Strategy Tester Report
Turtles v1.0
Alpari-ECN1 (Build 1090)

СимволEURCAD (Euro vs Canadian Dollar)
ПериодДень (D1) 2015.01.02 00:00 - 2017.11.13 23:59 (2015.01.01 - 2018.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="Turtles v1.0"; Magic=0; RealTrade=false; FiltersString18="+++Сигнал входа+++"; EnterHist=20; MinDelta=0.1; MaxDelta=2; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=2; TPProc=40; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=20; ExitProfitMinutesClass=18; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=14; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=8; EBBDev=1; ExitProfitMinutesBB=2; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=24; EDEMLevel=0.1; ExitProfitMinutesDEM=18; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=6; EWPRLevel=4; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=12; ESTODPer=4; ESTOSPer=22; ESTOLevel=20; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=10; ExitProfitMinutesRVI=2; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=2; iMAPeriod=6; Settings51="====БУ===="; UseBE=true; BEPerc=40; BEPlusPips=2; FiltersString29="-Фильтр корреляции"; BalancePairFilter=false; OnlyCurrPair=false; FiltersString28="-МаксРиск фильтр"; UseMaxRiskFilter=false; MaxRisk=15; Settings53="====Прочие торговые настройки===="; UseComments=false;
Баров в истории1746Смоделировано тиков2491Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (16)
Чистая прибыль983.47Общая прибыль2167.08Общий убыток-1183.60
Прибыльность1.83Матожидание выигрыша13.29
Абсолютная просадка424.06Максимальная просадка424.06 (4.24%)Относительная просадка4.24% (424.06)
Всего сделок74Короткие позиции (% выигравших)40 (60.00%)Длинные позиции (% выигравших)34 (76.47%)
Прибыльные сделки (% от всех)50 (67.57%)Убыточные сделки (% от всех)24 (32.43%)
Самая большаяприбыльная сделка205.40убыточная сделка-115.91
Средняяприбыльная сделка43.34убыточная сделка-49.32
Максимальное количествонепрерывных выигрышей (прибыль)10 (315.95)непрерывных проигрышей (убыток)4 (-419.65)
Макс.непрерывная прибыль (число выигрышей)451.91 (7)непрерывный убыток (число проигрышей)-419.65 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.09 00:00sell10.051.394870.000000.00000
22015.01.09 00:00modify10.051.394871.418811.38529
32015.01.09 00:00sell20.051.394870.000000.00000
42015.01.09 00:00modify20.051.394871.418810.00000
52015.01.14 00:00s/l10.051.418811.418811.38529-93.919906.09
62015.01.14 00:00s/l20.051.418811.418810.00000-93.919812.17
72015.01.22 00:00buy30.051.432560.000000.00000
82015.01.22 00:00modify30.051.432561.403231.44429
92015.01.22 00:00buy40.051.432560.000000.00000
102015.01.22 00:00modify40.051.432561.403230.00000
112015.01.26 00:00s/l30.051.403231.403231.44429-115.919696.26
122015.01.26 00:00s/l40.051.403231.403230.00000-115.919580.35
132015.02.27 00:00sell50.051.401190.000000.00000
142015.02.27 00:00modify50.051.401191.431961.38888
152015.02.27 00:00sell60.051.401190.000000.00000
162015.02.27 00:00modify60.051.401191.431960.00000
172015.03.04 00:00modify60.051.401191.400990.00000
182015.03.04 00:00modify50.051.401191.400991.38888
192015.03.05 00:00t/p50.051.388881.400991.3888849.209629.56
202015.03.05 00:00modify60.051.401191.392370.00000
212015.03.06 00:00modify60.051.401191.388300.00000
222015.03.09 00:00modify60.051.401191.381330.00000
232015.03.10 00:00modify60.051.401191.375770.00000
242015.03.11 00:00modify60.051.401191.366690.00000
252015.03.12 00:00modify60.051.401191.359360.00000
262015.03.13 00:00modify60.051.401191.355300.00000
272015.03.16 00:00modify60.051.401191.349530.00000
282015.03.17 00:00s/l60.051.349531.349530.00000205.409834.96
292015.04.13 00:00sell70.051.331100.000000.00000
302015.04.13 00:00modify70.051.331101.360061.31952
312015.04.13 00:00sell80.051.331100.000000.00000
322015.04.13 00:00modify80.051.331101.360060.00000
332015.04.16 00:00t/p70.051.319521.360061.3195246.229881.18
342015.04.16 00:00modify80.051.331101.330900.00000
352015.04.16 00:00modify80.051.331101.326690.00000
362015.04.17 00:00modify80.051.331101.321500.00000
372015.04.20 00:00s/l80.051.321501.321500.0000038.679919.85
382015.06.03 00:00buy90.051.382710.000000.00000
392015.06.03 00:00modify90.051.382711.354161.39413
402015.06.03 00:00buy100.051.382710.000000.00000
412015.06.03 00:00modify100.051.382711.354160.00000
422015.06.04 00:00t/p90.051.394131.354161.3941344.389964.23
432015.06.04 00:00modify100.051.382711.382910.00000
442015.06.05 00:00modify100.051.382711.388280.00000
452015.06.08 00:00s/l100.051.388281.388280.0000020.949985.16
462015.07.09 00:00buy110.051.411720.000000.00000
472015.07.09 00:00modify110.051.411721.381561.42378
482015.07.09 00:00buy120.051.411720.000000.00000
492015.07.09 00:00modify120.051.411721.381560.00000
502015.07.13 00:00t/p110.051.423781.381561.4237847.1010032.26
512015.07.15 00:00close120.051.401001.381560.00000-43.029989.24
522015.07.24 00:00buy130.051.431850.000000.00000
532015.07.24 00:00modify130.051.431851.401211.44411
542015.07.24 00:00buy140.051.431850.000000.00000
552015.07.24 00:00modify140.051.431851.401210.00000
562015.07.28 00:00t/p130.051.444111.401211.4441147.8810037.12
572015.07.28 00:00modify140.051.431851.432050.00000
582015.07.29 00:00s/l140.051.432051.432050.000000.1810037.30
592015.08.21 00:00buy150.051.471130.000000.00000
602015.08.21 00:00modify150.051.471131.442331.48265
612015.08.21 00:00buy160.051.471130.000000.00000
622015.08.21 00:00modify160.051.471131.442330.00000
632015.08.24 00:00t/p150.051.482651.442331.4826545.1710082.47
642015.08.24 00:00modify160.051.471131.471330.00000
652015.08.25 00:00modify160.051.471131.492660.00000
662015.08.26 00:00modify160.051.471131.507490.00000
672015.08.27 00:00s/l160.051.507491.507490.00000142.0010224.47
682015.10.06 00:00sell170.051.463610.000000.00000
692015.10.06 00:00modify170.051.463611.498801.44953
702015.10.06 00:00sell180.051.463610.000000.00000
712015.10.06 00:00modify180.051.463611.498800.00000
722015.10.16 00:00close180.051.464491.498800.00000-2.0010222.47
732015.10.16 00:00close170.051.464491.498801.44953-2.0010220.47
742015.10.26 00:00sell190.051.449770.000000.00000
752015.10.26 00:00modify190.051.449771.483821.43615
762015.10.26 00:00sell200.051.449770.000000.00000
772015.10.26 00:00modify200.051.449771.483820.00000
782015.11.02 00:00modify200.051.449771.448100.00000
792015.11.02 00:00modify190.051.449771.448101.43615
802015.11.03 00:00s/l190.051.448101.448101.436157.5610228.03
812015.11.03 00:00s/l200.051.448101.448100.000007.5610235.59
822015.11.04 00:00sell210.051.431510.000000.00000
832015.11.04 00:00modify210.051.431511.463691.41864
842015.11.04 00:00sell220.051.431510.000000.00000
852015.11.04 00:00modify220.051.431511.463690.00000
862015.11.10 00:00modify220.051.431511.431310.00000
872015.11.10 00:00modify210.051.431511.431311.41864
882015.11.10 00:00modify220.051.431511.430050.00000
892015.11.10 00:00modify210.051.431511.430051.41864
902015.11.11 00:00t/p210.051.418641.430051.4186451.5510287.14
912015.11.11 00:00modify220.051.431511.427880.00000
922015.11.12 00:00modify220.051.431511.427490.00000
932015.11.13 00:00s/l220.051.427491.427490.0000017.1810304.31
942015.11.26 00:00sell230.051.411700.000000.00000
952015.11.26 00:00modify230.051.411701.435541.40216
962015.11.26 00:00sell240.051.411700.000000.00000
972015.11.26 00:00modify240.051.411701.435540.00000
982015.12.02 00:00close240.051.420111.435540.00000-32.6310271.68
992015.12.02 00:00close230.051.420111.435541.40216-32.6310239.05
1002015.12.04 00:00buy250.051.460820.000000.00000
1012015.12.04 00:00modify250.051.460821.433031.47194
1022015.12.04 00:00buy260.051.460820.000000.00000
1032015.12.04 00:00modify260.051.460821.433030.00000
1042015.12.09 00:00t/p250.051.471941.433031.4719443.2010282.25
1052015.12.09 00:00modify260.051.460821.461020.00000
1062015.12.10 00:00modify260.051.460821.474770.00000
1072015.12.11 00:00modify260.051.460821.478660.00000
1082015.12.14 00:00modify260.051.460821.491180.00000
1092015.12.15 00:00modify260.051.460821.499480.00000
1102015.12.16 00:00s/l260.051.499481.499480.00000150.2710432.52
1112015.12.22 00:00buy270.051.523430.000000.00000
1122015.12.22 00:00modify270.051.523431.486541.53819
1132015.12.22 00:00buy280.051.523430.000000.00000
1142015.12.22 00:00modify280.051.523431.486540.00000
1152016.01.08 00:00t/p270.051.538191.486541.5381954.3310486.85
1162016.01.08 00:00modify280.051.523431.523630.00000
1172016.01.11 00:00s/l280.051.523631.523630.00000-3.2210483.64
1182016.01.11 00:00buy290.051.546720.000000.00000
1192016.01.11 00:00modify290.051.546721.509321.56168
1202016.01.11 00:00buy300.051.546720.000000.00000
1212016.01.11 00:00modify300.051.546721.509320.00000
1222016.01.14 00:00t/p290.051.561681.509321.5616857.9210541.56
1232016.01.14 00:00modify300.051.546721.550110.00000
1242016.01.15 00:00modify300.051.546721.553320.00000
1252016.01.18 00:00modify300.051.546721.565110.00000
1262016.01.19 00:00modify300.051.546721.570610.00000
1272016.01.20 00:00s/l300.051.570611.570610.0000092.2910633.84
1282016.02.26 00:00sell310.051.490440.000000.00000
1292016.02.26 00:00modify310.051.490441.535401.47246
1302016.02.26 00:00sell320.051.490440.000000.00000
1312016.02.26 00:00modify320.051.490441.535400.00000
1322016.03.01 00:00t/p310.051.472461.535401.4724671.0410704.89
1332016.03.01 00:00modify320.051.490441.490240.00000
1342016.03.02 00:00modify320.051.490441.477330.00000
1352016.03.03 00:00modify320.051.490441.469050.00000
1362016.03.04 00:00s/l320.051.469051.469050.0000085.0910789.98
1372016.04.13 00:00sell330.051.452340.000000.00000
1382016.04.13 00:00modify330.051.452341.479681.44140
1392016.04.13 00:00sell340.051.452340.000000.00000
1402016.04.13 00:00modify340.051.452341.479680.00000
1412016.04.14 00:00t/p330.051.441401.479681.4414043.4510833.42
1422016.04.14 00:00modify340.051.452341.452140.00000
1432016.04.18 00:00s/l340.051.452141.452140.000001.4010834.83
1442016.04.21 00:00sell350.051.429310.000000.00000
1452016.04.21 00:00modify350.051.429311.458221.41775
1462016.04.21 00:00sell360.051.429310.000000.00000
1472016.04.21 00:00modify360.051.429311.458220.00000
1482016.04.26 00:00modify360.051.429311.429110.00000
1492016.04.26 00:00modify350.051.429311.429111.41775
1502016.04.27 00:00s/l350.051.429111.429111.417751.2710836.10
1512016.04.27 00:00s/l360.051.429111.429110.000001.2710837.37
1522016.06.10 00:00sell370.051.439230.000000.00000
1532016.06.10 00:00modify370.051.439231.463091.42969
1542016.06.10 00:00sell380.051.439230.000000.00000
1552016.06.10 00:00modify380.051.439231.463090.00000
1562016.06.17 00:00s/l370.051.463091.463091.42969-93.1110744.25
1572016.06.17 00:00s/l380.051.463091.463090.00000-93.1110651.14
1582016.07.28 00:00buy390.051.458470.000000.00000
1592016.07.28 00:00modify390.051.458471.434661.46799
1602016.07.28 00:00buy400.051.458470.000000.00000
1612016.07.28 00:00modify400.051.458471.434660.00000
1622016.08.03 00:00t/p390.051.467991.434661.4679936.6910687.83
1632016.08.03 00:00modify400.051.458471.458670.00000
1642016.08.03 00:00modify400.051.458471.462920.00000
1652016.08.04 00:00s/l400.051.462921.462920.0000016.1310703.96
1662016.09.06 00:00sell410.051.440760.000000.00000
1672016.09.06 00:00modify410.051.440761.458591.43363
1682016.09.06 00:00sell420.051.440760.000000.00000
1692016.09.06 00:00modify420.051.440761.458590.00000
1702016.09.09 00:00s/l410.051.458591.458591.43363-69.6010634.36
1712016.09.09 00:00s/l420.051.458591.458590.00000-69.6010564.76
1722016.09.14 00:00buy430.051.478170.000000.00000
1732016.09.14 00:00modify430.051.478171.458491.48604
1742016.09.14 00:00buy440.051.478170.000000.00000
1752016.09.14 00:00modify440.051.478171.458490.00000
1762016.09.15 00:00t/p430.051.486041.458491.4860430.3910595.15
1772016.09.15 00:00modify440.051.478171.478370.00000
1782016.09.16 00:00s/l440.051.478371.478370.00000-0.0210595.13
1792016.10.17 00:00sell450.051.441220.000000.00000
1802016.10.17 00:00modify450.051.441221.467261.43080
1812016.10.17 00:00sell460.051.441220.000000.00000
1822016.10.17 00:00modify460.051.441221.467260.00000
1832016.10.20 00:00t/p450.051.430801.467261.4308041.6510636.78
1842016.10.20 00:00modify460.051.441221.441020.00000
1852016.10.21 00:00s/l460.051.441021.441020.000001.5210638.31
1862016.11.07 00:00buy470.051.477410.000000.00000
1872016.11.07 00:00modify470.051.477411.452811.48725
1882016.11.07 00:00buy480.051.477410.000000.00000
1892016.11.07 00:00modify480.051.477411.452810.00000
1902016.11.10 00:00t/p470.051.487251.452811.4872537.7610676.07
1912016.11.15 00:00s/l480.051.452811.452810.00000-98.4810577.58
1922016.11.22 00:00sell490.051.425650.000000.00000
1932016.11.22 00:00modify490.051.425651.456281.41340
1942016.11.22 00:00sell500.051.425650.000000.00000
1952016.11.22 00:00modify500.051.425651.456280.00000
1962016.11.30 00:00close500.051.430301.456280.00000-17.3310560.25
1972016.11.30 00:00close490.051.430301.456281.41340-17.3310542.92
1982016.12.09 00:00sell510.051.399780.000000.00000
1992016.12.09 00:00modify510.051.399781.428681.38822
2002016.12.09 00:00sell520.051.399780.000000.00000
2012016.12.09 00:00modify520.051.399781.428680.00000
2022016.12.12 00:00t/p510.051.388221.428681.3882245.6410588.56
2032016.12.12 00:00modify520.051.399781.399580.00000
2042016.12.15 00:00s/l520.051.399581.399580.000001.5210590.09
2052017.02.14 00:00sell530.051.385010.000000.00000
2062017.02.14 00:00modify530.051.385011.407061.37619
2072017.02.14 00:00sell540.051.385010.000000.00000
2082017.02.14 00:00modify540.051.385011.407060.00000
2092017.02.20 00:00close540.051.389621.407060.00000-17.4310572.66
2102017.02.20 00:00close530.051.389621.407061.37619-17.4310555.24
2112017.03.06 00:00buy550.051.419020.000000.00000
2122017.03.06 00:00modify550.051.419021.399231.42694
2132017.03.06 00:00buy560.051.419020.000000.00000
2142017.03.06 00:00modify560.051.419021.399230.00000
2152017.03.10 00:00t/p550.051.426941.399231.4269429.9910585.23
2162017.03.10 00:00modify560.051.419021.419220.00000
2172017.03.10 00:00modify560.051.419021.422300.00000
2182017.03.13 00:00modify560.051.419021.426590.00000
2192017.03.14 00:00modify560.051.419021.428060.00000
2202017.03.15 00:00modify560.051.419021.429850.00000
2212017.03.16 00:00s/l560.051.429851.429850.0000040.2510625.47
2222017.03.22 00:00buy570.051.442980.000000.00000
2232017.03.22 00:00modify570.051.442981.423191.45090
2242017.03.22 00:00buy580.051.442980.000000.00000
2252017.03.22 00:00modify580.051.442981.423190.00000
2262017.03.28 00:00t/p570.051.450901.423191.4509029.9910655.46
2272017.03.28 00:00modify580.051.442981.443180.00000
2282017.03.28 00:00modify580.051.442981.445060.00000
2292017.03.29 00:00s/l580.051.445061.445060.000006.7910662.25
2302017.04.11 00:00sell590.051.411640.000000.00000
2312017.04.11 00:00modify590.051.411641.432291.40338
2322017.04.11 00:00sell600.051.411640.000000.00000
2332017.04.11 00:00modify600.051.411641.432290.00000
2342017.04.14 00:00close600.051.414631.432290.00000-11.1610651.09
2352017.04.14 00:00close590.051.414631.432291.40338-11.1610639.94
2362017.04.25 00:00buy610.051.467000.000000.00000
2372017.04.25 00:00modify610.051.467001.444581.47597
2382017.04.25 00:00buy620.051.467000.000000.00000
2392017.04.25 00:00modify620.051.467001.444580.00000
2402017.04.26 00:00t/p610.051.475971.444581.4759735.1310675.06
2412017.04.26 00:00modify620.051.467001.467200.00000
2422017.04.27 00:00modify620.051.467001.467910.00000
2432017.04.28 00:00modify620.051.467001.473820.00000
2442017.05.01 00:00modify620.051.467001.481850.00000
2452017.05.02 00:00modify620.051.467001.486010.00000
2462017.05.03 00:00modify620.051.467001.489860.00000
2472017.05.04 00:00modify620.051.467001.490720.00000
2482017.05.05 00:00modify620.051.467001.498070.00000
2492017.05.08 00:00modify620.051.467001.499490.00000
2502017.05.09 00:00s/l620.051.499491.499490.00000125.1710800.23
2512017.05.18 00:00buy630.051.517440.000000.00000
2522017.05.18 00:00modify630.051.517441.491241.52792
2532017.05.18 00:00buy640.051.517440.000000.00000
2542017.05.18 00:00modify640.051.517441.491240.00000
2552017.05.30 00:00close640.051.501101.491240.00000-66.3510733.88
2562017.05.30 00:00close630.051.501101.491241.52792-66.3510667.53
2572017.06.14 00:00sell650.051.483660.000000.00000
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2752017.08.03 00:00buy690.051.490110.000000.00000
2762017.08.03 00:00modify690.051.490111.462491.50116
2772017.08.03 00:00buy700.051.490110.000000.00000
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2792017.08.10 00:00modify700.051.490111.491530.00000
2802017.08.10 00:00modify690.051.490111.491531.50116
2812017.08.11 00:00s/l690.051.491531.491531.501164.0010804.59
2822017.08.11 00:00s/l700.051.491531.491530.000004.0010808.59
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2852017.09.04 00:00sell720.051.475620.000000.00000
2862017.09.04 00:00modify720.051.475621.499900.00000
2872017.09.07 00:00t/p710.051.465911.499901.4659138.8510847.44
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2942017.10.23 00:00buy730.051.484830.000000.00000
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2962017.10.23 00:00buy740.051.484830.000000.00000
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2982017.10.25 00:00t/p730.051.492231.466331.4922328.7410947.70
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3012017.10.27 00:00modify740.051.484831.494270.00000
3022017.10.30 00:00s/l740.051.494271.494270.0000035.7810983.47