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

СимволUSDCHF (US Dollar vs Swiss Franc)
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=3.2; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=60; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=60; ExitProfitMinutesClass=2; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=14; EADXLevel=30; ExitProfitMinutesADX=10; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=44; EBBDev=1; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=20; EDEMLevel=0.4; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=12; EWPRLevel=10; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=6; ESTODPer=34; ESTOSPer=22; ESTOLevel=20; ExitProfitMinutesSTO=6; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=8; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=4; 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 (12)
Чистая прибыль1739.18Общая прибыль2523.58Общий убыток-784.40
Прибыльность3.22Матожидание выигрыша28.05
Абсолютная просадка0.00Максимальная просадка341.45 (3.22%)Относительная просадка3.22% (341.45)
Всего сделок62Короткие позиции (% выигравших)38 (34.21%)Длинные позиции (% выигравших)24 (83.33%)
Прибыльные сделки (% от всех)33 (53.23%)Убыточные сделки (% от всех)29 (46.77%)
Самая большаяприбыльная сделка317.79убыточная сделка-95.52
Средняяприбыльная сделка76.47убыточная сделка-27.05
Максимальное количествонепрерывных выигрышей (прибыль)6 (818.95)непрерывных проигрышей (убыток)8 (-86.87)
Макс.непрерывная прибыль (число выигрышей)818.95 (6)непрерывный убыток (число проигрышей)-165.79 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00buy10.051.005920.000000.00000
22015.01.05 00:00modify10.051.005920.981831.02037
32015.01.05 00:00buy20.051.005920.000000.00000
42015.01.05 00:00modify20.051.005920.981830.00000
52015.01.09 00:00t/p10.051.020370.981831.0203772.2010072.20
62015.01.09 00:00modify20.051.005921.006120.00000
72015.01.09 00:00modify20.051.005921.013990.00000
82015.01.12 00:00s/l20.051.013991.013990.0000041.2710113.47
92015.02.18 00:00buy30.050.936560.000000.00000
102015.02.18 00:00modify30.050.936560.897210.96017
112015.02.18 00:00buy40.050.936560.000000.00000
122015.02.18 00:00modify40.050.936560.897210.00000
132015.02.27 00:00modify40.050.936560.936760.00000
142015.02.27 00:00modify30.050.936560.936760.96017
152015.03.04 00:00t/p30.050.960170.936760.96017125.7910239.26
162015.03.04 00:00modify40.050.936560.957340.00000
172015.03.05 00:00modify40.050.936560.959900.00000
182015.03.06 00:00modify40.050.936560.966630.00000
192015.03.09 00:00modify40.050.936560.976050.00000
202015.03.10 00:00modify40.050.936560.979900.00000
212015.03.11 00:00modify40.050.936560.989940.00000
222015.03.12 00:00modify40.050.936560.999250.00000
232015.03.13 00:00s/l40.050.999250.999250.00000317.7910557.05
242015.04.06 00:00sell50.050.951340.000000.00000
252015.04.06 00:00modify50.050.951340.992680.92654
262015.04.06 00:00sell60.050.951340.000000.00000
272015.04.06 00:00modify60.050.951340.992680.00000
282015.05.01 00:00modify60.050.951340.951140.00000
292015.05.01 00:00modify50.050.951340.951140.92654
302015.05.06 00:00t/p50.050.926540.951140.92654123.4010680.44
312015.05.06 00:00modify60.050.951340.930290.00000
322015.05.07 00:00modify60.050.951340.923260.00000
332015.05.11 00:00s/l60.050.923260.923260.00000138.5010818.95
342015.06.18 00:00sell70.050.921800.000000.00000
352015.06.18 00:00modify70.050.921800.955880.90135
362015.06.18 00:00sell80.050.921800.000000.00000
372015.06.18 00:00modify80.050.921800.955880.00000
382015.06.24 00:00close80.050.933750.955880.00000-65.3810753.56
392015.06.24 00:00close70.050.933750.955880.90135-65.3810688.18
402015.07.17 00:00buy90.050.957700.000000.00000
412015.07.17 00:00modify90.050.957700.925530.97700
422015.07.17 00:00buy100.050.957700.000000.00000
432015.07.17 00:00modify100.050.957700.925530.00000
442015.08.05 00:00t/p90.050.977000.925530.97700102.1710790.35
452015.08.05 00:00modify100.050.957700.957900.00000
462015.08.05 00:00modify100.050.957700.972900.00000
472015.08.06 00:00modify100.050.957700.975250.00000
482015.08.07 00:00modify100.050.957700.977840.00000
492015.08.10 00:00modify100.050.957700.980560.00000
502015.08.11 00:00s/l100.050.980560.980560.00000120.9710911.32
512015.08.24 00:00sell110.050.946110.000000.00000
522015.08.24 00:00modify110.050.946110.974000.92938
532015.08.24 00:00sell120.050.946110.000000.00000
542015.08.24 00:00modify120.050.946110.974000.00000
552015.08.25 00:00t/p110.050.929380.974000.9293889.5911000.91
562015.08.25 00:00modify120.050.946110.945910.00000
572015.08.25 00:00modify120.050.946110.943290.00000
582015.08.26 00:00s/l120.050.943290.943290.0000014.3211015.24
592015.10.15 00:00sell130.050.949320.000000.00000
602015.10.15 00:00modify130.050.949320.977900.93217
612015.10.15 00:00sell140.050.949320.000000.00000
622015.10.15 00:00modify140.050.949320.977900.00000
632015.10.20 00:00close140.050.956300.977900.00000-37.5410977.70
642015.10.20 00:00close130.050.956300.977900.93217-37.5410940.17
652015.10.27 00:00buy150.050.982640.000000.00000
662015.10.27 00:00modify150.050.982640.956610.99826
672015.10.27 00:00buy160.050.982640.000000.00000
682015.10.27 00:00modify160.050.982640.956610.00000
692015.10.29 00:00modify160.050.982640.982840.00000
702015.10.29 00:00modify150.050.982640.982840.99826
712015.11.09 00:00t/p150.050.998260.982840.9982680.4211020.59
722015.11.09 00:00modify160.050.982640.998860.00000
732015.11.10 00:00modify160.050.982641.000650.00000
742015.11.11 00:00modify160.050.982641.003510.00000
752015.11.12 00:00s/l160.051.003511.003510.00000107.6411128.22
762015.11.17 00:00buy170.051.009580.000000.00000
772015.11.17 00:00modify170.051.009580.984781.02446
782015.11.17 00:00buy180.051.009580.000000.00000
792015.11.17 00:00modify180.051.009580.984780.00000
802015.11.19 00:00modify180.051.009581.009780.00000
812015.11.19 00:00modify170.051.009581.009781.02446
822015.11.26 00:00t/p170.051.024461.009781.0244675.1211203.34
832015.11.26 00:00modify180.051.009581.018970.00000
842015.11.27 00:00modify180.051.009581.021040.00000
852015.11.30 00:00modify180.051.009581.025110.00000
862015.12.01 00:00modify180.051.009581.026510.00000
872015.12.02 00:00s/l180.051.026511.026510.0000085.6411288.98
882015.12.10 00:00sell190.050.983030.000000.00000
892015.12.10 00:00modify190.050.983031.012810.96516
902015.12.10 00:00sell200.050.983030.000000.00000
912015.12.10 00:00modify200.050.983031.012810.00000
922015.12.21 00:00close200.050.992731.012810.00000-52.0011236.98
932015.12.21 00:00close190.050.992731.012810.96516-52.0011184.99
942016.01.06 00:00buy210.051.008570.000000.00000
952016.01.06 00:00modify210.051.008570.980821.02522
962016.01.06 00:00buy220.051.008570.000000.00000
972016.01.06 00:00modify220.051.008570.980820.00000
982016.01.26 00:00modify220.051.008571.008770.00000
992016.01.26 00:00modify210.051.008571.008771.02522
1002016.02.01 00:00t/p210.051.025221.008771.0252286.8611271.85
1012016.02.01 00:00modify220.051.008571.018170.00000
1022016.02.02 00:00s/l220.051.018171.018170.0000052.6711324.52
1032016.02.09 00:00sell230.050.986790.000000.00000
1042016.02.09 00:00modify230.050.986791.015560.96953
1052016.02.09 00:00sell240.050.986790.000000.00000
1062016.02.09 00:00modify240.050.986791.015560.00000
1072016.02.10 00:00modify240.050.986790.986590.00000
1082016.02.10 00:00modify230.050.986790.986590.96953
1092016.02.12 00:00t/p230.050.969530.986590.9695387.0211411.54
1102016.02.12 00:00modify240.050.986790.975380.00000
1112016.02.15 00:00s/l240.050.975380.975380.0000056.2711467.81
1122016.03.17 00:00sell250.050.978000.000000.00000
1132016.03.17 00:00modify250.050.978001.007200.96048
1142016.03.17 00:00sell260.050.978000.000000.00000
1152016.03.17 00:00modify260.050.978001.007200.00000
1162016.03.28 00:00modify260.050.978000.977800.00000
1172016.03.28 00:00modify250.050.978000.977800.96048
1182016.03.29 00:00s/l250.050.977800.977800.96048-2.4511465.35
1192016.03.29 00:00s/l260.050.977800.977800.00000-2.4511462.90
1202016.03.31 00:00sell270.050.964800.000000.00000
1212016.03.31 00:00modify270.050.964800.991210.94895
1222016.03.31 00:00sell280.050.964800.000000.00000
1232016.03.31 00:00modify280.050.964800.991210.00000
1242016.04.11 00:00modify280.050.964800.964600.00000
1252016.04.11 00:00modify270.050.964800.964600.94895
1262016.04.14 00:00s/l270.050.964600.964600.94895-3.8411459.06
1272016.04.14 00:00s/l280.050.964600.964600.00000-3.8411455.22
1282016.05.18 00:00buy290.050.980440.000000.00000
1292016.05.18 00:00modify290.050.980440.957350.99429
1302016.05.18 00:00buy300.050.980440.000000.00000
1312016.05.18 00:00modify300.050.980440.957350.00000
1322016.05.20 00:00modify300.050.980440.980640.00000
1332016.05.20 00:00modify290.050.980440.980640.99429
1342016.05.30 00:00t/p290.050.994290.980640.9942972.1311527.36
1352016.05.30 00:00modify300.050.980440.992180.00000
1362016.05.31 00:00s/l300.050.992180.992180.0000061.8711589.23
1372016.06.08 00:00sell310.050.964840.000000.00000
1382016.06.08 00:00modify310.050.964840.984250.95319
1392016.06.08 00:00sell320.050.964840.000000.00000
1402016.06.08 00:00modify320.050.964840.984250.00000
1412016.06.17 00:00close320.050.964900.984250.00000-4.1411585.08
1422016.06.17 00:00close310.050.964900.984250.95319-4.1411580.94
1432016.07.13 00:00buy330.050.989040.000000.00000
1442016.07.13 00:00modify330.050.989040.963781.00420
1452016.07.13 00:00buy340.050.989040.000000.00000
1462016.07.13 00:00modify340.050.989040.963780.00000
1472016.07.28 00:00close340.050.985880.963780.00000-12.5111568.43
1482016.07.28 00:00close330.050.985880.963781.00420-12.5111555.92
1492016.08.17 00:00sell350.050.961640.000000.00000
1502016.08.17 00:00modify350.050.961640.983410.94858
1512016.08.17 00:00sell360.050.961640.000000.00000
1522016.08.17 00:00modify360.050.961640.983410.00000
1532016.08.26 00:00close360.050.967580.983410.00000-34.5311521.39
1542016.08.26 00:00close350.050.967580.983410.94858-34.5311486.85
1552016.10.12 00:00buy370.050.988510.000000.00000
1562016.10.12 00:00modify370.050.988510.966841.00151
1572016.10.12 00:00buy380.050.988510.000000.00000
1582016.10.12 00:00modify380.050.988510.966840.00000
1592016.10.24 00:00modify380.050.988510.988710.00000
1602016.10.24 00:00modify370.050.988510.988711.00151
1612016.10.31 00:00s/l370.050.988710.988711.001514.9411491.80
1622016.10.31 00:00s/l380.050.988710.988710.000004.9411496.74
1632016.11.07 00:00sell390.050.976740.000000.00000
1642016.11.07 00:00modify390.050.976740.995250.96563
1652016.11.07 00:00sell400.050.976740.000000.00000
1662016.11.07 00:00modify400.050.976740.995250.00000
1672016.11.10 00:00t/p390.050.965630.995250.9656354.7011551.44
1682016.11.15 00:00s/l400.050.995250.995250.00000-95.5211455.92
1692016.11.16 00:00buy410.051.001730.000000.00000
1702016.11.16 00:00modify410.051.001730.976331.01697
1712016.11.16 00:00buy420.051.001730.000000.00000
1722016.11.16 00:00modify420.051.001730.976330.00000
1732016.11.24 00:00t/p410.051.016970.976331.0169777.0411532.96
1742016.11.24 00:00modify420.051.001731.001930.00000
1752016.11.24 00:00modify420.051.001731.012820.00000
1762016.11.25 00:00modify420.051.001731.014230.00000
1772016.11.28 00:00s/l420.051.014231.014230.0000064.2411597.21
1782016.12.16 00:00buy430.051.029860.000000.00000
1792016.12.16 00:00modify430.051.029861.005211.04465
1802016.12.16 00:00buy440.051.029860.000000.00000
1812016.12.16 00:00modify440.051.029861.005210.00000
1822016.12.29 00:00close440.051.028131.005210.00000-5.7211591.49
1832016.12.29 00:00close430.051.028131.005211.04465-5.7211585.77
1842017.01.18 00:00sell450.051.001350.000000.00000
1852017.01.18 00:00modify450.051.001351.026300.98638
1862017.01.18 00:00sell460.051.001350.000000.00000
1872017.01.18 00:00modify460.051.001351.026300.00000
1882017.02.01 00:00t/p450.050.986381.026300.9863870.7711656.54
1892017.02.01 00:00modify460.051.001351.001150.00000
1902017.02.01 00:00modify460.051.001350.993760.00000
1912017.02.02 00:00s/l460.050.993760.993760.0000032.3111688.85
1922017.03.17 00:00sell470.050.995950.000000.00000
1932017.03.17 00:00modify470.050.995951.014900.98458
1942017.03.17 00:00sell480.050.995950.000000.00000
1952017.03.17 00:00modify480.050.995951.014900.00000
1962017.03.28 00:00t/p470.050.984581.014900.9845854.5411743.39
1972017.03.28 00:00modify480.050.995950.995750.00000
1982017.03.28 00:00modify480.050.995950.989120.00000
1992017.03.29 00:00s/l480.050.989120.989120.0000030.9311774.32
2002017.05.05 00:00sell490.050.986240.000000.00000
2012017.05.05 00:00modify490.050.986241.002730.97635
2022017.05.05 00:00sell500.050.986240.000000.00000
2032017.05.05 00:00modify500.050.986241.002730.00000
2042017.05.10 00:00s/l490.051.002731.002730.97635-82.9011691.42
2052017.05.10 00:00s/l500.051.002731.002730.00000-82.9011608.53
2062017.05.17 00:00sell510.050.985420.000000.00000
2072017.05.17 00:00modify510.050.985421.004980.97368
2082017.05.17 00:00sell520.050.985420.000000.00000
2092017.05.17 00:00modify520.050.985421.004980.00000
2102017.05.22 00:00t/p510.050.973681.004980.9736858.5511667.08
2112017.05.22 00:00modify520.050.985420.985220.00000
2122017.05.22 00:00modify520.050.985420.977930.00000
2132017.05.23 00:00modify520.050.985420.975620.00000
2142017.05.24 00:00s/l520.050.975620.975620.0000047.7811714.86
2152017.06.01 00:00sell530.050.967710.000000.00000
2162017.06.01 00:00modify530.050.967710.989710.95451
2172017.06.01 00:00sell540.050.967710.000000.00000
2182017.06.01 00:00modify540.050.967710.989710.00000
2192017.06.12 00:00close540.050.968700.989710.00000-8.2511706.61
2202017.06.12 00:00close530.050.968700.989710.95451-8.2511698.36
2212017.06.28 00:00sell550.050.960130.000000.00000
2222017.06.28 00:00modify550.050.960130.977840.94950
2232017.06.28 00:00sell560.050.960130.000000.00000
2242017.06.28 00:00modify560.050.960130.977840.00000
2252017.07.04 00:00close560.050.963420.977840.00000-19.1611679.20
2262017.07.04 00:00close550.050.963420.977840.94950-19.1611660.04
2272017.07.19 00:00sell570.050.954510.000000.00000
2282017.07.19 00:00modify570.050.954510.973110.94335
2292017.07.19 00:00sell580.050.954510.000000.00000
2302017.07.19 00:00modify580.050.954510.973110.00000
2312017.07.24 00:00modify580.050.954510.954310.00000
2322017.07.24 00:00modify570.050.954510.954310.94335
2332017.07.27 00:00s/l570.050.954310.954310.94335-2.4311657.61
2342017.07.27 00:00s/l580.050.954310.954310.00000-2.4311655.17
2352017.08.28 00:00sell590.050.954610.000000.00000
2362017.08.28 00:00modify590.050.954610.977500.94088
2372017.08.28 00:00sell600.050.954610.000000.00000
2382017.08.28 00:00modify600.050.954610.977500.00000
2392017.09.07 00:00close600.050.956410.977500.00000-13.5911641.58
2402017.09.07 00:00close590.050.956410.977500.94088-13.5911627.99
2412017.10.23 00:00buy610.050.984990.000000.00000
2422017.10.23 00:00modify610.050.984990.965440.99672
2432017.10.23 00:00buy620.050.984990.000000.00000
2442017.10.23 00:00modify620.050.984990.965440.00000
2452017.10.27 00:00t/p610.050.996720.965440.9967260.1111688.10
2462017.10.27 00:00modify620.050.984990.985190.00000
2472017.10.27 00:00modify620.050.984990.992510.00000
2482017.10.30 00:00modify620.050.984990.994820.00000
2492017.10.31 00:00s/l620.050.994820.994820.0000051.0811739.18