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

СимволUSDCHF (US Dollar vs Swiss Franc)
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=3.2; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=3; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=60; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=60; ExitProfitMinutesClass=2; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=14; EADXLevel=30; ExitProfitMinutesADX=10; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=44; EBBDev=1; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=20; EDEMLevel=0.4; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=12; EWPRLevel=10; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=6; ESTODPer=34; ESTOSPer=22; ESTOLevel=20; ExitProfitMinutesSTO=6; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=8; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=4; iMAPeriod=6; 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 (13)
Чистая прибыль1659.19Общая прибыль2662.54Общий убыток-1003.35
Прибыльность2.65Матожидание выигрыша26.76
Абсолютная просадка0.00Максимальная просадка276.11 (2.46%)Относительная просадка2.46% (276.11)
Всего сделок62Короткие позиции (% выигравших)36 (41.67%)Длинные позиции (% выигравших)26 (84.62%)
Прибыльные сделки (% от всех)37 (59.68%)Убыточные сделки (% от всех)25 (40.32%)
Самая большаяприбыльная сделка316.39убыточная сделка-104.11
Средняяприбыльная сделка71.96убыточная сделка-40.13
Максимальное количествонепрерывных выигрышей (прибыль)6 (763.63)непрерывных проигрышей (убыток)8 (-74.68)
Макс.непрерывная прибыль (число выигрышей)763.63 (6)непрерывный убыток (число проигрышей)-208.21 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00buy10.051.006330.000000.00000
22015.01.05 00:00modify10.051.006330.982151.02084
32015.01.05 00:00buy20.051.006330.000000.00000
42015.01.05 00:00modify20.051.006330.982150.00000
52015.01.09 00:00t/p10.051.020840.982151.0208472.4410072.44
62015.01.09 00:00modify20.051.006331.006530.00000
72015.01.09 00:00modify20.051.006331.014530.00000
82015.01.12 00:00s/l20.051.014531.014530.0000041.9310114.38
92015.02.18 00:00buy30.050.936930.000000.00000
102015.02.18 00:00modify30.050.936930.897720.96046
112015.02.18 00:00buy40.050.936930.000000.00000
122015.02.18 00:00modify40.050.936930.897720.00000
132015.03.02 00:00modify40.050.936930.937130.00000
142015.03.02 00:00modify30.050.936930.937130.96046
152015.03.04 00:00t/p30.050.960460.937130.96046125.2710239.64
162015.03.04 00:00modify40.050.936930.957490.00000
172015.03.05 00:00modify40.050.936930.960140.00000
182015.03.06 00:00modify40.050.936930.966850.00000
192015.03.09 00:00modify40.050.936930.975720.00000
202015.03.10 00:00modify40.050.936930.980260.00000
212015.03.11 00:00modify40.050.936930.989840.00000
222015.03.12 00:00modify40.050.936930.999390.00000
232015.03.13 00:00s/l40.050.999390.999390.00000316.3910556.03
242015.04.30 00:00sell50.050.940600.000000.00000
252015.04.30 00:00modify50.050.940600.977560.91842
262015.04.30 00:00sell60.050.940600.000000.00000
272015.04.30 00:00modify60.050.940600.977560.00000
282015.05.07 00:00t/p50.050.918420.977560.91842118.7510674.79
292015.05.07 00:00modify60.050.940600.940400.00000
302015.05.07 00:00modify60.050.940600.923500.00000
312015.05.11 00:00s/l60.050.923500.923500.0000088.8410763.63
322015.06.18 00:00sell70.050.922200.000000.00000
332015.06.18 00:00modify70.050.922200.955760.90206
342015.06.18 00:00sell80.050.922200.000000.00000
352015.06.18 00:00modify80.050.922200.955760.00000
362015.06.24 00:00close80.050.934530.955760.00000-67.2910696.34
372015.06.24 00:00close70.050.934530.955760.90206-67.2910629.06
382015.07.17 00:00buy90.050.957730.000000.00000
392015.07.17 00:00modify90.050.957730.926090.97671
402015.07.17 00:00buy100.050.957730.000000.00000
412015.07.17 00:00modify100.050.957730.926090.00000
422015.08.05 00:00t/p90.050.976710.926090.97671100.5010729.56
432015.08.05 00:00modify100.050.957730.957930.00000
442015.08.05 00:00modify100.050.957730.972760.00000
452015.08.06 00:00modify100.050.957730.975380.00000
462015.08.07 00:00modify100.050.957730.977860.00000
472015.08.10 00:00modify100.050.957730.980900.00000
482015.08.11 00:00s/l100.050.980900.980900.00000122.4210851.98
492015.08.24 00:00sell110.050.948000.000000.00000
502015.08.24 00:00modify110.050.948000.975690.93139
512015.08.24 00:00sell120.050.948000.000000.00000
522015.08.24 00:00modify120.050.948000.975690.00000
532015.08.25 00:00t/p110.050.931390.975690.9313988.6810940.66
542015.08.25 00:00modify120.050.948000.947800.00000
552015.08.25 00:00modify120.050.948000.945260.00000
562015.08.26 00:00s/l120.050.945260.945260.0000013.9110954.57
572015.10.15 00:00sell130.050.949300.000000.00000
582015.10.15 00:00modify130.050.949300.978130.93200
592015.10.15 00:00sell140.050.949300.000000.00000
602015.10.15 00:00modify140.050.949300.978130.00000
612015.10.20 00:00close140.050.956530.978130.00000-38.7810915.79
622015.10.20 00:00close130.050.956530.978130.93200-38.7810877.01
632015.10.27 00:00buy150.050.982830.000000.00000
642015.10.27 00:00modify150.050.982830.956530.99861
652015.10.27 00:00buy160.050.982830.000000.00000
662015.10.27 00:00modify160.050.982830.956530.00000
672015.10.29 00:00modify160.050.982830.983030.00000
682015.10.29 00:00modify150.050.982830.983030.99861
692015.11.09 00:00t/p150.050.998610.983030.9986181.0610958.07
702015.11.09 00:00modify160.050.982830.999350.00000
712015.11.10 00:00modify160.050.982831.000700.00000
722015.11.11 00:00modify160.050.982831.003590.00000
732015.11.12 00:00s/l160.051.003591.003590.00000107.0811065.14
742015.11.17 00:00buy170.051.009830.000000.00000
752015.11.17 00:00modify170.051.009830.984991.02473
762015.11.17 00:00buy180.051.009830.000000.00000
772015.11.17 00:00modify180.051.009830.984990.00000
782015.11.19 00:00modify180.051.009831.010030.00000
792015.11.19 00:00modify170.051.009831.010031.02473
802015.11.26 00:00t/p170.051.024731.010031.0247375.1511140.29
812015.11.26 00:00modify180.051.009831.019130.00000
822015.11.27 00:00modify180.051.009831.021160.00000
832015.11.30 00:00modify180.051.009831.025290.00000
842015.12.01 00:00modify180.051.009831.026340.00000
852015.12.02 00:00s/l180.051.026341.026340.0000083.4611223.75
862015.12.10 00:00sell190.050.983380.000000.00000
872015.12.10 00:00modify190.050.983381.013160.96551
882015.12.10 00:00sell200.050.983380.000000.00000
892015.12.10 00:00modify200.050.983381.013160.00000
902015.12.21 00:00close200.050.993051.013160.00000-51.6611172.10
912015.12.21 00:00close190.050.993051.013160.96551-51.6611120.44
922016.01.06 00:00buy210.051.008730.000000.00000
932016.01.06 00:00modify210.051.008730.981411.02512
942016.01.06 00:00buy220.051.008730.000000.00000
952016.01.06 00:00modify220.051.008730.981410.00000
962016.01.26 00:00modify220.051.008731.008930.00000
972016.01.26 00:00modify210.051.008731.008931.02512
982016.02.01 00:00t/p210.051.025121.008931.0251285.2911205.74
992016.02.01 00:00modify220.051.008731.019250.00000
1002016.02.02 00:00s/l220.051.019251.019250.0000057.0311262.77
1012016.02.09 00:00sell230.050.987090.000000.00000
1022016.02.09 00:00modify230.050.987091.015510.97004
1032016.02.09 00:00sell240.050.987090.000000.00000
1042016.02.09 00:00modify240.050.987091.015510.00000
1052016.02.10 00:00t/p230.050.970041.015510.9700487.2311350.00
1062016.02.10 00:00modify240.050.987090.986890.00000
1072016.02.10 00:00modify240.050.987090.982760.00000
1082016.02.11 00:00modify240.050.987090.978850.00000
1092016.02.12 00:00modify240.050.987090.975830.00000
1102016.02.15 00:00s/l240.050.975830.975830.0000055.6011405.60
1112016.03.17 00:00sell250.050.978260.000000.00000
1122016.03.17 00:00modify250.050.978261.007100.96096
1132016.03.17 00:00sell260.050.978260.000000.00000
1142016.03.17 00:00modify260.050.978261.007100.00000
1152016.03.30 00:00modify260.050.978260.978060.00000
1162016.03.30 00:00modify250.050.978260.978060.96096
1172016.03.31 00:00t/p250.050.960960.978060.9609685.0311490.63
1182016.03.31 00:00modify260.050.978260.968430.00000
1192016.04.01 00:00modify260.050.978260.965300.00000
1202016.04.04 00:00modify260.050.978260.961960.00000
1212016.04.05 00:00modify260.050.978260.960690.00000
1222016.04.06 00:00modify260.050.978260.958420.00000
1232016.04.07 00:00s/l260.050.958420.958420.0000096.8511587.48
1242016.04.25 00:00buy270.050.978810.000000.00000
1252016.04.25 00:00modify270.050.978810.956130.99242
1262016.04.25 00:00buy280.050.978810.000000.00000
1272016.04.25 00:00modify280.050.978810.956130.00000
1282016.05.02 00:00close280.050.958580.956130.00000-104.1111483.37
1292016.05.02 00:00close270.050.958580.956130.99242-104.1111379.27
1302016.05.18 00:00buy290.050.980570.000000.00000
1312016.05.18 00:00modify290.050.980570.957920.99416
1322016.05.18 00:00buy300.050.980570.000000.00000
1332016.05.18 00:00modify300.050.980570.957920.00000
1342016.05.20 00:00modify300.050.980570.980770.00000
1352016.05.20 00:00modify290.050.980570.980770.99416
1362016.05.30 00:00t/p290.050.994160.980770.9941670.7411450.01
1372016.05.30 00:00modify300.050.980570.992400.00000
1382016.05.31 00:00s/l300.050.992400.992400.0000062.2411512.25
1392016.06.08 00:00sell310.050.965300.000000.00000
1402016.06.08 00:00modify310.050.965300.984420.95383
1412016.06.08 00:00sell320.050.965300.000000.00000
1422016.06.08 00:00modify320.050.965300.984420.00000
1432016.06.20 00:00modify320.050.965300.965100.00000
1442016.06.20 00:00modify310.050.965300.965100.95383
1452016.06.24 00:00s/l310.050.965100.965100.95383-4.8911507.36
1462016.06.24 00:00s/l320.050.965100.965100.00000-4.8911502.47
1472016.07.11 00:00buy330.050.982800.000000.00000
1482016.07.11 00:00modify330.050.982800.958120.99761
1492016.07.11 00:00buy340.050.982800.000000.00000
1502016.07.11 00:00modify340.050.982800.958120.00000
1512016.07.28 00:00modify340.050.982800.983000.00000
1522016.07.28 00:00modify330.050.982800.983000.99761
1532016.07.29 00:00s/l330.050.983000.983000.997615.0611507.53
1542016.07.29 00:00s/l340.050.983000.983000.000005.0611512.59
1552016.08.17 00:00sell350.050.962030.000000.00000
1562016.08.17 00:00modify350.050.962030.983680.94904
1572016.08.17 00:00sell360.050.962030.000000.00000
1582016.08.17 00:00modify360.050.962030.983680.00000
1592016.08.26 00:00close360.050.967860.983680.00000-33.7411478.84
1602016.08.26 00:00close350.050.967860.983680.94904-33.7411445.10
1612016.10.12 00:00buy370.050.988590.000000.00000
1622016.10.12 00:00modify370.050.988590.967401.00130
1632016.10.12 00:00buy380.050.988590.000000.00000
1642016.10.12 00:00modify380.050.988590.967400.00000
1652016.10.24 00:00modify380.050.988590.988790.00000
1662016.10.24 00:00modify370.050.988590.988791.00130
1672016.10.31 00:00s/l370.050.988790.988791.001304.8511449.95
1682016.10.31 00:00s/l380.050.988790.988790.000004.8511454.79
1692016.11.07 00:00sell390.050.974930.000000.00000
1702016.11.07 00:00modify390.050.974930.993060.96405
1712016.11.07 00:00sell400.050.974930.000000.00000
1722016.11.07 00:00modify400.050.974930.993060.00000
1732016.11.10 00:00t/p390.050.964050.993060.9640553.6311508.43
1742016.11.15 00:00s/l400.050.993060.993060.00000-93.5211414.91
1752016.11.16 00:00buy410.051.001480.000000.00000
1762016.11.16 00:00modify410.051.001480.976341.01656
1772016.11.16 00:00buy420.051.001480.000000.00000
1782016.11.16 00:00modify420.051.001480.976340.00000
1792016.11.24 00:00t/p410.051.016560.976341.0165676.1511491.06
1802016.11.24 00:00modify420.051.001481.001680.00000
1812016.11.24 00:00modify420.051.001481.013170.00000
1822016.11.25 00:00modify420.051.001481.014560.00000
1832016.11.28 00:00s/l420.051.014561.014560.0000066.9411558.00
1842016.12.16 00:00buy430.051.030310.000000.00000
1852016.12.16 00:00modify430.051.030311.005881.04497
1862016.12.16 00:00buy440.051.030310.000000.00000
1872016.12.16 00:00modify440.051.030311.005880.00000
1882016.12.30 00:00close440.051.022661.005880.00000-34.5711523.43
1892016.12.30 00:00close430.051.022661.005881.04497-34.5711488.86
1902017.01.18 00:00sell450.051.001420.000000.00000
1912017.01.18 00:00modify450.051.001421.026520.98636
1922017.01.18 00:00sell460.051.001420.000000.00000
1932017.01.18 00:00modify460.051.001421.026520.00000
1942017.02.01 00:00t/p450.050.986361.026520.9863671.5111560.37
1952017.02.01 00:00modify460.051.001421.001220.00000
1962017.02.01 00:00modify460.051.001420.993740.00000
1972017.02.02 00:00s/l460.050.993740.993740.0000033.0811593.45
1982017.03.17 00:00sell470.050.996070.000000.00000
1992017.03.17 00:00modify470.050.996071.015290.98454
2002017.03.17 00:00sell480.050.996070.000000.00000
2012017.03.17 00:00modify480.050.996071.015290.00000
2022017.03.27 00:00modify480.050.996070.995870.00000
2032017.03.27 00:00modify470.050.996070.995870.98454
2042017.03.28 00:00t/p470.050.984540.995870.9845455.5311648.98
2052017.03.28 00:00modify480.050.996070.989130.00000
2062017.03.29 00:00s/l480.050.989130.989130.0000031.6711680.65
2072017.05.05 00:00sell490.050.986080.000000.00000
2082017.05.05 00:00modify490.050.986081.002510.97622
2092017.05.05 00:00sell500.050.986080.000000.00000
2102017.05.05 00:00modify500.050.986081.002510.00000
2112017.05.10 00:00s/l490.051.002511.002510.97622-82.5411598.12
2122017.05.10 00:00s/l500.051.002511.002510.00000-82.5411515.58
2132017.05.17 00:00sell510.050.985600.000000.00000
2142017.05.17 00:00modify510.050.985601.005210.97383
2152017.05.17 00:00sell520.050.985600.000000.00000
2162017.05.17 00:00modify520.050.985601.005210.00000
2172017.05.22 00:00t/p510.050.973831.005210.9738358.8011574.38
2182017.05.22 00:00modify520.050.985600.985400.00000
2192017.05.22 00:00modify520.050.985600.977930.00000
2202017.05.23 00:00modify520.050.985600.975630.00000
2212017.05.24 00:00s/l520.050.975630.975630.0000048.7811623.16
2222017.06.01 00:00sell530.050.967460.000000.00000
2232017.06.01 00:00modify530.050.967460.989520.95422
2242017.06.01 00:00sell540.050.967460.000000.00000
2252017.06.01 00:00modify540.050.967460.989520.00000
2262017.06.12 00:00close540.050.968710.989520.00000-9.4211613.75
2272017.06.12 00:00close530.050.968710.989520.95422-9.4211604.33
2282017.06.28 00:00sell550.050.961630.000000.00000
2292017.06.28 00:00modify550.050.961630.979390.95097
2302017.06.28 00:00sell560.050.961630.000000.00000
2312017.06.28 00:00modify560.050.961630.979390.00000
2322017.07.04 00:00close560.050.963350.979390.00000-10.9111593.43
2332017.07.04 00:00close550.050.963350.979390.95097-10.9111582.52
2342017.07.19 00:00sell570.050.954870.000000.00000
2352017.07.19 00:00modify570.050.954870.973490.94370
2362017.07.19 00:00sell580.050.954870.000000.00000
2372017.07.19 00:00modify580.050.954870.973490.00000
2382017.07.24 00:00modify580.050.954870.954670.00000
2392017.07.24 00:00modify570.050.954870.954670.94370
2402017.07.27 00:00s/l570.050.954670.954670.94370-2.2511580.27
2412017.07.27 00:00s/l580.050.954670.954670.00000-2.2511578.03
2422017.08.28 00:00sell590.050.954480.000000.00000
2432017.08.28 00:00modify590.050.954480.977360.94075
2442017.08.28 00:00sell600.050.954480.000000.00000
2452017.08.28 00:00modify600.050.954480.977360.00000
2462017.09.07 00:00close600.050.956550.977360.00000-14.7711563.25
2472017.09.07 00:00close590.050.956550.977360.94075-14.7711548.48
2482017.10.23 00:00buy610.050.985000.000000.00000
2492017.10.23 00:00modify610.050.985000.965470.99672
2502017.10.23 00:00buy620.050.985000.000000.00000
2512017.10.23 00:00modify620.050.985000.965470.00000
2522017.10.27 00:00t/p610.050.996720.965470.9967260.0311608.51
2532017.10.27 00:00modify620.050.985000.985200.00000
2542017.10.27 00:00modify620.050.985000.992460.00000
2552017.10.30 00:00modify620.050.985000.994760.00000
2562017.10.31 00:00s/l620.050.994760.994760.0000050.6811659.19