Strategy Tester Report
Force Trader v1.0
Alpari-ECN1 (Build 1090)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
ПериодДень (D1) 2014.01.02 00:00 - 2014.12.31 23:59 (2014.01.01 - 2015.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=406; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=14; TrendMAPer=300; RSILev=20; WPRLev=12; UseForce=false; UseMom=false; UseRSI=true; UseWPR=false; UseDem=true; 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=false; ExitHist=20; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=20; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=10; EDEMLevel=0.3; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=14; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=48; ESTODPer=20; ESTOSPer=4; ESTOLevel=40; ExitProfitMinutesSTO=8; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=16; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=10; iMAPeriod=12; 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=true;
Баров в истории1260Смоделировано тиков1519Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (16)
Чистая прибыль197.65Общая прибыль484.33Общий убыток-286.68
Прибыльность1.69Матожидание выигрыша4.49
Абсолютная просадка208.88Максимальная просадка217.36 (2.17%)Относительная просадка2.17% (217.36)
Всего сделок44Короткие позиции (% выигравших)16 (75.00%)Длинные позиции (% выигравших)28 (64.29%)
Прибыльные сделки (% от всех)30 (68.18%)Убыточные сделки (% от всех)14 (31.82%)
Самая большаяприбыльная сделка69.31убыточная сделка-57.20
Средняяприбыльная сделка16.14убыточная сделка-20.48
Максимальное количествонепрерывных выигрышей (прибыль)22 (309.34)непрерывных проигрышей (убыток)6 (-163.70)
Макс.непрерывная прибыль (число выигрышей)309.34 (22)непрерывный убыток (число проигрышей)-163.70 (6)
Среднийнепрерывный выигрыш10непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.03 00:00sell10.050.950570.000000.00000
22014.01.03 00:00modify10.050.950570.973820.93662
32014.01.03 00:00sell20.050.950570.000000.00000
42014.01.03 00:00modify20.050.950570.973820.00000
52014.01.07 00:00close20.050.955380.973820.00000-19.109980.90
62014.01.07 00:00close10.050.955380.973820.93662-19.109961.80
72014.02.11 00:00buy30.050.989330.000000.00000
82014.02.11 00:00modify30.050.989330.957571.00839
92014.02.11 00:00buy40.050.989330.000000.00000
102014.02.11 00:00modify40.050.989330.957570.00000
112014.02.19 00:00close40.050.987870.957570.00000-5.559956.25
122014.02.19 00:00close30.050.987870.957571.00839-5.559950.70
132014.02.26 00:00buy50.050.999580.000000.00000
142014.02.26 00:00modify50.050.999580.970341.01712
152014.02.26 00:00buy60.050.999580.000000.00000
162014.02.26 00:00modify60.050.999580.970340.00000
172014.03.03 00:00close60.050.985020.970340.00000-57.209893.50
182014.03.03 00:00close50.050.985020.970341.01712-57.209836.30
192014.03.13 00:00buy70.050.999660.000000.00000
202014.03.13 00:00modify70.050.999660.972881.01573
212014.03.13 00:00buy80.050.999660.000000.00000
222014.03.13 00:00modify80.050.999660.972880.00000
232014.03.19 00:00t/p70.051.015730.972881.0157363.369899.66
242014.03.19 00:00modify80.050.999660.999860.00000
252014.03.19 00:00modify80.050.999661.003080.00000
262014.03.20 00:00modify80.050.999661.004660.00000
272014.03.21 00:00modify80.050.999661.006210.00000
282014.03.24 00:00modify80.050.999661.008790.00000
292014.03.25 00:00modify80.050.999661.010570.00000
302014.03.26 00:00modify80.050.999661.012520.00000
312014.03.27 00:00modify80.050.999661.014160.00000
322014.03.28 00:00modify80.050.999661.014860.00000
332014.03.31 00:00modify80.050.999661.015940.00000
342014.04.01 00:00modify80.050.999661.017130.00000
352014.04.04 00:00s/l80.051.017131.017130.0000069.319968.97
362014.04.04 00:00buy90.051.018740.000000.00000
372014.04.04 00:00modify90.051.018740.994661.03319
382014.04.04 00:00buy100.051.018740.000000.00000
392014.04.04 00:00modify100.051.018740.994660.00000
402014.04.09 00:00modify100.051.018741.018940.00000
412014.04.09 00:00modify90.051.018741.018941.03319
422014.04.10 00:00s/l90.051.018941.018941.033190.949969.91
432014.04.10 00:00s/l100.051.018941.018940.000000.949970.85
442014.04.21 00:00buy110.051.028750.000000.00000
452014.04.21 00:00modify110.051.028751.007301.04162
462014.04.21 00:00buy120.051.028750.000000.00000
472014.04.21 00:00modify120.051.028751.007300.00000
482014.04.24 00:00close120.051.024301.007300.00000-17.409953.45
492014.04.24 00:00close110.051.024301.007301.04162-17.409936.05
502014.04.25 00:00buy130.051.020880.000000.00000
512014.04.25 00:00modify130.051.020880.999281.03384
522014.04.25 00:00buy140.051.020880.000000.00000
532014.04.25 00:00modify140.051.020880.999280.00000
542014.04.30 00:00close140.051.014170.999280.00000-26.359909.70
552014.04.30 00:00close130.051.014170.999281.03384-26.359883.36
562014.05.20 00:00buy150.051.014480.000000.00000
572014.05.20 00:00modify150.051.014480.996371.02535
582014.05.20 00:00buy160.051.014480.000000.00000
592014.05.20 00:00modify160.051.014480.996370.00000
602014.06.10 00:00modify160.051.014481.014680.00000
612014.06.10 00:00modify150.051.014481.014681.02535
622014.06.11 00:00modify160.051.014481.015140.00000
632014.06.11 00:00modify150.051.014481.015141.02535
642014.06.13 00:00modify160.051.014481.016800.00000
652014.06.13 00:00modify150.051.014481.016801.02535
662014.06.18 00:00s/l150.051.016801.016801.025359.859893.21
672014.06.18 00:00s/l160.051.016801.016800.000009.859903.06
682014.06.18 00:00buy170.051.013950.000000.00000
692014.06.18 00:00modify170.051.013950.997071.02408
702014.06.18 00:00buy180.051.013950.000000.00000
712014.06.18 00:00modify180.051.013950.997070.00000
722014.06.19 00:00modify180.051.013951.016560.00000
732014.06.19 00:00modify170.051.013951.016561.02408
742014.06.20 00:00s/l170.051.016561.016561.0240810.379913.43
752014.06.20 00:00s/l180.051.016561.016560.0000010.379923.80
762014.06.23 00:00buy190.051.010180.000000.00000
772014.06.23 00:00modify190.051.010180.992991.02049
782014.06.23 00:00buy200.051.010180.000000.00000
792014.06.23 00:00modify200.051.010180.992990.00000
802014.07.16 00:00close200.051.007780.992990.00000-8.889914.92
812014.07.16 00:00close190.051.007780.992991.02049-8.889906.03
822014.08.01 00:00buy210.051.013850.000000.00000
832014.08.01 00:00modify210.051.013850.996791.02409
842014.08.01 00:00buy220.051.013850.000000.00000
852014.08.01 00:00modify220.051.013850.996790.00000
862014.08.06 00:00modify220.051.013851.014590.00000
872014.08.06 00:00modify210.051.013851.014591.02409
882014.08.07 00:00modify220.051.013851.015570.00000
892014.08.07 00:00modify210.051.013851.015571.02409
902014.08.08 00:00s/l210.051.015571.015571.024096.949912.97
912014.08.08 00:00s/l220.051.015571.015570.000006.949919.91
922014.08.08 00:00buy230.051.013090.000000.00000
932014.08.08 00:00modify230.051.013090.996201.02322
942014.08.08 00:00buy240.051.013090.000000.00000
952014.08.08 00:00modify240.051.013090.996200.00000
962014.08.11 00:00modify240.051.013091.014990.00000
972014.08.11 00:00modify230.051.013091.014991.02322
982014.08.12 00:00s/l230.051.014991.014991.023227.539927.44
992014.08.12 00:00s/l240.051.014991.014990.000007.539934.97
1002014.08.18 00:00buy250.051.014050.000000.00000
1012014.08.18 00:00modify250.051.014050.997291.02411
1022014.08.18 00:00buy260.051.014050.000000.00000
1032014.08.18 00:00modify260.051.014050.997290.00000
1042014.08.20 00:00modify260.051.014051.014750.00000
1052014.08.20 00:00modify250.051.014051.014751.02411
1062014.08.21 00:00modify260.051.014051.015290.00000
1072014.08.21 00:00modify250.051.014051.015291.02411
1082014.08.22 00:00s/l250.051.015291.015291.024115.039940.00
1092014.08.22 00:00s/l260.051.015291.015290.000005.039945.03
1102014.08.28 00:00buy270.051.014150.000000.00000
1112014.08.28 00:00modify270.051.014150.998421.02359
1122014.08.28 00:00buy280.051.014150.000000.00000
1132014.08.28 00:00modify280.051.014150.998420.00000
1142014.08.29 00:00modify280.051.014151.015770.00000
1152014.08.29 00:00modify270.051.014151.015771.02359
1162014.09.01 00:00s/l270.051.015771.015771.023596.439951.46
1172014.09.01 00:00s/l280.051.015771.015770.000006.439957.89
1182014.09.01 00:00buy290.051.014080.000000.00000
1192014.09.01 00:00modify290.051.014080.998421.02348
1202014.09.01 00:00buy300.051.014080.000000.00000
1212014.09.01 00:00modify300.051.014080.998420.00000
1222014.09.04 00:00modify300.051.014081.015310.00000
1232014.09.04 00:00modify290.051.014081.015311.02348
1242014.09.08 00:00modify300.051.014081.016070.00000
1252014.09.08 00:00modify290.051.014081.016071.02348
1262014.09.09 00:00s/l290.051.016071.016071.023488.039965.91
1272014.09.09 00:00s/l300.051.016071.016070.000008.039973.94
1282014.09.25 00:00sell310.050.982290.000000.00000
1292014.09.25 00:00modify310.050.982291.002500.97016
1302014.09.25 00:00sell320.050.982290.000000.00000
1312014.09.25 00:00modify320.050.982291.002500.00000
1322014.09.30 00:00modify320.050.982290.982090.00000
1332014.09.30 00:00modify310.050.982290.982090.97016
1342014.10.03 00:00s/l310.050.982090.982090.970160.129974.06
1352014.10.03 00:00s/l320.050.982090.982090.000000.129974.17
1362014.10.03 00:00sell330.050.981980.000000.00000
1372014.10.03 00:00modify330.050.981981.005230.96803
1382014.10.03 00:00sell340.050.981980.000000.00000
1392014.10.03 00:00modify340.050.981981.005230.00000
1402014.10.06 00:00modify340.050.981980.981660.00000
1412014.10.06 00:00modify330.050.981980.981660.96803
1422014.10.07 00:00modify340.050.981980.980780.00000
1432014.10.07 00:00modify330.050.981980.980780.96803
1442014.10.08 00:00s/l330.050.980780.980780.968034.479978.64
1452014.10.08 00:00s/l340.050.980780.980780.000004.479983.11
1462014.10.09 00:00sell350.050.981760.000000.00000
1472014.10.09 00:00modify350.050.981761.005350.96761
1482014.10.09 00:00sell360.050.981760.000000.00000
1492014.10.09 00:00modify360.050.981761.005350.00000
1502014.10.13 00:00modify360.050.981760.981560.00000
1512014.10.13 00:00modify350.050.981760.981560.96761
1522014.10.13 00:00modify360.050.981760.979870.00000
1532014.10.13 00:00modify350.050.981760.979870.96761
1542014.10.14 00:00s/l350.050.979870.979870.967617.199990.29
1552014.10.14 00:00s/l360.050.979870.979870.000007.199997.48
1562014.11.12 00:00sell370.050.984420.000000.00000
1572014.11.12 00:00modify370.050.984421.012220.96774
1582014.11.12 00:00sell380.050.984420.000000.00000
1592014.11.12 00:00modify380.050.984421.012220.00000
1602014.11.20 00:00modify380.050.984420.984220.00000
1612014.11.20 00:00modify370.050.984420.984220.96774
1622014.11.21 00:00modify380.050.984420.982510.00000
1632014.11.21 00:00modify370.050.984420.982510.96774
1642014.11.24 00:00s/l370.050.982510.982510.967746.5110003.99
1652014.11.24 00:00s/l380.050.982510.982510.000006.5110010.50
1662014.12.01 00:00sell390.050.967920.000000.00000
1672014.12.01 00:00modify390.050.967920.996740.95063
1682014.12.01 00:00sell400.050.967920.000000.00000
1692014.12.01 00:00modify400.050.967920.996740.00000
1702014.12.04 00:00modify400.050.967920.967720.00000
1712014.12.04 00:00modify390.050.967920.967720.95063
1722014.12.04 00:00modify400.050.967920.966910.00000
1732014.12.04 00:00modify390.050.967920.966910.95063
1742014.12.05 00:00t/p390.050.950630.966910.9506367.5510078.05
1752014.12.05 00:00modify400.050.967920.965030.00000
1762014.12.08 00:00modify400.050.967920.962390.00000
1772014.12.09 00:00modify400.050.967920.961190.00000
1782014.12.10 00:00modify400.050.967920.959120.00000
1792014.12.12 00:00s/l400.050.959120.959120.0000033.5410111.60
1802014.12.16 00:00sell410.050.958110.000000.00000
1812014.12.16 00:00modify410.050.958110.986370.94115
1822014.12.16 00:00sell420.050.958110.000000.00000
1832014.12.16 00:00modify420.050.958110.986370.00000
1842014.12.18 00:00modify420.050.958110.957910.00000
1852014.12.18 00:00modify410.050.958110.957910.94115
1862014.12.18 00:00modify420.050.958110.954730.00000
1872014.12.18 00:00modify410.050.958110.954730.94115
1882014.12.19 00:00modify420.050.958110.953480.00000
1892014.12.19 00:00modify410.050.958110.953480.94115
1902014.12.22 00:00modify420.050.958110.952130.00000
1912014.12.22 00:00modify410.050.958110.952130.94115
1922014.12.23 00:00modify420.050.958110.951420.00000
1932014.12.23 00:00modify410.050.958110.951420.94115
1942014.12.24 00:00t/p410.050.941150.951420.9411566.0810177.67
1952014.12.24 00:00modify420.050.958110.949500.00000
1962014.12.26 00:00modify420.050.958110.948920.00000
1972014.12.29 00:00modify420.050.958110.948230.00000
1982014.12.30 00:00s/l420.050.948230.948230.0000037.7010215.37
1992014.12.30 00:00sell430.050.946100.000000.00000
2002014.12.30 00:00modify430.050.946100.970900.93122
2012014.12.30 00:00sell440.050.946100.000000.00000
2022014.12.30 00:00modify440.050.946100.970900.00000
2032014.12.31 23:59close at stop440.050.948330.970900.00000-8.8610206.51
2042014.12.31 23:59close at stop430.050.948330.970900.93122-8.8610197.65