Strategy Tester Report
Generic A-TLP v.12.38.4_Simple_RUS
Tickmill-Live (Build 910)

СимволGBPUSD (British Pound vs US Dollar)
Период15 Минут (M15) 2014.01.01 22:00 - 2016.12.05 23:59 (2016.06.20 - 2016.08.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General settings ====>"; SetName="GBPUSD"; every_tick=true; MagicNumber=33333333; Slippage=5; Lots=0.1; Auto_Risk=0; MM_Depo=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=false; Max_Spread=3; Max_Spread_On_Close=0; MaxSpreadOnClose_Profit=10; Stop_Loss=45; Take_Profit=200; TP_perc=0; min_TP=10; MaxDailyRange=90; MDRFromHiLo=false; CheckMDRAfter0=false; Hedging=true; S_8="<==== MULTI ORDERS ====>"; TotalOrders=3; OrdersDistance=15; MinPause=180; OpenAfterTradeHours=true; CloseSimultaneously=false; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=6; BB_Deviation=1.2; Entry_Break=5; Min_Volatility=7; OnlyBid=true; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=80; barcount=8; S_24="При паузе = 0 - выкл."; pause=25; sizeloss=34; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=30; Time_Profit_Pips=15; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=7; Exit_Profit_Pips=-6; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=10; S_35="При PartialClose_Percent = 0 - выкл."; PartialClose_Percent=0; PartialClose_Pips=10; S_5="<==== Trade Time Filter ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=true; SkipDay=0; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=23; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=24; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=23; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=24; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=23; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=24; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=23; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=24; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=23; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=24; FRIDAY_End_Trade_Minute=0; S_6="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=false; rollover_start="00:00"; rollover_end="00:10"; S_9="<==== News Filter ====>"; UseNewsFilter=true; CloseTimeBeforeNews=30; News_CloseProfit=-100; TimeBeforeNews=120; TimeAfterNews=120; Vhigh=true; Vmedium=false; Vlow=false; NewsSymb=""; highc=Red; mediumc=DarkOrange; lowc=Khaki; S_7="<==== Other Settings ====>"; showinfopanel=true; Col_info=108,143,35; Col_info2=Gray; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false; Comm="Jasmine";
Баров в истории72941Смоделировано тиков76131961Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит100000.00Спред25
Чистая прибыль283.29Общая прибыль684.20Общий убыток-400.91
Прибыльность1.71Матожидание выигрыша3.15
Абсолютная просадка206.52Максимальная просадка340.42 (0.34%)Относительная просадка0.34% (340.42)
Всего сделок90Короткие позиции (% выигравших)79 (29.11%)Длинные позиции (% выигравших)11 (100.00%)
Прибыльные сделки (% от всех)34 (37.78%)Убыточные сделки (% от всех)56 (62.22%)
Самая большаяприбыльная сделка199.81убыточная сделка-45.58
Средняяприбыльная сделка20.12убыточная сделка-7.16
Максимальное количествонепрерывных выигрышей (прибыль)15 (381.29)непрерывных проигрышей (убыток)51 (-212.99)
Макс.непрерывная прибыль (число выигрышей)381.29 (15)непрерывный убыток (число проигрышей)-212.99 (51)
Среднийнепрерывный выигрыш9непрерывный проигрыш19
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.06.20 23:26buy10.101.468030.000000.00000
22016.06.20 23:26modify10.101.468031.463531.48803
32016.06.20 23:37buy20.101.466520.000000.00000
42016.06.20 23:37modify20.101.466521.462021.48652
52016.06.20 23:45close20.101.470391.462021.4865238.70100038.70
62016.06.20 23:45close10.101.470391.463531.4880323.60100062.30
72016.06.20 23:50buy30.101.467040.000000.00000
82016.06.20 23:50modify30.101.467041.462541.48704
92016.06.20 23:54close30.101.470631.462541.4870435.90100098.20
102016.06.21 23:00buy40.101.462940.000000.00000
112016.06.21 23:00modify40.101.462941.458441.48294
122016.06.21 23:56close40.101.465481.458441.4829425.40100123.60
132016.06.21 23:56sell50.101.465480.000000.00000
142016.06.21 23:56modify50.101.465481.469981.44548
152016.06.22 00:25sell60.101.467080.000000.00000
162016.06.22 00:25modify60.101.467081.471581.44708
172016.06.22 01:37close60.101.466071.471581.4470810.10100133.70
182016.06.22 03:30sell70.101.467140.000000.00000
192016.06.22 03:30modify70.101.467141.471641.44714
202016.06.22 04:24sell80.101.468690.000000.00000
212016.06.22 04:24modify80.101.468691.473191.44869
222016.06.22 04:41close80.101.467671.473191.4486910.20100143.90
232016.06.22 05:16sell90.101.468660.000000.00000
242016.06.22 05:16modify90.101.468661.473161.44866
252016.06.22 08:23close90.101.467441.473161.4486612.20100156.10
262016.06.22 08:23close70.101.467441.471641.44714-3.00100153.10
272016.06.22 08:23sell100.101.467190.000000.00000
282016.06.22 08:23modify100.101.467191.471691.44719
292016.06.22 08:23close100.101.467431.471691.44719-2.40100150.70
302016.06.22 08:23sell110.101.467180.000000.00000
312016.06.22 08:23modify110.101.467181.471681.44718
322016.06.22 08:23close110.101.467441.471681.44718-2.60100148.10
332016.06.22 08:23sell120.101.467190.000000.00000
342016.06.22 08:24modify120.101.467191.471691.44719
352016.06.22 08:24close120.101.467441.471691.44719-2.50100145.60
362016.06.22 08:24sell130.101.467190.000000.00000
372016.06.22 08:24modify130.101.467191.471691.44719
382016.06.22 08:24close130.101.467421.471691.44719-2.30100143.30
392016.06.22 08:24sell140.101.467170.000000.00000
402016.06.22 08:24modify140.101.467171.471671.44717
412016.06.22 08:24close140.101.467421.471671.44717-2.50100140.80
422016.06.22 08:24sell150.101.467170.000000.00000
432016.06.22 08:24modify150.101.467171.471671.44717
442016.06.22 08:24close150.101.467421.471671.44717-2.50100138.30
452016.06.22 08:24sell160.101.467170.000000.00000
462016.06.22 08:24modify160.101.467171.471671.44717
472016.06.22 08:24close160.101.467401.471671.44717-2.30100136.00
482016.06.22 08:24sell170.101.467150.000000.00000
492016.06.22 08:24modify170.101.467151.471651.44715
502016.06.22 08:24close170.101.467361.471651.44715-2.10100133.90
512016.06.22 08:24sell180.101.467110.000000.00000
522016.06.22 08:24modify180.101.467111.471611.44711
532016.06.22 08:24close180.101.467351.471611.44711-2.40100131.50
542016.06.22 08:24sell190.101.467100.000000.00000
552016.06.22 08:24modify190.101.467101.471601.44710
562016.06.22 08:24close190.101.467371.471601.44710-2.70100128.80
572016.06.22 08:24sell200.101.467120.000000.00000
582016.06.22 08:24modify200.101.467121.471621.44712
592016.06.22 08:24close200.101.467371.471621.44712-2.50100126.30
602016.06.22 08:24sell210.101.467120.000000.00000
612016.06.22 08:24modify210.101.467121.471621.44712
622016.06.22 08:24close210.101.467371.471621.44712-2.50100123.80
632016.06.22 08:24sell220.101.467120.000000.00000
642016.06.22 08:24modify220.101.467121.471621.44712
652016.06.22 08:24close220.101.467361.471621.44712-2.40100121.40
662016.06.22 08:24sell230.101.467110.000000.00000
672016.06.22 08:24modify230.101.467111.471611.44711
682016.06.22 08:24close230.101.467361.471611.44711-2.50100118.90
692016.06.22 08:24sell240.101.467110.000000.00000
702016.06.22 08:24modify240.101.467111.471611.44711
712016.06.22 08:24close240.101.467361.471611.44711-2.50100116.40
722016.06.22 08:24sell250.101.467110.000000.00000
732016.06.22 08:24modify250.101.467111.471611.44711
742016.06.22 08:24close250.101.467361.471611.44711-2.50100113.90
752016.06.22 08:24sell260.101.467110.000000.00000
762016.06.22 08:24modify260.101.467111.471611.44711
772016.06.22 08:24close260.101.467401.471611.44711-2.90100111.00
782016.06.22 08:24sell270.101.467150.000000.00000
792016.06.22 08:24modify270.101.467151.471651.44715
802016.06.22 08:24close270.101.467381.471651.44715-2.30100108.70
812016.06.22 08:24sell280.101.467130.000000.00000
822016.06.22 08:24modify280.101.467131.471631.44713
832016.06.22 08:25close280.101.467381.471631.44713-2.50100106.20
842016.06.22 08:25sell290.101.467130.000000.00000
852016.06.22 08:25modify290.101.467131.471631.44713
862016.06.22 08:25close290.101.467381.471631.44713-2.50100103.70
872016.06.22 08:25sell300.101.467130.000000.00000
882016.06.22 08:25modify300.101.467131.471631.44713
892016.06.22 08:25close300.101.467381.471631.44713-2.50100101.20
902016.06.22 08:25sell310.101.467130.000000.00000
912016.06.22 08:25modify310.101.467131.471631.44713
922016.06.22 08:25close310.101.467381.471631.44713-2.50100098.70
932016.06.22 08:25sell320.101.467130.000000.00000
942016.06.22 08:25modify320.101.467131.471631.44713
952016.06.22 08:25close320.101.467381.471631.44713-2.50100096.20
962016.06.22 08:25sell330.101.467130.000000.00000
972016.06.22 08:25modify330.101.467131.471631.44713
982016.06.22 08:25close330.101.467381.471631.44713-2.50100093.70
992016.06.22 08:25sell340.101.467130.000000.00000
1002016.06.22 08:25modify340.101.467131.471631.44713
1012016.06.22 08:25close340.101.467391.471631.44713-2.60100091.10
1022016.06.22 08:25sell350.101.467140.000000.00000
1032016.06.22 08:25modify350.101.467141.471641.44714
1042016.06.22 08:27close350.101.467491.471641.44714-3.50100087.60
1052016.06.22 08:27sell360.101.467240.000000.00000
1062016.06.22 08:27modify360.101.467241.471741.44724
1072016.06.22 08:27close360.101.467471.471741.44724-2.30100085.30
1082016.06.22 08:27sell370.101.467220.000000.00000
1092016.06.22 08:27modify370.101.467221.471721.44722
1102016.06.22 08:27close370.101.467451.471721.44722-2.30100083.00
1112016.06.22 08:27sell380.101.467200.000000.00000
1122016.06.22 08:28modify380.101.467201.471701.44720
1132016.06.22 08:28close380.101.467411.471701.44720-2.10100080.90
1142016.06.22 08:28sell390.101.467160.000000.00000
1152016.06.22 08:28modify390.101.467161.471661.44716
1162016.06.22 08:28close390.101.467411.471661.44716-2.50100078.40
1172016.06.22 08:28sell400.101.467160.000000.00000
1182016.06.22 08:28modify400.101.467161.471661.44716
1192016.06.22 08:28close400.101.467401.471661.44716-2.40100076.00
1202016.06.22 08:28sell410.101.467150.000000.00000
1212016.06.22 08:28modify410.101.467151.471651.44715
1222016.06.22 08:28close410.101.467411.471651.44715-2.60100073.40
1232016.06.22 08:28sell420.101.467160.000000.00000
1242016.06.22 08:28modify420.101.467161.471661.44716
1252016.06.22 08:28close420.101.467401.471661.44716-2.40100071.00
1262016.06.22 08:28sell430.101.467150.000000.00000
1272016.06.22 08:28modify430.101.467151.471651.44715
1282016.06.22 08:28close430.101.467401.471651.44715-2.50100068.50
1292016.06.22 08:28sell440.101.467150.000000.00000
1302016.06.22 08:28modify440.101.467151.471651.44715
1312016.06.22 08:28close440.101.467401.471651.44715-2.50100066.00
1322016.06.22 08:28sell450.101.467150.000000.00000
1332016.06.22 08:28modify450.101.467151.471651.44715
1342016.06.22 08:28close450.101.467411.471651.44715-2.60100063.40
1352016.06.22 08:28sell460.101.467160.000000.00000
1362016.06.22 08:28modify460.101.467161.471661.44716
1372016.06.22 08:29close460.101.467411.471661.44716-2.50100060.90
1382016.06.22 08:29sell470.101.467160.000000.00000
1392016.06.22 08:29modify470.101.467161.471661.44716
1402016.06.22 08:29close470.101.467421.471661.44716-2.60100058.30
1412016.06.22 08:29sell480.101.467170.000000.00000
1422016.06.22 08:29modify480.101.467171.471671.44717
1432016.06.22 08:29close480.101.467461.471671.44717-2.90100055.40
1442016.06.22 08:29sell490.101.467210.000000.00000
1452016.06.22 08:29modify490.101.467211.471711.44721
1462016.06.22 08:29close490.101.467421.471711.44721-2.10100053.30
1472016.06.22 08:29sell500.101.467170.000000.00000
1482016.06.22 08:29modify500.101.467171.471671.44717
1492016.06.22 08:29close500.101.467451.471671.44717-2.80100050.50
1502016.06.22 08:29sell510.101.467200.000000.00000
1512016.06.22 08:29modify510.101.467201.471701.44720
1522016.06.22 08:29close510.101.467441.471701.44720-2.40100048.10
1532016.06.22 08:29sell520.101.467190.000000.00000
1542016.06.22 08:29modify520.101.467191.471691.44719
1552016.06.22 08:29close520.101.467481.471691.44719-2.90100045.20
1562016.06.22 08:29sell530.101.467230.000000.00000
1572016.06.22 08:29modify530.101.467231.471731.44723
1582016.06.22 08:29close530.101.467471.471731.44723-2.40100042.80
1592016.06.22 08:29sell540.101.467220.000000.00000
1602016.06.22 08:29modify540.101.467221.471721.44722
1612016.06.22 08:29close540.101.467491.471721.44722-2.70100040.10
1622016.06.22 08:29sell550.101.467240.000000.00000
1632016.06.22 08:29modify550.101.467241.471741.44724
1642016.06.22 08:29close550.101.467431.471741.44724-1.90100038.20
1652016.06.22 08:29sell560.101.467180.000000.00000
1662016.06.22 08:29modify560.101.467181.471681.44718
1672016.06.22 08:29close560.101.467401.471681.44718-2.20100036.00
1682016.06.22 08:29sell570.101.467150.000000.00000
1692016.06.22 08:29modify570.101.467151.471651.44715
1702016.06.22 08:29close570.101.467421.471651.44715-2.70100033.30
1712016.06.22 08:29sell580.101.467170.000000.00000
1722016.06.22 08:30modify580.101.467171.471671.44717
1732016.06.22 09:06sell590.101.468690.000000.00000
1742016.06.22 09:06modify590.101.468691.473191.44869
1752016.06.22 10:05s/l50.101.469981.469981.44548-45.1999988.11
1762016.06.22 10:23sell600.101.470470.000000.00000
1772016.06.22 10:23modify600.101.470471.474971.45047
1782016.06.22 10:24s/l580.101.471671.471671.44717-45.0099943.11
1792016.06.22 10:51close600.101.467341.474971.4504731.3099974.41
1802016.06.22 10:51close590.101.467341.473191.4486913.5099987.91
1812016.06.22 23:02sell610.101.469970.000000.00000
1822016.06.22 23:02modify610.101.469971.474471.44997
1832016.06.22 23:42sell620.101.471520.000000.00000
1842016.06.22 23:42modify620.101.471521.476021.45152
1852016.06.22 23:45sell630.101.473030.000000.00000
1862016.06.22 23:45modify630.101.473031.477531.45303
1872016.06.23 00:06s/l610.101.474471.474471.44997-45.5899942.33
1882016.06.23 00:06sell640.101.474540.000000.00000
1892016.06.23 00:06modify640.101.474541.479041.45454
1902016.06.23 00:07s/l620.101.476021.476021.45152-45.5899896.76
1912016.06.23 00:24s/l630.101.477531.477531.45303-45.5899851.18
1922016.06.23 00:26s/l640.101.479041.479041.45454-45.0099806.18
1932016.06.24 23:07sell650.101.367430.000000.00000
1942016.06.24 23:07modify650.101.367431.371931.34743
1952016.06.24 23:37close650.101.364871.371931.3474325.6099831.78
1962016.06.24 23:49sell660.101.368130.000000.00000
1972016.06.24 23:49modify660.101.368131.372631.34813
1982016.06.24 23:55close660.101.362961.372631.3481351.7099883.48
1992016.06.24 23:56sell670.101.368120.000000.00000
2002016.06.24 23:56modify670.101.368121.372621.34812
2012016.06.27 00:00t/p670.101.348121.372621.34812199.81100083.29
2022016.06.27 23:00sell680.101.321230.000000.00000
2032016.06.27 23:00modify680.101.321231.325731.30123
2042016.06.27 23:58sell690.101.322760.000000.00000
2052016.06.27 23:58modify690.101.322761.327261.30276
2062016.06.28 00:32close690.101.321161.327261.3027615.81100099.10
2072016.06.28 00:36close680.101.320781.325731.301234.31100103.40
2082016.06.29 23:59buy700.101.342310.000000.00000
2092016.06.29 23:59modify700.101.342311.337811.36231
2102016.06.30 00:12close700.101.343401.337811.3623110.93100114.33
2112016.07.07 23:02sell710.101.290910.000000.00000
2122016.07.07 23:02modify710.101.290911.295411.27091
2132016.07.08 01:25close710.101.290031.295411.270918.61100122.94
2142016.07.11 23:18buy720.101.299110.000000.00000
2152016.07.11 23:18modify720.101.299111.294611.31911
2162016.07.12 02:32buy730.101.297570.000000.00000
2172016.07.12 02:32modify730.101.297571.293071.31757
2182016.07.12 03:07close730.101.299141.293071.3175715.70100138.64
2192016.07.12 03:47close720.101.299431.294611.319113.21100141.85
2202016.07.19 23:33sell740.101.310060.000000.00000
2212016.07.19 23:33modify740.101.310061.314561.29006
2222016.07.20 03:02close740.101.310041.314561.290060.01100141.86
2232016.07.21 23:41sell750.101.322080.000000.00000
2242016.07.21 23:41modify750.101.322081.326581.30208
2252016.07.22 01:06close750.101.321361.326581.302087.01100148.87
2262016.07.22 23:49sell760.101.311220.000000.00000
2272016.07.22 23:49modify760.101.311221.315721.29122
2282016.07.25 00:00sell770.101.314060.000000.00000
2292016.07.25 00:00modify770.101.314061.318561.29406
2302016.07.25 01:00close770.101.312491.318561.2940615.70100164.57
2312016.07.25 01:08sell780.101.312760.000000.00000
2322016.07.25 01:08modify780.101.312761.317261.29276
2332016.07.25 01:59sell790.101.314270.000000.00000
2342016.07.25 01:59modify790.101.314271.318771.29427
2352016.07.25 02:58close790.101.312741.318771.2942715.30100179.87
2362016.07.25 02:58close780.101.312741.317261.292760.20100180.07
2372016.07.25 03:04sell800.101.312740.000000.00000
2382016.07.25 03:04modify800.101.312741.317241.29274
2392016.07.25 03:38close800.101.312001.317241.292747.40100187.47
2402016.07.25 03:38close760.101.311821.315721.29122-6.19100181.28
2412016.07.25 23:00sell810.101.313730.000000.00000
2422016.07.25 23:00modify810.101.313731.318231.29373
2432016.07.26 01:34close810.101.313111.318231.293736.01100187.28
2442016.07.28 23:02sell820.101.316180.000000.00000
2452016.07.28 23:02modify820.101.316181.320681.29618
2462016.07.28 23:31sell830.101.317700.000000.00000
2472016.07.28 23:31modify830.101.317701.322201.29770
2482016.07.29 00:23close830.101.316201.322201.2977014.81100202.09
2492016.07.29 01:35close820.101.315461.320681.296187.01100209.10
2502016.07.29 23:16buy840.101.322520.000000.00000
2512016.07.29 23:16modify840.101.322521.318021.34252
2522016.08.01 00:59close840.101.324131.318021.3425216.11100225.21
2532016.08.01 23:01buy850.101.317850.000000.00000
2542016.08.01 23:01modify850.101.317851.313351.33785
2552016.08.02 03:11close850.101.319221.313351.3378513.71100238.92
2562016.08.03 23:45sell860.101.332300.000000.00000
2572016.08.03 23:45modify860.101.332301.336801.31230
2582016.08.04 03:18sell870.101.333810.000000.00000
2592016.08.04 03:18modify870.101.333811.338311.31381
2602016.08.04 08:34close870.101.332301.338311.3138115.10100254.02
2612016.08.04 08:35close860.101.332091.336801.312301.52100255.54
2622016.08.05 23:48buy880.101.306680.000000.00000
2632016.08.05 23:48modify880.101.306681.302181.32668
2642016.08.08 00:12close880.101.307771.302181.3266810.91100266.45
2652016.08.10 23:17sell890.101.301880.000000.00000
2662016.08.10 23:17modify890.101.301881.306381.28188
2672016.08.11 04:44close890.101.300871.306381.281889.52100275.98
2682016.08.11 23:29buy900.101.295810.000000.00000
2692016.08.11 23:29modify900.101.295811.291311.31581
2702016.08.12 04:13close900.101.296541.291311.315817.31100283.29