Strategy Tester Report
Generic A-TLP v.9.02
GerchikCo-Gerchik and Co Ltd. (Build 1045)

СимволXAUUSD (Gold vs US-Dollar)
Период5 Минут (M5) 2012.01.03 00:00 - 2017.02.23 17:00 (2012.01.01 - 2017.02.24)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagicNumber=25042016; Comm="Generic A-TLP v.9.0"; Max_Spread=4; Slipage=1; Stop_Loss=327; Take_Profit=295; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=14; Entry_Break=48; Exit_Distance=102; MaxDailyRange=126; Lots=10; Auto_Risk=0; Min_Volatility=18; Exit_Profit_Pips=-18; Reverse_Profit=248; Exit_Minutes=77; Time_Profit_Pips=35; Col_info=Aqua; S1=" DayOfWeek Filter"; monday_open="18:00"; monday_pause_start="22:00"; monday_pause_stop="18:00"; monday_close="22:00"; tuesday_open="18:00"; tuesday_pause_start="22:00"; tuesday_pause_stop="18:00"; tuesday_close="22:00"; wednesday_open="18:00"; wednesday_pause_start="22:00"; wednesday_pause_stop="18:00"; wednesday_close="22:00"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="22:00"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; 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"; S2=" Roll Over Filter"; rollover_start="23:55"; rollover_end="00:35";
Баров в истории361995Смоделировано тиков85302699Качество моделирования90.00%
Ошибки рассогласования графиков1
Начальный депозит400.00Спред4
Чистая прибыль555.07Общая прибыль925.77Общий убыток-370.70
Прибыльность2.50Матожидание выигрыша6.53
Абсолютная просадка73.72Максимальная просадка116.32 (26.28%)Относительная просадка26.28% (116.32)
Всего сделок85Короткие позиции (% выигравших)44 (81.82%)Длинные позиции (% выигравших)41 (92.68%)
Прибыльные сделки (% от всех)74 (87.06%)Убыточные сделки (% от всех)11 (12.94%)
Самая большаяприбыльная сделка28.50убыточная сделка-33.70
Средняяприбыльная сделка12.51убыточная сделка-33.70
Максимальное количествонепрерывных выигрышей (прибыль)16 (222.23)непрерывных проигрышей (убыток)2 (-67.40)
Макс.непрерывная прибыль (число выигрышей)222.23 (16)непрерывный убыток (число проигрышей)-67.40 (2)
Среднийнепрерывный выигрыш7непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.23 20:54buy110.001674.060.000.00
22012.01.23 20:54modify110.001674.061670.791677.01
32012.01.23 21:40close110.001676.641670.791677.0124.80424.80
42012.04.02 21:55buy210.001676.640.000.00
52012.04.02 21:55modify210.001676.641673.371679.59
62012.04.03 00:10close210.001677.201673.371679.594.13428.93
72012.04.09 21:53buy310.001641.880.000.00
82012.04.09 21:53modify310.001641.881638.611644.83
92012.04.10 00:39close310.001642.361638.611644.833.34432.28
102012.04.23 19:51sell410.001634.060.000.00
112012.04.23 19:51modify410.001634.061637.331631.11
122012.04.23 20:14s/l410.001637.331637.331631.11-33.70398.58
132012.04.23 20:15sell510.001636.920.000.00
142012.04.23 20:15modify510.001636.921640.191633.97
152012.04.24 02:02close510.001636.551640.191633.972.70401.28
162012.04.30 18:27sell610.001663.850.000.00
172012.04.30 18:27modify610.001663.851667.121660.90
182012.05.01 02:00s/l610.001667.121667.121660.90-33.70367.58
192012.06.04 20:33sell710.001617.890.000.00
202012.06.04 20:33modify710.001617.891621.161614.94
212012.06.05 00:00s/l710.001621.161621.161614.94-33.70333.88
222012.06.18 19:55sell810.001629.410.000.00
232012.06.18 19:55modify810.001629.411632.681626.46
242012.06.18 20:55t/p810.001626.461632.681626.4628.50362.38
252012.07.30 19:46sell910.001621.840.000.00
262012.07.30 19:46modify910.001621.841625.111618.89
272012.07.30 23:13close910.001621.441625.111618.893.00365.38
282012.08.06 21:52buy1010.001611.050.000.00
292012.08.06 21:52modify1010.001611.051607.781614.00
302012.08.07 01:39close1010.001611.601607.781614.004.05369.43
312012.09.24 20:51sell1110.001765.820.000.00
322012.09.24 20:51modify1110.001765.821769.091762.87
332012.09.24 22:09close1110.001764.751769.091762.879.70379.13
342012.10.01 21:26buy1210.001774.480.000.00
352012.10.01 21:26modify1210.001774.481771.211777.43
362012.10.01 22:44close1210.001775.801771.211777.4312.20391.33
372012.10.08 21:50sell1310.001776.510.000.00
382012.10.08 21:50modify1310.001776.511779.781773.56
392012.10.09 00:00close1310.001775.601779.781773.568.10399.43
402012.11.19 20:58buy1410.001732.020.000.00
412012.11.19 20:58modify1410.001732.021728.751734.97
422012.11.19 22:16close1410.001732.461728.751734.973.40402.83
432012.12.10 20:40buy1510.001711.520.000.00
442012.12.10 20:40modify1510.001711.521708.251714.47
452012.12.10 22:28close1510.001712.191708.251714.475.70408.53
462012.12.17 21:43sell1610.001697.600.000.00
472012.12.17 21:43modify1610.001697.601700.871694.65
482012.12.18 00:55close1610.001697.211700.871694.652.90411.43
492012.12.24 18:49buy1710.001656.790.000.00
502012.12.24 18:49modify1710.001656.791653.521659.74
512012.12.26 08:42close1710.001657.671653.521659.746.88418.31
522013.03.25 18:14sell1810.001607.650.000.00
532013.03.25 18:14modify1810.001607.651610.921604.70
542013.03.25 18:32t/p1810.001604.701610.921604.7028.50446.81
552013.04.08 21:53sell1910.001573.940.000.00
562013.04.08 21:53modify1910.001573.941577.211570.99
572013.04.09 00:00close1910.001572.461577.211570.9913.80460.61
582013.05.13 18:20sell2010.001436.750.000.00
592013.05.13 18:20modify2010.001436.751440.021433.80
602013.05.13 18:55close2010.001434.191440.021433.8024.60485.21
612013.06.24 20:19sell2110.001288.190.000.00
622013.06.24 20:19modify2110.001288.191291.461285.24
632013.06.24 20:55t/p2110.001285.241291.461285.2428.50513.71
642013.07.15 19:48buy2210.001283.610.000.00
652013.07.15 19:48modify2210.001283.611280.341286.56
662013.07.15 21:06close2210.001284.781280.341286.5610.70524.41
672013.08.19 21:43sell2310.001367.600.000.00
682013.08.19 21:43modify2310.001367.601370.871364.65
692013.08.20 00:00close2310.001364.831370.871364.6526.70551.11
702013.08.26 21:08sell2410.001396.320.000.00
712013.08.26 21:08modify2410.001396.321399.591393.37
722013.08.26 21:37s/l2410.001399.591399.591393.37-33.70517.41
732013.10.07 20:13buy2510.001321.040.000.00
742013.10.07 20:13modify2510.001321.041317.771323.99
752013.10.07 21:31close2510.001322.211317.771323.9910.70528.11
762013.10.14 18:00buy2610.001278.360.000.00
772013.10.14 18:00modify2610.001278.361275.091281.31
782013.10.14 20:44close2610.001280.081275.091281.3116.20544.31
792013.11.04 19:08buy2710.001316.580.000.00
802013.11.04 19:08modify2710.001316.581313.311319.53
812013.11.04 21:30s/l2710.001313.311313.311319.53-33.70510.61
822014.01.06 20:49buy2810.001237.830.000.00
832014.01.06 20:49modify2810.001237.831234.561240.78
842014.01.06 21:13t/p2810.001240.781234.561240.7828.50539.11
852014.01.20 19:26buy2910.001253.980.000.00
862014.01.20 19:26modify2910.001253.981250.711256.93
872014.01.21 01:00close2910.001254.531250.711256.934.15543.26
882014.01.27 19:21sell3010.001264.410.000.00
892014.01.27 19:21modify3010.001264.411267.681261.46
902014.01.27 20:39close3010.001261.871267.681261.4624.40567.66
912014.03.03 20:23buy3110.001349.170.000.00
922014.03.03 20:23modify3110.001349.171345.901352.12
932014.03.03 21:35t/p3110.001352.121345.901352.1228.50596.16
942014.04.21 20:16sell3210.001288.550.000.00
952014.04.21 20:16modify3210.001288.551291.821285.60
962014.04.22 03:34close3210.001287.921291.821285.605.30601.46
972014.04.28 20:26sell3310.001298.670.000.00
982014.04.28 20:26modify3310.001298.671301.941295.72
992014.04.28 21:44close3310.001298.131301.941295.724.40605.86
1002014.05.05 18:24buy3410.001309.310.000.00
1012014.05.05 18:24modify3410.001309.311306.041312.26
1022014.05.05 20:05close3410.001309.721306.041312.263.10608.96
1032014.05.12 20:16buy3510.001295.830.000.00
1042014.05.12 20:16modify3510.001295.831292.561298.78
1052014.05.12 22:02close3510.001296.271292.561298.783.40612.36
1062014.05.19 18:53buy3610.001296.250.000.00
1072014.05.19 18:53modify3610.001296.251292.981299.20
1082014.05.19 21:24s/l3610.001292.981292.981299.20-33.70578.66
1092014.07.07 20:42sell3710.001317.490.000.00
1102014.07.07 20:42modify3710.001317.491320.761314.54
1112014.07.08 07:06close3710.001317.121320.761314.542.70581.36
1122014.08.11 20:24sell3810.001309.210.000.00
1132014.08.11 20:24modify3810.001309.211312.481306.26
1142014.08.11 21:43close3810.001308.521312.481306.265.90587.26
1152014.11.03 19:39sell3910.001171.800.000.00
1162014.11.03 19:39modify3910.001171.801175.071168.85
1172014.11.03 20:39t/p3910.001168.851175.071168.8528.50615.76
1182014.11.17 21:08sell4010.001187.090.000.00
1192014.11.17 21:08modify4010.001187.091190.361184.14
1202014.11.17 22:27close4010.001185.151190.361184.1418.40634.16
1212014.12.15 18:08sell4110.001214.860.000.00
1222014.12.15 18:08modify4110.001214.861218.131211.91
1232014.12.15 19:26close4110.001213.341218.131211.9114.20648.36
1242015.02.02 19:07sell4210.001277.240.000.00
1252015.02.02 19:07modify4210.001277.241280.511274.29
1262015.02.02 20:25close4210.001276.431280.511274.297.10655.46
1272015.02.02 20:47sell4310.001280.660.000.00
1282015.02.02 20:47modify4310.001280.661283.931277.71
1292015.02.02 22:20close4310.001280.121283.931277.714.40659.86
1302015.03.30 21:55sell4410.001186.540.000.00
1312015.03.30 21:55modify4410.001186.541189.811183.59
1322015.03.30 23:13close4410.001185.261189.811183.5911.80671.66
1332015.05.04 20:20buy4510.001187.550.000.00
1342015.05.04 20:20modify4510.001187.551184.281190.50
1352015.05.04 21:40close4510.001188.921184.281190.5012.70684.36
1362015.05.18 21:05buy4610.001225.270.000.00
1372015.05.18 21:05modify4610.001225.271222.001228.22
1382015.05.18 22:26close4610.001225.741222.001228.223.70688.06
1392015.06.08 18:02buy4710.001170.100.000.00
1402015.06.08 18:02modify4710.001170.101166.831173.05
1412015.06.08 18:44t/p4710.001173.051166.831173.0528.50716.56
1422015.07.06 19:56sell4810.001169.830.000.00
1432015.07.06 19:56modify4810.001169.831173.101166.88
1442015.07.06 20:00s/l4810.001173.101173.101166.88-33.70682.86
1452015.07.06 20:01sell4910.001173.240.000.00
1462015.07.06 20:01modify4910.001173.241176.511170.29
1472015.07.06 21:20close4910.001172.581176.511170.295.60688.46
1482015.07.13 18:24sell5010.001157.140.000.00
1492015.07.13 18:24modify5010.001157.141160.411154.19
1502015.07.13 19:42close5010.001156.711160.411154.193.30691.76
1512015.08.10 21:08buy5110.001102.020.000.00
1522015.08.10 21:08modify5110.001102.021098.751104.97
1532015.08.10 22:27close5110.001102.671098.751104.975.50697.26
1542015.08.17 21:25buy5210.001117.180.000.00
1552015.08.17 21:25modify5210.001117.181113.911120.13
1562015.08.17 22:49close5210.001117.611113.911120.133.30700.56
1572015.08.31 18:42sell5310.001132.870.000.00
1582015.08.31 18:42modify5310.001132.871136.141129.92
1592015.08.31 20:34close5310.001132.501136.141129.922.70703.26
1602015.09.14 18:01sell5410.001107.780.000.00
1612015.09.14 18:01modify5410.001107.781111.051104.83
1622015.09.15 01:53close5410.001107.381111.051104.833.00706.26
1632015.10.26 19:41buy5510.001164.920.000.00
1642015.10.26 19:41modify5510.001164.921161.651167.87
1652015.10.27 07:10close5510.001165.331161.651167.872.78709.04
1662015.11.02 20:23sell5610.001136.440.000.00
1672015.11.02 20:23modify5610.001136.441139.711133.49
1682015.11.02 21:41close5610.001135.701139.711133.496.40715.44
1692016.01.04 18:38buy5710.001072.040.000.00
1702016.01.04 18:38modify5710.001072.041068.771074.99
1712016.01.04 19:11t/p5710.001074.991068.771074.9928.50743.94
1722016.02.29 20:18buy5810.001230.190.000.00
1732016.02.29 20:18modify5810.001230.191226.921233.14
1742016.02.29 20:28t/p5810.001233.141226.921233.1428.50772.44
1752016.03.07 19:37buy5910.001263.700.000.00
1762016.03.07 19:37modify5910.001263.701260.431266.65
1772016.03.07 19:45s/l5910.001260.431260.431266.65-33.70738.74
1782016.03.07 19:47buy6010.001259.630.000.00
1792016.03.07 19:47modify6010.001259.631256.361262.58
1802016.03.07 20:24t/p6010.001262.581256.361262.5828.50767.24
1812016.03.28 19:22buy6110.001217.070.000.00
1822016.03.28 19:22modify6110.001217.071213.801220.02
1832016.03.28 20:29t/p6110.001220.021213.801220.0228.50795.74
1842016.04.25 20:27buy6210.001238.120.000.00
1852016.04.25 20:27modify6210.001238.121234.851241.07
1862016.04.25 22:43close6210.001238.521234.851241.073.00798.74
1872016.05.02 21:04buy6310.001290.040.000.00
1882016.05.02 21:04modify6310.001290.041286.771292.99
1892016.05.02 22:22close6310.001290.801286.771292.996.60805.34
1902016.05.16 18:00buy6410.001273.940.000.00
1912016.05.16 18:00modify6410.001273.941270.671276.89
1922016.05.16 19:18close6410.001275.381270.671276.8913.40818.74
1932016.05.16 21:05buy6510.001272.150.000.00
1942016.05.16 21:05modify6510.001272.151268.881275.10
1952016.05.16 22:25close6510.001273.091268.881275.108.40827.14
1962016.05.23 20:15sell6610.001250.690.000.00
1972016.05.23 20:15modify6610.001250.691253.961247.74
1982016.05.23 22:54close6610.001250.191253.961247.744.00831.14
1992016.06.06 19:33buy6710.001241.750.000.00
2002016.06.06 19:33modify6710.001241.751238.481244.70
2012016.06.06 19:35t/p6710.001244.701238.481244.7028.50859.64
2022016.06.06 19:48buy6810.001241.570.000.00
2032016.06.06 19:48modify6810.001241.571238.301244.52
2042016.06.06 19:52t/p6810.001244.521238.301244.5228.50888.14
2052016.06.13 20:51buy6910.001280.330.000.00
2062016.06.13 20:51modify6910.001280.331277.061283.28
2072016.06.13 21:34t/p6910.001283.281277.061283.2828.50916.64
2082016.06.20 18:00sell7010.001286.490.000.00
2092016.06.20 18:00modify7010.001286.491289.761283.54
2102016.06.20 19:20close7010.001286.061289.761283.543.30919.94
2112016.06.27 18:32buy7110.001320.070.000.00
2122016.06.27 18:32modify7110.001320.071316.801323.02
2132016.06.27 19:45t/p7110.001323.021316.801323.0228.50948.44
2142016.07.25 18:22sell7210.001319.330.000.00
2152016.07.25 18:22modify7210.001319.331322.601316.38
2162016.07.25 21:34close7210.001318.841322.601316.383.90952.34
2172016.08.22 18:01sell7310.001339.010.000.00
2182016.08.22 18:01modify7310.001339.011342.281336.06
2192016.08.22 20:35close7310.001338.641342.281336.062.70955.04
2202016.09.12 21:03sell7410.001327.670.000.00
2212016.09.12 21:03modify7410.001327.671330.941324.72
2222016.09.12 22:33close7410.001327.251330.941324.723.20958.24
2232016.09.26 21:13buy7510.001338.450.000.00
2242016.09.26 21:13modify7510.001338.451335.181341.40
2252016.09.27 04:05close7510.001338.861335.181341.402.73960.97
2262016.10.31 20:09sell7610.001274.910.000.00
2272016.10.31 20:09modify7610.001274.911278.181271.96
2282016.10.31 21:52s/l7610.001278.181278.181271.96-33.70927.27
2292016.10.31 21:53sell7710.001278.300.000.00
2302016.10.31 21:53modify7710.001278.301281.571275.35
2312016.11.01 00:01close7710.001276.531281.571275.3516.70943.97
2322016.11.14 19:30sell7810.001223.680.000.00
2332016.11.14 19:30modify7810.001223.681226.951220.73
2342016.11.14 19:36s/l7810.001226.951226.951220.73-33.70910.27
2352016.11.14 19:37sell7910.001226.710.000.00
2362016.11.14 19:37modify7910.001226.711229.981223.76
2372016.11.14 20:08t/p7910.001223.761229.981223.7628.50938.77
2382016.11.21 18:25buy8010.001212.280.000.00
2392016.11.21 18:25modify8010.001212.281209.011215.23
2402016.11.21 19:43close8010.001213.181209.011215.238.00946.77
2412016.11.21 20:25buy8110.001210.240.000.00
2422016.11.21 20:25modify8110.001210.241206.971213.19
2432016.11.21 21:44close8110.001210.971206.971213.196.30953.07
2442016.12.05 19:39sell8210.001170.240.000.00
2452016.12.05 19:39modify8210.001170.241173.511167.29
2462016.12.05 19:53s/l8210.001173.511173.511167.29-33.70919.37
2472016.12.05 19:54sell8310.001173.060.000.00
2482016.12.05 19:54modify8310.001173.061176.331170.11
2492016.12.05 20:46close8310.001170.581176.331170.1123.80943.17
2502016.12.19 20:36buy8410.001138.060.000.00
2512016.12.19 20:36modify8410.001138.061134.791141.01
2522016.12.19 22:00close8410.001139.101134.791141.019.40952.57
2532017.02.13 20:40sell8510.001226.160.000.00
2542017.02.13 20:40modify8510.001226.161229.431223.21
2552017.02.13 23:01close8510.001225.811229.431223.212.50955.07