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

СимволAUDJPY (Australian Dollar vs Japanese Yen)
ПериодДень (D1) 2015.01.02 00:00 - 2017.10.31 23:59 (2015.01.01 - 2020.01.01)
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=4.4; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=3; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=40; ExitProfitMinutesClass=20; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=14; EADXLevel=10; ExitProfitMinutesADX=18; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=30; EBBDev=2; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=24; EDEMLevel=0.4; ExitProfitMinutesDEM=6; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=24; EWPRLevel=8; ExitProfitMinutesWPR=8; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=16; ESTODPer=34; ESTOSPer=24; ESTOLevel=30; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=10; ExitProfitMinutesRVI=16; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=6; iMAPeriod=38; 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 истории1736Смоделировано тиков2471Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (15)
Чистая прибыль213.17Общая прибыль1274.24Общий убыток-1061.08
Прибыльность1.20Матожидание выигрыша4.63
Абсолютная просадка225.70Максимальная просадка813.18 (7.61%)Относительная просадка7.61% (813.18)
Всего сделок46Короткие позиции (% выигравших)20 (15.00%)Длинные позиции (% выигравших)26 (69.23%)
Прибыльные сделки (% от всех)21 (45.65%)Убыточные сделки (% от всех)25 (54.35%)
Самая большаяприбыльная сделка241.42убыточная сделка-166.43
Средняяприбыльная сделка60.68убыточная сделка-42.44
Максимальное количествонепрерывных выигрышей (прибыль)8 (614.44)непрерывных проигрышей (убыток)8 (-344.05)
Макс.непрерывная прибыль (число выигрышей)614.44 (8)непрерывный убыток (число проигрышей)-344.05 (8)
Среднийнепрерывный выигрыш3непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.26 00:00sell10.0592.7920.0000.000
22015.01.26 00:00modify10.0592.79296.34188.533
32015.01.26 00:00sell20.0592.7920.0000.000
42015.01.26 00:00modify20.0592.79296.3410.000
52015.02.02 00:00modify20.0592.79292.7720.000
62015.02.02 00:00modify10.0592.79292.77288.533
72015.02.09 00:00s/l10.0592.77292.77288.533-1.939998.07
82015.02.09 00:00s/l20.0592.77292.7720.000-1.939996.14
92015.03.24 00:00buy30.0594.4290.0000.000
102015.03.24 00:00modify30.0594.42991.42198.039
112015.03.24 00:00buy40.0594.4290.0000.000
122015.03.24 00:00modify40.0594.42991.4210.000
132015.03.27 00:00close40.0593.34191.4210.000-47.459948.69
142015.03.27 00:00close30.0593.34191.42198.039-47.459901.23
152015.04.01 00:00sell50.0591.4150.0000.000
162015.04.01 00:00modify50.0591.41594.49587.719
172015.04.01 00:00sell60.0591.4150.0000.000
182015.04.01 00:00modify60.0591.41594.4950.000
192015.04.10 00:00close60.0592.80394.4950.000-63.479837.77
202015.04.10 00:00close50.0592.80394.49587.719-63.479774.30
212015.04.28 00:00buy70.0593.5050.0000.000
222015.04.28 00:00modify70.0593.50590.64396.939
232015.04.28 00:00buy80.0593.5050.0000.000
242015.04.28 00:00modify80.0593.50590.6430.000
252015.04.29 00:00modify80.0593.50593.5250.000
262015.04.29 00:00modify70.0593.50593.52596.939
272015.05.07 00:00modify80.0593.50593.5540.000
282015.05.07 00:00modify70.0593.50593.55496.939
292015.05.08 00:00modify80.0593.50593.5700.000
302015.05.08 00:00modify70.0593.50593.57096.939
312015.05.11 00:00modify80.0593.50593.6110.000
322015.05.11 00:00modify70.0593.50593.61196.939
332015.05.12 00:00modify80.0593.50593.6380.000
342015.05.12 00:00modify70.0593.50593.63896.939
352015.05.13 00:00modify80.0593.50593.7150.000
362015.05.13 00:00modify70.0593.50593.71596.939
372015.05.14 00:00modify80.0593.50593.8100.000
382015.05.14 00:00modify70.0593.50593.81096.939
392015.05.15 00:00t/p70.0596.93993.81096.939153.789928.08
402015.05.15 00:00modify80.0593.50593.8670.000
412015.05.18 00:00modify80.0593.50593.9120.000
422015.05.19 00:00modify80.0593.50593.9610.000
432015.05.20 00:00modify80.0593.50593.9920.000
442015.05.21 00:00modify80.0593.50594.0290.000
452015.05.22 00:00modify80.0593.50594.0700.000
462015.05.26 00:00modify80.0593.50594.1070.000
472015.05.27 00:00modify80.0593.50594.1360.000
482015.05.28 00:00modify80.0593.50594.1870.000
492015.06.01 00:00modify80.0593.50594.2010.000
502015.06.02 00:00modify80.0593.50594.2190.000
512015.06.03 00:00modify80.0593.50594.3150.000
522015.06.04 00:00modify80.0593.50594.3820.000
532015.06.08 00:00modify80.0593.50594.4220.000
542015.06.09 00:00modify80.0593.50594.4610.000
552015.06.10 00:00modify80.0593.50594.4840.000
562015.06.12 00:00modify80.0593.50594.5320.000
572015.06.15 00:00modify80.0593.50594.5460.000
582015.06.16 00:00modify80.0593.50594.5860.000
592015.06.17 00:00modify80.0593.50594.6080.000
602015.06.18 00:00modify80.0593.50594.6350.000
612015.06.19 00:00modify80.0593.50594.6740.000
622015.06.23 00:00modify80.0593.50594.6920.000
632015.06.24 00:00modify80.0593.50594.7330.000
642015.06.26 00:00modify80.0593.50594.7670.000
652015.06.29 00:00s/l80.0594.76794.7670.00062.869990.93
662015.06.30 00:00sell90.0594.0980.0000.000
672015.06.30 00:00modify90.0594.09896.96990.653
682015.06.30 00:00sell100.0594.0980.0000.000
692015.06.30 00:00modify100.0594.09896.9690.000
702015.07.06 00:00modify100.0594.09894.0780.000
712015.07.06 00:00modify90.0594.09894.07890.653
722015.07.08 00:00t/p90.0590.65394.07890.653150.4610141.40
732015.07.16 00:00modify100.0594.09894.0090.000
742015.07.17 00:00modify100.0594.09893.9710.000
752015.07.20 00:00modify100.0594.09893.9000.000
762015.07.21 00:00modify100.0594.09893.8430.000
772015.07.22 00:00modify100.0594.09893.8040.000
782015.07.23 00:00modify100.0594.09893.7340.000
792015.07.24 00:00modify100.0594.09893.6580.000
802015.07.27 00:00modify100.0594.09893.5400.000
812015.07.28 00:00modify100.0594.09893.4260.000
822015.07.29 00:00modify100.0594.09893.3880.000
832015.07.30 00:00modify100.0594.09893.3020.000
842015.07.31 00:00modify100.0594.09893.2350.000
852015.08.03 00:00modify100.0594.09893.1690.000
862015.08.04 00:00modify100.0594.09893.0830.000
872015.08.06 00:00modify100.0594.09893.0600.000
882015.08.07 00:00modify100.0594.09893.0190.000
892015.08.10 00:00modify100.0594.09893.0050.000
902015.08.12 00:00modify100.0594.09892.9330.000
912015.08.13 00:00modify100.0594.09892.9090.000
922015.08.14 00:00modify100.0594.09892.8740.000
932015.08.17 00:00modify100.0594.09892.8460.000
942015.08.18 00:00modify100.0594.09892.8200.000
952015.08.19 00:00modify100.0594.09892.7680.000
962015.08.20 00:00modify100.0594.09892.7200.000
972015.08.21 00:00modify100.0594.09892.6510.000
982015.08.24 00:00modify100.0594.09892.5340.000
992015.08.25 00:00modify100.0594.09892.2140.000
1002015.08.26 00:00modify100.0594.09892.0320.000
1012015.08.27 00:00modify100.0594.09891.8880.000
1022015.08.28 00:00modify100.0594.09891.7870.000
1032015.08.31 00:00modify100.0594.09891.6710.000
1042015.09.01 00:00modify100.0594.09891.5090.000
1052015.09.02 00:00modify100.0594.09891.2430.000
1062015.09.03 00:00modify100.0594.09891.0990.000
1072015.09.04 00:00modify100.0594.09890.9060.000
1082015.09.07 00:00modify100.0594.09890.6330.000
1092015.09.08 00:00modify100.0594.09890.4350.000
1102015.09.09 00:00modify100.0594.09890.3120.000
1112015.09.10 00:00modify100.0594.09890.1470.000
1122015.09.11 00:00modify100.0594.09890.0570.000
1132015.09.14 00:00modify100.0594.09889.9380.000
1142015.09.15 00:00modify100.0594.09889.8380.000
1152015.09.16 00:00modify100.0594.09889.7410.000
1162015.09.17 00:00modify100.0594.09889.6840.000
1172015.09.18 00:00modify100.0594.09889.5780.000
1182015.09.21 00:00modify100.0594.09889.4990.000
1192015.09.22 00:00modify100.0594.09889.4010.000
1202015.09.23 00:00modify100.0594.09889.2670.000
1212015.09.24 00:00modify100.0594.09889.1130.000
1222015.09.25 00:00modify100.0594.09888.9740.000
1232015.09.28 00:00modify100.0594.09888.8810.000
1242015.09.29 00:00modify100.0594.09888.7260.000
1252015.09.30 00:00modify100.0594.09888.5970.000
1262015.10.01 00:00modify100.0594.09888.4920.000
1272015.10.02 00:00modify100.0594.09888.3890.000
1282015.10.05 00:00modify100.0594.09888.2990.000
1292015.10.06 00:00modify100.0594.09888.2400.000
1302015.10.07 00:00modify100.0594.09888.2050.000
1312015.10.08 00:00modify100.0594.09888.1690.000
1322015.10.09 00:00modify100.0594.09888.1560.000
1332015.10.12 00:00s/l100.0588.15688.1560.000241.4210382.82
1342015.10.12 00:00buy110.0588.0430.0000.000
1352015.10.12 00:00modify110.0588.04384.40992.404
1362015.10.12 00:00buy120.0588.0430.0000.000
1372015.10.12 00:00modify120.0588.04384.4090.000
1382015.10.13 00:00modify120.0588.04388.0640.000
1392015.10.13 00:00modify110.0588.04388.06492.404
1402015.10.14 00:00s/l110.0588.06488.06492.4041.1610383.98
1412015.10.14 00:00s/l120.0588.06488.0640.0001.1610385.14
1422015.11.20 00:00buy130.0588.3880.0000.000
1432015.11.20 00:00modify130.0588.38886.02391.226
1442015.11.20 00:00buy140.0588.3880.0000.000
1452015.11.20 00:00modify140.0588.38886.0230.000
1462015.11.27 00:00modify140.0588.38888.4080.000
1472015.11.27 00:00modify130.0588.38888.40891.226
1482015.11.30 00:00s/l130.0588.40888.40891.2261.8010386.94
1492015.11.30 00:00s/l140.0588.40888.4080.0001.8010388.74
1502015.12.02 00:00buy150.0590.0300.0000.000
1512015.12.02 00:00modify150.0590.03087.75892.756
1522015.12.02 00:00buy160.0590.0300.0000.000
1532015.12.02 00:00modify160.0590.03087.7580.000
1542015.12.09 00:00close160.0588.72587.7580.000-56.7910331.95
1552015.12.09 00:00close150.0588.72587.75892.756-56.7910275.15
1562016.01.05 00:00sell170.0585.6680.0000.000
1572016.01.05 00:00modify170.0585.66888.85381.846
1582016.01.05 00:00sell180.0585.6680.0000.000
1592016.01.05 00:00modify180.0585.66888.8530.000
1602016.01.07 00:00modify180.0585.66885.6480.000
1612016.01.07 00:00modify170.0585.66885.64881.846
1622016.01.11 00:00t/p170.0581.84685.64881.846167.5110442.66
1632016.02.01 00:00s/l180.0585.64885.6480.000-4.5410438.12
1642016.03.07 00:00buy190.0584.4830.0000.000
1652016.03.07 00:00modify190.0584.48379.68390.243
1662016.03.07 00:00buy200.0584.4830.0000.000
1672016.03.07 00:00modify200.0584.48379.6830.000
1682016.03.22 00:00modify200.0584.48384.5030.000
1692016.03.22 00:00modify190.0584.48384.50390.243
1702016.03.23 00:00s/l190.0584.50384.50390.2432.7210440.85
1712016.03.23 00:00s/l200.0584.50384.5030.0002.7210443.57
1722016.04.06 00:00sell210.0583.2210.0000.000
1732016.04.06 00:00modify210.0583.22187.07578.596
1742016.04.06 00:00sell220.0583.2210.0000.000
1752016.04.06 00:00modify220.0583.22187.0750.000
1762016.04.08 00:00modify220.0583.22183.2010.000
1772016.04.08 00:00modify210.0583.22183.20178.596
1782016.04.13 00:00s/l210.0583.20183.20178.596-0.5210443.04
1792016.04.13 00:00s/l220.0583.20183.2010.000-0.5210442.52
1802016.05.04 00:00sell230.0580.0070.0000.000
1812016.05.04 00:00modify230.0580.00784.46674.656
1822016.05.04 00:00sell240.0580.0070.0000.000
1832016.05.04 00:00modify240.0580.00784.4660.000
1842016.05.30 00:00modify240.0580.00779.9870.000
1852016.05.30 00:00modify230.0580.00779.98774.656
1862016.06.01 00:00s/l230.0579.98779.98774.656-4.7410437.78
1872016.06.01 00:00s/l240.0579.98779.9870.000-4.7410433.04
1882016.06.15 00:00sell250.0577.9070.0000.000
1892016.06.15 00:00modify250.0577.90780.74174.506
1902016.06.15 00:00sell260.0577.9070.0000.000
1912016.06.15 00:00modify260.0577.90780.7410.000
1922016.06.17 00:00modify260.0577.90777.8870.000
1932016.06.17 00:00modify250.0577.90777.88774.506
1942016.06.21 00:00s/l250.0577.88777.88774.506-0.3210432.72
1952016.06.21 00:00s/l260.0577.88777.8870.000-0.3210432.39
1962016.06.24 00:00buy270.0581.2770.0000.000
1972016.06.24 00:00modify270.0581.27777.50485.805
1982016.06.24 00:00buy280.0581.2770.0000.000
1992016.06.24 00:00modify280.0581.27777.5040.000
2002016.06.27 00:00s/l270.0577.50477.50485.805-166.4310265.96
2012016.06.27 00:00s/l280.0577.50477.5040.000-166.4310099.52
2022016.10.06 00:00buy290.0578.8280.0000.000
2032016.10.06 00:00modify290.0578.82876.29381.870
2042016.10.06 00:00buy300.0578.8280.0000.000
2052016.10.06 00:00modify300.0578.82876.2930.000
2062016.10.19 00:00modify300.0578.82878.8480.000
2072016.10.19 00:00modify290.0578.82878.84881.870
2082016.10.24 00:00s/l290.0578.84878.84881.8702.7310102.26
2092016.10.24 00:00s/l300.0578.84878.8480.0002.7310104.99
2102016.11.09 00:00buy310.0581.3870.0000.000
2112016.11.09 00:00modify310.0581.38778.72884.578
2122016.11.09 00:00buy320.0581.3870.0000.000
2132016.11.09 00:00modify320.0581.38778.7280.000
2142016.11.10 00:00s/l310.0578.72878.72884.578-117.039987.96
2152016.11.10 00:00s/l320.0578.72878.7280.000-117.039870.92
2162016.11.24 00:00buy330.0583.0760.0000.000
2172016.11.24 00:00modify330.0583.07679.40287.485
2182016.11.24 00:00buy340.0583.0760.0000.000
2192016.11.24 00:00modify340.0583.07679.4020.000
2202016.11.30 00:00modify340.0583.07683.0960.000
2212016.11.30 00:00modify330.0583.07683.09687.485
2222016.12.16 00:00t/p330.0587.48583.09687.485197.1710068.09
2232017.01.19 00:00modify340.0583.07683.1920.000
2242017.01.20 00:00modify340.0583.07683.3060.000
2252017.01.23 00:00modify340.0583.07683.3820.000
2262017.01.24 00:00modify340.0583.07683.4090.000
2272017.01.25 00:00modify340.0583.07683.5020.000
2282017.01.26 00:00modify340.0583.07683.5460.000
2292017.01.27 00:00modify340.0583.07683.6300.000
2302017.01.30 00:00modify340.0583.07683.7260.000
2312017.01.31 00:00modify340.0583.07683.7600.000
2322017.02.01 00:00modify340.0583.07683.7960.000
2332017.02.02 00:00modify340.0583.07683.8580.000
2342017.02.03 00:00modify340.0583.07683.9340.000
2352017.02.06 00:00modify340.0583.07684.0010.000
2362017.02.07 00:00modify340.0583.07684.0200.000
2372017.02.08 00:00modify340.0583.07684.0670.000
2382017.02.09 00:00modify340.0583.07684.1010.000
2392017.02.10 00:00modify340.0583.07684.1770.000
2402017.02.13 00:00modify340.0583.07684.2690.000
2412017.02.14 00:00modify340.0583.07684.3280.000
2422017.02.15 00:00modify340.0583.07684.4270.000
2432017.02.16 00:00modify340.0583.07684.5320.000
2442017.02.17 00:00modify340.0583.07684.5750.000
2452017.02.20 00:00modify340.0583.07684.6080.000
2462017.02.21 00:00modify340.0583.07684.6760.000
2472017.02.22 00:00modify340.0583.07684.7490.000
2482017.02.23 00:00modify340.0583.07684.8140.000
2492017.02.24 00:00modify340.0583.07684.8560.000
2502017.02.28 00:00modify340.0583.07684.9140.000
2512017.03.01 00:00modify340.0583.07684.9460.000
2522017.03.02 00:00modify340.0583.07685.0310.000
2532017.03.03 00:00modify340.0583.07685.0540.000
2542017.03.06 00:00modify340.0583.07685.0860.000
2552017.03.07 00:00modify340.0583.07685.1140.000
2562017.03.08 00:00modify340.0583.07685.1530.000
2572017.03.09 00:00modify340.0583.07685.1640.000
2582017.03.10 00:00modify340.0583.07685.1970.000
2592017.03.13 00:00modify340.0583.07685.2400.000
2602017.03.14 00:00modify340.0583.07685.2910.000
2612017.03.15 00:00modify340.0583.07685.3220.000
2622017.03.16 00:00modify340.0583.07685.3930.000
2632017.03.17 00:00modify340.0583.07685.4240.000
2642017.03.20 00:00modify340.0583.07685.4490.000
2652017.03.21 00:00modify340.0583.07685.4920.000
2662017.03.23 00:00s/l340.0585.49285.4920.000120.3710188.45
2672017.03.23 00:00sell350.0585.3800.0000.000
2682017.03.23 00:00modify350.0585.38087.62182.691
2692017.03.23 00:00sell360.0585.3800.0000.000
2702017.03.23 00:00modify360.0585.38087.6210.000
2712017.03.24 00:00modify360.0585.38085.3600.000
2722017.03.24 00:00modify350.0585.38085.36082.691
2732017.03.31 00:00s/l350.0585.36085.36082.691-0.7210187.74
2742017.03.31 00:00s/l360.0585.36085.3600.000-0.7210187.02
2752017.04.12 00:00sell370.0582.1680.0000.000
2762017.04.12 00:00modify370.0582.16884.81178.996
2772017.04.12 00:00sell380.0582.1680.0000.000
2782017.04.12 00:00modify380.0582.16884.8110.000
2792017.04.27 00:00close380.0582.99084.8110.000-39.6910147.33
2802017.04.27 00:00close370.0582.99084.81178.996-39.6910107.64
2812017.06.16 00:00buy390.0584.0460.0000.000
2822017.06.16 00:00modify390.0584.04681.79386.750
2832017.06.16 00:00buy400.0584.0460.0000.000
2842017.06.16 00:00modify400.0584.04681.7930.000
2852017.06.20 00:00modify400.0584.04684.0660.000
2862017.06.20 00:00modify390.0584.04684.06686.750
2872017.06.22 00:00s/l390.0584.06684.06686.7501.5710109.21
2882017.06.22 00:00s/l400.0584.06684.0660.0001.5710110.78
2892017.06.28 00:00buy410.0585.1820.0000.000
2902017.06.28 00:00modify410.0585.18282.98587.818
2912017.06.28 00:00buy420.0585.1820.0000.000
2922017.06.28 00:00modify420.0585.18282.9850.000
2932017.06.30 00:00modify420.0585.18285.2020.000
2942017.06.30 00:00modify410.0585.18285.20287.818
2952017.07.17 00:00t/p410.0587.81885.20287.818118.5610229.34
2962017.07.26 00:00modify420.0585.18285.3230.000
2972017.07.27 00:00modify420.0585.18285.4230.000
2982017.07.28 00:00modify420.0585.18285.4960.000
2992017.07.31 00:00modify420.0585.18285.5610.000
3002017.08.01 00:00modify420.0585.18285.6290.000
3012017.08.02 00:00modify420.0585.18285.6800.000
3022017.08.03 00:00modify420.0585.18285.7510.000
3032017.08.04 00:00modify420.0585.18285.7760.000
3042017.08.07 00:00modify420.0585.18285.8280.000
3052017.08.08 00:00modify420.0585.18285.8730.000
3062017.08.09 00:00modify420.0585.18285.9010.000
3072017.08.11 00:00sell430.0585.9760.0000.000
3082017.08.11 00:00modify430.0585.97688.34683.132
3092017.08.11 00:00sell440.0585.9760.0000.000
3102017.08.11 00:00modify440.0585.97688.3460.000
3112017.08.14 00:00s/l420.0585.90185.9010.00037.1610266.50
3122017.08.25 00:00close440.0586.57388.3460.000-29.1610237.34
3132017.08.25 00:00close430.0586.57388.34683.132-29.1610208.18
3142017.09.13 00:00buy450.0588.3140.0000.000
3152017.09.13 00:00modify450.0588.31485.72491.422
3162017.09.13 00:00buy460.0588.3140.0000.000
3172017.09.13 00:00modify460.0588.31485.7240.000
3182017.09.20 00:00modify460.0588.31488.3340.000
3192017.09.20 00:00modify450.0588.31488.33491.422
3202017.09.27 00:00s/l450.0588.33488.33491.4222.4910210.67
3212017.09.27 00:00s/l460.0588.33488.3340.0002.4910213.17