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

СимволGBPUSD (Great Britain Pound vs US Dollar)
ПериодДень (D1) 2015.01.02 10:10 - 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=0.3; MaxDelta=4.8; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=20; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=20; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=42; EBBDev=2; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=18; EDEMLevel=0.2; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=18; EWPRLevel=2; ExitProfitMinutesWPR=16; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=28; ESTODPer=18; ESTOSPer=12; ESTOLevel=10; ExitProfitMinutesSTO=4; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=20; ExitProfitMinutesRVI=10; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=1; iIndent=2; iMAPeriod=6; 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 (10)
Чистая прибыль678.18Общая прибыль2092.25Общий убыток-1414.08
Прибыльность1.48Матожидание выигрыша12.56
Абсолютная просадка399.47Максимальная просадка709.03 (6.88%)Относительная просадка6.88% (709.03)
Всего сделок54Короткие позиции (% выигравших)26 (84.62%)Длинные позиции (% выигравших)28 (50.00%)
Прибыльные сделки (% от всех)36 (66.67%)Убыточные сделки (% от всех)18 (33.33%)
Самая большаяприбыльная сделка290.02убыточная сделка-260.74
Средняяприбыльная сделка58.12убыточная сделка-78.56
Максимальное количествонепрерывных выигрышей (прибыль)8 (610.00)непрерывных проигрышей (убыток)6 (-112.73)
Макс.непрерывная прибыль (число выигрышей)610.00 (8)непрерывный убыток (число проигрышей)-521.48 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 10:10sell10.051.528200.000000.00000
22015.01.05 10:10modify10.051.528201.560751.48914
32015.01.05 10:10sell20.051.528200.000000.00000
42015.01.05 10:10modify20.051.528201.560750.00000
52015.01.07 10:10modify20.051.528201.528000.00000
62015.01.07 10:10modify10.051.528201.528001.48914
72015.01.09 10:10modify20.051.528201.522380.00000
82015.01.09 10:10modify10.051.528201.522381.48914
92015.01.12 10:10modify20.051.528201.520760.00000
102015.01.12 10:10modify10.051.528201.520761.48914
112015.01.13 10:10modify20.051.528201.519630.00000
122015.01.13 10:10modify10.051.528201.519631.48914
132015.01.14 10:10modify20.051.528201.518710.00000
142015.01.14 10:10modify10.051.528201.518711.48914
152015.01.15 10:10s/l10.051.518711.518711.4891448.7910048.79
162015.01.15 10:10s/l20.051.518711.518710.0000048.7910097.58
172015.02.06 10:10buy30.051.533300.000000.00000
182015.02.06 10:10modify30.051.533301.495371.57882
192015.02.06 10:10buy40.051.533300.000000.00000
202015.02.06 10:10modify40.051.533301.495370.00000
212015.02.19 10:10modify40.051.533301.535570.00000
222015.02.19 10:10modify30.051.533301.535571.57882
232015.02.20 10:10modify40.051.533301.537180.00000
242015.02.20 10:10modify30.051.533301.537181.57882
252015.02.23 10:10s/l30.051.537181.537181.5788216.5510114.13
262015.02.23 10:10s/l40.051.537181.537180.0000016.5510130.68
272015.02.26 10:10buy50.051.552700.000000.00000
282015.02.26 10:10modify50.051.552701.519311.59277
292015.02.26 10:10buy60.051.552700.000000.00000
302015.02.26 10:10modify60.051.552701.519310.00000
312015.03.06 10:10close60.051.525001.519310.00000-140.029990.66
322015.03.06 10:10close50.051.525001.519311.59277-140.029850.64
332015.03.09 10:10sell70.051.505800.000000.00000
342015.03.09 10:10modify70.051.505801.536161.46937
352015.03.09 10:10sell80.051.505800.000000.00000
362015.03.09 10:10modify80.051.505801.536160.00000
372015.03.12 10:10modify80.051.505801.505600.00000
382015.03.12 10:10modify70.051.505801.505601.46937
392015.03.13 10:10modify80.051.505801.504430.00000
402015.03.13 10:10modify70.051.505801.504431.46937
412015.03.16 10:10modify80.051.505801.495790.00000
422015.03.16 10:10modify70.051.505801.495791.46937
432015.03.17 10:10modify80.051.505801.492020.00000
442015.03.17 10:10modify70.051.505801.492021.46937
452015.03.18 10:10modify80.051.505801.487100.00000
462015.03.18 10:10modify70.051.505801.487101.46937
472015.03.19 10:10s/l70.051.487101.487101.4693794.849945.47
482015.03.19 10:10s/l80.051.487101.487100.0000094.8410040.31
492015.04.27 10:10buy90.051.518100.000000.00000
502015.04.27 10:10modify90.051.518101.476901.56754
512015.04.27 10:10buy100.051.518100.000000.00000
522015.04.27 10:10modify100.051.518101.476900.00000
532015.04.29 10:10modify100.051.518101.518300.00000
542015.04.29 10:10modify90.051.518101.518301.56754
552015.04.30 10:10modify100.051.518101.523310.00000
562015.04.30 10:10modify90.051.518101.523311.56754
572015.05.01 10:10modify100.051.518101.526480.00000
582015.05.01 10:10modify90.051.518101.526481.56754
592015.05.04 10:10s/l90.051.526481.526481.5675440.5710080.88
602015.05.04 10:10s/l100.051.526481.526480.0000040.5710121.45
612015.05.12 10:10buy110.051.558600.000000.00000
622015.05.12 10:10modify110.051.558601.509641.61735
632015.05.12 10:10buy120.051.558600.000000.00000
642015.05.12 10:10modify120.051.558601.509640.00000
652015.05.14 10:10modify120.051.558601.558800.00000
662015.05.14 10:10modify110.051.558601.558801.61735
672015.05.15 10:10modify120.051.558601.561310.00000
682015.05.15 10:10modify110.051.558601.561311.61735
692015.05.18 10:10modify120.051.558601.564710.00000
702015.05.18 10:10modify110.051.558601.564711.61735
712015.05.19 10:10s/l110.051.564711.564711.6173529.2210150.67
722015.05.19 10:10s/l120.051.564711.564710.0000029.2210179.89
732015.06.18 10:10buy130.051.583300.000000.00000
742015.06.18 10:10modify130.051.583301.540431.63474
752015.06.18 10:10buy140.051.583300.000000.00000
762015.06.18 10:10modify140.051.583301.540430.00000
772015.06.23 10:10close140.051.582501.540430.00000-4.5710175.32
782015.06.23 10:10close130.051.582501.540431.63474-4.5710170.75
792015.09.07 10:10sell150.051.518200.000000.00000
802015.09.07 10:10modify150.051.518201.551681.47802
812015.09.07 10:10sell160.051.518200.000000.00000
822015.09.07 10:10modify160.051.518201.551680.00000
832015.09.17 10:10s/l150.051.551681.551681.47802-166.0610004.69
842015.09.17 10:10s/l160.051.551681.551680.00000-166.069838.63
852015.11.09 10:10sell170.051.504900.000000.00000
862015.11.09 10:10modify170.051.504901.538271.46486
872015.11.09 10:10sell180.051.504900.000000.00000
882015.11.09 10:10modify180.051.504901.538270.00000
892015.12.03 10:10modify180.051.504901.504700.00000
902015.12.03 10:10modify170.051.504901.504701.46486
912015.12.04 10:10s/l170.051.504701.504701.464864.019842.64
922015.12.04 10:10s/l180.051.504701.504700.000004.019846.65
932015.12.23 10:10sell190.051.482750.000000.00000
942015.12.23 10:10modify190.051.482751.515881.44299
952015.12.23 10:10sell200.051.482750.000000.00000
962015.12.23 10:10modify200.051.482751.515880.00000
972016.01.04 10:10modify200.051.482751.482550.00000
982016.01.04 10:10modify190.051.482751.482551.44299
992016.01.05 10:10modify200.051.482751.479630.00000
1002016.01.05 10:10modify190.051.482751.479631.44299
1012016.01.06 10:10modify200.051.482751.476290.00000
1022016.01.06 10:10modify190.051.482751.476291.44299
1032016.01.07 10:10modify200.051.482751.472530.00000
1042016.01.07 10:10modify190.051.482751.472531.44299
1052016.01.08 10:10modify200.051.482751.469850.00000
1062016.01.08 10:10modify190.051.482751.469851.44299
1072016.01.11 10:10modify200.051.482751.465040.00000
1082016.01.11 10:10modify190.051.482751.465041.44299
1092016.01.12 10:10modify200.051.482751.462240.00000
1102016.01.12 10:10modify190.051.482751.462241.44299
1112016.01.13 10:10t/p190.051.442991.462241.44299201.1410047.79
1122016.01.13 10:10modify200.051.482751.456720.00000
1132016.01.14 10:10modify200.051.482751.452690.00000
1142016.01.15 10:10modify200.051.482751.449630.00000
1152016.01.18 10:10modify200.051.482751.442750.00000
1162016.01.19 10:10modify200.051.482751.437890.00000
1172016.01.20 10:10modify200.051.482751.431880.00000
1182016.01.21 10:10modify200.051.482751.428110.00000
1192016.01.22 10:10modify200.051.482751.426580.00000
1202016.01.25 10:10s/l200.051.426581.426580.00000284.5310332.32
1212016.02.25 10:10sell210.051.393050.000000.00000
1222016.02.25 10:10modify210.051.393051.443971.33195
1232016.02.25 10:10sell220.051.393050.000000.00000
1242016.02.25 10:10modify220.051.393051.443970.00000
1252016.03.01 10:10modify220.051.393051.392850.00000
1262016.03.01 10:10modify210.051.393051.392851.33195
1272016.03.02 10:10s/l210.051.392851.392851.331951.4510333.77
1282016.03.02 10:10s/l220.051.392851.392850.000001.4510335.21
1292016.04.27 10:10buy230.051.457670.000000.00000
1302016.04.27 10:10modify230.051.457671.418241.50499
1312016.04.27 10:10buy240.051.457670.000000.00000
1322016.04.27 10:10modify240.051.457671.418240.00000
1332016.05.02 10:10modify240.051.457671.457870.00000
1342016.05.02 10:10modify230.051.457671.457871.50499
1352016.05.04 10:10s/l230.051.457871.457871.50499-0.3310334.88
1362016.05.04 10:10s/l240.051.457871.457870.00000-0.3310334.55
1372016.06.13 10:10sell250.051.424080.000000.00000
1382016.06.13 10:10modify250.051.424081.465371.37453
1392016.06.13 10:10sell260.051.424080.000000.00000
1402016.06.13 10:10modify260.051.424081.465370.00000
1412016.06.15 10:10modify260.051.424081.423880.00000
1422016.06.15 10:10modify250.051.424081.423881.37453
1432016.06.17 10:10s/l250.051.423881.423881.374531.6710336.22
1442016.06.17 10:10s/l260.051.423881.423880.000001.6710337.89
1452016.06.24 10:10buy270.051.499450.000000.00000
1462016.06.24 10:10modify270.051.499451.447341.56198
1472016.06.24 10:10buy280.051.499450.000000.00000
1482016.06.24 10:10modify280.051.499451.447340.00000
1492016.06.27 10:10s/l270.051.447341.447341.56198-260.7410077.15
1502016.06.27 10:10s/l280.051.447341.447340.00000-260.749816.41
1512016.06.27 10:10sell290.051.341500.000000.00000
1522016.06.27 10:10modify290.051.341501.419021.24848
1532016.06.27 10:10sell300.051.341500.000000.00000
1542016.06.27 10:10modify300.051.341501.419020.00000
1552016.07.04 10:10modify300.051.341501.341300.00000
1562016.07.04 10:10modify290.051.341501.341301.24848
1572016.07.06 10:10modify300.051.341501.332890.00000
1582016.07.06 10:10modify290.051.341501.332891.24848
1592016.07.07 10:10modify300.051.341501.321500.00000
1602016.07.07 10:10modify290.051.341501.321501.24848
1612016.07.08 10:10modify300.051.341501.313030.00000
1622016.07.08 10:10modify290.051.341501.313031.24848
1632016.07.11 10:10modify300.051.341501.307820.00000
1642016.07.11 10:10modify290.051.341501.307821.24848
1652016.07.12 10:10modify300.051.341501.305470.00000
1662016.07.12 10:10modify290.051.341501.305471.24848
1672016.07.13 10:10s/l290.051.305471.305471.24848181.939998.34
1682016.07.13 10:10s/l300.051.305471.305470.00000181.9310180.28
1692016.09.07 10:10buy310.051.342630.000000.00000
1702016.09.07 10:10modify310.051.342631.308411.38369
1712016.09.07 10:10buy320.051.342630.000000.00000
1722016.09.07 10:10modify320.051.342631.308410.00000
1732016.09.12 10:10close320.051.327031.308410.00000-78.9510101.33
1742016.09.12 10:10close310.051.327031.308411.38369-78.9510022.38
1752016.10.04 10:10sell330.051.284370.000000.00000
1762016.10.04 10:10modify330.051.284371.318731.24314
1772016.10.04 10:10sell340.051.284370.000000.00000
1782016.10.04 10:10modify340.051.284371.318730.00000
1792016.10.05 10:10modify340.051.284371.284170.00000
1802016.10.05 10:10modify330.051.284371.284171.24314
1812016.10.07 10:10modify340.051.284371.278360.00000
1822016.10.07 10:10modify330.051.284371.278361.24314
1832016.10.10 10:10t/p330.051.243141.278361.24314206.8210229.20
1842016.10.10 10:10modify340.051.284371.268620.00000
1852016.10.11 10:10modify340.051.284371.259530.00000
1862016.10.12 10:10modify340.051.284371.245930.00000
1872016.10.13 10:10modify340.051.284371.238540.00000
1882016.10.14 10:10modify340.051.284371.234760.00000
1892016.10.17 10:10modify340.051.284371.229860.00000
1902016.10.18 10:10modify340.051.284371.226700.00000
1912016.10.19 10:10s/l340.051.226701.226700.00000290.0210519.22
1922017.01.10 00:00sell350.051.216010.000000.00000
1932017.01.10 00:00modify350.051.216011.249921.17532
1942017.01.10 00:00sell360.051.216010.000000.00000
1952017.01.10 00:00modify360.051.216011.249920.00000
1962017.01.16 00:00modify360.051.216011.215810.00000
1972017.01.16 00:00modify350.051.216011.215811.17532
1982017.01.18 00:00s/l350.051.215811.215811.175321.8910521.11
1992017.01.18 00:00s/l360.051.215811.215810.000001.8910523.00
2002017.01.24 00:00buy370.051.253280.000000.00000
2012017.01.24 00:00modify370.051.253281.210261.30490
2022017.01.24 00:00buy380.051.253280.000000.00000
2032017.01.24 00:00modify380.051.253281.210260.00000
2042017.02.02 00:00modify380.051.253281.256220.00000
2052017.02.02 00:00modify370.051.253281.256221.30490
2062017.02.03 00:00s/l370.051.256221.256221.3049012.4210535.42
2072017.02.03 00:00s/l380.051.256221.256220.0000012.4210547.84
2082017.03.02 00:00sell390.051.229080.000000.00000
2092017.03.02 00:00modify390.051.229081.260091.19187
2102017.03.02 00:00sell400.051.229080.000000.00000
2112017.03.02 00:00modify400.051.229081.260090.00000
2122017.03.08 00:00modify400.051.229081.228150.00000
2132017.03.08 00:00modify390.051.229081.228151.19187
2142017.03.09 00:00modify400.051.229081.224910.00000
2152017.03.09 00:00modify390.051.229081.224911.19187
2162017.03.10 00:00modify400.051.229081.222550.00000
2172017.03.10 00:00modify390.051.229081.222551.19187
2182017.03.13 00:00modify400.051.229081.220850.00000
2192017.03.13 00:00modify390.051.229081.220851.19187
2202017.03.14 00:00s/l390.051.220851.220851.1918742.2710590.11
2212017.03.14 00:00s/l400.051.220851.220850.0000042.2710632.37
2222017.04.19 00:00buy410.051.283850.000000.00000
2232017.04.19 00:00modify410.051.283851.253081.32077
2242017.04.19 00:00buy420.051.283850.000000.00000
2252017.04.19 00:00modify420.051.283851.253080.00000
2262017.04.24 00:00close420.051.283341.253080.00000-3.5010628.87
2272017.04.24 00:00close410.051.283341.253081.32077-3.5010625.37
2282017.05.01 00:00buy430.051.292990.000000.00000
2292017.05.01 00:00modify430.051.292991.265991.32539
2302017.05.01 00:00buy440.051.292990.000000.00000
2312017.05.01 00:00modify440.051.292991.265990.00000
2322017.05.08 00:00modify440.051.292991.293190.00000
2332017.05.08 00:00modify430.051.292991.293191.32539
2342017.05.09 00:00s/l430.051.293191.293191.32539-0.5210624.85
2352017.05.09 00:00s/l440.051.293191.293190.00000-0.5210624.33
2362017.05.29 00:00sell450.051.280210.000000.00000
2372017.05.29 00:00modify450.051.280211.306301.24890
2382017.05.29 00:00sell460.051.280210.000000.00000
2392017.05.29 00:00modify460.051.280211.306300.00000
2402017.06.07 00:00close460.051.290881.306300.00000-52.3510571.99
2412017.06.07 00:00close450.051.290881.306301.24890-52.3510519.64
2422017.07.17 00:00buy470.051.309680.000000.00000
2432017.07.17 00:00modify470.051.309681.281271.34377
2442017.07.17 00:00buy480.051.309680.000000.00000
2452017.07.17 00:00modify480.051.309681.281270.00000
2462017.08.01 00:00modify480.051.309681.309880.00000
2472017.08.01 00:00modify470.051.309681.309881.34377
2482017.08.01 00:00modify480.051.309681.311000.00000
2492017.08.01 00:00modify470.051.309681.311001.34377
2502017.08.02 00:00modify480.051.309681.313550.00000
2512017.08.02 00:00modify470.051.309681.313551.34377
2522017.08.03 00:00modify480.051.309681.315940.00000
2532017.08.03 00:00modify470.051.309681.315941.34377
2542017.08.04 00:00s/l470.051.315941.315941.3437727.5010547.14
2552017.08.04 00:00s/l480.051.315941.315940.0000027.5010574.64
2562017.08.16 00:00sell490.051.286720.000000.00000
2572017.08.16 00:00modify490.051.286721.313351.25476
2582017.08.16 00:00sell500.051.286720.000000.00000
2592017.08.16 00:00modify500.051.286721.313350.00000
2602017.08.24 00:00modify500.051.286721.285960.00000
2612017.08.24 00:00modify490.051.286721.285961.25476
2622017.08.25 00:00modify500.051.286721.284290.00000
2632017.08.25 00:00modify490.051.286721.284291.25476
2642017.08.28 00:00s/l490.051.284291.284291.2547613.4910588.13
2652017.08.28 00:00s/l500.051.284291.284290.0000013.4910601.62
2662017.09.11 00:00buy510.051.318520.000000.00000
2672017.09.11 00:00modify510.051.318521.294521.34732
2682017.09.11 00:00buy520.051.318520.000000.00000
2692017.09.11 00:00modify520.051.318521.294520.00000
2702017.09.13 00:00modify520.051.318521.318720.00000
2712017.09.13 00:00modify510.051.318521.318721.34732
2722017.09.14 00:00s/l510.051.318721.318721.347320.0510601.67
2732017.09.14 00:00s/l520.051.318721.318720.000000.0510601.72
2742017.09.15 00:00buy530.051.339560.000000.00000
2752017.09.15 00:00modify530.051.339561.311141.37366
2762017.09.15 00:00buy540.051.339560.000000.00000
2772017.09.15 00:00modify540.051.339561.311140.00000
2782017.09.18 00:00modify540.051.339561.339760.00000
2792017.09.18 00:00modify530.051.339561.339761.37366
2802017.09.20 00:00modify540.051.339561.341360.00000
2812017.09.20 00:00modify530.051.339561.341361.37366
2822017.09.21 00:00modify540.051.339561.343570.00000
2832017.09.21 00:00modify530.051.339561.343571.37366
2842017.09.22 00:00modify540.051.339561.347510.00000
2852017.09.22 00:00modify530.051.339561.347511.37366
2862017.09.25 00:00s/l530.051.347511.347511.3736638.2310639.95
2872017.09.25 00:00s/l540.051.347511.347510.0000038.2310678.18