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

СимволNZDUSD (New Zealand Dollar 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=3.1; 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=false; ExitHist=60; ExitProfitMinutesClass=18; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=22; EADXLevel=10; ExitProfitMinutesADX=14; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=20; EDEMLevel=0.1; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=12; EWPRLevel=2; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=12; ESTODPer=28; ESTOSPer=28; ESTOLevel=60; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=10; ExitProfitMinutesRVI=6; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=3; iIndent=10; iMAPeriod=42; 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 истории1737Смоделировано тиков2473Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (9)
Чистая прибыль-175.28Общая прибыль1272.09Общий убыток-1447.37
Прибыльность0.88Матожидание выигрыша-2.58
Абсолютная просадка515.29Максимальная просадка1025.98 (9.76%)Относительная просадка9.76% (1025.98)
Всего сделок68Короткие позиции (% выигравших)36 (25.00%)Длинные позиции (% выигравших)32 (37.50%)
Прибыльные сделки (% от всех)21 (30.88%)Убыточные сделки (% от всех)47 (69.12%)
Самая большаяприбыльная сделка173.43убыточная сделка-103.40
Средняяприбыльная сделка60.58убыточная сделка-30.80
Максимальное количествонепрерывных выигрышей (прибыль)4 (4.27)непрерывных проигрышей (убыток)20 (-838.95)
Макс.непрерывная прибыль (число выигрышей)335.35 (2)непрерывный убыток (число проигрышей)-838.95 (20)
Среднийнепрерывный выигрыш3непрерывный проигрыш7
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.22 00:00sell10.050.754980.000000.00000
22015.01.22 00:00modify10.050.754980.782490.72197
32015.01.22 00:00sell20.050.754980.000000.00000
42015.01.22 00:00modify20.050.754980.782490.00000
52015.01.26 00:00modify20.050.754980.754780.00000
62015.01.26 00:00modify10.050.754980.754780.72197
72015.02.02 00:00t/p10.050.721970.754780.72197163.7710163.77
82015.02.18 00:00s/l20.050.754780.754780.00000-2.5510161.22
92015.03.11 00:00sell30.050.726970.000000.00000
102015.03.11 00:00modify30.050.726970.752900.69585
112015.03.11 00:00sell40.050.726970.000000.00000
122015.03.11 00:00modify40.050.726970.752900.00000
132015.03.17 00:00close40.050.736900.752900.00000-50.5010110.72
142015.03.17 00:00close30.050.736900.752900.69585-50.5010060.22
152015.03.24 00:00buy50.050.765200.000000.00000
162015.03.24 00:00modify50.050.765200.729960.80749
172015.03.24 00:00buy60.050.765200.000000.00000
182015.03.24 00:00modify60.050.765200.729960.00000
192015.03.31 00:00close60.050.750700.729960.00000-71.949988.28
202015.03.31 00:00close50.050.750700.729960.80749-71.949916.34
212015.05.12 00:00sell70.050.733260.000000.00000
222015.05.12 00:00modify70.050.733260.762990.69758
232015.05.12 00:00sell80.050.733260.000000.00000
242015.05.12 00:00modify80.050.733260.762990.00000
252015.05.22 00:00close80.050.734860.762990.00000-9.709906.63
262015.05.22 00:00close70.050.734860.762990.69758-9.709896.93
272015.05.27 00:00sell90.050.722660.000000.00000
282015.05.27 00:00modify90.050.722660.750680.68904
292015.05.27 00:00sell100.050.722660.000000.00000
302015.05.27 00:00modify100.050.722660.750680.00000
312015.06.01 00:00modify100.050.722660.722460.00000
322015.06.01 00:00modify90.050.722660.722460.68904
332015.06.11 00:00s/l90.050.722460.722460.68904-1.419895.52
342015.06.11 00:00s/l100.050.722460.722460.00000-1.419894.10
352015.06.12 00:00sell110.050.700970.000000.00000
362015.06.12 00:00modify110.050.700970.730420.66563
372015.06.12 00:00sell120.050.700970.000000.00000
382015.06.12 00:00modify120.050.700970.730420.00000
392015.06.22 00:00modify120.050.700970.700770.00000
402015.06.22 00:00modify110.050.700970.700770.66563
412015.07.07 00:00t/p110.050.665630.700770.66563173.4310067.54
422015.07.17 00:00modify120.050.700970.700130.00000
432015.07.20 00:00modify120.050.700970.698230.00000
442015.07.21 00:00modify120.050.700970.696250.00000
452015.07.22 00:00modify120.050.700970.694400.00000
462015.07.23 00:00modify120.050.700970.692530.00000
472015.07.24 00:00modify120.050.700970.690910.00000
482015.07.27 00:00modify120.050.700970.689160.00000
492015.07.28 00:00modify120.050.700970.687690.00000
502015.07.29 00:00modify120.050.700970.686050.00000
512015.07.30 00:00modify120.050.700970.684690.00000
522015.07.31 00:00modify120.050.700970.683710.00000
532015.08.03 00:00modify120.050.700970.682710.00000
542015.08.04 00:00modify120.050.700970.681330.00000
552015.08.05 00:00modify120.050.700970.680000.00000
562015.08.06 00:00modify120.050.700970.678650.00000
572015.08.07 00:00modify120.050.700970.677440.00000
582015.08.10 00:00modify120.050.700970.675930.00000
592015.08.11 00:00modify120.050.700970.674550.00000
602015.08.12 00:00modify120.050.700970.673190.00000
612015.08.13 00:00modify120.050.700970.672250.00000
622015.08.14 00:00modify120.050.700970.671170.00000
632015.08.17 00:00modify120.050.700970.670260.00000
642015.08.18 00:00modify120.050.700970.669260.00000
652015.08.19 00:00modify120.050.700970.668180.00000
662015.08.20 00:00modify120.050.700970.667320.00000
672015.08.21 00:00modify120.050.700970.666570.00000
682015.08.24 00:00s/l120.050.666570.666570.00000161.9210229.45
692015.09.08 00:00sell130.050.625360.000000.00000
702015.09.08 00:00modify130.050.625360.657470.58683
712015.09.08 00:00sell140.050.625360.000000.00000
722015.09.08 00:00modify140.050.625360.657470.00000
732015.09.14 00:00close140.050.630540.657470.00000-26.7510202.70
742015.09.14 00:00close130.050.630540.657470.58683-26.7510175.95
752015.10.06 00:00buy150.050.648630.000000.00000
762015.10.06 00:00modify150.050.648630.623270.67906
772015.10.06 00:00buy160.050.648630.000000.00000
782015.10.06 00:00modify160.050.648630.623270.00000
792015.10.08 00:00modify160.050.648630.648830.00000
802015.10.08 00:00modify150.050.648630.648830.67906
812015.10.15 00:00t/p150.050.679060.648830.67906153.0310328.98
822015.11.02 00:00modify160.050.648630.649070.00000
832015.11.03 00:00modify160.050.648630.649930.00000
842015.11.04 00:00modify160.050.648630.650950.00000
852015.11.05 00:00modify160.050.648630.651780.00000
862015.11.06 00:00modify160.050.648630.652690.00000
872015.11.09 00:00s/l160.050.652690.652690.0000023.0210352.00
882015.11.09 00:00sell170.050.651920.000000.00000
892015.11.09 00:00modify170.050.651920.681050.61696
902015.11.09 00:00sell180.050.651920.000000.00000
912015.11.09 00:00modify180.050.651920.681050.00000
922015.11.20 00:00close180.050.656370.681050.00000-24.1010327.90
932015.11.20 00:00close170.050.656370.681050.61696-24.1010303.81
942015.12.07 00:00buy190.050.673830.000000.00000
952015.12.07 00:00modify190.050.673830.652720.69916
962015.12.07 00:00buy200.050.673830.000000.00000
972015.12.07 00:00modify200.050.673830.652720.00000
982015.12.14 00:00close200.050.671570.652720.00000-10.7410293.07
992015.12.14 00:00close190.050.671570.652720.69916-10.7410282.33
1002015.12.28 00:00buy210.050.683160.000000.00000
1012015.12.28 00:00modify210.050.683160.655920.71585
1022015.12.28 00:00buy220.050.683160.000000.00000
1032015.12.28 00:00modify220.050.683160.655920.00000
1042016.01.05 00:00close220.050.674730.655920.00000-41.5110240.82
1052016.01.05 00:00close210.050.674730.655920.71585-41.5110199.31
1062016.01.11 00:00sell230.050.655120.000000.00000
1072016.01.11 00:00modify230.050.655120.678300.62730
1082016.01.11 00:00sell240.050.655120.000000.00000
1092016.01.11 00:00modify240.050.655120.678300.00000
1102016.01.14 00:00modify240.050.655120.654920.00000
1112016.01.14 00:00modify230.050.655120.654920.62730
1122016.01.22 00:00s/l230.050.654920.654920.62730-0.8510198.46
1132016.01.22 00:00s/l240.050.654920.654920.00000-0.8510197.62
1142016.02.05 00:00buy250.050.672110.000000.00000
1152016.02.05 00:00modify250.050.672110.642040.70819
1162016.02.05 00:00buy260.050.672110.000000.00000
1172016.02.05 00:00modify260.050.672110.642040.00000
1182016.02.15 00:00close260.050.661540.642040.00000-52.2110145.41
1192016.02.15 00:00close250.050.661540.642040.70819-52.2110093.20
1202016.03.07 00:00buy270.050.678900.000000.00000
1212016.03.07 00:00modify270.050.678900.650320.71320
1222016.03.07 00:00buy280.050.678900.000000.00000
1232016.03.07 00:00modify280.050.678900.650320.00000
1242016.03.10 00:00close280.050.665160.650320.00000-68.3010024.90
1252016.03.10 00:00close270.050.665160.650320.71320-68.309956.60
1262016.03.18 00:00buy290.050.683450.000000.00000
1272016.03.18 00:00modify290.050.683450.652560.72052
1282016.03.18 00:00buy300.050.683450.000000.00000
1292016.03.18 00:00modify300.050.683450.652560.00000
1302016.03.24 00:00close300.050.670640.652560.00000-63.579893.03
1312016.03.24 00:00close290.050.670640.652560.72052-63.579829.46
1322016.03.31 00:00buy310.050.691860.000000.00000
1332016.03.31 00:00modify310.050.691860.662370.72725
1342016.03.31 00:00buy320.050.691860.000000.00000
1352016.03.31 00:00modify320.050.691860.662370.00000
1362016.04.05 00:00close320.050.683280.662370.00000-42.669786.80
1372016.04.05 00:00close310.050.683280.662370.72725-42.669744.14
1382016.04.20 00:00buy330.050.704260.000000.00000
1392016.04.20 00:00modify330.050.704260.678650.73499
1402016.04.20 00:00buy340.050.704260.000000.00000
1412016.04.20 00:00modify340.050.704260.678650.00000
1422016.04.25 00:00close340.050.683500.678650.00000-103.409640.74
1432016.04.25 00:00close330.050.683500.678650.73499-103.409537.34
1442016.05.10 00:00sell350.050.676730.000000.00000
1452016.05.10 00:00modify350.050.676730.702210.64615
1462016.05.10 00:00sell360.050.676730.000000.00000
1472016.05.10 00:00modify360.050.676730.702210.00000
1482016.05.17 00:00close360.050.678960.702210.00000-12.149525.19
1492016.05.17 00:00close350.050.678960.702210.64615-12.149513.05
1502016.06.06 00:00buy370.050.694650.000000.00000
1512016.06.06 00:00modify370.050.694650.673820.71965
1522016.06.06 00:00buy380.050.694650.000000.00000
1532016.06.06 00:00modify380.050.694650.673820.00000
1542016.06.09 00:00modify380.050.694650.694850.00000
1552016.06.09 00:00modify370.050.694650.694850.71965
1562016.06.24 00:00t/p370.050.719650.694850.71965126.609639.65
1572016.07.13 00:00modify380.050.694650.695590.00000
1582016.07.14 00:00modify380.050.694650.696550.00000
1592016.07.15 00:00modify380.050.694650.697800.00000
1602016.07.18 00:00modify380.050.694650.698950.00000
1612016.07.19 00:00modify380.050.694650.699880.00000
1622016.07.20 00:00modify380.050.694650.700770.00000
1632016.07.21 00:00modify380.050.694650.701660.00000
1642016.07.22 00:00s/l380.050.701660.701660.0000038.899678.54
1652016.09.07 00:00buy390.050.741450.000000.00000
1662016.09.07 00:00modify390.050.741450.716310.77162
1672016.09.07 00:00buy400.050.741450.000000.00000
1682016.09.07 00:00modify400.050.741450.716310.00000
1692016.09.12 00:00close400.050.731610.716310.00000-48.809629.74
1702016.09.12 00:00close390.050.731610.716310.77162-48.809580.94
1712016.10.05 00:00sell410.050.720710.000000.00000
1722016.10.05 00:00modify410.050.720710.744860.69173
1732016.10.05 00:00sell420.050.720710.000000.00000
1742016.10.05 00:00modify420.050.720710.744860.00000
1752016.10.11 00:00modify420.050.720710.720510.00000
1762016.10.11 00:00modify410.050.720710.720510.69173
1772016.10.19 00:00s/l410.050.720510.720510.69173-0.999579.95
1782016.10.19 00:00s/l420.050.720510.720510.00000-0.999578.96
1792016.11.03 00:00buy430.050.728790.000000.00000
1802016.11.03 00:00modify430.050.728790.709380.75208
1812016.11.03 00:00buy440.050.728790.000000.00000
1822016.11.03 00:00modify440.050.728790.709380.00000
1832016.11.07 00:00modify440.050.728790.728990.00000
1842016.11.07 00:00modify430.050.728790.728990.75208
1852016.11.10 00:00s/l430.050.728990.728990.752081.569580.52
1862016.11.10 00:00s/l440.050.728990.728990.000001.569582.08
1872016.11.17 00:00sell450.050.706980.000000.00000
1882016.11.17 00:00modify450.050.706980.728920.68065
1892016.11.17 00:00sell460.050.706980.000000.00000
1902016.11.17 00:00modify460.050.706980.728920.00000
1912016.11.21 00:00modify460.050.706980.706780.00000
1922016.11.21 00:00modify450.050.706980.706780.68065
1932016.11.22 00:00s/l450.050.706780.706780.680650.579582.66
1942016.11.22 00:00s/l460.050.706780.706780.000000.579583.23
1952016.12.19 00:00sell470.050.695780.000000.00000
1962016.12.19 00:00modify470.050.695780.719780.66698
1972016.12.19 00:00sell480.050.695780.000000.00000
1982016.12.19 00:00modify480.050.695780.719780.00000
1992016.12.26 00:00modify480.050.695780.695580.00000
2002016.12.26 00:00modify470.050.695780.695580.66698
2012016.12.30 00:00s/l470.050.695580.695580.66698-0.859582.38
2022016.12.30 00:00s/l480.050.695580.695580.00000-0.859581.54
2032017.01.18 00:00buy490.050.721180.000000.00000
2042017.01.18 00:00modify490.050.721180.699510.74718
2052017.01.18 00:00buy500.050.721180.000000.00000
2062017.01.18 00:00modify500.050.721180.699510.00000
2072017.01.24 00:00modify500.050.721180.721380.00000
2082017.01.24 00:00modify490.050.721180.721380.74718
2092017.01.25 00:00s/l490.050.721380.721380.747181.569583.10
2102017.01.25 00:00s/l500.050.721380.721380.000001.569584.66
2112017.01.25 00:00buy510.050.724590.000000.00000
2122017.01.25 00:00modify510.050.724590.700110.75397
2132017.01.25 00:00buy520.050.724590.000000.00000
2142017.01.25 00:00modify520.050.724590.700110.00000
2152017.01.31 00:00modify520.050.724590.724790.00000
2162017.01.31 00:00modify510.050.724590.724790.75397
2172017.02.02 00:00s/l510.050.724790.724790.753971.809586.46
2182017.02.02 00:00s/l520.050.724790.724790.000001.809588.26
2192017.03.03 00:00sell530.050.706080.000000.00000
2202017.03.03 00:00modify530.050.706080.725240.68309
2212017.03.03 00:00sell540.050.706080.000000.00000
2222017.03.03 00:00modify540.050.706080.725240.00000
2232017.03.07 00:00modify540.050.706080.705880.00000
2242017.03.07 00:00modify530.050.706080.705880.68309
2252017.03.21 00:00s/l530.050.705880.705880.68309-1.279586.99
2262017.03.21 00:00s/l540.050.705880.705880.00000-1.279585.71
2272017.04.27 00:00sell550.050.688750.000000.00000
2282017.04.27 00:00modify550.050.688750.703680.67083
2292017.04.27 00:00sell560.050.688750.000000.00000
2302017.04.27 00:00modify560.050.688750.703680.00000
2312017.05.02 00:00close560.050.690750.703680.00000-10.439575.29
2322017.05.02 00:00close550.050.690750.703680.67083-10.439564.86
2332017.05.31 00:00buy570.050.709320.000000.00000
2342017.05.31 00:00modify570.050.709320.689980.73253
2352017.05.31 00:00buy580.050.709320.000000.00000
2362017.05.31 00:00modify580.050.709320.689980.00000
2372017.06.05 00:00modify580.050.709320.709520.00000
2382017.06.05 00:00modify570.050.709320.709520.73253
2392017.06.28 00:00t/p570.050.732530.709520.73253118.299683.15
2402017.07.06 00:00modify580.050.709320.709740.00000
2412017.07.07 00:00modify580.050.709320.710600.00000
2422017.07.10 00:00modify580.050.709320.711510.00000
2432017.07.11 00:00modify580.050.709320.712420.00000
2442017.07.12 00:00modify580.050.709320.713220.00000
2452017.07.13 00:00modify580.050.709320.714230.00000
2462017.07.14 00:00modify580.050.709320.715090.00000
2472017.07.17 00:00modify580.050.709320.715990.00000
2482017.07.18 00:00modify580.050.709320.717040.00000
2492017.07.19 00:00modify580.050.709320.717970.00000
2502017.07.20 00:00modify580.050.709320.718980.00000
2512017.07.21 00:00modify580.050.709320.719980.00000
2522017.07.24 00:00modify580.050.709320.720850.00000
2532017.07.25 00:00modify580.050.709320.721830.00000
2542017.07.26 00:00modify580.050.709320.722800.00000
2552017.07.27 00:00modify580.050.709320.723790.00000
2562017.07.28 00:00modify580.050.709320.724650.00000
2572017.07.31 00:00modify580.050.709320.725750.00000
2582017.08.01 00:00modify580.050.709320.726680.00000
2592017.08.02 00:00modify580.050.709320.727700.00000
2602017.08.03 00:00modify580.050.709320.728770.00000
2612017.08.04 00:00modify580.050.709320.729540.00000
2622017.08.07 00:00modify580.050.709320.730230.00000
2632017.08.08 00:00modify580.050.709320.730820.00000
2642017.08.09 00:00modify580.050.709320.731330.00000
2652017.08.10 00:00s/l580.050.731330.731330.00000115.899799.04
2662017.08.16 00:00sell590.050.723150.000000.00000
2672017.08.16 00:00modify590.050.723150.743580.69863
2682017.08.16 00:00sell600.050.723150.000000.00000
2692017.08.16 00:00modify600.050.723150.743580.00000
2702017.08.28 00:00close600.050.723940.743580.00000-5.659793.39
2712017.08.28 00:00close590.050.723940.743580.69863-5.659787.73
2722017.09.01 00:00sell610.050.717450.000000.00000
2732017.09.01 00:00modify610.050.717450.737290.69364
2742017.09.01 00:00sell620.050.717450.000000.00000
2752017.09.01 00:00modify620.050.717450.737290.00000
2762017.09.06 00:00close620.050.723170.737290.00000-29.039758.71
2772017.09.06 00:00close610.050.723170.737290.69364-29.039729.68
2782017.09.21 00:00buy630.050.735480.000000.00000
2792017.09.21 00:00modify630.050.735480.711860.76382
2802017.09.21 00:00buy640.050.735480.000000.00000
2812017.09.21 00:00modify640.050.735480.711860.00000
2822017.09.26 00:00close640.050.726310.711860.00000-45.619684.07
2832017.09.26 00:00close630.050.726310.711860.76382-45.619638.46
2842017.10.06 00:00sell650.050.711590.000000.00000
2852017.10.06 00:00modify650.050.711590.735450.68296
2862017.10.06 00:00sell660.050.711590.000000.00000
2872017.10.06 00:00modify660.050.711590.735450.00000
2882017.10.09 00:00modify660.050.711590.711390.00000
2892017.10.09 00:00modify650.050.711590.711390.68296
2902017.10.13 00:00s/l650.050.711390.711390.682960.019638.47
2912017.10.13 00:00s/l660.050.711390.711390.000000.019638.47
2922017.10.20 00:00sell670.050.702870.000000.00000
2932017.10.20 00:00modify670.050.702870.722520.67929
2942017.10.20 00:00sell680.050.702870.000000.00000
2952017.10.20 00:00modify680.050.702870.722520.00000
2962017.10.23 00:00modify680.050.702870.702670.00000
2972017.10.23 00:00modify670.050.702870.702670.67929
2982017.10.31 23:59close at stop680.050.683990.702670.0000093.129731.60
2992017.10.31 23:59close at stop670.050.683990.702670.6792993.129824.72