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

СимволXAUUSD (Gold vs US-Dollar)
Период1 Минута (M1) 2012.01.03 00:00 - 2017.02.23 17:29 (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 истории1801561Смоделировано тиков85634360Качество моделирования25.00%
Ошибки рассогласования графиков0
Начальный депозит400.00Спред4
Чистая прибыль621.39Общая прибыль992.09Общий убыток-370.70
Прибыльность2.68Матожидание выигрыша6.90
Абсолютная просадка71.12Максимальная просадка113.72 (25.69%)Относительная просадка25.69% (113.72)
Всего сделок90Короткие позиции (% выигравших)45 (82.22%)Длинные позиции (% выигравших)45 (93.33%)
Прибыльные сделки (% от всех)79 (87.78%)Убыточные сделки (% от всех)11 (12.22%)
Самая большаяприбыльная сделка28.50убыточная сделка-33.70
Средняяприбыльная сделка12.56убыточная сделка-33.70
Максимальное количествонепрерывных выигрышей (прибыль)17 (257.53)непрерывных проигрышей (убыток)2 (-67.40)
Макс.непрерывная прибыль (число выигрышей)257.53 (17)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 00:07close210.001677.561673.371679.597.73432.53
72012.04.09 21:53buy310.001641.880.000.00
82012.04.09 21:53modify310.001641.881638.611644.83
92012.04.10 00:38close310.001642.261638.611644.832.34434.88
102012.04.23 19:51sell410.001634.060.000.00
112012.04.23 19:51modify410.001634.061637.331631.11
122012.04.23 20:14s/l410.001637.331637.331631.11-33.70401.18
132012.04.23 20:15sell510.001636.920.000.00
142012.04.23 20:15modify510.001636.921640.191633.97
152012.04.24 02:02close510.001636.551640.191633.972.70403.88
162012.04.30 18:23sell610.001663.880.000.00
172012.04.30 18:23modify610.001663.881667.151660.93
182012.05.01 02:01s/l610.001667.151667.151660.93-33.70370.18
192012.06.04 20:33sell710.001617.890.000.00
202012.06.04 20:33modify710.001617.891621.161614.94
212012.06.05 00:00s/l710.001621.161621.161614.94-33.70336.48
222012.06.18 19:55sell810.001629.410.000.00
232012.06.18 19:55modify810.001629.411632.681626.46
242012.06.18 20:55t/p810.001626.461632.681626.4628.50364.98
252012.07.30 19:46sell910.001621.840.000.00
262012.07.30 19:46modify910.001621.841625.111618.89
272012.07.30 23:12close910.001621.441625.111618.893.00367.98
282012.08.06 21:52buy1010.001611.050.000.00
292012.08.06 21:52modify1010.001611.051607.781614.00
302012.08.07 01:39close1010.001611.601607.781614.004.05372.03
312012.09.24 20:51sell1110.001765.820.000.00
322012.09.24 20:51modify1110.001765.821769.091762.87
332012.09.24 22:09close1110.001764.751769.091762.879.70381.73
342012.10.01 21:26buy1210.001774.480.000.00
352012.10.01 21:26modify1210.001774.481771.211777.43
362012.10.01 22:44close1210.001775.801771.211777.4312.20393.93
372012.10.08 21:50sell1310.001776.510.000.00
382012.10.08 21:50modify1310.001776.511779.781773.56
392012.10.09 00:00close1310.001775.601779.781773.568.10402.03
402012.11.19 20:58buy1410.001732.020.000.00
412012.11.19 20:58modify1410.001732.021728.751734.97
422012.11.19 22:16close1410.001732.461728.751734.973.40405.43
432012.12.03 21:59buy1510.001715.390.000.00
442012.12.03 21:59modify1510.001715.391712.121718.34
452012.12.04 00:00close1510.001715.871712.121718.343.32408.75
462012.12.10 20:39buy1610.001711.590.000.00
472012.12.10 20:39modify1610.001711.591708.321714.54
482012.12.10 22:28close1610.001712.191708.321714.545.00413.75
492012.12.17 21:43sell1710.001697.600.000.00
502012.12.17 21:43modify1710.001697.601700.871694.65
512012.12.18 00:55close1710.001697.211700.871694.652.90416.65
522012.12.24 18:49buy1810.001656.790.000.00
532012.12.24 18:49modify1810.001656.791653.521659.74
542012.12.26 08:42close1810.001657.671653.521659.746.88423.53
552013.03.25 18:14sell1910.001607.650.000.00
562013.03.25 18:14modify1910.001607.651610.921604.70
572013.03.25 18:32t/p1910.001604.701610.921604.7028.50452.03
582013.04.08 21:53sell2010.001573.940.000.00
592013.04.08 21:53modify2010.001573.941577.211570.99
602013.04.09 00:00close2010.001572.461577.211570.9913.80465.83
612013.05.13 18:20sell2110.001436.750.000.00
622013.05.13 18:20modify2110.001436.751440.021433.80
632013.05.13 18:55close2110.001434.191440.021433.8024.60490.43
642013.06.24 20:19sell2210.001288.190.000.00
652013.06.24 20:19modify2210.001288.191291.461285.24
662013.06.24 20:55t/p2210.001285.241291.461285.2428.50518.93
672013.07.15 19:48buy2310.001283.610.000.00
682013.07.15 19:48modify2310.001283.611280.341286.56
692013.07.15 21:06close2310.001284.781280.341286.5610.70529.63
702013.08.19 21:43sell2410.001367.600.000.00
712013.08.19 21:43modify2410.001367.601370.871364.65
722013.08.20 00:00close2410.001364.831370.871364.6526.70556.33
732013.08.26 21:07sell2510.001396.800.000.00
742013.08.26 21:07modify2510.001396.801400.071393.85
752013.08.26 21:37s/l2510.001400.071400.071393.85-33.70522.63
762013.10.07 20:13buy2610.001321.040.000.00
772013.10.07 20:13modify2610.001321.041317.771323.99
782013.10.07 21:31close2610.001322.211317.771323.9910.70533.33
792013.10.14 18:00buy2710.001278.360.000.00
802013.10.14 18:00modify2710.001278.361275.091281.31
812013.10.14 20:43close2710.001279.611275.091281.3111.50544.83
822013.11.04 19:08buy2810.001316.580.000.00
832013.11.04 19:08modify2810.001316.581313.311319.53
842013.11.04 21:30s/l2810.001313.311313.311319.53-33.70511.13
852014.01.06 20:48buy2910.001237.600.000.00
862014.01.06 20:48modify2910.001237.601234.331240.55
872014.01.06 21:11t/p2910.001240.551234.331240.5528.50539.63
882014.01.20 19:26buy3010.001253.980.000.00
892014.01.20 19:26modify3010.001253.981250.711256.93
902014.01.21 01:00close3010.001254.531250.711256.934.15543.79
912014.01.27 19:21sell3110.001264.410.000.00
922014.01.27 19:21modify3110.001264.411267.681261.46
932014.01.27 20:39close3110.001261.871267.681261.4624.40568.19
942014.03.03 20:23buy3210.001349.170.000.00
952014.03.03 20:23modify3210.001349.171345.901352.12
962014.03.03 21:35t/p3210.001352.121345.901352.1228.50596.69
972014.04.21 20:16sell3310.001288.550.000.00
982014.04.21 20:16modify3310.001288.551291.821285.60
992014.04.22 03:33close3310.001288.141291.821285.603.10599.79
1002014.04.28 20:26sell3410.001298.670.000.00
1012014.04.28 20:26modify3410.001298.671301.941295.72
1022014.04.28 21:44close3410.001298.131301.941295.724.40604.19
1032014.05.05 18:23buy3510.001309.240.000.00
1042014.05.05 18:23modify3510.001309.241305.971312.19
1052014.05.05 19:55close3510.001309.641305.971312.193.00607.19
1062014.05.12 20:16buy3610.001295.830.000.00
1072014.05.12 20:16modify3610.001295.831292.561298.78
1082014.05.12 22:02close3610.001296.271292.561298.783.40610.59
1092014.05.19 18:53buy3710.001296.250.000.00
1102014.05.19 18:53modify3710.001296.251292.981299.20
1112014.05.19 21:24s/l3710.001292.981292.981299.20-33.70576.89
1122014.07.07 20:41sell3810.001317.220.000.00
1132014.07.07 20:41modify3810.001317.221320.491314.27
1142014.07.08 08:55close3810.001316.801320.491314.273.20580.09
1152014.08.11 20:24sell3910.001309.210.000.00
1162014.08.11 20:24modify3910.001309.211312.481306.26
1172014.08.11 21:42close3910.001308.561312.481306.265.50585.59
1182014.11.03 19:38sell4010.001171.850.000.00
1192014.11.03 19:38modify4010.001171.851175.121168.90
1202014.11.03 20:38t/p4010.001168.901175.121168.9028.50614.09
1212014.11.17 21:08sell4110.001187.090.000.00
1222014.11.17 21:08modify4110.001187.091190.361184.14
1232014.11.17 22:26close4110.001185.081190.361184.1419.10633.19
1242014.12.08 18:11buy4210.001191.590.000.00
1252014.12.08 18:11modify4210.001191.591188.321194.54
1262014.12.08 19:29close4210.001193.871188.321194.5421.80654.99
1272014.12.15 18:08sell4310.001214.860.000.00
1282014.12.15 18:08modify4310.001214.861218.131211.91
1292014.12.15 19:26close4310.001213.341218.131211.9114.20669.19
1302015.02.02 19:07sell4410.001277.240.000.00
1312015.02.02 19:07modify4410.001277.241280.511274.29
1322015.02.02 20:25close4410.001276.431280.511274.297.10676.29
1332015.02.02 20:47sell4510.001280.660.000.00
1342015.02.02 20:47modify4510.001280.661283.931277.71
1352015.02.02 22:18close4510.001280.221283.931277.713.40679.69
1362015.03.30 21:55sell4610.001186.540.000.00
1372015.03.30 21:55modify4610.001186.541189.811183.59
1382015.03.30 23:13close4610.001185.261189.811183.5911.80691.49
1392015.05.04 20:20buy4710.001187.550.000.00
1402015.05.04 20:20modify4710.001187.551184.281190.50
1412015.05.04 21:38close4710.001189.221184.281190.5015.70707.19
1422015.05.18 21:05buy4810.001225.270.000.00
1432015.05.18 21:05modify4810.001225.271222.001228.22
1442015.05.18 22:26close4810.001225.741222.001228.223.70710.89
1452015.06.08 18:02buy4910.001170.100.000.00
1462015.06.08 18:02modify4910.001170.101166.831173.05
1472015.06.08 18:44t/p4910.001173.051166.831173.0528.50739.39
1482015.06.29 20:37sell5010.001180.500.000.00
1492015.06.29 20:37modify5010.001180.501183.771177.55
1502015.06.29 21:55close5010.001179.681183.771177.557.20746.59
1512015.07.06 19:56sell5110.001169.830.000.00
1522015.07.06 19:56modify5110.001169.831173.101166.88
1532015.07.06 20:00s/l5110.001173.101173.101166.88-33.70712.89
1542015.07.06 20:01sell5210.001173.240.000.00
1552015.07.06 20:01modify5210.001173.241176.511170.29
1562015.07.06 21:20close5210.001172.581176.511170.295.60718.49
1572015.07.13 18:24sell5310.001157.140.000.00
1582015.07.13 18:24modify5310.001157.141160.411154.19
1592015.07.13 19:42close5310.001156.711160.411154.193.30721.79
1602015.08.10 21:08buy5410.001102.020.000.00
1612015.08.10 21:08modify5410.001102.021098.751104.97
1622015.08.10 22:26close5410.001102.751098.751104.976.30728.09
1632015.08.17 21:24buy5510.001117.100.000.00
1642015.08.17 21:24modify5510.001117.101113.831120.05
1652015.08.17 22:47close5510.001117.461113.831120.052.60730.69
1662015.08.31 18:42sell5610.001132.870.000.00
1672015.08.31 18:42modify5610.001132.871136.141129.92
1682015.08.31 20:34close5610.001132.501136.141129.922.70733.39
1692015.09.14 18:01sell5710.001107.780.000.00
1702015.09.14 18:01modify5710.001107.781111.051104.83
1712015.09.15 01:52close5710.001107.091111.051104.835.90739.29
1722015.10.26 19:41buy5810.001164.920.000.00
1732015.10.26 19:41modify5810.001164.921161.651167.87
1742015.10.27 07:10close5810.001165.331161.651167.872.78742.06
1752015.11.02 20:22sell5910.001136.420.000.00
1762015.11.02 20:22modify5910.001136.421139.691133.47
1772015.11.02 21:40close5910.001135.681139.691133.476.40748.46
1782016.01.04 18:38buy6010.001072.040.000.00
1792016.01.04 18:38modify6010.001072.041068.771074.99
1802016.01.04 19:11t/p6010.001074.991068.771074.9928.50776.96
1812016.01.25 20:32buy6110.001104.060.000.00
1822016.01.25 20:32modify6110.001104.061100.791107.01
1832016.01.25 21:50close6110.001104.741100.791107.015.80782.76
1842016.02.29 20:17buy6210.001230.140.000.00
1852016.02.29 20:17modify6210.001230.141226.871233.09
1862016.02.29 20:28t/p6210.001233.091226.871233.0928.50811.26
1872016.03.07 19:37buy6310.001263.700.000.00
1882016.03.07 19:37modify6310.001263.701260.431266.65
1892016.03.07 19:45s/l6310.001260.431260.431266.65-33.70777.56
1902016.03.07 19:46buy6410.001259.530.000.00
1912016.03.07 19:46modify6410.001259.531256.261262.48
1922016.03.07 19:58t/p6410.001262.481256.261262.4828.50806.06
1932016.03.07 19:59buy6510.001261.720.000.00
1942016.03.07 19:59modify6510.001261.721258.451264.67
1952016.03.07 20:33t/p6510.001264.671258.451264.6728.50834.56
1962016.03.28 19:22buy6610.001217.070.000.00
1972016.03.28 19:22modify6610.001217.071213.801220.02
1982016.03.28 20:29t/p6610.001220.021213.801220.0228.50863.06
1992016.04.25 20:27buy6710.001238.120.000.00
2002016.04.25 20:27modify6710.001238.121234.851241.07
2012016.04.25 22:43close6710.001238.521234.851241.073.00866.06
2022016.05.02 21:04buy6810.001290.040.000.00
2032016.05.02 21:04modify6810.001290.041286.771292.99
2042016.05.02 22:22close6810.001290.801286.771292.996.60872.66
2052016.05.16 18:00buy6910.001273.940.000.00
2062016.05.16 18:00modify6910.001273.941270.671276.89
2072016.05.16 19:18close6910.001275.381270.671276.8913.40886.06
2082016.05.16 21:05buy7010.001272.150.000.00
2092016.05.16 21:05modify7010.001272.151268.881275.10
2102016.05.16 22:23close7010.001273.891268.881275.1016.40902.46
2112016.05.23 20:15sell7110.001250.690.000.00
2122016.05.23 20:15modify7110.001250.691253.961247.74
2132016.05.23 22:54close7110.001250.191253.961247.744.00906.46
2142016.06.06 19:33buy7210.001241.750.000.00
2152016.06.06 19:33modify7210.001241.751238.481244.70
2162016.06.06 19:35t/p7210.001244.701238.481244.7028.50934.96
2172016.06.06 19:48buy7310.001241.570.000.00
2182016.06.06 19:48modify7310.001241.571238.301244.52
2192016.06.06 19:52t/p7310.001244.521238.301244.5228.50963.46
2202016.06.13 20:51buy7410.001280.330.000.00
2212016.06.13 20:51modify7410.001280.331277.061283.28
2222016.06.13 21:34t/p7410.001283.281277.061283.2828.50991.96
2232016.06.20 18:00sell7510.001286.490.000.00
2242016.06.20 18:00modify7510.001286.491289.761283.54
2252016.06.20 19:20close7510.001286.061289.761283.543.30995.26
2262016.06.27 18:32buy7610.001320.070.000.00
2272016.06.27 18:32modify7610.001320.071316.801323.02
2282016.06.27 19:45t/p7610.001323.021316.801323.0228.501023.76
2292016.07.25 18:21sell7710.001319.900.000.00
2302016.07.25 18:21modify7710.001319.901323.171316.95
2312016.07.25 19:49close7710.001319.531323.171316.952.701026.46
2322016.08.22 18:01sell7810.001339.010.000.00
2332016.08.22 18:01modify7810.001339.011342.281336.06
2342016.08.22 20:35close7810.001338.641342.281336.062.701029.16
2352016.09.12 21:03sell7910.001327.670.000.00
2362016.09.12 21:03modify7910.001327.671330.941324.72
2372016.09.12 22:33close7910.001327.251330.941324.723.201032.36
2382016.09.26 21:13buy8010.001338.450.000.00
2392016.09.26 21:13modify8010.001338.451335.181341.40
2402016.09.27 04:05close8010.001338.861335.181341.402.731035.09
2412016.10.31 20:07sell8110.001274.750.000.00
2422016.10.31 20:07modify8110.001274.751278.021271.80
2432016.10.31 21:49s/l8110.001278.021278.021271.80-33.701001.39
2442016.10.31 21:52sell8210.001278.070.000.00
2452016.10.31 21:52modify8210.001278.071281.341275.12
2462016.11.01 00:01close8210.001276.531281.341275.1214.401015.79
2472016.11.14 19:28sell8310.001222.590.000.00
2482016.11.14 19:28modify8310.001222.591225.861219.64
2492016.11.14 19:35s/l8310.001225.861225.861219.64-33.70982.09
2502016.11.14 19:36sell8410.001226.070.000.00
2512016.11.14 19:36modify8410.001226.071229.341223.12
2522016.11.14 20:25t/p8410.001223.121229.341223.1228.501010.59
2532016.11.21 18:25buy8510.001212.280.000.00
2542016.11.21 18:25modify8510.001212.281209.011215.23
2552016.11.21 19:43close8510.001213.181209.011215.238.001018.59
2562016.11.21 20:24buy8610.001210.330.000.00
2572016.11.21 20:24modify8610.001210.331207.061213.28
2582016.11.21 21:42close8610.001211.161207.061213.287.301025.89
2592016.12.05 19:39sell8710.001170.240.000.00
2602016.12.05 19:39modify8710.001170.241173.511167.29
2612016.12.05 19:53s/l8710.001173.511173.511167.29-33.70992.19
2622016.12.05 19:54sell8810.001173.060.000.00
2632016.12.05 19:54modify8810.001173.061176.331170.11
2642016.12.05 20:46close8810.001170.581176.331170.1123.801015.99
2652016.12.19 20:36buy8910.001138.060.000.00
2662016.12.19 20:36modify8910.001138.061134.791141.01
2672016.12.19 21:59close8910.001138.441134.791141.012.801018.79
2682017.02.13 20:40sell9010.001226.160.000.00
2692017.02.13 20:40modify9010.001226.161229.431223.21
2702017.02.13 22:51close9010.001225.801229.431223.212.601021.39