Strategy Tester Report
Generic A-TLP v.12.38.1_RUS
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 ====>"; SetName="USDCHF M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=666666; Slippage=1; Lots=0.01; Auto_Risk=0; MM_Depo=55; MaxAmountCurrency=0; CheckSpreadOnSellOpen=true; Max_Spread=4; Max_Spread_On_Close=0; Stop_Loss=70; Take_Profit=70; TP_perc=0; min_TP=10; MaxDailyRange=35; MDRFromHiLo=false; CheckMDRAfter0=false; Hedging=true; S_8="<==== Close Deal Settings ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; CloseSimultaneously=false; S_2="<==== MM ====>"; S_211="Настройки K1Band"; Use_K1band=true; K1_Period=30; K1_ModeEMA=0.5; K1_DeviationPeriodMult=7; K1_Entry=-1; K1_Exit=1; S_21="Настройки Bollinger Band"; UseBBChannel=false; BB_Period=12; BB_Deviation=2; Entry_Break=5; Min_Volatility=15; 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=68; 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 = 0 - выкл."; Exit_Distance=2; Exit_Profit_Pips=-100; S_33="При MA_period = 0 - выкл."; MA_period=0; 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=2; DST=true; TradeAllDaysInTheSameTime=false; S_51="<== MONDAY ==>"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=2; 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=2; 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=2; 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=DarkBlue; Col_info2=Gray; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; K1ChannelBuyEnterColor=PaleTurquoise; K1ChannelSellEnterColor=LightPink; K1ChannelBuyExitColor=LightSkyBlue; K1ChannelSellExitColor=Crimson; WriteLogFile=false;
Баров в истории47400Смоделировано тиков28311050Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредVariable
Чистая прибыль89.04Общая прибыль182.43Общий убыток-93.39
Прибыльность1.95Матожидание выигрыша0.33
Абсолютная просадка4.33Максимальная просадка11.34 (1.04%)Относительная просадка1.04% (11.34)
Всего сделок268Короткие позиции (% выигравших)133 (72.18%)Длинные позиции (% выигравших)135 (72.59%)
Прибыльные сделки (% от всех)194 (72.39%)Убыточные сделки (% от всех)74 (27.61%)
Самая большаяприбыльная сделка7.19убыточная сделка-7.38
Средняяприбыльная сделка0.94убыточная сделка-1.26
Максимальное количествонепрерывных выигрышей (прибыль)13 (9.47)непрерывных проигрышей (убыток)4 (-3.82)
Макс.непрерывная прибыль (число выигрышей)14.83 (7)непрерывный убыток (число проигрышей)-8.09 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.07 00:07sell10.011.012510.000000.00000
22015.01.07 00:07modify10.011.012511.019511.00551
32015.01.07 01:50close10.011.011511.019511.005510.921000.92
42015.01.16 01:03buy20.010.854420.000000.00000
52015.01.16 01:03modify20.010.854420.847420.86142
62015.01.16 02:43close20.010.855430.847420.861421.111002.03
72015.01.20 22:00sell30.010.878330.000000.00000
82015.01.20 22:00modify30.010.878330.885330.87133
92015.01.20 23:40close30.010.875910.885330.871332.691004.72
102015.01.21 01:10buy40.010.873160.000000.00000
112015.01.21 01:10modify40.010.873160.866160.88016
122015.01.21 09:32close40.010.874210.866160.880161.131005.85
132015.01.23 01:28buy50.010.869480.000000.00000
142015.01.23 01:28modify50.010.869480.862480.87648
152015.01.23 03:08close50.010.870650.862480.876481.271007.12
162015.01.27 22:00buy60.010.899560.000000.00000
172015.01.27 22:00modify60.010.899560.892560.90656
182015.01.27 23:40close60.010.901980.892560.906562.611009.73
192015.01.28 01:30buy70.010.900100.000000.00000
202015.01.28 01:30modify70.010.900100.893100.90710
212015.01.28 02:21close70.010.903100.893100.907103.251012.98
222015.02.02 22:00sell80.010.928580.000000.00000
232015.02.02 22:00modify80.010.928580.935580.92158
242015.02.02 23:42close80.010.927450.935580.921581.151014.13
252015.02.03 22:21sell90.010.923290.000000.00000
262015.02.03 22:22modify90.010.923290.930290.91629
272015.02.04 05:13close90.010.923550.930290.91629-0.411013.72
282015.02.06 00:00buy100.010.921400.000000.00000
292015.02.06 00:00modify100.010.921400.914400.92840
302015.02.06 02:09close100.010.922420.914400.928401.041014.76
312015.02.06 22:21buy110.010.925130.000000.00000
322015.02.06 22:21modify110.010.925130.918130.93213
332015.02.09 00:38close110.010.926150.918130.932131.031015.79
342015.02.09 22:18sell120.010.923670.000000.00000
352015.02.09 22:18modify120.010.923670.930670.91667
362015.02.10 04:59close120.010.923400.930670.916670.161015.95
372015.02.11 00:27sell130.010.927160.000000.00000
382015.02.11 00:27modify130.010.927160.934160.92016
392015.02.11 03:05close130.010.926270.934160.920160.891016.84
402015.02.12 22:00sell140.010.931440.000000.00000
412015.02.12 22:00modify140.010.931440.938440.92444
422015.02.13 01:46close140.010.930410.938440.924440.981017.81
432015.02.13 01:49buy150.010.930080.000000.00000
442015.02.13 01:49modify150.010.930080.923080.93708
452015.02.13 09:48close150.010.928820.923080.93708-1.431016.38
462015.02.13 22:00sell160.010.932890.000000.00000
472015.02.13 22:00modify160.010.932890.939890.92589
482015.02.16 00:28close160.010.931870.939890.925890.961017.34
492015.02.16 22:00sell170.010.932240.000000.00000
502015.02.16 22:00modify170.010.932240.939240.92524
512015.02.17 03:43close170.010.931950.939240.925240.181017.52
522015.02.18 00:11sell180.010.936940.000000.00000
532015.02.18 00:11modify180.010.936940.943940.92994
542015.02.18 02:50close180.010.935920.943940.929941.021018.54
552015.02.24 22:41sell190.010.950410.000000.00000
562015.02.24 22:41modify190.010.950410.957410.94341
572015.02.25 01:38close190.010.949930.957410.943410.381018.92
582015.02.25 01:38buy200.010.949650.000000.00000
592015.02.25 01:38modify200.010.949650.942650.95665
602015.02.25 06:56close200.010.950640.942650.956650.971019.89
612015.02.26 23:42buy210.010.952690.000000.00000
622015.02.26 23:42modify210.010.952690.945690.95969
632015.02.27 02:49close210.010.953750.945690.959691.041020.93
642015.02.27 22:00sell220.010.954470.000000.00000
652015.02.27 22:00modify220.010.954470.961470.94747
662015.02.27 23:40close220.010.953330.961470.947471.131022.06
672015.02.27 23:43sell230.010.953350.000000.00000
682015.02.27 23:43modify230.010.953350.960350.94635
692015.03.02 09:38close230.010.954390.960350.94635-1.221020.84
702015.03.03 00:01buy240.010.957810.000000.00000
712015.03.03 00:01modify240.010.957810.950810.96481
722015.03.03 08:05close240.010.957350.950810.96481-0.551020.29
732015.03.03 22:01sell250.010.961150.000000.00000
742015.03.03 22:01modify250.010.961150.968150.95415
752015.03.04 02:55close250.010.960400.968150.954150.651020.93
762015.03.09 23:05sell260.010.986280.000000.00000
772015.03.09 23:05modify260.010.986280.993280.97928
782015.03.10 10:35close260.010.988940.993280.97928-2.821018.11
792015.03.11 00:06sell270.010.999690.000000.00000
802015.03.11 00:06modify270.010.999691.006690.99269
812015.03.11 02:04close270.010.998681.006690.992690.941019.05
822015.03.12 22:00sell280.011.006440.000000.00000
832015.03.12 22:00modify280.011.006441.013440.99944
842015.03.12 23:11close280.011.003161.013440.999443.201022.25
852015.03.13 00:08buy290.011.002610.000000.00000
862015.03.13 00:08modify290.011.002610.995611.00961
872015.03.13 03:25close290.011.003620.995611.009610.941023.19
882015.03.13 23:22buy300.011.004890.000000.00000
892015.03.13 23:22modify300.011.004890.997891.01189
902015.03.16 00:35close300.011.005900.997891.011890.931024.12
912015.03.16 22:00sell310.011.007650.000000.00000
922015.03.16 22:00modify310.011.007651.014651.00065
932015.03.17 09:43close310.011.007451.014651.000650.071024.19
942015.03.17 22:00sell320.011.006520.000000.00000
952015.03.17 22:00modify320.011.006521.013520.99952
962015.03.18 03:45close320.011.005501.013520.999520.881025.07
972015.03.19 23:43buy330.010.989990.000000.00000
982015.03.19 23:43modify330.010.989990.982990.99699
992015.03.20 11:16close330.010.990430.982990.996990.371025.44
1002015.03.24 22:13sell340.010.958430.000000.00000
1012015.03.24 22:13modify340.010.958430.965430.95143
1022015.03.25 10:20close340.010.958270.965430.951430.041025.48
1032015.03.27 23:45sell350.010.961570.000000.00000
1042015.03.27 23:45modify350.010.961570.968570.95457
1052015.03.30 09:12close350.010.961040.968570.954570.421025.89
1062015.03.30 23:59buy360.010.967210.000000.00000
1072015.03.30 23:59modify360.010.967210.960210.97421
1082015.03.31 04:25close360.010.968220.960210.974210.971026.86
1092015.04.01 01:34buy370.010.971280.000000.00000
1102015.04.01 01:34modify370.010.971280.964280.97828
1112015.04.01 10:03close370.010.970530.964280.97828-0.841026.02
1122015.04.02 22:10sell380.010.959340.000000.00000
1132015.04.02 22:10modify380.010.959340.966340.95234
1142015.04.03 07:57close380.010.959530.966340.95234-0.331025.69
1152015.04.03 22:31sell390.010.953040.000000.00000
1162015.04.03 22:31modify390.010.953040.960040.94604
1172015.04.06 00:30close390.010.951810.960040.946041.161026.85
1182015.04.07 00:18sell400.010.958470.000000.00000
1192015.04.07 00:18modify400.010.958470.965470.95147
1202015.04.07 03:12close400.010.957470.965470.951470.971027.82
1212015.04.10 22:00buy410.010.978340.000000.00000
1222015.04.10 22:00modify410.010.978340.971340.98534
1232015.04.10 23:40close410.010.979370.971340.985340.981028.80
1242015.04.22 00:46sell420.010.955690.000000.00000
1252015.04.22 00:46modify420.010.955690.962690.94869
1262015.04.22 07:32close420.010.954680.962690.948690.991029.79
1272015.04.24 23:24sell430.010.955080.000000.00000
1282015.04.24 23:24modify430.010.955080.962080.94808
1292015.04.27 01:23close430.010.954080.962080.948080.921030.71
1302015.04.27 22:00sell440.010.955750.000000.00000
1312015.04.27 22:00modify440.010.955750.962750.94875
1322015.04.28 04:35close440.010.954720.962750.948750.951031.66
1332015.04.28 22:23sell450.010.955530.000000.00000
1342015.04.28 22:23modify450.010.955530.962530.94853
1352015.04.29 10:15close450.010.955730.962530.94853-0.341031.31
1362015.05.01 00:00buy460.010.932610.000000.00000
1372015.05.01 00:00modify460.010.932610.925610.93961
1382015.05.01 02:59close460.010.933620.925610.939611.011032.32
1392015.05.01 23:07buy470.010.932250.000000.00000
1402015.05.01 23:07modify470.010.932250.925250.93925
1412015.05.04 00:43close470.010.933300.925250.939251.061033.38
1422015.05.04 22:46buy480.010.933590.000000.00000
1432015.05.04 22:46modify480.010.933590.926590.94059
1442015.05.05 04:41close480.010.934670.926590.940591.091034.47
1452015.05.12 22:02sell490.010.928640.000000.00000
1462015.05.12 22:02modify490.010.928640.935640.92164
1472015.05.13 06:05close490.010.927620.935640.921640.971035.44
1482015.05.15 22:00buy500.010.914130.000000.00000
1492015.05.15 22:00modify500.010.914130.907130.92113
1502015.05.15 23:40close500.010.915670.907130.921131.611037.05
1512015.05.21 22:05sell510.010.935750.000000.00000
1522015.05.21 22:05modify510.010.935750.942750.92875
1532015.05.22 05:49close510.010.935790.942750.92875-0.171036.88
1542015.05.27 00:00sell520.010.953470.000000.00000
1552015.05.27 00:00modify520.010.953470.960470.94647
1562015.05.27 02:19close520.010.952450.960470.946471.001037.88
1572015.05.29 00:30buy530.010.943050.000000.00000
1582015.05.29 00:30modify530.010.943050.936050.95005
1592015.05.29 08:37close530.010.942930.936050.95005-0.201037.68
1602015.06.05 01:34sell540.010.934330.000000.00000
1612015.06.05 01:34modify540.010.934330.941330.92733
1622015.06.05 07:14close540.010.934150.941330.927330.121037.80
1632015.06.05 22:00buy550.010.939550.000000.00000
1642015.06.05 22:00modify550.010.939550.932550.94655
1652015.06.08 00:42close550.010.940610.932550.946551.061038.86
1662015.06.09 00:00buy560.010.927600.000000.00000
1672015.06.09 00:00modify560.010.927600.920600.93460
1682015.06.09 09:23close560.010.927360.920600.93460-0.331038.53
1692015.06.11 22:00buy570.010.934230.000000.00000
1702015.06.11 22:00modify570.010.934230.927230.94123
1712015.06.12 07:31close570.010.933930.927230.94123-0.391038.14
1722015.06.12 22:12sell580.010.928550.000000.00000
1732015.06.12 22:12modify580.010.928550.935550.92155
1742015.06.15 09:53close580.010.931270.935550.92155-3.051035.09
1752015.06.15 22:00buy590.010.931270.000000.00000
1762015.06.15 22:00modify590.010.931270.924270.93827
1772015.06.16 03:26close590.010.931290.924270.93827-0.051035.04
1782015.06.18 22:01sell600.010.922020.000000.00000
1792015.06.18 22:01modify600.010.922020.929020.91502
1802015.06.19 01:09close600.010.920840.929020.915021.151036.19
1812015.06.23 23:18buy610.010.933730.000000.00000
1822015.06.23 23:18modify610.010.933730.926730.94073
1832015.06.24 12:36close610.010.932430.926730.94073-1.461034.73
1842015.06.26 00:27buy620.010.936010.000000.00000
1852015.06.26 00:27modify620.010.936010.929010.94301
1862015.06.26 08:53close620.010.936820.929010.943010.791035.52
1872015.06.26 22:00sell630.010.936420.000000.00000
1882015.06.26 22:00modify630.010.936420.943420.92942
1892015.06.26 22:58close630.010.934130.943420.929422.381037.90
1902015.06.26 22:58buy640.010.934130.000000.00000
1912015.06.26 22:58modify640.010.934130.927130.94113
1922015.06.29 00:25close640.010.940050.927130.941136.231044.13
1932015.06.30 00:00buy650.010.925040.000000.00000
1942015.06.30 00:00modify650.010.925040.918040.93204
1952015.06.30 02:51close650.010.926050.918040.932041.021045.15
1962015.07.03 22:31buy660.010.940870.000000.00000
1972015.07.03 22:31modify660.010.940870.933870.94787
1982015.07.06 00:25close660.010.943140.933870.947872.341047.49
1992015.07.07 22:00buy670.010.946570.000000.00000
2002015.07.07 22:00modify670.010.946570.939570.95357
2012015.07.08 00:41close670.010.947660.939570.953571.081048.57
2022015.07.09 22:41buy680.010.947730.000000.00000
2032015.07.09 22:41modify680.010.947730.940730.95473
2042015.07.10 00:26close680.010.948740.940730.954730.991049.56
2052015.07.10 01:29buy690.010.947430.000000.00000
2062015.07.10 01:29modify690.010.947430.940430.95443
2072015.07.10 10:00close690.010.947130.940430.95443-0.391049.17
2082015.07.20 22:02sell700.010.964210.000000.00000
2092015.07.20 22:02modify700.010.964210.971210.95721
2102015.07.21 02:04close700.010.963620.971210.957210.481049.64
2112015.07.21 22:13sell710.010.958610.000000.00000
2122015.07.21 22:13modify710.010.958610.965610.95161
2132015.07.22 03:34close710.010.957600.965610.951610.921050.56
2142015.07.23 22:22sell720.010.958270.000000.00000
2152015.07.23 22:22modify720.010.958270.965270.95127
2162015.07.24 09:24close720.010.959910.965270.95127-1.841048.72
2172015.07.27 22:00sell730.010.962690.000000.00000
2182015.07.27 22:00modify730.010.962690.969690.95569
2192015.07.28 03:34close730.010.961680.969690.955690.921049.64
2202015.07.28 22:51buy740.010.962530.000000.00000
2212015.07.28 22:51modify740.010.962530.955530.96953
2222015.07.29 07:25close740.010.961880.955530.96953-0.751048.89
2232015.07.30 22:07buy750.010.969790.000000.00000
2242015.07.30 22:07modify750.010.969790.962790.97679
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2612015.08.31 01:42close870.010.961810.969830.955830.931046.49
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4232016.01.15 09:34close1410.011.005070.998261.01226-0.261051.78
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4532016.02.08 00:25close1510.010.992040.983940.997941.041057.54
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4632016.02.15 23:07buy1550.010.987280.000000.00000
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4812016.02.26 00:32sell1610.010.990730.000000.00000
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4832016.02.26 02:12close1610.010.989730.997730.983730.941065.21
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5032016.03.08 22:00modify1680.010.996351.003350.98935
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5312016.03.28 01:00close1770.010.977580.970160.984160.361067.92
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5732016.04.25 23:47close1910.010.975020.983020.969020.961073.88
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6212016.06.14 07:13close2070.010.963750.957360.97136-0.701074.00
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6332016.06.22 05:04close2110.010.961510.968340.95434-0.311074.08
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6512016.07.01 23:40close2170.010.973430.981660.967661.191077.21
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7712016.10.10 00:54close2570.010.978920.971890.98589-0.041085.03
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7812016.10.17 22:00sell2610.010.989070.000000.00000
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7832016.10.18 02:55close2610.010.988200.996070.982070.751087.79
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7952016.10.25 07:38close2640.010.993731.000960.986960.101089.05
7962016.10.31 22:43buy2660.010.989210.000000.00000
7972016.10.31 22:43modify2660.010.989210.982210.99621
7982016.11.01 06:14close2660.010.989590.982210.996210.311089.36
7992016.11.07 22:00buy2670.010.974790.000000.00000
8002016.11.07 22:00modify2670.010.974790.967790.98179
8012016.11.08 04:42close2670.010.975300.967790.981790.451089.81
8022016.11.08 22:37sell2680.010.977430.000000.00000
8032016.11.08 22:37modify2680.010.977430.984430.97043
8042016.11.09 02:07close2680.010.978060.984430.97043-0.771089.04