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

СимволEURUSD (Euro vs US 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; MaxDelta=4; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=40; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=20; ExitProfitMinutesClass=20; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=10; EADXLevel=40; ExitProfitMinutesADX=8; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=24; EBBDev=1; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=6; EDEMLevel=0.3; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=6; EWPRLevel=10; ExitProfitMinutesWPR=14; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=6; ESTODPer=36; ESTOSPer=24; ESTOLevel=10; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=12; ExitProfitMinutesRVI=8; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=1; iIndent=6; iMAPeriod=26; 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 (5)
Чистая прибыль854.38Общая прибыль1805.13Общий убыток-950.75
Прибыльность1.90Матожидание выигрыша15.26
Абсолютная просадка0.00Максимальная просадка671.67 (6.20%)Относительная просадка6.20% (671.67)
Всего сделок56Короткие позиции (% выигравших)22 (81.82%)Длинные позиции (% выигравших)34 (44.12%)
Прибыльные сделки (% от всех)33 (58.93%)Убыточные сделки (% от всех)23 (41.07%)
Самая большаяприбыльная сделка480.14убыточная сделка-135.52
Средняяприбыльная сделка54.70убыточная сделка-41.34
Максимальное количествонепрерывных выигрышей (прибыль)7 (171.12)непрерывных проигрышей (убыток)4 (-174.67)
Макс.непрерывная прибыль (число выигрышей)621.43 (3)непрерывный убыток (число проигрышей)-271.03 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00sell10.051.195190.000000.00000
22015.01.05 00:00modify10.051.195191.224771.18336
32015.01.05 00:00sell20.051.195190.000000.00000
42015.01.05 00:00modify20.051.195191.224770.00000
52015.01.08 00:00t/p10.051.183361.224771.1833659.9110059.91
62015.01.08 00:00modify20.051.195191.194990.00000
72015.01.22 00:00modify20.051.195191.192860.00000
82015.01.23 00:00modify20.051.195191.188730.00000
92015.01.26 00:00modify20.051.195191.183700.00000
102015.01.27 00:00modify20.051.195191.179310.00000
112015.01.28 00:00modify20.051.195191.176290.00000
122015.01.29 00:00modify20.051.195191.172800.00000
132015.01.30 00:00modify20.051.195191.169820.00000
142015.02.02 00:00modify20.051.195191.166830.00000
152015.02.03 00:00modify20.051.195191.164440.00000
162015.02.04 00:00modify20.051.195191.163250.00000
172015.02.05 00:00modify20.051.195191.161160.00000
182015.02.06 00:00modify20.051.195191.160200.00000
192015.02.09 00:00modify20.051.195191.158120.00000
202015.02.10 00:00modify20.051.195191.156260.00000
212015.02.11 00:00modify20.051.195191.154510.00000
222015.02.12 00:00modify20.051.195191.153000.00000
232015.02.13 00:00modify20.051.195191.152100.00000
242015.02.16 00:00modify20.051.195191.151180.00000
252015.02.17 00:00modify20.051.195191.150040.00000
262015.02.18 00:00modify20.051.195191.149420.00000
272015.02.19 00:00modify20.051.195191.148740.00000
282015.02.20 00:00modify20.051.195191.147900.00000
292015.02.23 00:00modify20.051.195191.147190.00000
302015.02.24 00:00modify20.051.195191.146210.00000
312015.02.25 00:00modify20.051.195191.145350.00000
322015.02.26 00:00modify20.051.195191.144710.00000
332015.02.27 00:00modify20.051.195191.142900.00000
342015.03.02 00:00modify20.051.195191.141190.00000
352015.03.03 00:00modify20.051.195191.139540.00000
362015.03.04 00:00modify20.051.195191.137960.00000
372015.03.05 00:00modify20.051.195191.135770.00000
382015.03.06 00:00modify20.051.195191.133370.00000
392015.03.09 00:00modify20.051.195191.129760.00000
402015.03.10 00:00modify20.051.195191.126510.00000
412015.03.11 00:00modify20.051.195191.122210.00000
422015.03.12 00:00modify20.051.195191.117240.00000
432015.03.13 00:00modify20.051.195191.113220.00000
442015.03.16 00:00modify20.051.195191.108540.00000
452015.03.17 00:00modify20.051.195191.104750.00000
462015.03.18 00:00modify20.051.195191.101450.00000
472015.03.19 00:00s/l20.051.101451.101450.00000480.1410540.05
482015.04.30 00:00buy30.051.112850.000000.00000
492015.04.30 00:00modify30.051.112851.071171.12952
502015.04.30 00:00buy40.051.112850.000000.00000
512015.04.30 00:00modify40.051.112851.071170.00000
522015.05.07 00:00t/p30.051.129521.071171.1295281.3810621.43
532015.05.07 00:00modify40.051.112851.113050.00000
542015.05.20 00:00s/l40.051.113051.113050.00000-4.0810617.35
552015.07.17 00:00sell50.051.087320.000000.00000
562015.07.17 00:00modify50.051.087321.126781.07154
572015.07.17 00:00sell60.051.087320.000000.00000
582015.07.17 00:00modify60.051.087321.126780.00000
592015.08.04 00:00close60.051.094941.126780.00000-35.6610581.69
602015.08.04 00:00close50.051.094941.126781.07154-35.6610546.03
612015.08.13 00:00buy70.051.115700.000000.00000
622015.08.13 00:00modify70.051.115701.082851.12884
632015.08.13 00:00buy80.051.115700.000000.00000
642015.08.13 00:00modify80.051.115701.082850.00000
652015.08.24 00:00t/p70.051.128841.082851.1288463.1610609.19
662015.08.24 00:00modify80.051.115701.115900.00000
672015.08.31 00:00s/l80.051.115901.115900.00000-3.5110605.68
682015.10.15 00:00buy90.051.147360.000000.00000
692015.10.15 00:00modify90.051.147361.114221.16062
702015.10.15 00:00buy100.051.147360.000000.00000
712015.10.15 00:00modify100.051.147361.114220.00000
722015.10.21 00:00close100.051.134501.114220.00000-65.4310540.25
732015.10.21 00:00close90.051.134501.114221.16062-65.4310474.82
742015.10.23 00:00sell110.051.110780.000000.00000
752015.10.23 00:00modify110.051.110781.140821.09876
762015.10.23 00:00sell120.051.110780.000000.00000
772015.10.23 00:00modify120.051.110781.140820.00000
782015.10.29 00:00t/p110.051.098761.140821.0987661.0210535.84
792015.10.29 00:00modify120.051.110781.110580.00000
802015.11.09 00:00modify120.051.110781.108990.00000
812015.11.10 00:00modify120.051.110781.106530.00000
822015.11.11 00:00modify120.051.110781.104050.00000
832015.11.12 00:00modify120.051.110781.101890.00000
842015.11.13 00:00modify120.051.110781.100400.00000
852015.11.16 00:00modify120.051.110781.098660.00000
862015.11.17 00:00modify120.051.110781.096480.00000
872015.11.18 00:00modify120.051.110781.094130.00000
882015.11.19 00:00modify120.051.110781.092090.00000
892015.11.20 00:00modify120.051.110781.090740.00000
902015.11.23 00:00modify120.051.110781.088820.00000
912015.11.24 00:00modify120.051.110781.087000.00000
922015.11.25 00:00modify120.051.110781.085360.00000
932015.11.26 00:00modify120.051.110781.083710.00000
942015.11.27 00:00modify120.051.110781.082070.00000
952015.11.30 00:00modify120.051.110781.080420.00000
962015.12.01 00:00modify120.051.110781.078680.00000
972015.12.02 00:00modify120.051.110781.077580.00000
982015.12.03 00:00modify120.051.110781.076420.00000
992015.12.04 00:00s/l120.051.076421.076420.00000178.2110714.04
1002015.12.04 00:00buy130.051.093850.000000.00000
1012015.12.04 00:00modify130.051.093851.062571.10636
1022015.12.04 00:00buy140.051.093850.000000.00000
1032015.12.04 00:00modify140.051.093851.062570.00000
1042015.12.17 00:00close140.051.091121.062570.00000-17.3210696.73
1052015.12.17 00:00close130.051.091121.062571.10636-17.3210679.41
1062016.01.06 00:00sell150.051.074710.000000.00000
1072016.01.06 00:00modify150.051.074711.104261.06289
1082016.01.06 00:00sell160.051.074710.000000.00000
1092016.01.06 00:00modify160.051.074711.104260.00000
1102016.01.19 00:00close160.051.089111.104260.00000-70.0210609.39
1112016.01.19 00:00close150.051.089111.104261.06289-70.0210539.38
1122016.02.04 00:00buy170.051.110350.000000.00000
1132016.02.04 00:00modify170.051.110351.078631.12304
1142016.02.04 00:00buy180.051.110350.000000.00000
1152016.02.04 00:00modify180.051.110351.078630.00000
1162016.02.05 00:00t/p170.051.123041.078631.1230463.1710602.55
1172016.02.05 00:00modify180.051.110351.110550.00000
1182016.02.09 00:00s/l180.051.110551.110550.000000.1510602.70
1192016.02.10 00:00buy190.051.129250.000000.00000
1202016.02.10 00:00modify190.051.129251.095851.14261
1212016.02.10 00:00buy200.051.129250.000000.00000
1222016.02.10 00:00modify200.051.129251.095850.00000
1232016.02.23 00:00close200.051.102881.095850.00000-135.5210467.18
1242016.02.23 00:00close190.051.102881.095851.14261-135.5210331.67
1252016.03.18 00:00buy210.051.131430.000000.00000
1262016.03.18 00:00modify210.051.131431.097141.14515
1272016.03.18 00:00buy220.051.131430.000000.00000
1282016.03.18 00:00modify220.051.131431.097140.00000
1292016.04.04 00:00modify220.051.131431.131630.00000
1302016.04.04 00:00modify210.051.131431.131631.14515
1312016.04.08 00:00t/p210.051.145151.131631.1451562.6810394.35
1322016.04.14 00:00s/l220.051.131631.131630.00000-6.6110387.73
1332016.05.03 00:00buy230.051.153400.000000.00000
1342016.05.03 00:00modify230.051.153401.126851.16402
1352016.05.03 00:00buy240.051.153400.000000.00000
1362016.05.03 00:00modify240.051.153401.126850.00000
1372016.05.06 00:00close240.051.140411.126850.00000-66.3610321.37
1382016.05.06 00:00close230.051.140411.126851.16402-66.3610255.01
1392016.05.19 00:00sell250.051.121510.000000.00000
1402016.05.19 00:00modify250.051.121511.145881.11176
1412016.05.19 00:00sell260.051.121510.000000.00000
1422016.05.19 00:00modify260.051.121511.145880.00000
1432016.05.30 00:00t/p250.051.111761.145881.1117650.1210305.13
1442016.05.30 00:00modify260.051.121511.121310.00000
1452016.06.03 00:00s/l260.051.121311.121310.000003.2910308.42
1462016.08.03 00:00buy270.051.122170.000000.00000
1472016.08.03 00:00modify270.051.122171.099371.13129
1482016.08.03 00:00buy280.051.122170.000000.00000
1492016.08.03 00:00modify280.051.122171.099370.00000
1502016.08.08 00:00close280.051.108091.099370.00000-71.8110236.61
1512016.08.08 00:00close270.051.108091.099371.13129-71.8110164.80
1522016.08.17 00:00buy290.051.127770.000000.00000
1532016.08.17 00:00modify290.051.127771.105821.13655
1542016.08.17 00:00buy300.051.127770.000000.00000
1552016.08.17 00:00modify300.051.127771.105820.00000
1562016.08.19 00:00t/p290.051.136551.105821.1365542.7710207.57
1572016.08.19 00:00modify300.051.127771.127970.00000
1582016.08.23 00:00s/l300.051.127971.127970.00000-0.6910206.88
1592016.10.12 00:00sell310.051.105290.000000.00000
1602016.10.12 00:00modify310.051.105291.126051.09699
1612016.10.12 00:00sell320.051.105290.000000.00000
1622016.10.12 00:00modify320.051.105291.126050.00000
1632016.10.17 00:00t/p310.051.096991.126051.0969942.2610249.14
1642016.10.17 00:00modify320.051.105291.105090.00000
1652016.10.28 00:00modify320.051.105291.104200.00000
1662016.10.31 00:00modify320.051.105291.103800.00000
1672016.11.01 00:00modify320.051.105291.103390.00000
1682016.11.02 00:00s/l320.051.103391.103390.0000012.7010261.85
1692016.11.15 00:00sell330.051.073580.000000.00000
1702016.11.15 00:00modify330.051.073581.101761.06231
1712016.11.15 00:00sell340.051.073580.000000.00000
1722016.11.15 00:00modify340.051.073581.101760.00000
1732016.11.18 00:00t/p330.051.062311.101761.0623157.1110318.96
1742016.11.18 00:00modify340.051.073581.073380.00000
1752016.12.06 00:00s/l340.051.073381.073380.000004.2010323.16
1762016.12.16 00:00sell350.051.041250.000000.00000
1772016.12.16 00:00modify350.051.041251.075941.02737
1782016.12.16 00:00sell360.051.041250.000000.00000
1792016.12.16 00:00modify360.051.041251.075940.00000
1802016.12.20 00:00modify360.051.041251.041050.00000
1812016.12.20 00:00modify350.051.041251.041051.02737
1822016.12.21 00:00s/l350.051.041051.041051.027371.4610324.62
1832016.12.21 00:00s/l360.051.041051.041050.000001.4610326.08
1842017.01.18 00:00buy370.051.071320.000000.00000
1852017.01.18 00:00modify370.051.071321.042821.08272
1862017.01.18 00:00buy380.051.071320.000000.00000
1872017.01.18 00:00modify380.051.071321.042820.00000
1882017.02.02 00:00modify380.051.071321.071520.00000
1892017.02.02 00:00modify370.051.071321.071521.08272
1902017.02.03 00:00t/p370.051.082721.071521.0827251.9210378.00
1912017.02.06 00:00s/l380.051.071521.071520.00000-4.3610373.64
1922017.02.15 00:00sell390.051.057640.000000.00000
1932017.02.15 00:00modify390.051.057641.081881.04794
1942017.02.15 00:00sell400.051.057640.000000.00000
1952017.02.15 00:00modify400.051.057641.081880.00000
1962017.02.27 00:00modify400.051.057641.057440.00000
1972017.02.27 00:00modify390.051.057641.057441.04794
1982017.02.28 00:00s/l390.051.057441.057441.047942.9810376.62
1992017.02.28 00:00s/l400.051.057441.057440.000002.9810379.61
2002017.03.16 00:00buy410.051.073600.000000.00000
2012017.03.16 00:00modify410.051.073601.051131.08259
2022017.03.16 00:00buy420.051.073600.000000.00000
2032017.03.16 00:00modify420.051.073601.051130.00000
2042017.03.27 00:00t/p410.051.082591.051131.0825942.4110422.02
2052017.03.27 00:00modify420.051.073601.073800.00000
2062017.03.31 00:00s/l420.051.073801.073800.00000-3.2310418.79
2072017.04.26 00:00buy430.051.092460.000000.00000
2082017.04.26 00:00modify430.051.092461.071511.10084
2092017.04.26 00:00buy440.051.092460.000000.00000
2102017.04.26 00:00modify440.051.092461.071510.00000
2112017.05.08 00:00t/p430.051.100841.071511.1008438.5210457.31
2122017.05.08 00:00modify440.051.092461.092660.00000
2132017.05.09 00:00s/l440.051.092661.092660.00000-2.6710454.64
2142017.05.17 00:00buy450.051.108240.000000.00000
2152017.05.17 00:00modify450.051.108241.084771.11763
2162017.05.17 00:00buy460.051.108240.000000.00000
2172017.05.17 00:00modify460.051.108241.084770.00000
2182017.05.22 00:00t/p450.051.117631.084771.1176345.5410500.18
2192017.05.22 00:00modify460.051.108241.108440.00000
2202017.06.06 00:00modify460.051.108241.108610.00000
2212017.06.07 00:00modify460.051.108241.109980.00000
2222017.06.08 00:00modify460.051.108241.111090.00000
2232017.06.09 00:00modify460.051.108241.111810.00000
2242017.06.12 00:00modify460.051.108241.112320.00000
2252017.06.13 00:00modify460.051.108241.112860.00000
2262017.06.14 00:00modify460.051.108241.113410.00000
2272017.06.15 00:00modify460.051.108241.113980.00000
2282017.06.16 00:00s/l460.051.113981.113980.0000019.6810519.86
2292017.06.28 00:00buy470.051.133720.000000.00000
2302017.06.28 00:00modify470.051.133721.113241.14191
2312017.06.28 00:00buy480.051.133720.000000.00000
2322017.06.28 00:00modify480.051.133721.113240.00000
2332017.06.30 00:00t/p470.051.141911.113241.1419139.8210559.68
2342017.06.30 00:00modify480.051.133721.133920.00000
2352017.07.05 00:00s/l480.051.133921.133920.00000-0.9710558.70
2362017.07.12 00:00buy490.051.146730.000000.00000
2372017.07.12 00:00modify490.051.146731.125301.15530
2382017.07.12 00:00buy500.051.146730.000000.00000
2392017.07.12 00:00modify500.051.146731.125300.00000
2402017.07.19 00:00t/p490.051.155301.125301.1553040.8810599.58
2412017.07.19 00:00modify500.051.146731.146930.00000
2422017.07.31 00:00modify500.051.146731.148840.00000
2432017.08.01 00:00modify500.051.146731.151410.00000
2442017.08.02 00:00modify500.051.146731.153490.00000
2452017.08.03 00:00modify500.051.146731.155820.00000
2462017.08.04 00:00modify500.051.146731.158070.00000
2472017.08.07 00:00modify500.051.146731.159440.00000
2482017.08.08 00:00modify500.051.146731.160880.00000
2492017.08.09 00:00modify500.051.146731.161890.00000
2502017.08.10 00:00modify500.051.146731.162870.00000
2512017.08.11 00:00modify500.051.146731.163880.00000
2522017.08.14 00:00modify500.051.146731.165180.00000
2532017.08.15 00:00modify500.051.146731.166070.00000
2542017.08.16 00:00modify500.051.146731.166570.00000
2552017.08.17 00:00modify500.051.146731.167270.00000
2562017.08.18 00:00s/l500.051.167271.167270.0000091.7010691.28
2572017.08.28 00:00buy510.051.194360.000000.00000
2582017.08.28 00:00modify510.051.194361.166551.20548
2592017.08.28 00:00buy520.051.194360.000000.00000
2602017.08.28 00:00modify520.051.194361.166550.00000
2612017.08.30 00:00t/p510.051.205481.166551.2054855.0410746.32
2622017.08.30 00:00modify520.051.194361.194560.00000
2632017.08.31 00:00s/l520.051.194561.194560.00000-0.4110745.91
2642017.09.27 00:00sell530.051.179230.000000.00000
2652017.09.27 00:00modify530.051.179231.206551.16830
2662017.09.27 00:00sell540.051.179230.000000.00000
2672017.09.27 00:00modify540.051.179231.206550.00000
2682017.10.09 00:00t/p530.051.168301.206551.1683056.4810802.39
2692017.10.09 00:00modify540.051.179231.179030.00000
2702017.10.11 00:00s/l540.051.179031.179030.000003.1410805.52
2712017.10.27 00:00sell550.051.164950.000000.00000
2722017.10.27 00:00modify550.051.164951.187061.15611
2732017.10.27 00:00sell560.051.164950.000000.00000
2742017.10.27 00:00modify560.051.164951.187060.00000
2752017.11.08 00:00t/p550.051.156111.187061.1561145.7310851.25
2762017.11.08 00:00modify560.051.164951.164750.00000
2772017.11.10 00:00s/l560.051.164751.164750.000003.1410854.38