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

СимволUSDCAD (US Dollar vs Canadian 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=0.1; 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=50; ExitProfitMinutesClass=8; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=22; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=44; EBBDev=2; ExitProfitMinutesBB=2; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=22; EDEMLevel=0.4; ExitProfitMinutesDEM=10; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=10; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=6; ESTODPer=8; ESTOSPer=30; ESTOLevel=50; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=20; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=2; iMAPeriod=10; Settings51="====БУ===="; UseBE=true; BEPerc=20; 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 (11)
Чистая прибыль1228.32Общая прибыль1678.37Общий убыток-450.04
Прибыльность3.73Матожидание выигрыша18.06
Абсолютная просадка25.92Максимальная просадка343.06 (3.19%)Относительная просадка3.19% (343.06)
Всего сделок68Короткие позиции (% выигравших)24 (58.33%)Длинные позиции (% выигравших)44 (77.27%)
Прибыльные сделки (% от всех)48 (70.59%)Убыточные сделки (% от всех)20 (29.41%)
Самая большаяприбыльная сделка261.91убыточная сделка-48.22
Средняяприбыльная сделка34.97убыточная сделка-22.50
Максимальное количествонепрерывных выигрышей (прибыль)10 (297.23)непрерывных проигрышей (убыток)4 (-82.18)
Макс.непрерывная прибыль (число выигрышей)693.12 (6)непрерывный убыток (число проигрышей)-96.43 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00buy10.041.179710.000000.00000
22015.01.05 00:00modify10.041.179711.156841.20715
32015.01.05 00:00buy20.041.179710.000000.00000
42015.01.05 00:00modify20.041.179711.156840.00000
52015.01.08 00:00modify20.041.179711.179910.00000
62015.01.08 00:00modify10.041.179711.179911.20715
72015.01.09 00:00s/l10.041.179911.179911.207150.6810000.68
82015.01.09 00:00s/l20.041.179911.179910.000000.6810001.36
92015.01.13 00:00buy30.041.197210.000000.00000
102015.01.13 00:00modify30.041.197211.173841.22525
112015.01.13 00:00buy40.041.197210.000000.00000
122015.01.13 00:00modify40.041.197211.173840.00000
132015.01.19 00:00modify40.041.197211.197410.00000
142015.01.19 00:00modify30.041.197211.197411.22525
152015.01.20 00:00s/l30.041.197411.197411.225250.6710002.02
162015.01.20 00:00s/l40.041.197411.197410.000000.6710002.69
172015.01.21 00:00buy50.041.210610.000000.00000
182015.01.21 00:00modify50.041.210611.185051.24128
192015.01.21 00:00buy60.041.210610.000000.00000
202015.01.21 00:00modify60.041.210611.185050.00000
212015.01.22 00:00modify60.041.210611.210810.00000
222015.01.22 00:00modify50.041.210611.210811.24128
232015.01.23 00:00t/p50.041.241281.210811.2412899.0010101.69
242015.01.23 00:00modify60.041.210611.213250.00000
252015.01.26 00:00modify60.041.210611.219320.00000
262015.01.27 00:00modify60.041.210611.224770.00000
272015.01.28 00:00modify60.041.210611.226120.00000
282015.01.29 00:00modify60.041.210611.233010.00000
292015.01.30 00:00modify60.041.210611.239510.00000
302015.02.02 00:00modify60.041.210611.246040.00000
312015.02.03 00:00modify60.041.210611.246490.00000
322015.02.04 00:00s/l60.041.246491.246490.00000115.4710217.15
332015.03.12 00:00buy70.031.273410.000000.00000
342015.03.12 00:00modify70.031.273411.238431.31539
352015.03.12 00:00buy80.031.273410.000000.00000
362015.03.12 00:00modify80.031.273411.238430.00000
372015.03.17 00:00modify80.031.273411.273610.00000
382015.03.17 00:00modify70.031.273411.273611.31539
392015.03.19 00:00s/l70.031.273611.273611.315390.4710217.62
402015.03.19 00:00s/l80.031.273611.273610.000000.4710218.09
412015.04.16 00:00sell90.031.229500.000000.00000
422015.04.16 00:00modify90.031.229501.269351.18168
432015.04.16 00:00sell100.031.229500.000000.00000
442015.04.16 00:00modify100.031.229501.269350.00000
452015.04.17 00:00modify100.031.229501.229300.00000
462015.04.17 00:00modify90.031.229501.229301.18168
472015.04.22 00:00s/l90.031.229301.229301.181680.3310218.42
482015.04.22 00:00s/l100.031.229301.229300.000000.3310218.75
492015.04.29 00:00sell110.031.202900.000000.00000
502015.04.29 00:00modify110.031.202901.239891.15851
512015.04.29 00:00sell120.031.202900.000000.00000
522015.04.29 00:00modify120.031.202901.239890.00000
532015.05.04 00:00close120.031.216411.239890.00000-33.5210185.23
542015.05.04 00:00close110.031.216411.239891.15851-33.5210151.71
552015.05.25 00:00buy130.031.230610.000000.00000
562015.05.25 00:00modify130.031.230611.196491.27155
572015.05.25 00:00buy140.031.230610.000000.00000
582015.05.25 00:00modify140.031.230611.196490.00000
592015.05.27 00:00modify140.031.230611.230810.00000
602015.05.27 00:00modify130.031.230611.230811.27155
612015.06.10 00:00s/l130.031.230811.230811.271550.4810152.19
622015.06.10 00:00s/l140.031.230811.230810.000000.4810152.66
632015.07.02 00:00buy150.031.258710.000000.00000
642015.07.02 00:00modify150.031.258711.228021.29554
652015.07.02 00:00buy160.031.258710.000000.00000
662015.07.02 00:00modify160.031.258711.228020.00000
672015.07.08 00:00modify160.031.258711.258910.00000
682015.07.08 00:00modify150.031.258711.258911.29554
692015.07.16 00:00t/p150.031.295541.258911.2955485.5410238.20
702015.07.16 00:00modify160.031.258711.273670.00000
712015.07.17 00:00modify160.031.258711.278300.00000
722015.07.20 00:00modify160.031.258711.282330.00000
732015.07.21 00:00modify160.031.258711.285710.00000
742015.07.22 00:00modify160.031.258711.286570.00000
752015.07.23 00:00modify160.031.258711.290760.00000
762015.07.24 00:00modify160.031.258711.293310.00000
772015.07.27 00:00modify160.031.258711.295200.00000
782015.07.28 00:00modify160.031.258711.296610.00000
792015.07.29 00:00s/l160.031.296611.296610.0000087.9410326.14
802015.08.04 00:00buy170.031.315810.000000.00000
812015.08.04 00:00modify170.031.315811.284941.35285
822015.08.04 00:00buy180.031.315810.000000.00000
832015.08.04 00:00modify180.031.315811.284940.00000
842015.08.07 00:00close180.031.311101.284940.00000-10.7810315.36
852015.08.07 00:00close170.031.311101.284941.35285-10.7810304.58
862015.08.25 00:00buy190.031.328910.000000.00000
872015.08.25 00:00modify190.031.328911.291831.37341
882015.08.25 00:00buy200.031.328910.000000.00000
892015.08.25 00:00modify200.031.328911.291830.00000
902015.08.28 00:00close200.031.320401.291830.00000-19.3410285.24
912015.08.28 00:00close190.031.320401.291831.37341-19.3410265.90
922015.10.12 00:00sell210.031.295300.000000.00000
932015.10.12 00:00modify210.031.295301.325881.25860
942015.10.12 00:00sell220.031.295300.000000.00000
952015.10.12 00:00modify220.031.295301.325880.00000
962015.10.16 00:00modify220.031.295301.295100.00000
972015.10.16 00:00modify210.031.295301.295101.25860
982015.10.20 00:00s/l210.031.295101.295101.258600.1510266.05
992015.10.20 00:00s/l220.031.295101.295100.000000.1510266.20
1002015.11.09 00:00buy230.031.330410.000000.00000
1012015.11.09 00:00modify230.031.330411.295351.37248
1022015.11.09 00:00buy240.031.330410.000000.00000
1032015.11.09 00:00modify240.031.330411.295350.00000
1042015.11.24 00:00modify240.031.330411.330610.00000
1052015.11.24 00:00modify230.031.330411.330611.37248
1062015.11.25 00:00s/l230.031.330611.330611.372480.4510266.64
1072015.11.25 00:00s/l240.031.330611.330610.000000.4510267.09
1082015.12.08 00:00buy250.041.351110.000000.00000
1092015.12.08 00:00modify250.041.351111.326801.38028
1102015.12.08 00:00buy260.041.351110.000000.00000
1112015.12.08 00:00modify260.041.351111.326800.00000
1122015.12.09 00:00modify260.041.351111.351310.00000
1132015.12.09 00:00modify250.041.351111.351311.38028
1142015.12.17 00:00t/p250.041.380281.351311.3802884.6810351.77
1152015.12.17 00:00modify260.041.351111.365240.00000
1162015.12.18 00:00modify260.041.351111.372660.00000
1172015.12.21 00:00modify260.041.351111.376610.00000
1182015.12.22 00:00modify260.041.351111.380500.00000
1192015.12.23 00:00modify260.041.351111.381980.00000
1202015.12.28 00:00s/l260.041.381981.381980.0000089.2210440.99
1212016.01.07 00:00buy270.031.407980.000000.00000
1222016.01.07 00:00modify270.031.407981.375001.44756
1232016.01.07 00:00buy280.031.407980.000000.00000
1242016.01.07 00:00modify280.031.407981.375000.00000
1252016.01.11 00:00modify280.031.407981.408180.00000
1262016.01.11 00:00modify270.031.407981.408181.44756
1272016.01.12 00:00s/l270.031.408181.408181.447560.4210441.41
1282016.01.12 00:00s/l280.031.408181.408180.000000.4210441.83
1292016.01.12 00:00buy290.031.422000.000000.00000
1302016.01.12 00:00modify290.031.422001.387901.46292
1312016.01.12 00:00buy300.031.422000.000000.00000
1322016.01.12 00:00modify300.031.422001.387900.00000
1332016.01.14 00:00modify300.031.422001.422200.00000
1342016.01.14 00:00modify290.031.422001.422201.46292
1352016.01.21 00:00t/p290.031.462921.422201.4629284.6010526.42
1362016.01.21 00:00modify300.031.422001.439460.00000
1372016.01.22 00:00s/l300.031.439461.439460.0000036.7110563.13
1382016.02.04 00:00sell310.021.379030.000000.00000
1392016.02.04 00:00modify310.021.379031.431611.31593
1402016.02.04 00:00sell320.021.379030.000000.00000
1412016.02.04 00:00modify320.021.379031.431610.00000
1422016.02.09 00:00close320.021.393401.431610.00000-20.7110542.42
1432016.02.09 00:00close310.021.393401.431611.31593-20.7110521.71
1442016.02.26 00:00sell330.021.354240.000000.00000
1452016.02.26 00:00modify330.021.354241.403371.29528
1462016.02.26 00:00sell340.021.354240.000000.00000
1472016.02.26 00:00modify340.021.354241.403370.00000
1482016.03.02 00:00modify340.021.354241.354040.00000
1492016.03.02 00:00modify330.021.354241.354041.29528
1502016.03.18 00:00t/p330.021.295281.354041.2952890.2410611.95
1512016.03.18 00:00modify340.021.354241.320890.00000
1522016.03.21 00:00modify340.021.354241.318180.00000
1532016.03.22 00:00modify340.021.354241.317470.00000
1542016.03.23 00:00modify340.021.354241.314660.00000
1552016.03.24 00:00s/l340.021.314661.314660.0000059.1910671.14
1562016.04.13 00:00sell350.021.277050.000000.00000
1572016.04.13 00:00modify350.021.277051.322471.22255
1582016.04.13 00:00sell360.021.277050.000000.00000
1592016.04.13 00:00modify360.021.277051.322470.00000
1602016.04.20 00:00modify360.021.277051.276850.00000
1612016.04.20 00:00modify350.021.277051.276851.22255
1622016.05.05 00:00s/l350.021.276851.276851.22255-0.3310670.81
1632016.05.05 00:00s/l360.021.276851.276850.00000-0.3310670.48
1642016.05.19 00:00buy370.031.302990.000000.00000
1652016.05.19 00:00modify370.031.302991.268711.34413
1662016.05.19 00:00buy380.031.302990.000000.00000
1672016.05.19 00:00modify380.031.302991.268710.00000
1682016.05.20 00:00modify380.031.302991.303190.00000
1692016.05.20 00:00modify370.031.302991.303191.34413
1702016.05.26 00:00s/l370.031.303191.303191.344130.4610670.94
1712016.05.26 00:00s/l380.031.303191.303190.000000.4610671.40
1722016.06.08 00:00sell390.031.275560.000000.00000
1732016.06.08 00:00modify390.031.275561.309441.23490
1742016.06.08 00:00sell400.031.275560.000000.00000
1752016.06.08 00:00modify400.031.275561.309440.00000
1762016.06.15 00:00close400.031.286541.309440.00000-25.8810645.52
1772016.06.15 00:00close390.031.286541.309441.23490-25.8810619.64
1782016.07.26 00:00buy410.031.322120.000000.00000
1792016.07.26 00:00modify410.031.322121.287161.36407
1802016.07.26 00:00buy420.031.322120.000000.00000
1812016.07.26 00:00modify420.031.322121.287160.00000
1822016.07.29 00:00close420.031.315451.287160.00000-15.2110604.43
1832016.07.29 00:00close410.031.315451.287161.36407-15.2110589.22
1842016.08.17 00:00sell430.031.285770.000000.00000
1852016.08.17 00:00modify430.031.285771.317361.24786
1862016.08.17 00:00sell440.031.285770.000000.00000
1872016.08.17 00:00modify440.031.285771.317360.00000
1882016.08.19 00:00modify440.031.285771.285570.00000
1892016.08.19 00:00modify430.031.285771.285571.24786
1902016.08.22 00:00s/l430.031.285571.285571.247860.2710589.49
1912016.08.22 00:00s/l440.031.285571.285570.000000.2710589.76
1922016.09.14 00:00buy450.041.316190.000000.00000
1932016.09.14 00:00modify450.041.316191.287171.35101
1942016.09.14 00:00buy460.041.316190.000000.00000
1952016.09.14 00:00modify460.041.316191.287170.00000
1962016.09.19 00:00modify460.041.316191.316390.00000
1972016.09.19 00:00modify450.041.316191.316391.35101
1982016.09.20 00:00s/l450.041.316391.316391.351010.6010590.35
1992016.09.20 00:00s/l460.041.316391.316390.000000.6010590.95
2002016.10.24 00:00buy470.031.334530.000000.00000
2012016.10.24 00:00modify470.031.334531.301771.37384
2022016.10.24 00:00buy480.031.334530.000000.00000
2032016.10.24 00:00modify480.031.334531.301770.00000
2042016.10.31 00:00modify480.031.334531.334730.00000
2052016.10.31 00:00modify470.031.334531.334731.37384
2062016.11.08 00:00s/l470.031.334731.334731.373840.4510591.40
2072016.11.08 00:00s/l480.031.334731.334730.000000.4510591.84
2082016.11.14 00:00buy490.041.352080.000000.00000
2092016.11.14 00:00modify490.041.352081.324061.38570
2102016.11.14 00:00buy500.041.352080.000000.00000
2112016.11.14 00:00modify500.041.352081.324060.00000
2122016.11.18 00:00modify500.041.352081.352280.00000
2132016.11.18 00:00modify490.041.352081.352281.38570
2142016.11.21 00:00s/l490.041.352281.352281.385700.5910592.43
2152016.11.21 00:00s/l500.041.352281.352280.000000.5910593.02
2162016.12.09 00:00sell510.041.319940.000000.00000
2172016.12.09 00:00modify510.041.319941.347891.28640
2182016.12.09 00:00sell520.041.319940.000000.00000
2192016.12.09 00:00modify520.041.319941.347890.00000
2202016.12.12 00:00modify520.041.319941.319740.00000
2212016.12.12 00:00modify510.041.319941.319741.28640
2222016.12.15 00:00s/l510.041.319741.319741.286400.2910593.31
2232016.12.15 00:00s/l520.041.319741.319740.000000.2910593.60
2242016.12.28 00:00buy530.041.357420.000000.00000
2252016.12.28 00:00modify530.041.357421.330321.38994
2262016.12.28 00:00buy540.041.357420.000000.00000
2272016.12.28 00:00modify540.041.357421.330320.00000
2282017.01.02 00:00close540.041.343431.330320.00000-41.6510551.95
2292017.01.02 00:00close530.041.343431.330321.38994-41.6510510.30
2302017.03.01 00:00buy550.041.330110.000000.00000
2312017.03.01 00:00modify550.041.330111.304901.36036
2322017.03.01 00:00buy560.041.330110.000000.00000
2332017.03.01 00:00modify560.041.330111.304900.00000
2342017.03.03 00:00modify560.041.330111.330310.00000
2352017.03.03 00:00modify550.041.330111.330311.36036
2362017.03.16 00:00s/l550.041.330311.330311.360360.5910510.89
2372017.03.16 00:00s/l560.041.330311.330310.000000.5910511.48
2382017.04.13 00:00sell570.051.325060.000000.00000
2392017.04.13 00:00modify570.051.325061.347701.29789
2402017.04.13 00:00sell580.051.325060.000000.00000
2412017.04.13 00:00modify580.051.325061.347700.00000
2422017.04.19 00:00close580.051.337891.347700.00000-48.2210463.27
2432017.04.19 00:00close570.051.337891.347701.29789-48.2210415.05
2442017.04.20 00:00buy590.051.348470.000000.00000
2452017.04.20 00:00modify590.051.348471.325821.37565
2462017.04.20 00:00buy600.051.348470.000000.00000
2472017.04.20 00:00modify600.051.348471.325820.00000
2482017.04.26 00:00modify600.051.348471.348670.00000
2492017.04.26 00:00modify590.051.348471.348671.37565
2502017.05.03 00:00t/p590.051.375651.348671.3756599.1510514.20
2512017.05.03 00:00modify600.051.348471.360620.00000
2522017.05.04 00:00modify600.051.348471.363020.00000
2532017.05.05 00:00modify600.051.348471.365400.00000
2542017.05.08 00:00s/l600.051.365401.365400.0000061.9910576.19
2552017.05.25 00:00sell610.041.340320.000000.00000
2562017.05.25 00:00modify610.041.340321.367861.30727
2572017.05.25 00:00sell620.041.340320.000000.00000
2582017.05.25 00:00modify620.041.340321.367860.00000
2592017.06.13 00:00modify620.041.340321.340120.00000
2602017.06.13 00:00modify610.041.340321.340121.30727
2612017.06.29 00:00t/p610.041.307271.340121.3072799.5510675.74
2622017.06.29 00:00modify620.041.340321.319270.00000
2632017.06.30 00:00modify620.041.340321.315390.00000
2642017.07.03 00:00modify620.041.340321.311400.00000
2652017.07.04 00:00modify620.041.340321.309640.00000
2662017.07.05 00:00modify620.041.340321.305980.00000
2672017.07.06 00:00modify620.041.340321.304410.00000
2682017.07.07 00:00modify620.041.340321.303600.00000
2692017.07.10 00:00modify620.041.340321.299310.00000
2702017.07.11 00:00modify620.041.340321.297610.00000
2712017.07.12 00:00modify620.041.340321.296880.00000
2722017.07.13 00:00modify620.041.340321.290490.00000
2732017.07.14 00:00modify620.041.340321.286770.00000
2742017.07.17 00:00modify620.041.340321.281560.00000
2752017.07.18 00:00modify620.041.340321.280210.00000
2762017.07.19 00:00modify620.041.340321.276020.00000
2772017.07.20 00:00modify620.041.340321.272910.00000
2782017.07.21 00:00modify620.041.340321.270140.00000
2792017.07.24 00:00modify620.041.340321.266510.00000
2802017.07.25 00:00modify620.041.340321.263180.00000
2812017.07.26 00:00modify620.041.340321.260970.00000
2822017.07.27 00:00modify620.041.340321.257060.00000
2832017.07.28 00:00s/l620.041.257061.257060.00000261.9110937.65
2842017.09.04 00:00sell630.041.241830.000000.00000
2852017.09.04 00:00modify630.041.241831.269381.20877
2862017.09.04 00:00sell640.041.241830.000000.00000
2872017.09.04 00:00modify640.041.241831.269380.00000
2882017.09.07 00:00modify640.041.241831.241630.00000
2892017.09.07 00:00modify630.041.241831.241631.20877
2902017.09.11 00:00t/p630.041.208771.241631.20877108.4011046.05
2912017.09.11 00:00modify640.041.241831.230470.00000
2922017.09.12 00:00modify640.041.241831.226270.00000
2932017.09.13 00:00modify640.041.241831.226030.00000
2942017.09.14 00:00modify640.041.241831.224250.00000
2952017.09.15 00:00modify640.041.241831.222740.00000
2962017.09.18 00:00modify640.041.241831.222500.00000
2972017.09.19 00:00s/l640.041.222501.222500.0000062.1211108.17
2982017.10.06 00:00buy650.041.256360.000000.00000
2992017.10.06 00:00modify650.041.256361.227431.29108
3002017.10.06 00:00buy660.041.256360.000000.00000
3012017.10.06 00:00modify660.041.256361.227430.00000
3022017.10.09 00:00close660.041.253421.227430.00000-9.3811098.79
3032017.10.09 00:00close650.041.253421.227431.29108-9.3811089.41
3042017.10.23 00:00buy670.041.261960.000000.00000
3052017.10.23 00:00modify670.041.261961.237191.29168
3062017.10.23 00:00buy680.041.261960.000000.00000
3072017.10.23 00:00modify680.041.261961.237190.00000
3082017.10.25 00:00modify680.041.261961.262160.00000
3092017.10.25 00:00modify670.041.261961.262161.29168
3102017.10.31 23:59close at stop680.041.284261.262160.0000069.4611158.86
3112017.10.31 23:59close at stop670.041.284261.262161.2916869.4611228.32