945330.938330.95233
422015.07.07 23:15close140.010.946340.938330.952331.001004.09
432015.07.23 22:46sell150.010.959240.000000.00000
442015.07.23 22:46modify150.010.959240.966240.95224
452015.07.24 03:54close150.010.959140.966240.95224-0.031004.06
462015.07.31 22:00sell160.010.967840.000000.00000
472015.07.31 22:00modify160.010.967840.974840.96084
482015.07.31 22:10close160.010.966140.974840.960841.691005.75
492015.08.13 22:32buy170.010.975990.000000.00000
502015.08.13 22:32modify170.010.975990.968990.98299
512015.08.14 04:33close170.010.976510.968990.982990.461006.21
522015.08.14 23:05buy180.010.975800.000000.00000
532015.08.14 23:05modify180.010.975800.968800.98280
542015.08.17 01:02close180.010.976810.968800.982800.961007.17
552015.08.17 23:42sell190.010.978360.000000.00000
562015.08.17 23:42modify190.010.978360.985360.97136
572015.08.18 04:56close190.010.978260.985360.97136-0.031007.14
582015.08.25 22:34buy200.010.941700.000000.00000
592015.08.25 22:34modify200.010.941700.934700.94870
602015.08.26 02:25close200.010.940550.934700.94870-1.291005.85
612015.09.02 00:00buy210.010.958370.000000.00000
622015.09.02 00:00modify210.010.958370.951370.96537
632015.09.02 00:28close210.010.959400.951370.965371.001006.85
642015.09.03 23:20buy220.010.972210.000000.00000
652015.09.03 23:20modify220.010.972210.965210.97921
662015.09.04 00:30close220.010.973240.965210.979210.991007.84
672015.09.25 00:48sell230.010.978230.000000.00000
682015.09.25 00:48modify230.010.978230.985230.97123
692015.09.25 09:56close230.010.978550.985230.97123-0.401007.44
702015.10.16 22:32sell240.010.952570.000000.00000
712015.10.16 22:32modify240.010.952570.959570.94557
722015.10.19 09:11close240.010.953700.959570.94557-1.311006.13
732015.11.13 22:03buy250.011.007160.000000.00000
742015.11.13 22:03modify250.011.007161.000161.01416
752015.11.16 01:22close250.011.008181.000161.014160.941007.07
762015.12.01 23:50buy260.011.025780.000000.00000
772015.12.01 23:50modify260.011.025781.018781.03278
782015.12.02 02:25close260.011.026791.018781.032780.911007.98
792015.12.14 22:09sell270.010.985830.000000.00000
802015.12.14 22:09modify270.010.985830.992830.97883
812015.12.15 02:43close270.010.984870.992830.978830.841008.82
822015.12.18 00:29buy280.010.995640.000000.00000
832015.12.18 00:29modify280.010.995640.988641.00264
842015.12.18 05:52close280.010.995700.988641.00264-0.011008.81
852016.01.04 22:03buy290.011.001670.000000.00000
862016.01.04 22:03modify290.011.001670.994671.00867
872016.01.04 22:21close290.011.002680.994671.008670.941009.75
882016.01.08 22:41buy300.010.994000.000000.00000
892016.01.08 22:41modify300.010.994000.987001.00100
902016.01.11 09:41close300.010.995000.987001.001000.941010.69
912016.01.15 22:00sell310.011.002140.000000.00000
922016.01.15 22:00modify310.011.002141.009140.99514
932016.01.15 22:16close310.011.001131.009140.995140.941011.63
942016.01.25 22:33buy320.011.013740.000000.00000
952016.01.25 22:33modify320.011.013741.006741.02074
962016.01.26 02:35close320.011.013221.006741.02074-0.581011.05
972016.01.26 22:06buy330.011.017110.000000.00000
982016.01.26 22:06modify330.011.017111.010111.02411
992016.01.27 03:16close330.011.017821.010111.024110.631011.68
1002016.02.10 00:25sell340.010.973860.000000.00000
1012016.02.10 00:25modify340.010.973860.980860.96686
1022016.02.10 02:34close340.010.972820.980860.966861.001012.68
1032016.02.26 22:37buy350.010.996330.000000.00000
1042016.02.26 22:37modify350.010.996330.989331.00333
1052016.02.29 00:35close350.010.997330.989331.003330.931013.61
1062016.03.03 23:53sell360.010.992150.000000.00000
1072016.03.03 23:53modify360.010.992150.999150.98515
1082016.03.04 02:55close360.010.991250.999150.985150.781014.38
1092016.03.04 23:08buy370.010.993130.000000.00000
1102016.03.04 23:08modify370.010.993130.986131.00013
1112016.03.07 01:00close370.010.994150.986131.000130.961015.34
1122016.03.10 22:44sell380.010.984610.000000.00000
1132016.03.10 22:44modify380.010.984610.991610.97761
1142016.03.11 02:07close380.010.984120.991610.977610.371015.71
1152016.03.18 22:09sell390.010.970020.000000.00000
1162016.03.18 22:09modify390.010.970020.977020.96302
1172016.03.18 23:54close390.010.969020.977020.963020.961016.67
1182016.03.31 22:54sell400.010.961540.000000.00000
1192016.03.31 22:54modify400.010.961540.968540.95454
1202016.04.01 03:08close400.010.960920.968540.954540.521017.19
1212016.06.23 23:36sell410.010.959390.000000.00000
1222016.06.23 23:36modify410.010.959390.966390.95239
1232016.06.24 03:09close410.010.959750.966390.95239-0.511016.68
1242016.06.24 22:26buy420.010.968140.000000.00000
1252016.06.24 22:26modify420.010.968140.961140.97514
1262016.06.24 23:01close420.010.972880.961140.975144.801021.48
1272016.06.28 23:09buy430.010.980120.000000.00000
1282016.06.28 23:09modify430.010.980120.973120.98712
1292016.06.28 23:42close430.010.981120.973120.987120.951022.43
1302016.07.15 23:33buy440.010.981790.000000.00000
1312016.07.15 23:33modify440.010.981790.974790.98879
1322016.07.15 23:44close440.010.982820.974790.988790.981023.41
1332016.11.09 01:00sell450.010.980350.000000.00000
1342016.11.09 01:00modify450.010.980350.987350.97335
1352016.11.09 02:10close450.010.977630.987350.973352.711026.12