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

СимволEURUSD (Euro vs US 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; MaxDelta=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=40; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=20; ExitProfitMinutesClass=20; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=10; EADXLevel=40; ExitProfitMinutesADX=8; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=24; EBBDev=1; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=6; EDEMLevel=0.3; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=6; EWPRLevel=10; ExitProfitMinutesWPR=14; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=6; ESTODPer=36; ESTOSPer=24; ESTOLevel=10; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=12; ExitProfitMinutesRVI=8; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=1; iIndent=6; iMAPeriod=26; 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 истории1736Смоделировано тиков2471Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (6)
Чистая прибыль606.63Общая прибыль1340.71Общий убыток-734.08
Прибыльность1.83Матожидание выигрыша10.11
Абсолютная просадка16.42Максимальная просадка529.75 (5.04%)Относительная просадка5.04% (529.75)
Всего сделок60Короткие позиции (% выигравших)24 (66.67%)Длинные позиции (% выигравших)36 (41.67%)
Прибыльные сделки (% от всех)31 (51.67%)Убыточные сделки (% от всех)29 (48.33%)
Самая большаяприбыльная сделка302.06убыточная сделка-112.02
Средняяприбыльная сделка43.25убыточная сделка-25.31
Максимальное количествонепрерывных выигрышей (прибыль)4 (133.39)непрерывных проигрышей (убыток)6 (-373.10)
Макс.непрерывная прибыль (число выигрышей)370.85 (3)непрерывный убыток (число проигрышей)-373.10 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00sell10.031.194800.000000.00000
22015.01.05 00:00modify10.031.194801.224291.18300
32015.01.05 00:00sell20.031.194800.000000.00000
42015.01.05 00:00modify20.031.194801.224290.00000
52015.01.08 00:00t/p10.031.183001.224291.1830035.8810035.88
62015.01.08 00:00modify20.031.194801.194600.00000
72015.01.22 00:00modify20.031.194801.192800.00000
82015.01.23 00:00modify20.031.194801.188700.00000
92015.01.26 00:00modify20.031.194801.183740.00000
102015.01.27 00:00modify20.031.194801.179320.00000
112015.01.28 00:00modify20.031.194801.176240.00000
122015.01.29 00:00modify20.031.194801.172680.00000
132015.01.30 00:00modify20.031.194801.169760.00000
142015.02.02 00:00modify20.031.194801.166850.00000
152015.02.03 00:00modify20.031.194801.164420.00000
162015.02.04 00:00modify20.031.194801.163130.00000
172015.02.05 00:00modify20.031.194801.160970.00000
182015.02.06 00:00modify20.031.194801.160030.00000
192015.02.09 00:00modify20.031.194801.157990.00000
202015.02.10 00:00modify20.031.194801.156140.00000
212015.02.11 00:00modify20.031.194801.154360.00000
222015.02.12 00:00modify20.031.194801.152830.00000
232015.02.13 00:00modify20.031.194801.151930.00000
242015.02.16 00:00modify20.031.194801.151090.00000
252015.02.17 00:00modify20.031.194801.149910.00000
262015.02.18 00:00modify20.031.194801.149290.00000
272015.02.19 00:00modify20.031.194801.148660.00000
282015.02.20 00:00modify20.031.194801.147790.00000
292015.02.23 00:00modify20.031.194801.147130.00000
302015.02.24 00:00modify20.031.194801.146170.00000
312015.02.25 00:00modify20.031.194801.145300.00000
322015.02.26 00:00modify20.031.194801.144680.00000
332015.02.27 00:00modify20.031.194801.142860.00000
342015.03.02 00:00modify20.031.194801.141130.00000
352015.03.03 00:00modify20.031.194801.139450.00000
362015.03.04 00:00modify20.031.194801.137910.00000
372015.03.05 00:00modify20.031.194801.135730.00000
382015.03.06 00:00modify20.031.194801.133360.00000
392015.03.09 00:00modify20.031.194801.129820.00000
402015.03.10 00:00modify20.031.194801.126520.00000
412015.03.11 00:00modify20.031.194801.122270.00000
422015.03.12 00:00modify20.031.194801.117330.00000
432015.03.13 00:00modify20.031.194801.113290.00000
442015.03.16 00:00modify20.031.194801.108600.00000
452015.03.17 00:00modify20.031.194801.104820.00000
462015.03.18 00:00modify20.031.194801.101490.00000
472015.03.19 00:00modify20.031.194801.100120.00000
482015.03.20 00:00modify20.031.194801.097700.00000
492015.03.23 00:00modify20.031.194801.096600.00000
502015.03.24 00:00s/l20.031.096601.096600.00000302.0610337.94
512015.04.30 00:00buy30.021.111560.000000.00000
522015.04.30 00:00modify30.021.111561.070161.12812
532015.04.30 00:00buy40.021.111560.000000.00000
542015.04.30 00:00modify40.021.111561.070160.00000
552015.05.04 00:00t/p30.021.128121.070161.1281232.9010370.85
562015.05.04 00:00modify40.021.111561.111760.00000
572015.05.06 00:00s/l40.021.111761.111760.00000-0.0310370.81
582015.05.07 00:00buy50.021.134360.000000.00000
592015.05.07 00:00modify50.021.134361.092381.15115
602015.05.07 00:00buy60.021.134360.000000.00000
612015.05.07 00:00modify60.021.134361.092380.00000
622015.05.19 00:00close60.021.131501.092380.00000-6.8110364.01
632015.05.19 00:00close50.021.131501.092381.15115-6.8110357.20
642015.07.17 00:00sell70.031.087600.000000.00000
652015.07.17 00:00modify70.031.087601.126221.07215
662015.07.17 00:00sell80.031.087600.000000.00000
672015.07.17 00:00modify80.031.087601.126220.00000
682015.08.05 00:00close80.031.089061.126220.00000-2.7510354.45
692015.08.05 00:00close70.031.089061.126221.07215-2.7510351.69
702015.08.13 00:00buy90.031.115760.000000.00000
712015.08.13 00:00modify90.031.115761.083591.12863
722015.08.13 00:00buy100.031.115760.000000.00000
732015.08.13 00:00modify100.031.115761.083590.00000
742015.08.24 00:00t/p90.031.128631.083591.1286337.1410388.84
752015.08.24 00:00modify100.031.115761.115960.00000
762015.08.31 00:00s/l100.031.115961.115960.00000-2.0110386.83
772015.10.15 00:00buy110.031.148260.000000.00000
782015.10.15 00:00modify110.031.148261.115561.16134
792015.10.15 00:00buy120.031.148260.000000.00000
802015.10.15 00:00modify120.031.148261.115560.00000
812015.10.20 00:00close120.031.132901.115560.00000-46.5710340.26
822015.10.20 00:00close110.031.132901.115561.16134-46.5710293.69
832015.10.23 00:00sell130.031.110600.000000.00000
842015.10.23 00:00modify130.031.110601.140481.09865
852015.10.23 00:00sell140.031.110600.000000.00000
862015.10.23 00:00modify140.031.110601.140480.00000
872015.10.29 00:00t/p130.031.098651.140481.0986536.4210330.12
882015.10.29 00:00modify140.031.110601.110400.00000
892015.11.09 00:00modify140.031.110601.109070.00000
902015.11.10 00:00modify140.031.110601.106640.00000
912015.11.11 00:00modify140.031.110601.104130.00000
922015.11.12 00:00modify140.031.110601.102080.00000
932015.11.13 00:00modify140.031.110601.100550.00000
942015.11.16 00:00modify140.031.110601.098710.00000
952015.11.17 00:00modify140.031.110601.096520.00000
962015.11.18 00:00modify140.031.110601.094200.00000
972015.11.19 00:00modify140.031.110601.092170.00000
982015.11.20 00:00modify140.031.110601.090790.00000
992015.11.23 00:00modify140.031.110601.088900.00000
1002015.11.24 00:00modify140.031.110601.087060.00000
1012015.11.25 00:00modify140.031.110601.085440.00000
1022015.11.26 00:00modify140.031.110601.083760.00000
1032015.11.27 00:00modify140.031.110601.082080.00000
1042015.11.30 00:00modify140.031.110601.080440.00000
1052015.12.01 00:00modify140.031.110601.078770.00000
1062015.12.02 00:00modify140.031.110601.077610.00000
1072015.12.03 00:00modify140.031.110601.076420.00000
1082015.12.04 00:00s/l140.031.076421.076420.00000106.5610436.68
1092015.12.04 00:00buy150.031.092860.000000.00000
1102015.12.04 00:00modify150.031.092861.062161.10514
1112015.12.04 00:00buy160.031.092860.000000.00000
1122015.12.04 00:00modify160.031.092861.062160.00000
1132015.12.16 00:00t/p150.031.105141.062161.1051435.2110471.89
1142015.12.16 00:00modify160.031.092861.093060.00000
1152015.12.17 00:00s/l160.031.093061.093060.00000-1.5210470.37
1162016.01.06 00:00sell170.041.075360.000000.00000
1172016.01.06 00:00modify170.041.075361.104271.06380
1182016.01.06 00:00sell180.041.075360.000000.00000
1192016.01.06 00:00modify180.041.075361.104270.00000
1202016.01.18 00:00close180.041.091251.104270.00000-62.0310408.34
1212016.01.18 00:00close170.041.091251.104271.06380-62.0310346.31
1222016.02.04 00:00buy190.031.108230.000000.00000
1232016.02.04 00:00modify190.031.108231.076841.12079
1242016.02.04 00:00buy200.031.108230.000000.00000
1252016.02.04 00:00modify200.031.108231.076840.00000
1262016.02.05 00:00t/p190.031.120791.076841.1207937.5210383.83
1272016.02.05 00:00modify200.031.108231.108430.00000
1282016.02.19 00:00s/l200.031.108431.108430.00000-1.8410381.99
1292016.03.18 00:00buy210.031.131620.000000.00000
1302016.03.18 00:00modify210.031.131621.097571.14524
1312016.03.18 00:00buy220.031.131620.000000.00000
1322016.03.18 00:00modify220.031.131621.097570.00000
1332016.04.04 00:00modify220.031.131621.131820.00000
1342016.04.04 00:00modify210.031.131621.131821.14524
1352016.04.08 00:00t/p210.031.145241.131821.1452437.4410419.43
1362016.04.14 00:00s/l220.031.131821.131820.00000-3.8010415.63
1372016.05.03 00:00buy230.041.152750.000000.00000
1382016.05.03 00:00modify230.041.152751.126491.16325
1392016.05.03 00:00buy240.041.152750.000000.00000
1402016.05.03 00:00modify240.041.152751.126490.00000
1412016.05.06 00:00close240.041.140351.126490.00000-50.6910364.94
1422016.05.06 00:00close230.041.140351.126491.16325-50.6910314.26
1432016.05.19 00:00sell250.041.121770.000000.00000
1442016.05.19 00:00modify250.041.121771.145861.11213
1452016.05.19 00:00sell260.041.121770.000000.00000
1462016.05.19 00:00modify260.041.121771.145860.00000
1472016.05.30 00:00t/p250.041.112131.145861.1121339.7110353.96
1482016.05.30 00:00modify260.041.121771.121570.00000
1492016.06.03 00:00s/l260.041.121571.121570.000002.7110356.68
1502016.06.24 00:00buy270.041.141880.000000.00000
1512016.06.24 00:00modify270.041.141881.113931.15306
1522016.06.24 00:00buy280.041.141880.000000.00000
1532016.06.24 00:00modify280.041.141881.113930.00000
1542016.06.27 00:00s/l270.041.113931.113931.15306-112.0210244.66
1552016.06.27 00:00s/l280.041.113931.113930.00000-112.0210132.64
1562016.06.27 00:00sell290.031.103840.000000.00000
1572016.06.27 00:00modify290.031.103841.138161.09011
1582016.06.27 00:00sell300.031.103840.000000.00000
1592016.06.27 00:00modify300.031.103841.138160.00000
1602016.07.12 00:00close300.031.106111.138160.00000-5.3710127.27
1612016.07.12 00:00close290.031.106111.138161.09011-5.3710121.89
1622016.08.03 00:00buy310.051.122260.000000.00000
1632016.08.03 00:00modify310.051.122261.100441.13099
1642016.08.03 00:00buy320.051.122260.000000.00000
1652016.08.03 00:00modify320.051.122261.100440.00000
1662016.08.08 00:00close320.051.108701.100440.00000-69.1610052.74
1672016.08.08 00:00close310.051.108701.100441.13099-69.169983.58
1682016.08.17 00:00buy330.051.127530.000000.00000
1692016.08.17 00:00modify330.051.127531.106001.13614
1702016.08.17 00:00buy340.051.127530.000000.00000
1712016.08.17 00:00modify340.051.127531.106000.00000
1722016.08.19 00:00t/p330.051.136141.106001.1361441.9610025.54
1732016.08.19 00:00modify340.051.127531.127730.00000
1742016.08.23 00:00s/l340.051.127731.127730.00000-0.6310024.91
1752016.10.12 00:00sell350.051.105440.000000.00000
1762016.10.12 00:00modify350.051.105441.125991.09722
1772016.10.12 00:00sell360.051.105440.000000.00000
1782016.10.12 00:00modify360.051.105441.125990.00000
1792016.10.17 00:00t/p350.051.097221.125991.0972241.9010066.81
1802016.10.17 00:00modify360.051.105441.105240.00000
1812016.10.28 00:00modify360.051.105441.104220.00000
1822016.10.31 00:00modify360.051.105441.103830.00000
1832016.11.01 00:00modify360.051.105441.103390.00000
1842016.11.02 00:00s/l360.051.103391.103390.0000013.6010080.41
1852016.11.14 00:00sell370.041.083860.000000.00000
1862016.11.14 00:00modify370.041.083861.110291.07329
1872016.11.14 00:00sell380.041.083860.000000.00000
1882016.11.14 00:00modify380.041.083861.110290.00000
1892016.11.15 00:00t/p370.041.073291.110291.0732942.4110122.82
1902016.11.15 00:00modify380.041.083861.083660.00000
1912016.11.25 00:00modify380.041.083861.082620.00000
1922016.11.28 00:00modify380.041.083861.080940.00000
1932016.11.29 00:00modify380.041.083861.079540.00000
1942016.11.30 00:00modify380.041.083861.078500.00000
1952016.12.01 00:00modify380.041.083861.077150.00000
1962016.12.02 00:00modify380.041.083861.076370.00000
1972016.12.05 00:00modify380.041.083861.075690.00000
1982016.12.06 00:00s/l380.041.075691.075690.0000035.4910158.31
1992016.12.16 00:00sell390.031.042060.000000.00000
2002016.12.16 00:00modify390.031.042061.076511.02828
2012016.12.16 00:00sell400.031.042060.000000.00000
2022016.12.16 00:00modify400.031.042061.076510.00000
2032016.12.22 00:00close400.031.042811.076510.00000-1.6810156.63
2042016.12.22 00:00close390.031.042811.076511.02828-1.6810154.95
2052017.01.18 00:00buy410.041.071170.000000.00000
2062017.01.18 00:00modify410.041.071171.042761.08253
2072017.01.18 00:00buy420.041.071170.000000.00000
2082017.01.18 00:00modify420.041.071171.042760.00000
2092017.02.02 00:00modify420.041.071171.071370.00000
2102017.02.02 00:00modify410.041.071171.071371.08253
2112017.02.03 00:00t/p410.041.082531.071371.0825341.5310196.48
2122017.02.06 00:00s/l420.041.071371.071370.00000-3.3310193.16
2132017.02.15 00:00sell430.041.057620.000000.00000
2142017.02.15 00:00modify430.041.057621.081861.04792
2152017.02.15 00:00sell440.041.057620.000000.00000
2162017.02.15 00:00modify440.041.057621.081860.00000
2172017.02.27 00:00modify440.041.057621.057420.00000
2182017.02.27 00:00modify430.041.057621.057421.04792
2192017.02.28 00:00s/l430.041.057421.057421.047922.4610195.62
2202017.02.28 00:00s/l440.041.057421.057420.000002.4610198.08
2212017.03.16 00:00buy450.051.073660.000000.00000
2222017.03.16 00:00modify450.051.073661.051161.08266
2232017.03.16 00:00buy460.051.073660.000000.00000
2242017.03.16 00:00modify460.051.073661.051160.00000
2252017.03.27 00:00t/p450.051.082661.051161.0826642.5610240.63
2262017.03.27 00:00modify460.051.073661.073860.00000
2272017.03.31 00:00s/l460.051.073861.073860.00000-3.0710237.56
2282017.04.26 00:00buy470.051.092480.000000.00000
2292017.04.26 00:00modify470.051.092481.071511.10087
2302017.04.26 00:00buy480.051.092480.000000.00000
2312017.04.26 00:00modify480.051.092481.071510.00000
2322017.05.08 00:00t/p470.051.100871.071511.1008738.6910276.25
2332017.05.08 00:00modify480.051.092481.092680.00000
2342017.05.09 00:00s/l480.051.092681.092680.00000-2.5310273.72
2352017.05.17 00:00buy490.041.108080.000000.00000
2362017.05.17 00:00modify490.041.108081.084611.11747
2372017.05.17 00:00buy500.041.108080.000000.00000
2382017.05.17 00:00modify500.041.108081.084610.00000
2392017.05.22 00:00t/p490.041.117471.084611.1174736.4710310.20
2402017.05.22 00:00modify500.041.108081.108280.00000
2412017.06.06 00:00modify500.041.108081.108610.00000
2422017.06.07 00:00modify500.041.108081.109980.00000
2432017.06.08 00:00modify500.041.108081.111090.00000
2442017.06.09 00:00modify500.041.108081.111800.00000
2452017.06.12 00:00modify500.041.108081.112320.00000
2462017.06.13 00:00modify500.041.108081.112860.00000
2472017.06.14 00:00modify500.041.108081.113410.00000
2482017.06.15 00:00modify500.041.108081.113980.00000
2492017.06.16 00:00s/l500.041.113981.113980.0000016.6510326.85
2502017.06.28 00:00buy510.051.133750.000000.00000
2512017.06.28 00:00modify510.051.133751.113251.14195
2522017.06.28 00:00buy520.051.133750.000000.00000
2532017.06.28 00:00modify520.051.133751.113250.00000
2542017.06.30 00:00t/p510.051.141951.113251.1419539.9110366.76
2552017.06.30 00:00modify520.051.133751.133950.00000
2562017.07.05 00:00s/l520.051.133951.133950.00000-0.9010365.86
2572017.07.12 00:00buy530.051.146740.000000.00000
2582017.07.12 00:00modify530.051.146741.125301.15532
2592017.07.12 00:00buy540.051.146740.000000.00000
2602017.07.12 00:00modify540.051.146741.125300.00000
2612017.07.19 00:00t/p530.051.155321.125301.1553241.0010406.86
2622017.07.19 00:00modify540.051.146741.146940.00000
2632017.07.31 00:00modify540.051.146741.148830.00000
2642017.08.01 00:00modify540.051.146741.151400.00000
2652017.08.02 00:00modify540.051.146741.153480.00000
2662017.08.03 00:00modify540.051.146741.155810.00000
2672017.08.04 00:00modify540.051.146741.158060.00000
2682017.08.07 00:00modify540.051.146741.159430.00000
2692017.08.08 00:00modify540.051.146741.160860.00000
2702017.08.09 00:00modify540.051.146741.161870.00000
2712017.08.10 00:00modify540.051.146741.162860.00000
2722017.08.11 00:00modify540.051.146741.163870.00000
2732017.08.14 00:00modify540.051.146741.165160.00000
2742017.08.15 00:00modify540.051.146741.166060.00000
2752017.08.16 00:00modify540.051.146741.166560.00000
2762017.08.17 00:00modify540.051.146741.167260.00000
2772017.08.18 00:00s/l540.051.167261.167260.0000092.0110498.87
2782017.08.28 00:00buy550.041.194370.000000.00000
2792017.08.28 00:00modify550.041.194371.166551.20550
2802017.08.28 00:00buy560.041.194370.000000.00000
2812017.08.28 00:00modify560.041.194371.166550.00000
2822017.08.30 00:00t/p550.041.205501.166551.2055044.0910542.96
2832017.08.30 00:00modify560.041.194371.194570.00000
2842017.08.31 00:00s/l560.041.194571.194570.00000-0.2910542.67
2852017.09.27 00:00sell570.041.179210.000000.00000
2862017.09.27 00:00modify570.041.179211.206451.16831
2872017.09.27 00:00sell580.041.179210.000000.00000
2882017.09.27 00:00modify580.041.179211.206450.00000
2892017.10.09 00:00t/p570.041.168311.206451.1683145.1310587.80
2902017.10.09 00:00modify580.041.179211.179010.00000
2912017.10.11 00:00s/l580.041.179011.179010.000002.5910590.39
2922017.10.27 00:00sell590.051.164910.000000.00000
2932017.10.27 00:00modify590.051.164911.187021.15607
2942017.10.27 00:00sell600.051.164910.000000.00000
2952017.10.27 00:00modify600.051.164911.187020.00000
2962017.10.31 23:59close at stop600.051.163351.187020.000008.1210598.51
2972017.10.31 23:59close at stop590.051.163351.187021.156078.1210606.63