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

СимволGBPUSD (Great Britain Pound vs US Dollar)
ПериодДень (D1) 2015.01.02 10:10 - 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=0.3; MaxDelta=4.8; 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=true; ExitHist=20; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=20; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=42; EBBDev=2; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=18; EDEMLevel=0.2; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=18; EWPRLevel=2; ExitProfitMinutesWPR=16; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=28; ESTODPer=18; ESTOSPer=12; ESTOLevel=10; ExitProfitMinutesSTO=4; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=20; ExitProfitMinutesRVI=10; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=1; iIndent=2; iMAPeriod=6; 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 истории1736Смоделировано тиков2471Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (14)
Чистая прибыль339.99Общая прибыль1104.66Общий убыток-764.67
Прибыльность1.44Матожидание выигрыша6.30
Абсолютная просадка267.45Максимальная просадка398.05 (3.93%)Относительная просадка3.93% (398.05)
Всего сделок54Короткие позиции (% выигравших)26 (84.62%)Длинные позиции (% выигравших)28 (50.00%)
Прибыльные сделки (% от всех)36 (66.67%)Убыточные сделки (% от всех)18 (33.33%)
Самая большаяприбыльная сделка173.89убыточная сделка-104.30
Средняяприбыльная сделка30.69убыточная сделка-42.48
Максимальное количествонепрерывных выигрышей (прибыль)8 (360.51)непрерывных проигрышей (убыток)6 (-89.35)
Макс.непрерывная прибыль (число выигрышей)360.51 (8)непрерывный убыток (число проигрышей)-208.59 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 10:10sell10.031.528200.000000.00000
22015.01.05 10:10modify10.031.528201.560751.48914
32015.01.05 10:10sell20.031.528200.000000.00000
42015.01.05 10:10modify20.031.528201.560750.00000
52015.01.07 10:10modify20.031.528201.528000.00000
62015.01.07 10:10modify10.031.528201.528001.48914
72015.01.09 10:10modify20.031.528201.522420.00000
82015.01.09 10:10modify10.031.528201.522421.48914
92015.01.12 10:10modify20.031.528201.520800.00000
102015.01.12 10:10modify10.031.528201.520801.48914
112015.01.13 10:10modify20.031.528201.519670.00000
122015.01.13 10:10modify10.031.528201.519671.48914
132015.01.14 10:10modify20.031.528201.518750.00000
142015.01.14 10:10modify10.031.528201.518751.48914
152015.01.15 10:10s/l10.031.518751.518751.4891429.1510029.15
162015.01.15 10:10s/l20.031.518751.518750.0000029.1510058.31
172015.02.06 10:10buy30.031.533340.000000.00000
182015.02.06 10:10modify30.031.533341.495411.57886
192015.02.06 10:10buy40.031.533340.000000.00000
202015.02.06 10:10modify40.031.533341.495410.00000
212015.02.19 10:10modify40.031.533341.535570.00000
222015.02.19 10:10modify30.031.533341.535571.57886
232015.02.20 10:10modify40.031.533341.537180.00000
242015.02.20 10:10modify30.031.533341.537181.57886
252015.02.23 10:10s/l30.031.537181.537181.578869.8110068.12
262015.02.23 10:10s/l40.031.537181.537180.000009.8110077.93
272015.02.26 10:10buy50.031.552740.000000.00000
282015.02.26 10:10modify50.031.552741.519351.59281
292015.02.26 10:10buy60.031.552740.000000.00000
302015.02.26 10:10modify60.031.552741.519350.00000
312015.03.06 10:10close60.031.525001.519350.00000-84.139993.79
322015.03.06 10:10close50.031.525001.519351.59281-84.139909.66
332015.03.09 10:10sell70.031.505800.000000.00000
342015.03.09 10:10modify70.031.505801.536161.46937
352015.03.09 10:10sell80.031.505800.000000.00000
362015.03.09 10:10modify80.031.505801.536160.00000
372015.03.12 10:10modify80.031.505801.505600.00000
382015.03.12 10:10modify70.031.505801.505601.46937
392015.03.13 10:10modify80.031.505801.504470.00000
402015.03.13 10:10modify70.031.505801.504471.46937
412015.03.16 10:10modify80.031.505801.495830.00000
422015.03.16 10:10modify70.031.505801.495831.46937
432015.03.17 10:10modify80.031.505801.492060.00000
442015.03.17 10:10modify70.031.505801.492061.46937
452015.03.18 10:10modify80.031.505801.487140.00000
462015.03.18 10:10modify70.031.505801.487141.46937
472015.03.19 10:10s/l70.031.487141.487141.4693756.789966.44
482015.03.19 10:10s/l80.031.487141.487140.0000056.7810023.23
492015.04.27 10:10buy90.021.518140.000000.00000
502015.04.27 10:10modify90.021.518141.476941.56758
512015.04.27 10:10buy100.021.518140.000000.00000
522015.04.27 10:10modify100.021.518141.476940.00000
532015.04.29 10:10modify100.021.518141.518340.00000
542015.04.29 10:10modify90.021.518141.518341.56758
552015.04.30 10:10modify100.021.518141.523310.00000
562015.04.30 10:10modify90.021.518141.523311.56758
572015.05.01 10:10modify100.021.518141.526480.00000
582015.05.01 10:10modify90.021.518141.526481.56758
592015.05.04 10:10s/l90.021.526481.526481.5675816.1510039.38
602015.05.04 10:10s/l100.021.526481.526480.0000016.1510055.52
612015.05.12 10:10buy110.021.558640.000000.00000
622015.05.12 10:10modify110.021.558641.509681.61739
632015.05.12 10:10buy120.021.558640.000000.00000
642015.05.12 10:10modify120.021.558641.509680.00000
652015.05.14 10:10modify120.021.558641.558840.00000
662015.05.14 10:10modify110.021.558641.558841.61739
672015.05.15 10:10modify120.021.558641.561310.00000
682015.05.15 10:10modify110.021.558641.561311.61739
692015.05.18 10:10modify120.021.558641.564710.00000
702015.05.18 10:10modify110.021.558641.564711.61739
712015.05.19 10:10s/l110.021.564711.564711.6173911.6110067.13
722015.05.19 10:10s/l120.021.564711.564710.0000011.6110078.74
732015.06.18 10:10buy130.021.583340.000000.00000
742015.06.18 10:10modify130.021.583341.540471.63478
752015.06.18 10:10buy140.021.583340.000000.00000
762015.06.18 10:10modify140.021.583341.540470.00000
772015.06.23 10:10close140.021.582501.540470.00000-1.9110076.83
782015.06.23 10:10close130.021.582501.540471.63478-1.9110074.92
792015.09.07 10:10sell150.031.518200.000000.00000
802015.09.07 10:10modify150.031.518201.551681.47802
812015.09.07 10:10sell160.031.518200.000000.00000
822015.09.07 10:10modify160.031.518201.551680.00000
832015.09.17 10:10s/l150.031.551681.551681.47802-99.649975.29
842015.09.17 10:10s/l160.031.551681.551680.00000-99.649875.65
852015.11.09 10:10sell170.031.504900.000000.00000
862015.11.09 10:10modify170.031.504901.538271.46486
872015.11.09 10:10sell180.031.504900.000000.00000
882015.11.09 10:10modify180.031.504901.538270.00000
892015.12.03 10:10modify180.031.504901.504700.00000
902015.12.03 10:10modify170.031.504901.504701.46486
912015.12.04 10:10s/l170.031.504701.504701.464862.419878.06
922015.12.04 10:10s/l180.031.504701.504700.000002.419880.46
932015.12.23 10:10sell190.031.482750.000000.00000
942015.12.23 10:10modify190.031.482751.515881.44299
952015.12.23 10:10sell200.031.482750.000000.00000
962015.12.23 10:10modify200.031.482751.515880.00000
972016.01.04 10:10modify200.031.482751.482550.00000
982016.01.04 10:10modify190.031.482751.482551.44299
992016.01.05 10:10modify200.031.482751.479670.00000
1002016.01.05 10:10modify190.031.482751.479671.44299
1012016.01.06 10:10modify200.031.482751.476330.00000
1022016.01.06 10:10modify190.031.482751.476331.44299
1032016.01.07 10:10modify200.031.482751.472570.00000
1042016.01.07 10:10modify190.031.482751.472571.44299
1052016.01.08 10:10modify200.031.482751.469890.00000
1062016.01.08 10:10modify190.031.482751.469891.44299
1072016.01.11 10:10modify200.031.482751.465080.00000
1082016.01.11 10:10modify190.031.482751.465081.44299
1092016.01.12 10:10modify200.031.482751.462280.00000
1102016.01.12 10:10modify190.031.482751.462281.44299
1112016.01.13 10:10t/p190.031.442991.462281.44299120.6810001.15
1122016.01.13 10:10modify200.031.482751.456760.00000
1132016.01.14 10:10modify200.031.482751.452730.00000
1142016.01.15 10:10modify200.031.482751.449670.00000
1152016.01.18 10:10modify200.031.482751.442790.00000
1162016.01.19 10:10modify200.031.482751.437930.00000
1172016.01.20 10:10modify200.031.482751.431920.00000
1182016.01.21 10:10modify200.031.482751.428150.00000
1192016.01.22 10:10modify200.031.482751.426620.00000
1202016.01.25 10:10s/l200.031.426621.426620.00000170.6010171.74
1212016.02.25 10:10sell210.021.393050.000000.00000
1222016.02.25 10:10modify210.021.393051.443971.33195
1232016.02.25 10:10sell220.021.393050.000000.00000
1242016.02.25 10:10modify220.021.393051.443970.00000
1252016.03.01 10:10modify220.021.393051.392850.00000
1262016.03.01 10:10modify210.021.393051.392851.33195
1272016.03.02 10:10s/l210.021.392851.392851.331950.5810172.32
1282016.03.02 10:10s/l220.021.392851.392850.000000.5810172.90
1292016.04.27 10:10buy230.031.457710.000000.00000
1302016.04.27 10:10modify230.031.457711.418281.50503
1312016.04.27 10:10buy240.031.457710.000000.00000
1322016.04.27 10:10modify240.031.457711.418280.00000
1332016.05.02 10:10modify240.031.457711.457910.00000
1342016.05.02 10:10modify230.031.457711.457911.50503
1352016.05.04 10:10s/l230.031.457911.457911.50503-0.2010172.70
1362016.05.04 10:10s/l240.031.457911.457910.00000-0.2010172.50
1372016.06.13 10:10sell250.021.424080.000000.00000
1382016.06.13 10:10modify250.021.424081.465371.37453
1392016.06.13 10:10sell260.021.424080.000000.00000
1402016.06.13 10:10modify260.021.424081.465370.00000
1412016.06.15 10:10modify260.021.424081.423880.00000
1422016.06.15 10:10modify250.021.424081.423881.37453
1432016.06.17 10:10s/l250.021.423881.423881.374530.6710173.17
1442016.06.17 10:10s/l260.021.423881.423880.000000.6710173.84
1452016.06.24 10:10buy270.021.499490.000000.00000
1462016.06.24 10:10modify270.021.499491.447381.56202
1472016.06.24 10:10buy280.021.499490.000000.00000
1482016.06.24 10:10modify280.021.499491.447380.00000
1492016.06.27 10:10s/l270.021.447381.447381.56202-104.3010069.54
1502016.06.27 10:10s/l280.021.447381.447380.00000-104.309965.25
1512016.06.27 10:10sell290.011.341500.000000.00000
1522016.06.27 10:10modify290.011.341501.419021.24848
1532016.06.27 10:10sell300.011.341500.000000.00000
1542016.06.27 10:10modify300.011.341501.419020.00000
1552016.07.04 10:10modify300.011.341501.341300.00000
1562016.07.04 10:10modify290.011.341501.341301.24848
1572016.07.06 10:10modify300.011.341501.332930.00000
1582016.07.06 10:10modify290.011.341501.332931.24848
1592016.07.07 10:10modify300.011.341501.321540.00000
1602016.07.07 10:10modify290.011.341501.321541.24848
1612016.07.08 10:10modify300.011.341501.313070.00000
1622016.07.08 10:10modify290.011.341501.313071.24848
1632016.07.11 10:10modify300.011.341501.307860.00000
1642016.07.11 10:10modify290.011.341501.307861.24848
1652016.07.12 10:10modify300.011.341501.305510.00000
1662016.07.12 10:10modify290.011.341501.305511.24848
1672016.07.13 10:10s/l290.011.305511.305511.2484836.3510001.59
1682016.07.13 10:10s/l300.011.305511.305510.0000036.3510037.94
1692016.09.07 10:10buy310.031.342670.000000.00000
1702016.09.07 10:10modify310.031.342671.308451.38373
1712016.09.07 10:10buy320.031.342670.000000.00000
1722016.09.07 10:10modify320.031.342671.308450.00000
1732016.09.12 10:10close320.031.327031.308450.00000-47.499990.45
1742016.09.12 10:10close310.031.327031.308451.38373-47.499942.96
1752016.10.04 10:10sell330.031.284370.000000.00000
1762016.10.04 10:10modify330.031.284371.318731.24314
1772016.10.04 10:10sell340.031.284370.000000.00000
1782016.10.04 10:10modify340.031.284371.318730.00000
1792016.10.05 10:10modify340.031.284371.284170.00000
1802016.10.05 10:10modify330.031.284371.284171.24314
1812016.10.07 10:10modify340.031.284371.278400.00000
1822016.10.07 10:10modify330.031.284371.278401.24314
1832016.10.10 10:10t/p330.031.243141.278401.24314124.0910067.05
1842016.10.10 10:10modify340.031.284371.268660.00000
1852016.10.11 10:10modify340.031.284371.259570.00000
1862016.10.12 10:10modify340.031.284371.245970.00000
1872016.10.13 10:10modify340.031.284371.238580.00000
1882016.10.14 10:10modify340.031.284371.234800.00000
1892016.10.17 10:10modify340.031.284371.229900.00000
1902016.10.18 10:10modify340.031.284371.226740.00000
1912016.10.19 10:10s/l340.031.226741.226740.00000173.8910240.95
1922017.01.10 00:00sell350.031.216010.000000.00000
1932017.01.10 00:00modify350.031.216011.249921.17532
1942017.01.10 00:00sell360.031.216010.000000.00000
1952017.01.10 00:00modify360.031.216011.249920.00000
1962017.01.16 00:00modify360.031.216011.215810.00000
1972017.01.16 00:00modify350.031.216011.215811.17532
1982017.01.18 00:00s/l350.031.215811.215811.175321.1410242.08
1992017.01.18 00:00s/l360.031.215811.215810.000001.1410243.22
2002017.01.24 00:00buy370.021.253320.000000.00000
2012017.01.24 00:00modify370.021.253321.210301.30494
2022017.01.24 00:00buy380.021.253320.000000.00000
2032017.01.24 00:00modify380.021.253321.210300.00000
2042017.02.02 00:00modify380.021.253321.256220.00000
2052017.02.02 00:00modify370.021.253321.256221.30494
2062017.02.03 00:00s/l370.021.256221.256221.304944.8910248.10
2072017.02.03 00:00s/l380.021.256221.256220.000004.8910252.99
2082017.03.02 00:00sell390.031.229080.000000.00000
2092017.03.02 00:00modify390.031.229081.260091.19187
2102017.03.02 00:00sell400.031.229080.000000.00000
2112017.03.02 00:00modify400.031.229081.260090.00000
2122017.03.08 00:00modify400.031.229081.228190.00000
2132017.03.08 00:00modify390.031.229081.228191.19187
2142017.03.09 00:00modify400.031.229081.224950.00000
2152017.03.09 00:00modify390.031.229081.224951.19187
2162017.03.10 00:00modify400.031.229081.222590.00000
2172017.03.10 00:00modify390.031.229081.222591.19187
2182017.03.13 00:00modify400.031.229081.220890.00000
2192017.03.13 00:00modify390.031.229081.220891.19187
2202017.03.14 00:00s/l390.031.220891.220891.1918725.2410278.23
2212017.03.14 00:00s/l400.031.220891.220890.0000025.2410303.47
2222017.04.19 00:00buy410.031.283890.000000.00000
2232017.04.19 00:00modify410.031.283891.253121.32081
2242017.04.19 00:00buy420.031.283890.000000.00000
2252017.04.19 00:00modify420.031.283891.253120.00000
2262017.04.24 00:00close420.031.283341.253120.00000-2.2210301.25
2272017.04.24 00:00close410.031.283341.253121.32081-2.2210299.03
2282017.05.01 00:00buy430.041.293030.000000.00000
2292017.05.01 00:00modify430.041.293031.266031.32543
2302017.05.01 00:00buy440.041.293030.000000.00000
2312017.05.01 00:00modify440.041.293031.266030.00000
2322017.05.08 00:00modify440.041.293031.293230.00000
2332017.05.08 00:00modify430.041.293031.293231.32543
2342017.05.09 00:00s/l430.041.293231.293231.32543-0.4210298.61
2352017.05.09 00:00s/l440.041.293231.293230.00000-0.4210298.20
2362017.05.29 00:00sell450.041.280210.000000.00000
2372017.05.29 00:00modify450.041.280211.306301.24890
2382017.05.29 00:00sell460.041.280210.000000.00000
2392017.05.29 00:00modify460.041.280211.306300.00000
2402017.06.07 00:00close460.041.290921.306300.00000-42.0410256.16
2412017.06.07 00:00close450.041.290921.306301.24890-42.0410214.12
2422017.07.17 00:00buy470.041.309720.000000.00000
2432017.07.17 00:00modify470.041.309721.281311.34381
2442017.07.17 00:00buy480.041.309720.000000.00000
2452017.07.17 00:00modify480.041.309721.281310.00000
2462017.08.01 00:00modify480.041.309721.309920.00000
2472017.08.01 00:00modify470.041.309721.309921.34381
2482017.08.01 00:00modify480.041.309721.311000.00000
2492017.08.01 00:00modify470.041.309721.311001.34381
2502017.08.02 00:00modify480.041.309721.313550.00000
2512017.08.02 00:00modify470.041.309721.313551.34381
2522017.08.03 00:00modify480.041.309721.315940.00000
2532017.08.03 00:00modify470.041.309721.315941.34381
2542017.08.04 00:00s/l470.041.315941.315941.3438121.8410235.96
2552017.08.04 00:00s/l480.041.315941.315940.0000021.8410257.80
2562017.08.16 00:00sell490.041.286720.000000.00000
2572017.08.16 00:00modify490.041.286721.313351.25476
2582017.08.16 00:00sell500.041.286720.000000.00000
2592017.08.16 00:00modify500.041.286721.313350.00000
2602017.08.24 00:00modify500.041.286721.286000.00000
2612017.08.24 00:00modify490.041.286721.286001.25476
2622017.08.25 00:00modify500.041.286721.284330.00000
2632017.08.25 00:00modify490.041.286721.284331.25476
2642017.08.28 00:00s/l490.041.284331.284331.2547610.6310268.43
2652017.08.28 00:00s/l500.041.284331.284330.0000010.6310279.07
2662017.09.11 00:00buy510.041.318560.000000.00000
2672017.09.11 00:00modify510.041.318561.294561.34736
2682017.09.11 00:00buy520.041.318560.000000.00000
2692017.09.11 00:00modify520.041.318561.294560.00000
2702017.09.13 00:00modify520.041.318561.318760.00000
2712017.09.13 00:00modify510.041.318561.318761.34736
2722017.09.14 00:00s/l510.041.318761.318761.347360.0410279.11
2732017.09.14 00:00s/l520.041.318761.318760.000000.0410279.15
2742017.09.15 00:00buy530.041.339600.000000.00000
2752017.09.15 00:00modify530.041.339601.311181.37370
2762017.09.15 00:00buy540.041.339600.000000.00000
2772017.09.15 00:00modify540.041.339601.311180.00000
2782017.09.18 00:00modify540.041.339601.339800.00000
2792017.09.18 00:00modify530.041.339601.339801.37370
2802017.09.20 00:00modify540.041.339601.341360.00000
2812017.09.20 00:00modify530.041.339601.341361.37370
2822017.09.21 00:00modify540.041.339601.343570.00000
2832017.09.21 00:00modify530.041.339601.343571.37370
2842017.09.22 00:00modify540.041.339601.347510.00000
2852017.09.22 00:00modify530.041.339601.347511.37370
2862017.09.25 00:00s/l530.041.347511.347511.3737030.4210309.57
2872017.09.25 00:00s/l540.041.347511.347510.0000030.4210339.99