Strategy Tester Report
Spring V7_7
FortFS-Real (Build 1045)

СимволGBPAUDf (Great Britain Pound vs Australian Dollar)
Период4 Часа (H4) 2015.01.02 00:00 - 2017.03.03 23:59 (2015.01.05 - 2017.03.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыa0=" ВХОДНЫЕ ПАРАМЕТРЫ STRING "; Lots=0.1; LotExponent=1.3; Step=100; CandlesBulls=200; CandlesBears=200; Slippage=30; TakeProfit=50; MaxTrades=5; Gep=1500; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК "; UseBU=false; TakeProfitBU=50; HourBU=48; ac=" Динамический расчет сигнальной свечи (при kol_bar_sredn=0 работает Candles)"; kol_bar_sredn=30; KBullsBar=0.8; KBearsBar=0.8; UseDinStep=true; K_Step_Candles=0.8; K_TP=0.25; ad=" Изучаем свечу младшего ТФ "; UseFriday=false; MaxCandlesFriday=50;
Баров в истории3455Смоделировано тиков48007438Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит100000.00Спред50
Чистая прибыль3750.65Общая прибыль6535.29Общий убыток-2784.64
Прибыльность2.35Матожидание выигрыша45.74
Абсолютная просадка5538.42Максимальная просадка8638.93 (8.38%)Относительная просадка8.38% (8638.93)
Всего сделок82Короткие позиции (% выигравших)35 (77.14%)Длинные позиции (% выигравших)47 (72.34%)
Прибыльные сделки (% от всех)61 (74.39%)Убыточные сделки (% от всех)21 (25.61%)
Самая большаяприбыльная сделка786.96убыточная сделка-374.80
Средняяприбыльная сделка107.14убыточная сделка-132.60
Максимальное количествонепрерывных выигрышей (прибыль)20 (855.62)непрерывных проигрышей (убыток)3 (-786.44)
Макс.непрерывная прибыль (число выигрышей)1041.34 (3)непрерывный убыток (число проигрышей)-786.44 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00buy10.101.895410.000000.00000
22015.01.05 00:00modify10.101.895410.000001.89972
32015.01.05 00:05buy20.131.881290.000000.00000
42015.01.05 00:05modify20.131.881290.000001.89174
52015.01.05 00:05modify10.101.895410.000001.89174
62015.01.05 01:00t/p10.101.891740.000001.89174-28.1599971.85
72015.01.05 01:00t/p20.131.891740.000001.89174104.19100076.04
82015.01.12 00:00buy30.101.848670.000000.00000
92015.01.12 00:00modify30.101.848670.000001.85246
102015.01.12 11:59t/p30.101.852460.000001.8524629.07100105.11
112015.01.26 00:00sell40.101.902910.000000.00000
122015.01.26 00:00modify40.101.902910.000001.89879
132015.01.26 03:23t/p40.101.898790.000001.8987931.60100136.71
142015.02.02 00:00sell50.101.945110.000000.00000
152015.02.02 00:00modify50.101.945110.000001.94095
162015.02.02 00:20t/p50.101.940950.000001.9409531.91100168.62
172015.02.16 00:00sell60.101.983470.000000.00000
182015.02.16 00:00modify60.101.983470.000001.97924
192015.02.16 12:15t/p60.101.979240.000001.9792432.45100201.07
202015.02.23 00:00buy70.101.962020.000000.00000
212015.02.23 00:00modify70.101.962020.000001.96632
222015.02.23 08:58t/p70.101.966320.000001.9663232.98100234.05
232015.03.08 23:00buy80.101.950460.000000.00000
242015.03.08 23:00modify80.101.950460.000001.95503
252015.03.09 03:08t/p80.101.955030.000001.9550334.28100268.33
262015.03.15 23:05buy90.101.933860.000000.00000
272015.03.15 23:05modify90.101.933860.000001.93846
282015.03.16 11:11t/p90.101.938460.000001.9384634.51100302.85
292015.04.05 23:05sell100.101.950370.000000.00000
302015.04.05 23:05modify100.101.950370.000001.94584
312015.04.07 06:29t/p100.101.945840.000001.9458435.94100338.79
322015.04.12 23:00buy110.101.906720.000000.00000
332015.04.12 23:00modify110.101.906720.000001.91110
342015.04.13 02:28t/p110.101.911100.000001.9111032.82100371.61
352015.04.26 23:00sell120.101.939320.000000.00000
362015.04.26 23:00modify120.101.939320.000001.93494
372015.04.27 13:14t/p120.101.934940.000001.9349434.19100405.81
382015.05.24 23:05sell130.101.976480.000000.00000
392015.05.24 23:05modify130.101.976480.000001.97206
402015.05.26 06:22t/p130.101.972060.000001.9720635.10100440.91
412015.05.31 23:05sell140.102.001560.000000.00000
422015.05.31 23:05modify140.102.001560.000001.99705
432015.05.31 23:14t/p140.101.997050.000001.9970534.60100475.51
442015.06.21 23:02sell150.102.042810.000000.00000
452015.06.21 23:02modify150.102.042810.000002.03848
462015.06.22 13:08t/p150.102.038480.000002.0384833.81100509.32
472015.07.19 23:06sell160.102.111810.000000.00000
482015.07.19 23:06modify160.102.111810.000002.10776
492015.07.20 05:00sell170.132.124880.000000.00000
502015.07.20 05:00modify170.132.124880.000002.11515
512015.07.20 05:00modify160.102.111810.000002.11515
522015.07.20 08:10t/p160.102.115150.000002.11515-25.03100484.30
532015.07.20 08:10t/p170.132.115150.000002.1151597.03100581.33
542015.08.09 23:03buy180.102.089500.000000.00000
552015.08.09 23:03modify180.102.089500.000002.09353
562015.08.10 01:59t/p180.102.093530.000002.0935330.14100611.47
572015.08.16 23:03sell190.102.121110.000000.00000
582015.08.16 23:03modify190.102.121110.000002.11693
592015.08.17 16:53t/p190.102.116930.000002.1169332.66100644.14
602015.08.23 23:03sell200.102.146120.000000.00000
612015.08.23 23:03modify200.102.146120.000002.14213
622015.08.24 00:52sell210.132.159030.000000.00000
632015.08.24 00:52modify210.132.159030.000002.14943
642015.08.24 00:52modify200.102.146120.000002.14943
652015.08.24 04:43sell220.172.171870.000000.00000
662015.08.24 04:43modify220.172.171870.000002.15727
672015.08.24 04:43modify210.132.159030.000002.15727
682015.08.24 04:43modify200.102.146120.000002.15727
692015.08.24 09:05t/p200.102.157270.000002.15727-84.95100559.19
702015.08.24 09:05t/p210.132.157270.000002.1572717.55100576.74
712015.08.24 09:05t/p220.172.157270.000002.15727190.43100767.17
722015.09.06 23:05sell230.102.191270.000000.00000
732015.09.06 23:05modify230.102.191270.000002.18727
742015.09.07 02:05t/p230.102.187270.000002.1872731.28100798.46
752015.09.20 23:02buy240.102.160710.000000.00000
762015.09.20 23:02modify240.102.160710.000002.16464
772015.09.21 03:41t/p240.102.164640.000002.1646429.38100827.84
782015.10.11 23:05buy250.102.090990.000000.00000
792015.10.11 23:05modify250.102.090990.000002.09500
802015.10.12 01:40t/p250.102.095000.000002.0950029.99100857.84
812015.10.18 23:05sell260.102.125530.000000.00000
822015.10.18 23:05modify260.102.125530.000002.12139
832015.10.19 04:00t/p260.102.121390.000002.1213932.35100890.19
842015.11.02 00:00sell270.102.170660.000000.00000
852015.11.02 00:00modify270.102.170660.000002.16645
862015.11.02 00:05t/p270.102.166450.000002.1664532.30100922.49
872015.11.09 00:00buy280.102.141810.000000.00000
882015.11.09 00:00modify280.102.141810.000002.14594
892015.11.09 18:54t/p280.102.145940.000002.1459431.68100954.17
902015.11.23 00:02buy290.102.099360.000000.00000
912015.11.23 00:02modify290.102.099360.000002.10349
922015.11.23 02:48t/p290.102.103490.000002.1034931.68100985.85
932015.12.07 00:01buy300.102.058020.000000.00000
942015.12.07 00:01modify300.102.058020.000002.06228
952015.12.07 10:07t/p300.102.062280.000002.0622832.67101018.52
962015.12.14 00:00sell310.102.112570.000000.00000
972015.12.14 00:00modify310.102.112570.000002.10797
982015.12.14 08:55t/p310.102.107970.000002.1079735.29101053.81
992015.12.21 00:00buy320.102.077770.000000.00000
1002015.12.21 00:00modify320.102.077770.000002.08249
1012015.12.21 01:43t/p320.102.082490.000002.0824936.21101090.02
1022015.12.28 00:06buy330.102.046660.000000.00000
1032015.12.28 00:06modify330.102.046660.000002.05139
1042015.12.28 01:04t/p330.102.051390.000002.0513936.29101126.31
1052016.01.04 00:02buy340.102.021660.000000.00000
1062016.01.04 00:02modify340.102.021660.000002.02654
1072016.01.04 03:03t/p340.102.026540.000002.0265437.43101163.74
1082016.01.11 00:00sell350.102.083370.000000.00000
1092016.01.11 00:00modify350.102.083370.000002.07812
1102016.01.11 11:37t/p350.102.078120.000002.0781240.28101204.02
1112016.01.25 00:04buy360.102.035210.000000.00000
1122016.01.25 00:04modify360.102.035210.000002.04048
1132016.01.25 02:54t/p360.102.040480.000002.0404840.42101244.44
1142016.02.01 00:00buy370.102.011520.000000.00000
1152016.02.01 00:00modify370.102.011520.000002.01687
1162016.02.01 02:08t/p370.102.016870.000002.0168741.04101285.48
1172016.02.08 00:05sell380.102.047110.000000.00000
1182016.02.08 00:05modify380.102.047110.000002.04155
1192016.02.08 10:18t/p380.102.041550.000002.0415542.65101328.13
1202016.02.22 00:00buy390.101.993060.000000.00000
1212016.02.22 00:00modify390.101.993060.000001.99857
1222016.02.22 00:14t/p390.101.998570.000001.9985742.27101370.40
1232016.02.29 00:00buy400.101.945510.000000.00000
1242016.02.29 00:00modify400.101.945510.000001.95130
1252016.02.29 10:00t/p400.101.951300.000001.9513044.41101414.81
1262016.03.07 00:00buy410.101.920820.000000.00000
1272016.03.07 00:00modify410.101.920820.000001.92649
1282016.03.07 17:31buy420.131.902640.000000.00000
1292016.03.07 17:31modify420.131.902640.000001.91622
1302016.03.07 17:31modify410.101.920820.000001.91622
1312016.03.08 03:41t/p410.101.916220.000001.91622-36.06101378.76
1322016.03.08 03:41t/p420.131.916220.000001.91622134.44101513.19
1332016.04.03 23:00buy430.101.854120.000000.00000
1342016.04.03 23:00modify430.101.854120.000001.85958
1352016.04.04 03:30t/p430.101.859580.000001.8595841.12101554.32
1362016.04.17 23:02buy440.101.852860.000000.00000
1372016.04.17 23:02modify440.101.852860.000001.85841
1382016.04.21 09:38buy450.131.835050.000000.00000
1392016.04.21 09:38modify450.131.835050.000001.84834
1402016.04.21 09:38modify440.101.852860.000001.84834
1412016.04.21 15:35t/p440.101.848340.000001.84834-39.26101515.06
1422016.04.21 15:35t/p450.131.848340.000001.84834132.53101647.59
1432016.05.01 23:00sell460.101.919210.000000.00000
1442016.05.01 23:00modify460.101.919210.000001.91337
1452016.05.02 22:36t/p460.101.913370.000001.9133745.39101692.98
1462016.05.08 23:00sell470.101.958770.000000.00000
1472016.05.08 23:00modify470.101.958770.000001.95309
1482016.05.12 17:08sell480.131.976940.000000.00000
1492016.05.12 17:08modify480.131.976940.000001.96336
1502016.05.12 17:08modify470.101.958770.000001.96336
1512016.05.18 13:22sell490.171.994900.000000.00000
1522016.05.18 13:22modify490.171.994900.000001.97444
1532016.05.18 13:22modify480.131.976940.000001.97444
1542016.05.18 13:22modify470.101.958770.000001.97444
1552016.05.18 20:05sell500.222.012960.000000.00000
1562016.05.18 20:05modify500.222.012960.000001.98613
1572016.05.18 20:05modify490.171.994900.000001.98613
1582016.05.18 20:05modify480.131.976940.000001.98613
1592016.05.18 20:05modify470.101.958770.000001.98613
1602016.05.19 10:30sell510.292.030850.000000.00000
1612016.05.19 10:30modify510.292.030850.000001.99860
1622016.05.19 10:30modify500.222.012960.000001.99860
1632016.05.19 10:30modify490.171.994900.000001.99860
1642016.05.19 10:30modify480.131.976940.000001.99860
1652016.05.19 10:30modify470.101.958770.000001.99860
1662016.06.01 02:10t/p470.101.998600.000001.99860-291.30101401.68
1672016.06.01 02:10t/p480.131.998600.000001.99860-202.12101199.57
1682016.06.01 02:10t/p490.171.998600.000001.99860-34.10101165.47
1692016.06.01 02:10t/p500.221.998600.000001.99860260.71101426.17
1702016.06.01 02:10t/p510.291.998600.000001.99860736.52102162.69
1712016.06.05 23:04buy520.101.961120.000000.00000
1722016.06.05 23:04modify520.101.961120.000001.96697
1732016.06.06 00:26t/p520.101.966970.000001.9669744.11102206.81
1742016.06.12 23:00buy530.101.934110.000000.00000
1752016.06.12 23:00modify530.101.934110.000001.94013
1762016.06.13 10:31buy540.131.914850.000000.00000
1772016.06.13 10:31modify540.131.914850.000001.92924
1782016.06.13 10:31modify530.101.934110.000001.92924
1792016.06.13 15:32t/p530.101.929240.000001.92924-38.12102168.69
1802016.06.13 15:32t/p540.131.929240.000001.92924143.50102312.19
1812016.06.26 23:05buy550.101.810460.000000.00000
1822016.06.26 23:05modify550.101.810460.000001.81698
1832016.06.27 11:18buy560.131.789550.000000.00000
1842016.06.27 11:18modify560.131.789550.000001.80516
1852016.06.27 11:18modify550.101.810460.000001.80516
1862016.06.27 22:59t/p550.101.805160.000001.80516-41.43102270.77
1872016.06.27 22:59t/p560.131.805160.000001.80516155.68102426.45
1882016.07.03 23:00buy570.101.778310.000000.00000
1892016.07.03 23:00modify570.101.778310.000001.78489
1902016.07.05 06:31buy580.131.757220.000000.00000
1912016.07.05 06:31modify580.131.757220.000001.77297
1922016.07.05 06:31modify570.101.778310.000001.77297
1932016.07.06 03:58buy590.171.736120.000000.00000
1942016.07.06 03:58modify590.171.736120.000001.76010
1952016.07.06 03:58modify580.131.757220.000001.76010
1962016.07.06 03:58modify570.101.778310.000001.76010
1972016.07.07 00:40buy600.221.714800.000000.00000
1982016.07.07 00:40modify600.221.714800.000001.74636
1992016.07.07 00:40modify590.171.736120.000001.74636
2002016.07.07 00:40modify580.131.757220.000001.74636
2012016.07.07 00:40modify570.101.778310.000001.74636
2022016.07.13 01:57t/p570.101.746360.000001.74636-252.74102173.70
2032016.07.13 01:57t/p580.131.746360.000001.74636-116.26102057.45
2042016.07.13 01:57t/p590.171.746360.000001.74636124.43102181.88
2052016.07.13 01:57t/p600.221.746360.000001.74636525.90102707.78
2062016.07.17 23:00sell610.101.736870.000000.00000
2072016.07.17 23:00modify610.101.736870.000001.73028
2082016.07.19 02:36sell620.131.757970.000000.00000
2092016.07.19 02:36modify620.131.757970.000001.74220
2102016.07.19 02:36modify610.101.736870.000001.74220
2112016.07.19 21:43t/p610.101.742200.000001.74220-39.71102668.07
2122016.07.19 21:43t/p620.131.742200.000001.74220157.29102825.36
2132016.08.14 23:04buy630.101.687190.000000.00000
2142016.08.14 23:04modify630.101.687190.000001.69360
2152016.08.16 18:34t/p630.101.693600.000001.6936047.64102873.00
2162016.08.21 23:05sell640.101.716090.000000.00000
2172016.08.21 23:05modify640.101.716090.000001.70981
2182016.08.24 12:21sell650.131.736190.000000.00000
2192016.08.24 12:21modify650.131.736190.000001.72117
2202016.08.24 12:21modify640.101.716090.000001.72117
2212016.09.01 10:32sell660.171.756210.000000.00000
2222016.09.01 10:32modify660.171.756210.000001.73343
2232016.09.01 10:32modify650.131.736190.000001.73343
2242016.09.01 10:32modify640.101.716090.000001.73343
2252016.09.08 07:57t/p640.101.733430.000001.73343-121.13102751.87
2262016.09.08 07:57t/p650.131.733430.000001.7334340.68102792.55
2272016.09.08 07:57t/p660.171.733430.000001.73343304.20103096.75
2282016.09.18 23:04buy670.101.737520.000000.00000
2292016.09.18 23:04modify670.101.737520.000001.74360
2302016.09.20 12:35buy680.131.718060.000000.00000
2312016.09.20 12:35modify680.131.718060.000001.73260
2322016.09.20 12:35modify670.101.737520.000001.73260
2332016.09.23 12:59buy690.171.698590.000000.00000
2342016.09.23 12:59modify690.171.698590.000001.72073
2352016.09.23 12:59modify680.131.718060.000001.72073
2362016.09.23 12:59modify670.101.737520.000001.72073
2372016.10.03 09:29buy700.221.679870.000000.00000
2382016.10.03 09:29modify700.221.679870.000001.70814
2392016.10.03 09:29modify690.171.698590.000001.70814
2402016.10.03 09:29modify680.131.718060.000001.70814
2412016.10.03 09:29modify670.101.737520.000001.70814
2422016.10.04 11:46buy710.291.661200.000000.00000
2432016.10.04 11:46modify710.291.661200.000001.69504
2442016.10.04 11:46modify700.221.679870.000001.69504
2452016.10.04 11:46modify690.171.698590.000001.69504
2462016.10.04 11:46modify680.131.718060.000001.69504
2472016.10.04 11:46modify670.101.737520.000001.69504
2482016.11.21 15:26t/p670.101.695040.000001.69504-374.80102721.95
2492016.11.21 15:26t/p680.131.695040.000001.69504-291.21102430.74
2502016.11.21 15:26t/p690.171.695040.000001.69504-120.43102310.30
2512016.11.21 15:26t/p700.221.695040.000001.69504173.50102483.80
2522016.11.21 15:26t/p710.291.695040.000001.69504646.21103130.01
2532016.12.05 00:00sell720.101.700810.000000.00000
2542016.12.05 00:00modify720.101.700810.000001.69492
2552016.12.07 11:30t/p720.101.694920.000001.6949246.37103176.38
2562016.12.12 00:00buy730.101.688410.000000.00000
2572016.12.12 00:00modify730.101.688410.000001.69436
2582016.12.12 19:38t/p730.101.694360.000001.6943645.64103222.02
2592017.01.09 00:00buy740.101.678970.000000.00000
2602017.01.09 00:00modify740.101.678970.000001.68430
2612017.01.09 11:25buy750.131.661930.000000.00000
2622017.01.09 11:25modify750.131.661930.000001.67467
2632017.01.09 11:25modify740.101.678970.000001.67467
2642017.01.10 10:22buy760.171.644860.000000.00000
2652017.01.10 10:22modify760.171.644860.000001.66426
2662017.01.10 10:22modify750.131.661930.000001.66426
2672017.01.10 10:22modify740.101.678970.000001.66426
2682017.01.12 17:55buy770.221.627810.000000.00000
2692017.01.12 17:55modify770.221.627810.000001.65322
2702017.01.12 17:55modify760.171.644860.000001.65322
2712017.01.12 17:55modify750.131.661930.000001.65322
2722017.01.12 17:55modify740.101.678970.000001.65322
2732017.01.16 00:00buy780.291.604110.000000.00000
2742017.01.16 00:00modify780.291.604110.000001.63959
2752017.01.16 00:00modify770.221.627810.000001.63959
2762017.01.16 00:00modify760.171.644860.000001.63959
2772017.01.16 00:00modify750.131.661930.000001.63959
2782017.01.16 00:00modify740.101.678970.000001.63959
2792017.01.17 16:17t/p740.101.639590.000001.63959-308.16102913.86
2802017.01.17 16:17t/p750.131.639590.000001.63959-230.71102683.15
2812017.01.17 16:17t/p760.171.639590.000001.63959-77.83102605.32
2822017.01.17 16:17t/p770.221.639590.000001.63959193.72102799.04
2832017.01.17 16:17t/p780.291.639590.000001.63959786.96103586.00
2842017.01.23 00:00sell790.101.637560.000000.00000
2852017.01.23 00:00modify790.101.637560.000001.63249
2862017.01.24 11:17sell800.131.653860.000000.00000
2872017.01.24 11:17modify800.131.653860.000001.64170
2882017.01.24 11:17modify790.101.637560.000001.64170
2892017.01.24 14:58t/p790.101.641700.000001.64170-31.17103554.84
2902017.01.24 14:58t/p800.131.641700.000001.64170121.26103676.10
2912017.01.30 00:00sell810.101.663560.000000.00000
2922017.01.30 00:00modify810.101.663560.000001.65859
2932017.01.30 10:58t/p810.101.658590.000001.6585938.12103714.22
2942017.02.06 00:00buy820.101.626420.000000.00000
2952017.02.06 00:00modify820.101.626420.000001.63117
2962017.02.06 15:01t/p820.101.631170.000001.6311736.43103750.65