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

СимволEURCAD (Euro 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=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=40; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=20; ExitProfitMinutesClass=18; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=14; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=8; EBBDev=1; ExitProfitMinutesBB=2; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=24; EDEMLevel=0.1; ExitProfitMinutesDEM=18; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=6; EWPRLevel=4; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=12; ESTODPer=4; ESTOSPer=22; ESTOLevel=20; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=10; ExitProfitMinutesRVI=2; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=2; 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 истории1737Смоделировано тиков2473Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (19)
Чистая прибыль739.42Общая прибыль1534.63Общий убыток-795.21
Прибыльность1.93Матожидание выигрыша10.27
Абсолютная просадка289.21Максимальная просадка289.21 (2.89%)Относительная просадка2.89% (289.21)
Всего сделок72Короткие позиции (% выигравших)38 (63.16%)Длинные позиции (% выигравших)34 (76.47%)
Прибыльные сделки (% от всех)50 (69.44%)Убыточные сделки (% от всех)22 (30.56%)
Самая большаяприбыльная сделка123.77убыточная сделка-82.60
Средняяприбыльная сделка30.69убыточная сделка-36.15
Максимальное количествонепрерывных выигрышей (прибыль)10 (268.63)непрерывных проигрышей (убыток)4 (-286.93)
Макс.непрерывная прибыль (число выигрышей)268.63 (10)непрерывный убыток (число проигрышей)-286.93 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.09 00:00sell10.041.394610.000000.00000
22015.01.09 00:00modify10.041.394611.418661.38499
32015.01.09 00:00sell20.041.394610.000000.00000
42015.01.09 00:00modify20.041.394611.418660.00000
52015.01.14 00:00s/l10.041.418661.418661.38499-74.619925.39
62015.01.14 00:00s/l20.041.418661.418660.00000-74.619850.78
72015.01.22 00:00buy30.031.432570.000000.00000
82015.01.22 00:00modify30.031.432571.403201.44432
92015.01.22 00:00buy40.031.432570.000000.00000
102015.01.22 00:00modify40.031.432571.403200.00000
112015.01.26 00:00s/l30.031.403201.403201.44432-68.869781.92
122015.01.26 00:00s/l40.031.403201.403200.00000-68.869713.07
132015.02.27 00:00sell50.031.401280.000000.00000
142015.02.27 00:00modify50.031.401281.432411.38883
152015.02.27 00:00sell60.031.401280.000000.00000
162015.02.27 00:00modify60.031.401281.432410.00000
172015.03.04 00:00modify60.031.401281.401080.00000
182015.03.04 00:00modify50.031.401281.401081.38883
192015.03.05 00:00t/p50.031.388831.401081.3888329.539742.59
202015.03.05 00:00modify60.031.401281.392560.00000
212015.03.06 00:00modify60.031.401281.388510.00000
222015.03.09 00:00modify60.031.401281.381460.00000
232015.03.10 00:00modify60.031.401281.375900.00000
242015.03.11 00:00modify60.031.401281.366810.00000
252015.03.12 00:00modify60.031.401281.359450.00000
262015.03.13 00:00modify60.031.401281.355400.00000
272015.03.16 00:00modify60.031.401281.349440.00000
282015.03.17 00:00s/l60.031.349441.349440.00000122.299864.89
292015.04.13 00:00sell70.031.331120.000000.00000
302015.04.13 00:00modify70.031.331121.360201.31949
312015.04.13 00:00sell80.031.331120.000000.00000
322015.04.13 00:00modify80.031.331121.360200.00000
332015.04.16 00:00t/p70.031.319491.360201.3194927.549892.43
342015.04.16 00:00modify80.031.331121.330920.00000
352015.04.16 00:00modify80.031.331121.327070.00000
362015.04.17 00:00modify80.031.331121.321940.00000
372015.04.20 00:00s/l80.031.321941.321940.0000021.969914.39
382015.06.03 00:00buy90.031.382710.000000.00000
392015.06.03 00:00modify90.031.382711.354201.39411
402015.06.03 00:00buy100.031.382710.000000.00000
412015.06.03 00:00modify100.031.382711.354200.00000
422015.06.04 00:00t/p90.031.394111.354201.3941126.279940.67
432015.06.04 00:00modify100.031.382711.382910.00000
442015.06.05 00:00modify100.031.382711.388280.00000
452015.06.08 00:00s/l100.031.388281.388280.0000012.419953.07
462015.07.09 00:00buy110.031.411400.000000.00000
472015.07.09 00:00modify110.031.411401.381331.42343
482015.07.09 00:00buy120.031.411400.000000.00000
492015.07.09 00:00modify120.031.411401.381330.00000
502015.07.13 00:00t/p110.031.423431.381331.4234327.869980.94
512015.07.15 00:00close120.031.400961.381330.00000-24.889956.06
522015.07.24 00:00buy130.031.432070.000000.00000
532015.07.24 00:00modify130.031.432071.401431.44433
542015.07.24 00:00buy140.031.432070.000000.00000
552015.07.24 00:00modify140.031.432071.401430.00000
562015.07.28 00:00t/p130.031.444331.401431.4443328.399984.45
572015.07.28 00:00modify140.031.432071.432270.00000
582015.07.29 00:00s/l140.031.432271.432270.000000.099984.54
592015.08.21 00:00buy150.031.470840.000000.00000
602015.08.21 00:00modify150.031.470841.441071.48275
612015.08.21 00:00buy160.031.470840.000000.00000
622015.08.21 00:00modify160.031.470841.441070.00000
632015.08.24 00:00t/p150.031.482751.441071.4827527.7110012.25
642015.08.24 00:00modify160.031.470841.471040.00000
652015.08.25 00:00modify160.031.470841.491840.00000
662015.08.26 00:00modify160.031.470841.506640.00000
672015.08.27 00:00s/l160.031.506641.506640.0000082.9110095.17
682015.10.06 00:00sell170.031.463090.000000.00000
692015.10.06 00:00modify170.031.463091.498231.44903
702015.10.06 00:00sell180.031.463090.000000.00000
712015.10.06 00:00modify180.031.463091.498230.00000
722015.10.16 00:00close180.031.465431.498230.00000-4.5710090.59
732015.10.16 00:00close170.031.465431.498231.44903-4.5710086.02
742015.10.26 00:00sell190.031.449820.000000.00000
752015.10.26 00:00modify190.031.449821.483831.43622
762015.10.26 00:00sell200.031.449820.000000.00000
772015.10.26 00:00modify200.031.449821.483830.00000
782015.11.02 00:00modify200.031.449821.448130.00000
792015.11.02 00:00modify190.031.449821.448131.43622
802015.11.03 00:00s/l190.031.448131.448131.436224.5510090.57
812015.11.03 00:00s/l200.031.448131.448130.000004.5510095.11
822015.11.04 00:00sell210.031.431750.000000.00000
832015.11.04 00:00modify210.031.431751.463941.41887
842015.11.04 00:00sell220.031.431750.000000.00000
852015.11.04 00:00modify220.031.431751.463940.00000
862015.11.10 00:00modify220.031.431751.431550.00000
872015.11.10 00:00modify210.031.431751.431551.41887
882015.11.10 00:00modify220.031.431751.429800.00000
892015.11.10 00:00modify210.031.431751.429801.41887
902015.11.11 00:00t/p210.031.418871.429801.4188730.6110125.73
912015.11.11 00:00modify220.031.431751.427540.00000
922015.11.12 00:00modify220.031.431751.427170.00000
932015.11.13 00:00s/l220.031.427171.427170.0000011.5210137.25
942015.11.26 00:00sell230.041.411540.000000.00000
952015.11.26 00:00modify230.041.411541.435321.40203
962015.11.26 00:00sell240.041.411540.000000.00000
972015.11.26 00:00modify240.041.411541.435320.00000
982015.12.02 00:00close240.041.420141.435320.00000-26.3910110.85
992015.12.02 00:00close230.041.420141.435321.40203-26.3910084.46
1002015.12.04 00:00buy250.041.460670.000000.00000
1012015.12.04 00:00modify250.041.460671.432941.47176
1022015.12.04 00:00buy260.041.460670.000000.00000
1032015.12.04 00:00modify260.041.460671.432940.00000
1042015.12.09 00:00t/p250.041.471761.432941.4717634.0510118.51
1052015.12.09 00:00modify260.041.460671.460870.00000
1062015.12.10 00:00modify260.041.460671.474630.00000
1072015.12.11 00:00modify260.041.460671.478490.00000
1082015.12.14 00:00modify260.041.460671.491070.00000
1092015.12.15 00:00modify260.041.460671.499180.00000
1102015.12.16 00:00s/l260.041.499181.499180.00000118.3310236.84
1112015.12.22 00:00buy270.031.523390.000000.00000
1122015.12.22 00:00modify270.031.523391.486541.53813
1132015.12.22 00:00buy280.031.523390.000000.00000
1142015.12.22 00:00modify280.031.523391.486540.00000
1152016.01.08 00:00t/p270.031.538131.486541.5381332.1110268.95
1162016.01.08 00:00modify280.031.523391.523590.00000
1172016.01.11 00:00s/l280.031.523591.523590.00000-1.9810266.96
1182016.01.11 00:00buy290.031.546940.000000.00000
1192016.01.11 00:00modify290.031.546941.509411.56195
1202016.01.11 00:00buy300.031.546940.000000.00000
1212016.01.11 00:00modify300.031.546941.509410.00000
1222016.01.14 00:00t/p290.031.561951.509411.5619534.4610301.42
1232016.01.14 00:00modify300.031.546941.549900.00000
1242016.01.15 00:00modify300.031.546941.552970.00000
1252016.01.18 00:00modify300.031.546941.564910.00000
1262016.01.19 00:00modify300.031.546941.570390.00000
1272016.01.20 00:00s/l300.031.570391.570390.0000053.6910355.11
1282016.02.26 00:00sell310.021.490220.000000.00000
1292016.02.26 00:00modify310.021.490221.535231.47222
1302016.02.26 00:00sell320.021.490220.000000.00000
1312016.02.26 00:00modify320.021.490221.535230.00000
1322016.03.01 00:00t/p310.021.472221.535231.4722228.1310383.24
1332016.03.01 00:00modify320.021.490221.490020.00000
1342016.03.02 00:00modify320.021.490221.477200.00000
1352016.03.03 00:00modify320.021.490221.468940.00000
1362016.03.04 00:00s/l320.021.468941.468940.0000033.4910416.73
1372016.04.13 00:00sell330.041.452340.000000.00000
1382016.04.13 00:00modify330.041.452341.479851.44134
1392016.04.13 00:00sell340.041.452340.000000.00000
1402016.04.13 00:00modify340.041.452341.479850.00000
1412016.04.14 00:00t/p330.041.441341.479851.4413434.5610451.28
1422016.04.14 00:00modify340.041.452341.452140.00000
1432016.04.18 00:00s/l340.041.452141.452140.000001.1210452.40
1442016.04.21 00:00sell350.041.428830.000000.00000
1452016.04.21 00:00modify350.041.428831.457911.41720
1462016.04.21 00:00sell360.041.428830.000000.00000
1472016.04.21 00:00modify360.041.428831.457910.00000
1482016.04.26 00:00modify360.041.428831.428630.00000
1492016.04.26 00:00modify350.041.428831.428631.41720
1502016.04.27 00:00s/l350.041.428631.428631.417201.0310453.43
1512016.04.27 00:00s/l360.041.428631.428630.000001.0310454.46
1522016.07.28 00:00buy370.041.458510.000000.00000
1532016.07.28 00:00modify370.041.458511.434681.46804
1542016.07.28 00:00buy380.041.458510.000000.00000
1552016.07.28 00:00modify380.041.458511.434680.00000
1562016.08.03 00:00t/p370.041.468041.434681.4680429.0310483.48
1572016.08.03 00:00modify380.041.458511.458710.00000
1582016.08.03 00:00modify380.041.458511.462710.00000
1592016.08.04 00:00s/l380.041.462711.462710.0000011.9410495.42
1602016.09.06 00:00sell390.061.440420.000000.00000
1612016.09.06 00:00modify390.061.440421.458261.43328
1622016.09.06 00:00sell400.061.440420.000000.00000
1632016.09.06 00:00modify400.061.440421.458260.00000
1642016.09.09 00:00s/l390.061.458261.458261.43328-82.6010412.82
1652016.09.09 00:00s/l400.061.458261.458260.00000-82.6010330.21
1662016.09.14 00:00buy410.051.478110.000000.00000
1672016.09.14 00:00modify410.051.478111.458411.48599
1682016.09.14 00:00buy420.051.478110.000000.00000
1692016.09.14 00:00modify420.051.478111.458410.00000
1702016.09.15 00:00t/p410.051.485991.458411.4859930.0710360.28
1712016.09.15 00:00modify420.051.478111.478310.00000
1722016.09.16 00:00s/l420.051.478311.478310.00000-0.0410360.24
1732016.10.17 00:00sell430.041.439640.000000.00000
1742016.10.17 00:00modify430.041.439641.465691.42922
1752016.10.17 00:00sell440.041.439640.000000.00000
1762016.10.17 00:00modify440.041.439641.465690.00000
1772016.10.20 00:00t/p430.041.429221.465691.4292232.9610393.20
1782016.10.20 00:00modify440.041.439641.439440.00000
1792016.10.21 00:00s/l440.041.439441.439440.000001.2310394.43
1802016.11.07 00:00buy450.041.475280.000000.00000
1812016.11.07 00:00modify450.041.475281.450671.48512
1822016.11.07 00:00buy460.041.475280.000000.00000
1832016.11.07 00:00modify460.041.475281.450670.00000
1842016.11.08 00:00t/p450.041.485121.450671.4851230.4910424.91
1852016.11.16 00:00s/l460.041.450671.450670.00000-78.1410346.77
1862016.11.22 00:00sell470.031.425700.000000.00000
1872016.11.22 00:00modify470.031.425701.456251.41348
1882016.11.22 00:00sell480.031.425700.000000.00000
1892016.11.22 00:00modify480.031.425701.456250.00000
1902016.11.30 00:00close480.031.429841.456250.00000-9.0710337.70
1912016.11.30 00:00close470.031.429841.456251.41348-9.0710328.63
1922016.12.09 00:00sell490.041.399760.000000.00000
1932016.12.09 00:00modify490.041.399761.428651.38820
1942016.12.09 00:00sell500.041.399760.000000.00000
1952016.12.09 00:00modify500.041.399761.428650.00000
1962016.12.12 00:00t/p490.041.388201.428651.3882036.1110364.74
1972016.12.12 00:00modify500.041.399761.399560.00000
1982016.12.15 00:00s/l500.041.399561.399560.000001.2310365.96
1992017.02.14 00:00sell510.051.385000.000000.00000
2002017.02.14 00:00modify510.051.385001.407051.37618
2012017.02.14 00:00sell520.051.385000.000000.00000
2022017.02.14 00:00modify520.051.385001.407050.00000
2032017.02.20 00:00close520.051.389631.407050.00000-17.2810348.68
2042017.02.20 00:00close510.051.389631.407051.37618-17.2810331.40
2052017.03.06 00:00buy530.051.419030.000000.00000
2062017.03.06 00:00modify530.051.419031.399191.42697
2072017.03.06 00:00buy540.051.419030.000000.00000
2082017.03.06 00:00modify540.051.419031.399190.00000
2092017.03.10 00:00t/p530.051.426971.399191.4269729.6810361.08
2102017.03.10 00:00modify540.051.419031.419230.00000
2112017.03.10 00:00modify540.051.419031.422290.00000
2122017.03.13 00:00modify540.051.419031.426570.00000
2132017.03.14 00:00modify540.051.419031.428040.00000
2142017.03.15 00:00modify540.051.419031.429830.00000
2152017.03.16 00:00s/l540.051.429831.429830.0000039.6010400.68
2162017.03.22 00:00buy550.051.443090.000000.00000
2172017.03.22 00:00modify550.051.443091.423181.45105
2182017.03.22 00:00buy560.051.443090.000000.00000
2192017.03.22 00:00modify560.051.443091.423180.00000
2202017.03.28 00:00t/p550.051.451051.423181.4510529.7710430.45
2212017.03.28 00:00modify560.051.443091.443290.00000
2222017.03.28 00:00modify560.051.443091.444800.00000
2232017.03.29 00:00s/l560.051.444801.444800.000005.2310435.68
2242017.04.11 00:00sell570.051.411660.000000.00000
2252017.04.11 00:00modify570.051.411661.432471.40334
2262017.04.11 00:00sell580.051.411660.000000.00000
2272017.04.11 00:00modify580.051.411661.432470.00000
2282017.04.14 00:00close580.051.414061.432470.00000-8.7210426.96
2292017.04.14 00:00close570.051.414061.432471.40334-8.7210418.25
2302017.04.25 00:00buy590.051.466940.000000.00000
2312017.04.25 00:00modify590.051.466941.444511.47591
2322017.04.25 00:00buy600.051.466940.000000.00000
2332017.04.25 00:00modify600.051.466941.444510.00000
2342017.04.26 00:00t/p590.051.475911.444511.4759134.7310452.97
2352017.04.26 00:00modify600.051.466941.467140.00000
2362017.04.27 00:00modify600.051.466941.467870.00000
2372017.04.28 00:00modify600.051.466941.473800.00000
2382017.05.01 00:00modify600.051.466941.481890.00000
2392017.05.02 00:00modify600.051.466941.485880.00000
2402017.05.03 00:00modify600.051.466941.489730.00000
2412017.05.04 00:00modify600.051.466941.490740.00000
2422017.05.05 00:00modify600.051.466941.498040.00000
2432017.05.08 00:00modify600.051.466941.499460.00000
2442017.05.09 00:00s/l600.051.499461.499460.00000123.7710576.74
2452017.05.18 00:00buy610.041.517490.000000.00000
2462017.05.18 00:00modify610.041.517491.491241.52799
2472017.05.18 00:00buy620.041.517490.000000.00000
2482017.05.18 00:00modify620.041.517491.491240.00000
2492017.05.30 00:00close620.041.501011.491240.00000-52.9710523.77
2502017.05.30 00:00close610.041.501011.491241.52799-52.9710470.79
2512017.06.14 00:00sell630.041.483540.000000.00000
2522017.06.14 00:00modify630.041.483541.507781.47384
2532017.06.14 00:00sell640.041.483540.000000.00000
2542017.06.14 00:00modify640.041.483541.507780.00000
2552017.06.20 00:00t/p630.041.473841.507781.4738430.8210501.61
2562017.06.20 00:00modify640.041.483541.483340.00000
2572017.06.20 00:00modify640.041.483541.479470.00000
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2932017.10.25 00:00modify720.061.484861.485060.00000
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