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

СимволUSDCAD (US Dollar vs Canadian 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=0.1; 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=50; ExitProfitMinutesClass=8; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=22; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=44; EBBDev=2; ExitProfitMinutesBB=2; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=22; EDEMLevel=0.4; ExitProfitMinutesDEM=10; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=10; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=6; ESTODPer=8; ESTOSPer=30; ESTOLevel=50; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=20; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=2; iMAPeriod=10; Settings51="====БУ===="; UseBE=true; BEPerc=20; 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 прибыль1693.05Общая прибыль2370.64Общий убыток-677.59
Прибыльность3.50Матожидание выигрыша24.90
Абсолютная просадка32.32Максимальная просадка527.68 (4.70%)Относительная просадка4.70% (527.68)
Всего сделок68Короткие позиции (% выигравших)24 (58.33%)Длинные позиции (% выигравших)44 (77.27%)
Прибыльные сделки (% от всех)48 (70.59%)Убыточные сделки (% от всех)20 (29.41%)
Самая большаяприбыльная сделка327.42убыточная сделка-55.82
Средняяприбыльная сделка49.39убыточная сделка-33.88
Максимальное количествонепрерывных выигрышей (прибыль)10 (423.00)непрерывных проигрышей (убыток)4 (-136.82)
Макс.непрерывная прибыль (число выигрышей)826.23 (6)непрерывный убыток (число проигрышей)-136.82 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00buy10.051.179700.000000.00000
22015.01.05 00:00modify10.051.179701.156831.20714
32015.01.05 00:00buy20.051.179700.000000.00000
42015.01.05 00:00modify20.051.179701.156830.00000
52015.01.08 00:00modify20.051.179701.179900.00000
62015.01.08 00:00modify10.051.179701.179901.20714
72015.01.09 00:00s/l10.051.179901.179901.207140.8510000.85
82015.01.09 00:00s/l20.051.179901.179900.000000.8510001.69
92015.01.13 00:00buy30.051.197200.000000.00000
102015.01.13 00:00modify30.051.197201.173831.22524
112015.01.13 00:00buy40.051.197200.000000.00000
122015.01.13 00:00modify40.051.197201.173830.00000
132015.01.19 00:00modify40.051.197201.197400.00000
142015.01.19 00:00modify30.051.197201.197401.22524
152015.01.20 00:00s/l30.051.197401.197401.225240.8410002.53
162015.01.20 00:00s/l40.051.197401.197400.000000.8410003.37
172015.01.21 00:00buy50.051.210600.000000.00000
182015.01.21 00:00modify50.051.210601.185041.24127
192015.01.21 00:00buy60.051.210600.000000.00000
202015.01.21 00:00modify60.051.210601.185040.00000
212015.01.22 00:00modify60.051.210601.210800.00000
222015.01.22 00:00modify50.051.210601.210801.24127
232015.01.23 00:00t/p50.051.241271.210801.24127123.7510127.12
242015.01.23 00:00modify60.051.210601.213250.00000
252015.01.26 00:00modify60.051.210601.219320.00000
262015.01.27 00:00modify60.051.210601.224770.00000
272015.01.28 00:00modify60.051.210601.226120.00000
282015.01.29 00:00modify60.051.210601.233010.00000
292015.01.30 00:00modify60.051.210601.239510.00000
302015.02.02 00:00modify60.051.210601.246040.00000
312015.02.03 00:00modify60.051.210601.246490.00000
322015.02.04 00:00s/l60.051.246491.246490.00000144.3710271.49
332015.03.12 00:00buy70.051.273400.000000.00000
342015.03.12 00:00modify70.051.273401.238421.31538
352015.03.12 00:00buy80.051.273400.000000.00000
362015.03.12 00:00modify80.051.273401.238420.00000
372015.03.17 00:00modify80.051.273401.273600.00000
382015.03.17 00:00modify70.051.273401.273601.31538
392015.03.19 00:00s/l70.051.273601.273601.315380.7910272.28
402015.03.19 00:00s/l80.051.273601.273600.000000.7910273.07
412015.04.16 00:00sell90.051.229500.000000.00000
422015.04.16 00:00modify90.051.229501.269351.18168
432015.04.16 00:00sell100.051.229500.000000.00000
442015.04.16 00:00modify100.051.229501.269350.00000
452015.04.17 00:00modify100.051.229501.229300.00000
462015.04.17 00:00modify90.051.229501.229301.18168
472015.04.22 00:00s/l90.051.229301.229301.181680.5510273.62
482015.04.22 00:00s/l100.051.229301.229300.000000.5510274.17
492015.04.29 00:00sell110.051.202900.000000.00000
502015.04.29 00:00modify110.051.202901.239891.15851
512015.04.29 00:00sell120.051.202900.000000.00000
522015.04.29 00:00modify120.051.202901.239890.00000
532015.05.04 00:00close120.051.216401.239890.00000-55.8210218.35
542015.05.04 00:00close110.051.216401.239891.15851-55.8210162.53
552015.05.25 00:00buy130.051.230600.000000.00000
562015.05.25 00:00modify130.051.230601.196481.27154
572015.05.25 00:00buy140.051.230600.000000.00000
582015.05.25 00:00modify140.051.230601.196480.00000
592015.05.27 00:00modify140.051.230601.230800.00000
602015.05.27 00:00modify130.051.230601.230801.27154
612015.06.10 00:00s/l130.051.230801.230801.271540.8010163.33
622015.06.10 00:00s/l140.051.230801.230800.000000.8010164.13
632015.07.02 00:00buy150.051.258700.000000.00000
642015.07.02 00:00modify150.051.258701.228011.29553
652015.07.02 00:00buy160.051.258700.000000.00000
662015.07.02 00:00modify160.051.258701.228010.00000
672015.07.08 00:00modify160.051.258701.258900.00000
682015.07.08 00:00modify150.051.258701.258901.29553
692015.07.16 00:00t/p150.051.295531.258901.29553142.5610306.70
702015.07.16 00:00modify160.051.258701.273670.00000
712015.07.17 00:00modify160.051.258701.278300.00000
722015.07.20 00:00modify160.051.258701.282330.00000
732015.07.21 00:00modify160.051.258701.285710.00000
742015.07.22 00:00modify160.051.258701.286570.00000
752015.07.23 00:00modify160.051.258701.290760.00000
762015.07.24 00:00modify160.051.258701.293310.00000
772015.07.27 00:00modify160.051.258701.295200.00000
782015.07.28 00:00modify160.051.258701.296610.00000
792015.07.29 00:00s/l160.051.296611.296610.00000146.6110453.30
802015.08.04 00:00buy170.051.315800.000000.00000
812015.08.04 00:00modify170.051.315801.284931.35284
822015.08.04 00:00buy180.051.315800.000000.00000
832015.08.04 00:00modify180.051.315801.284930.00000
842015.08.07 00:00close180.051.311101.284930.00000-17.9210435.38
852015.08.07 00:00close170.051.311101.284931.35284-17.9210417.46
862015.08.25 00:00buy190.051.328900.000000.00000
872015.08.25 00:00modify190.051.328901.291821.37340
882015.08.25 00:00buy200.051.328900.000000.00000
892015.08.25 00:00modify200.051.328901.291820.00000
902015.08.28 00:00close200.051.320401.291820.00000-32.1910385.27
912015.08.28 00:00close190.051.320401.291821.37340-32.1910353.08
922015.10.12 00:00sell210.051.295300.000000.00000
932015.10.12 00:00modify210.051.295301.325881.25860
942015.10.12 00:00sell220.051.295300.000000.00000
952015.10.12 00:00modify220.051.295301.325880.00000
962015.10.16 00:00modify220.051.295301.295100.00000
972015.10.16 00:00modify210.051.295301.295101.25860
982015.10.20 00:00s/l210.051.295101.295101.258600.2410353.31
992015.10.20 00:00s/l220.051.295101.295100.000000.2410353.55
1002015.11.09 00:00buy230.051.330400.000000.00000
1012015.11.09 00:00modify230.051.330401.295341.37247
1022015.11.09 00:00buy240.051.330400.000000.00000
1032015.11.09 00:00modify240.051.330401.295340.00000
1042015.11.24 00:00modify240.051.330401.330600.00000
1052015.11.24 00:00modify230.051.330401.330601.37247
1062015.11.25 00:00s/l230.051.330601.330601.372470.7410354.29
1072015.11.25 00:00s/l240.051.330601.330600.000000.7410355.04
1082015.12.08 00:00buy250.051.351100.000000.00000
1092015.12.08 00:00modify250.051.351101.326791.38027
1102015.12.08 00:00buy260.051.351100.000000.00000
1112015.12.08 00:00modify260.051.351101.326790.00000
1122015.12.09 00:00modify260.051.351101.351300.00000
1132015.12.09 00:00modify250.051.351101.351301.38027
1142015.12.17 00:00t/p250.051.380271.351301.38027105.8510460.88
1152015.12.17 00:00modify260.051.351101.365240.00000
1162015.12.18 00:00modify260.051.351101.372660.00000
1172015.12.21 00:00modify260.051.351101.376610.00000
1182015.12.22 00:00modify260.051.351101.380500.00000
1192015.12.23 00:00modify260.051.351101.381980.00000
1202015.12.28 00:00s/l260.051.381981.381980.00000111.5710572.45
1212016.01.07 00:00buy270.051.407970.000000.00000
1222016.01.07 00:00modify270.051.407971.374991.44755
1232016.01.07 00:00buy280.051.407970.000000.00000
1242016.01.07 00:00modify280.051.407971.374990.00000
1252016.01.11 00:00modify280.051.407971.408170.00000
1262016.01.11 00:00modify270.051.407971.408171.44755
1272016.01.12 00:00s/l270.051.408171.408171.447550.7010573.15
1282016.01.12 00:00s/l280.051.408171.408170.000000.7010573.85
1292016.01.12 00:00buy290.051.421990.000000.00000
1302016.01.12 00:00modify290.051.421991.387891.46291
1312016.01.12 00:00buy300.051.421990.000000.00000
1322016.01.12 00:00modify300.051.421991.387890.00000
1332016.01.14 00:00modify300.051.421991.422190.00000
1342016.01.14 00:00modify290.051.421991.422191.46291
1352016.01.21 00:00t/p290.051.462911.422191.46291141.0110714.86
1362016.01.21 00:00modify300.051.421991.439460.00000
1372016.01.22 00:00s/l300.051.439461.439460.0000061.2210776.08
1382016.02.04 00:00sell310.051.379030.000000.00000
1392016.02.04 00:00modify310.051.379031.431611.31593
1402016.02.04 00:00sell320.051.379030.000000.00000
1412016.02.04 00:00modify320.051.379031.431610.00000
1422016.02.09 00:00close320.051.393391.431610.00000-51.7310724.35
1432016.02.09 00:00close310.051.393391.431611.31593-51.7310672.62
1442016.02.26 00:00sell330.051.354240.000000.00000
1452016.02.26 00:00modify330.051.354241.403371.29528
1462016.02.26 00:00sell340.051.354240.000000.00000
1472016.02.26 00:00modify340.051.354241.403370.00000
1482016.03.02 00:00modify340.051.354241.354040.00000
1492016.03.02 00:00modify330.051.354241.354041.29528
1502016.03.18 00:00t/p330.051.295281.354041.29528225.6010898.22
1512016.03.18 00:00modify340.051.354241.320880.00000
1522016.03.21 00:00modify340.051.354241.318170.00000
1532016.03.22 00:00modify340.051.354241.317460.00000
1542016.03.23 00:00modify340.051.354241.314650.00000
1552016.03.24 00:00s/l340.051.314651.314650.00000147.9911046.21
1562016.04.13 00:00sell350.051.277050.000000.00000
1572016.04.13 00:00modify350.051.277051.322471.22255
1582016.04.13 00:00sell360.051.277050.000000.00000
1592016.04.13 00:00modify360.051.277051.322470.00000
1602016.04.20 00:00modify360.051.277051.276850.00000
1612016.04.20 00:00modify350.051.277051.276851.22255
1622016.05.05 00:00s/l350.051.276851.276851.22255-0.8211045.39
1632016.05.05 00:00s/l360.051.276851.276850.00000-0.8211044.57
1642016.05.19 00:00buy370.051.302980.000000.00000
1652016.05.19 00:00modify370.051.302981.268701.34412
1662016.05.19 00:00buy380.051.302980.000000.00000
1672016.05.19 00:00modify380.051.302981.268700.00000
1682016.05.20 00:00modify380.051.302981.303180.00000
1692016.05.20 00:00modify370.051.302981.303181.34412
1702016.05.26 00:00s/l370.051.303181.303181.344120.7711045.34
1712016.05.26 00:00s/l380.051.303181.303180.000000.7711046.11
1722016.06.08 00:00sell390.051.275560.000000.00000
1732016.06.08 00:00modify390.051.275561.309441.23490
1742016.06.08 00:00sell400.051.275560.000000.00000
1752016.06.08 00:00modify400.051.275561.309440.00000
1762016.06.15 00:00close400.051.286531.309440.00000-43.1011003.01
1772016.06.15 00:00close390.051.286531.309441.23490-43.1010959.91
1782016.07.26 00:00buy410.051.322110.000000.00000
1792016.07.26 00:00modify410.051.322111.287151.36406
1802016.07.26 00:00buy420.051.322110.000000.00000
1812016.07.26 00:00modify420.051.322111.287150.00000
1822016.07.29 00:00close420.051.315451.287150.00000-25.3110934.60
1832016.07.29 00:00close410.051.315451.287151.36406-25.3110909.29
1842016.08.17 00:00sell430.051.285770.000000.00000
1852016.08.17 00:00modify430.051.285771.317361.24786
1862016.08.17 00:00sell440.051.285770.000000.00000
1872016.08.17 00:00modify440.051.285771.317360.00000
1882016.08.19 00:00modify440.051.285771.285570.00000
1892016.08.19 00:00modify430.051.285771.285571.24786
1902016.08.22 00:00s/l430.051.285571.285571.247860.4510909.74
1912016.08.22 00:00s/l440.051.285571.285570.000000.4510910.18
1922016.09.14 00:00buy450.051.316180.000000.00000
1932016.09.14 00:00modify450.051.316181.287161.35100
1942016.09.14 00:00buy460.051.316180.000000.00000
1952016.09.14 00:00modify460.051.316181.287160.00000
1962016.09.19 00:00modify460.051.316181.316380.00000
1972016.09.19 00:00modify450.051.316181.316381.35100
1982016.09.20 00:00s/l450.051.316381.316381.351000.7610910.94
1992016.09.20 00:00s/l460.051.316381.316380.000000.7610911.70
2002016.10.24 00:00buy470.051.334520.000000.00000
2012016.10.24 00:00modify470.051.334521.301761.37383
2022016.10.24 00:00buy480.051.334520.000000.00000
2032016.10.24 00:00modify480.051.334521.301760.00000
2042016.10.31 00:00modify480.051.334521.334720.00000
2052016.10.31 00:00modify470.051.334521.334721.37383
2062016.11.08 00:00s/l470.051.334721.334721.373830.7310912.43
2072016.11.08 00:00s/l480.051.334721.334720.000000.7310913.16
2082016.11.14 00:00buy490.051.352070.000000.00000
2092016.11.14 00:00modify490.051.352071.324051.38569
2102016.11.14 00:00buy500.051.352070.000000.00000
2112016.11.14 00:00modify500.051.352071.324050.00000
2122016.11.18 00:00modify500.051.352071.352270.00000
2132016.11.18 00:00modify490.051.352071.352271.38569
2142016.11.21 00:00s/l490.051.352271.352271.385690.7410913.90
2152016.11.21 00:00s/l500.051.352271.352270.000000.7410914.64
2162016.12.09 00:00sell510.051.319940.000000.00000
2172016.12.09 00:00modify510.051.319941.347891.28640
2182016.12.09 00:00sell520.051.319940.000000.00000
2192016.12.09 00:00modify520.051.319941.347890.00000
2202016.12.12 00:00modify520.051.319941.319740.00000
2212016.12.12 00:00modify510.051.319941.319741.28640
2222016.12.15 00:00s/l510.051.319741.319741.286400.3510914.99
2232016.12.15 00:00s/l520.051.319741.319740.000000.3510915.34
2242016.12.28 00:00buy530.051.357410.000000.00000
2252016.12.28 00:00modify530.051.357411.330311.38993
2262016.12.28 00:00buy540.051.357410.000000.00000
2272016.12.28 00:00modify540.051.357411.330310.00000
2282017.01.02 00:00close540.051.343431.330310.00000-52.0310863.31
2292017.01.02 00:00close530.051.343431.330311.38993-52.0310811.27
2302017.03.01 00:00buy550.051.330100.000000.00000
2312017.03.01 00:00modify550.051.330101.304891.36035
2322017.03.01 00:00buy560.051.330100.000000.00000
2332017.03.01 00:00modify560.051.330101.304890.00000
2342017.03.03 00:00modify560.051.330101.330300.00000
2352017.03.03 00:00modify550.051.330101.330301.36035
2362017.03.16 00:00s/l550.051.330301.330301.360350.7410812.02
2372017.03.16 00:00s/l560.051.330301.330300.000000.7410812.76
2382017.04.13 00:00sell570.051.325060.000000.00000
2392017.04.13 00:00modify570.051.325061.347701.29789
2402017.04.13 00:00sell580.051.325060.000000.00000
2412017.04.13 00:00modify580.051.325061.347700.00000
2422017.04.19 00:00close580.051.337881.347700.00000-48.1810764.58
2432017.04.19 00:00close570.051.337881.347701.29789-48.1810716.41
2442017.04.20 00:00buy590.051.348460.000000.00000
2452017.04.20 00:00modify590.051.348461.325811.37564
2462017.04.20 00:00buy600.051.348460.000000.00000
2472017.04.20 00:00modify600.051.348461.325810.00000
2482017.04.26 00:00modify600.051.348461.348660.00000
2492017.04.26 00:00modify590.051.348461.348661.37564
2502017.05.03 00:00t/p590.051.375641.348661.3756499.1510815.55
2512017.05.03 00:00modify600.051.348461.360620.00000
2522017.05.04 00:00modify600.051.348461.363020.00000
2532017.05.05 00:00modify600.051.348461.365400.00000
2542017.05.08 00:00s/l600.051.365401.365400.0000062.0310877.58
2552017.05.25 00:00sell610.051.340320.000000.00000
2562017.05.25 00:00modify610.051.340321.367861.30727
2572017.05.25 00:00sell620.051.340320.000000.00000
2582017.05.25 00:00modify620.051.340321.367860.00000
2592017.06.13 00:00modify620.051.340321.340120.00000
2602017.06.13 00:00modify610.051.340321.340121.30727
2612017.06.29 00:00t/p610.051.307271.340121.30727124.4411002.02
2622017.06.29 00:00modify620.051.340321.319260.00000
2632017.06.30 00:00modify620.051.340321.315380.00000
2642017.07.03 00:00modify620.051.340321.311390.00000
2652017.07.04 00:00modify620.051.340321.309630.00000
2662017.07.05 00:00modify620.051.340321.305970.00000
2672017.07.06 00:00modify620.051.340321.304400.00000
2682017.07.07 00:00modify620.051.340321.303590.00000
2692017.07.10 00:00modify620.051.340321.299300.00000
2702017.07.11 00:00modify620.051.340321.297600.00000
2712017.07.12 00:00modify620.051.340321.296870.00000
2722017.07.13 00:00modify620.051.340321.290480.00000
2732017.07.14 00:00modify620.051.340321.286760.00000
2742017.07.17 00:00modify620.051.340321.281550.00000
2752017.07.18 00:00modify620.051.340321.280200.00000
2762017.07.19 00:00modify620.051.340321.276010.00000
2772017.07.20 00:00modify620.051.340321.272900.00000
2782017.07.21 00:00modify620.051.340321.270130.00000
2792017.07.24 00:00modify620.051.340321.266500.00000
2802017.07.25 00:00modify620.051.340321.263170.00000
2812017.07.26 00:00modify620.051.340321.260960.00000
2822017.07.27 00:00modify620.051.340321.257050.00000
2832017.07.28 00:00s/l620.051.257051.257050.00000327.4211329.45
2842017.09.04 00:00sell630.051.241830.000000.00000
2852017.09.04 00:00modify630.051.241831.269381.20877
2862017.09.04 00:00sell640.051.241830.000000.00000
2872017.09.04 00:00modify640.051.241831.269380.00000
2882017.09.07 00:00modify640.051.241831.241630.00000
2892017.09.07 00:00modify630.051.241831.241631.20877
2902017.09.11 00:00t/p630.051.208771.241631.20877135.5011464.95
2912017.09.11 00:00modify640.051.241831.230460.00000
2922017.09.12 00:00modify640.051.241831.226260.00000
2932017.09.13 00:00modify640.051.241831.226020.00000
2942017.09.14 00:00modify640.051.241831.224240.00000
2952017.09.15 00:00modify640.051.241831.222730.00000
2962017.09.18 00:00modify640.051.241831.222490.00000
2972017.09.19 00:00s/l640.051.222491.222490.0000077.6911542.64
2982017.10.06 00:00buy650.051.256350.000000.00000
2992017.10.06 00:00modify650.051.256351.227421.29107
3002017.10.06 00:00buy660.051.256350.000000.00000
3012017.10.06 00:00modify660.051.256351.227420.00000
3022017.10.09 00:00close660.051.253421.227420.00000-11.6911530.95
3032017.10.09 00:00close650.051.253421.227421.29107-11.6911519.26
3042017.10.23 00:00buy670.051.261950.000000.00000
3052017.10.23 00:00modify670.051.261951.237181.29167
3062017.10.23 00:00buy680.051.261950.000000.00000
3072017.10.23 00:00modify680.051.261951.237180.00000
3082017.10.25 00:00modify680.051.261951.262150.00000
3092017.10.25 00:00modify670.051.261951.262151.29167
3102017.10.31 23:59close at stop680.051.284271.262150.0000086.9011606.16
3112017.10.31 23:59close at stop670.051.284271.262151.2916786.9011693.05