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

СимволEURGBP (Euro vs Great Britain Pound )
ПериодДень (D1) 2000.01.03 00:00 - 2017.10.31 23:59 (2000.01.01 - 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=120; MinDelta=0; MaxDelta=2.8; 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=false; ExitHist=20; ExitProfitMinutesClass=2; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=22; EADXLevel=30; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=14; EBBDev=3; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=22; EDEMLevel=0.2; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=12; EWPRLevel=2; ExitProfitMinutesWPR=20; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=42; ESTODPer=24; ESTOSPer=8; ESTOLevel=40; ExitProfitMinutesSTO=6; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=20; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=10; iMAPeriod=8; 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 истории5628Смоделировано тиков10255Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (11)
Чистая прибыль4051.78Общая прибыль8145.32Общий убыток-4093.54
Прибыльность1.99Матожидание выигрыша28.14
Абсолютная просадка25.73Максимальная просадка1223.62 (9.73%)Относительная просадка9.73% (1223.62)
Всего сделок144Короткие позиции (% выигравших)68 (61.76%)Длинные позиции (% выигравших)76 (63.16%)
Прибыльные сделки (% от всех)90 (62.50%)Убыточные сделки (% от всех)54 (37.50%)
Самая большаяприбыльная сделка373.79убыточная сделка-187.83
Средняяприбыльная сделка90.50убыточная сделка-75.81
Максимальное количествонепрерывных выигрышей (прибыль)10 (1318.01)непрерывных проигрышей (убыток)8 (-441.24)
Макс.непрерывная прибыль (число выигрышей)1318.01 (10)непрерывный убыток (число проигрышей)-441.24 (8)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12000.01.14 00:00sell10.160.618600.000000.00000
22000.01.14 00:00modify10.160.618600.624990.61093
32000.01.14 00:00sell20.160.618600.000000.00000
42000.01.14 00:00modify20.160.618600.624990.00000
52000.01.19 00:00modify20.160.618600.618400.00000
62000.01.19 00:00modify10.160.618600.618400.61093
72000.01.24 00:00t/p10.160.610930.618400.61093162.2410162.24
82000.01.24 00:00modify20.160.618600.612200.00000
92000.01.25 00:00modify20.160.618600.611940.00000
102000.01.27 00:00modify20.160.618600.608990.00000
112000.01.28 00:00modify20.160.618600.607080.00000
122000.01.31 00:00modify20.160.618600.606130.00000
132000.02.01 00:00modify20.160.618600.605030.00000
142000.02.02 00:00s/l20.160.605030.605030.00000287.0910449.33
152000.03.29 00:00sell30.130.600100.000000.00000
162000.03.29 00:00modify30.130.600100.607930.59070
172000.03.29 00:00sell40.130.600100.000000.00000
182000.03.29 00:00modify40.130.600100.607930.00000
192000.04.03 00:00modify40.130.600100.599900.00000
202000.04.03 00:00modify30.130.600100.599900.59070
212000.04.04 00:00s/l30.130.599900.599900.590703.5410452.87
222000.04.04 00:00s/l40.130.599900.599900.000003.5410456.42
232000.04.19 00:00sell50.140.594900.000000.00000
242000.04.19 00:00modify50.140.594900.602490.58579
252000.04.19 00:00sell60.140.594900.000000.00000
262000.04.19 00:00modify60.140.594900.602490.00000
272000.04.25 00:00t/p50.140.585790.602490.58579168.5310624.95
282000.04.25 00:00modify60.140.594900.594700.00000
292000.04.25 00:00modify60.140.594900.592180.00000
302000.04.26 00:00modify60.140.594900.589600.00000
312000.04.27 00:00modify60.140.594900.584850.00000
322000.05.01 00:00s/l60.140.584850.584850.00000186.0310810.98
332000.05.03 00:00sell70.100.569600.000000.00000
342000.05.03 00:00modify70.100.569600.580400.55664
352000.05.03 00:00sell80.100.569600.000000.00000
362000.05.03 00:00modify80.100.569600.580400.00000
372000.05.05 00:00s/l70.100.580400.580400.55664-142.5610668.42
382000.05.05 00:00s/l80.100.580400.580400.00000-142.5610525.86
392000.06.07 00:00buy90.120.630710.000000.00000
402000.06.07 00:00modify90.120.630710.622250.64086
412000.06.07 00:00buy100.120.630710.000000.00000
422000.06.07 00:00modify100.120.630710.622250.00000
432000.06.13 00:00modify100.120.630710.630910.00000
442000.06.13 00:00modify90.120.630710.630910.64086
452000.06.15 00:00s/l90.120.630910.630910.640860.6010526.46
462000.06.15 00:00s/l100.120.630910.630910.000000.6010527.07
472000.10.23 00:00sell110.130.575600.000000.00000
482000.10.23 00:00modify110.130.575600.583790.56577
492000.10.23 00:00sell120.130.575600.000000.00000
502000.10.23 00:00modify120.130.575600.583790.00000
512000.10.31 00:00s/l110.130.583790.583790.56577-140.4410386.63
522000.10.31 00:00s/l120.130.583790.583790.00000-140.4410246.19
532001.01.01 00:00buy130.110.630010.000000.00000
542001.01.01 00:00modify130.110.630010.620650.64124
552001.01.01 00:00buy140.110.630010.000000.00000
562001.01.01 00:00modify140.110.630010.620650.00000
572001.01.02 00:00modify140.110.630010.630210.00000
582001.01.02 00:00modify130.110.630010.630210.64124
592001.01.03 00:00s/l130.110.630210.630210.641242.4310248.62
602001.01.03 00:00s/l140.110.630210.630210.000002.4310251.05
612001.01.05 00:00buy150.100.635110.000000.00000
622001.01.05 00:00modify150.100.635110.625020.64722
632001.01.05 00:00buy160.100.635110.000000.00000
642001.01.05 00:00modify160.100.635110.625020.00000
652001.01.12 00:00modify160.100.635110.635310.00000
662001.01.12 00:00modify150.100.635110.635310.64722
672001.01.17 00:00s/l150.100.635310.635310.647220.5010251.55
682001.01.17 00:00s/l160.100.635310.635310.000000.5010252.05
692001.05.31 00:00sell170.080.600600.000000.00000
702001.05.31 00:00modify170.080.600600.613980.58454
712001.05.31 00:00sell180.080.600600.000000.00000
722001.05.31 00:00modify180.080.600600.613980.00000
732001.06.01 00:00modify180.080.600600.600400.00000
742001.06.01 00:00modify170.080.600600.600400.58454
752001.06.05 00:00s/l170.080.600400.600400.584542.1410254.20
762001.06.05 00:00s/l180.080.600400.600400.000002.1410256.34
772002.05.20 00:00buy190.110.631310.000000.00000
782002.05.20 00:00modify190.110.631310.621640.64291
792002.05.20 00:00buy200.110.631310.000000.00000
802002.05.20 00:00modify200.110.631310.621640.00000
812002.05.23 00:00modify200.110.631310.631510.00000
822002.05.23 00:00modify190.110.631310.631510.64291
832002.06.04 00:00t/p190.110.642910.631510.64291164.9510421.29
842002.06.04 00:00modify200.110.631310.639690.00000
852002.06.05 00:00modify200.110.631310.641050.00000
862002.06.06 00:00modify200.110.631310.641850.00000
872002.06.07 00:00modify200.110.631310.644110.00000
882002.06.10 00:00modify200.110.631310.644440.00000
892002.06.11 00:00modify200.110.631310.645130.00000
902002.06.12 00:00s/l200.110.645130.645130.00000195.3210616.61
912002.12.27 00:00buy210.090.647710.000000.00000
922002.12.27 00:00modify210.090.647710.636520.66114
932002.12.27 00:00buy220.090.647710.000000.00000
942002.12.27 00:00modify220.090.647710.636520.00000
952002.12.31 00:00modify220.090.647710.647910.00000
962002.12.31 00:00modify210.090.647710.647910.66114
972003.01.06 00:00s/l210.090.647910.647910.661140.8410617.45
982003.01.06 00:00s/l220.090.647910.647910.000000.8410618.29
992003.01.13 00:00buy230.100.657110.000000.00000
1002003.01.13 00:00modify230.100.657110.645950.67050
1012003.01.13 00:00buy240.100.657110.000000.00000
1022003.01.13 00:00modify240.100.657110.645950.00000
1032003.01.20 00:00modify240.100.657110.657310.00000
1042003.01.20 00:00modify230.100.657110.657310.67050
1052003.01.30 00:00s/l230.100.657310.657310.67050-1.4210616.87
1062003.01.30 00:00s/l240.100.657310.657310.00000-1.4210615.45
1072003.02.14 00:00buy250.080.668610.000000.00000
1082003.02.14 00:00modify250.080.668610.655530.68431
1092003.02.14 00:00buy260.080.668610.000000.00000
1102003.02.14 00:00modify260.080.668610.655530.00000
1112003.02.20 00:00modify260.080.668610.668810.00000
1122003.02.20 00:00modify250.080.668610.668810.68431
1132003.02.26 00:00t/p250.080.684310.668810.68431164.1410779.59
1142003.02.26 00:00modify260.080.668610.678950.00000
1152003.02.27 00:00modify260.080.668610.679600.00000
1162003.02.28 00:00modify260.080.668610.679800.00000
1172003.03.03 00:00modify260.080.668610.682130.00000
1182003.03.04 00:00modify260.080.668610.684530.00000
1192003.03.05 00:00modify260.080.668610.685660.00000
1202003.03.06 00:00s/l260.080.685660.685660.00000176.6910956.28
1212003.04.22 00:00buy270.070.695910.000000.00000
1222003.04.22 00:00modify270.070.695910.680310.71463
1232003.04.22 00:00buy280.070.695910.000000.00000
1242003.04.22 00:00modify280.070.695910.680310.00000
1252003.05.06 00:00modify280.070.695910.696110.00000
1262003.05.06 00:00modify270.070.695910.696110.71463
1272003.05.09 00:00t/p270.070.714630.696110.71463170.1811126.45
1282003.05.09 00:00modify280.070.695910.709360.00000
1292003.05.12 00:00modify280.070.695910.711430.00000
1302003.05.13 00:00modify280.070.695910.713610.00000
1312003.05.14 00:00modify280.070.695910.714540.00000
1322003.05.15 00:00s/l280.070.714540.714540.00000168.4511294.90
1332003.05.26 00:00buy290.060.724410.000000.00000
1342003.05.26 00:00modify290.060.724410.704130.74875
1352003.05.26 00:00buy300.060.724410.000000.00000
1362003.05.26 00:00modify300.060.724410.704130.00000
1372003.06.05 00:00close300.060.713400.704130.00000-88.7711206.13
1382003.06.05 00:00close290.060.713400.704130.74875-88.7711117.36
1392003.11.03 00:00sell310.060.682700.000000.00000
1402003.11.03 00:00modify310.060.682700.700150.66176
1412003.11.03 00:00sell320.060.682700.000000.00000
1422003.11.03 00:00modify320.060.682700.700150.00000
1432003.11.18 00:00close320.060.694310.700150.00000-91.8511025.51
1442003.11.18 00:00close310.060.694310.700150.66176-91.8510933.66
1452004.02.11 00:00sell330.080.678800.000000.00000
1462004.02.11 00:00modify330.080.678800.693130.66160
1472004.02.11 00:00sell340.080.678800.000000.00000
1482004.02.11 00:00modify340.080.678800.693130.00000
1492004.02.19 00:00modify340.080.678800.678600.00000
1502004.02.19 00:00modify330.080.678800.678600.66160
1512004.03.04 00:00t/p330.080.661600.678600.66160181.9711115.63
1522004.03.04 00:00modify340.080.678800.667430.00000
1532004.03.05 00:00s/l340.080.667430.667430.00000120.4011236.03
1542004.04.06 00:00sell350.070.658300.000000.00000
1552004.04.06 00:00modify350.070.658300.674500.63886
1562004.04.06 00:00sell360.070.658300.000000.00000
1572004.04.06 00:00modify360.070.658300.674500.00000
1582004.04.19 00:00close360.070.668210.674500.00000-91.4811144.55
1592004.04.19 00:00close350.070.668210.674500.63886-91.4811053.07
1602004.09.08 00:00buy370.090.682710.000000.00000
1612004.09.08 00:00modify370.090.682710.670320.69758
1622004.09.08 00:00buy380.090.682710.000000.00000
1632004.09.08 00:00modify380.090.682710.670320.00000
1642004.10.04 00:00modify380.090.682710.682910.00000
1652004.10.04 00:00modify370.090.682710.682910.69758
1662004.11.01 00:00t/p370.090.697580.682910.69758166.3211219.39
1672004.11.01 00:00modify380.090.682710.694810.00000
1682004.11.02 00:00s/l380.090.694810.694810.00000133.2111352.61
1692004.11.05 00:00buy390.100.697910.000000.00000
1702004.11.05 00:00modify390.100.697910.686080.71211
1712004.11.05 00:00buy400.100.697910.000000.00000
1722004.11.05 00:00modify400.100.697910.686080.00000
1732004.11.22 00:00modify400.100.697910.698110.00000
1742004.11.22 00:00modify390.100.697910.698110.71211
1752004.11.29 00:00s/l390.100.698110.698110.71211-2.0611350.54
1762004.11.29 00:00s/l400.100.698110.698110.00000-2.0611348.48
1772004.12.27 00:00buy410.080.703310.000000.00000
1782004.12.27 00:00modify410.080.703310.689440.71995
1792004.12.27 00:00buy420.080.703310.000000.00000
1802004.12.27 00:00modify420.080.703310.689440.00000
1812004.12.30 00:00modify420.080.703310.703510.00000
1822004.12.30 00:00modify410.080.703310.703510.71995
1832005.01.06 00:00s/l410.080.703510.703510.719950.0611348.54
1842005.01.06 00:00s/l420.080.703510.703510.000000.0611348.59
1852005.04.06 00:00sell430.110.683700.000000.00000
1862005.04.06 00:00modify430.110.683700.694290.67099
1872005.04.06 00:00sell440.110.683700.000000.00000
1882005.04.06 00:00modify440.110.683700.694290.00000
1892005.04.26 00:00modify440.110.683700.683500.00000
1902005.04.26 00:00modify430.110.683700.683500.67099
1912005.05.11 00:00s/l430.110.683500.683500.670993.4611352.05
1922005.05.11 00:00s/l440.110.683500.683500.000003.4611355.51
1932005.06.07 00:00sell450.100.672000.000000.00000
1942005.06.07 00:00modify450.100.672000.683780.65786
1952005.06.07 00:00sell460.100.672000.000000.00000
1962005.06.07 00:00modify460.100.672000.683780.00000
1972005.06.13 00:00modify460.100.672000.671800.00000
1982005.06.13 00:00modify450.100.672000.671800.65786
1992005.06.15 00:00s/l450.100.671800.671800.657862.7711358.28
2002005.06.15 00:00s/l460.100.671800.671800.000002.7711361.04
2012005.06.15 00:00sell470.100.666100.000000.00000
2022005.06.15 00:00modify470.100.666100.678040.65177
2032005.06.15 00:00sell480.100.666100.000000.00000
2042005.06.15 00:00modify480.100.666100.678040.00000
2052005.07.01 00:00close480.100.675510.678040.00000-123.9911237.05
2062005.07.01 00:00close470.100.675510.678040.65177-123.9911113.07
2072006.03.17 00:00buy490.120.692810.000000.00000
2082006.03.17 00:00modify490.120.692810.683410.70409
2092006.03.17 00:00buy500.120.692810.000000.00000
2102006.03.17 00:00modify500.120.692810.683410.00000
2112006.03.31 00:00modify500.120.692810.693010.00000
2122006.03.31 00:00modify490.120.692810.693010.70409
2132006.04.13 00:00s/l490.120.693010.693010.70409-3.7611109.31
2142006.04.13 00:00s/l500.120.693010.693010.00000-3.7611105.55
2152006.08.07 00:00sell510.120.675500.000000.00000
2162006.08.07 00:00modify510.120.675500.684740.66441
2172006.08.07 00:00sell520.120.675500.000000.00000
2182006.08.07 00:00modify520.120.675500.684740.00000
2192006.08.09 00:00modify520.120.675500.675300.00000
2202006.08.09 00:00modify510.120.675500.675300.66441
2212006.08.10 00:00s/l510.120.675300.675300.664413.2611108.81
2222006.08.10 00:00s/l520.120.675300.675300.000003.2611112.06
2232006.09.27 00:00sell530.130.669500.000000.00000
2242006.09.27 00:00modify530.130.669500.678160.65911
2252006.09.27 00:00sell540.130.669500.000000.00000
2262006.09.27 00:00modify540.130.669500.678160.00000
2272006.10.02 00:00s/l530.130.678160.678160.65911-148.5710963.50
2282006.10.02 00:00s/l540.130.678160.678160.00000-148.5710814.93
2292007.01.12 00:00sell550.130.663100.000000.00000
2302007.01.12 00:00modify550.130.663100.671590.65291
2312007.01.12 00:00sell560.130.663100.000000.00000
2322007.01.12 00:00modify560.130.663100.671590.00000
2332007.01.15 00:00modify560.130.663100.662900.00000
2342007.01.15 00:00modify550.130.663100.662900.65291
2352007.02.01 00:00s/l550.130.662900.662900.652913.8110818.74
2362007.02.01 00:00s/l560.130.662900.662900.000003.8110822.55
2372007.03.06 00:00buy570.100.681910.000000.00000
2382007.03.06 00:00modify570.100.681910.670690.69537
2392007.03.06 00:00buy580.100.681910.000000.00000
2402007.03.06 00:00modify580.100.681910.670690.00000
2412007.03.19 00:00modify580.100.681910.682110.00000
2422007.03.19 00:00modify570.100.681910.682110.69537
2432007.03.21 00:00s/l570.100.682110.682110.69537-0.5710821.98
2442007.03.21 00:00s/l580.100.682110.682110.00000-0.5710821.41
2452007.09.14 00:00buy590.100.686810.000000.00000
2462007.09.14 00:00modify590.100.686810.675770.70006
2472007.09.14 00:00buy600.100.686810.000000.00000
2482007.09.14 00:00modify600.100.686810.675770.00000
2492007.09.17 00:00modify600.100.686810.687010.00000
2502007.09.17 00:00modify590.100.686810.687010.70006
2512007.09.21 00:00t/p590.100.700060.687010.70006173.4510994.86
2522007.09.21 00:00modify600.100.686810.695590.00000
2532007.09.24 00:00modify600.100.686810.695770.00000
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5512016.01.11 00:00buy1320.070.754670.000000.00000
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5722016.04.12 00:00s/l1360.060.801790.801790.000000.5513078.37
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