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

СимволAUDJPY (Australian Dollar vs Japanese Yen)
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=4.4; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=40; ExitProfitMinutesClass=20; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=14; EADXLevel=10; ExitProfitMinutesADX=18; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=30; EBBDev=2; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=24; EDEMLevel=0.4; ExitProfitMinutesDEM=6; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=24; EWPRLevel=8; ExitProfitMinutesWPR=8; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=16; ESTODPer=34; ESTOSPer=24; ESTOLevel=30; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=10; ExitProfitMinutesRVI=16; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=6; iMAPeriod=38; 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 (13)
Чистая прибыль75.22Общая прибыль829.58Общий убыток-754.36
Прибыльность1.10Матожидание выигрыша1.64
Абсолютная просадка166.66Максимальная просадка556.44 (5.36%)Относительная просадка5.36% (556.44)
Всего сделок46Короткие позиции (% выигравших)20 (15.00%)Длинные позиции (% выигравших)26 (69.23%)
Прибыльные сделки (% от всех)21 (45.65%)Убыточные сделки (% от всех)25 (54.35%)
Самая большаяприбыльная сделка144.92убыточная сделка-99.87
Средняяприбыльная сделка39.50убыточная сделка-30.17
Максимальное количествонепрерывных выигрышей (прибыль)8 (369.62)непрерывных проигрышей (убыток)8 (-204.65)
Макс.непрерывная прибыль (число выигрышей)369.62 (8)непрерывный убыток (число проигрышей)-204.65 (8)
Среднийнепрерывный выигрыш3непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.26 00:00sell10.0392.7920.0000.000
22015.01.26 00:00modify10.0392.79296.34188.533
32015.01.26 00:00sell20.0392.7920.0000.000
42015.01.26 00:00modify20.0392.79296.3410.000
52015.02.02 00:00modify20.0392.79292.7720.000
62015.02.02 00:00modify10.0392.79292.77288.533
72015.02.09 00:00s/l10.0392.77292.77288.533-1.169998.84
82015.02.09 00:00s/l20.0392.77292.7720.000-1.169997.69
92015.03.24 00:00buy30.0394.4270.0000.000
102015.03.24 00:00modify30.0394.42791.41998.037
112015.03.24 00:00buy40.0394.4270.0000.000
122015.03.24 00:00modify40.0394.42791.4190.000
132015.03.27 00:00close40.0393.34191.4190.000-28.429969.26
142015.03.27 00:00close30.0393.34191.41998.037-28.429940.84
152015.04.01 00:00sell50.0391.4150.0000.000
162015.04.01 00:00modify50.0391.41594.49587.719
172015.04.01 00:00sell60.0391.4150.0000.000
182015.04.01 00:00modify60.0391.41594.4950.000
192015.04.10 00:00close60.0392.80194.4950.000-38.039902.81
202015.04.10 00:00close50.0392.80194.49587.719-38.039864.77
212015.04.28 00:00buy70.0393.5030.0000.000
222015.04.28 00:00modify70.0393.50390.64196.937
232015.04.28 00:00buy80.0393.5030.0000.000
242015.04.28 00:00modify80.0393.50390.6410.000
252015.04.29 00:00modify80.0393.50393.5230.000
262015.04.29 00:00modify70.0393.50393.52396.937
272015.05.07 00:00modify80.0393.50393.5540.000
282015.05.07 00:00modify70.0393.50393.55496.937
292015.05.08 00:00modify80.0393.50393.5700.000
302015.05.08 00:00modify70.0393.50393.57096.937
312015.05.11 00:00modify80.0393.50393.6110.000
322015.05.11 00:00modify70.0393.50393.61196.937
332015.05.12 00:00modify80.0393.50393.6380.000
342015.05.12 00:00modify70.0393.50393.63896.937
352015.05.13 00:00modify80.0393.50393.7150.000
362015.05.13 00:00modify70.0393.50393.71596.937
372015.05.14 00:00modify80.0393.50393.8100.000
382015.05.14 00:00modify70.0393.50393.81096.937
392015.05.15 00:00t/p70.0396.93793.81096.93792.279957.04
402015.05.15 00:00modify80.0393.50393.8670.000
412015.05.18 00:00modify80.0393.50393.9120.000
422015.05.19 00:00modify80.0393.50393.9610.000
432015.05.20 00:00modify80.0393.50393.9920.000
442015.05.21 00:00modify80.0393.50394.0290.000
452015.05.22 00:00modify80.0393.50394.0700.000
462015.05.26 00:00modify80.0393.50394.1070.000
472015.05.27 00:00modify80.0393.50394.1360.000
482015.05.28 00:00modify80.0393.50394.1870.000
492015.06.01 00:00modify80.0393.50394.2010.000
502015.06.02 00:00modify80.0393.50394.2190.000
512015.06.03 00:00modify80.0393.50394.3150.000
522015.06.04 00:00modify80.0393.50394.3820.000
532015.06.08 00:00modify80.0393.50394.4220.000
542015.06.09 00:00modify80.0393.50394.4610.000
552015.06.10 00:00modify80.0393.50394.4840.000
562015.06.12 00:00modify80.0393.50394.5320.000
572015.06.15 00:00modify80.0393.50394.5460.000
582015.06.16 00:00modify80.0393.50394.5860.000
592015.06.17 00:00modify80.0393.50394.6080.000
602015.06.18 00:00modify80.0393.50394.6350.000
612015.06.19 00:00modify80.0393.50394.6740.000
622015.06.23 00:00modify80.0393.50394.6920.000
632015.06.24 00:00modify80.0393.50394.7330.000
642015.06.26 00:00modify80.0393.50394.7670.000
652015.06.29 00:00s/l80.0394.76794.7670.00037.779994.81
662015.06.30 00:00sell90.0394.0980.0000.000
672015.06.30 00:00modify90.0394.09896.96990.653
682015.06.30 00:00sell100.0394.0980.0000.000
692015.06.30 00:00modify100.0394.09896.9690.000
702015.07.06 00:00modify100.0394.09894.0780.000
712015.07.06 00:00modify90.0394.09894.07890.653
722015.07.08 00:00t/p90.0390.65394.07890.65390.2910085.10
732015.07.16 00:00modify100.0394.09894.0070.000
742015.07.17 00:00modify100.0394.09893.9690.000
752015.07.20 00:00modify100.0394.09893.8980.000
762015.07.21 00:00modify100.0394.09893.8410.000
772015.07.22 00:00modify100.0394.09893.8020.000
782015.07.23 00:00modify100.0394.09893.7320.000
792015.07.24 00:00modify100.0394.09893.6560.000
802015.07.27 00:00modify100.0394.09893.5380.000
812015.07.28 00:00modify100.0394.09893.4240.000
822015.07.29 00:00modify100.0394.09893.3860.000
832015.07.30 00:00modify100.0394.09893.3000.000
842015.07.31 00:00modify100.0394.09893.2330.000
852015.08.03 00:00modify100.0394.09893.1670.000
862015.08.04 00:00modify100.0394.09893.0810.000
872015.08.06 00:00modify100.0394.09893.0580.000
882015.08.07 00:00modify100.0394.09893.0170.000
892015.08.10 00:00modify100.0394.09893.0030.000
902015.08.12 00:00modify100.0394.09892.9310.000
912015.08.13 00:00modify100.0394.09892.9070.000
922015.08.14 00:00modify100.0394.09892.8720.000
932015.08.17 00:00modify100.0394.09892.8440.000
942015.08.18 00:00modify100.0394.09892.8180.000
952015.08.19 00:00modify100.0394.09892.7660.000
962015.08.20 00:00modify100.0394.09892.7180.000
972015.08.21 00:00modify100.0394.09892.6490.000
982015.08.24 00:00modify100.0394.09892.5320.000
992015.08.25 00:00modify100.0394.09892.2120.000
1002015.08.26 00:00modify100.0394.09892.0300.000
1012015.08.27 00:00modify100.0394.09891.8860.000
1022015.08.28 00:00modify100.0394.09891.7850.000
1032015.08.31 00:00modify100.0394.09891.6690.000
1042015.09.01 00:00modify100.0394.09891.5070.000
1052015.09.02 00:00modify100.0394.09891.2410.000
1062015.09.03 00:00modify100.0394.09891.0970.000
1072015.09.04 00:00modify100.0394.09890.9040.000
1082015.09.07 00:00modify100.0394.09890.6310.000
1092015.09.08 00:00modify100.0394.09890.4330.000
1102015.09.09 00:00modify100.0394.09890.3100.000
1112015.09.10 00:00modify100.0394.09890.1450.000
1122015.09.11 00:00modify100.0394.09890.0550.000
1132015.09.14 00:00modify100.0394.09889.9360.000
1142015.09.15 00:00modify100.0394.09889.8360.000
1152015.09.16 00:00modify100.0394.09889.7390.000
1162015.09.17 00:00modify100.0394.09889.6820.000
1172015.09.18 00:00modify100.0394.09889.5760.000
1182015.09.21 00:00modify100.0394.09889.4970.000
1192015.09.22 00:00modify100.0394.09889.3990.000
1202015.09.23 00:00modify100.0394.09889.2650.000
1212015.09.24 00:00modify100.0394.09889.1110.000
1222015.09.25 00:00modify100.0394.09888.9720.000
1232015.09.28 00:00modify100.0394.09888.8790.000
1242015.09.29 00:00modify100.0394.09888.7240.000
1252015.09.30 00:00modify100.0394.09888.5950.000
1262015.10.01 00:00modify100.0394.09888.4900.000
1272015.10.02 00:00modify100.0394.09888.3870.000
1282015.10.05 00:00modify100.0394.09888.2970.000
1292015.10.06 00:00modify100.0394.09888.2380.000
1302015.10.07 00:00modify100.0394.09888.2030.000
1312015.10.08 00:00modify100.0394.09888.1670.000
1322015.10.09 00:00modify100.0394.09888.1540.000
1332015.10.12 00:00s/l100.0388.15488.1540.000144.9210230.02
1342015.10.12 00:00buy110.0388.0410.0000.000
1352015.10.12 00:00modify110.0388.04184.40792.402
1362015.10.12 00:00buy120.0388.0410.0000.000
1372015.10.12 00:00modify120.0388.04184.4070.000
1382015.10.13 00:00modify120.0388.04188.0640.000
1392015.10.13 00:00modify110.0388.04188.06492.402
1402015.10.14 00:00s/l110.0388.06488.06492.4020.7510230.76
1412015.10.14 00:00s/l120.0388.06488.0640.0000.7510231.51
1422015.11.20 00:00buy130.0488.3860.0000.000
1432015.11.20 00:00modify130.0488.38686.02191.224
1442015.11.20 00:00buy140.0488.3860.0000.000
1452015.11.20 00:00modify140.0488.38686.0210.000
1462015.11.27 00:00modify140.0488.38688.4060.000
1472015.11.27 00:00modify130.0488.38688.40691.224
1482015.11.30 00:00s/l130.0488.40688.40691.2241.4410232.95
1492015.11.30 00:00s/l140.0488.40688.4060.0001.4410234.39
1502015.12.02 00:00buy150.0590.0280.0000.000
1512015.12.02 00:00modify150.0590.02887.75692.754
1522015.12.02 00:00buy160.0590.0280.0000.000
1532015.12.02 00:00modify160.0590.02887.7560.000
1542015.12.09 00:00close160.0588.72587.7560.000-56.7210177.66
1552015.12.09 00:00close150.0588.72587.75692.754-56.7210120.94
1562016.01.05 00:00sell170.0385.6680.0000.000
1572016.01.05 00:00modify170.0385.66888.85381.846
1582016.01.05 00:00sell180.0385.6680.0000.000
1592016.01.05 00:00modify180.0385.66888.8530.000
1602016.01.07 00:00modify180.0385.66885.6480.000
1612016.01.07 00:00modify170.0385.66885.64881.846
1622016.01.11 00:00t/p170.0381.84685.64881.846100.5110221.45
1632016.02.01 00:00s/l180.0385.64885.6480.000-2.7210218.73
1642016.03.07 00:00buy190.0284.4810.0000.000
1652016.03.07 00:00modify190.0284.48179.68190.241
1662016.03.07 00:00buy200.0284.4810.0000.000
1672016.03.07 00:00modify200.0284.48179.6810.000
1682016.03.22 00:00modify200.0284.48184.5010.000
1692016.03.22 00:00modify190.0284.48184.50190.241
1702016.03.23 00:00s/l190.0284.50184.50190.2411.0910219.81
1712016.03.23 00:00s/l200.0284.50184.5010.0001.0910220.90
1722016.04.06 00:00sell210.0383.2210.0000.000
1732016.04.06 00:00modify210.0383.22187.07578.596
1742016.04.06 00:00sell220.0383.2210.0000.000
1752016.04.06 00:00modify220.0383.22187.0750.000
1762016.04.08 00:00modify220.0383.22183.2010.000
1772016.04.08 00:00modify210.0383.22183.20178.596
1782016.04.13 00:00s/l210.0383.20183.20178.596-0.3110220.59
1792016.04.13 00:00s/l220.0383.20183.2010.000-0.3110220.28
1802016.05.04 00:00sell230.0280.0070.0000.000
1812016.05.04 00:00modify230.0280.00784.46674.656
1822016.05.04 00:00sell240.0280.0070.0000.000
1832016.05.04 00:00modify240.0280.00784.4660.000
1842016.05.30 00:00modify240.0280.00779.9870.000
1852016.05.30 00:00modify230.0280.00779.98774.656
1862016.06.01 00:00s/l230.0279.98779.98774.656-1.8910218.39
1872016.06.01 00:00s/l240.0279.98779.9870.000-1.8910216.50
1882016.06.15 00:00sell250.0477.9070.0000.000
1892016.06.15 00:00modify250.0477.90780.74174.506
1902016.06.15 00:00sell260.0477.9070.0000.000
1912016.06.15 00:00modify260.0477.90780.7410.000
1922016.06.17 00:00modify260.0477.90777.8870.000
1932016.06.17 00:00modify250.0477.90777.88774.506
1942016.06.21 00:00s/l250.0477.88777.88774.506-0.2510216.25
1952016.06.21 00:00s/l260.0477.88777.8870.000-0.2510215.99
1962016.06.24 00:00buy270.0381.2750.0000.000
1972016.06.24 00:00modify270.0381.27577.50285.803
1982016.06.24 00:00buy280.0381.2750.0000.000
1992016.06.24 00:00modify280.0381.27577.5020.000
2002016.06.27 00:00s/l270.0377.50277.50285.803-99.8710116.12
2012016.06.27 00:00s/l280.0377.50277.5020.000-99.8710016.25
2022016.10.06 00:00buy290.0478.8260.0000.000
2032016.10.06 00:00modify290.0478.82676.29181.868
2042016.10.06 00:00buy300.0478.8260.0000.000
2052016.10.06 00:00modify300.0478.82676.2910.000
2062016.10.19 00:00modify300.0478.82678.8460.000
2072016.10.19 00:00modify290.0478.82678.84681.868
2082016.10.24 00:00s/l290.0478.84678.84681.8682.1810018.43
2092016.10.24 00:00s/l300.0478.84678.8460.0002.1810020.60
2102016.11.09 00:00buy310.0481.3850.0000.000
2112016.11.09 00:00modify310.0481.38578.72684.576
2122016.11.09 00:00buy320.0481.3850.0000.000
2132016.11.09 00:00modify320.0481.38578.7260.000
2142016.11.10 00:00s/l310.0478.72678.72684.576-93.639926.97
2152016.11.10 00:00s/l320.0478.72678.7260.000-93.639833.34
2162016.11.24 00:00buy330.0383.0740.0000.000
2172016.11.24 00:00modify330.0383.07479.40087.483
2182016.11.24 00:00buy340.0383.0740.0000.000
2192016.11.24 00:00modify340.0383.07479.4000.000
2202016.11.30 00:00modify340.0383.07483.0940.000
2212016.11.30 00:00modify330.0383.07483.09487.483
2222016.12.16 00:00t/p330.0387.48383.09487.483118.319951.65
2232017.01.19 00:00modify340.0383.07483.1920.000
2242017.01.20 00:00modify340.0383.07483.3060.000
2252017.01.23 00:00modify340.0383.07483.3820.000
2262017.01.24 00:00modify340.0383.07483.4090.000
2272017.01.25 00:00modify340.0383.07483.5020.000
2282017.01.26 00:00modify340.0383.07483.5460.000
2292017.01.27 00:00modify340.0383.07483.6300.000
2302017.01.30 00:00modify340.0383.07483.7260.000
2312017.01.31 00:00modify340.0383.07483.7600.000
2322017.02.01 00:00modify340.0383.07483.7960.000
2332017.02.02 00:00modify340.0383.07483.8580.000
2342017.02.03 00:00modify340.0383.07483.9340.000
2352017.02.06 00:00modify340.0383.07484.0010.000
2362017.02.07 00:00modify340.0383.07484.0200.000
2372017.02.08 00:00modify340.0383.07484.0670.000
2382017.02.09 00:00modify340.0383.07484.1010.000
2392017.02.10 00:00modify340.0383.07484.1770.000
2402017.02.13 00:00modify340.0383.07484.2690.000
2412017.02.14 00:00modify340.0383.07484.3280.000
2422017.02.15 00:00modify340.0383.07484.4270.000
2432017.02.16 00:00modify340.0383.07484.5320.000
2442017.02.17 00:00modify340.0383.07484.5750.000
2452017.02.20 00:00modify340.0383.07484.6080.000
2462017.02.21 00:00modify340.0383.07484.6760.000
2472017.02.22 00:00modify340.0383.07484.7490.000
2482017.02.23 00:00modify340.0383.07484.8140.000
2492017.02.24 00:00modify340.0383.07484.8560.000
2502017.02.28 00:00modify340.0383.07484.9140.000
2512017.03.01 00:00modify340.0383.07484.9460.000
2522017.03.02 00:00modify340.0383.07485.0310.000
2532017.03.03 00:00modify340.0383.07485.0540.000
2542017.03.06 00:00modify340.0383.07485.0860.000
2552017.03.07 00:00modify340.0383.07485.1140.000
2562017.03.08 00:00modify340.0383.07485.1530.000
2572017.03.09 00:00modify340.0383.07485.1640.000
2582017.03.10 00:00modify340.0383.07485.1970.000
2592017.03.13 00:00modify340.0383.07485.2400.000
2602017.03.14 00:00modify340.0383.07485.2910.000
2612017.03.15 00:00modify340.0383.07485.3220.000
2622017.03.16 00:00modify340.0383.07485.3930.000
2632017.03.17 00:00modify340.0383.07485.4240.000
2642017.03.20 00:00modify340.0383.07485.4490.000
2652017.03.21 00:00modify340.0383.07485.4920.000
2662017.03.23 00:00s/l340.0385.49285.4920.00072.2810023.93
2672017.03.23 00:00sell350.0485.3800.0000.000
2682017.03.23 00:00modify350.0485.38087.62182.691
2692017.03.23 00:00sell360.0485.3800.0000.000
2702017.03.23 00:00modify360.0485.38087.6210.000
2712017.03.24 00:00modify360.0485.38085.3600.000
2722017.03.24 00:00modify350.0485.38085.36082.691
2732017.03.31 00:00s/l350.0485.36085.36082.691-0.5710023.35
2742017.03.31 00:00s/l360.0485.36085.3600.000-0.5710022.78
2752017.04.12 00:00sell370.0482.1680.0000.000
2762017.04.12 00:00modify370.0482.16884.81178.996
2772017.04.12 00:00sell380.0482.1680.0000.000
2782017.04.12 00:00modify380.0482.16884.8110.000
2792017.04.27 00:00close380.0482.98884.8110.000-31.689991.10
2802017.04.27 00:00close370.0482.98884.81178.996-31.689959.42
2812017.06.16 00:00buy390.0484.0440.0000.000
2822017.06.16 00:00modify390.0484.04481.79186.748
2832017.06.16 00:00buy400.0484.0440.0000.000
2842017.06.16 00:00modify400.0484.04481.7910.000
2852017.06.20 00:00modify400.0484.04484.0640.000
2862017.06.20 00:00modify390.0484.04484.06486.748
2872017.06.22 00:00s/l390.0484.06484.06486.7481.269960.68
2882017.06.22 00:00s/l400.0484.06484.0640.0001.269961.95
2892017.06.28 00:00buy410.0585.1800.0000.000
2902017.06.28 00:00modify410.0585.18082.98387.816
2912017.06.28 00:00buy420.0585.1800.0000.000
2922017.06.28 00:00modify420.0585.18082.9830.000
2932017.06.30 00:00modify420.0585.18085.2000.000
2942017.06.30 00:00modify410.0585.18085.20087.816
2952017.07.17 00:00t/p410.0587.81685.20087.816118.5610080.51
2962017.07.25 00:00modify420.0585.18085.2120.000
2972017.07.26 00:00modify420.0585.18085.3230.000
2982017.07.27 00:00modify420.0585.18085.4230.000
2992017.07.28 00:00modify420.0585.18085.4960.000
3002017.07.31 00:00modify420.0585.18085.5610.000
3012017.08.01 00:00modify420.0585.18085.6290.000
3022017.08.02 00:00modify420.0585.18085.6800.000
3032017.08.03 00:00modify420.0585.18085.7510.000
3042017.08.04 00:00modify420.0585.18085.7760.000
3052017.08.07 00:00modify420.0585.18085.8280.000
3062017.08.08 00:00modify420.0585.18085.8730.000
3072017.08.09 00:00modify420.0585.18085.9010.000
3082017.08.11 00:00sell430.0485.9760.0000.000
3092017.08.11 00:00modify430.0485.97688.34683.132
3102017.08.11 00:00sell440.0485.9760.0000.000
3112017.08.11 00:00modify440.0485.97688.3460.000
3122017.08.14 00:00s/l420.0585.90185.9010.00037.2510117.75
3132017.08.25 00:00close440.0486.57188.3460.000-23.2710094.48
3142017.08.25 00:00close430.0486.57188.34683.132-23.2710071.22
3152017.09.13 00:00buy450.0488.3120.0000.000
3162017.09.13 00:00modify450.0488.31285.72291.420
3172017.09.13 00:00buy460.0488.3120.0000.000
3182017.09.13 00:00modify460.0488.31285.7220.000
3192017.09.20 00:00modify460.0488.31288.3320.000
3202017.09.20 00:00modify450.0488.31288.33291.420
3212017.09.27 00:00s/l450.0488.33288.33291.4202.0010073.22
3222017.09.27 00:00s/l460.0488.33288.3320.0002.0010075.22