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

СимволUSDCHF (US Dollar vs Swiss Franc)
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=3.2; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=60; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=60; ExitProfitMinutesClass=2; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=14; EADXLevel=30; ExitProfitMinutesADX=10; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=44; EBBDev=1; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=20; EDEMLevel=0.4; ExitProfitMinutesDEM=14; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=12; EWPRLevel=10; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=6; ESTODPer=34; ESTOSPer=22; ESTOLevel=20; ExitProfitMinutesSTO=6; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=8; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=4; iMAPeriod=6; 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 (11)
Чистая прибыль1125.51Общая прибыль2129.10Общий убыток-1003.59
Прибыльность2.12Матожидание выигрыша18.15
Абсолютная просадка0.00Максимальная просадка271.47 (2.42%)Относительная просадка2.42% (271.47)
Всего сделок62Короткие позиции (% выигравших)36 (41.67%)Длинные позиции (% выигравших)26 (84.62%)
Прибыльные сделки (% от всех)37 (59.68%)Убыточные сделки (% от всех)25 (40.32%)
Самая большаяприбыльная сделка189.89убыточная сделка-115.55
Средняяприбыльная сделка57.54убыточная сделка-40.14
Максимальное количествонепрерывных выигрышей (прибыль)6 (481.24)непрерывных проигрышей (убыток)8 (-79.29)
Макс.непрерывная прибыль (число выигрышей)481.24 (6)непрерывный убыток (число проигрышей)-231.11 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.05 00:00buy10.041.006310.000000.00000
22015.01.05 00:00modify10.041.006310.982131.02082
32015.01.05 00:00buy20.041.006310.000000.00000
42015.01.05 00:00modify20.041.006310.982130.00000
52015.01.09 00:00t/p10.041.020820.982131.0208257.9510057.95
62015.01.09 00:00modify20.041.006311.006510.00000
72015.01.09 00:00modify20.041.006311.014530.00000
82015.01.12 00:00s/l20.041.014531.014530.0000033.6210091.57
92015.02.18 00:00buy30.030.936910.000000.00000
102015.02.18 00:00modify30.030.936910.897700.96044
112015.02.18 00:00buy40.030.936910.000000.00000
122015.02.18 00:00modify40.030.936910.897700.00000
132015.03.02 00:00modify40.030.936910.937110.00000
142015.03.02 00:00modify30.030.936910.937110.96044
152015.03.04 00:00t/p30.030.960440.937110.9604475.1610166.73
162015.03.04 00:00modify40.030.936910.957490.00000
172015.03.05 00:00modify40.030.936910.960140.00000
182015.03.06 00:00modify40.030.936910.966850.00000
192015.03.09 00:00modify40.030.936910.975720.00000
202015.03.10 00:00modify40.030.936910.980260.00000
212015.03.11 00:00modify40.030.936910.989840.00000
222015.03.12 00:00modify40.030.936910.999390.00000
232015.03.13 00:00s/l40.030.999390.999390.00000189.8910356.62
242015.04.30 00:00sell50.030.940600.000000.00000
252015.04.30 00:00modify50.030.940600.977560.91842
262015.04.30 00:00sell60.030.940600.000000.00000
272015.04.30 00:00modify60.030.940600.977560.00000
282015.05.07 00:00t/p50.030.918420.977560.9184271.2610427.87
292015.05.07 00:00modify60.030.940600.940400.00000
302015.05.07 00:00modify60.030.940600.923480.00000
312015.05.11 00:00s/l60.030.923480.923480.0000053.3710481.24
322015.06.18 00:00sell70.030.922200.000000.00000
332015.06.18 00:00modify70.030.922200.955760.90206
342015.06.18 00:00sell80.030.922200.000000.00000
352015.06.18 00:00modify80.030.922200.955760.00000
362015.06.24 00:00close80.030.934510.955760.00000-40.3110440.93
372015.06.24 00:00close70.030.934510.955760.90206-40.3110400.62
382015.07.17 00:00buy90.030.957710.000000.00000
392015.07.17 00:00modify90.030.957710.926070.97669
402015.07.17 00:00buy100.030.957710.000000.00000
412015.07.17 00:00modify100.030.957710.926070.00000
422015.08.05 00:00t/p90.030.976690.926070.9766960.3010460.92
432015.08.05 00:00modify100.030.957710.957910.00000
442015.08.05 00:00modify100.030.957710.972760.00000
452015.08.06 00:00modify100.030.957710.975380.00000
462015.08.07 00:00modify100.030.957710.977860.00000
472015.08.10 00:00modify100.030.957710.980900.00000
482015.08.11 00:00s/l100.030.980900.980900.0000073.5110534.43
492015.08.24 00:00sell110.040.948000.000000.00000
502015.08.24 00:00modify110.040.948000.975690.93139
512015.08.24 00:00sell120.040.948000.000000.00000
522015.08.24 00:00modify120.040.948000.975690.00000
532015.08.25 00:00t/p110.040.931390.975690.9313970.9610605.39
542015.08.25 00:00modify120.040.948000.947800.00000
552015.08.25 00:00modify120.040.948000.945240.00000
562015.08.26 00:00s/l120.040.945240.945240.0000011.2110616.60
572015.10.15 00:00sell130.040.949300.000000.00000
582015.10.15 00:00modify130.040.949300.978130.93200
592015.10.15 00:00sell140.040.949300.000000.00000
602015.10.15 00:00modify140.040.949300.978130.00000
612015.10.20 00:00close140.040.956510.978130.00000-30.9410585.66
622015.10.20 00:00close130.040.956510.978130.93200-30.9410554.72
632015.10.27 00:00buy150.040.982810.000000.00000
642015.10.27 00:00modify150.040.982810.956510.99859
652015.10.27 00:00buy160.040.982810.000000.00000
662015.10.27 00:00modify160.040.982810.956510.00000
672015.10.29 00:00modify160.040.982810.983010.00000
682015.10.29 00:00modify150.040.982810.983010.99859
692015.11.09 00:00t/p150.040.998590.983010.9985964.8510619.57
702015.11.09 00:00modify160.040.982810.999350.00000
712015.11.10 00:00modify160.040.982811.000700.00000
722015.11.11 00:00modify160.040.982811.003590.00000
732015.11.12 00:00s/l160.041.003591.003590.0000085.7410705.31
742015.11.17 00:00buy170.041.009810.000000.00000
752015.11.17 00:00modify170.041.009810.984971.02471
762015.11.17 00:00buy180.041.009810.000000.00000
772015.11.17 00:00modify180.041.009810.984970.00000
782015.11.19 00:00modify180.041.009811.010010.00000
792015.11.19 00:00modify170.041.009811.010011.02471
802015.11.26 00:00t/p170.041.024711.010011.0247160.1210765.43
812015.11.26 00:00modify180.041.009811.019130.00000
822015.11.27 00:00modify180.041.009811.021160.00000
832015.11.30 00:00modify180.041.009811.025290.00000
842015.12.01 00:00modify180.041.009811.026340.00000
852015.12.02 00:00s/l180.041.026341.026340.0000066.8410832.27
862015.12.10 00:00sell190.040.983380.000000.00000
872015.12.10 00:00modify190.040.983381.013160.96551
882015.12.10 00:00sell200.040.983380.000000.00000
892015.12.10 00:00modify200.040.983381.013160.00000
902015.12.21 00:00close200.040.993031.013160.00000-41.2410791.03
912015.12.21 00:00close190.040.993031.013160.96551-41.2410749.78
922016.01.06 00:00buy210.041.008710.000000.00000
932016.01.06 00:00modify210.041.008710.981391.02510
942016.01.06 00:00buy220.041.008710.000000.00000
952016.01.06 00:00modify220.041.008710.981390.00000
962016.01.26 00:00modify220.041.008711.008910.00000
972016.01.26 00:00modify210.041.008711.008911.02510
982016.02.01 00:00t/p210.041.025101.008911.0251068.2310818.02
992016.02.01 00:00modify220.041.008711.019250.00000
1002016.02.02 00:00s/l220.041.019251.019250.0000045.7010863.72
1012016.02.09 00:00sell230.040.987090.000000.00000
1022016.02.09 00:00modify230.040.987091.015510.97004
1032016.02.09 00:00sell240.040.987090.000000.00000
1042016.02.09 00:00modify240.040.987091.015510.00000
1052016.02.10 00:00t/p230.040.970041.015510.9700469.7910933.51
1062016.02.10 00:00modify240.040.987090.986890.00000
1072016.02.10 00:00modify240.040.987090.982740.00000
1082016.02.11 00:00modify240.040.987090.978830.00000
1092016.02.12 00:00modify240.040.987090.975810.00000
1102016.02.15 00:00s/l240.040.975810.975810.0000044.5610978.06
1112016.03.17 00:00sell250.040.978260.000000.00000
1122016.03.17 00:00modify250.040.978261.007100.96096
1132016.03.17 00:00sell260.040.978260.000000.00000
1142016.03.17 00:00modify260.040.978261.007100.00000
1152016.03.30 00:00modify260.040.978260.978060.00000
1162016.03.30 00:00modify250.040.978260.978060.96096
1172016.03.31 00:00t/p250.040.960960.978060.9609668.0211046.08
1182016.03.31 00:00modify260.040.978260.968410.00000
1192016.04.01 00:00modify260.040.978260.965280.00000
1202016.04.04 00:00modify260.040.978260.961940.00000
1212016.04.05 00:00modify260.040.978260.960670.00000
1222016.04.06 00:00modify260.040.978260.958400.00000
1232016.04.07 00:00s/l260.040.958400.958400.0000077.5611123.65
1242016.04.25 00:00buy270.050.978790.000000.00000
1252016.04.25 00:00modify270.050.978790.956110.99240
1262016.04.25 00:00buy280.050.978790.000000.00000
1272016.04.25 00:00modify280.050.978790.956110.00000
1282016.05.02 00:00close280.050.958580.956110.00000-104.0111019.64
1292016.05.02 00:00close270.050.958580.956110.99240-104.0110915.64
1302016.05.18 00:00buy290.050.980550.000000.00000
1312016.05.18 00:00modify290.050.980550.957900.99414
1322016.05.18 00:00buy300.050.980550.000000.00000
1332016.05.18 00:00modify300.050.980550.957900.00000
1342016.05.20 00:00modify300.050.980550.980750.00000
1352016.05.20 00:00modify290.050.980550.980750.99414
1362016.05.30 00:00t/p290.050.994140.980750.9941470.7410986.38
1372016.05.30 00:00modify300.050.980550.992400.00000
1382016.05.31 00:00s/l300.050.992400.992400.0000062.3411048.72
1392016.06.08 00:00sell310.060.965300.000000.00000
1402016.06.08 00:00modify310.060.965300.984420.95383
1412016.06.08 00:00sell320.060.965300.000000.00000
1422016.06.08 00:00modify320.060.965300.984420.00000
1432016.06.20 00:00modify320.060.965300.965100.00000
1442016.06.20 00:00modify310.060.965300.965100.95383
1452016.06.24 00:00s/l310.060.965100.965100.95383-5.8711042.85
1462016.06.24 00:00s/l320.060.965100.965100.00000-5.8711036.98
1472016.07.11 00:00buy330.040.982780.000000.00000
1482016.07.11 00:00modify330.040.982780.958100.99759
1492016.07.11 00:00buy340.040.982780.000000.00000
1502016.07.11 00:00modify340.040.982780.958100.00000
1512016.07.28 00:00modify340.040.982780.982980.00000
1522016.07.28 00:00modify330.040.982780.982980.99759
1532016.07.29 00:00s/l330.040.982980.982980.997594.0511041.03
1542016.07.29 00:00s/l340.040.982980.982980.000004.0511045.09
1552016.08.17 00:00sell350.050.962030.000000.00000
1562016.08.17 00:00modify350.050.962030.983680.94904
1572016.08.17 00:00sell360.050.962030.000000.00000
1582016.08.17 00:00modify360.050.962030.983680.00000
1592016.08.26 00:00close360.050.967840.983680.00000-33.6411011.44
1602016.08.26 00:00close350.050.967840.983680.94904-33.6410977.80
1612016.10.12 00:00buy370.050.988570.000000.00000
1622016.10.12 00:00modify370.050.988570.967381.00128
1632016.10.12 00:00buy380.050.988570.000000.00000
1642016.10.12 00:00modify380.050.988570.967380.00000
1652016.10.24 00:00modify380.050.988570.988770.00000
1662016.10.24 00:00modify370.050.988570.988771.00128
1672016.10.31 00:00s/l370.050.988770.988771.001284.8510982.64
1682016.10.31 00:00s/l380.050.988770.988770.000004.8510987.49
1692016.11.07 00:00sell390.060.974930.000000.00000
1702016.11.07 00:00modify390.060.974930.993060.96405
1712016.11.07 00:00sell400.060.974930.000000.00000
1722016.11.07 00:00modify400.060.974930.993060.00000
1732016.11.10 00:00t/p390.060.964050.993060.9640564.3511051.85
1742016.11.15 00:00s/l400.060.993060.993060.00000-112.2210939.62
1752016.11.16 00:00buy410.041.001460.000000.00000
1762016.11.16 00:00modify410.041.001460.976321.01654
1772016.11.16 00:00buy420.041.001460.000000.00000
1782016.11.16 00:00modify420.041.001460.976320.00000
1792016.11.24 00:00t/p410.041.016540.976321.0165460.9211000.54
1802016.11.24 00:00modify420.041.001461.001660.00000
1812016.11.24 00:00modify420.041.001461.013170.00000
1822016.11.25 00:00modify420.041.001461.014560.00000
1832016.11.28 00:00s/l420.041.014561.014560.0000053.6311054.17
1842016.12.16 00:00buy430.051.030290.000000.00000
1852016.12.16 00:00modify430.051.030291.005861.04495
1862016.12.16 00:00buy440.051.030290.000000.00000
1872016.12.16 00:00modify440.051.030291.005860.00000
1882016.12.30 00:00close440.051.022661.005860.00000-34.4711019.70
1892016.12.30 00:00close430.051.022661.005861.04495-34.4710985.22
1902017.01.18 00:00sell450.041.001420.000000.00000
1912017.01.18 00:00modify450.041.001421.026520.98636
1922017.01.18 00:00sell460.041.001420.000000.00000
1932017.01.18 00:00modify460.041.001421.026520.00000
1942017.02.01 00:00t/p450.040.986361.026520.9863657.2011042.42
1952017.02.01 00:00modify460.041.001421.001220.00000
1962017.02.01 00:00modify460.041.001420.993720.00000
1972017.02.02 00:00s/l460.040.993720.993720.0000026.5411068.96
1982017.03.17 00:00sell470.060.996070.000000.00000
1992017.03.17 00:00modify470.060.996071.015290.98454
2002017.03.17 00:00sell480.060.996070.000000.00000
2012017.03.17 00:00modify480.060.996071.015290.00000
2022017.03.27 00:00modify480.060.996070.995870.00000
2032017.03.27 00:00modify470.060.996070.995870.98454
2042017.03.28 00:00t/p470.060.984540.995870.9845466.6311135.59
2052017.03.28 00:00modify480.060.996070.989110.00000
2062017.03.29 00:00s/l480.060.989110.989110.0000038.1411173.73
2072017.05.05 00:00sell490.070.986080.000000.00000
2082017.05.05 00:00modify490.070.986081.002510.97622
2092017.05.05 00:00sell500.070.986080.000000.00000
2102017.05.05 00:00modify500.070.986081.002510.00000
2112017.05.10 00:00s/l490.071.002511.002510.97622-115.5511058.18
2122017.05.10 00:00s/l500.071.002511.002510.00000-115.5510942.62
2132017.05.17 00:00sell510.060.985600.000000.00000
2142017.05.17 00:00modify510.060.985601.005210.97383
2152017.05.17 00:00sell520.060.985600.000000.00000
2162017.05.17 00:00modify520.060.985601.005210.00000
2172017.05.22 00:00t/p510.060.973831.005210.9738370.5611013.18
2182017.05.22 00:00modify520.060.985600.985400.00000
2192017.05.22 00:00modify520.060.985600.977910.00000
2202017.05.23 00:00modify520.060.985600.975610.00000
2212017.05.24 00:00s/l520.060.975610.975610.0000058.6511071.84
2222017.06.01 00:00sell530.050.967460.000000.00000
2232017.06.01 00:00modify530.050.967460.989520.95422
2242017.06.01 00:00sell540.050.967460.000000.00000
2252017.06.01 00:00modify540.050.967460.989520.00000
2262017.06.12 00:00close540.050.968690.989520.00000-9.3211062.52
2272017.06.12 00:00close530.050.968690.989520.95422-9.3211053.21
2282017.06.28 00:00sell550.060.961630.000000.00000
2292017.06.28 00:00modify550.060.961630.979390.95097
2302017.06.28 00:00sell560.060.961630.000000.00000
2312017.06.28 00:00modify560.060.961630.979390.00000
2322017.07.04 00:00close560.060.963330.979390.00000-12.9611040.24
2332017.07.04 00:00close550.060.963330.979390.95097-12.9611027.28
2342017.07.19 00:00sell570.060.954870.000000.00000
2352017.07.19 00:00modify570.060.954870.973490.94370
2362017.07.19 00:00sell580.060.954870.000000.00000
2372017.07.19 00:00modify580.060.954870.973490.00000
2382017.07.24 00:00modify580.060.954870.954670.00000
2392017.07.24 00:00modify570.060.954870.954670.94370
2402017.07.27 00:00s/l570.060.954670.954670.94370-2.6911024.59
2412017.07.27 00:00s/l580.060.954670.954670.00000-2.6911021.89
2422017.08.28 00:00sell590.050.954480.000000.00000
2432017.08.28 00:00modify590.050.954480.977360.94075
2442017.08.28 00:00sell600.050.954480.000000.00000
2452017.08.28 00:00modify600.050.954480.977360.00000
2462017.09.07 00:00close600.050.956530.977360.00000-14.6711007.22
2472017.09.07 00:00close590.050.956530.977360.94075-14.6710992.55
2482017.10.23 00:00buy610.060.984980.000000.00000
2492017.10.23 00:00modify610.060.984980.965450.99670
2502017.10.23 00:00buy620.060.984980.000000.00000
2512017.10.23 00:00modify620.060.984980.965450.00000
2522017.10.27 00:00t/p610.060.996700.965450.9967072.0311064.58
2532017.10.27 00:00modify620.060.984980.985180.00000
2542017.10.27 00:00modify620.060.984980.992460.00000
2552017.10.30 00:00modify620.060.984980.994760.00000
2562017.10.31 00:00s/l620.060.994760.994760.0000060.9311125.51