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

СимволGBPAUD (Great Britain Pound vs Australian 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=3.1; 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=10; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=14; EADXLevel=30; ExitProfitMinutesADX=6; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=6; EBBDev=3; ExitProfitMinutesBB=20; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=16; EDEMLevel=0.2; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=14; EWPRLevel=2; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=12; ESTODPer=4; ESTOSPer=10; ESTOLevel=50; ExitProfitMinutesSTO=6; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=8; ExitProfitMinutesRVI=16; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=1; iIndent=12; iMAPeriod=8; 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 (24)
Чистая прибыль477.96Общая прибыль1633.14Общий убыток-1155.18
Прибыльность1.41Матожидание выигрыша8.85
Абсолютная просадка156.21Максимальная просадка392.33 (3.62%)Относительная просадка3.62% (392.33)
Всего сделок54Короткие позиции (% выигравших)30 (73.33%)Длинные позиции (% выигравших)24 (58.33%)
Прибыльные сделки (% от всех)36 (66.67%)Убыточные сделки (% от всех)18 (33.33%)
Самая большаяприбыльная сделка170.97убыточная сделка-97.25
Средняяприбыльная сделка45.37убыточная сделка-64.18
Максимальное количествонепрерывных выигрышей (прибыль)10 (420.18)непрерывных проигрышей (убыток)4 (-123.42)
Макс.непрерывная прибыль (число выигрышей)451.27 (6)непрерывный убыток (число проигрышей)-194.49 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.09 00:00sell10.021.858900.000000.00000
22015.01.09 00:00modify10.021.858901.910471.79702
32015.01.09 00:00sell20.021.858900.000000.00000
42015.01.09 00:00modify20.021.858901.910470.00000
52015.01.28 00:00s/l10.021.910471.910471.79702-78.109921.90
62015.01.28 00:00s/l20.021.910471.910470.00000-78.109843.79
72015.01.29 00:00buy30.011.920940.000000.00000
82015.01.29 00:00modify30.011.920941.854522.00064
92015.01.29 00:00buy40.011.920940.000000.00000
102015.01.29 00:00modify40.011.920941.854520.00000
112015.02.04 00:00modify40.011.920941.921140.00000
122015.02.04 00:00modify30.011.920941.921142.00064
132015.02.13 00:00t/p30.012.000641.921142.0006460.279904.06
142015.02.13 00:00modify40.011.920941.962010.00000
152015.02.16 00:00modify40.011.920941.966150.00000
162015.02.17 00:00modify40.011.920941.968590.00000
172015.02.18 00:00s/l40.011.968591.968590.0000035.539939.60
182015.03.13 00:00sell50.021.933900.000000.00000
192015.03.13 00:00modify50.021.933901.994101.86166
202015.03.13 00:00sell60.021.933900.000000.00000
212015.03.13 00:00modify60.021.933901.994100.00000
222015.03.24 00:00modify60.021.933901.933700.00000
232015.03.24 00:00modify50.021.933901.933701.86166
242015.03.31 00:00s/l50.021.933701.933701.861661.239940.83
252015.03.31 00:00s/l60.021.933701.933700.000001.239942.06
262015.05.12 00:00buy70.011.974740.000000.00000
272015.05.12 00:00modify70.011.974741.908372.05438
282015.05.12 00:00buy80.011.974740.000000.00000
292015.05.12 00:00modify80.011.974741.908370.00000
302015.05.29 00:00modify80.011.974741.974940.00000
312015.05.29 00:00modify70.011.974741.974942.05438
322015.06.03 00:00s/l70.011.974941.974942.05438-1.069941.00
332015.06.03 00:00s/l80.011.974941.974940.00000-1.069939.94
342015.06.17 00:00buy90.022.019440.000000.00000
352015.06.17 00:00modify90.022.019441.961362.08914
362015.06.17 00:00buy100.022.019440.000000.00000
372015.06.17 00:00modify100.022.019441.961360.00000
382015.06.22 00:00modify100.022.019442.019640.00000
392015.06.22 00:00modify90.022.019442.019642.08914
402015.07.08 00:00t/p90.022.089142.019642.08914104.5510044.49
412015.07.08 00:00modify100.022.019442.056130.00000
422015.07.09 00:00modify100.022.019442.057710.00000
432015.07.10 00:00s/l100.022.057712.057710.0000055.9110100.40
442015.07.16 00:00buy110.012.118740.000000.00000
452015.07.16 00:00modify110.012.118742.049012.20242
462015.07.16 00:00buy120.012.118740.000000.00000
472015.07.16 00:00modify120.012.118742.049010.00000
482015.08.24 00:00modify120.012.118742.118940.00000
492015.08.24 00:00modify110.012.118742.118942.20242
502015.08.25 00:00t/p110.012.202422.118942.2024262.0610162.46
512015.08.25 00:00modify120.012.118742.138000.00000
522015.08.26 00:00modify120.012.118742.147400.00000
532015.08.27 00:00modify120.012.118742.153400.00000
542015.08.28 00:00s/l120.012.153402.153400.0000024.2010186.66
552015.10.07 00:00sell130.012.127100.000000.00000
562015.10.07 00:00modify130.012.127102.203382.03556
572015.10.07 00:00sell140.012.127100.000000.00000
582015.10.07 00:00modify140.012.127102.203380.00000
592015.10.12 00:00modify140.012.127102.126900.00000
602015.10.12 00:00modify130.012.127102.126902.03556
612015.10.15 00:00s/l130.012.126902.126902.035560.4410187.10
622015.10.15 00:00s/l140.012.126902.126900.000000.4410187.53
632015.11.23 00:00sell150.022.100300.000000.00000
642015.11.23 00:00modify150.022.100302.162092.02615
652015.11.23 00:00sell160.022.100300.000000.00000
662015.11.23 00:00modify160.022.100302.162090.00000
672015.12.02 00:00modify160.022.100302.100100.00000
682015.12.02 00:00modify150.022.100302.100102.02615
692015.12.10 00:00s/l150.022.100102.100102.026151.4010188.94
702015.12.10 00:00s/l160.022.100102.100100.000001.4010190.34
712015.12.30 00:00sell170.012.032310.000000.00000
722015.12.30 00:00modify170.012.032312.105261.94477
732015.12.30 00:00sell180.012.032310.000000.00000
742015.12.30 00:00modify180.012.032312.105260.00000
752016.02.18 00:00modify180.012.032312.032110.00000
762016.02.18 00:00modify170.012.032312.032111.94477
772016.02.24 00:00t/p170.011.944772.032111.9447768.7310259.07
782016.02.24 00:00modify180.012.032312.000450.00000
792016.02.25 00:00modify180.012.032311.987230.00000
802016.02.26 00:00modify180.012.032311.975870.00000
812016.02.29 00:00modify180.012.032311.967570.00000
822016.03.01 00:00modify180.012.032311.962060.00000
832016.03.02 00:00modify180.012.032311.954520.00000
842016.03.03 00:00modify180.012.032311.944870.00000
852016.03.04 00:00modify180.012.032311.941260.00000
862016.03.07 00:00modify180.012.032311.936540.00000
872016.03.08 00:00modify180.012.032311.933160.00000
882016.03.09 00:00modify180.012.032311.930900.00000
892016.03.10 00:00modify180.012.032311.925530.00000
902016.03.11 00:00modify180.012.032311.921710.00000
912016.03.14 00:00modify180.012.032311.916460.00000
922016.03.15 00:00modify180.012.032311.912770.00000
932016.03.16 00:00modify180.012.032311.908680.00000
942016.03.17 00:00modify180.012.032311.905700.00000
952016.03.18 00:00modify180.012.032311.903580.00000
962016.03.21 00:00s/l180.011.903581.903580.00000101.0610360.12
972016.04.04 00:00sell190.021.852120.000000.00000
982016.04.04 00:00modify190.021.852121.916511.77485
992016.04.04 00:00sell200.021.852120.000000.00000
1002016.04.04 00:00modify200.021.852121.916510.00000
1012016.04.28 00:00s/l190.021.916511.916511.77485-97.2510262.88
1022016.04.28 00:00s/l200.021.916511.916510.00000-97.2510165.63
1032016.04.28 00:00buy210.021.913860.000000.00000
1042016.04.28 00:00modify210.021.913861.852891.98702
1052016.04.28 00:00buy220.021.913860.000000.00000
1062016.04.28 00:00modify220.021.913861.852890.00000
1072016.05.04 00:00modify220.021.913861.914060.00000
1082016.05.04 00:00modify210.021.913861.914061.98702
1092016.05.19 00:00t/p210.021.987021.914061.98702109.8610275.49
1102016.05.19 00:00modify220.021.913861.974980.00000
1112016.05.20 00:00modify220.021.913861.981470.00000
1122016.05.23 00:00modify220.021.913861.987230.00000
1132016.05.24 00:00modify220.021.913861.993100.00000
1142016.05.25 00:00modify220.021.913862.000800.00000
1152016.05.26 00:00modify220.021.913862.009340.00000
1162016.05.27 00:00modify220.021.913862.016030.00000
1172016.05.30 00:00modify220.021.913862.023490.00000
1182016.05.31 00:00modify220.021.913862.025460.00000
1192016.06.01 00:00s/l220.022.025462.025460.00000167.5810443.07
1202016.06.08 00:00sell230.021.951080.000000.00000
1212016.06.08 00:00modify230.021.951082.018351.87036
1222016.06.08 00:00sell240.021.951080.000000.00000
1232016.06.08 00:00modify240.021.951082.018350.00000
1242016.06.15 00:00modify240.021.951081.950880.00000
1252016.06.15 00:00modify230.021.951081.950881.87036
1262016.06.21 00:00s/l230.021.950881.950881.870361.0510444.11
1272016.06.21 00:00s/l240.021.950881.950880.000001.0510445.16
1282016.06.27 00:00sell250.011.806680.000000.00000
1292016.06.27 00:00modify250.011.806681.899441.69537
1302016.06.27 00:00sell260.011.806680.000000.00000
1312016.06.27 00:00modify260.011.806681.899440.00000
1322016.07.05 00:00modify260.011.806681.806480.00000
1332016.07.05 00:00modify250.011.806681.806481.69537
1342016.08.10 00:00t/p250.011.695371.806481.6953786.6010531.76
1352016.08.10 00:00modify260.011.806681.731050.00000
1362016.08.11 00:00modify260.011.806681.724160.00000
1372016.08.12 00:00modify260.011.806681.715930.00000
1382016.08.15 00:00modify260.011.806681.707340.00000
1392016.08.16 00:00modify260.011.806681.697650.00000
1402016.08.18 00:00s/l260.011.697651.697650.0000085.1410616.90
1412016.09.02 00:00buy270.021.758370.000000.00000
1422016.09.02 00:00modify270.021.758371.707731.81914
1432016.09.02 00:00buy280.021.758370.000000.00000
1442016.09.02 00:00modify280.021.758371.707730.00000
1452016.09.21 00:00sell290.021.718800.000000.00000
1462016.09.21 00:00modify290.021.718801.768451.65922
1472016.09.21 00:00sell300.021.718800.000000.00000
1482016.09.21 00:00modify300.021.718801.768450.00000
1492016.09.22 00:00s/l270.021.707731.707731.81914-79.8510537.05
1502016.09.22 00:00s/l280.021.707731.707730.00000-79.8510457.20
1512016.09.28 00:00modify300.021.718801.718600.00000
1522016.09.28 00:00modify290.021.718801.718601.65922
1532016.10.10 00:00t/p290.021.659221.718601.6592292.4610549.66
1542016.10.10 00:00modify300.021.718801.677400.00000
1552016.10.11 00:00modify300.021.718801.668910.00000
1562016.10.12 00:00modify300.021.718801.657510.00000
1572016.10.13 00:00modify300.021.718801.647360.00000
1582016.10.14 00:00modify300.021.718801.640640.00000
1592016.10.17 00:00modify300.021.718801.631720.00000
1602016.10.18 00:00modify300.021.718801.621940.00000
1612016.10.19 00:00modify300.021.718801.614460.00000
1622016.10.20 00:00modify300.021.718801.608510.00000
1632016.10.21 00:00s/l300.021.608511.608510.00000170.9710720.63
1642016.11.14 00:00buy310.021.666190.000000.00000
1652016.11.14 00:00modify310.021.666191.599371.74637
1662016.11.14 00:00buy320.021.666190.000000.00000
1672016.11.14 00:00modify320.021.666191.599370.00000
1682016.11.22 00:00modify320.021.666191.666390.00000
1692016.11.22 00:00modify310.021.666191.666391.74637
1702016.11.24 00:00s/l310.021.666391.666391.74637-1.0210719.61
1712016.11.24 00:00s/l320.021.666391.666390.00000-1.0210718.59
1722016.12.02 00:00buy330.011.698370.000000.00000
1732016.12.02 00:00modify330.011.698371.622231.78974
1742016.12.02 00:00buy340.011.698370.000000.00000
1752016.12.02 00:00modify340.011.698371.622230.00000
1762017.01.10 00:00sell350.021.653360.000000.00000
1772017.01.10 00:00modify350.021.653361.698801.59883
1782017.01.10 00:00sell360.021.653360.000000.00000
1792017.01.10 00:00modify360.021.653361.698800.00000
1802017.01.13 00:00s/l330.011.622231.622231.78974-60.6910657.90
1812017.01.13 00:00s/l340.011.622231.622230.00000-60.6910597.21
1822017.01.13 00:00modify360.021.653361.653160.00000
1832017.01.13 00:00modify350.021.653361.653161.59883
1842017.01.24 00:00s/l350.021.653161.653161.598831.1010598.31
1852017.01.24 00:00s/l360.021.653161.653160.000001.1010599.41
1862017.02.16 00:00sell370.021.615480.000000.00000
1872017.02.16 00:00modify370.021.615481.665381.55560
1882017.02.16 00:00sell380.021.615480.000000.00000
1892017.02.16 00:00modify380.021.615481.665380.00000
1902017.03.16 00:00modify380.021.615481.615280.00000
1912017.03.16 00:00modify370.021.615481.615281.55560
1922017.03.22 00:00s/l370.021.615281.615281.555602.1510601.56
1932017.03.22 00:00s/l380.021.615281.615280.000002.1510603.71
1942017.03.24 00:00buy390.021.641260.000000.00000
1952017.03.24 00:00modify390.021.641261.596361.69514
1962017.03.24 00:00buy400.021.641260.000000.00000
1972017.03.24 00:00modify400.021.641261.596360.00000
1982017.04.12 00:00modify400.021.641261.641460.00000
1992017.04.12 00:00modify390.021.641261.641461.69514
2002017.04.19 00:00t/p390.021.695141.641461.6951479.9510683.67
2012017.04.19 00:00modify400.021.641261.660090.00000
2022017.04.20 00:00modify400.021.641261.667030.00000
2032017.04.21 00:00modify400.021.641261.672970.00000
2042017.04.24 00:00modify400.021.641261.677230.00000
2052017.04.25 00:00modify400.021.641261.680050.00000
2062017.04.26 00:00modify400.021.641261.686530.00000
2072017.04.27 00:00modify400.021.641261.694840.00000
2082017.04.28 00:00modify400.021.641261.704040.00000
2092017.05.01 00:00modify400.021.641261.707840.00000
2102017.05.02 00:00modify400.021.641261.708890.00000
2112017.05.03 00:00s/l400.021.708891.708890.0000099.5010783.16
2122017.05.05 00:00buy410.021.743540.000000.00000
2132017.05.05 00:00modify410.021.743541.695761.80088
2142017.05.05 00:00buy420.021.743540.000000.00000
2152017.05.05 00:00modify420.021.743541.695760.00000
2162017.06.12 00:00s/l410.021.695761.695761.80088-77.2410705.92
2172017.06.12 00:00s/l420.021.695761.695760.00000-77.2410628.67
2182017.06.12 00:00sell430.021.686490.000000.00000
2192017.06.12 00:00modify430.021.686491.736221.62681
2202017.06.12 00:00sell440.021.686490.000000.00000
2212017.06.12 00:00modify440.021.686491.736220.00000
2222017.06.21 00:00modify440.021.686491.686290.00000
2232017.06.21 00:00modify430.021.686491.686291.62681
2242017.06.28 00:00s/l430.021.686291.686291.626811.2310629.90
2252017.06.28 00:00s/l440.021.686291.686290.000001.2310631.13
2262017.07.19 00:00sell450.021.646840.000000.00000
2272017.07.19 00:00modify450.021.646841.689891.59518
2282017.07.19 00:00sell460.021.646840.000000.00000
2292017.07.19 00:00modify460.021.646841.689890.00000
2302017.07.21 00:00modify460.021.646841.646640.00000
2312017.07.21 00:00modify450.021.646841.646641.59518
2322017.07.25 00:00s/l450.021.646641.646641.595180.6510631.79
2332017.07.25 00:00s/l460.021.646641.646640.000000.6510632.44
2342017.08.17 00:00sell470.031.625730.000000.00000
2352017.08.17 00:00modify470.031.625731.666581.57671
2362017.08.17 00:00sell480.031.625730.000000.00000
2372017.08.17 00:00modify480.031.625731.666580.00000
2382017.09.13 00:00buy490.031.654830.000000.00000
2392017.09.13 00:00modify490.031.654831.615971.70146
2402017.09.13 00:00buy500.031.654830.000000.00000
2412017.09.13 00:00modify500.031.654831.615970.00000
2422017.09.15 00:00s/l470.031.666581.666581.57671-91.4610540.98
2432017.09.15 00:00s/l480.031.666581.666580.00000-91.4610449.52
2442017.09.15 00:00modify500.031.654831.655030.00000
2452017.09.15 00:00modify490.031.654831.655031.70146
2462017.09.22 00:00t/p490.031.701461.655031.70146105.4110554.93
2472017.09.22 00:00modify500.031.654831.680360.00000
2482017.09.25 00:00modify500.031.654831.685250.00000
2492017.09.26 00:00modify500.031.654831.690520.00000
2502017.09.27 00:00modify500.031.654831.694630.00000
2512017.09.28 00:00modify500.031.654831.695490.00000
2522017.09.29 00:00modify500.031.654831.697490.00000
2532017.10.02 00:00modify500.031.654831.700330.00000
2542017.10.03 00:00s/l500.031.700331.700330.00000101.3210656.25
2552017.10.20 00:00sell510.031.669310.000000.00000
2562017.10.20 00:00modify510.031.669311.709061.62161
2572017.10.20 00:00sell520.031.669310.000000.00000
2582017.10.20 00:00modify520.031.669311.709060.00000
2592017.10.26 00:00s/l510.031.709061.709061.62161-90.9110565.34
2602017.10.26 00:00s/l520.031.709061.709060.00000-90.9110474.43
2612017.10.26 00:00buy530.021.720600.000000.00000
2622017.10.26 00:00modify530.021.720601.678531.77108
2632017.10.26 00:00buy540.021.720600.000000.00000
2642017.10.26 00:00modify540.021.720601.678530.00000
2652017.10.31 23:59close at stop540.021.721971.678530.000001.7710476.20
2662017.10.31 23:59close at stop530.021.721971.678531.771081.7710477.96