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

СимволEURAUD (Euro vs Australian Dollar)
ПериодДень (D1) 2017.01.02 00:00 - 2017.10.31 23:59 (2017.01.01 - 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=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=2; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=20; ExitProfitMinutesClass=12; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=8; EADXLevel=50; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=16; EBBDev=2; ExitProfitMinutesBB=2; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=14; EDEMLevel=0.1; ExitProfitMinutesDEM=18; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=10; EWPRLevel=2; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=22; ESTODPer=4; ESTOSPer=36; ESTOLevel=20; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=20; ExitProfitMinutesRVI=4; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=4; iMAPeriod=6; 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 истории1218Смоделировано тиков1435Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (19)
Чистая прибыль-370.57Общая прибыль329.06Общий убыток-699.63
Прибыльность0.47Матожидание выигрыша-10.29
Абсолютная просадка370.57Максимальная просадка433.41 (4.31%)Относительная просадка4.31% (433.41)
Всего сделок36Короткие позиции (% выигравших)14 (57.14%)Длинные позиции (% выигравших)22 (63.64%)
Прибыльные сделки (% от всех)22 (61.11%)Убыточные сделки (% от всех)14 (38.89%)
Самая большаяприбыльная сделка82.09убыточная сделка-74.78
Средняяприбыльная сделка14.96убыточная сделка-49.97
Максимальное количествонепрерывных выигрышей (прибыль)10 (234.05)непрерывных проигрышей (убыток)4 (-242.45)
Макс.непрерывная прибыль (число выигрышей)234.05 (10)непрерывный убыток (число проигрышей)-242.45 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.20 00:00sell10.041.409690.000000.00000
22017.01.20 00:00modify10.041.409691.432521.38229
32017.01.20 00:00sell20.041.409690.000000.00000
42017.01.20 00:00modify20.041.409691.432520.00000
52017.01.26 00:00close20.041.419211.432520.00000-28.099971.91
62017.01.26 00:00close10.041.419211.432521.38229-28.099943.82
72017.02.06 00:00sell30.051.404320.000000.00000
82017.02.06 00:00modify30.051.404321.425181.37929
92017.02.06 00:00sell40.051.404320.000000.00000
102017.02.06 00:00modify40.051.404321.425180.00000
112017.02.08 00:00modify40.051.404321.404120.00000
122017.02.08 00:00modify30.051.404321.404121.37929
132017.02.08 00:00modify40.051.404321.402940.00000
142017.02.08 00:00modify30.051.404321.402941.37929
152017.02.09 00:00modify40.051.404321.401070.00000
162017.02.09 00:00modify30.051.404321.401071.37929
172017.02.10 00:00s/l30.051.401071.401071.3792913.879957.68
182017.02.10 00:00s/l40.051.401071.401070.0000013.879971.55
192017.02.13 00:00sell50.051.383390.000000.00000
202017.02.13 00:00modify50.051.383391.403441.35933
212017.02.13 00:00sell60.051.383390.000000.00000
222017.02.13 00:00modify60.051.383391.403440.00000
232017.02.16 00:00modify60.051.383391.383190.00000
242017.02.16 00:00modify50.051.383391.383191.35933
252017.02.16 00:00modify60.051.383391.379960.00000
262017.02.16 00:00modify50.051.383391.379961.35933
272017.02.17 00:00s/l50.051.379961.379961.3593314.569986.11
282017.02.17 00:00s/l60.051.379961.379960.0000014.5610000.67
292017.02.22 00:00sell70.051.372370.000000.00000
302017.02.22 00:00modify70.051.372371.392391.34835
312017.02.22 00:00sell80.051.372370.000000.00000
322017.02.22 00:00modify80.051.372371.392390.00000
332017.02.28 00:00close80.051.379291.392390.00000-25.139975.53
342017.02.28 00:00close70.051.379291.392391.34835-25.139950.40
352017.03.10 00:00buy90.051.409010.000000.00000
362017.03.10 00:00modify90.051.409011.387961.43427
372017.03.10 00:00buy100.051.409010.000000.00000
382017.03.10 00:00modify100.051.409011.387960.00000
392017.03.13 00:00modify100.051.409011.409210.00000
402017.03.13 00:00modify90.051.409011.409211.43427
412017.03.14 00:00s/l90.051.409211.409211.434270.059950.46
422017.03.14 00:00s/l100.051.409211.409210.000000.059950.51
432017.03.28 00:00buy110.041.426080.000000.00000
442017.03.28 00:00modify110.041.426081.402271.45465
452017.03.28 00:00buy120.041.426080.000000.00000
462017.03.28 00:00modify120.041.426081.402270.00000
472017.03.30 00:00s/l110.041.402271.402271.45465-74.169876.35
482017.03.30 00:00s/l120.041.402271.402270.00000-74.169802.19
492017.04.25 00:00buy130.041.435170.000000.00000
502017.04.25 00:00modify130.041.435171.412491.46239
512017.04.25 00:00buy140.041.435170.000000.00000
522017.04.25 00:00modify140.041.435171.412490.00000
532017.04.26 00:00modify140.041.435171.435370.00000
542017.04.26 00:00modify130.041.435171.435371.46239
552017.04.26 00:00modify140.041.435171.438870.00000
562017.04.26 00:00modify130.041.435171.438871.46239
572017.04.27 00:00modify140.041.435171.447740.00000
582017.04.27 00:00modify130.041.435171.447741.46239
592017.04.28 00:00t/p130.041.462391.447741.4623982.099884.27
602017.04.28 00:00modify140.041.435171.451470.00000
612017.05.01 00:00modify140.041.435171.455140.00000
622017.05.02 00:00s/l140.041.455141.455140.0000059.289943.55
632017.05.04 00:00buy150.041.466430.000000.00000
642017.05.04 00:00modify150.041.466431.442331.49535
652017.05.04 00:00buy160.041.466430.000000.00000
662017.05.04 00:00modify160.041.466431.442330.00000
672017.05.05 00:00modify160.041.466431.466630.00000
682017.05.05 00:00modify150.041.466431.466631.49535
692017.05.05 00:00modify160.041.466431.469490.00000
702017.05.05 00:00modify150.041.466431.469491.49535
712017.05.08 00:00modify160.041.466431.475810.00000
722017.05.08 00:00modify150.041.466431.475811.49535
732017.05.09 00:00modify160.041.466431.476720.00000
742017.05.09 00:00modify150.041.466431.476721.49535
752017.05.10 00:00s/l150.041.476721.476721.4953530.439973.98
762017.05.10 00:00s/l160.041.476721.476720.0000030.4310004.41
772017.05.17 00:00buy170.041.492120.000000.00000
782017.05.17 00:00modify170.041.492121.465581.52397
792017.05.17 00:00buy180.041.492120.000000.00000
802017.05.17 00:00modify180.041.492121.465580.00000
812017.05.18 00:00modify180.041.492121.492320.00000
822017.05.18 00:00modify170.041.492121.492321.52397
832017.05.18 00:00modify180.041.492121.492670.00000
842017.05.18 00:00modify170.041.492121.492671.52397
852017.05.19 00:00s/l170.041.492671.492671.523970.5610004.97
862017.05.19 00:00s/l180.041.492671.492670.000000.5610005.53
872017.06.01 00:00buy190.041.513180.000000.00000
882017.06.01 00:00modify190.041.513181.488621.54265
892017.06.01 00:00buy200.041.513180.000000.00000
902017.06.01 00:00modify200.041.513181.488620.00000
912017.06.02 00:00modify200.041.513181.513380.00000
922017.06.02 00:00modify190.041.513181.513381.54265
932017.06.05 00:00modify200.041.513181.513790.00000
942017.06.05 00:00modify190.041.513181.513791.54265
952017.06.06 00:00s/l190.041.513791.513791.542651.0210006.55
962017.06.06 00:00s/l200.041.513791.513790.000001.0210007.57
972017.06.15 00:00sell210.041.478060.000000.00000
982017.06.15 00:00modify210.041.478061.501841.44952
992017.06.15 00:00sell220.041.478060.000000.00000
1002017.06.15 00:00modify220.041.478061.501840.00000
1012017.06.16 00:00modify220.041.478061.477860.00000
1022017.06.16 00:00modify210.041.478061.477861.44952
1032017.06.16 00:00modify220.041.478061.476760.00000
1042017.06.16 00:00modify210.041.478061.476761.44952
1052017.06.19 00:00modify220.041.478061.473570.00000
1062017.06.19 00:00modify210.041.478061.473571.44952
1072017.06.20 00:00s/l210.041.473571.473571.4495214.3310021.90
1082017.06.20 00:00s/l220.041.473571.473570.0000014.3310036.23
1092017.07.07 00:00buy230.051.505440.000000.00000
1102017.07.07 00:00modify230.051.505441.484611.53044
1112017.07.07 00:00buy240.051.505440.000000.00000
1122017.07.07 00:00modify240.051.505441.484610.00000
1132017.07.10 00:00close240.051.498641.484610.00000-26.4210009.81
1142017.07.10 00:00close230.051.498641.484611.53044-26.429983.39
1152017.07.19 00:00sell250.041.459140.000000.00000
1162017.07.19 00:00modify250.041.459141.483771.42958
1172017.07.19 00:00sell260.041.459140.000000.00000
1182017.07.19 00:00modify260.041.459141.483770.00000
1192017.07.20 00:00modify260.041.459141.458940.00000
1202017.07.20 00:00modify250.041.459141.458941.42958
1212017.07.20 00:00modify260.041.459141.456840.00000
1222017.07.20 00:00modify250.041.459141.456841.42958
1232017.07.21 00:00s/l250.041.456841.456841.429587.809991.18
1242017.07.21 00:00s/l260.041.456841.456840.000007.809998.98
1252017.08.14 00:00buy270.041.497090.000000.00000
1262017.08.14 00:00modify270.041.497091.472361.52677
1272017.08.14 00:00buy280.041.497090.000000.00000
1282017.08.14 00:00modify280.041.497091.472360.00000
1292017.08.16 00:00modify280.041.497091.498180.00000
1302017.08.16 00:00modify270.041.497091.498181.52677
1312017.08.17 00:00s/l270.041.498181.498181.526771.9410000.91
1322017.08.17 00:00s/l280.041.498181.498180.000001.9410002.85
1332017.08.28 00:00buy290.051.507110.000000.00000
1342017.08.28 00:00modify290.051.507111.486031.53241
1352017.08.28 00:00buy300.051.507110.000000.00000
1362017.08.28 00:00modify300.051.507111.486030.00000
1372017.09.04 00:00close300.051.494671.486030.00000-50.179952.68
1382017.09.04 00:00close290.051.494671.486031.53241-50.179902.50
1392017.09.21 00:00sell310.041.480280.000000.00000
1402017.09.21 00:00modify310.041.480281.503501.45242
1412017.09.21 00:00sell320.041.480280.000000.00000
1422017.09.21 00:00modify320.041.480281.503500.00000
1432017.09.22 00:00s/l310.041.503501.503501.45242-71.059831.45
1442017.09.22 00:00s/l320.041.503501.503500.00000-71.059760.39
1452017.10.10 00:00buy330.041.514120.000000.00000
1462017.10.10 00:00modify330.041.514121.492161.54047
1472017.10.10 00:00buy340.041.514120.000000.00000
1482017.10.10 00:00modify340.041.514121.492160.00000
1492017.10.12 00:00modify340.041.514121.514320.00000
1502017.10.12 00:00modify330.041.514121.514321.54047
1512017.10.12 00:00modify340.041.514121.517610.00000
1522017.10.12 00:00modify330.041.514121.517611.54047
1532017.10.13 00:00s/l330.041.517611.517611.540479.309769.69
1542017.10.13 00:00s/l340.041.517611.517610.000009.309778.99
1552017.10.26 00:00buy350.051.533270.000000.00000
1562017.10.26 00:00modify350.051.533271.513951.55645
1572017.10.26 00:00buy360.051.533270.000000.00000
1582017.10.26 00:00modify360.051.533271.513950.00000
1592017.10.30 00:00s/l350.051.513951.513951.55645-74.789704.21
1602017.10.30 00:00s/l360.051.513951.513950.00000-74.789629.43