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

СимволNZDUSD (New Zealand Dollar 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=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=60; ExitProfitMinutesClass=18; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=22; EADXLevel=10; ExitProfitMinutesADX=14; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=20; EDEMLevel=0.1; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=12; EWPRLevel=2; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=12; ESTODPer=28; ESTOSPer=28; ESTOLevel=60; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=10; ExitProfitMinutesRVI=6; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=3; iIndent=10; iMAPeriod=42; 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 истории1737Смоделировано тиков2473Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (8)
Чистая прибыль-12.63Общая прибыль1068.28Общий убыток-1080.91
Прибыльность0.99Матожидание выигрыша-0.19
Абсолютная просадка381.42Максимальная просадка766.59 (7.38%)Относительная просадка7.38% (766.59)
Всего сделок68Короткие позиции (% выигравших)36 (25.00%)Длинные позиции (% выигравших)32 (37.50%)
Прибыльные сделки (% от всех)21 (30.88%)Убыточные сделки (% от всех)47 (69.12%)
Самая большаяприбыльная сделка131.02убыточная сделка-82.68
Средняяприбыльная сделка50.87убыточная сделка-23.00
Максимальное количествонепрерывных выигрышей (прибыль)4 (4.04)непрерывных проигрышей (убыток)20 (-611.40)
Макс.непрерывная прибыль (число выигрышей)234.23 (2)непрерывный убыток (число проигрышей)-611.40 (20)
Среднийнепрерывный выигрыш3непрерывный проигрыш7
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.22 00:00sell10.040.754980.000000.00000
22015.01.22 00:00modify10.040.754980.782490.72197
32015.01.22 00:00sell20.040.754980.000000.00000
42015.01.22 00:00modify20.040.754980.782490.00000
52015.01.26 00:00modify20.040.754980.754780.00000
62015.01.26 00:00modify10.040.754980.754780.72197
72015.02.02 00:00t/p10.040.721970.754780.72197131.0210131.02
82015.02.18 00:00s/l20.040.754780.754780.00000-2.0410128.98
92015.03.11 00:00sell30.040.726970.000000.00000
102015.03.11 00:00modify30.040.726970.752900.69585
112015.03.11 00:00sell40.040.726970.000000.00000
122015.03.11 00:00modify40.040.726970.752900.00000
132015.03.17 00:00close40.040.736890.752900.00000-40.3610088.62
142015.03.17 00:00close30.040.736890.752900.69585-40.3610048.25
152015.03.24 00:00buy50.030.765190.000000.00000
162015.03.24 00:00modify50.030.765190.729950.80748
172015.03.24 00:00buy60.030.765190.000000.00000
182015.03.24 00:00modify60.030.765190.729950.00000
192015.03.31 00:00close60.030.750700.729950.00000-43.1310005.12
202015.03.31 00:00close50.030.750700.729950.80748-43.139961.99
212015.05.12 00:00sell70.030.733260.000000.00000
222015.05.12 00:00modify70.030.733260.762990.69758
232015.05.12 00:00sell80.030.733260.000000.00000
242015.05.12 00:00modify80.030.733260.762990.00000
252015.05.22 00:00close80.030.734850.762990.00000-5.799956.19
262015.05.22 00:00close70.030.734850.762990.69758-5.799950.40
272015.05.27 00:00sell90.040.722660.000000.00000
282015.05.27 00:00modify90.040.722660.750680.68904
292015.05.27 00:00sell100.040.722660.000000.00000
302015.05.27 00:00modify100.040.722660.750680.00000
312015.06.01 00:00modify100.040.722660.722460.00000
322015.06.01 00:00modify90.040.722660.722460.68904
332015.06.11 00:00s/l90.040.722460.722460.68904-1.139949.27
342015.06.11 00:00s/l100.040.722460.722460.00000-1.139948.14
352015.06.12 00:00sell110.030.700970.000000.00000
362015.06.12 00:00modify110.030.700970.730420.66563
372015.06.12 00:00sell120.030.700970.000000.00000
382015.06.12 00:00modify120.030.700970.730420.00000
392015.06.22 00:00modify120.030.700970.700770.00000
402015.06.22 00:00modify110.030.700970.700770.66563
412015.07.07 00:00t/p110.030.665630.700770.66563104.0610052.20
422015.07.17 00:00modify120.030.700970.700120.00000
432015.07.20 00:00modify120.030.700970.698220.00000
442015.07.21 00:00modify120.030.700970.696240.00000
452015.07.22 00:00modify120.030.700970.694390.00000
462015.07.23 00:00modify120.030.700970.692520.00000
472015.07.24 00:00modify120.030.700970.690900.00000
482015.07.27 00:00modify120.030.700970.689150.00000
492015.07.28 00:00modify120.030.700970.687680.00000
502015.07.29 00:00modify120.030.700970.686040.00000
512015.07.30 00:00modify120.030.700970.684680.00000
522015.07.31 00:00modify120.030.700970.683700.00000
532015.08.03 00:00modify120.030.700970.682700.00000
542015.08.04 00:00modify120.030.700970.681320.00000
552015.08.05 00:00modify120.030.700970.679990.00000
562015.08.06 00:00modify120.030.700970.678640.00000
572015.08.07 00:00modify120.030.700970.677430.00000
582015.08.10 00:00modify120.030.700970.675920.00000
592015.08.11 00:00modify120.030.700970.674540.00000
602015.08.12 00:00modify120.030.700970.673180.00000
612015.08.13 00:00modify120.030.700970.672240.00000
622015.08.14 00:00modify120.030.700970.671160.00000
632015.08.17 00:00modify120.030.700970.670250.00000
642015.08.18 00:00modify120.030.700970.669250.00000
652015.08.19 00:00modify120.030.700970.668170.00000
662015.08.20 00:00modify120.030.700970.667310.00000
672015.08.21 00:00modify120.030.700970.666560.00000
682015.08.24 00:00s/l120.030.666560.666560.0000097.1810149.38
692015.09.08 00:00sell130.030.625360.000000.00000
702015.09.08 00:00modify130.030.625360.657470.58683
712015.09.08 00:00sell140.030.625360.000000.00000
722015.09.08 00:00modify140.030.625360.657470.00000
732015.09.14 00:00close140.030.630530.657470.00000-16.0210133.36
742015.09.14 00:00close130.030.630530.657470.58683-16.0210117.34
752015.10.06 00:00buy150.040.648620.000000.00000
762015.10.06 00:00modify150.040.648620.623260.67905
772015.10.06 00:00buy160.040.648620.000000.00000
782015.10.06 00:00modify160.040.648620.623260.00000
792015.10.08 00:00modify160.040.648620.648820.00000
802015.10.08 00:00modify150.040.648620.648820.67905
812015.10.15 00:00t/p150.040.679050.648820.67905122.4210239.76
822015.11.02 00:00modify160.040.648620.649070.00000
832015.11.03 00:00modify160.040.648620.649930.00000
842015.11.04 00:00modify160.040.648620.650950.00000
852015.11.05 00:00modify160.040.648620.651780.00000
862015.11.06 00:00modify160.040.648620.652690.00000
872015.11.09 00:00s/l160.040.652690.652690.0000018.4610258.22
882015.11.09 00:00sell170.040.651920.000000.00000
892015.11.09 00:00modify170.040.651920.681050.61696
902015.11.09 00:00sell180.040.651920.000000.00000
912015.11.09 00:00modify180.040.651920.681050.00000
922015.11.20 00:00close180.040.656360.681050.00000-19.2410238.98
932015.11.20 00:00close170.040.656360.681050.61696-19.2410219.74
942015.12.07 00:00buy190.050.673820.000000.00000
952015.12.07 00:00modify190.050.673820.652710.69915
962015.12.07 00:00buy200.050.673820.000000.00000
972015.12.07 00:00modify200.050.673820.652710.00000
982015.12.14 00:00close200.050.671570.652710.00000-10.6910209.05
992015.12.14 00:00close190.050.671570.652710.69915-10.6910198.36
1002015.12.28 00:00buy210.040.683150.000000.00000
1012015.12.28 00:00modify210.040.683150.655910.71584
1022015.12.28 00:00buy220.040.683150.000000.00000
1032015.12.28 00:00modify220.040.683150.655910.00000
1042016.01.05 00:00close220.040.674730.655910.00000-33.1710165.20
1052016.01.05 00:00close210.040.674730.655910.71584-33.1710132.03
1062016.01.11 00:00sell230.040.655120.000000.00000
1072016.01.11 00:00modify230.040.655120.678300.62730
1082016.01.11 00:00sell240.040.655120.000000.00000
1092016.01.11 00:00modify240.040.655120.678300.00000
1102016.01.14 00:00modify240.040.655120.654920.00000
1112016.01.14 00:00modify230.040.655120.654920.62730
1122016.01.22 00:00s/l230.040.654920.654920.62730-0.6810131.35
1132016.01.22 00:00s/l240.040.654920.654920.00000-0.6810130.67
1142016.02.05 00:00buy250.030.672100.000000.00000
1152016.02.05 00:00modify250.030.672100.642030.70818
1162016.02.05 00:00buy260.030.672100.000000.00000
1172016.02.05 00:00modify260.030.672100.642030.00000
1182016.02.15 00:00close260.030.661540.642030.00000-31.3010099.38
1192016.02.15 00:00close250.030.661540.642030.70818-31.3010068.08
1202016.03.07 00:00buy270.040.678890.000000.00000
1212016.03.07 00:00modify270.040.678890.650310.71319
1222016.03.07 00:00buy280.040.678890.000000.00000
1232016.03.07 00:00modify280.040.678890.650310.00000
1242016.03.10 00:00close280.040.665160.650310.00000-54.6010013.48
1252016.03.10 00:00close270.040.665160.650310.71319-54.609958.88
1262016.03.18 00:00buy290.030.683440.000000.00000
1272016.03.18 00:00modify290.030.683440.652550.72051
1282016.03.18 00:00buy300.030.683440.000000.00000
1292016.03.18 00:00modify300.030.683440.652550.00000
1302016.03.24 00:00close300.030.670640.652550.00000-38.119920.77
1312016.03.24 00:00close290.030.670640.652550.72051-38.119882.66
1322016.03.31 00:00buy310.030.691850.000000.00000
1332016.03.31 00:00modify310.030.691850.662360.72724
1342016.03.31 00:00buy320.030.691850.000000.00000
1352016.03.31 00:00modify320.030.691850.662360.00000
1362016.04.05 00:00close320.030.683280.662360.00000-25.579857.09
1372016.04.05 00:00close310.030.683280.662360.72724-25.579831.53
1382016.04.20 00:00buy330.040.704250.000000.00000
1392016.04.20 00:00modify330.040.704250.678640.73498
1402016.04.20 00:00buy340.040.704250.000000.00000
1412016.04.20 00:00modify340.040.704250.678640.00000
1422016.04.25 00:00close340.040.683500.678640.00000-82.689748.85
1432016.04.25 00:00close330.040.683500.678640.73498-82.689666.17
1442016.05.10 00:00sell350.040.676730.000000.00000
1452016.05.10 00:00modify350.040.676730.702210.64615
1462016.05.10 00:00sell360.040.676730.000000.00000
1472016.05.10 00:00modify360.040.676730.702210.00000
1482016.05.17 00:00close360.040.678950.702210.00000-9.689656.49
1492016.05.17 00:00close350.040.678950.702210.64615-9.689646.82
1502016.06.06 00:00buy370.050.694640.000000.00000
1512016.06.06 00:00modify370.050.694640.673810.71964
1522016.06.06 00:00buy380.050.694640.000000.00000
1532016.06.06 00:00modify380.050.694640.673810.00000
1542016.06.09 00:00modify380.050.694640.694840.00000
1552016.06.09 00:00modify370.050.694640.694840.71964
1562016.06.24 00:00t/p370.050.719640.694840.71964126.609773.42
1572016.07.13 00:00modify380.050.694640.695590.00000
1582016.07.14 00:00modify380.050.694640.696550.00000
1592016.07.15 00:00modify380.050.694640.697800.00000
1602016.07.18 00:00modify380.050.694640.698950.00000
1612016.07.19 00:00modify380.050.694640.699880.00000
1622016.07.20 00:00modify380.050.694640.700770.00000
1632016.07.21 00:00modify380.050.694640.701660.00000
1642016.07.22 00:00s/l380.050.701660.701660.0000038.949812.36
1652016.09.07 00:00buy390.040.741440.000000.00000
1662016.09.07 00:00modify390.040.741440.716300.77161
1672016.09.07 00:00buy400.040.741440.000000.00000
1682016.09.07 00:00modify400.040.741440.716300.00000
1692016.09.12 00:00close400.040.731610.716300.00000-39.009773.36
1702016.09.12 00:00close390.040.731610.716300.77161-39.009734.36
1712016.10.05 00:00sell410.040.720710.000000.00000
1722016.10.05 00:00modify410.040.720710.744860.69173
1732016.10.05 00:00sell420.040.720710.000000.00000
1742016.10.05 00:00modify420.040.720710.744860.00000
1752016.10.11 00:00modify420.040.720710.720510.00000
1762016.10.11 00:00modify410.040.720710.720510.69173
1772016.10.19 00:00s/l410.040.720510.720510.69173-0.799733.57
1782016.10.19 00:00s/l420.040.720510.720510.00000-0.799732.78
1792016.11.03 00:00buy430.050.728780.000000.00000
1802016.11.03 00:00modify430.050.728780.709370.75207
1812016.11.03 00:00buy440.050.728780.000000.00000
1822016.11.03 00:00modify440.050.728780.709370.00000
1832016.11.07 00:00modify440.050.728780.728980.00000
1842016.11.07 00:00modify430.050.728780.728980.75207
1852016.11.10 00:00s/l430.050.728980.728980.752071.569734.34
1862016.11.10 00:00s/l440.050.728980.728980.000001.569735.90
1872016.11.17 00:00sell450.040.706980.000000.00000
1882016.11.17 00:00modify450.040.706980.728920.68065
1892016.11.17 00:00sell460.040.706980.000000.00000
1902016.11.17 00:00modify460.040.706980.728920.00000
1912016.11.21 00:00modify460.040.706980.706780.00000
1922016.11.21 00:00modify450.040.706980.706780.68065
1932016.11.22 00:00s/l450.040.706780.706780.680650.469736.35
1942016.11.22 00:00s/l460.040.706780.706780.000000.469736.81
1952016.12.19 00:00sell470.040.695780.000000.00000
1962016.12.19 00:00modify470.040.695780.719780.66698
1972016.12.19 00:00sell480.040.695780.000000.00000
1982016.12.19 00:00modify480.040.695780.719780.00000
1992016.12.26 00:00modify480.040.695780.695580.00000
2002016.12.26 00:00modify470.040.695780.695580.66698
2012016.12.30 00:00s/l470.040.695580.695580.66698-0.689736.14
2022016.12.30 00:00s/l480.040.695580.695580.00000-0.689735.46
2032017.01.18 00:00buy490.040.721170.000000.00000
2042017.01.18 00:00modify490.040.721170.699500.74717
2052017.01.18 00:00buy500.040.721170.000000.00000
2062017.01.18 00:00modify500.040.721170.699500.00000
2072017.01.24 00:00modify500.040.721170.721370.00000
2082017.01.24 00:00modify490.040.721170.721370.74717
2092017.01.25 00:00s/l490.040.721370.721370.747171.259736.71
2102017.01.25 00:00s/l500.040.721370.721370.000001.259737.96
2112017.01.25 00:00buy510.040.724580.000000.00000
2122017.01.25 00:00modify510.040.724580.700100.75396
2132017.01.25 00:00buy520.040.724580.000000.00000
2142017.01.25 00:00modify520.040.724580.700100.00000
2152017.01.31 00:00modify520.040.724580.724780.00000
2162017.01.31 00:00modify510.040.724580.724780.75396
2172017.02.02 00:00s/l510.040.724780.724780.753961.449739.40
2182017.02.02 00:00s/l520.040.724780.724780.000001.449740.84
2192017.03.03 00:00sell530.050.706080.000000.00000
2202017.03.03 00:00modify530.050.706080.725240.68309
2212017.03.03 00:00sell540.050.706080.000000.00000
2222017.03.03 00:00modify540.050.706080.725240.00000
2232017.03.07 00:00modify540.050.706080.705880.00000
2242017.03.07 00:00modify530.050.706080.705880.68309
2252017.03.21 00:00s/l530.050.705880.705880.68309-1.279739.56
2262017.03.21 00:00s/l540.050.705880.705880.00000-1.279738.29
2272017.04.27 00:00sell550.070.688750.000000.00000
2282017.04.27 00:00modify550.070.688750.703680.67083
2292017.04.27 00:00sell560.070.688750.000000.00000
2302017.04.27 00:00modify560.070.688750.703680.00000
2312017.05.02 00:00close560.070.690740.703680.00000-14.539723.77
2322017.05.02 00:00close550.070.690740.703680.67083-14.539709.24
2332017.05.31 00:00buy570.050.709310.000000.00000
2342017.05.31 00:00modify570.050.709310.689970.73252
2352017.05.31 00:00buy580.050.709310.000000.00000
2362017.05.31 00:00modify580.050.709310.689970.00000
2372017.06.05 00:00modify580.050.709310.709510.00000
2382017.06.05 00:00modify570.050.709310.709510.73252
2392017.06.28 00:00t/p570.050.732520.709510.73252118.299827.53
2402017.07.06 00:00modify580.050.709310.709740.00000
2412017.07.07 00:00modify580.050.709310.710600.00000
2422017.07.10 00:00modify580.050.709310.711510.00000
2432017.07.11 00:00modify580.050.709310.712420.00000
2442017.07.12 00:00modify580.050.709310.713220.00000
2452017.07.13 00:00modify580.050.709310.714230.00000
2462017.07.14 00:00modify580.050.709310.715090.00000
2472017.07.17 00:00modify580.050.709310.715990.00000
2482017.07.18 00:00modify580.050.709310.717040.00000
2492017.07.19 00:00modify580.050.709310.717970.00000
2502017.07.20 00:00modify580.050.709310.718980.00000
2512017.07.21 00:00modify580.050.709310.719980.00000
2522017.07.24 00:00modify580.050.709310.720850.00000
2532017.07.25 00:00modify580.050.709310.721830.00000
2542017.07.26 00:00modify580.050.709310.722800.00000
2552017.07.27 00:00modify580.050.709310.723790.00000
2562017.07.28 00:00modify580.050.709310.724650.00000
2572017.07.31 00:00modify580.050.709310.725750.00000
2582017.08.01 00:00modify580.050.709310.726680.00000
2592017.08.02 00:00modify580.050.709310.727700.00000
2602017.08.03 00:00modify580.050.709310.728770.00000
2612017.08.04 00:00modify580.050.709310.729540.00000
2622017.08.07 00:00modify580.050.709310.730230.00000
2632017.08.08 00:00modify580.050.709310.730820.00000
2642017.08.09 00:00modify580.050.709310.731330.00000
2652017.08.10 00:00s/l580.050.731330.731330.00000115.949943.47
2662017.08.16 00:00sell590.050.723150.000000.00000
2672017.08.16 00:00modify590.050.723150.743580.69863
2682017.08.16 00:00sell600.050.723150.000000.00000
2692017.08.16 00:00modify600.050.723150.743580.00000
2702017.08.28 00:00close600.050.723930.743580.00000-5.609937.87
2712017.08.28 00:00close590.050.723930.743580.69863-5.609932.26
2722017.09.01 00:00sell610.050.717450.000000.00000
2732017.09.01 00:00modify610.050.717450.737290.69364
2742017.09.01 00:00sell620.050.717450.000000.00000
2752017.09.01 00:00modify620.050.717450.737290.00000
2762017.09.06 00:00close620.050.723160.737290.00000-28.989903.29
2772017.09.06 00:00close610.050.723160.737290.69364-28.989874.31
2782017.09.21 00:00buy630.040.735470.000000.00000
2792017.09.21 00:00modify630.040.735470.711850.76381
2802017.09.21 00:00buy640.040.735470.000000.00000
2812017.09.21 00:00modify640.040.735470.711850.00000
2822017.09.26 00:00close640.040.726310.711850.00000-36.459837.86
2832017.09.26 00:00close630.040.726310.711850.76381-36.459801.41
2842017.10.06 00:00sell650.040.711590.000000.00000
2852017.10.06 00:00modify650.040.711590.735450.68296
2862017.10.06 00:00sell660.040.711590.000000.00000
2872017.10.06 00:00modify660.040.711590.735450.00000
2882017.10.09 00:00modify660.040.711590.711390.00000
2892017.10.09 00:00modify650.040.711590.711390.68296
2902017.10.13 00:00s/l650.040.711390.711390.682960.009801.42
2912017.10.13 00:00s/l660.040.711390.711390.000000.009801.42
2922017.10.20 00:00sell670.050.702870.000000.00000
2932017.10.20 00:00modify670.050.702870.722520.67929
2942017.10.20 00:00sell680.050.702870.000000.00000
2952017.10.20 00:00modify680.050.702870.722520.00000
2962017.10.23 00:00modify680.050.702870.702670.00000
2972017.10.23 00:00modify670.050.702870.702670.67929
2982017.10.31 23:59close at stop680.050.684020.702670.0000092.979894.40
2992017.10.31 23:59close at stop670.050.684020.702670.6792992.979987.37