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

СимволEURGBP (Euro vs Great Britain Pound )
ПериодДень (D1) 2010.01.04 00:00 - 2017.10.31 23:59 (2010.01.01 - 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 истории3032Смоделировано тиков5063Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (8)
Чистая прибыль1634.25Общая прибыль3064.72Общий убыток-1430.47
Прибыльность2.14Матожидание выигрыша27.24
Абсолютная просадка562.44Максимальная просадка651.42 (6.46%)Относительная просадка6.46% (651.42)
Всего сделок60Короткие позиции (% выигравших)34 (64.71%)Длинные позиции (% выигравших)26 (46.15%)
Прибыльные сделки (% от всех)34 (56.67%)Убыточные сделки (% от всех)26 (43.33%)
Самая большаяприбыльная сделка291.02убыточная сделка-164.35
Средняяприбыльная сделка90.14убыточная сделка-55.02
Максимальное количествонепрерывных выигрышей (прибыль)8 (531.87)непрерывных проигрышей (убыток)8 (-353.67)
Макс.непрерывная прибыль (число выигрышей)665.36 (6)непрерывный убыток (число проигрышей)-353.67 (8)
Среднийнепрерывный выигрыш5непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.05.05 00:00sell10.040.857200.000000.00000
22010.05.05 00:00modify10.040.857200.879970.82988
32010.05.05 00:00sell20.040.857200.000000.00000
42010.05.05 00:00modify20.040.857200.879970.00000
52010.05.06 00:00modify20.040.857200.857000.00000
62010.05.06 00:00modify10.040.857200.857000.82988
72010.05.07 00:00s/l10.040.857000.857000.829881.0710001.07
82010.05.07 00:00s/l20.040.857000.857000.000001.0710002.15
92010.06.02 00:00sell30.030.834100.000000.00000
102010.06.02 00:00modify30.030.834100.874000.78622
112010.06.02 00:00sell40.030.834100.000000.00000
122010.06.02 00:00modify40.030.834100.874000.00000
132010.06.22 00:00close40.030.834980.874000.00000-3.409998.74
142010.06.22 00:00close30.030.834980.874000.78622-3.409995.34
152010.06.29 00:00sell50.040.813600.000000.00000
162010.06.29 00:00modify50.040.813600.838140.78415
172010.06.29 00:00sell60.040.813600.000000.00000
182010.06.29 00:00modify60.040.813600.838140.00000
192010.07.07 00:00close60.040.833480.838140.00000-104.969890.38
202010.07.07 00:00close50.040.833480.838140.78415-104.969785.41
212010.10.22 00:00buy70.040.886180.000000.00000
222010.10.22 00:00modify70.040.886180.860880.91654
232010.10.22 00:00buy80.040.886180.000000.00000
242010.10.22 00:00modify80.040.886180.860880.00000
252010.11.05 00:00close80.040.873700.860880.00000-67.129718.30
262010.11.05 00:00close70.040.873700.860880.91654-67.129651.18
272011.04.13 00:00buy90.050.890680.000000.00000
282011.04.13 00:00modify90.050.890680.870120.91535
292011.04.13 00:00buy100.050.890680.000000.00000
302011.04.13 00:00modify100.050.890680.870120.00000
312011.05.04 00:00modify100.050.890680.890880.00000
322011.05.04 00:00modify90.050.890680.890880.91535
332011.05.06 00:00s/l90.050.890880.890880.91535-1.359649.83
342011.05.06 00:00s/l100.050.890880.890880.00000-1.359648.47
352011.11.10 00:00sell110.040.850300.000000.00000
362011.11.10 00:00modify110.040.850300.873610.82233
372011.11.10 00:00sell120.040.850300.000000.00000
382011.11.10 00:00modify120.040.850300.873610.00000
392011.12.14 00:00modify120.040.850300.850100.00000
402011.12.14 00:00modify110.040.850300.850100.82233
412012.01.10 00:00t/p110.040.822330.850100.82233148.089796.56
422012.01.10 00:00modify120.040.850300.828330.00000
432012.01.11 00:00s/l120.040.828330.828330.00000116.409912.95
442012.04.19 00:00sell130.070.819100.000000.00000
452012.04.19 00:00modify130.070.819100.832510.80301
462012.04.19 00:00sell140.070.819100.000000.00000
472012.04.19 00:00modify140.070.819100.832510.00000
482012.04.30 00:00modify140.070.819100.818900.00000
492012.04.30 00:00modify130.070.819100.818900.80301
502012.05.02 00:00s/l130.070.818900.818900.803011.969914.92
512012.05.02 00:00s/l140.070.818900.818900.000001.969916.88
522012.05.03 00:00sell150.070.812200.000000.00000
532012.05.03 00:00modify150.070.812200.825600.79612
542012.05.03 00:00sell160.070.812200.000000.00000
552012.05.03 00:00modify160.070.812200.825600.00000
562012.05.07 00:00modify160.070.812200.812000.00000
572012.05.07 00:00modify150.070.812200.812000.79612
582012.05.16 00:00t/p150.070.796120.812000.79612148.7510065.63
592012.05.16 00:00modify160.070.812200.800200.00000
602012.05.17 00:00s/l160.070.800200.800200.00000111.0610176.69
612012.07.09 00:00sell170.060.792700.000000.00000
622012.07.09 00:00modify170.060.792700.810480.77136
632012.07.09 00:00sell180.060.792700.000000.00000
642012.07.09 00:00modify180.060.792700.810480.00000
652012.07.16 00:00modify180.060.792700.792500.00000
662012.07.16 00:00modify170.060.792700.792500.77136
672012.08.06 00:00s/l170.060.792500.792500.771361.8210178.52
682012.08.06 00:00s/l180.060.792500.792500.000001.8210180.34
692012.10.23 00:00buy190.080.816080.000000.00000
702012.10.23 00:00modify190.080.816080.803570.83109
712012.10.23 00:00buy200.080.816080.000000.00000
722012.10.23 00:00modify200.080.816080.803570.00000
732012.10.26 00:00s/l190.080.803570.803570.83109-133.0210047.32
742012.10.26 00:00s/l200.080.803570.803570.00000-133.029914.31
752012.12.26 00:00buy210.090.817380.000000.00000
762012.12.26 00:00modify210.090.817380.806070.83095
772012.12.26 00:00buy220.090.817380.000000.00000
782012.12.26 00:00modify220.090.817380.806070.00000
792012.12.28 00:00modify220.090.817380.817580.00000
802012.12.28 00:00modify210.090.817380.817580.83095
812012.12.31 00:00s/l210.090.817580.817580.830951.419915.72
822012.12.31 00:00s/l220.090.817580.817580.000001.419917.12
832013.01.14 00:00buy230.070.828780.000000.00000
842013.01.14 00:00modify230.070.828780.815330.84492
852013.01.14 00:00buy240.070.828780.000000.00000
862013.01.14 00:00modify240.070.828780.815330.00000
872013.01.18 00:00modify240.070.828780.828980.00000
882013.01.18 00:00modify230.070.828780.828980.84492
892013.01.25 00:00t/p230.070.844920.828980.84492147.2410064.37
902013.01.25 00:00modify240.070.828780.841840.00000
912013.01.28 00:00modify240.070.828780.845550.00000
922013.01.29 00:00modify240.070.828780.849200.00000
932013.01.30 00:00modify240.070.828780.851030.00000
942013.01.31 00:00modify240.070.828780.853920.00000
952013.02.01 00:00modify240.070.828780.854610.00000
962013.02.04 00:00modify240.070.828780.860620.00000
972013.02.05 00:00s/l240.070.860620.860620.00000291.0210355.38
982013.02.21 00:00buy250.040.872180.000000.00000
992013.02.21 00:00modify250.040.872180.846100.90348
1002013.02.21 00:00buy260.040.872180.000000.00000
1012013.02.21 00:00modify260.040.872180.846100.00000
1022013.03.14 00:00close260.040.868400.846100.00000-21.7610333.63
1032013.03.14 00:00close250.040.868400.846100.90348-21.7610311.87
1042013.09.16 00:00sell270.070.838800.000000.00000
1052013.09.16 00:00modify270.070.838800.853020.82174
1062013.09.16 00:00sell280.070.838800.000000.00000
1072013.09.16 00:00modify280.070.838800.853020.00000
1082013.10.09 00:00close280.070.844080.853020.00000-48.5810263.30
1092013.10.09 00:00close270.070.844080.853020.82174-48.5810214.72
1102013.12.02 00:00sell290.070.830000.000000.00000
1112013.12.02 00:00modify290.070.830000.845300.81164
1122013.12.02 00:00sell300.070.830000.000000.00000
1132013.12.02 00:00modify300.070.830000.845300.00000
1142013.12.13 00:00close300.070.841380.845300.00000-105.0610109.66
1152013.12.13 00:00close290.070.841380.845300.81164-105.0610004.60
1162014.01.22 00:00sell310.070.823000.000000.00000
1172014.01.22 00:00modify310.070.823000.837580.80550
1182014.01.22 00:00sell320.070.823000.000000.00000
1192014.01.22 00:00modify320.070.823000.837580.00000
1202014.01.23 00:00modify320.070.823000.822800.00000
1212014.01.23 00:00modify310.070.823000.822800.80550
1222014.01.24 00:00s/l310.070.822800.822800.805501.8910006.49
1232014.01.24 00:00s/l320.070.822800.822800.000001.8910008.39
1242014.05.13 00:00sell330.110.815600.000000.00000
1252014.05.13 00:00modify330.110.815600.824950.80438
1262014.05.13 00:00sell340.110.815600.000000.00000
1272014.05.13 00:00modify340.110.815600.824950.00000
1282014.05.22 00:00modify340.110.815600.815400.00000
1292014.05.22 00:00modify330.110.815600.815400.80438
1302014.06.13 00:00t/p330.110.804380.815400.80438163.5210171.90
1312014.06.13 00:00modify340.110.815600.806570.00000
1322014.06.16 00:00modify340.110.815600.803750.00000
1332014.06.17 00:00modify340.110.815600.802720.00000
1342014.06.18 00:00modify340.110.815600.801390.00000
1352014.06.19 00:00s/l340.110.801390.801390.00000207.0410378.95
1362014.07.03 00:00sell350.090.795700.000000.00000
1372014.07.03 00:00modify350.090.795700.806730.78246
1382014.07.03 00:00sell360.090.795700.000000.00000
1392014.07.03 00:00modify360.090.795700.806730.00000
1402014.07.07 00:00modify360.090.795700.795500.00000
1412014.07.07 00:00modify350.090.795700.795500.78246
1422014.07.09 00:00s/l350.090.795500.795500.782462.4210381.37
1432014.07.09 00:00s/l360.090.795500.795500.000002.4210383.79
1442014.07.16 00:00sell370.100.791500.000000.00000
1452014.07.16 00:00modify370.100.791500.801550.77944
1462014.07.16 00:00sell380.100.791500.000000.00000
1472014.07.16 00:00modify380.100.791500.801550.00000
1482014.08.01 00:00close380.100.792980.801550.00000-19.2910364.50
1492014.08.01 00:00close370.100.792980.801550.77944-19.2910345.21
1502014.09.19 00:00sell390.070.785900.000000.00000
1512014.09.19 00:00modify390.070.785900.801200.76754
1522014.09.19 00:00sell400.070.785900.000000.00000
1532014.09.19 00:00modify400.070.785900.801200.00000
1542014.09.29 00:00modify400.070.785900.785700.00000
1552014.09.29 00:00modify390.070.785900.785700.76754
1562014.10.03 00:00s/l390.070.785700.785700.767541.9910347.21
1572014.10.03 00:00s/l400.070.785700.785700.000001.9910349.20
1582015.01.02 00:00sell410.060.776700.000000.00000
1592015.01.02 00:00modify410.060.776700.793500.75654
1602015.01.02 00:00sell420.060.776700.000000.00000
1612015.01.02 00:00modify420.060.776700.793500.00000
1622015.01.16 00:00modify420.060.776700.776500.00000
1632015.01.16 00:00modify410.060.776700.776500.75654
1642015.01.23 00:00t/p410.060.756540.776500.75654159.9210509.12
1652015.01.23 00:00modify420.060.776700.763430.00000
1662015.01.26 00:00modify420.060.776700.756770.00000
1672015.01.27 00:00modify420.060.776700.754000.00000
1682015.01.28 00:00modify420.060.776700.752880.00000
1692015.01.29 00:00modify420.060.776700.749600.00000
1702015.01.30 00:00s/l420.060.749600.749600.00000214.9610724.08
1712015.02.24 00:00sell430.050.733500.000000.00000
1722015.02.24 00:00modify430.050.733500.753480.70952
1732015.02.24 00:00sell440.050.733500.000000.00000
1742015.02.24 00:00modify440.050.733500.753480.00000
1752015.02.27 00:00modify440.050.733500.733300.00000
1762015.02.27 00:00modify430.050.733500.733300.70952
1772015.03.11 00:00t/p430.050.709520.733300.70952158.4510882.53
1782015.03.11 00:00modify440.050.733500.717790.00000
1792015.03.12 00:00modify440.050.733500.714130.00000
1802015.03.13 00:00s/l440.050.714130.714130.00000128.0411010.57
1812015.07.17 00:00sell450.050.696900.000000.00000
1822015.07.17 00:00modify450.050.696900.719050.67032
1832015.07.17 00:00sell460.050.696900.000000.00000
1842015.07.17 00:00modify460.050.696900.719050.00000
1852015.07.30 00:00close460.050.703780.719050.00000-45.3310965.25
1862015.07.30 00:00close450.050.703780.719050.67032-45.3310919.92
1872016.01.11 00:00buy470.060.754640.000000.00000
1882016.01.11 00:00modify470.060.754640.734830.77841
1892016.01.11 00:00buy480.060.754640.000000.00000
1902016.01.11 00:00modify480.060.754640.734830.00000
1912016.01.18 00:00modify480.060.754640.754840.00000
1922016.01.18 00:00modify470.060.754640.754840.77841
1932016.01.25 00:00s/l470.060.754840.754840.77841-0.2110919.71
1942016.01.25 00:00s/l480.060.754840.754840.00000-0.2110919.51
1952016.02.09 00:00buy490.040.776360.000000.00000
1962016.02.09 00:00modify490.040.776360.747820.81061
1972016.02.09 00:00buy500.040.776360.000000.00000
1982016.02.09 00:00modify500.040.776360.747820.00000
1992016.02.24 00:00modify500.040.776360.776560.00000
2002016.02.24 00:00modify490.040.776360.776560.81061
2012016.03.02 00:00s/l490.040.776560.776560.81061-0.8210918.69
2022016.03.02 00:00s/l500.040.776560.776560.00000-0.8210917.86
2032016.04.04 00:00buy510.050.801560.000000.00000
2042016.04.04 00:00modify510.050.801560.780170.82723
2052016.04.04 00:00buy520.050.801560.000000.00000
2062016.04.04 00:00modify520.050.801560.780170.00000
2072016.04.08 00:00modify520.050.801560.801760.00000
2082016.04.08 00:00modify510.050.801560.801760.82723
2092016.04.12 00:00s/l510.050.801760.801760.827230.4610918.33
2102016.04.12 00:00s/l520.050.801760.801760.000000.4610918.79
2112016.06.27 00:00buy530.030.822920.000000.00000
2122016.06.27 00:00modify530.030.822920.786680.86641
2132016.06.27 00:00buy540.030.822920.000000.00000
2142016.06.27 00:00modify540.030.822920.786680.00000
2152016.07.01 00:00modify540.030.822920.823120.00000
2162016.07.01 00:00modify530.030.822920.823120.86641
2172016.08.16 00:00t/p530.030.866410.823120.86641169.0711087.87
2182016.08.16 00:00modify540.030.822920.861780.00000
2192016.08.17 00:00modify540.030.822920.862200.00000
2202016.08.18 00:00modify540.030.822920.863440.00000
2212016.08.19 00:00s/l540.030.863440.863440.00000156.9911244.86
2222016.10.04 00:00buy550.050.873000.000000.00000
2232016.10.04 00:00modify550.050.873000.852530.89756
2242016.10.04 00:00buy560.050.873000.000000.00000
2252016.10.04 00:00modify560.050.873000.852530.00000
2262016.10.05 00:00modify560.050.873000.873200.00000
2272016.10.05 00:00modify550.050.873000.873200.89756
2282016.10.10 00:00t/p550.050.897560.873200.89756161.5111406.37
2292016.10.10 00:00modify560.050.873000.886200.00000
2302016.10.11 00:00modify560.050.873000.890760.00000
2312016.10.12 00:00modify560.050.873000.898890.00000
2322016.10.13 00:00s/l560.050.898890.898890.00000169.7511576.12
2332017.07.12 00:00buy570.070.892310.000000.00000
2342017.07.12 00:00modify570.070.892310.874610.91355
2352017.07.12 00:00buy580.070.892310.000000.00000
2362017.07.12 00:00modify580.070.892310.874610.00000
2372017.07.17 00:00s/l570.070.874610.874610.91355-164.3511411.77
2382017.07.17 00:00s/l580.070.874610.874610.00000-164.3511247.42
2392017.07.21 00:00buy590.060.897350.000000.00000
2402017.07.21 00:00modify590.060.897350.877400.92129
2412017.07.21 00:00buy600.060.897350.000000.00000
2422017.07.21 00:00modify600.060.897350.877400.00000
2432017.08.08 00:00modify600.060.897350.897550.00000
2442017.08.08 00:00modify590.060.897350.897550.92129
2452017.08.24 00:00t/p590.060.921290.897550.92129185.3111432.73
2462017.08.24 00:00modify600.060.897350.916720.00000
2472017.08.25 00:00modify600.060.897350.917360.00000
2482017.08.28 00:00modify600.060.897350.919970.00000
2492017.08.29 00:00modify600.060.897350.921920.00000
2502017.08.30 00:00modify600.060.897350.923450.00000
2512017.08.31 00:00s/l600.060.923450.923450.00000201.5211634.25