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

СимволAUDNZD (Australian Dollar vs New Zealand 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 AUDNZD 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=550; Take_Profit=950; 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=0; 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=12; BB_StDev=2; BB_Shift=1; BB_Open_Level=40; BB_Close_Level=10; Settings_42=" 4.2. Commodity Channel Index"; CCI_TimeFrame=15; CCI_Period=14; CCI_Applied_Price=0; CCI_Shift=0; CCI_Signal_Level=120; Settings_43=" 4.3. Moving Average"; MA_TimeFrame=15; MA_Period=13; 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=55; Max_PriceRange=195; 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=75; 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=330028; 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 истории58538Смоделировано тиков47940486Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредVariable
Чистая прибыль870.33Общая прибыль2425.68Общий убыток-1555.35
Прибыльность1.56Матожидание выигрыша2.08
Абсолютная просадка32.64Максимальная просадка166.44 (13.53%)Относительная просадка13.53% (166.44)
Всего сделок418Короткие позиции (% выигравших)260 (75.77%)Длинные позиции (% выигравших)158 (77.85%)
Прибыльные сделки (% от всех)320 (76.56%)Убыточные сделки (% от всех)98 (23.44%)
Самая большаяприбыльная сделка43.49убыточная сделка-47.90
Средняяприбыльная сделка7.58убыточная сделка-15.87
Максимальное количествонепрерывных выигрышей (прибыль)23 (136.88)непрерывных проигрышей (убыток)3 (-132.64)
Макс.непрерывная прибыль (число выигрышей)136.88 (23)непрерывный убыток (число проигрышей)-132.64 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.02 00:00sell10.101.048820.000000.00000
22015.01.02 03:20close10.101.047730.000000.000006.881006.88
32015.01.02 22:43buy20.101.051730.000000.00000
42015.01.05 00:25close20.101.052800.000000.000006.591013.47
52015.01.05 23:23sell30.101.051660.000000.00000
62015.01.06 09:25close30.101.051480.000000.000000.651014.12
72015.01.06 22:00sell40.101.041800.000000.00000
82015.01.07 00:04close40.101.041690.000000.000000.161014.28
92015.01.08 23:42sell50.101.039280.000000.00000
102015.01.09 00:01close50.101.038260.000000.000006.401020.68
112015.01.09 00:59sell60.101.039150.000000.00000
122015.01.09 02:32close60.101.037960.000000.000007.561028.24
132015.01.12 22:21buy70.101.048930.000000.00000
142015.01.13 00:51sell80.101.049460.000000.00000
152015.01.13 01:14close70.101.049190.000000.000001.031029.26
162015.01.13 12:01close80.101.049450.000000.00000-0.531028.73
172015.01.15 22:18sell90.101.051520.000000.00000
182015.01.16 00:25close90.101.050720.000000.000004.901033.63
192015.01.16 00:33buy100.101.049390.000000.00000
202015.01.16 02:39close100.101.050880.000000.000009.621043.25
212015.01.16 22:00sell110.101.057680.000000.00000
222015.01.16 23:24close110.101.056660.000000.000006.391049.64
232015.01.16 23:30buy120.101.056000.000000.00000
242015.01.19 00:22close120.101.057090.000000.000006.721056.36
252015.01.19 22:52sell130.101.056570.000000.00000
262015.01.19 22:53close130.101.055610.000000.000005.981062.34
272015.01.19 23:00buy140.101.054530.000000.00000
282015.01.20 01:38close140.101.055610.000000.000006.661069.00
292015.01.20 22:00sell150.101.065010.000000.00000
302015.01.20 23:45close150.101.070770.000000.00000-40.101028.90
312015.01.21 00:46sell160.101.069040.000000.00000
322015.01.21 16:48close160.101.069000.000000.00000-0.331028.57
332015.01.22 22:02buy170.101.072590.000000.00000
342015.01.23 05:20close170.101.067080.000000.00000-38.53990.04
352015.01.23 23:06sell180.101.062520.000000.00000
362015.01.23 23:52close180.101.061890.000000.000003.72993.76
372015.01.26 23:18buy190.101.067470.000000.00000
382015.01.27 05:29close190.101.067970.000000.000002.67996.43
392015.01.27 22:57sell200.101.064680.000000.00000
402015.01.28 00:54close200.101.063750.000000.000005.791002.22
412015.01.29 22:20sell210.101.069380.000000.00000
422015.01.29 23:20buy220.101.067990.000000.00000
432015.01.29 23:23close210.101.067940.000000.000009.271011.49
442015.01.30 01:50close220.101.068990.000000.000006.111017.60
452015.01.30 22:00buy230.101.069930.000000.00000
462015.02.02 00:48close230.101.070970.000000.000006.391023.99
472015.02.02 22:00buy240.101.068560.000000.00000
482015.02.03 01:05close240.101.068870.000000.000001.381025.37
492015.02.03 22:03buy250.101.057230.000000.00000
502015.02.03 23:29sell260.101.057610.000000.00000
512015.02.03 23:43close250.101.058020.000000.000004.811030.18
522015.02.03 23:44close260.101.057450.000000.000000.501030.68
532015.02.03 23:45sell270.101.059200.000000.00000
542015.02.03 23:46buy280.101.055640.000000.00000
552015.02.03 23:47close280.101.058190.000000.0000016.891047.57
562015.02.04 02:07close270.101.055330.000000.0000025.951073.51
572015.02.05 22:21buy290.101.053760.000000.00000
582015.02.06 02:30close290.101.054760.000000.000006.111079.62
592015.02.06 22:03buy300.101.058850.000000.00000
602015.02.06 23:00close300.101.060440.000000.0000010.301089.92
612015.02.06 23:04sell310.101.060740.000000.00000
622015.02.06 23:48close310.101.060710.000000.00000-0.401089.52
632015.02.10 00:13buy320.101.051750.000000.00000
642015.02.10 00:33close320.101.053840.000000.0000013.731103.25
652015.02.10 00:33sell330.101.053840.000000.00000
662015.02.10 03:03close330.101.052670.000000.000007.421110.67
672015.02.12 23:23sell340.101.042240.000000.00000
682015.02.13 00:25close340.101.041350.000000.000005.511116.18
692015.02.17 22:00buy350.101.036690.000000.00000
702015.02.18 02:41close350.101.037010.000000.000001.441117.62
712015.02.20 22:00sell360.101.040830.000000.00000
722015.02.23 09:31close360.101.040810.000000.00000-0.451117.17
732015.02.25 00:09buy370.101.044620.000000.00000
742015.02.25 01:32close370.101.046530.000000.0000012.501129.67
752015.02.27 00:34sell380.101.036320.000000.00000
762015.02.27 02:00close380.101.034740.000000.0000010.231139.90
772015.03.03 23:58buy390.101.035170.000000.00000
782015.03.04 08:10close390.101.035180.000000.00000-0.681139.22
792015.03.09 22:00buy400.101.045730.000000.00000
802015.03.09 23:12close400.101.047290.000000.0000010.091149.31
812015.03.09 23:12sell410.101.047380.000000.00000
822015.03.10 03:30close410.101.046830.000000.000003.181152.49
832015.03.10 23:20buy420.101.047450.000000.00000
842015.03.11 00:26close420.101.049020.000000.0000010.021162.51
852015.03.11 00:26sell430.101.049160.000000.00000
862015.03.11 01:04close430.101.047720.000000.000009.271171.78
872015.03.12 22:03sell440.101.042910.000000.00000
882015.03.12 23:16close440.101.042390.000000.000002.961174.74
892015.03.13 00:10sell450.101.043410.000000.00000
902015.03.13 00:20close450.101.042760.000000.000003.861178.60
912015.03.13 23:34sell460.101.041560.000000.00000
922015.03.13 23:46close460.101.040570.000000.000006.191184.79
932015.03.16 23:58sell470.101.036460.000000.00000
942015.03.17 02:24close470.101.035740.000000.000004.351189.14
952015.03.17 22:07sell480.101.042620.000000.00000
962015.03.18 00:09close480.101.042390.000000.000000.991190.12
972015.03.19 22:02sell490.101.033110.000000.00000
982015.03.19 23:39close490.101.031740.000000.000008.801198.92
992015.03.20 22:00sell500.101.029540.000000.00000
1002015.03.20 23:55close500.101.028360.000000.000007.491206.41
1012015.03.23 22:38buy510.101.028700.000000.00000
1022015.03.24 11:43close510.101.028760.000000.00000-0.341206.07
1032015.03.24 22:00buy520.101.028430.000000.00000
1042015.03.25 00:18close520.101.029690.000000.000007.891213.96
1052015.03.25 00:18sell530.101.029690.000000.00000
1062015.03.25 00:29close530.101.028740.000000.000005.921219.88
1072015.03.25 00:48sell540.101.029680.000000.00000
1082015.03.25 05:58close540.101.029650.000000.00000-0.391219.49
1092015.03.26 22:39buy550.101.031590.000000.00000
1102015.03.27 02:32close550.101.031660.000000.00000-0.271219.22
1112015.03.27 22:00buy560.101.023570.000000.00000
1122015.03.30 00:47close560.101.024170.000000.000003.371222.59
1132015.03.30 22:00sell570.101.019100.000000.00000
1142015.03.31 04:50close570.101.019080.000000.00000-0.451222.14
1152015.03.31 22:00buy580.101.017410.000000.00000
1162015.04.01 00:36close580.101.018420.000000.000006.171228.31
1172015.04.01 00:37sell590.101.018900.000000.00000
1182015.04.01 03:30close590.101.024460.000000.00000-38.721189.59
1192015.04.06 22:17sell600.101.007380.000000.00000
1202015.04.07 07:29close600.101.012940.000000.00000-38.721150.87
1212015.04.09 23:13buy610.121.018120.000000.00000
1222015.04.10 10:52close610.121.018160.000000.00000-0.571150.30
1232015.04.10 23:55sell620.101.019440.000000.00000
1242015.04.13 02:30close620.101.018370.000000.000006.751157.05
1252015.04.16 22:00sell630.101.017900.000000.00000
1262015.04.17 00:21close630.101.016810.000000.000006.891163.93
1272015.04.17 22:38sell640.101.012010.000000.00000
1282015.04.20 05:57close640.101.011980.000000.00000-0.381163.55
1292015.04.23 23:27buy650.101.023990.000000.00000
1302015.04.24 01:50close650.101.024610.000000.000003.501167.05
1312015.04.28 23:03sell660.101.038480.000000.00000
1322015.04.29 00:00close660.101.045000.000000.00000-45.291121.76
1332015.04.30 23:17sell670.101.037400.000000.00000
1342015.05.01 03:44close670.101.037370.000000.00000-0.381121.38
1352015.05.01 22:00sell680.101.040410.000000.00000
1362015.05.04 00:07close680.101.040010.000000.000002.151123.53
1372015.05.04 23:46buy690.101.040420.000000.00000
1382015.05.05 04:51close690.101.040430.000000.00000-0.681122.85
1392015.05.08 00:07sell700.101.062530.000000.00000
1402015.05.08 03:09close700.101.061530.000000.000006.261129.11
1412015.05.08 22:00sell710.101.060190.000000.00000
1422015.05.11 00:24close710.101.065740.000000.00000-38.651090.46
1432015.05.12 22:01sell720.101.084480.000000.00000
1442015.05.12 23:54close720.101.083520.000000.000005.981096.44
1452015.05.12 23:55buy730.101.082990.000000.00000
1462015.05.13 00:00close730.101.086200.000000.0000021.261117.70
1472015.05.13 00:00sell740.101.086200.000000.00000
1482015.05.13 00:01close740.101.084030.000000.0000014.281131.98
1492015.05.13 00:02sell750.101.088230.000000.00000
1502015.05.13 00:04close750.101.084710.000000.0000023.541155.52
1512015.05.13 00:07sell760.101.085840.000000.00000
1522015.05.13 00:21close760.101.083770.000000.0000013.601169.12
1532015.05.13 00:21buy770.101.082940.000000.00000
1542015.05.13 02:58close770.101.077420.000000.00000-38.441130.68
1552015.05.14 22:00buy780.101.076410.000000.00000
1562015.05.14 23:43sell790.101.077950.000000.00000
1572015.05.14 23:44close780.101.078100.000000.0000010.991141.67
1582015.05.15 05:36close790.101.077940.000000.00000-0.521141.14
1592015.05.15 23:09sell800.101.075000.000000.00000
1602015.05.18 15:59close800.101.080510.000000.00000-38.381102.76
1612015.05.19 00:21buy810.101.080480.000000.00000
1622015.05.19 01:45close810.101.082250.000000.0000011.531114.29
1632015.05.19 23:06sell820.101.078680.000000.00000
1642015.05.20 01:36close820.101.077680.000000.000006.271120.56
1652015.05.21 22:00buy830.101.076140.000000.00000
1662015.05.22 04:24close830.101.070620.000000.00000-38.601081.96
1672015.05.22 23:20sell840.101.070870.000000.00000
1682015.05.25 00:17close840.101.069850.000000.000006.411088.37
1692015.05.28 22:00buy850.101.065230.000000.00000
1702015.05.29 00:31close850.101.066270.000000.000006.381094.75
1712015.05.29 00:53sell860.101.067140.000000.00000
1722015.05.29 02:30close860.101.064800.000000.0000015.451110.20
1732015.06.01 23:50sell870.101.073680.000000.00000
1742015.06.02 00:01close870.101.073120.000000.000003.251113.45
1752015.06.02 00:44buy880.101.071560.000000.00000
1762015.06.02 03:04close880.101.072480.000000.000005.711119.16
1772015.06.02 22:20sell890.101.083130.000000.00000
1782015.06.02 23:07close890.101.082010.000000.000007.081126.24
1792015.06.04 23:48buy900.101.077880.000000.00000
1802015.06.05 03:02close900.101.078900.000000.000006.241132.48
1812015.06.05 22:27sell910.101.082570.000000.00000
1822015.06.05 23:52close910.101.081330.000000.000007.901140.38
1832015.06.08 22:07buy920.101.076860.000000.00000
1842015.06.08 23:35close920.101.078780.000000.0000012.561152.94
1852015.06.08 23:35sell930.101.078850.000000.00000
1862015.06.09 01:19close930.101.077810.000000.000006.541159.48
1872015.06.09 22:11sell940.101.076440.000000.00000
1882015.06.10 02:57close940.101.076010.000000.000002.361161.83
1892015.06.12 23:25sell950.101.108070.000000.00000
1902015.06.12 23:42close950.101.107390.000000.000004.061165.89
1912015.06.15 22:30sell960.101.110420.000000.00000
1922015.06.15 23:47close960.101.109580.000000.000005.161171.05
1932015.06.16 22:36buy970.101.107640.000000.00000
1942015.06.16 23:40close970.101.108860.000000.000007.771178.82
1952015.06.16 23:42sell980.101.109160.000000.00000
1962015.06.17 03:21close980.101.108690.000000.000002.631181.45
1972015.06.18 22:00buy990.101.125660.000000.00000
1982015.06.18 23:55sell1000.101.126240.000000.00000
1992015.06.19 02:28close990.101.126170.000000.000002.751184.20
2002015.06.19 03:22close1000.101.125230.000000.000006.341190.54
2012015.06.23 00:57sell1010.101.126230.000000.00000
2022015.06.23 02:08close1010.101.125050.000000.000007.491198.03
2032015.06.26 00:35sell1020.101.121160.000000.00000
2042015.06.26 04:21close1020.101.120690.000000.000002.621200.65
2052015.06.29 22:02buy1030.101.119510.000000.00000
2062015.06.29 23:31close1030.101.121200.000000.0000010.991211.64
2072015.06.29 23:46sell1040.101.121520.000000.00000
2082015.06.30 00:00close1040.101.120590.000000.000005.791217.43
2092015.06.30 00:30sell1050.101.121570.000000.00000
2102015.06.30 03:16close1050.101.121400.000000.000000.561217.99
2112015.06.30 22:06sell1060.101.138520.000000.00000
2122015.07.01 00:33close1060.101.138310.000000.000000.851218.84
2132015.07.01 00:41buy1070.101.136900.000000.00000
2142015.07.01 04:20close1070.101.136910.000000.00000-0.531218.31
2152015.07.02 23:49sell1080.101.135250.000000.00000
2162015.07.03 04:30close1080.101.134970.000000.000001.331219.64
2172015.07.07 00:31sell1090.101.122640.000000.00000
2182015.07.07 02:59close1090.101.120590.000000.0000013.461233.10
2192015.07.07 22:00sell1100.101.117620.000000.00000
2202015.07.08 01:58close1100.101.117610.000000.00000-0.521232.58
2212015.07.09 23:52buy1110.101.104700.000000.00000
2222015.07.10 02:52close1110.101.105710.000000.000006.181238.76
2232015.07.10 22:06sell1120.101.109100.000000.00000
2242015.07.10 23:02buy1130.101.107030.000000.00000
2252015.07.10 23:03close1120.101.106920.000000.0000014.351253.11
2262015.07.10 23:24sell1140.101.108960.000000.00000
2272015.07.10 23:26close1130.101.109250.000000.0000014.621267.73
2282015.07.10 23:52close1140.101.107830.000000.000007.151274.88
2292015.07.13 22:05sell1150.101.106910.000000.00000
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8232017.03.03 23:45sell4120.101.079110.000000.00000
8242017.03.06 02:45close4120.101.078100.000000.000006.341892.20
8252017.03.07 22:26sell4130.101.090750.000000.00000
8262017.03.08 01:03close4130.101.090130.000000.000003.661895.86
8272017.03.17 22:57sell4140.101.097930.000000.00000
8282017.03.20 00:04close4140.101.097670.000000.000001.191897.05
8292017.03.21 22:59buy4150.101.092440.000000.00000
8302017.03.22 17:31close4150.101.086930.000000.00000-38.541858.50
8312017.03.31 23:20buy4160.101.089000.000000.00000
8322017.04.03 01:42close4160.101.090040.000000.000006.381864.88
8332017.04.03 23:12buy4170.101.084970.000000.00000
8342017.04.04 04:30close4170.101.085040.000000.00000-0.271864.61
8352017.04.07 23:34sell4180.101.082020.000000.00000
8362017.04.10 00:00close4180.101.081100.000000.000005.721870.33