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

СимволEURUSD (Euro vs US 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; MaxDelta=4; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=40; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=20; ExitProfitMinutesClass=20; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=10; EADXLevel=40; ExitProfitMinutesADX=8; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=24; EBBDev=1; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=6; EDEMLevel=0.3; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=6; EWPRLevel=10; ExitProfitMinutesWPR=14; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=6; ESTODPer=36; ESTOSPer=24; ESTOLevel=10; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=12; ExitProfitMinutesRVI=8; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=1; iIndent=6; iMAPeriod=26; 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 истории1736Смоделировано тиков2471Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (6)
Чистая прибыль936.62Общая прибыль1885.71Общий убыток-949.09
Прибыльность1.99Матожидание выигрыша15.61
Абсолютная просадка0.00Максимальная просадка621.10 (5.71%)Относительная просадка5.71% (621.10)
Всего сделок60Короткие позиции (% выигравших)24 (66.67%)Длинные позиции (% выигравших)36 (41.67%)
Прибыльные сделки (% от всех)31 (51.67%)Убыточные сделки (% от всех)29 (48.33%)
Самая большаяприбыльная сделка503.44убыточная сделка-140.02
Средняяприбыльная сделка60.83убыточная сделка-32.73
Максимальное количествонепрерывных выигрышей (прибыль)4 (152.87)непрерывных проигрышей (убыток)6 (-436.27)
Макс.непрерывная прибыль (число выигрышей)645.50 (3)непрерывный убыток (число проигрышей)-436.27 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00sell10.051.194800.000000.00000
22015.01.05 00:00modify10.051.194801.224291.18300
32015.01.05 00:00sell20.051.194800.000000.00000
42015.01.05 00:00modify20.051.194801.224290.00000
52015.01.08 00:00t/p10.051.183001.224291.1830059.8010059.80
62015.01.08 00:00modify20.051.194801.194600.00000
72015.01.22 00:00modify20.051.194801.192800.00000
82015.01.23 00:00modify20.051.194801.188700.00000
92015.01.26 00:00modify20.051.194801.183740.00000
102015.01.27 00:00modify20.051.194801.179320.00000
112015.01.28 00:00modify20.051.194801.176240.00000
122015.01.29 00:00modify20.051.194801.172680.00000
132015.01.30 00:00modify20.051.194801.169760.00000
142015.02.02 00:00modify20.051.194801.166850.00000
152015.02.03 00:00modify20.051.194801.164420.00000
162015.02.04 00:00modify20.051.194801.163130.00000
172015.02.05 00:00modify20.051.194801.160970.00000
182015.02.06 00:00modify20.051.194801.160030.00000
192015.02.09 00:00modify20.051.194801.157990.00000
202015.02.10 00:00modify20.051.194801.156140.00000
212015.02.11 00:00modify20.051.194801.154360.00000
222015.02.12 00:00modify20.051.194801.152830.00000
232015.02.13 00:00modify20.051.194801.151930.00000
242015.02.16 00:00modify20.051.194801.151090.00000
252015.02.17 00:00modify20.051.194801.149910.00000
262015.02.18 00:00modify20.051.194801.149290.00000
272015.02.19 00:00modify20.051.194801.148660.00000
282015.02.20 00:00modify20.051.194801.147790.00000
292015.02.23 00:00modify20.051.194801.147130.00000
302015.02.24 00:00modify20.051.194801.146170.00000
312015.02.25 00:00modify20.051.194801.145300.00000
322015.02.26 00:00modify20.051.194801.144680.00000
332015.02.27 00:00modify20.051.194801.142860.00000
342015.03.02 00:00modify20.051.194801.141130.00000
352015.03.03 00:00modify20.051.194801.139450.00000
362015.03.04 00:00modify20.051.194801.137910.00000
372015.03.05 00:00modify20.051.194801.135730.00000
382015.03.06 00:00modify20.051.194801.133360.00000
392015.03.09 00:00modify20.051.194801.129820.00000
402015.03.10 00:00modify20.051.194801.126520.00000
412015.03.11 00:00modify20.051.194801.122270.00000
422015.03.12 00:00modify20.051.194801.117330.00000
432015.03.13 00:00modify20.051.194801.113290.00000
442015.03.16 00:00modify20.051.194801.108600.00000
452015.03.17 00:00modify20.051.194801.104820.00000
462015.03.18 00:00modify20.051.194801.101490.00000
472015.03.19 00:00modify20.051.194801.100120.00000
482015.03.20 00:00modify20.051.194801.097700.00000
492015.03.23 00:00modify20.051.194801.096600.00000
502015.03.24 00:00s/l20.051.096601.096600.00000503.4410563.24
512015.04.30 00:00buy30.051.111560.000000.00000
522015.04.30 00:00modify30.051.111561.070161.12812
532015.04.30 00:00buy40.051.111560.000000.00000
542015.04.30 00:00modify40.051.111561.070160.00000
552015.05.04 00:00t/p30.051.128121.070161.1281282.2610645.50
562015.05.04 00:00modify40.051.111561.111760.00000
572015.05.06 00:00s/l40.051.111761.111760.00000-0.0910645.41
582015.05.07 00:00buy50.051.134360.000000.00000
592015.05.07 00:00modify50.051.134361.092381.15115
602015.05.07 00:00buy60.051.134360.000000.00000
612015.05.07 00:00modify60.051.134361.092380.00000
622015.05.19 00:00close60.051.131501.092380.00000-17.0210628.39
632015.05.19 00:00close50.051.131501.092381.15115-17.0210611.38
642015.07.17 00:00sell70.051.087600.000000.00000
652015.07.17 00:00modify70.051.087601.126221.07215
662015.07.17 00:00sell80.051.087600.000000.00000
672015.07.17 00:00modify80.051.087601.126220.00000
682015.08.05 00:00close80.051.089061.126220.00000-4.5910606.79
692015.08.05 00:00close70.051.089061.126221.07215-4.5910602.20
702015.08.13 00:00buy90.051.115760.000000.00000
712015.08.13 00:00modify90.051.115761.083591.12863
722015.08.13 00:00buy100.051.115760.000000.00000
732015.08.13 00:00modify100.051.115761.083590.00000
742015.08.24 00:00t/p90.051.128631.083591.1286361.9110664.11
752015.08.24 00:00modify100.051.115761.115960.00000
762015.08.31 00:00s/l100.051.115961.115960.00000-3.3410660.77
772015.10.15 00:00buy110.051.148260.000000.00000
782015.10.15 00:00modify110.051.148261.115561.16134
792015.10.15 00:00buy120.051.148260.000000.00000
802015.10.15 00:00modify120.051.148261.115560.00000
812015.10.20 00:00close120.051.132901.115560.00000-77.6110583.15
822015.10.20 00:00close110.051.132901.115561.16134-77.6110505.54
832015.10.23 00:00sell130.051.110600.000000.00000
842015.10.23 00:00modify130.051.110601.140481.09865
852015.10.23 00:00sell140.051.110600.000000.00000
862015.10.23 00:00modify140.051.110601.140480.00000
872015.10.29 00:00t/p130.051.098651.140481.0986560.7110566.24
882015.10.29 00:00modify140.051.110601.110400.00000
892015.11.09 00:00modify140.051.110601.109070.00000
902015.11.10 00:00modify140.051.110601.106640.00000
912015.11.11 00:00modify140.051.110601.104130.00000
922015.11.12 00:00modify140.051.110601.102080.00000
932015.11.13 00:00modify140.051.110601.100550.00000
942015.11.16 00:00modify140.051.110601.098710.00000
952015.11.17 00:00modify140.051.110601.096520.00000
962015.11.18 00:00modify140.051.110601.094200.00000
972015.11.19 00:00modify140.051.110601.092170.00000
982015.11.20 00:00modify140.051.110601.090790.00000
992015.11.23 00:00modify140.051.110601.088900.00000
1002015.11.24 00:00modify140.051.110601.087060.00000
1012015.11.25 00:00modify140.051.110601.085440.00000
1022015.11.26 00:00modify140.051.110601.083760.00000
1032015.11.27 00:00modify140.051.110601.082080.00000
1042015.11.30 00:00modify140.051.110601.080440.00000
1052015.12.01 00:00modify140.051.110601.078770.00000
1062015.12.02 00:00modify140.051.110601.077610.00000
1072015.12.03 00:00modify140.051.110601.076420.00000
1082015.12.04 00:00s/l140.051.076421.076420.00000177.6010743.84
1092015.12.04 00:00buy150.051.092860.000000.00000
1102015.12.04 00:00modify150.051.092861.062161.10514
1112015.12.04 00:00buy160.051.092860.000000.00000
1122015.12.04 00:00modify160.051.092861.062160.00000
1132015.12.16 00:00t/p150.051.105141.062161.1051458.6810802.53
1142015.12.16 00:00modify160.051.092861.093060.00000
1152015.12.17 00:00s/l160.051.093061.093060.00000-2.5310800.00
1162016.01.06 00:00sell170.051.075360.000000.00000
1172016.01.06 00:00modify170.051.075361.104271.06380
1182016.01.06 00:00sell180.051.075360.000000.00000
1192016.01.06 00:00modify180.051.075361.104270.00000
1202016.01.18 00:00close180.051.091251.104270.00000-77.5410722.46
1212016.01.18 00:00close170.051.091251.104271.06380-77.5410644.93
1222016.02.04 00:00buy190.051.108230.000000.00000
1232016.02.04 00:00modify190.051.108231.076841.12079
1242016.02.04 00:00buy200.051.108230.000000.00000
1252016.02.04 00:00modify200.051.108231.076840.00000
1262016.02.05 00:00t/p190.051.120791.076841.1207962.5310707.45
1272016.02.05 00:00modify200.051.108231.108430.00000
1282016.02.19 00:00s/l200.051.108431.108430.00000-3.0710704.38
1292016.03.18 00:00buy210.051.131620.000000.00000
1302016.03.18 00:00modify210.051.131621.097571.14524
1312016.03.18 00:00buy220.051.131620.000000.00000
1322016.03.18 00:00modify220.051.131621.097570.00000
1332016.04.04 00:00modify220.051.131621.131820.00000
1342016.04.04 00:00modify210.051.131621.131821.14524
1352016.04.08 00:00t/p210.051.145241.131821.1452462.4010766.78
1362016.04.14 00:00s/l220.051.131821.131820.00000-6.3310760.45
1372016.05.03 00:00buy230.051.152750.000000.00000
1382016.05.03 00:00modify230.051.152751.126491.16325
1392016.05.03 00:00buy240.051.152750.000000.00000
1402016.05.03 00:00modify240.051.152751.126490.00000
1412016.05.06 00:00close240.051.140351.126490.00000-63.3610697.09
1422016.05.06 00:00close230.051.140351.126491.16325-63.3610633.73
1432016.05.19 00:00sell250.051.121770.000000.00000
1442016.05.19 00:00modify250.051.121771.145861.11213
1452016.05.19 00:00sell260.051.121770.000000.00000
1462016.05.19 00:00modify260.051.121771.145860.00000
1472016.05.30 00:00t/p250.051.112131.145861.1121349.6410683.37
1482016.05.30 00:00modify260.051.121771.121570.00000
1492016.06.03 00:00s/l260.051.121571.121570.000003.3910686.76
1502016.06.24 00:00buy270.051.141880.000000.00000
1512016.06.24 00:00modify270.051.141881.113931.15306
1522016.06.24 00:00buy280.051.141880.000000.00000
1532016.06.24 00:00modify280.051.141881.113930.00000
1542016.06.27 00:00s/l270.051.113931.113931.15306-140.0210546.74
1552016.06.27 00:00s/l280.051.113931.113930.00000-140.0210406.72
1562016.06.27 00:00sell290.051.103840.000000.00000
1572016.06.27 00:00modify290.051.103841.138161.09011
1582016.06.27 00:00sell300.051.103840.000000.00000
1592016.06.27 00:00modify300.051.103841.138160.00000
1602016.07.12 00:00close300.051.106111.138160.00000-8.9610397.76
1612016.07.12 00:00close290.051.106111.138161.09011-8.9610388.80
1622016.08.03 00:00buy310.051.122260.000000.00000
1632016.08.03 00:00modify310.051.122261.100441.13099
1642016.08.03 00:00buy320.051.122260.000000.00000
1652016.08.03 00:00modify320.051.122261.100440.00000
1662016.08.08 00:00close320.051.108701.100440.00000-69.1610319.65
1672016.08.08 00:00close310.051.108701.100441.13099-69.1610250.49
1682016.08.17 00:00buy330.051.127530.000000.00000
1692016.08.17 00:00modify330.051.127531.106001.13614
1702016.08.17 00:00buy340.051.127530.000000.00000
1712016.08.17 00:00modify340.051.127531.106000.00000
1722016.08.19 00:00t/p330.051.136141.106001.1361441.9610292.45
1732016.08.19 00:00modify340.051.127531.127730.00000
1742016.08.23 00:00s/l340.051.127731.127730.00000-0.6310291.82
1752016.10.12 00:00sell350.051.105440.000000.00000
1762016.10.12 00:00modify350.051.105441.125991.09722
1772016.10.12 00:00sell360.051.105440.000000.00000
1782016.10.12 00:00modify360.051.105441.125990.00000
1792016.10.17 00:00t/p350.051.097221.125991.0972241.9010333.72
1802016.10.17 00:00modify360.051.105441.105240.00000
1812016.10.28 00:00modify360.051.105441.104220.00000
1822016.10.31 00:00modify360.051.105441.103830.00000
1832016.11.01 00:00modify360.051.105441.103390.00000
1842016.11.02 00:00s/l360.051.103391.103390.0000013.6010347.32
1852016.11.14 00:00sell370.051.083860.000000.00000
1862016.11.14 00:00modify370.051.083861.110291.07329
1872016.11.14 00:00sell380.051.083860.000000.00000
1882016.11.14 00:00modify380.051.083861.110290.00000
1892016.11.15 00:00t/p370.051.073291.110291.0732953.0110400.33
1902016.11.15 00:00modify380.051.083861.083660.00000
1912016.11.25 00:00modify380.051.083861.082620.00000
1922016.11.28 00:00modify380.051.083861.080940.00000
1932016.11.29 00:00modify380.051.083861.079540.00000
1942016.11.30 00:00modify380.051.083861.078500.00000
1952016.12.01 00:00modify380.051.083861.077150.00000
1962016.12.02 00:00modify380.051.083861.076370.00000
1972016.12.05 00:00modify380.051.083861.075690.00000
1982016.12.06 00:00s/l380.051.075691.075690.0000044.3610444.69
1992016.12.16 00:00sell390.051.042060.000000.00000
2002016.12.16 00:00modify390.051.042061.076511.02828
2012016.12.16 00:00sell400.051.042060.000000.00000
2022016.12.16 00:00modify400.051.042061.076510.00000
2032016.12.22 00:00close400.051.042811.076510.00000-2.7910441.90
2042016.12.22 00:00close390.051.042811.076511.02828-2.7910439.10
2052017.01.18 00:00buy410.051.071170.000000.00000
2062017.01.18 00:00modify410.051.071171.042761.08253
2072017.01.18 00:00buy420.051.071170.000000.00000
2082017.01.18 00:00modify420.051.071171.042760.00000
2092017.02.02 00:00modify420.051.071171.071370.00000
2102017.02.02 00:00modify410.051.071171.071371.08253
2112017.02.03 00:00t/p410.051.082531.071371.0825351.9110491.02
2122017.02.06 00:00s/l420.051.071371.071370.00000-4.1610486.86
2132017.02.15 00:00sell430.051.057620.000000.00000
2142017.02.15 00:00modify430.051.057621.081861.04792
2152017.02.15 00:00sell440.051.057620.000000.00000
2162017.02.15 00:00modify440.051.057621.081860.00000
2172017.02.27 00:00modify440.051.057621.057420.00000
2182017.02.27 00:00modify430.051.057621.057421.04792
2192017.02.28 00:00s/l430.051.057421.057421.047923.0710489.93
2202017.02.28 00:00s/l440.051.057421.057420.000003.0710493.01
2212017.03.16 00:00buy450.051.073660.000000.00000
2222017.03.16 00:00modify450.051.073661.051161.08266
2232017.03.16 00:00buy460.051.073660.000000.00000
2242017.03.16 00:00modify460.051.073661.051160.00000
2252017.03.27 00:00t/p450.051.082661.051161.0826642.5610535.56
2262017.03.27 00:00modify460.051.073661.073860.00000
2272017.03.31 00:00s/l460.051.073861.073860.00000-3.0710532.49
2282017.04.26 00:00buy470.051.092480.000000.00000
2292017.04.26 00:00modify470.051.092481.071511.10087
2302017.04.26 00:00buy480.051.092480.000000.00000
2312017.04.26 00:00modify480.051.092481.071510.00000
2322017.05.08 00:00t/p470.051.100871.071511.1008738.6910571.18
2332017.05.08 00:00modify480.051.092481.092680.00000
2342017.05.09 00:00s/l480.051.092681.092680.00000-2.5310568.65
2352017.05.17 00:00buy490.051.108080.000000.00000
2362017.05.17 00:00modify490.051.108081.084611.11747
2372017.05.17 00:00buy500.051.108080.000000.00000
2382017.05.17 00:00modify500.051.108081.084610.00000
2392017.05.22 00:00t/p490.051.117471.084611.1174745.5910614.24
2402017.05.22 00:00modify500.051.108081.108280.00000
2412017.06.06 00:00modify500.051.108081.108610.00000
2422017.06.07 00:00modify500.051.108081.109980.00000
2432017.06.08 00:00modify500.051.108081.111090.00000
2442017.06.09 00:00modify500.051.108081.111800.00000
2452017.06.12 00:00modify500.051.108081.112320.00000
2462017.06.13 00:00modify500.051.108081.112860.00000
2472017.06.14 00:00modify500.051.108081.113410.00000
2482017.06.15 00:00modify500.051.108081.113980.00000
2492017.06.16 00:00s/l500.051.113981.113980.0000020.8110635.06
2502017.06.28 00:00buy510.051.133750.000000.00000
2512017.06.28 00:00modify510.051.133751.113251.14195
2522017.06.28 00:00buy520.051.133750.000000.00000
2532017.06.28 00:00modify520.051.133751.113250.00000
2542017.06.30 00:00t/p510.051.141951.113251.1419539.9110674.97
2552017.06.30 00:00modify520.051.133751.133950.00000
2562017.07.05 00:00s/l520.051.133951.133950.00000-0.9010674.07
2572017.07.12 00:00buy530.051.146740.000000.00000
2582017.07.12 00:00modify530.051.146741.125301.15532
2592017.07.12 00:00buy540.051.146740.000000.00000
2602017.07.12 00:00modify540.051.146741.125300.00000
2612017.07.19 00:00t/p530.051.155321.125301.1553241.0010715.07
2622017.07.19 00:00modify540.051.146741.146940.00000
2632017.07.31 00:00modify540.051.146741.148830.00000
2642017.08.01 00:00modify540.051.146741.151400.00000
2652017.08.02 00:00modify540.051.146741.153480.00000
2662017.08.03 00:00modify540.051.146741.155810.00000
2672017.08.04 00:00modify540.051.146741.158060.00000
2682017.08.07 00:00modify540.051.146741.159430.00000
2692017.08.08 00:00modify540.051.146741.160860.00000
2702017.08.09 00:00modify540.051.146741.161870.00000
2712017.08.10 00:00modify540.051.146741.162860.00000
2722017.08.11 00:00modify540.051.146741.163870.00000
2732017.08.14 00:00modify540.051.146741.165160.00000
2742017.08.15 00:00modify540.051.146741.166060.00000
2752017.08.16 00:00modify540.051.146741.166560.00000
2762017.08.17 00:00modify540.051.146741.167260.00000
2772017.08.18 00:00s/l540.051.167261.167260.0000092.0110807.08
2782017.08.28 00:00buy550.051.194370.000000.00000
2792017.08.28 00:00modify550.051.194371.166551.20550
2802017.08.28 00:00buy560.051.194370.000000.00000
2812017.08.28 00:00modify560.051.194371.166550.00000
2822017.08.30 00:00t/p550.051.205501.166551.2055055.1110862.19
2832017.08.30 00:00modify560.051.194371.194570.00000
2842017.08.31 00:00s/l560.051.194571.194570.00000-0.3610861.83
2852017.09.27 00:00sell570.051.179210.000000.00000
2862017.09.27 00:00modify570.051.179211.206451.16831
2872017.09.27 00:00sell580.051.179210.000000.00000
2882017.09.27 00:00modify580.051.179211.206450.00000
2892017.10.09 00:00t/p570.051.168311.206451.1683156.4110918.24
2902017.10.09 00:00modify580.051.179211.179010.00000
2912017.10.11 00:00s/l580.051.179011.179010.000003.2310921.48
2922017.10.27 00:00sell590.051.164910.000000.00000
2932017.10.27 00:00modify590.051.164911.187021.15607
2942017.10.27 00:00sell600.051.164910.000000.00000
2952017.10.27 00:00modify600.051.164911.187020.00000
2962017.10.31 23:59close at stop600.051.163461.187020.000007.5710929.05
2972017.10.31 23:59close at stop590.051.163461.187021.156077.5710936.62