Strategy Tester Report
TwoFingers.1.11
FortFS-Demo (Build 1090)
| Символ | GBPJPYf (Great Britain Pound vs Japanese Yen) | ||||
| Период | 4 Часа (H4) 2015.04.23 04:00 - 2017.05.15 20:00 (2014.01.01 - 2017.05.16) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | MagicNumber=1; frShift=3; KcloseFr=2; UseControlFrFlat=true; MinGainFr=0; Lot=1; TypeOrd=2; expiration=5; UseRefOrder=false; TypeAllowedOsMA=1; spl0="-------СЛ---------------------------"; TypeSL=4; SL=20; K_ATR_SL=1; CandleEx=8; ShiftEx=3; minSL=80; maxSL=200; spl1="-------ТП---------------------------"; TypeTP=2; TP=60; K_ATR_TP=2.5; sp20="--Параметры АТР для СЛ и ТП--------"; ATRperiod_SL=14; ATRshift_SL=0; sp30="--Параметры МА на D1---------------"; MAfastPeriod=5; MAfastMetod=1; MAfastPr=0; MAslowPeriod=22; MAslowMetod=1; MAslowPr=0; sp40="--Параметры БУ (безубытка)---------"; UseBE=false; BEon=30; BElevel=5; sp50="--Параметры ТС (трейлингстоп)------"; TypeTS=0; indent=3; sp51="--Параметры ТС по теням------------"; bars_n=2; trlinloss=false; sp52="--Параметры ТС по МА---------------"; TSMAPeriod=6; TSMAShift=0; TSMAMethod=1; TSApplPrice=0; TSShift=0; | ||||
| Баров в истории | 3324 | Смоделировано тиков | 44538187 | Качество моделирования | 34.80% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (13) | ||
| Чистая прибыль | 12227.35 | Общая прибыль | 30337.86 | Общий убыток | -18110.51 |
| Прибыльность | 1.68 | Матожидание выигрыша | 359.63 | ||
| Абсолютная просадка | 11.64 | Максимальная просадка | 3801.32 (20.10%) | Относительная просадка | 21.72% (3415.99) |
| Всего сделок | 34 | Короткие позиции (% выигравших) | 24 (54.17%) | Длинные позиции (% выигравших) | 10 (80.00%) |
| Прибыльные сделки (% от всех) | 21 (61.76%) | Убыточные сделки (% от всех) | 13 (38.24%) | ||
| Самая большая | прибыльная сделка | 2418.90 | убыточная сделка | -1805.42 | |
| Средняя | прибыльная сделка | 1444.66 | убыточная сделка | -1393.12 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 4 (5392.01) | непрерывных проигрышей (убыток) | 2 (-3282.52) | |
| Макс. | непрерывная прибыль (число выигрышей) | 5392.01 (4) | непрерывный убыток (число проигрышей) | -3282.52 (2) | |
| Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 1 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2015.05.07 20:00 | buy stop | 1 | 1.00 | 182.422 | 180.915 | 184.080 | ||
| 2 | 2015.05.07 21:10 | buy | 1 | 1.00 | 182.422 | 180.915 | 184.080 | ||
| 3 | 2015.05.08 00:00 | t/p | 1 | 1.00 | 184.080 | 180.915 | 184.080 | 1485.80 | 11485.80 |
| 4 | 2015.05.20 08:00 | buy stop | 2 | 1.00 | 187.685 | 185.918 | 188.979 | ||
| 5 | 2015.05.20 08:09 | buy | 2 | 1.00 | 187.685 | 185.918 | 188.979 | ||
| 6 | 2015.05.21 09:58 | t/p | 2 | 1.00 | 188.979 | 185.918 | 188.979 | 1160.78 | 12646.58 |
| 7 | 2015.05.26 12:00 | buy stop | 3 | 1.00 | 189.193 | 187.756 | 190.319 | ||
| 8 | 2015.05.26 13:50 | buy | 3 | 1.00 | 189.193 | 187.756 | 190.319 | ||
| 9 | 2015.05.27 14:38 | t/p | 3 | 1.00 | 190.319 | 187.756 | 190.319 | 1009.22 | 13655.80 |
| 10 | 2015.06.02 04:00 | buy stop | 4 | 1.00 | 189.875 | 188.501 | 191.030 | ||
| 11 | 2015.06.02 04:12 | buy | 4 | 1.00 | 189.875 | 188.501 | 191.030 | ||
| 12 | 2015.06.04 13:13 | t/p | 4 | 1.00 | 191.030 | 188.501 | 191.030 | 1036.80 | 14692.60 |
| 13 | 2015.06.10 04:00 | buy stop | 5 | 1.00 | 191.583 | 189.583 | 193.003 | ||
| 14 | 2015.06.10 04:58 | buy | 5 | 1.00 | 191.583 | 189.583 | 193.003 | ||
| 15 | 2015.06.10 06:34 | s/l | 5 | 1.00 | 189.583 | 189.583 | 193.003 | -1791.63 | 12900.97 |
| 16 | 2015.06.11 04:00 | buy stop | 6 | 1.00 | 190.735 | 188.929 | 192.633 | ||
| 17 | 2015.06.11 05:51 | buy | 6 | 1.00 | 190.735 | 188.929 | 192.633 | ||
| 18 | 2015.06.16 05:16 | t/p | 6 | 1.00 | 192.633 | 188.929 | 192.633 | 1701.86 | 14602.83 |
| 19 | 2015.06.24 12:00 | buy stop | 7 | 1.00 | 195.909 | 194.537 | 197.037 | ||
| 20 | 2015.06.25 08:00 | expiration | 7 | 1.00 | 195.909 | 194.537 | 197.037 | ||
| 21 | 2015.08.04 20:00 | buy stop | 8 | 1.00 | 193.857 | 193.010 | 195.003 | ||
| 22 | 2015.08.05 10:25 | buy | 8 | 1.00 | 193.857 | 193.010 | 195.003 | ||
| 23 | 2015.08.05 18:27 | t/p | 8 | 1.00 | 195.003 | 193.010 | 195.003 | 1026.60 | 15629.43 |
| 24 | 2015.08.13 16:00 | buy stop | 9 | 1.00 | 194.701 | 193.378 | 195.815 | ||
| 25 | 2015.08.14 12:00 | expiration | 9 | 1.00 | 194.701 | 193.378 | 195.815 | ||
| 26 | 2015.09.10 04:00 | sell stop | 10 | 1.00 | 184.361 | 186.361 | 182.314 | ||
| 27 | 2015.09.10 04:53 | sell | 10 | 1.00 | 184.361 | 186.361 | 182.314 | ||
| 28 | 2015.09.10 12:06 | s/l | 10 | 1.00 | 186.361 | 186.361 | 182.314 | -1791.53 | 13837.90 |
| 29 | 2015.09.11 12:00 | sell stop | 11 | 1.00 | 185.707 | 187.356 | 183.441 | ||
| 30 | 2015.09.11 16:57 | sell | 11 | 1.00 | 185.707 | 187.356 | 183.441 | ||
| 31 | 2015.09.17 08:21 | s/l | 11 | 1.00 | 187.356 | 187.356 | 183.441 | -1490.99 | 12346.91 |
| 32 | 2015.10.01 04:00 | sell stop | 12 | 1.00 | 181.034 | 183.034 | 179.155 | ||
| 33 | 2015.10.02 00:00 | expiration | 12 | 1.00 | 181.034 | 183.034 | 179.155 | ||
| 34 | 2015.12.02 04:00 | sell stop | 13 | 1.00 | 185.089 | 186.050 | 184.011 | ||
| 35 | 2015.12.02 14:26 | sell | 13 | 1.00 | 185.089 | 186.050 | 184.011 | ||
| 36 | 2015.12.02 22:37 | t/p | 13 | 1.00 | 184.011 | 186.050 | 184.011 | 965.64 | 13312.55 |
| 37 | 2015.12.07 20:00 | sell stop | 14 | 1.00 | 185.547 | 186.371 | 184.390 | ||
| 38 | 2015.12.07 20:12 | sell | 14 | 1.00 | 185.547 | 186.371 | 184.390 | ||
| 39 | 2015.12.08 13:49 | t/p | 14 | 1.00 | 184.390 | 186.371 | 184.390 | 1034.10 | 14346.65 |
| 40 | 2015.12.17 20:00 | sell stop | 15 | 1.00 | 182.321 | 183.759 | 180.627 | ||
| 41 | 2015.12.18 06:30 | sell | 15 | 1.00 | 182.321 | 183.759 | 180.627 | ||
| 42 | 2015.12.18 22:24 | t/p | 15 | 1.00 | 180.627 | 183.759 | 180.627 | 1517.43 | 15864.08 |
| 43 | 2016.01.20 00:00 | sell stop | 16 | 1.00 | 166.327 | 168.327 | 164.234 | ||
| 44 | 2016.01.20 01:48 | sell | 16 | 1.00 | 166.327 | 168.327 | 164.234 | ||
| 45 | 2016.01.20 08:18 | t/p | 16 | 1.00 | 164.234 | 168.327 | 164.234 | 1874.84 | 17738.92 |
| 46 | 2016.01.25 16:00 | sell stop | 17 | 1.00 | 168.284 | 170.284 | 165.563 | ||
| 47 | 2016.01.26 01:47 | sell | 17 | 1.00 | 168.284 | 170.284 | 165.563 | ||
| 48 | 2016.01.28 13:59 | s/l | 17 | 1.00 | 170.284 | 170.284 | 165.563 | -1800.77 | 15938.15 |
| 49 | 2016.02.16 16:00 | sell stop | 18 | 1.00 | 163.066 | 165.066 | 160.992 | ||
| 50 | 2016.02.16 17:48 | sell | 18 | 1.00 | 163.066 | 165.066 | 160.992 | ||
| 51 | 2016.02.19 14:36 | t/p | 18 | 1.00 | 160.992 | 165.066 | 160.992 | 1846.28 | 17784.43 |
| 52 | 2016.02.29 08:00 | sell stop | 19 | 1.00 | 156.595 | 158.580 | 154.327 | ||
| 53 | 2016.02.29 10:29 | sell | 19 | 1.00 | 156.595 | 158.580 | 154.327 | ||
| 54 | 2016.03.01 14:32 | s/l | 19 | 1.00 | 158.580 | 158.580 | 154.327 | -1780.42 | 16004.01 |
| 55 | 2016.03.21 08:00 | sell stop | 20 | 1.00 | 160.702 | 161.796 | 158.862 | ||
| 56 | 2016.03.21 09:14 | sell | 20 | 1.00 | 160.702 | 161.796 | 158.862 | ||
| 57 | 2016.03.22 10:39 | t/p | 20 | 1.00 | 158.862 | 161.796 | 158.862 | 1645.92 | 17649.93 |
| 58 | 2016.03.22 12:00 | sell stop | 21 | 1.00 | 158.759 | 160.759 | 157.107 | ||
| 59 | 2016.03.22 14:29 | sell | 21 | 1.00 | 158.759 | 160.759 | 157.107 | ||
| 60 | 2016.03.28 09:53 | s/l | 21 | 1.00 | 160.759 | 160.759 | 157.107 | -1805.42 | 15844.51 |
| 61 | 2016.05.30 04:00 | buy stop | 22 | 1.00 | 162.141 | 160.141 | 163.726 | ||
| 62 | 2016.05.30 05:19 | buy | 22 | 1.00 | 162.141 | 160.141 | 163.726 | ||
| 63 | 2016.05.31 06:04 | t/p | 22 | 1.00 | 163.726 | 160.141 | 163.726 | 1420.31 | 17264.83 |
| 64 | 2016.06.03 12:00 | buy stop | 23 | 1.00 | 157.186 | 156.291 | 159.031 | ||
| 65 | 2016.06.03 12:52 | buy | 23 | 1.00 | 157.186 | 156.291 | 159.031 | ||
| 66 | 2016.06.03 14:29 | s/l | 23 | 1.00 | 156.291 | 156.291 | 159.031 | -801.71 | 16463.12 |
| 67 | 2016.06.09 00:00 | sell stop | 24 | 1.00 | 154.891 | 156.708 | 152.611 | ||
| 68 | 2016.06.09 02:36 | sell | 24 | 1.00 | 154.891 | 156.708 | 152.611 | ||
| 69 | 2016.06.10 21:51 | t/p | 24 | 1.00 | 152.611 | 156.708 | 152.611 | 2039.90 | 18503.01 |
| 70 | 2016.06.22 04:00 | sell stop | 25 | 1.00 | 153.183 | 154.395 | 150.454 | ||
| 71 | 2016.06.22 09:57 | sell | 25 | 1.00 | 153.183 | 154.395 | 150.454 | ||
| 72 | 2016.06.22 16:17 | s/l | 25 | 1.00 | 154.395 | 154.395 | 150.454 | -1085.59 | 17417.42 |
| 73 | 2016.07.01 20:00 | sell stop | 26 | 1.00 | 135.821 | 137.821 | 133.398 | ||
| 74 | 2016.07.01 22:33 | sell | 26 | 1.00 | 135.821 | 137.821 | 133.398 | ||
| 75 | 2016.07.05 10:38 | t/p | 26 | 1.00 | 133.398 | 137.821 | 133.398 | 2165.67 | 19583.09 |
| 76 | 2016.07.29 04:00 | sell stop | 27 | 1.00 | 135.918 | 137.918 | 133.202 | ||
| 77 | 2016.07.29 06:35 | sell | 27 | 1.00 | 135.918 | 137.918 | 133.202 | ||
| 78 | 2016.08.04 14:31 | t/p | 27 | 1.00 | 133.202 | 137.918 | 133.202 | 2418.90 | 22002.00 |
| 79 | 2016.08.19 16:00 | sell stop | 28 | 1.00 | 130.853 | 132.281 | 129.165 | ||
| 80 | 2016.08.19 17:48 | sell | 28 | 1.00 | 130.853 | 132.281 | 129.165 | ||
| 81 | 2016.08.23 10:37 | s/l | 28 | 1.00 | 132.281 | 132.281 | 129.165 | -1283.72 | 20718.27 |
| 82 | 2016.09.30 00:00 | sell stop | 29 | 1.00 | 130.619 | 132.445 | 129.276 | ||
| 83 | 2016.09.30 09:39 | sell | 29 | 1.00 | 130.619 | 132.445 | 129.276 | ||
| 84 | 2016.10.07 02:26 | t/p | 29 | 1.00 | 129.276 | 132.445 | 129.276 | 1186.78 | 21905.06 |
| 85 | 2016.10.17 16:00 | sell stop | 30 | 1.00 | 126.259 | 127.938 | 124.884 | ||
| 86 | 2016.10.17 17:39 | sell | 30 | 1.00 | 126.259 | 127.938 | 124.884 | ||
| 87 | 2016.10.18 16:16 | s/l | 30 | 1.00 | 127.938 | 127.938 | 124.884 | -1506.23 | 20398.83 |
| 88 | 2016.12.09 08:00 | buy stop | 31 | 1.00 | 144.175 | 143.049 | 145.740 | ||
| 89 | 2016.12.09 10:37 | buy | 31 | 1.00 | 144.175 | 143.049 | 145.740 | ||
| 90 | 2016.12.12 09:27 | t/p | 31 | 1.00 | 145.740 | 143.049 | 145.740 | 1402.42 | 21801.25 |
| 91 | 2016.12.20 12:00 | buy stop | 32 | 1.00 | 146.397 | 144.489 | 148.116 | ||
| 92 | 2016.12.21 08:00 | expiration | 32 | 1.00 | 146.397 | 144.489 | 148.116 | ||
| 93 | 2016.12.22 04:00 | buy stop | 33 | 1.00 | 145.621 | 144.821 | 146.894 | ||
| 94 | 2016.12.23 00:00 | expiration | 33 | 1.00 | 145.621 | 144.821 | 146.894 | ||
| 95 | 2017.01.06 12:00 | buy stop | 34 | 1.00 | 144.082 | 142.463 | 145.908 | ||
| 96 | 2017.01.09 08:00 | expiration | 34 | 1.00 | 144.082 | 142.463 | 145.908 | ||
| 97 | 2017.03.03 08:00 | sell stop | 35 | 1.00 | 139.860 | 140.760 | 138.772 | ||
| 98 | 2017.03.03 11:31 | sell | 35 | 1.00 | 139.860 | 140.760 | 138.772 | ||
| 99 | 2017.03.07 16:52 | t/p | 35 | 1.00 | 138.772 | 140.760 | 138.772 | 969.94 | 22771.19 |
| 100 | 2017.03.12 23:50 | sell stop | 36 | 1.00 | 139.498 | 140.566 | 138.372 | ||
| 101 | 2017.03.13 01:40 | sell | 36 | 1.00 | 139.498 | 140.566 | 138.372 | ||
| 102 | 2017.03.15 08:13 | s/l | 36 | 1.00 | 140.566 | 140.566 | 138.372 | -961.27 | 21809.91 |
| 103 | 2017.03.28 20:00 | sell stop | 37 | 1.00 | 137.987 | 139.422 | 136.796 | ||
| 104 | 2017.03.29 03:05 | sell | 37 | 1.00 | 137.987 | 139.422 | 136.796 | ||
| 105 | 2017.03.30 22:38 | s/l | 37 | 1.00 | 139.422 | 139.422 | 136.796 | -1292.32 | 20517.59 |
| 106 | 2017.04.03 12:00 | sell stop | 38 | 1.00 | 139.176 | 140.115 | 137.741 | ||
| 107 | 2017.04.03 12:00 | sell | 38 | 1.00 | 139.176 | 140.115 | 137.741 | ||
| 108 | 2017.04.04 07:13 | t/p | 38 | 1.00 | 137.741 | 140.115 | 137.741 | 1283.07 | 21800.66 |
| 109 | 2017.04.07 12:00 | sell stop | 39 | 1.00 | 137.355 | 138.741 | 136.058 | ||
| 110 | 2017.04.07 13:07 | sell | 39 | 1.00 | 137.355 | 138.741 | 136.058 | ||
| 111 | 2017.04.14 16:07 | t/p | 39 | 1.00 | 136.058 | 138.741 | 136.058 | 1145.59 | 22946.25 |
| 112 | 2017.04.20 04:00 | sell stop | 40 | 1.00 | 138.977 | 140.219 | 137.292 | ||
| 113 | 2017.04.21 00:04 | expiration | 40 | 1.00 | 138.977 | 140.219 | 137.292 | ||
| 114 | 2017.04.21 04:00 | sell stop | 41 | 1.00 | 139.796 | 140.596 | 138.560 | ||
| 115 | 2017.04.21 04:27 | sell | 41 | 1.00 | 139.796 | 140.596 | 138.560 | ||
| 116 | 2017.04.24 00:02 | s/l | 41 | 1.00 | 140.596 | 140.596 | 138.560 | -718.90 | 22227.35 |
| 117 | 2017.05.15 12:00 | buy stop | 42 | 1.00 | 147.042 | 145.756 | 148.213 | ||