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

СимволEURCAD (Euro vs Canadian Dollar)
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=2; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=3; 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 истории1737Смоделировано тиков2473Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (19)
Чистая прибыль1139.09Общая прибыль2131.15Общий убыток-992.06
Прибыльность2.15Матожидание выигрыша15.82
Абсолютная просадка419.83Максимальная просадка419.83 (4.20%)Относительная просадка4.20% (419.83)
Всего сделок72Короткие позиции (% выигравших)38 (63.16%)Длинные позиции (% выигравших)34 (76.47%)
Прибыльные сделки (% от всех)50 (69.44%)Убыточные сделки (% от всех)22 (30.56%)
Самая большаяприбыльная сделка203.82убыточная сделка-114.77
Средняяприбыльная сделка42.62убыточная сделка-45.09
Максимальное количествонепрерывных выигрышей (прибыль)10 (399.31)непрерывных проигрышей (убыток)4 (-416.05)
Макс.непрерывная прибыль (число выигрышей)446.43 (7)непрерывный убыток (число проигрышей)-416.05 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.09 00:00sell10.051.394610.000000.00000
22015.01.09 00:00modify10.051.394611.418661.38499
32015.01.09 00:00sell20.051.394610.000000.00000
42015.01.09 00:00modify20.051.394611.418660.00000
52015.01.14 00:00s/l10.051.418661.418661.38499-93.269906.74
62015.01.14 00:00s/l20.051.418661.418660.00000-93.269813.49
72015.01.22 00:00buy30.051.432570.000000.00000
82015.01.22 00:00modify30.051.432571.403201.44432
92015.01.22 00:00buy40.051.432570.000000.00000
102015.01.22 00:00modify40.051.432571.403200.00000
112015.01.26 00:00s/l30.051.403201.403201.44432-114.779698.72
122015.01.26 00:00s/l40.051.403201.403200.00000-114.779583.95
132015.02.27 00:00sell50.051.401280.000000.00000
142015.02.27 00:00modify50.051.401281.432411.38883
152015.02.27 00:00sell60.051.401280.000000.00000
162015.02.27 00:00modify60.051.401281.432410.00000
172015.03.04 00:00modify60.051.401281.401080.00000
182015.03.04 00:00modify50.051.401281.401081.38883
192015.03.05 00:00t/p50.051.388831.401081.3888349.229633.17
202015.03.05 00:00modify60.051.401281.392560.00000
212015.03.06 00:00modify60.051.401281.388510.00000
222015.03.09 00:00modify60.051.401281.381460.00000
232015.03.10 00:00modify60.051.401281.375900.00000
242015.03.11 00:00modify60.051.401281.366810.00000
252015.03.12 00:00modify60.051.401281.359450.00000
262015.03.13 00:00modify60.051.401281.355400.00000
272015.03.16 00:00modify60.051.401281.349440.00000
282015.03.17 00:00s/l60.051.349441.349440.00000203.829836.99
292015.04.13 00:00sell70.051.331120.000000.00000
302015.04.13 00:00modify70.051.331121.360201.31949
312015.04.13 00:00sell80.051.331120.000000.00000
322015.04.13 00:00modify80.051.331121.360200.00000
332015.04.16 00:00t/p70.051.319491.360201.3194945.909882.89
342015.04.16 00:00modify80.051.331121.330920.00000
352015.04.16 00:00modify80.051.331121.327070.00000
362015.04.17 00:00modify80.051.331121.321940.00000
372015.04.20 00:00s/l80.051.321941.321940.0000036.619919.50
382015.06.03 00:00buy90.051.382710.000000.00000
392015.06.03 00:00modify90.051.382711.354201.39411
402015.06.03 00:00buy100.051.382710.000000.00000
412015.06.03 00:00modify100.051.382711.354200.00000
422015.06.04 00:00t/p90.051.394111.354201.3941143.789963.28
432015.06.04 00:00modify100.051.382711.382910.00000
442015.06.05 00:00modify100.051.382711.388280.00000
452015.06.08 00:00s/l100.051.388281.388280.0000020.679983.94
462015.07.09 00:00buy110.051.411400.000000.00000
472015.07.09 00:00modify110.051.411401.381331.42343
482015.07.09 00:00buy120.051.411400.000000.00000
492015.07.09 00:00modify120.051.411401.381330.00000
502015.07.13 00:00t/p110.051.423431.381331.4234346.4310030.38
512015.07.15 00:00close120.051.400961.381330.00000-41.479988.91
522015.07.24 00:00buy130.051.432070.000000.00000
532015.07.24 00:00modify130.051.432071.401431.44433
542015.07.24 00:00buy140.051.432070.000000.00000
552015.07.24 00:00modify140.051.432071.401430.00000
562015.07.28 00:00t/p130.051.444331.401431.4443347.3210036.23
572015.07.28 00:00modify140.051.432071.432270.00000
582015.07.29 00:00s/l140.051.432271.432270.000000.1710036.40
592015.08.21 00:00buy150.051.470840.000000.00000
602015.08.21 00:00modify150.051.470841.441071.48275
612015.08.21 00:00buy160.051.470840.000000.00000
622015.08.21 00:00modify160.051.470841.441070.00000
632015.08.24 00:00t/p150.051.482751.441071.4827546.1710082.56
642015.08.24 00:00modify160.051.470841.471040.00000
652015.08.25 00:00modify160.051.470841.491840.00000
662015.08.26 00:00modify160.051.470841.506640.00000
672015.08.27 00:00s/l160.051.506641.506640.00000138.1610220.73
682015.10.06 00:00sell170.051.463090.000000.00000
692015.10.06 00:00modify170.051.463091.498231.44903
702015.10.06 00:00sell180.051.463090.000000.00000
712015.10.06 00:00modify180.051.463091.498230.00000
722015.10.16 00:00close180.051.465431.498230.00000-7.6210213.11
732015.10.16 00:00close170.051.465431.498231.44903-7.6210205.49
742015.10.26 00:00sell190.051.449820.000000.00000
752015.10.26 00:00modify190.051.449821.483831.43622
762015.10.26 00:00sell200.051.449820.000000.00000
772015.10.26 00:00modify200.051.449821.483830.00000
782015.11.02 00:00modify200.051.449821.448130.00000
792015.11.02 00:00modify190.051.449821.448131.43622
802015.11.03 00:00s/l190.051.448131.448131.436227.5810213.07
812015.11.03 00:00s/l200.051.448131.448130.000007.5810220.64
822015.11.04 00:00sell210.051.431750.000000.00000
832015.11.04 00:00modify210.051.431751.463941.41887
842015.11.04 00:00sell220.051.431750.000000.00000
852015.11.04 00:00modify220.051.431751.463940.00000
862015.11.10 00:00modify220.051.431751.431550.00000
872015.11.10 00:00modify210.051.431751.431551.41887
882015.11.10 00:00modify220.051.431751.429800.00000
892015.11.10 00:00modify210.051.431751.429801.41887
902015.11.11 00:00t/p210.051.418871.429801.4188751.0110271.65
912015.11.11 00:00modify220.051.431751.427540.00000
922015.11.12 00:00modify220.051.431751.427170.00000
932015.11.13 00:00s/l220.051.427171.427170.0000019.2010290.85
942015.11.26 00:00sell230.051.411540.000000.00000
952015.11.26 00:00modify230.051.411541.435321.40203
962015.11.26 00:00sell240.051.411540.000000.00000
972015.11.26 00:00modify240.051.411541.435320.00000
982015.12.02 00:00close240.051.420141.435320.00000-32.9810257.87
992015.12.02 00:00close230.051.420141.435321.40203-32.9810224.89
1002015.12.04 00:00buy250.051.460670.000000.00000
1012015.12.04 00:00modify250.051.460671.432941.47176
1022015.12.04 00:00buy260.051.460670.000000.00000
1032015.12.04 00:00modify260.051.460671.432940.00000
1042015.12.09 00:00t/p250.051.471761.432941.4717642.5710267.45
1052015.12.09 00:00modify260.051.460671.460870.00000
1062015.12.10 00:00modify260.051.460671.474630.00000
1072015.12.11 00:00modify260.051.460671.478490.00000
1082015.12.14 00:00modify260.051.460671.491070.00000
1092015.12.15 00:00modify260.051.460671.499180.00000
1102015.12.16 00:00s/l260.051.499181.499180.00000147.9110415.36
1112015.12.22 00:00buy270.051.523390.000000.00000
1122015.12.22 00:00modify270.051.523391.486541.53813
1132015.12.22 00:00buy280.051.523390.000000.00000
1142015.12.22 00:00modify280.051.523391.486540.00000
1152016.01.08 00:00t/p270.051.538131.486541.5381353.5110468.87
1162016.01.08 00:00modify280.051.523391.523590.00000
1172016.01.11 00:00s/l280.051.523591.523590.00000-3.3110465.56
1182016.01.11 00:00buy290.051.546940.000000.00000
1192016.01.11 00:00modify290.051.546941.509411.56195
1202016.01.11 00:00buy300.051.546940.000000.00000
1212016.01.11 00:00modify300.051.546941.509410.00000
1222016.01.14 00:00t/p290.051.561951.509411.5619557.4210522.98
1232016.01.14 00:00modify300.051.546941.549900.00000
1242016.01.15 00:00modify300.051.546941.552970.00000
1252016.01.18 00:00modify300.051.546941.564910.00000
1262016.01.19 00:00modify300.051.546941.570390.00000
1272016.01.20 00:00s/l300.051.570391.570390.0000089.4710612.45
1282016.02.26 00:00sell310.051.490220.000000.00000
1292016.02.26 00:00modify310.051.490221.535231.47222
1302016.02.26 00:00sell320.051.490220.000000.00000
1312016.02.26 00:00modify320.051.490221.535230.00000
1322016.03.01 00:00t/p310.051.472221.535231.4722270.3310682.78
1332016.03.01 00:00modify320.051.490221.490020.00000
1342016.03.02 00:00modify320.051.490221.477200.00000
1352016.03.03 00:00modify320.051.490221.468940.00000
1362016.03.04 00:00s/l320.051.468941.468940.0000083.7210766.50
1372016.04.13 00:00sell330.051.452340.000000.00000
1382016.04.13 00:00modify330.051.452341.479851.44134
1392016.04.13 00:00sell340.051.452340.000000.00000
1402016.04.13 00:00modify340.051.452341.479850.00000
1412016.04.14 00:00t/p330.051.441341.479851.4413443.1910809.69
1422016.04.14 00:00modify340.051.452341.452140.00000
1432016.04.18 00:00s/l340.051.452141.452140.000001.4010811.09
1442016.04.21 00:00sell350.051.428830.000000.00000
1452016.04.21 00:00modify350.051.428831.457911.41720
1462016.04.21 00:00sell360.051.428830.000000.00000
1472016.04.21 00:00modify360.051.428831.457910.00000
1482016.04.26 00:00modify360.051.428831.428630.00000
1492016.04.26 00:00modify350.051.428831.428631.41720
1502016.04.27 00:00s/l350.051.428631.428631.417201.2810812.37
1512016.04.27 00:00s/l360.051.428631.428630.000001.2810813.65
1522016.07.28 00:00buy370.051.458510.000000.00000
1532016.07.28 00:00modify370.051.458511.434681.46804
1542016.07.28 00:00buy380.051.458510.000000.00000
1552016.07.28 00:00modify380.051.458511.434680.00000
1562016.08.03 00:00t/p370.051.468041.434681.4680436.2910849.94
1572016.08.03 00:00modify380.051.458511.458710.00000
1582016.08.03 00:00modify380.051.458511.462710.00000
1592016.08.04 00:00s/l380.051.462711.462710.0000014.9310864.87
1602016.09.06 00:00sell390.051.440420.000000.00000
1612016.09.06 00:00modify390.051.440421.458261.43328
1622016.09.06 00:00sell400.051.440420.000000.00000
1632016.09.06 00:00modify400.051.440421.458260.00000
1642016.09.09 00:00s/l390.051.458261.458261.43328-68.8310796.04
1652016.09.09 00:00s/l400.051.458261.458260.00000-68.8310727.22
1662016.09.14 00:00buy410.051.478110.000000.00000
1672016.09.14 00:00modify410.051.478111.458411.48599
1682016.09.14 00:00buy420.051.478110.000000.00000
1692016.09.14 00:00modify420.051.478111.458410.00000
1702016.09.15 00:00t/p410.051.485991.458411.4859930.0710757.28
1712016.09.15 00:00modify420.051.478111.478310.00000
1722016.09.16 00:00s/l420.051.478311.478310.00000-0.0410757.24
1732016.10.17 00:00sell430.051.439640.000000.00000
1742016.10.17 00:00modify430.051.439641.465691.42922
1752016.10.17 00:00sell440.051.439640.000000.00000
1762016.10.17 00:00modify440.051.439641.465690.00000
1772016.10.20 00:00t/p430.051.429221.465691.4292241.1910798.44
1782016.10.20 00:00modify440.051.439641.439440.00000
1792016.10.21 00:00s/l440.051.439441.439440.000001.5310799.96
1802016.11.07 00:00buy450.051.475280.000000.00000
1812016.11.07 00:00modify450.051.475281.450671.48512
1822016.11.07 00:00buy460.051.475280.000000.00000
1832016.11.07 00:00modify460.051.475281.450670.00000
1842016.11.08 00:00t/p450.051.485121.450671.4851238.1110838.07
1852016.11.16 00:00s/l460.051.450671.450670.00000-97.6610740.41
1862016.11.22 00:00sell470.051.425700.000000.00000
1872016.11.22 00:00modify470.051.425701.456251.41348
1882016.11.22 00:00sell480.051.425700.000000.00000
1892016.11.22 00:00modify480.051.425701.456250.00000
1902016.11.30 00:00close480.051.429841.456250.00000-15.1210725.28
1912016.11.30 00:00close470.051.429841.456251.41348-15.1210710.16
1922016.12.09 00:00sell490.051.399760.000000.00000
1932016.12.09 00:00modify490.051.399761.428651.38820
1942016.12.09 00:00sell500.051.399760.000000.00000
1952016.12.09 00:00modify500.051.399761.428650.00000
1962016.12.12 00:00t/p490.051.388201.428651.3882045.1310755.29
1972016.12.12 00:00modify500.051.399761.399560.00000
1982016.12.15 00:00s/l500.051.399561.399560.000001.5310756.82
1992017.02.14 00:00sell510.051.385000.000000.00000
2002017.02.14 00:00modify510.051.385001.407051.37618
2012017.02.14 00:00sell520.051.385000.000000.00000
2022017.02.14 00:00modify520.051.385001.407050.00000
2032017.02.20 00:00close520.051.389631.407050.00000-17.2810739.54
2042017.02.20 00:00close510.051.389631.407051.37618-17.2810722.25
2052017.03.06 00:00buy530.051.419030.000000.00000
2062017.03.06 00:00modify530.051.419031.399191.42697
2072017.03.06 00:00buy540.051.419030.000000.00000
2082017.03.06 00:00modify540.051.419031.399190.00000
2092017.03.10 00:00t/p530.051.426971.399191.4269729.6810751.94
2102017.03.10 00:00modify540.051.419031.419230.00000
2112017.03.10 00:00modify540.051.419031.422290.00000
2122017.03.13 00:00modify540.051.419031.426570.00000
2132017.03.14 00:00modify540.051.419031.428040.00000
2142017.03.15 00:00modify540.051.419031.429830.00000
2152017.03.16 00:00s/l540.051.429831.429830.0000039.6010791.54
2162017.03.22 00:00buy550.051.443090.000000.00000
2172017.03.22 00:00modify550.051.443091.423181.45105
2182017.03.22 00:00buy560.051.443090.000000.00000
2192017.03.22 00:00modify560.051.443091.423180.00000
2202017.03.28 00:00t/p550.051.451051.423181.4510529.7610821.30
2212017.03.28 00:00modify560.051.443091.443290.00000
2222017.03.28 00:00modify560.051.443091.444800.00000
2232017.03.29 00:00s/l560.051.444801.444800.000005.2210826.52
2242017.04.11 00:00sell570.051.411660.000000.00000
2252017.04.11 00:00modify570.051.411661.432471.40334
2262017.04.11 00:00sell580.051.411660.000000.00000
2272017.04.11 00:00modify580.051.411661.432470.00000
2282017.04.14 00:00close580.051.414061.432470.00000-8.7210817.80
2292017.04.14 00:00close570.051.414061.432471.40334-8.7210809.08
2302017.04.25 00:00buy590.051.466940.000000.00000
2312017.04.25 00:00modify590.051.466941.444511.47591
2322017.04.25 00:00buy600.051.466940.000000.00000
2332017.04.25 00:00modify600.051.466941.444510.00000
2342017.04.26 00:00t/p590.051.475911.444511.4759134.7210843.80
2352017.04.26 00:00modify600.051.466941.467140.00000
2362017.04.27 00:00modify600.051.466941.467870.00000
2372017.04.28 00:00modify600.051.466941.473800.00000
2382017.05.01 00:00modify600.051.466941.481890.00000
2392017.05.02 00:00modify600.051.466941.485880.00000
2402017.05.03 00:00modify600.051.466941.489730.00000
2412017.05.04 00:00modify600.051.466941.490740.00000
2422017.05.05 00:00modify600.051.466941.498040.00000
2432017.05.08 00:00modify600.051.466941.499460.00000
2442017.05.09 00:00s/l600.051.499461.499460.00000123.7610967.56
2452017.05.18 00:00buy610.051.517490.000000.00000
2462017.05.18 00:00modify610.051.517491.491241.52799
2472017.05.18 00:00buy620.051.517490.000000.00000
2482017.05.18 00:00modify620.051.517491.491240.00000
2492017.05.30 00:00close620.051.501011.491240.00000-66.2110901.34
2502017.05.30 00:00close610.051.501011.491241.52799-66.2110835.13
2512017.06.14 00:00sell630.051.483540.000000.00000
2522017.06.14 00:00modify630.051.483541.507781.47384
2532017.06.14 00:00sell640.051.483540.000000.00000
2542017.06.14 00:00modify640.051.483541.507780.00000
2552017.06.20 00:00t/p630.051.473841.507781.4738438.5110873.64
2562017.06.20 00:00modify640.051.483541.483340.00000
2572017.06.20 00:00modify640.051.483541.479470.00000
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2882017.10.23 00:00buy710.051.484860.000000.00000
2892017.10.23 00:00modify710.051.484861.466321.49228
2902017.10.23 00:00buy720.051.484860.000000.00000
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2922017.10.25 00:00t/p710.051.492281.466321.4922828.4811104.00
2932017.10.25 00:00modify720.051.484861.485060.00000
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