Strategy Tester Report
Generic v13.20
ICMarkets-Demo02 (Build 1065)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2014.12.30 23:00 - 2017.04.20 23:45 (2015.01.01 - 2017.04.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings_10="1. O R D E R S I Z E S E T T I N G S"; Settings_11=" 1.1. General Lot Settings"; SetName=" Generic v13.20 AUDCAD M15"; Fixed_Lot=true; Lots=0.1; Auto_Risk=0; MM_Depo=0; Lot_Multiple=true; Max_Orders=1; Order_StepDistance=350; Order_TotalProfit=25; Settings_20="2. O R D E R C L O S E C O N D I T I O N S"; Settings_21=" 2.1. Stop Loss and Take Profit settings"; Stop_Loss=650; Take_Profit=500; Settings_22=" 2.2. Close by Order holding time limit"; Close_by_TimeLimit=true; TimeLimit=150; TimeLimit_MinProfit=100; Settings_23=" 2.3. Close by Bollinger Bands"; Close_by_BB=true; BB_MinProfit=-500; Settings_24=" 2.4. Close by Commodity Channel Index"; Close_by_CCI=false; Settings_25=" 2.5. Close by Moving Average of Oscillator"; Close_by_OsMA=true; OsMA_MinProfit=75; Settings_26=" 2.6. Close by Breakeven"; Close_by_Breakeven=false; BE_InitLevel=70; BE_Profit=10; Settings_27=" 2.7. Close by Trailling Stop"; Close_by_Trail=false; Trl_dist_1=180; Trl_dist_2=40; Trl_dist_3=25; Settings_30="3. O R D E R O P E N C O N D I T I O N S"; Settings_31=" 3.1. FIRST ORDER - Indicators' signals"; Open_by_BB_1=true; Open_by_CCI_1=false; Open_by_MA_1=true; Open_by_OsMA_1=false; Spike_Filter_1=false; Volatility_Filter_1=false; Trend_Filter_1=false; Settings_32=" 3.2. SECOND ORDER - Indicators' signals"; Open_by_BB_2=true; Open_by_CCI_2=true; Open_by_MA_2=true; Open_by_OsMA_2=false; Spike_Filter_2=false; Volatility_Filter_2=false; Trend_Filter_2=true; Settings_34=" 3.4. Trade Restriction - Consequitive losses"; Restrict_Losses=true; Restrict_TimeLimit=60; Settings_40="4. I N D I C A T O R S S E T T I N G S"; Settings_41=" 4.1. Bollinger Bands"; BB_TimeFrame=15; BB_Period=13; BB_StDev=2; BB_Shift=1; BB_Open_Level=20; BB_Close_Level=10; Settings_42=" 4.2. Commodity Channel Index"; CCI_TimeFrame=15; CCI_Period=9; CCI_Applied_Price=0; CCI_Shift=1; CCI_Signal_Level=90; Settings_43=" 4.3. Moving Average"; MA_TimeFrame=15; MA_Period=9; MA_Price_Method=0; MA_Applied_Price=4; MA_Shift=0; MA_Signal_Level=95; Settings_44=" 4.4. Price Spike Identification"; Bar_TimeFrame=5; Bar_Shift=2; Min_PriceRange=75; Max_PriceRange=175; Settings_45=" 4.5. Moving Average of Oscillator"; OsMA_TimeFrame=15; OsMA_FastEMA=7; OsMA_SlowEMA=15; OsMA_SignalSMA=8; OsMA_Limit=50; Settings_46=" 4.6. Trade Restriction by Volatility"; MinVolatility=150; MaxDailyRange=900; Settings_50="5. O T H E R S E T T I N G S"; WriteLogFile=false; Max_Spread=45; Slippage=20; Order_Comment="Generic v13.20"; MagicNumber=3100037; Settings_60="6. T R A D I N G T I M E C O N D I T I O N S"; Settings_61=" 6.1. Close deals on Friday"; Friday_Close=false; End_Trade_Hour_Friday=23; End_Trade_Minute_Friday=55; Settings_62=" 6.2 Trade Time Filter"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; SkipDay=0; Settings_63=" 6.3. Set different trading time for each day"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; Settings_64="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=22; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; Settings_65="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=false; WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; Settings_66="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=22; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=1; THURSDAY_End_Trade_Minute=0; Settings_67="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=22; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=24; FRIDAY_End_Trade_Minute=0;
Баров в истории58531Смоделировано тиков57145696Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредVariable
Чистая прибыль843.30Общая прибыль1944.41Общий убыток-1101.12
Прибыльность1.77Матожидание выигрыша2.12
Абсолютная просадка31.75Максимальная просадка89.96 (5.04%)Относительная просадка6.60% (80.25)
Всего сделок397Короткие позиции (% выигравших)251 (68.92%)Длинные позиции (% выигравших)146 (73.29%)
Прибыльные сделки (% от всех)280 (70.53%)Убыточные сделки (% от всех)117 (29.47%)
Самая большаяприбыльная сделка36.04убыточная сделка-49.13
Средняяприбыльная сделка6.94убыточная сделка-9.41
Максимальное количествонепрерывных выигрышей (прибыль)13 (71.27)непрерывных проигрышей (убыток)4 (-41.59)
Макс.непрерывная прибыль (число выигрышей)87.16 (11)непрерывный убыток (число проигрышей)-56.66 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.02 23:23buy10.100.951560.000000.00000
22015.01.02 23:54sell20.100.953330.000000.00000
32015.01.02 23:56close10.100.953530.000000.0000013.751013.75
42015.01.05 00:00close20.100.951760.000000.0000010.451024.20
52015.01.05 22:11buy30.100.951240.000000.00000
62015.01.06 01:08close30.100.951530.000000.000001.631025.83
72015.01.06 22:14buy40.100.957690.000000.00000
82015.01.07 05:54close40.100.955640.000000.00000-15.421010.42
92015.01.08 23:40sell50.100.961200.000000.00000
102015.01.09 01:17close50.100.959960.000000.000008.051018.46
112015.01.09 22:00sell60.100.972780.000000.00000
122015.01.12 09:11close60.100.975970.000000.00000-24.21994.25
132015.01.13 23:36sell70.100.976280.000000.00000
142015.01.14 04:00close70.100.975350.000000.000005.801000.05
152015.01.15 22:00sell80.100.984270.000000.00000
162015.01.16 00:08close80.100.981560.000000.0000018.761018.81
172015.01.16 23:16sell90.100.986330.000000.00000
182015.01.16 23:52close90.100.986980.000000.00000-5.331013.48
192015.01.19 22:20buy100.100.980540.000000.00000
202015.01.20 03:50close100.100.980020.000000.00000-4.271009.21
212015.01.20 22:00sell110.120.989040.000000.00000
222015.01.21 00:58close110.120.988770.000000.000001.181010.40
232015.01.22 22:00buy120.100.996910.000000.00000
242015.01.23 03:45close120.100.995340.000000.00000-11.91998.49
252015.01.23 22:00sell130.100.984840.000000.00000
262015.01.23 23:23buy140.100.983410.000000.00000
272015.01.23 23:49close130.100.983020.000000.0000012.661011.15
282015.01.26 03:12close140.100.983880.000000.000002.941014.09
292015.01.26 22:56sell150.100.987130.000000.00000
302015.01.27 02:31close150.100.987590.000000.00000-4.331009.76
312015.01.27 22:00sell160.100.983940.000000.00000
322015.01.27 23:25buy170.100.982750.000000.00000
332015.01.28 00:47close160.100.982870.000000.000006.811016.57
342015.01.28 02:30close170.100.983840.000000.000007.461024.03
352015.01.29 22:03sell180.100.978920.000000.00000
362015.01.30 04:47close180.100.981010.000000.00000-16.211007.82
372015.01.30 22:42sell190.100.988260.000000.00000
382015.02.02 00:00close190.100.985620.000000.0000018.261026.08
392015.02.02 22:00buy200.100.982760.000000.00000
402015.02.03 02:30close200.100.981910.000000.00000-6.671019.41
412015.02.03 22:13sell210.100.968190.000000.00000
422015.02.04 00:06buy220.100.966670.000000.00000
432015.02.04 00:20close210.100.966470.000000.0000011.561030.97
442015.02.04 03:04close220.100.967680.000000.000006.761037.73
452015.02.05 22:11sell230.100.971210.000000.00000
462015.02.05 23:08buy240.100.969820.000000.00000
472015.02.05 23:44close230.100.969850.000000.000009.301047.03
482015.02.06 02:17close240.100.970790.000000.000006.591053.63
492015.02.06 22:55sell250.100.977060.000000.00000
502015.02.06 23:51close250.100.976370.000000.000004.431058.06
512015.02.10 22:26buy260.100.977860.000000.00000
522015.02.11 00:27sell270.100.978520.000000.00000
532015.02.11 01:31close260.100.978840.000000.000006.661064.72
542015.02.11 04:33close270.100.978160.000000.000002.021066.74
552015.02.12 22:00sell280.100.967640.000000.00000
562015.02.13 00:31close280.100.966970.000000.000003.901070.64
572015.02.13 23:35buy290.100.966520.000000.00000
582015.02.16 00:14close290.100.967520.000000.000006.811077.45
592015.02.16 22:55sell300.100.968880.000000.00000
602015.02.17 00:10close300.100.968590.000000.000001.131078.58
612015.02.20 00:04sell310.100.973640.000000.00000
622015.02.20 00:20close310.100.973510.000000.000000.351078.93
632015.02.20 00:37sell320.100.973740.000000.00000
642015.02.20 03:27close320.100.972910.000000.000005.451084.38
652015.02.20 22:00sell330.100.983220.000000.00000
662015.02.23 03:05close330.100.982220.000000.000006.301090.68
672015.02.24 22:00buy340.100.978820.000000.00000
682015.02.25 01:56close340.100.978620.000000.00000-1.931088.75
692015.02.27 22:26buy350.100.976760.000000.00000
702015.03.02 08:23close350.100.972460.000000.00000-31.811056.95
712015.03.05 22:00sell360.120.972350.000000.00000
722015.03.06 00:31close360.120.971310.000000.000007.911064.86
732015.03.10 23:12sell370.100.966210.000000.00000
742015.03.11 05:35close370.100.967160.000000.00000-7.911056.95
752015.03.12 22:34sell380.100.977530.000000.00000
762015.03.13 03:10close380.100.977220.000000.000001.281058.23
772015.03.13 23:02sell390.100.976030.000000.00000
782015.03.13 23:08close390.100.974850.000000.000008.001066.23
792015.03.13 23:34sell400.100.975890.000000.00000
802015.03.16 09:08close400.100.978070.000000.00000-16.861049.36
812015.03.16 23:58buy410.100.975900.000000.00000
822015.03.17 07:35close410.100.976050.000000.000000.611049.98
832015.03.17 22:00sell420.100.974180.000000.00000
842015.03.18 03:09close420.100.974100.000000.00000-0.401049.58
852015.03.19 23:32sell430.100.971840.000000.00000
862015.03.20 11:09close430.100.972990.000000.00000-9.361040.21
872015.03.20 23:55buy440.100.976770.000000.00000
882015.03.23 00:10close440.100.977800.000000.000007.021047.24
892015.03.23 22:07sell450.100.985730.000000.00000
902015.03.24 03:27close450.100.985600.000000.00000-0.031047.21
912015.03.24 22:46sell460.100.984190.000000.00000
922015.03.25 02:56close460.100.983720.000000.000002.451049.66
932015.03.26 23:34sell470.100.976420.000000.00000
942015.03.27 03:21close470.100.976390.000000.00000-0.761048.89
952015.03.27 22:45sell480.100.978270.000000.00000
962015.03.30 00:00close480.100.975210.000000.0000021.311070.20
972015.03.31 22:00buy490.100.963790.000000.00000
982015.03.31 23:23sell500.100.965230.000000.00000
992015.04.01 00:37close490.100.964790.000000.000006.801077.01
1002015.04.01 06:01close500.100.965880.000000.00000-5.721071.28
1012015.04.02 23:57sell510.100.953560.000000.00000
1022015.04.03 02:16close510.100.952150.000000.000009.291080.57
1032015.04.06 22:06buy520.100.950110.000000.00000
1042015.04.07 04:30close520.100.949230.000000.00000-6.891073.69
1052015.04.08 00:39sell530.100.955480.000000.00000
1062015.04.08 09:37close530.100.956460.000000.00000-7.741065.95
1072015.04.09 23:59buy540.120.967850.000000.00000
1082015.04.10 02:56close540.120.968860.000000.000008.261074.21
1092015.04.10 23:58buy550.100.965420.000000.00000
1102015.04.13 04:50close550.100.965090.000000.00000-2.891071.32
1112015.04.13 22:57sell560.100.955940.000000.00000
1122015.04.14 01:09close560.100.955470.000000.000002.451073.77
1132015.04.14 22:51buy570.100.952650.000000.00000
1142015.04.15 04:59close570.100.951820.000000.00000-6.521067.25
1152015.04.16 23:55sell580.100.950920.000000.00000
1162015.04.17 03:03close580.100.949920.000000.000006.311073.56
1172015.04.17 23:06buy590.100.951110.000000.00000
1182015.04.17 23:52sell600.100.952840.000000.00000
1192015.04.17 23:53close590.100.953330.000000.0000015.581089.14
1202015.04.20 11:15close600.100.952310.000000.000002.881092.02
1212015.04.20 22:56sell610.100.944510.000000.00000
1222015.04.21 02:06close610.100.944170.000000.000001.491093.51
1232015.04.21 22:29buy620.100.946970.000000.00000
1242015.04.22 01:52close620.100.947380.000000.000002.511096.02
1252015.04.24 22:00sell630.100.952440.000000.00000
1262015.04.27 03:28close630.100.952960.000000.00000-4.771091.25
1272015.04.27 22:00buy640.100.949430.000000.00000
1282015.04.28 01:51close640.100.950220.000000.000005.281096.53
1292015.04.28 22:33buy650.100.962930.000000.00000
1302015.04.28 23:07sell660.100.964890.000000.00000
1312015.04.28 23:08close650.100.964970.000000.0000014.261110.79
1322015.04.29 02:04close660.100.964220.000000.000003.901114.69
1332015.04.30 22:00sell670.100.956860.000000.00000
1342015.04.30 22:49buy680.100.954780.000000.00000
1352015.05.01 00:30close670.100.955070.000000.0000012.061126.75
1362015.05.01 04:00close680.100.954560.000000.00000-2.081124.67
1372015.05.01 22:42sell690.100.953280.000000.00000
1382015.05.04 02:59close690.100.952240.000000.000006.601131.27
1392015.05.04 22:15buy700.100.948770.000000.00000
1402015.05.05 02:44close700.100.948480.000000.00000-2.601128.68
1412015.05.07 22:06buy710.100.958880.000000.00000
1422015.05.08 00:02sell720.100.959710.000000.00000
1432015.05.08 00:08close720.100.958610.000000.000007.411136.09
1442015.05.08 04:30close710.100.957900.000000.00000-7.621128.47
1452015.05.08 22:14sell730.100.958240.000000.00000
1462015.05.11 00:05close730.100.957610.000000.000003.611132.08
1472015.05.11 23:35buy740.100.954900.000000.00000
1482015.05.12 02:43close740.100.955370.000000.000002.951135.03
1492015.05.12 22:00sell750.100.958810.000000.00000
1502015.05.13 00:01close750.100.957870.000000.000005.861140.89
1512015.05.13 00:01buy760.100.957520.000000.00000
1522015.05.13 02:31close760.100.958720.000000.000008.141149.03
1532015.05.14 22:36sell770.100.969240.000000.00000
1542015.05.15 02:17close770.100.968230.000000.000006.371155.40
1552015.05.15 22:09buy780.100.965960.000000.00000
1562015.05.18 02:48close780.100.966530.000000.000003.671159.07
1572015.05.20 00:33sell790.100.968290.000000.00000
1582015.05.20 03:36close790.100.967840.000000.000002.671161.74
1592015.05.21 22:00sell800.100.963380.000000.00000
1602015.05.22 10:20close800.100.964400.000000.00000-8.411153.33
1612015.05.26 22:10buy810.100.960720.000000.00000
1622015.05.27 00:51close810.100.961720.000000.000006.811160.14
1632015.05.29 00:23sell820.100.951550.000000.00000
1642015.05.29 00:26close820.100.950970.000000.000003.631163.77
1652015.05.29 22:35buy830.100.951840.000000.00000
1662015.06.01 02:43close830.100.952250.000000.000002.511166.29
1672015.06.05 00:10sell840.100.961040.000000.00000
1682015.06.05 01:44close840.100.959670.000000.000009.381175.67
1692015.06.05 22:00buy850.100.947840.000000.00000
1702015.06.08 02:07close850.100.948840.000000.000006.811182.48
1712015.06.08 22:00sell860.100.954850.000000.00000
1722015.06.09 01:56close860.100.954370.000000.000002.511184.99
1732015.06.09 22:05sell870.100.947830.000000.00000
1742015.06.10 03:30close870.100.947870.000000.00000-1.271183.72
1752015.06.11 22:56sell880.100.953120.000000.00000
1762015.06.12 02:43close880.100.952890.000000.000000.691184.41
1772015.06.15 22:10sell890.100.956840.000000.00000
1782015.06.16 01:22close890.100.955840.000000.000006.311190.72
1792015.06.16 23:37buy900.100.952720.000000.00000
1802015.06.17 09:25close900.100.950340.000000.00000-17.821172.90
1812015.06.19 22:28sell910.100.953180.000000.00000
1822015.06.22 00:00close910.100.953140.000000.00000-0.681172.22
1832015.06.23 23:28sell920.100.954040.000000.00000
1842015.06.24 00:12close920.100.953390.000000.000003.751175.97
1852015.06.25 22:00buy930.100.953960.000000.00000
1862015.06.26 01:48close930.100.954210.000000.000001.341177.31
1872015.06.30 22:00sell940.100.963600.000000.00000
1882015.07.01 00:09close940.100.962370.000000.000007.981185.29
1892015.07.03 23:03sell950.100.945790.000000.00000
1902015.07.03 23:07close950.100.944440.000000.000009.241194.53
1912015.07.06 22:18buy960.100.948490.000000.00000
1922015.07.07 07:30close960.100.947680.000000.00000-6.381188.15
1932015.07.07 22:30sell970.100.947800.000000.00000
1942015.07.07 23:12close970.100.946480.000000.000009.021197.17
1952015.07.09 23:20sell980.100.946910.000000.00000
1962015.07.09 23:51close980.100.946080.000000.000005.451202.62
1972015.07.10 00:58sell990.100.946910.000000.00000
1982015.07.10 08:02close990.100.948750.000000.00000-14.001188.62
1992015.07.10 22:06sell1000.100.944590.000000.00000
2002015.07.10 23:50close1000.100.943410.000000.000008.001196.62
2012015.07.10 23:57buy1010.100.942080.000000.00000
2022015.07.13 01:04close1010.100.943090.000000.000006.881203.51
2032015.07.17 23:57buy1020.100.957330.000000.00000
2042015.07.20 03:52close1020.100.957520.000000.000000.901204.41
2052015.07.21 22:49buy1030.100.961090.000000.00000
2062015.07.22 04:32close1030.100.961480.000000.000002.361206.78
2072015.07.24 22:59buy1040.100.949860.000000.00000
2082015.07.27 04:08close1040.100.949600.000000.00000-2.381204.40
2092015.07.27 23:33buy1050.100.947660.000000.00000
2102015.07.28 02:10close1050.100.948680.000000.000006.951211.35
2112015.07.29 00:13sell1060.100.948600.000000.00000
2122015.07.29 04:26close1060.100.948870.000000.00000-2.571208.78
2132015.07.30 22:57sell1070.100.948620.000000.00000
2142015.07.31 04:39close1070.100.947610.000000.000006.381215.16
2152015.08.03 22:26sell1080.100.956440.000000.00000
2162015.08.04 07:30close1080.100.963050.000000.00000-49.131166.03
2172015.08.04 22:49buy1090.100.972330.000000.00000
2182015.08.05 01:32close1090.100.973340.000000.000006.881172.91
2192015.08.07 22:08sell1100.100.973530.000000.00000
2202015.08.10 00:00close1100.100.973370.000000.000000.191173.10
2212015.08.10 22:00buy1110.100.963290.000000.00000
2222015.08.11 01:32close1110.100.964270.000000.000006.661179.77
2232015.08.11 23:52sell1120.100.957770.000000.00000
2242015.08.12 04:16close1120.100.957260.000000.000002.731182.49
2252015.08.14 22:29sell1130.100.965810.000000.00000
2262015.08.17 03:10close1130.100.965130.000000.000003.981186.47
2272015.08.17 23:59buy1140.100.964340.000000.00000
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