Strategy Tester Report
Generic v13.19.5
ICMarkets-Live02 (Build 1031)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период15 Минут (M15) 2016.12.30 23:45 - 2016.12.30 23:45 (2016.01.01 - 2017.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings_10="1. O R D E R S I Z E S E T T I N G S"; Settings_11=" 1.1. General Lot Settings"; Fixed_Lot=true; Lots=0.1; Lot_Multiple=true; Max_Orders=2; Order_StepDistance=350; Order_TotalProfit=25; Settings_20="2. O R D E R C L O S E C O N D I T I O N S"; Settings_21=" 2.1. Stop Loss and Take Profit settings"; Stop_Loss=200; Take_Profit=950; Settings_22=" 2.2. Close by Order holding time limit"; Close_by_TimeLimit=true; TimeLimit=15; TimeLimit_MinProfit=100; Settings_23=" 2.3. Close by Bollinger Bands"; Close_by_BB=true; BB_MinProfit=275; Settings_24=" 2.4. Close by Commodity Channel Index"; Close_by_CCI=false; Settings_25=" 2.5. Close by Moving Average of Oscillator"; Close_by_OsMA=true; OsMA_MinProfit=75; Settings_26=" 2.6. Close by Breakeven"; Close_by_Breakeven=false; BE_InitLevel=70; BE_Profit=10; Settings_27=" 2.7. Close by Trailling Stop"; Close_by_Trail=false; Trl_dist_1=180; Trl_dist_2=40; Trl_dist_3=25; Settings_30="3. O R D E R O P E N C O N D I T I O N S"; Settings_31=" 3.1. FIRST ORDER - Indicators' signals"; Open_by_BB_1=true; Open_by_CCI_1=false; Open_by_MA_1=true; Open_by_OsMA_1=false; Spike_Filter_1=false; Volatility_Filter_1=false; Trend_Filter_1=false; Settings_32=" 3.2. SECOND ORDER - Indicators' signals"; Open_by_BB_2=true; Open_by_CCI_2=true; Open_by_MA_2=true; Open_by_OsMA_2=false; Spike_Filter_2=false; Volatility_Filter_2=false; Trend_Filter_2=true; Settings_34=" 3.4. Trade Restriction - Consequitive losses"; Restrict_Losses=false; Restrict_TimeLimit=30; Settings_40="4. I N D I C A T O R S S E T T I N G S"; Settings_41=" 4.1. Bollinger Bands"; BB_TimeFrame=15; BB_Period=13; BB_StDev=2; BB_Shift=1; BB_Open_Level=30; BB_Close_Level=10; Settings_42=" 4.2. Commodity Channel Index"; CCI_TimeFrame=15; CCI_Period=9; CCI_Applied_Price=0; CCI_Shift=1; CCI_Signal_Level=90; Settings_43=" 4.3. Moving Average"; MA_TimeFrame=15; MA_Period=9; MA_Price_Method=0; MA_Applied_Price=4; MA_Shift=0; MA_Signal_Level=125; Settings_44=" 4.4. Price Spike Identification"; Bar_TimeFrame=5; Bar_Shift=2; Min_PriceRange=75; Max_PriceRange=175; Settings_45=" 4.5. Moving Average of Oscillator"; OsMA_TimeFrame=15; OsMA_FastEMA=7; OsMA_SlowEMA=15; OsMA_SignalSMA=8; OsMA_Limit=50; Settings_46=" 4.6. Trade Restriction by Volatility"; MinVolatility=100; MaxDailyRange=900; Settings_50="5. O T H E R S E T T I N G S"; WriteLogFile=false; Max_Spread=65; Slippage=20; Order_Comment="Generic v13.19"; MagicNumber=3100037; Settings_60="6. T R A D I N G T I M E C O N D I T I O N S"; Settings_61=" 6.1. Close deals on Friday"; Friday_Close=false; End_Trade_Hour=23; End_Trade_Minute=55; Settings_62=" 6.2. Set the same trading time for all days"; All_Days_Same_Time=false; Open_Hour=0; Open_Minute=30; Pause_Start_Hour=1; Pause_Start_Minute=0; Pause_Stop_Hour=22; Pause_Stop_Minute=0; Close_Hour=23; Close_Minute=59; Settings_63=" 6.3. Set different trading time for each day"; monday=true; monday_open="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday=true; tuesday_open="00:30"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday=true; wednesday_open="00:30"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday=true; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday=true; friday_open="00:30"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday=false; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории26053Смоделировано тиков26050Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спред20
Чистая прибыль185.55Общая прибыль1396.34Общий убыток-1210.79
Прибыльность1.15Матожидание выигрыша0.81
Абсолютная просадка57.12Максимальная просадка272.60 (20.93%)Относительная просадка20.93% (272.60)
Всего сделок230Короткие позиции (% выигравших)120 (68.33%)Длинные позиции (% выигравших)110 (72.73%)
Прибыльные сделки (% от всех)162 (70.43%)Убыточные сделки (% от всех)68 (29.57%)
Самая большаяприбыльная сделка90.61убыточная сделка-34.21
Средняяприбыльная сделка8.62убыточная сделка-17.81
Максимальное количествонепрерывных выигрышей (прибыль)12 (85.97)непрерывных проигрышей (убыток)7 (-174.43)
Макс.непрерывная прибыль (число выигрышей)134.62 (7)непрерывный убыток (число проигрышей)-174.43 (7)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.04 22:53buy10.101.394260.000000.00000
22016.01.04 23:59close10.101.395300.000000.000006.751006.75
32016.01.05 00:52buy20.101.393340.000000.00000
42016.01.05 04:26close20.101.391310.000000.00000-15.29991.46
52016.01.05 23:30buy30.101.398150.000000.00000
62016.01.05 23:55close30.101.399160.000000.000006.52997.98
72016.01.07 23:14sell40.101.410050.000000.00000
82016.01.08 00:32close40.101.412070.000000.00000-15.16982.82
92016.01.08 00:32sell50.101.411870.000000.00000
102016.01.08 01:23close50.101.410850.000000.000006.53989.35
112016.01.08 23:06sell60.101.415280.000000.00000
122016.01.08 23:46close60.101.417290.000000.00000-14.88974.47
132016.01.08 23:46sell70.101.417090.000000.00000
142016.01.11 00:06close70.101.415840.000000.000007.98982.44
152016.01.11 22:34buy80.101.421140.000000.00000
162016.01.11 22:53close80.101.422170.000000.000006.54988.98
172016.01.12 22:27buy90.101.426530.000000.00000
182016.01.12 23:17close90.101.427540.000000.000006.38995.36
192016.01.14 23:23sell100.101.437480.000000.00000
202016.01.15 00:00close100.101.436330.000000.000007.161002.52
212016.01.15 22:33buy110.101.452510.000000.00000
222016.01.15 23:54close110.101.453510.000000.000006.181008.70
232016.01.18 22:31sell120.101.456220.000000.00000
242016.01.18 22:31close120.101.458440.000000.00000-15.92992.78
252016.01.18 22:31sell130.101.458240.000000.00000
262016.01.18 22:46close130.101.456110.000000.0000013.931006.71
272016.01.19 22:00sell140.101.456880.000000.00000
282016.01.19 22:17close140.101.455860.000000.000006.311013.02
292016.01.19 23:23sell150.101.457160.000000.00000
302016.01.20 01:19close150.101.456130.000000.000006.221019.24
312016.01.21 22:00buy160.101.427950.000000.00000
322016.01.21 22:30close160.101.428960.000000.000006.371025.61
332016.01.21 22:32buy170.101.428470.000000.00000
342016.01.21 23:46close170.101.426460.000000.00000-14.791010.82
352016.01.21 23:46buy180.101.426660.000000.00000
362016.01.22 00:22close180.101.427680.000000.000006.521017.34
372016.01.22 22:03sell190.101.415760.000000.00000
382016.01.22 23:03close190.101.414740.000000.000006.511023.85
392016.01.22 23:54buy200.101.413450.000000.00000
402016.01.25 00:02close200.101.414480.000000.000006.661030.51
412016.01.25 22:16sell210.101.424620.000000.00000
422016.01.25 22:35close210.101.426640.000000.00000-14.861015.65
432016.01.25 22:35sell220.101.426440.000000.00000
442016.01.25 23:32close220.101.428490.000000.00000-15.051000.60
452016.01.25 23:32sell230.121.428290.000000.00000
462016.01.26 04:50close230.121.427290.000000.000007.391007.98
472016.01.26 23:32sell240.101.409450.000000.00000
482016.01.26 23:40close240.101.411460.000000.00000-14.94993.04
492016.01.26 23:40sell250.101.411260.000000.00000
502016.01.27 00:13close250.101.410190.000000.000006.74999.78
512016.01.27 00:30sell260.101.411560.000000.00000
522016.01.27 03:34close260.101.413610.000000.00000-15.20984.58
532016.01.28 23:09buy270.101.403820.000000.00000
542016.01.29 02:55close270.101.404940.000000.000007.35991.93
552016.01.29 22:00buy280.101.400800.000000.00000
562016.01.29 22:21close280.101.401850.000000.000006.79998.72
572016.01.29 23:11buy290.101.400150.000000.00000
582016.01.29 23:34close290.101.398130.000000.00000-15.15983.57
592016.01.29 23:34buy300.101.398330.000000.00000
602016.02.01 02:51close300.101.399340.000000.000006.60990.17
612016.02.01 22:00buy310.101.393640.000000.00000
622016.02.01 22:35close310.101.391630.000000.00000-15.14975.03
632016.02.01 22:35buy320.101.391830.000000.00000
642016.02.01 22:53close320.101.392840.000000.000006.55981.58
652016.02.01 23:55sell330.101.394160.000000.00000
662016.02.02 02:23close330.101.396190.000000.00000-15.39966.19
672016.02.02 23:29sell340.101.403840.000000.00000
682016.02.03 01:06close340.101.405860.000000.00000-15.22950.96
692016.02.04 23:24sell350.121.375420.000000.00000
702016.02.05 03:11close350.121.374400.000000.000007.89958.85
712016.02.05 22:40sell360.101.390010.000000.00000
722016.02.08 00:35close360.101.388980.000000.000006.57965.42
732016.02.08 22:45buy370.101.391880.000000.00000
742016.02.08 23:00close370.101.393490.000000.0000010.85976.27
752016.02.09 22:00sell380.101.389170.000000.00000
762016.02.09 22:19close380.101.388170.000000.000006.50982.77
772016.02.09 23:56buy390.101.386570.000000.00000
782016.02.10 00:11close390.101.387580.000000.000006.66989.43
792016.02.11 22:00buy400.101.392910.000000.00000
802016.02.11 22:15close400.101.393920.000000.000006.55995.98
812016.02.11 22:17buy410.101.393890.000000.00000
822016.02.11 22:39close410.101.391880.000000.00000-15.14980.84
832016.02.11 22:39buy420.101.392080.000000.00000
842016.02.11 23:31close420.101.393080.000000.000006.48987.32
852016.02.12 22:52sell430.101.385980.000000.00000
862016.02.12 23:28close430.101.384950.000000.000006.74994.06
872016.02.12 23:42sell440.101.386340.000000.00000
882016.02.12 23:57close440.101.385330.000000.000006.591000.65
892016.02.15 23:52sell450.101.383790.000000.00000
902016.02.16 01:05close450.101.382770.000000.000006.531007.17
912016.02.16 22:47sell460.101.389380.000000.00000
922016.02.16 23:37close460.101.388360.000000.000006.651013.82
932016.02.16 23:56buy470.101.386950.000000.00000
942016.02.17 00:13close470.101.387970.000000.000006.731020.55
952016.02.18 22:25sell480.101.374570.000000.00000
962016.02.18 23:31close480.101.373570.000000.000006.581027.13
972016.02.18 23:55buy490.101.372710.000000.00000
982016.02.19 00:40close490.101.373710.000000.000006.661033.79
992016.02.22 22:10sell500.101.371300.000000.00000
1002016.02.22 22:29close500.101.370170.000000.000007.551041.34
1012016.02.22 23:12sell510.101.371830.000000.00000
1022016.02.22 23:48close510.101.370810.000000.000006.741048.08
1032016.02.23 23:31sell520.101.377640.000000.00000
1042016.02.23 23:57close520.101.379660.000000.00000-15.341032.74
1052016.02.23 23:57sell530.101.379460.000000.00000
1062016.02.24 03:10close530.101.378430.000000.000006.621039.36
1072016.02.25 22:00buy540.101.353010.000000.00000
1082016.02.25 22:19close540.101.354060.000000.000007.051046.41
1092016.02.29 22:00buy550.101.351260.000000.00000
1102016.02.29 22:55close550.101.352290.000000.000006.921053.33
1112016.02.29 22:59sell560.101.353180.000000.00000
1122016.03.01 03:55close560.101.355200.000000.00000-15.761037.57
1132016.03.01 22:58sell570.101.341060.000000.00000
1142016.03.02 01:56close570.101.343070.000000.00000-15.821021.74
1152016.03.03 22:00sell580.121.340430.000000.00000
1162016.03.04 00:34close580.121.343020.000000.00000-24.16997.58
1172016.03.04 00:34sell590.151.342820.000000.00000
1182016.03.04 00:49close590.151.341550.000000.0000013.151010.73
1192016.03.08 22:06sell600.101.340700.000000.00000
1202016.03.09 01:02close600.101.342790.000000.00000-16.41994.32
1212016.03.10 23:40buy610.101.333540.000000.00000
1222016.03.10 23:57close610.101.334610.000000.000007.321001.64
1232016.03.11 00:38sell620.101.335780.000000.00000
1242016.03.11 00:50close620.101.332780.000000.0000021.811023.45
1252016.03.11 22:19sell630.101.323250.000000.00000
1262016.03.11 23:47close630.101.322220.000000.000007.091030.54
1272016.03.11 23:54buy640.101.321490.000000.00000
1282016.03.14 00:05close640.101.322530.000000.000007.241037.78
1292016.03.18 22:04sell650.101.303380.000000.00000
1302016.03.18 22:27close650.101.302370.000000.000007.061044.84
1312016.03.18 23:01sell660.101.304020.000000.00000
1322016.03.18 23:17close660.101.303000.000000.000007.131051.97
1332016.03.18 23:37buy670.101.301480.000000.00000
1342016.03.18 23:58close670.101.299430.000000.00000-16.481035.49
1352016.03.18 23:58buy680.101.299630.000000.00000
1362016.03.21 00:07close680.101.300840.000000.000008.681044.17
1372016.03.21 22:51sell690.101.308470.000000.00000
1382016.03.22 05:38close690.101.307430.000000.000007.101051.26
1392016.03.22 22:53buy700.101.303400.000000.00000
1402016.03.22 23:15close700.101.304400.000000.000006.971058.23
1412016.03.22 23:30sell710.101.305570.000000.00000
1422016.03.22 23:45close710.101.304460.000000.000007.811066.04
1432016.03.25 23:02buy720.101.326640.000000.00000
1442016.03.28 00:13close720.101.327800.000000.000008.121074.16
1452016.03.29 22:00buy730.101.306530.000000.00000
1462016.03.29 23:59close730.101.307530.000000.000006.951081.11
1472016.03.31 22:00buy740.101.297700.000000.00000
1482016.03.31 22:44close740.101.298840.000000.000008.081089.19
1492016.03.31 23:24sell750.101.299560.000000.00000
1502016.04.01 00:58close750.101.298420.000000.000007.931097.12
1512016.04.04 23:08sell760.101.307460.000000.00000
1522016.04.05 03:23close760.101.309490.000000.00000-16.351080.77
1532016.04.05 22:00buy770.101.315500.000000.00000
1542016.04.05 23:48close770.101.313490.000000.00000-16.001064.77
1552016.04.05 23:48buy780.121.313690.000000.00000
1562016.04.06 09:34close780.121.314700.000000.000008.481073.24
1572016.04.07 22:09buy790.101.314350.000000.00000
1582016.04.07 23:44close790.101.315350.000000.000006.901080.14
1592016.04.11 22:00buy800.101.289090.000000.00000
1602016.04.11 23:09close800.101.290110.000000.000007.211087.35
1612016.04.12 22:00buy810.101.275320.000000.00000
1622016.04.12 22:19close810.101.276330.000000.000007.211094.56
1632016.04.12 23:30sell820.101.277260.000000.00000
1642016.04.12 23:45close820.101.276250.000000.000007.211101.77
1652016.04.14 22:12sell830.101.285290.000000.00000
1662016.04.15 02:57close830.101.284280.000000.000007.011108.78
1672016.04.15 23:14buy840.101.282760.000000.00000
1682016.04.18 00:00close840.101.294570.000000.0000090.611199.39
1692016.04.18 22:40buy850.101.279970.000000.00000
1702016.04.18 23:40close850.101.277840.000000.00000-17.371182.02
1712016.04.18 23:40buy860.101.278040.000000.00000
1722016.04.19 00:34close860.101.279050.000000.000007.281189.30
1732016.04.19 22:06buy870.101.264040.000000.00000
1742016.04.19 22:34close870.101.265160.000000.000008.151197.45
1752016.04.19 22:53sell880.101.266020.000000.00000
1762016.04.20 01:25close880.101.268060.000000.00000-16.941180.51
1772016.04.21 22:07buy890.101.272010.000000.00000
1782016.04.21 22:29close890.101.273020.000000.000007.231187.74
1792016.04.22 22:39buy900.101.266880.000000.00000
1802016.04.25 03:35close900.101.267890.000000.000007.351195.09
1812016.04.26 23:32buy910.101.260830.000000.00000
1822016.04.27 08:31close910.101.261830.000000.000007.301202.39
1832016.04.28 22:17sell920.101.253930.000000.00000
1842016.04.29 05:07close920.101.252930.000000.000007.131209.52
1852016.04.29 22:00buy930.101.254310.000000.00000
1862016.05.02 00:00close930.101.255380.000000.000007.901217.42
1872016.05.02 22:00sell940.101.254720.000000.00000
1882016.05.02 23:00close940.101.253720.000000.000007.281224.70
1892016.05.02 23:36buy950.101.252420.000000.00000
1902016.05.03 00:40close950.101.253440.000000.000007.521232.22
1912016.05.03 22:00sell960.101.272280.000000.00000
1922016.05.03 23:01close960.101.271280.000000.000007.171239.39
1932016.05.03 23:31buy970.101.270650.000000.00000
1942016.05.03 23:46close970.101.271660.000000.000007.241246.63
1952016.05.06 22:20buy980.101.291740.000000.00000
1962016.05.09 00:00close980.101.294870.000000.0000023.551270.18
1972016.05.09 22:00buy990.101.296540.000000.00000
1982016.05.09 23:31close990.101.294530.000000.00000-16.231253.95
1992016.05.09 23:31buy1000.101.294730.000000.00000
2002016.05.09 23:47close1000.101.295750.000000.000007.171261.12
2012016.05.10 22:10buy1010.101.291950.000000.00000
2022016.05.11 04:44close1010.101.292950.000000.000007.111268.23
2032016.05.12 23:58sell1020.101.284500.000000.00000
2042016.05.13 04:32close1020.101.286540.000000.00000-16.711251.51
2052016.05.19 22:59sell1030.101.310340.000000.00000
2062016.05.20 01:45close1030.101.309280.000000.000007.251258.76
2072016.05.23 22:54sell1040.101.314550.000000.00000
2082016.05.24 06:26close1040.101.316570.000000.00000-16.191242.57
2092016.05.24 23:43buy1050.101.313260.000000.00000
2102016.05.25 06:08close1050.101.311250.000000.00000-15.951226.62
2112016.05.26 22:53buy1060.121.297280.000000.00000
2122016.05.27 04:24close1060.121.298290.000000.000008.601235.21
2132016.05.31 00:59sell1070.101.305560.000000.00000
2142016.05.31 02:37close1070.101.304560.000000.000006.971242.18
2152016.05.31 22:00sell1080.101.313170.000000.00000
2162016.05.31 22:16close1080.101.312160.000000.000007.001249.18
2172016.05.31 23:13buy1090.101.310580.000000.00000
2182016.06.01 01:45close1090.101.308550.000000.00000-16.131233.05
2192016.06.02 22:00sell1100.101.311310.000000.00000
2202016.06.02 23:33close1100.101.310290.000000.000007.081240.13
2212016.06.03 22:00buy1110.101.292390.000000.00000
2222016.06.03 22:17close1110.101.293520.000000.000008.041248.17
2232016.06.06 22:00buy1120.101.281150.000000.00000
2242016.06.06 23:37close1120.101.282200.000000.000007.491255.66
2252016.06.07 22:32buy1130.101.275740.000000.00000
2262016.06.07 22:54close1130.101.276740.000000.000007.131262.79
2272016.06.07 23:50buy1140.101.275000.000000.00000
2282016.06.08 02:43close1140.101.276010.000000.000007.301270.09
2292016.06.10 23:56sell1150.101.277120.000000.00000
2302016.06.13 03:55close1150.101.279130.000000.00000-16.561253.53
2312016.06.13 22:05sell1160.101.279740.000000.00000
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