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

СимволGBPUSD (Great Britain Pound 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=0.3; MaxDelta=4.8; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=20; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=20; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=42; EBBDev=2; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=18; EDEMLevel=0.2; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=18; EWPRLevel=2; ExitProfitMinutesWPR=16; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=28; ESTODPer=18; ESTOSPer=12; ESTOLevel=10; ExitProfitMinutesSTO=4; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=20; ExitProfitMinutesRVI=10; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=1; iIndent=2; iMAPeriod=6; Settings51="====БУ===="; UseBE=true; BEPerc=30; 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 (11)
Чистая прибыль340.77Общая прибыль2115.63Общий убыток-1774.86
Прибыльность1.19Матожидание выигрыша6.09
Абсолютная просадка733.50Максимальная просадка1042.33 (10.11%)Относительная просадка10.11% (1042.33)
Всего сделок56Короткие позиции (% выигравших)26 (84.62%)Длинные позиции (% выигравших)30 (46.67%)
Прибыльные сделки (% от всех)36 (64.29%)Убыточные сделки (% от всех)20 (35.71%)
Самая большаяприбыльная сделка286.72убыточная сделка-261.46
Средняяприбыльная сделка58.77убыточная сделка-88.74
Максимальное количествонепрерывных выигрышей (прибыль)8 (609.35)непрерывных проигрышей (убыток)6 (-664.47)
Макс.непрерывная прибыль (число выигрышей)609.35 (8)непрерывный убыток (число проигрышей)-664.47 (6)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00sell10.051.530120.000000.00000
22015.01.05 00:00modify10.051.530121.562801.49090
32015.01.05 00:00sell20.051.530120.000000.00000
42015.01.05 00:00modify20.051.530121.562800.00000
52015.01.07 00:00modify20.051.530121.529920.00000
62015.01.07 00:00modify10.051.530121.529921.49090
72015.01.08 00:00modify20.051.530121.528230.00000
82015.01.08 00:00modify10.051.530121.528231.49090
92015.01.09 00:00modify20.051.530121.522770.00000
102015.01.09 00:00modify10.051.530121.522771.49090
112015.01.12 00:00modify20.051.530121.520910.00000
122015.01.12 00:00modify10.051.530121.520911.49090
132015.01.13 00:00modify20.051.530121.519890.00000
142015.01.13 00:00modify10.051.530121.519891.49090
152015.01.14 00:00modify20.051.530121.518800.00000
162015.01.14 00:00modify10.051.530121.518801.49090
172015.01.15 00:00s/l10.051.518801.518801.4909057.4210057.42
182015.01.15 00:00s/l20.051.518801.518800.0000057.4210114.83
192015.02.06 00:00buy30.051.532700.000000.00000
202015.02.06 00:00modify30.051.532701.494231.57886
212015.02.06 00:00buy40.051.532700.000000.00000
222015.02.06 00:00modify40.051.532701.494230.00000
232015.02.19 00:00modify40.051.532701.535670.00000
242015.02.19 00:00modify30.051.532701.535671.57886
252015.02.20 00:00modify40.051.532701.537200.00000
262015.02.20 00:00modify30.051.532701.537201.57886
272015.02.23 00:00s/l30.051.537201.537201.5788620.1410134.97
282015.02.23 00:00s/l40.051.537201.537200.0000020.1410155.11
292015.02.26 00:00buy50.051.552780.000000.00000
302015.02.26 00:00modify50.051.552781.519001.59332
312015.02.26 00:00buy60.051.552780.000000.00000
322015.02.26 00:00modify60.051.552781.519000.00000
332015.03.06 00:00close60.051.523591.519000.00000-147.2110007.90
342015.03.06 00:00close50.051.523591.519001.59332-147.219860.69
352015.03.09 00:00sell70.051.503450.000000.00000
362015.03.09 00:00modify70.051.503451.533871.46695
372015.03.09 00:00sell80.051.503450.000000.00000
382015.03.09 00:00modify80.051.503451.533870.00000
392015.03.12 00:00modify80.051.503451.503250.00000
402015.03.12 00:00modify70.051.503451.503251.46695
412015.03.16 00:00modify80.051.503451.495380.00000
422015.03.16 00:00modify70.051.503451.495381.46695
432015.03.17 00:00modify80.051.503451.491780.00000
442015.03.17 00:00modify70.051.503451.491781.46695
452015.03.18 00:00modify80.051.503451.486850.00000
462015.03.18 00:00modify70.051.503451.486851.46695
472015.03.19 00:00s/l70.051.486851.486851.4669583.829944.50
482015.03.19 00:00s/l80.051.486851.486850.0000083.8210028.32
492015.04.27 00:00buy90.051.517580.000000.00000
502015.04.27 00:00modify90.051.517581.476061.56740
512015.04.27 00:00buy100.051.517580.000000.00000
522015.04.27 00:00modify100.051.517581.476060.00000
532015.04.29 00:00modify100.051.517581.517780.00000
542015.04.29 00:00modify90.051.517581.517781.56740
552015.04.30 00:00modify100.051.517581.523720.00000
562015.04.30 00:00modify90.051.517581.523721.56740
572015.05.01 00:00modify100.051.517581.526950.00000
582015.05.01 00:00modify90.051.517581.526951.56740
592015.05.04 00:00s/l90.051.526951.526951.5674045.7510074.07
602015.05.04 00:00s/l100.051.526951.526950.0000045.7510119.81
612015.05.12 00:00buy110.051.558430.000000.00000
622015.05.12 00:00modify110.051.558431.510321.61616
632015.05.12 00:00buy120.051.558430.000000.00000
642015.05.12 00:00modify120.051.558431.510320.00000
652015.05.14 00:00modify120.051.558431.558630.00000
662015.05.14 00:00modify110.051.558431.558631.61616
672015.05.15 00:00modify120.051.558431.560420.00000
682015.05.15 00:00modify110.051.558431.560421.61616
692015.05.18 00:00modify120.051.558431.563870.00000
702015.05.18 00:00modify110.051.558431.563871.61616
712015.05.19 00:00s/l110.051.563871.563871.6161626.1010145.91
722015.05.19 00:00s/l120.051.563871.563870.0000026.1010172.01
732015.06.18 00:00buy130.051.583140.000000.00000
742015.06.18 00:00modify130.051.583141.540051.63485
752015.06.18 00:00buy140.051.583140.000000.00000
762015.06.18 00:00modify140.051.583141.540050.00000
772015.06.23 00:00close140.051.582251.540050.00000-4.9210167.09
782015.06.23 00:00close130.051.582251.540051.63485-4.9210162.16
792015.08.25 00:00buy150.051.577420.000000.00000
802015.08.25 00:00modify150.051.577421.545721.61546
812015.08.25 00:00buy160.051.577420.000000.00000
822015.08.25 00:00modify160.051.577421.545720.00000
832015.08.27 00:00s/l150.051.545721.545721.61546-159.1310003.03
842015.08.27 00:00s/l160.051.545721.545720.00000-159.139843.90
852015.09.07 00:00sell170.051.517670.000000.00000
862015.09.07 00:00modify170.051.517671.551471.47711
872015.09.07 00:00sell180.051.517670.000000.00000
882015.09.07 00:00modify180.051.517671.551470.00000
892015.09.17 00:00s/l170.051.551471.551471.47711-168.189675.72
902015.09.17 00:00s/l180.051.551471.551470.00000-168.189507.54
912015.11.09 00:00sell190.051.504680.000000.00000
922015.11.09 00:00modify190.051.504681.538441.46417
932015.11.09 00:00sell200.051.504680.000000.00000
942015.11.09 00:00modify200.051.504681.538440.00000
952015.12.03 00:00modify200.051.504681.504480.00000
962015.12.03 00:00modify190.051.504681.504481.46417
972015.12.04 00:00s/l190.051.504481.504481.464172.849510.37
982015.12.04 00:00s/l200.051.504481.504480.000002.849513.21
992015.12.23 00:00sell210.051.482460.000000.00000
1002015.12.23 00:00modify210.051.482461.516101.44209
1012015.12.23 00:00sell220.051.482460.000000.00000
1022015.12.23 00:00modify220.051.482461.516100.00000
1032016.01.04 00:00modify220.051.482461.482260.00000
1042016.01.04 00:00modify210.051.482461.482261.44209
1052016.01.05 00:00modify220.051.482461.479420.00000
1062016.01.05 00:00modify210.051.482461.479421.44209
1072016.01.06 00:00modify220.051.482461.476030.00000
1082016.01.06 00:00modify210.051.482461.476031.44209
1092016.01.07 00:00modify220.051.482461.472370.00000
1102016.01.07 00:00modify210.051.482461.472371.44209
1112016.01.08 00:00modify220.051.482461.469370.00000
1122016.01.08 00:00modify210.051.482461.469371.44209
1132016.01.11 00:00modify220.051.482461.464480.00000
1142016.01.11 00:00modify210.051.482461.464481.44209
1152016.01.12 00:00modify220.051.482461.461570.00000
1162016.01.12 00:00modify210.051.482461.461571.44209
1172016.01.13 00:00t/p210.051.442091.461571.44209203.289716.49
1182016.01.13 00:00modify220.051.482461.456830.00000
1192016.01.14 00:00modify220.051.482461.452230.00000
1202016.01.15 00:00modify220.051.482461.449110.00000
1212016.01.18 00:00modify220.051.482461.442570.00000
1222016.01.19 00:00modify220.051.482461.437380.00000
1232016.01.20 00:00modify220.051.482461.431240.00000
1242016.01.21 00:00modify220.051.482461.427800.00000
1252016.01.22 00:00modify220.051.482461.426210.00000
1262016.01.25 00:00s/l220.051.426211.426210.00000283.499999.98
1272016.02.25 00:00sell230.051.392380.000000.00000
1282016.02.25 00:00modify230.051.392381.444791.32949
1292016.02.25 00:00sell240.051.392380.000000.00000
1302016.02.25 00:00modify240.051.392381.444790.00000
1312016.03.01 00:00modify240.051.392381.392180.00000
1322016.03.01 00:00modify230.051.392381.392181.32949
1332016.03.02 00:00s/l230.051.392181.392181.329491.2710001.25
1342016.03.02 00:00s/l240.051.392181.392180.000001.2710002.52
1352016.04.27 00:00buy250.051.457990.000000.00000
1362016.04.27 00:00modify250.051.457991.418141.50581
1372016.04.27 00:00buy260.051.457990.000000.00000
1382016.04.27 00:00modify260.051.457991.418140.00000
1392016.05.02 00:00modify260.051.457991.458190.00000
1402016.05.02 00:00modify250.051.457991.458191.50581
1412016.05.04 00:00s/l250.051.458191.458191.50581-0.1010002.42
1422016.05.04 00:00s/l260.051.458191.458190.00000-0.1010002.32
1432016.06.13 00:00sell270.051.426730.000000.00000
1442016.06.13 00:00modify270.051.426731.468821.37622
1452016.06.13 00:00sell280.051.426730.000000.00000
1462016.06.13 00:00modify280.051.426731.468820.00000
1472016.06.15 00:00modify280.051.426731.426530.00000
1482016.06.15 00:00modify270.051.426731.426531.37622
1492016.06.17 00:00modify280.051.426731.425500.00000
1502016.06.17 00:00modify270.051.426731.425501.37622
1512016.06.20 00:00s/l270.051.425501.425501.376226.6310008.95
1522016.06.20 00:00s/l280.051.425501.425500.000006.6310015.57
1532016.06.24 00:00buy290.051.486900.000000.00000
1542016.06.24 00:00modify290.051.486901.434641.54961
1552016.06.24 00:00buy300.051.486900.000000.00000
1562016.06.24 00:00modify300.051.486901.434640.00000
1572016.06.27 00:00s/l290.051.434641.434641.54961-261.469754.11
1582016.06.27 00:00s/l300.051.434641.434640.00000-261.469492.66
1592016.06.27 00:00sell310.051.342510.000000.00000
1602016.06.27 00:00modify310.051.342511.420341.24911
1612016.06.27 00:00sell320.051.342510.000000.00000
1622016.06.27 00:00modify320.051.342511.420340.00000
1632016.07.04 00:00modify320.051.342511.342310.00000
1642016.07.04 00:00modify310.051.342511.342311.24911
1652016.07.06 00:00modify320.051.342511.332590.00000
1662016.07.06 00:00modify310.051.342511.332591.24911
1672016.07.07 00:00modify320.051.342511.321300.00000
1682016.07.07 00:00modify310.051.342511.321301.24911
1692016.07.08 00:00modify320.051.342511.312570.00000
1702016.07.08 00:00modify310.051.342511.312571.24911
1712016.07.11 00:00modify320.051.342511.307710.00000
1722016.07.11 00:00modify310.051.342511.307711.24911
1732016.07.12 00:00modify320.051.342511.305440.00000
1742016.07.12 00:00modify310.051.342511.305441.24911
1752016.07.13 00:00s/l310.051.305441.305441.24911186.449679.09
1762016.07.13 00:00s/l320.051.305441.305440.00000186.449865.53
1772016.09.07 00:00buy330.051.343810.000000.00000
1782016.09.07 00:00modify330.051.343811.308981.38561
1792016.09.07 00:00buy340.051.343810.000000.00000
1802016.09.07 00:00modify340.051.343811.308980.00000
1812016.09.12 00:00close340.051.326671.308980.00000-86.499779.04
1822016.09.12 00:00close330.051.326671.308981.38561-86.499692.56
1832016.10.04 00:00sell350.051.283900.000000.00000
1842016.10.04 00:00modify350.051.283901.318891.24191
1852016.10.04 00:00sell360.051.283900.000000.00000
1862016.10.04 00:00modify360.051.283901.318890.00000
1872016.10.05 00:00modify360.051.283901.283700.00000
1882016.10.05 00:00modify350.051.283901.283701.24191
1892016.10.07 00:00modify360.051.283901.278310.00000
1902016.10.07 00:00modify350.051.283901.278311.24191
1912016.10.10 00:00t/p350.051.241911.278311.24191210.369902.92
1922016.10.10 00:00modify360.051.283901.268300.00000
1932016.10.11 00:00modify360.051.283901.259140.00000
1942016.10.12 00:00modify360.051.283901.245740.00000
1952016.10.13 00:00modify360.051.283901.238590.00000
1962016.10.14 00:00modify360.051.283901.234820.00000
1972016.10.17 00:00modify360.051.283901.230160.00000
1982016.10.18 00:00modify360.051.283901.226760.00000
1992016.10.19 00:00s/l360.051.226761.226760.00000286.7210189.64
2002017.01.10 00:00sell370.051.215850.000000.00000
2012017.01.10 00:00modify370.051.215851.250021.17485
2022017.01.10 00:00sell380.051.215850.000000.00000
2032017.01.10 00:00modify380.051.215851.250020.00000
2042017.01.16 00:00modify380.051.215851.215650.00000
2052017.01.16 00:00modify370.051.215851.215651.17485
2062017.01.18 00:00s/l370.051.215651.215651.174851.5410191.18
2072017.01.18 00:00s/l380.051.215651.215650.000001.5410192.72
2082017.01.24 00:00buy390.051.253280.000000.00000
2092017.01.24 00:00modify390.051.253281.210081.30512
2102017.01.24 00:00buy400.051.253280.000000.00000
2112017.01.24 00:00modify400.051.253281.210080.00000
2122017.02.02 00:00modify400.051.253281.256200.00000
2132017.02.02 00:00modify390.051.253281.256201.30512
2142017.02.03 00:00s/l390.051.256201.256201.3051212.7110205.43
2152017.02.03 00:00s/l400.051.256201.256200.0000012.7110218.14
2162017.03.02 00:00sell410.051.229080.000000.00000
2172017.03.02 00:00modify410.051.229081.260071.19189
2182017.03.02 00:00sell420.051.229080.000000.00000
2192017.03.02 00:00modify420.051.229081.260070.00000
2202017.03.08 00:00modify420.051.229081.228880.00000
2212017.03.08 00:00modify410.051.229081.228881.19189
2222017.03.08 00:00modify420.051.229081.228150.00000
2232017.03.08 00:00modify410.051.229081.228151.19189
2242017.03.09 00:00modify420.051.229081.224890.00000
2252017.03.09 00:00modify410.051.229081.224891.19189
2262017.03.10 00:00modify420.051.229081.222520.00000
2272017.03.10 00:00modify410.051.229081.222521.19189
2282017.03.13 00:00modify420.051.229081.220840.00000
2292017.03.13 00:00modify410.051.229081.220841.19189
2302017.03.14 00:00s/l410.051.220841.220841.1918941.8810260.02
2312017.03.14 00:00s/l420.051.220841.220840.0000041.8810301.90
2322017.04.19 00:00buy430.051.284060.000000.00000
2332017.04.19 00:00modify430.051.284061.253321.32095
2342017.04.19 00:00buy440.051.284060.000000.00000
2352017.04.19 00:00modify440.051.284061.253320.00000
2362017.04.24 00:00close440.051.282851.253320.00000-6.8410295.07
2372017.04.24 00:00close430.051.282851.253321.32095-6.8410288.23
2382017.05.01 00:00buy450.051.293170.000000.00000
2392017.05.01 00:00modify450.051.293171.266231.32550
2402017.05.01 00:00buy460.051.293170.000000.00000
2412017.05.01 00:00modify460.051.293171.266230.00000
2422017.05.08 00:00modify460.051.293171.293370.00000
2432017.05.08 00:00modify450.051.293171.293371.32550
2442017.05.09 00:00s/l450.051.293371.293371.32550-0.2610287.97
2452017.05.09 00:00s/l460.051.293371.293370.00000-0.2610287.71
2462017.05.29 00:00sell470.051.280210.000000.00000
2472017.05.29 00:00modify470.051.280211.306271.24894
2482017.05.29 00:00sell480.051.280210.000000.00000
2492017.05.29 00:00modify480.051.280211.306270.00000
2502017.06.07 00:00close480.051.290901.306270.00000-52.8410234.87
2512017.06.07 00:00close470.051.290901.306271.24894-52.8410182.03
2522017.07.17 00:00buy490.051.309760.000000.00000
2532017.07.17 00:00modify490.051.309761.281241.34398
2542017.07.17 00:00buy500.051.309760.000000.00000
2552017.07.17 00:00modify500.051.309761.281240.00000
2562017.08.01 00:00modify500.051.309761.309960.00000
2572017.08.01 00:00modify490.051.309761.309961.34398
2582017.08.01 00:00modify500.051.309761.311010.00000
2592017.08.01 00:00modify490.051.309761.311011.34398
2602017.08.02 00:00modify500.051.309761.313550.00000
2612017.08.02 00:00modify490.051.309761.313551.34398
2622017.08.03 00:00modify500.051.309761.315970.00000
2632017.08.03 00:00modify490.051.309761.315971.34398
2642017.08.04 00:00s/l490.051.315971.315971.3439827.9010209.93
2652017.08.04 00:00s/l500.051.315971.315970.0000027.9010237.83
2662017.08.16 00:00sell510.051.286900.000000.00000
2672017.08.16 00:00modify510.051.286901.313351.25516
2682017.08.16 00:00sell520.051.286900.000000.00000
2692017.08.16 00:00modify520.051.286901.313350.00000
2702017.08.24 00:00modify520.051.286901.286070.00000
2712017.08.24 00:00modify510.051.286901.286071.25516
2722017.08.25 00:00modify520.051.286901.284380.00000
2732017.08.25 00:00modify510.051.286901.284381.25516
2742017.08.28 00:00s/l510.051.284381.284381.2551613.4210251.25
2752017.08.28 00:00s/l520.051.284381.284380.0000013.4210264.66
2762017.09.11 00:00buy530.051.318530.000000.00000
2772017.09.11 00:00modify530.051.318531.294581.34727
2782017.09.11 00:00buy540.051.318530.000000.00000
2792017.09.11 00:00modify540.051.318531.294580.00000
2802017.09.13 00:00modify540.051.318531.318730.00000
2812017.09.13 00:00modify530.051.318531.318731.34727
2822017.09.14 00:00s/l530.051.318731.318731.347270.2110264.88
2832017.09.14 00:00s/l540.051.318731.318730.000000.2110265.09
2842017.09.15 00:00buy550.051.339750.000000.00000
2852017.09.15 00:00modify550.051.339751.311431.37373
2862017.09.15 00:00buy560.051.339750.000000.00000
2872017.09.15 00:00modify560.051.339751.311430.00000
2882017.09.18 00:00modify560.051.339751.339950.00000
2892017.09.18 00:00modify550.051.339751.339951.37373
2902017.09.20 00:00modify560.051.339751.341310.00000
2912017.09.20 00:00modify550.051.339751.341311.37373
2922017.09.21 00:00modify560.051.339751.343530.00000
2932017.09.21 00:00modify550.051.339751.343531.37373
2942017.09.22 00:00modify560.051.339751.347570.00000
2952017.09.22 00:00modify550.051.339751.347571.37373
2962017.09.25 00:00s/l550.051.347571.347571.3737337.8410302.93
2972017.09.25 00:00s/l560.051.347571.347570.0000037.8410340.77