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

СимволEURGBP (Euro vs Great Britain Pound )
ПериодДень (D1) 2000.01.03 00:00 - 2017.10.31 23:59 (2000.01.01 - 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=120; MinDelta=0; MaxDelta=2.8; 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=20; ExitProfitMinutesClass=2; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=22; EADXLevel=30; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=14; EBBDev=3; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=22; EDEMLevel=0.2; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=12; EWPRLevel=2; ExitProfitMinutesWPR=20; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=42; ESTODPer=24; ESTOSPer=8; ESTOLevel=40; ExitProfitMinutesSTO=6; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=20; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=10; iMAPeriod=8; 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 истории5628Смоделировано тиков10255Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (9)
Чистая прибыль2987.63Общая прибыль5840.54Общий убыток-2852.90
Прибыльность2.05Матожидание выигрыша20.75
Абсолютная просадка45.68Максимальная просадка1229.44 (10.26%)Относительная просадка10.26% (1229.44)
Всего сделок144Короткие позиции (% выигравших)68 (61.76%)Длинные позиции (% выигравших)76 (63.16%)
Прибыльные сделки (% от всех)90 (62.50%)Убыточные сделки (% от всех)54 (37.50%)
Самая большаяприбыльная сделка619.92убыточная сделка-178.95
Средняяприбыльная сделка64.89убыточная сделка-52.83
Максимальное количествонепрерывных выигрышей (прибыль)10 (780.63)непрерывных проигрышей (убыток)8 (-444.71)
Макс.непрерывная прибыль (число выигрышей)982.04 (8)непрерывный убыток (число проигрышей)-444.71 (8)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12000.01.14 00:00sell10.050.618600.000000.00000
22000.01.14 00:00modify10.050.618600.624990.61093
32000.01.14 00:00sell20.050.618600.000000.00000
42000.01.14 00:00modify20.050.618600.624990.00000
52000.01.19 00:00modify20.050.618600.618400.00000
62000.01.19 00:00modify10.050.618600.618400.61093
72000.01.24 00:00t/p10.050.610930.618400.6109350.7210050.72
82000.01.24 00:00modify20.050.618600.612180.00000
92000.01.25 00:00modify20.050.618600.611920.00000
102000.01.27 00:00modify20.050.618600.608970.00000
112000.01.28 00:00modify20.050.618600.607060.00000
122000.01.31 00:00modify20.050.618600.606110.00000
132000.02.01 00:00modify20.050.618600.605010.00000
142000.02.02 00:00s/l20.050.605010.605010.0000089.8710140.59
152000.03.29 00:00sell30.050.600100.000000.00000
162000.03.29 00:00modify30.050.600100.607930.59070
172000.03.29 00:00sell40.050.600100.000000.00000
182000.03.29 00:00modify40.050.600100.607930.00000
192000.04.03 00:00modify40.050.600100.599900.00000
202000.04.03 00:00modify30.050.600100.599900.59070
212000.04.04 00:00s/l30.050.599900.599900.590701.3610141.96
222000.04.04 00:00s/l40.050.599900.599900.000001.3610143.32
232000.04.19 00:00sell50.050.594900.000000.00000
242000.04.19 00:00modify50.050.594900.602490.58579
252000.04.19 00:00sell60.050.594900.000000.00000
262000.04.19 00:00modify60.050.594900.602490.00000
272000.04.25 00:00t/p50.050.585790.602490.5857960.2010203.52
282000.04.25 00:00modify60.050.594900.594700.00000
292000.04.25 00:00modify60.050.594900.592160.00000
302000.04.26 00:00modify60.050.594900.589580.00000
312000.04.27 00:00modify60.050.594900.584830.00000
322000.05.01 00:00s/l60.050.584830.584830.0000066.5910270.11
332000.05.03 00:00sell70.050.569600.000000.00000
342000.05.03 00:00modify70.050.569600.580400.55664
352000.05.03 00:00sell80.050.569600.000000.00000
362000.05.03 00:00modify80.050.569600.580400.00000
372000.05.05 00:00s/l70.050.580400.580400.55664-71.2910198.82
382000.05.05 00:00s/l80.050.580400.580400.00000-71.2910127.53
392000.06.07 00:00buy90.050.630690.000000.00000
402000.06.07 00:00modify90.050.630690.622230.64084
412000.06.07 00:00buy100.050.630690.000000.00000
422000.06.07 00:00modify100.050.630690.622230.00000
432000.06.13 00:00modify100.050.630690.630890.00000
442000.06.13 00:00modify90.050.630690.630890.64084
452000.06.15 00:00s/l90.050.630890.630890.640840.2510127.78
462000.06.15 00:00s/l100.050.630890.630890.000000.2510128.03
472000.10.23 00:00sell110.050.575600.000000.00000
482000.10.23 00:00modify110.050.575600.583790.56577
492000.10.23 00:00sell120.050.575600.000000.00000
502000.10.23 00:00modify120.050.575600.583790.00000
512000.10.31 00:00s/l110.050.583790.583790.56577-54.0310074.00
522000.10.31 00:00s/l120.050.583790.583790.00000-54.0310019.97
532001.01.01 00:00buy130.050.629990.000000.00000
542001.01.01 00:00modify130.050.629990.620630.64122
552001.01.01 00:00buy140.050.629990.000000.00000
562001.01.01 00:00modify140.050.629990.620630.00000
572001.01.02 00:00modify140.050.629990.630190.00000
582001.01.02 00:00modify130.050.629990.630190.64122
592001.01.03 00:00s/l130.050.630190.630190.641221.1110021.07
602001.01.03 00:00s/l140.050.630190.630190.000001.1110022.18
612001.01.05 00:00buy150.050.635090.000000.00000
622001.01.05 00:00modify150.050.635090.625000.64720
632001.01.05 00:00buy160.050.635090.000000.00000
642001.01.05 00:00modify160.050.635090.625000.00000
652001.01.12 00:00modify160.050.635090.635290.00000
662001.01.12 00:00modify150.050.635090.635290.64720
672001.01.17 00:00s/l150.050.635290.635290.647200.2510022.43
682001.01.17 00:00s/l160.050.635290.635290.000000.2510022.68
692001.05.31 00:00sell170.050.600600.000000.00000
702001.05.31 00:00modify170.050.600600.613980.58454
712001.05.31 00:00sell180.050.600600.000000.00000
722001.05.31 00:00modify180.050.600600.613980.00000
732001.06.01 00:00modify180.050.600600.600400.00000
742001.06.01 00:00modify170.050.600600.600400.58454
752001.06.05 00:00s/l170.050.600400.600400.584541.3410024.02
762001.06.05 00:00s/l180.050.600400.600400.000001.3410025.36
772002.05.20 00:00buy190.050.631290.000000.00000
782002.05.20 00:00modify190.050.631290.621620.64289
792002.05.20 00:00buy200.050.631290.000000.00000
802002.05.20 00:00modify200.050.631290.621620.00000
812002.05.23 00:00modify200.050.631290.631490.00000
822002.05.23 00:00modify190.050.631290.631490.64289
832002.06.04 00:00t/p190.050.642890.631490.6428975.0010100.36
842002.06.04 00:00modify200.050.631290.639690.00000
852002.06.05 00:00modify200.050.631290.641050.00000
862002.06.06 00:00modify200.050.631290.641850.00000
872002.06.07 00:00modify200.050.631290.644110.00000
882002.06.10 00:00modify200.050.631290.644440.00000
892002.06.11 00:00modify200.050.631290.645130.00000
902002.06.12 00:00s/l200.050.645130.645130.0000088.9310189.29
912002.12.27 00:00buy210.050.647690.000000.00000
922002.12.27 00:00modify210.050.647690.636500.66112
932002.12.27 00:00buy220.050.647690.000000.00000
942002.12.27 00:00modify220.050.647690.636500.00000
952002.12.31 00:00modify220.050.647690.647890.00000
962002.12.31 00:00modify210.050.647690.647890.66112
972003.01.06 00:00s/l210.050.647890.647890.661120.4610189.75
982003.01.06 00:00s/l220.050.647890.647890.000000.4610190.22
992003.01.13 00:00buy230.050.657090.000000.00000
1002003.01.13 00:00modify230.050.657090.645930.67048
1012003.01.13 00:00buy240.050.657090.000000.00000
1022003.01.13 00:00modify240.050.657090.645930.00000
1032003.01.20 00:00modify240.050.657090.657290.00000
1042003.01.20 00:00modify230.050.657090.657290.67048
1052003.01.30 00:00s/l230.050.657290.657290.67048-0.7110189.51
1062003.01.30 00:00s/l240.050.657290.657290.00000-0.7110188.80
1072003.02.14 00:00buy250.050.668590.000000.00000
1082003.02.14 00:00modify250.050.668590.655510.68429
1092003.02.14 00:00buy260.050.668590.000000.00000
1102003.02.14 00:00modify260.050.668590.655510.00000
1112003.02.20 00:00modify260.050.668590.668790.00000
1122003.02.20 00:00modify250.050.668590.668790.68429
1132003.02.26 00:00t/p250.050.684290.668790.68429102.6010291.40
1142003.02.26 00:00modify260.050.668590.678950.00000
1152003.02.27 00:00modify260.050.668590.679600.00000
1162003.02.28 00:00modify260.050.668590.679800.00000
1172003.03.03 00:00modify260.050.668590.682130.00000
1182003.03.04 00:00modify260.050.668590.684530.00000
1192003.03.05 00:00modify260.050.668590.685660.00000
1202003.03.06 00:00s/l260.050.685660.685660.00000110.5810401.98
1212003.04.22 00:00buy270.050.695890.000000.00000
1222003.04.22 00:00modify270.050.695890.680290.71461
1232003.04.22 00:00buy280.050.695890.000000.00000
1242003.04.22 00:00modify280.050.695890.680290.00000
1252003.05.06 00:00modify280.050.695890.696090.00000
1262003.05.06 00:00modify270.050.695890.696090.71461
1272003.05.09 00:00t/p270.050.714610.696090.71461121.5910523.57
1282003.05.09 00:00modify280.050.695890.709360.00000
1292003.05.12 00:00modify280.050.695890.711430.00000
1302003.05.13 00:00modify280.050.695890.713610.00000
1312003.05.14 00:00modify280.050.695890.714540.00000
1322003.05.15 00:00s/l280.050.714540.714540.00000120.4910644.05
1332003.05.26 00:00buy290.050.724390.000000.00000
1342003.05.26 00:00modify290.050.724390.704110.74873
1352003.05.26 00:00buy300.050.724390.000000.00000
1362003.05.26 00:00modify300.050.724390.704110.00000
1372003.06.05 00:00close300.050.713400.704110.00000-73.8610570.19
1382003.06.05 00:00close290.050.713400.704110.74873-73.8610496.33
1392003.11.03 00:00sell310.050.682700.000000.00000
1402003.11.03 00:00modify310.050.682700.700150.66176
1412003.11.03 00:00sell320.050.682700.000000.00000
1422003.11.03 00:00modify320.050.682700.700150.00000
1432003.11.18 00:00close320.050.694290.700150.00000-76.4310419.90
1442003.11.18 00:00close310.050.694290.700150.66176-76.4310343.47
1452004.02.11 00:00sell330.050.678800.000000.00000
1462004.02.11 00:00modify330.050.678800.693130.66160
1472004.02.11 00:00sell340.050.678800.000000.00000
1482004.02.11 00:00modify340.050.678800.693130.00000
1492004.02.19 00:00modify340.050.678800.678600.00000
1502004.02.19 00:00modify330.050.678800.678600.66160
1512004.03.04 00:00t/p330.050.661600.678600.66160113.7610457.23
1522004.03.04 00:00modify340.050.678800.667410.00000
1532004.03.05 00:00s/l340.050.667410.667410.0000075.4010532.63
1542004.04.06 00:00sell350.050.658300.000000.00000
1552004.04.06 00:00modify350.050.658300.674500.63886
1562004.04.06 00:00sell360.050.658300.000000.00000
1572004.04.06 00:00modify360.050.658300.674500.00000
1582004.04.19 00:00close360.050.668190.674500.00000-65.2210467.42
1592004.04.19 00:00close350.050.668190.674500.63886-65.2210402.20
1602004.09.08 00:00buy370.050.682690.000000.00000
1612004.09.08 00:00modify370.050.682690.670300.69756
1622004.09.08 00:00buy380.050.682690.000000.00000
1632004.09.08 00:00modify380.050.682690.670300.00000
1642004.10.04 00:00modify380.050.682690.682890.00000
1652004.10.04 00:00modify370.050.682690.682890.69756
1662004.11.01 00:00t/p370.050.697560.682890.6975692.4210494.62
1672004.11.01 00:00modify380.050.682690.694810.00000
1682004.11.02 00:00s/l380.050.694810.694810.0000074.1510568.77
1692004.11.05 00:00buy390.050.697890.000000.00000
1702004.11.05 00:00modify390.050.697890.686060.71209
1712004.11.05 00:00buy400.050.697890.000000.00000
1722004.11.05 00:00modify400.050.697890.686060.00000
1732004.11.22 00:00modify400.050.697890.698090.00000
1742004.11.22 00:00modify390.050.697890.698090.71209
1752004.11.29 00:00s/l390.050.698090.698090.71209-1.0310567.73
1762004.11.29 00:00s/l400.050.698090.698090.00000-1.0310566.70
1772004.12.27 00:00buy410.050.703290.000000.00000
1782004.12.27 00:00modify410.050.703290.689420.71993
1792004.12.27 00:00buy420.050.703290.000000.00000
1802004.12.27 00:00modify420.050.703290.689420.00000
1812004.12.30 00:00modify420.050.703290.703490.00000
1822004.12.30 00:00modify410.050.703290.703490.71993
1832005.01.06 00:00s/l410.050.703490.703490.719930.0410566.74
1842005.01.06 00:00s/l420.050.703490.703490.000000.0410566.78
1852005.04.06 00:00sell430.050.683700.000000.00000
1862005.04.06 00:00modify430.050.683700.694290.67099
1872005.04.06 00:00sell440.050.683700.000000.00000
1882005.04.06 00:00modify440.050.683700.694290.00000
1892005.04.26 00:00modify440.050.683700.683500.00000
1902005.04.26 00:00modify430.050.683700.683500.67099
1912005.05.11 00:00s/l430.050.683500.683500.670991.5710568.35
1922005.05.11 00:00s/l440.050.683500.683500.000001.5710569.92
1932005.06.07 00:00sell450.050.672000.000000.00000
1942005.06.07 00:00modify450.050.672000.683780.65786
1952005.06.07 00:00sell460.050.672000.000000.00000
1962005.06.07 00:00modify460.050.672000.683780.00000
1972005.06.13 00:00modify460.050.672000.671800.00000
1982005.06.13 00:00modify450.050.672000.671800.65786
1992005.06.15 00:00s/l450.050.671800.671800.657861.3910571.31
2002005.06.15 00:00s/l460.050.671800.671800.000001.3910572.70
2012005.06.15 00:00sell470.050.666100.000000.00000
2022005.06.15 00:00modify470.050.666100.678040.65177
2032005.06.15 00:00sell480.050.666100.000000.00000
2042005.06.15 00:00modify480.050.666100.678040.00000
2052005.07.01 00:00close480.050.675490.678040.00000-61.8810510.82
2062005.07.01 00:00close470.050.675490.678040.65177-61.8810448.94
2072006.03.17 00:00buy490.050.692790.000000.00000
2082006.03.17 00:00modify490.050.692790.683390.70407
2092006.03.17 00:00buy500.050.692790.000000.00000
2102006.03.17 00:00modify500.050.692790.683390.00000
2112006.03.31 00:00modify500.050.692790.692990.00000
2122006.03.31 00:00modify490.050.692790.692990.70407
2132006.04.13 00:00s/l490.050.692990.692990.70407-1.5710447.37
2142006.04.13 00:00s/l500.050.692990.692990.00000-1.5710445.81
2152006.08.07 00:00sell510.050.675500.000000.00000
2162006.08.07 00:00modify510.050.675500.684740.66441
2172006.08.07 00:00sell520.050.675500.000000.00000
2182006.08.07 00:00modify520.050.675500.684740.00000
2192006.08.09 00:00modify520.050.675500.675300.00000
2202006.08.09 00:00modify510.050.675500.675300.66441
2212006.08.10 00:00s/l510.050.675300.675300.664411.3610447.16
2222006.08.10 00:00s/l520.050.675300.675300.000001.3610448.52
2232006.09.27 00:00sell530.050.669500.000000.00000
2242006.09.27 00:00modify530.050.669500.678160.65911
2252006.09.27 00:00sell540.050.669500.000000.00000
2262006.09.27 00:00modify540.050.669500.678160.00000
2272006.10.02 00:00s/l530.050.678160.678160.65911-57.1610391.36
2282006.10.02 00:00s/l540.050.678160.678160.00000-57.1610334.19
2292007.01.12 00:00sell550.050.663100.000000.00000
2302007.01.12 00:00modify550.050.663100.671590.65291
2312007.01.12 00:00sell560.050.663100.000000.00000
2322007.01.12 00:00modify560.050.663100.671590.00000
2332007.01.15 00:00modify560.050.663100.662900.00000
2342007.01.15 00:00modify550.050.663100.662900.65291
2352007.02.01 00:00s/l550.050.662900.662900.652911.4710335.66
2362007.02.01 00:00s/l560.050.662900.662900.000001.4710337.12
2372007.03.06 00:00buy570.050.681890.000000.00000
2382007.03.06 00:00modify570.050.681890.670670.69535
2392007.03.06 00:00buy580.050.681890.000000.00000
2402007.03.06 00:00modify580.050.681890.670670.00000
2412007.03.19 00:00modify580.050.681890.682090.00000
2422007.03.19 00:00modify570.050.681890.682090.69535
2432007.03.21 00:00s/l570.050.682090.682090.69535-0.2710336.85
2442007.03.21 00:00s/l580.050.682090.682090.00000-0.2710336.58
2452007.09.14 00:00buy590.050.686790.000000.00000
2462007.09.14 00:00modify590.050.686790.675750.70004
2472007.09.14 00:00buy600.050.686790.000000.00000
2482007.09.14 00:00modify600.050.686790.675750.00000
2492007.09.17 00:00modify600.050.686790.686990.00000
2502007.09.17 00:00modify590.050.686790.686990.70004
2512007.09.21 00:00t/p590.050.700040.686990.7000486.7510423.33
2522007.09.21 00:00modify600.050.686790.695590.00000
2532007.09.24 00:00modify600.050.686790.695770.00000
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5502015.07.30 00:00close1290.050.703790.719050.67032-45.4112026.85
5512016.01.11 00:00buy1310.050.754650.000000.00000
5522016.01.11 00:00modify1310.050.754650.734840.77842
5532016.01.11 00:00buy1320.050.754650.000000.00000
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5552016.01.18 00:00modify1320.050.754650.754850.00000
5562016.01.18 00:00modify1310.050.754650.754850.77842
5572016.01.25 00:00s/l1310.050.754850.754850.77842-0.1812026.68
5582016.01.25 00:00s/l1320.050.754850.754850.00000-0.1812026.50
5592016.02.09 00:00buy1330.050.776370.000000.00000
5602016.02.09 00:00modify1330.050.776370.747830.81062
5612016.02.09 00:00buy1340.050.776370.000000.00000
5622016.02.09 00:00modify1340.050.776370.747830.00000
5632016.02.24 00:00modify1340.050.776370.776570.00000
5642016.02.24 00:00modify1330.050.776370.776570.81062
5652016.03.02 00:00s/l1330.050.776570.776570.81062-1.0312025.47
5662016.03.02 00:00s/l1340.050.776570.776570.00000-1.0312024.44
5672016.04.04 00:00buy1350.050.801570.000000.00000
5682016.04.04 00:00modify1350.050.801570.780180.82724
5692016.04.04 00:00buy1360.050.801570.000000.00000
5702016.04.04 00:00modify1360.050.801570.780180.00000
5712016.04.08 00:00modify1360.050.801570.801770.00000
5722016.04.08 00:00modify1350.050.801570.801770.82724
5732016.04.12 00:00s/l1350.050.801770.801770.827240.4612024.90
5742016.04.12 00:00s/l1360.050.801770.801770.000000.4612025.37
5752016.06.27 00:00buy1370.050.822930.000000.00000
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5772016.06.27 00:00buy1380.050.822930.000000.00000
5782016.06.27 00:00modify1380.050.822930.786690.00000
5792016.07.01 00:00modify1380.050.822930.823130.00000
5802016.07.01 00:00modify1370.050.822930.823130.86642
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5832016.08.17 00:00modify1380.050.822930.862200.00000
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5852016.08.19 00:00s/l1380.050.863440.863440.00000261.6312568.84
5862016.10.04 00:00buy1390.050.873010.000000.00000
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5882016.10.04 00:00buy1400.050.873010.000000.00000
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5902016.10.05 00:00modify1400.050.873010.873210.00000
5912016.10.05 00:00modify1390.050.873010.873210.89757
5922016.10.10 00:00t/p1390.050.897570.873210.89757161.5412730.38
5932016.10.10 00:00modify1400.050.873010.886200.00000
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5962016.10.13 00:00s/l1400.050.898890.898890.00000169.7212900.10
5972017.07.12 00:00buy1410.050.892320.000000.00000
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6022017.07.17 00:00s/l1420.050.874620.874620.00000-117.4112665.27
6032017.07.21 00:00buy1430.050.897360.000000.00000
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6072017.08.08 00:00modify1440.050.897360.897560.00000
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