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

СимволEURGBP (Euro vs Great Britain Pound )
ПериодДень (D1) 2010.01.04 00:00 - 2017.10.31 23:59 (2010.01.01 - 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 истории3032Смоделировано тиков5063Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (9)
Чистая прибыль1579.93Общая прибыль2812.72Общий убыток-1232.79
Прибыльность2.28Матожидание выигрыша26.33
Абсолютная просадка653.05Максимальная просадка792.02 (7.81%)Относительная просадка7.81% (792.02)
Всего сделок60Короткие позиции (% выигравших)34 (64.71%)Длинные позиции (% выигравших)26 (46.15%)
Прибыльные сделки (% от всех)34 (56.67%)Убыточные сделки (% от всех)26 (43.33%)
Самая большаяприбыльная сделка281.83убыточная сделка-131.29
Средняяприбыльная сделка82.73убыточная сделка-47.41
Максимальное количествонепрерывных выигрышей (прибыль)8 (521.99)непрерывных проигрышей (убыток)8 (-444.67)
Макс.непрерывная прибыль (число выигрышей)875.65 (6)непрерывный убыток (число проигрышей)-444.67 (8)
Среднийнепрерывный выигрыш5непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.05.05 00:00sell10.050.857200.000000.00000
22010.05.05 00:00modify10.050.857200.879970.82988
32010.05.05 00:00sell20.050.857200.000000.00000
42010.05.05 00:00modify20.050.857200.879970.00000
52010.05.06 00:00modify20.050.857200.857000.00000
62010.05.06 00:00modify10.050.857200.857000.82988
72010.05.07 00:00s/l10.050.857000.857000.829881.3510001.35
82010.05.07 00:00s/l20.050.857000.857000.000001.3510002.70
92010.06.02 00:00sell30.050.834100.000000.00000
102010.06.02 00:00modify30.050.834100.874000.78622
112010.06.02 00:00sell40.050.834100.000000.00000
122010.06.02 00:00modify40.050.834100.874000.00000
132010.06.22 00:00close40.050.834990.874000.00000-5.729996.97
142010.06.22 00:00close30.050.834990.874000.78622-5.729991.25
152010.06.29 00:00sell50.050.813600.000000.00000
162010.06.29 00:00modify50.050.813600.838140.78415
172010.06.29 00:00sell60.050.813600.000000.00000
182010.06.29 00:00modify60.050.813600.838140.00000
192010.07.07 00:00close60.050.833490.838140.00000-131.299859.96
202010.07.07 00:00close50.050.833490.838140.78415-131.299728.66
212010.10.22 00:00buy70.050.886190.000000.00000
222010.10.22 00:00modify70.050.886190.860890.91655
232010.10.22 00:00buy80.050.886190.000000.00000
242010.10.22 00:00modify80.050.886190.860890.00000
252010.11.05 00:00close80.050.873700.860890.00000-83.979644.70
262010.11.05 00:00close70.050.873700.860890.91655-83.979560.73
272011.04.13 00:00buy90.050.890690.000000.00000
282011.04.13 00:00modify90.050.890690.870130.91536
292011.04.13 00:00buy100.050.890690.000000.00000
302011.04.13 00:00modify100.050.890690.870130.00000
312011.05.04 00:00modify100.050.890690.890890.00000
322011.05.04 00:00modify90.050.890690.890890.91536
332011.05.06 00:00s/l90.050.890890.890890.91536-1.359559.38
342011.05.06 00:00s/l100.050.890890.890890.00000-1.359558.02
352011.11.10 00:00sell110.050.850300.000000.00000
362011.11.10 00:00modify110.050.850300.873610.82233
372011.11.10 00:00sell120.050.850300.000000.00000
382011.11.10 00:00modify120.050.850300.873610.00000
392011.12.14 00:00modify120.050.850300.850100.00000
402011.12.14 00:00modify110.050.850300.850100.82233
412012.01.10 00:00t/p110.050.822330.850100.82233185.149743.16
422012.01.10 00:00modify120.050.850300.828340.00000
432012.01.11 00:00s/l120.050.828340.828340.00000145.469888.62
442012.04.19 00:00sell130.050.819100.000000.00000
452012.04.19 00:00modify130.050.819100.832510.80301
462012.04.19 00:00sell140.050.819100.000000.00000
472012.04.19 00:00modify140.050.819100.832510.00000
482012.04.30 00:00modify140.050.819100.818900.00000
492012.04.30 00:00modify130.050.819100.818900.80301
502012.05.02 00:00s/l130.050.818900.818900.803011.409890.02
512012.05.02 00:00s/l140.050.818900.818900.000001.409891.42
522012.05.03 00:00sell150.050.812200.000000.00000
532012.05.03 00:00modify150.050.812200.825600.79612
542012.05.03 00:00sell160.050.812200.000000.00000
552012.05.03 00:00modify160.050.812200.825600.00000
562012.05.07 00:00modify160.050.812200.812000.00000
572012.05.07 00:00modify150.050.812200.812000.79612
582012.05.16 00:00t/p150.050.796120.812000.79612106.279997.69
592012.05.16 00:00modify160.050.812200.800210.00000
602012.05.17 00:00s/l160.050.800210.800210.0000079.2810076.97
612012.07.09 00:00sell170.050.792700.000000.00000
622012.07.09 00:00modify170.050.792700.810480.77136
632012.07.09 00:00sell180.050.792700.000000.00000
642012.07.09 00:00modify180.050.792700.810480.00000
652012.07.16 00:00modify180.050.792700.792500.00000
662012.07.16 00:00modify170.050.792700.792500.77136
672012.08.06 00:00s/l170.050.792500.792500.771361.5210078.49
682012.08.06 00:00s/l180.050.792500.792500.000001.5210080.02
692012.10.23 00:00buy190.050.816090.000000.00000
702012.10.23 00:00modify190.050.816090.803580.83110
712012.10.23 00:00buy200.050.816090.000000.00000
722012.10.23 00:00modify200.050.816090.803580.00000
732012.10.26 00:00s/l190.050.803580.803580.83110-83.149996.87
742012.10.26 00:00s/l200.050.803580.803580.00000-83.149913.73
752012.12.26 00:00buy210.050.817390.000000.00000
762012.12.26 00:00modify210.050.817390.806080.83096
772012.12.26 00:00buy220.050.817390.000000.00000
782012.12.26 00:00modify220.050.817390.806080.00000
792012.12.28 00:00modify220.050.817390.817590.00000
802012.12.28 00:00modify210.050.817390.817590.83096
812012.12.31 00:00s/l210.050.817590.817590.830960.799914.51
822012.12.31 00:00s/l220.050.817590.817590.000000.799915.30
832013.01.14 00:00buy230.050.828790.000000.00000
842013.01.14 00:00modify230.050.828790.815340.84493
852013.01.14 00:00buy240.050.828790.000000.00000
862013.01.14 00:00modify240.050.828790.815340.00000
872013.01.18 00:00modify240.050.828790.828990.00000
882013.01.18 00:00modify230.050.828790.828990.84493
892013.01.25 00:00t/p230.050.844930.828990.84493105.1810020.48
902013.01.25 00:00modify240.050.828790.841840.00000
912013.01.28 00:00modify240.050.828790.845550.00000
922013.01.29 00:00modify240.050.828790.849200.00000
932013.01.30 00:00modify240.050.828790.851030.00000
942013.01.31 00:00modify240.050.828790.853920.00000
952013.02.01 00:00modify240.050.828790.854610.00000
962013.02.04 00:00modify240.050.828790.860620.00000
972013.02.05 00:00s/l240.050.860620.860620.00000207.8310228.31
982013.02.21 00:00buy250.050.872190.000000.00000
992013.02.21 00:00modify250.050.872190.846110.90349
1002013.02.21 00:00buy260.050.872190.000000.00000
1012013.02.21 00:00modify260.050.872190.846110.00000
1022013.03.14 00:00close260.050.868400.846110.00000-27.2810201.03
1032013.03.14 00:00close250.050.868400.846110.90349-27.2810173.76
1042013.09.16 00:00sell270.050.838800.000000.00000
1052013.09.16 00:00modify270.050.838800.853020.82174
1062013.09.16 00:00sell280.050.838800.000000.00000
1072013.09.16 00:00modify280.050.838800.853020.00000
1082013.10.09 00:00close280.050.844090.853020.00000-34.7710138.98
1092013.10.09 00:00close270.050.844090.853020.82174-34.7710104.21
1102013.12.02 00:00sell290.050.830000.000000.00000
1112013.12.02 00:00modify290.050.830000.845300.81164
1122013.12.02 00:00sell300.050.830000.000000.00000
1132013.12.02 00:00modify300.050.830000.845300.00000
1142013.12.13 00:00close300.050.841390.845300.00000-75.1310029.08
1152013.12.13 00:00close290.050.841390.845300.81164-75.139953.96
1162014.01.22 00:00sell310.050.823000.000000.00000
1172014.01.22 00:00modify310.050.823000.837580.80550
1182014.01.22 00:00sell320.050.823000.000000.00000
1192014.01.22 00:00modify320.050.823000.837580.00000
1202014.01.23 00:00modify320.050.823000.822800.00000
1212014.01.23 00:00modify310.050.823000.822800.80550
1222014.01.24 00:00s/l310.050.822800.822800.805501.369955.32
1232014.01.24 00:00s/l320.050.822800.822800.000001.369956.68
1242014.05.13 00:00sell330.050.815600.000000.00000
1252014.05.13 00:00modify330.050.815600.824950.80438
1262014.05.13 00:00sell340.050.815600.000000.00000
1272014.05.13 00:00modify340.050.815600.824950.00000
1282014.05.22 00:00modify340.050.815600.815400.00000
1292014.05.22 00:00modify330.050.815600.815400.80438
1302014.06.13 00:00t/p330.050.804380.815400.8043874.3410031.02
1312014.06.13 00:00modify340.050.815600.806580.00000
1322014.06.16 00:00modify340.050.815600.803760.00000
1332014.06.17 00:00modify340.050.815600.802730.00000
1342014.06.18 00:00modify340.050.815600.801400.00000
1352014.06.19 00:00s/l340.050.801400.801400.0000094.0510125.07
1362014.07.03 00:00sell350.050.795700.000000.00000
1372014.07.03 00:00modify350.050.795700.806730.78246
1382014.07.03 00:00sell360.050.795700.000000.00000
1392014.07.03 00:00modify360.050.795700.806730.00000
1402014.07.07 00:00modify360.050.795700.795500.00000
1412014.07.07 00:00modify350.050.795700.795500.78246
1422014.07.09 00:00s/l350.050.795500.795500.782461.3510126.42
1432014.07.09 00:00s/l360.050.795500.795500.000001.3510127.77
1442014.07.16 00:00sell370.050.791500.000000.00000
1452014.07.16 00:00modify370.050.791500.801550.77944
1462014.07.16 00:00sell380.050.791500.000000.00000
1472014.07.16 00:00modify380.050.791500.801550.00000
1482014.08.01 00:00close380.050.792990.801550.00000-9.7110118.06
1492014.08.01 00:00close370.050.792990.801550.77944-9.7110108.35
1502014.09.19 00:00sell390.050.785900.000000.00000
1512014.09.19 00:00modify390.050.785900.801200.76754
1522014.09.19 00:00sell400.050.785900.000000.00000
1532014.09.19 00:00modify400.050.785900.801200.00000
1542014.09.29 00:00modify400.050.785900.785700.00000
1552014.09.29 00:00modify390.050.785900.785700.76754
1562014.10.03 00:00s/l390.050.785700.785700.767541.4210109.77
1572014.10.03 00:00s/l400.050.785700.785700.000001.4210111.19
1582015.01.02 00:00sell410.050.776700.000000.00000
1592015.01.02 00:00modify410.050.776700.793500.75654
1602015.01.02 00:00sell420.050.776700.000000.00000
1612015.01.02 00:00modify420.050.776700.793500.00000
1622015.01.16 00:00modify420.050.776700.776500.00000
1632015.01.16 00:00modify410.050.776700.776500.75654
1642015.01.23 00:00t/p410.050.756540.776500.75654133.2810244.47
1652015.01.23 00:00modify420.050.776700.763440.00000
1662015.01.26 00:00modify420.050.776700.756780.00000
1672015.01.27 00:00modify420.050.776700.754010.00000
1682015.01.28 00:00modify420.050.776700.752890.00000
1692015.01.29 00:00modify420.050.776700.749610.00000
1702015.01.30 00:00s/l420.050.749610.749610.00000179.0910423.57
1712015.02.24 00:00sell430.050.733500.000000.00000
1722015.02.24 00:00modify430.050.733500.753480.70952
1732015.02.24 00:00sell440.050.733500.000000.00000
1742015.02.24 00:00modify440.050.733500.753480.00000
1752015.02.27 00:00modify440.050.733500.733300.00000
1762015.02.27 00:00modify430.050.733500.733300.70952
1772015.03.11 00:00t/p430.050.709520.733300.70952158.4610582.03
1782015.03.11 00:00modify440.050.733500.717800.00000
1792015.03.12 00:00modify440.050.733500.714140.00000
1802015.03.13 00:00s/l440.050.714140.714140.00000127.9810710.00
1812015.07.17 00:00sell450.050.696900.000000.00000
1822015.07.17 00:00modify450.050.696900.719050.67032
1832015.07.17 00:00sell460.050.696900.000000.00000
1842015.07.17 00:00modify460.050.696900.719050.00000
1852015.07.30 00:00close460.050.703790.719050.00000-45.4110664.60
1862015.07.30 00:00close450.050.703790.719050.67032-45.4110619.19
1872016.01.11 00:00buy470.050.754650.000000.00000
1882016.01.11 00:00modify470.050.754650.734840.77842
1892016.01.11 00:00buy480.050.754650.000000.00000
1902016.01.11 00:00modify480.050.754650.734840.00000
1912016.01.18 00:00modify480.050.754650.754850.00000
1922016.01.18 00:00modify470.050.754650.754850.77842
1932016.01.25 00:00s/l470.050.754850.754850.77842-0.1810619.02
1942016.01.25 00:00s/l480.050.754850.754850.00000-0.1810618.84
1952016.02.09 00:00buy490.050.776370.000000.00000
1962016.02.09 00:00modify490.050.776370.747830.81062
1972016.02.09 00:00buy500.050.776370.000000.00000
1982016.02.09 00:00modify500.050.776370.747830.00000
1992016.02.24 00:00modify500.050.776370.776570.00000
2002016.02.24 00:00modify490.050.776370.776570.81062
2012016.03.02 00:00s/l490.050.776570.776570.81062-1.0310617.81
2022016.03.02 00:00s/l500.050.776570.776570.00000-1.0310616.77
2032016.04.04 00:00buy510.050.801570.000000.00000
2042016.04.04 00:00modify510.050.801570.780180.82724
2052016.04.04 00:00buy520.050.801570.000000.00000
2062016.04.04 00:00modify520.050.801570.780180.00000
2072016.04.08 00:00modify520.050.801570.801770.00000
2082016.04.08 00:00modify510.050.801570.801770.82724
2092016.04.12 00:00s/l510.050.801770.801770.827240.4610617.24
2102016.04.12 00:00s/l520.050.801770.801770.000000.4610617.70
2112016.06.27 00:00buy530.050.822930.000000.00000
2122016.06.27 00:00modify530.050.822930.786690.86642
2132016.06.27 00:00buy540.050.822930.000000.00000
2142016.06.27 00:00modify540.050.822930.786690.00000
2152016.07.01 00:00modify540.050.822930.823130.00000
2162016.07.01 00:00modify530.050.822930.823130.86642
2172016.08.16 00:00t/p530.050.866420.823130.86642281.8310899.54
2182016.08.16 00:00modify540.050.822930.861780.00000
2192016.08.17 00:00modify540.050.822930.862200.00000
2202016.08.18 00:00modify540.050.822930.863440.00000
2212016.08.19 00:00s/l540.050.863440.863440.00000261.6211161.16
2222016.10.04 00:00buy550.050.873010.000000.00000
2232016.10.04 00:00modify550.050.873010.852540.89757
2242016.10.04 00:00buy560.050.873010.000000.00000
2252016.10.04 00:00modify560.050.873010.852540.00000
2262016.10.05 00:00modify560.050.873010.873210.00000
2272016.10.05 00:00modify550.050.873010.873210.89757
2282016.10.10 00:00t/p550.050.897570.873210.89757161.5411322.70
2292016.10.10 00:00modify560.050.873010.886200.00000
2302016.10.11 00:00modify560.050.873010.890760.00000
2312016.10.12 00:00modify560.050.873010.898890.00000
2322016.10.13 00:00s/l560.050.898890.898890.00000169.7211492.42
2332017.07.12 00:00buy570.050.892320.000000.00000
2342017.07.12 00:00modify570.050.892320.874620.91356
2352017.07.12 00:00buy580.050.892320.000000.00000
2362017.07.12 00:00modify580.050.892320.874620.00000
2372017.07.17 00:00s/l570.050.874620.874620.91356-117.4111375.01
2382017.07.17 00:00s/l580.050.874620.874620.00000-117.4111257.59
2392017.07.21 00:00buy590.050.897360.000000.00000
2402017.07.21 00:00modify590.050.897360.877410.92130
2412017.07.21 00:00buy600.050.897360.000000.00000
2422017.07.21 00:00modify600.050.897360.877410.00000
2432017.08.08 00:00modify600.050.897360.897560.00000
2442017.08.08 00:00modify590.050.897360.897560.92130
2452017.08.24 00:00t/p590.050.921300.897560.92130154.4411412.04
2462017.08.24 00:00modify600.050.897360.916720.00000
2472017.08.25 00:00modify600.050.897360.917360.00000
2482017.08.28 00:00modify600.050.897360.919970.00000
2492017.08.29 00:00modify600.050.897360.921920.00000
2502017.08.30 00:00modify600.050.897360.923450.00000
2512017.08.31 00:00s/l600.050.923450.923450.00000167.9011579.93