Strategy Tester Report
Generic A-TLP 11.94.11
Tickmill-Live (Build 1031)

СимволGBPCHF (British Pound vs Swiss Franc)
Период15 Минут (M15) 2017.02.24 12:30 - 2017.02.24 23:45 (2015.02.02 - 2017.02.25)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="GBPCAD M15 Generic A-TLP v.11.86"; MagicNumber=333333; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=0; Max_Spread_mode2_profit=10; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=100; Take_Profit=110; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=11; Entry_Break=8; Min_Volatility=13; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=85; DailyMA=0; DeltaMA=0.5; time_break=240; loss=95; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=1; Exit_Profit_Pips=-65; ExitChannelTP=false; ma_period=2; Reverse_Profit=15; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; 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";
Баров в истории51676Смоделировано тиков57998281Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит100.00СпредVariable
Чистая прибыль41.10Общая прибыль58.73Общий убыток-17.64
Прибыльность3.33Матожидание выигрыша0.67
Абсолютная просадка3.09Максимальная просадка10.18 (8.85%)Относительная просадка8.85% (10.18)
Всего сделок61Короткие позиции (% выигравших)31 (83.87%)Длинные позиции (% выигравших)30 (76.67%)
Прибыльные сделки (% от всех)49 (80.33%)Убыточные сделки (% от всех)12 (19.67%)
Самая большаяприбыльная сделка7.66убыточная сделка-3.28
Средняяприбыльная сделка1.20убыточная сделка-1.47
Максимальное количествонепрерывных выигрышей (прибыль)11 (15.43)непрерывных проигрышей (убыток)3 (-5.46)
Макс.непрерывная прибыль (число выигрышей)15.43 (11)непрерывный убыток (число проигрышей)-5.46 (3)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.02.03 22:23sell10.011.400640.000000.00000
22015.02.03 22:23modify10.011.400641.410641.38964
32015.02.04 05:10close10.011.400091.410641.389640.40100.40
42015.02.05 23:00buy20.011.413070.000000.00000
52015.02.05 23:00modify20.011.413071.403071.42407
62015.02.06 02:09close20.011.413211.403071.424070.07100.47
72015.02.23 23:25buy30.011.468140.000000.00000
82015.02.23 23:25modify30.011.468141.458141.47914
92015.02.24 01:45close30.011.468751.458141.479140.54101.01
102015.03.03 00:02buy40.011.471780.000000.00000
112015.03.03 00:02modify40.011.471781.461781.48278
122015.03.03 07:09close40.011.471161.461781.48278-0.68100.33
132015.03.06 23:14sell50.011.483970.000000.00000
142015.03.06 23:14modify50.011.483971.493971.47297
152015.03.06 23:30close50.011.482241.493971.472971.65101.98
162015.03.20 23:41buy60.011.457480.000000.00000
172015.03.20 23:41modify60.011.457481.447481.46848
182015.03.23 00:32close60.011.459031.447481.468481.47103.45
192015.03.27 22:58buy70.011.426940.000000.00000
202015.03.27 22:58modify70.011.426941.416941.43794
212015.03.27 23:14close70.011.428621.416941.437941.60105.05
222015.03.27 23:55sell80.011.430860.000000.00000
232015.03.27 23:55modify80.011.430861.440861.41986
242015.03.30 02:49close80.011.430621.440861.419860.10105.15
252015.03.31 23:08buy90.011.441010.000000.00000
262015.03.31 23:08modify90.011.441011.431011.45201
272015.04.01 02:26close90.011.441511.431011.452010.42105.57
282015.04.03 00:01sell100.011.424060.000000.00000
292015.04.03 00:01modify100.011.424061.434061.41306
302015.04.03 04:02close100.011.423831.434061.413060.16105.73
312015.06.11 22:47buy110.011.448010.000000.00000
322015.06.11 22:47modify110.011.448011.438011.45901
332015.06.12 03:05close110.011.449011.438011.459010.93106.66
342015.06.12 22:54sell120.011.446070.000000.00000
352015.06.12 22:54modify120.011.446071.456071.43507
362015.06.12 23:58close120.011.444531.456071.435071.46108.12
372015.06.15 22:00buy130.011.451650.000000.00000
382015.06.15 22:00modify130.011.451651.441651.46265
392015.06.16 03:02close130.011.450831.441651.46265-0.89107.23
402015.07.23 22:22sell140.011.486950.000000.00000
412015.07.23 22:22modify140.011.486951.496951.47595
422015.07.24 03:44close140.011.488701.496951.47595-1.87105.36
432015.08.13 22:31buy150.011.523530.000000.00000
442015.08.13 22:31modify150.011.523531.513531.53453
452015.08.14 04:17close150.011.523721.513531.534530.12105.48
462015.08.14 23:03buy160.011.527140.000000.00000
472015.08.14 23:03modify160.011.527141.517141.53814
482015.08.17 01:01close160.011.528671.517141.538141.44106.92
492015.08.17 23:58sell170.011.525370.000000.00000
502015.08.17 23:58modify170.011.525371.535371.51437
512015.08.18 03:02close170.011.524381.535371.514370.84107.76
522015.08.25 22:34buy180.011.477920.000000.00000
532015.08.25 22:34modify180.011.477921.467921.48892
542015.08.26 02:10close180.011.475281.467921.48892-2.69105.07
552015.08.28 22:04sell190.011.483210.000000.00000
562015.08.28 22:04modify190.011.483211.493211.47221
572015.08.28 22:37close190.011.481701.493211.472211.43106.50
582015.09.03 23:20buy200.011.483160.000000.00000
592015.09.03 23:20modify200.011.483161.473161.49416
602015.09.04 00:27close200.011.484761.473161.494161.52108.02
612015.09.17 22:41buy210.011.496210.000000.00000
622015.09.17 22:41modify210.011.496211.486211.50721
632015.09.18 00:56close210.011.497951.486211.507211.66109.68
642015.09.18 22:15sell220.011.501490.000000.00000
652015.09.18 22:15modify220.011.501491.511491.49049
662015.09.21 05:55close220.011.504301.511491.49049-2.93106.75
672015.09.21 22:07sell230.011.505720.000000.00000
682015.09.21 22:07modify230.011.505721.515721.49472
692015.09.22 06:17close230.011.508001.515721.49472-2.40104.35
702015.09.24 22:01sell240.011.488470.000000.00000
712015.09.24 22:01modify240.011.488471.498471.47747
722015.09.24 23:39close240.011.486911.498471.477471.47105.82
732015.09.25 23:55buy250.011.485440.000000.00000
742015.09.25 23:55modify250.011.485441.475441.49644
752015.09.28 00:51close250.011.486951.475441.496441.43107.25
762015.10.16 22:21sell260.011.471400.000000.00000
772015.10.16 22:21modify260.011.471401.481401.46040
782015.10.19 03:05close260.011.471111.481401.460400.15107.40
792015.10.29 22:58buy270.011.515030.000000.00000
802015.10.29 22:58modify270.011.515031.505031.52603
812015.10.30 02:05close270.011.515361.505031.526030.26107.66
822015.11.12 22:49buy280.011.522960.000000.00000
832015.11.12 22:49modify280.011.522961.512961.53396
842015.11.13 01:59close280.011.524371.512961.533961.33108.99
852015.11.24 23:30sell290.011.533480.000000.00000
862015.11.24 23:30modify290.011.533481.543481.52248
872015.11.25 02:41close290.011.532941.543481.522480.40109.39
882015.12.01 23:50buy300.011.546990.000000.00000
892015.12.01 23:50modify300.011.546991.536991.55799
902015.12.02 08:00close300.011.547211.536991.557990.14109.53
912015.12.11 23:07sell310.011.498430.000000.00000
922015.12.11 23:07modify310.011.498431.508431.48743
932015.12.11 23:28close310.011.496761.508431.487431.59111.12
942015.12.15 00:12sell320.011.493930.000000.00000
952015.12.15 00:12modify320.011.493931.503931.48293
962015.12.15 02:54close320.011.492851.503931.482931.00112.12
972015.12.18 22:09buy330.011.479740.000000.00000
982015.12.18 22:09modify330.011.479741.469741.49074
992015.12.21 05:04close330.011.480061.469741.490740.25112.37
1002015.12.29 23:50sell340.011.471580.000000.00000
1012015.12.29 23:50modify340.011.471581.481581.46058
1022015.12.30 09:05close340.011.471661.481581.46058-0.21112.16
1032016.01.08 22:33buy350.011.443780.000000.00000
1042016.01.08 22:33modify350.011.443781.433781.45478
1052016.01.08 22:55close350.011.445301.433781.454781.43113.59
1062016.01.19 22:28sell360.011.422460.000000.00000
1072016.01.19 22:28modify360.011.422461.432461.41146
1082016.01.19 23:29close360.011.420961.432461.411461.41115.00
1092016.01.25 22:24buy370.011.445510.000000.00000
1102016.01.25 22:24modify370.011.445511.435511.45651
1112016.01.26 04:51close370.011.442271.435511.45651-3.28111.72
1122016.01.26 22:06buy380.011.460030.000000.00000
1132016.01.26 22:06modify380.011.460031.450031.47103
1142016.01.27 02:40close380.011.460051.450031.47103-0.05111.67
1152016.02.05 22:05sell390.011.438360.000000.00000
1162016.02.05 22:05modify390.011.438361.448361.42736
1172016.02.08 10:52close390.011.440361.448361.42736-2.13109.54
1182016.02.10 00:25sell400.011.409070.000000.00000
1192016.02.10 00:25modify400.011.409071.419071.39807
1202016.02.10 01:18close400.011.407561.419071.398071.43110.97
1212016.02.15 23:07buy410.011.425010.000000.00000
1222016.02.15 23:07modify410.011.425011.415011.43601
1232016.02.16 01:57close410.011.425411.415011.436010.32111.29
1242016.02.19 23:00sell420.011.422890.000000.00000
1252016.02.19 23:00modify420.011.422891.432891.41189
1262016.02.19 23:21close420.011.421281.432891.411891.53112.82
1272016.02.19 23:33sell430.011.423810.000000.00000
1282016.02.19 23:33modify430.011.423811.433811.41281
1292016.02.22 00:25close430.011.415941.433811.412817.66120.48
1302016.02.22 22:08buy440.011.412720.000000.00000
1312016.02.22 22:08modify440.011.412721.402721.42372
1322016.02.23 00:25close440.011.414231.402721.423721.43121.91
1332016.03.01 22:20buy450.011.390550.000000.00000
1342016.03.01 22:20modify450.011.390551.380551.40155
1352016.03.02 01:02close450.011.391721.380551.401551.09123.00
1362016.03.24 22:59buy460.011.380600.000000.00000
1372016.03.24 22:59modify460.011.380601.370601.39160
1382016.03.25 04:42close460.011.380371.370601.39160-0.30122.70
1392016.04.01 22:50sell470.011.364360.000000.00000
1402016.04.01 22:50modify470.011.364361.374361.35336
1412016.04.04 00:40close470.011.362731.374361.353361.47124.17
1422016.06.09 22:46sell480.011.396430.000000.00000
1432016.06.09 22:46modify480.011.396431.406431.38543
1442016.06.09 23:48close480.011.394841.406431.385431.51125.68
1452016.06.13 23:48sell490.011.373760.000000.00000
1462016.06.13 23:48modify490.011.373761.383761.36276
1472016.06.14 00:25close490.011.372091.383761.362761.52127.20
1482016.06.21 22:58buy500.011.407380.000000.00000
1492016.06.21 22:58modify500.011.407381.397381.41838
1502016.06.21 23:56close500.011.408971.397381.418381.51128.71
1512016.06.22 00:42sell510.011.412430.000000.00000
1522016.06.22 00:42modify510.011.412431.422431.40143
1532016.06.22 01:21close510.011.410791.422431.401431.56130.27
1542016.06.30 22:18sell520.011.298010.000000.00000
1552016.06.30 22:18modify520.011.298011.308011.28701
1562016.07.01 00:40close520.011.296471.308011.287011.39131.66
1572016.07.21 23:43sell530.011.304160.000000.00000
1582016.07.21 23:43modify530.011.304161.314161.29316
1592016.07.22 02:24close530.011.302721.314161.293161.29132.95
1602016.07.28 23:31sell540.011.292260.000000.00000
1612016.07.28 23:31modify540.011.292261.302261.28126
1622016.07.29 01:11close540.011.290761.302261.281261.35134.30
1632016.08.12 22:09sell550.011.260150.000000.00000
1642016.08.12 22:09modify550.011.260151.270151.24915
1652016.08.12 23:26close550.011.258651.270151.249151.42135.72
1662016.10.04 23:02buy560.011.245810.000000.00000
1672016.10.04 23:02modify560.011.245811.235811.25681
1682016.10.05 02:24close560.011.246371.235811.256810.49136.21
1692016.10.12 00:26buy570.011.197440.000000.00000
1702016.10.12 00:26modify570.011.197441.187441.20844
1712016.10.12 01:29close570.011.199451.187441.208441.92138.13
1722016.10.21 22:41buy580.011.213920.000000.00000
1732016.10.21 22:41modify580.011.213921.203921.22492
1742016.10.24 08:26close580.011.213781.203921.22492-0.21137.92
1752016.10.24 23:27sell590.011.216260.000000.00000
1762016.10.24 23:27modify590.011.216261.226261.20526
1772016.10.25 01:05close590.011.214731.226261.205261.38139.31
1782016.12.12 22:42buy600.011.284020.000000.00000
1792016.12.12 22:42modify600.011.284021.274021.29502
1802016.12.13 00:31close600.011.285651.274021.295021.55140.86
1812017.01.10 23:50sell610.011.238160.000000.00000
1822017.01.10 23:50modify610.011.238161.248161.22716
1832017.01.11 06:11close610.011.237781.248161.227160.24141.10