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

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
ПериодДень (D1) 2015.01.02 00:00 - 2017.11.13 23:59 (2015.01.01 - 2018.01.01)
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 истории1746Смоделировано тиков2491Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (17)
Чистая прибыль932.05Общая прибыль1845.68Общий убыток-913.63
Прибыльность2.02Матожидание выигрыша9.32
Абсолютная просадка256.02Максимальная просадка258.12 (2.55%)Относительная просадка2.56% (256.02)
Всего сделок100Короткие позиции (% выигравших)56 (60.71%)Длинные позиции (% выигравших)44 (77.27%)
Прибыльные сделки (% от всех)68 (68.00%)Убыточные сделки (% от всех)32 (32.00%)
Самая большаяприбыльная сделка161.91убыточная сделка-103.01
Средняяприбыльная сделка27.14убыточная сделка-28.55
Максимальное количествонепрерывных выигрышей (прибыль)18 (473.06)непрерывных проигрышей (убыток)4 (-223.47)
Макс.непрерывная прибыль (число выигрышей)473.06 (18)непрерывный убыток (число проигрышей)-223.47 (4)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.06 00:00sell10.050.950570.000000.00000
22015.01.06 00:00modify10.050.950570.974320.93632
32015.01.06 00:00sell20.050.950570.000000.00000
42015.01.06 00:00modify20.050.950570.974320.00000
52015.01.12 00:00s/l10.050.974320.974320.93632-93.999906.01
62015.01.12 00:00s/l20.050.974320.974320.00000-93.999812.03
72015.02.06 00:00sell30.050.969410.000000.00000
82015.02.06 00:00modify30.050.969411.009880.94513
92015.02.06 00:00sell40.050.969410.000000.00000
102015.02.06 00:00modify40.050.969411.009880.00000
112015.02.20 00:00close40.050.973621.009880.00000-17.759794.28
122015.02.20 00:00close30.050.973621.009880.94513-17.759776.53
132015.03.13 00:00sell50.050.977400.000000.00000
142015.03.13 00:00modify50.050.977401.000850.96333
152015.03.13 00:00sell60.050.977400.000000.00000
162015.03.13 00:00modify60.050.977401.000850.00000
172015.03.18 00:00modify60.050.977400.975070.00000
182015.03.18 00:00modify50.050.977400.975070.96333
192015.03.19 00:00s/l50.050.975070.975070.963338.669785.19
202015.03.19 00:00s/l60.050.975070.975070.000008.669793.86
212015.04.09 00:00sell70.050.963930.000000.00000
222015.04.09 00:00modify70.050.963930.991150.94760
232015.04.09 00:00sell80.050.963930.000000.00000
242015.04.09 00:00modify80.050.963930.991150.00000
252015.04.14 00:00modify80.050.963930.962400.00000
262015.04.14 00:00modify70.050.963930.962400.94760
272015.04.15 00:00modify80.050.963930.960420.00000
282015.04.15 00:00modify70.050.963930.960420.94760
292015.04.16 00:00t/p70.050.947600.960420.9476063.699857.55
302015.04.16 00:00modify80.050.963930.956930.00000
312015.04.17 00:00s/l80.050.956930.956930.0000026.889884.43
322015.04.23 00:00sell90.050.948570.000000.00000
332015.04.23 00:00modify90.050.948570.979880.92978
342015.04.23 00:00sell100.050.948570.000000.00000
352015.04.23 00:00modify100.050.948570.979880.00000
362015.04.27 00:00close100.050.952890.979880.00000-17.179867.26
372015.04.27 00:00close90.050.952890.979880.92978-17.179850.09
382015.04.30 00:00sell110.050.961600.000000.00000
392015.04.30 00:00modify110.050.961600.993240.94262
402015.04.30 00:00sell120.050.961600.000000.00000
412015.04.30 00:00modify120.050.961600.993240.00000
422015.05.01 00:00modify120.050.961600.955590.00000
432015.05.01 00:00modify110.050.961600.955590.94262
442015.05.04 00:00s/l110.050.955590.955590.9426223.489873.57
452015.05.04 00:00s/l120.050.955590.955590.0000023.489897.05
462015.06.03 00:00sell130.050.963570.000000.00000
472015.06.03 00:00modify130.050.963570.988610.94855
482015.06.03 00:00sell140.050.963570.000000.00000
492015.06.03 00:00modify140.050.963570.988610.00000
502015.06.05 00:00modify140.050.963570.961770.00000
512015.06.05 00:00modify130.050.963570.961770.94855
522015.06.08 00:00s/l130.050.961770.961770.948556.679903.72
532015.06.08 00:00s/l140.050.961770.961770.000006.679910.39
542015.06.16 00:00sell150.050.956830.000000.00000
552015.06.16 00:00modify150.050.956830.985170.93983
562015.06.16 00:00sell160.050.956830.000000.00000
572015.06.16 00:00modify160.050.956830.985170.00000
582015.06.17 00:00modify160.050.956830.955450.00000
592015.06.17 00:00modify150.050.956830.955450.93983
602015.06.18 00:00modify160.050.956830.953630.00000
612015.06.18 00:00modify150.050.956830.953630.93983
622015.06.19 00:00s/l150.050.953630.953630.9398312.179922.56
632015.06.19 00:00s/l160.050.953630.953630.0000012.179934.73
642015.06.23 00:00sell170.050.950930.000000.00000
652015.06.23 00:00modify170.050.950930.981000.93289
662015.06.23 00:00sell180.050.950930.000000.00000
672015.06.23 00:00modify180.050.950930.981000.00000
682015.06.30 00:00close180.050.952350.981000.00000-6.189928.55
692015.06.30 00:00close170.050.952350.981000.93289-6.189922.37
702015.07.13 00:00sell190.050.941110.000000.00000
712015.07.13 00:00modify190.050.941110.969690.92396
722015.07.13 00:00sell200.050.941110.000000.00000
732015.07.13 00:00modify200.050.941110.969690.00000
742015.07.16 00:00close200.050.952670.969690.00000-45.929876.45
752015.07.16 00:00close190.050.952670.969690.92396-45.929830.53
762015.07.22 00:00sell210.050.960160.000000.00000
772015.07.22 00:00modify210.050.960160.988520.94314
782015.07.22 00:00sell220.050.960160.000000.00000
792015.07.22 00:00modify220.050.960160.988520.00000
802015.07.27 00:00modify220.050.960160.959960.00000
812015.07.27 00:00modify210.050.960160.959960.94314
822015.07.27 00:00modify220.050.960160.954500.00000
832015.07.27 00:00modify210.050.960160.954500.94314
842015.07.28 00:00modify220.050.960160.953590.00000
852015.07.28 00:00modify210.050.960160.953590.94314
862015.07.29 00:00modify220.050.960160.952850.00000
872015.07.29 00:00modify210.050.960160.952850.94314
882015.07.30 00:00t/p210.050.943140.952850.9431466.159896.67
892015.07.30 00:00modify220.050.960160.951300.00000
902015.08.03 00:00s/l220.050.951300.951300.0000033.869930.53
912015.08.31 00:00sell230.050.945330.000000.00000
922015.08.31 00:00modify230.050.945330.977770.92587
932015.08.31 00:00sell240.050.945330.000000.00000
942015.08.31 00:00modify240.050.945330.977770.00000
952015.09.02 00:00t/p230.050.925870.977770.9258776.4210006.95
962015.09.02 00:00modify240.050.945330.945130.00000
972015.09.03 00:00modify240.050.945330.944830.00000
982015.09.04 00:00modify240.050.945330.940720.00000
992015.09.07 00:00modify240.050.945330.936350.00000
1002015.09.08 00:00modify240.050.945330.934680.00000
1012015.09.09 00:00modify240.050.945330.934350.00000
1022015.09.11 00:00s/l240.050.934350.934350.0000042.1110049.07
1032015.09.11 00:00sell250.050.936970.000000.00000
1042015.09.11 00:00modify250.050.936970.970400.91691
1052015.09.11 00:00sell260.050.936970.000000.00000
1062015.09.11 00:00modify260.050.936970.970400.00000
1072015.09.15 00:00close260.050.946830.970400.00000-38.9710010.10
1082015.09.15 00:00close250.050.946830.970400.91691-38.979971.13
1092015.09.16 00:00sell270.050.945930.000000.00000
1102015.09.16 00:00modify270.050.945930.981010.92488
1112015.09.16 00:00sell280.050.945930.000000.00000
1122015.09.16 00:00modify280.050.945930.981010.00000
1132015.09.23 00:00modify280.050.945930.943210.00000
1142015.09.23 00:00modify270.050.945930.943210.92488
1152015.09.24 00:00modify280.050.945930.940720.00000
1162015.09.24 00:00modify270.050.945930.940720.92488
1172015.09.25 00:00modify280.050.945930.940150.00000
1182015.09.25 00:00modify270.050.945930.940150.92488
1192015.09.29 00:00modify280.050.945930.939600.00000
1202015.09.29 00:00modify270.050.945930.939600.92488
1212015.09.30 00:00s/l270.050.939600.939600.9248823.739994.86
1222015.09.30 00:00s/l280.050.939600.939600.0000023.7310018.59
1232015.10.08 00:00sell290.050.940920.000000.00000
1242015.10.08 00:00modify290.050.940920.968780.92420
1252015.10.08 00:00sell300.050.940920.000000.00000
1262015.10.08 00:00modify300.050.940920.968780.00000
1272015.10.20 00:00close300.050.943630.968780.00000-11.5110007.08
1282015.10.20 00:00close290.050.943630.968780.92420-11.519995.57
1292015.11.05 00:00sell310.050.939540.000000.00000
1302015.11.05 00:00modify310.050.939540.967840.92256
1312015.11.05 00:00sell320.050.939540.000000.00000
1322015.11.05 00:00modify320.050.939540.967840.00000
1332015.11.11 00:00modify320.050.939540.938650.00000
1342015.11.11 00:00modify310.050.939540.938650.92256
1352015.11.13 00:00s/l310.050.938650.938650.922562.839998.39
1362015.11.13 00:00s/l320.050.938650.938650.000002.8310001.22
1372015.11.13 00:00sell330.050.947060.000000.00000
1382015.11.13 00:00modify330.050.947060.972870.93157
1392015.11.13 00:00sell340.050.947060.000000.00000
1402015.11.13 00:00modify340.050.947060.972870.00000
1412015.11.30 00:00buy350.050.961160.000000.00000
1422015.11.30 00:00modify350.050.961160.940080.97381
1432015.11.30 00:00buy360.050.961160.000000.00000
1442015.11.30 00:00modify360.050.961160.940080.00000
1452015.12.02 00:00s/l330.050.972870.972870.93157-103.019898.21
1462015.12.02 00:00s/l340.050.972870.972870.00000-103.019795.20
1472015.12.02 00:00t/p350.050.973810.940080.9738149.849845.04
1482015.12.02 00:00modify360.050.961160.961360.00000
1492015.12.02 00:00modify360.050.961160.962390.00000
1502015.12.03 00:00modify360.050.961160.963790.00000
1512015.12.04 00:00modify360.050.961160.966830.00000
1522015.12.07 00:00modify360.050.961160.969020.00000
1532015.12.08 00:00modify360.050.961160.970630.00000
1542015.12.09 00:00modify360.050.961160.971800.00000
1552015.12.10 00:00modify360.050.961160.973350.00000
1562015.12.11 00:00modify360.050.961160.977390.00000
1572015.12.14 00:00modify360.050.961160.978380.00000
1582015.12.15 00:00modify360.050.961160.981630.00000
1592015.12.17 00:00modify360.050.961160.984790.00000
1602015.12.18 00:00modify360.050.961160.985510.00000
1612015.12.21 00:00modify360.050.961160.988310.00000
1622015.12.22 00:00modify360.050.961160.991020.00000
1632015.12.23 00:00modify360.050.961160.993810.00000
1642015.12.24 00:00modify360.050.961160.994110.00000
1652015.12.28 00:00modify360.050.961160.996700.00000
1662015.12.29 00:00modify360.050.961160.998340.00000
1672015.12.30 00:00modify360.050.961161.000230.00000
1682015.12.31 00:00modify360.050.961161.001930.00000
1692016.01.04 00:00modify360.050.961161.002070.00000
1702016.01.05 00:00s/l360.051.002071.002070.00000161.9110006.95
1712016.01.05 00:00buy370.051.003370.000000.00000
1722016.01.05 00:00modify370.051.003370.973921.02104
1732016.01.05 00:00buy380.051.003370.000000.00000
1742016.01.05 00:00modify380.051.003370.973920.00000
1752016.01.15 00:00close380.051.003160.973920.00000-0.5310006.42
1762016.01.15 00:00close370.051.003160.973921.02104-0.5310005.90
1772016.03.17 00:00buy390.050.992030.000000.00000
1782016.03.17 00:00modify390.050.992030.960851.01074
1792016.03.17 00:00buy400.050.992030.000000.00000
1802016.03.17 00:00modify400.050.992030.960850.00000
1812016.03.24 00:00modify400.050.992030.992230.00000
1822016.03.24 00:00modify390.050.992030.992231.01074
1832016.03.25 00:00s/l390.050.992230.992231.010740.9810006.88
1842016.03.25 00:00s/l400.050.992230.992230.000000.9810007.85
1852016.04.07 00:00buy410.050.994060.000000.00000
1862016.04.07 00:00modify410.050.994060.970821.00800
1872016.04.07 00:00buy420.050.994060.000000.00000
1882016.04.07 00:00modify420.050.994060.970820.00000
1892016.04.21 00:00close420.050.986170.970820.00000-30.729977.14
1902016.04.21 00:00close410.050.986170.970821.00800-30.729946.42
1912016.05.06 00:00sell430.050.959500.000000.00000
1922016.05.06 00:00modify430.050.959500.986840.94310
1932016.05.06 00:00sell440.050.959500.000000.00000
1942016.05.06 00:00modify440.050.959500.986840.00000
1952016.05.10 00:00modify440.050.959500.959300.00000
1962016.05.10 00:00modify430.050.959500.959300.94310
1972016.05.11 00:00modify440.050.959500.958990.00000
1982016.05.11 00:00modify430.050.959500.958990.94310
1992016.05.12 00:00modify440.050.959500.957080.00000
2002016.05.12 00:00modify430.050.959500.957080.94310
2012016.05.13 00:00t/p430.050.943100.957080.9431063.9610010.38
2022016.05.13 00:00modify440.050.959500.953880.00000
2032016.05.16 00:00modify440.050.959500.951620.00000
2042016.05.17 00:00modify440.050.959500.950140.00000
2052016.05.19 00:00modify440.050.959500.948820.00000
2062016.05.23 00:00s/l440.050.948820.948820.0000040.7710051.15
2072016.05.23 00:00sell450.050.947010.000000.00000
2082016.05.23 00:00modify450.050.947010.974190.93070
2092016.05.23 00:00sell460.050.947010.000000.00000
2102016.05.23 00:00modify460.050.947010.974190.00000
2112016.05.26 00:00modify460.050.947010.945600.00000
2122016.05.26 00:00modify450.050.947010.945600.93070
2132016.05.27 00:00modify460.050.947010.944650.00000
2142016.05.27 00:00modify450.050.947010.944650.93070
2152016.05.30 00:00modify460.050.947010.943050.00000
2162016.05.30 00:00modify450.050.947010.943050.93070
2172016.05.31 00:00modify460.050.947010.942560.00000
2182016.05.31 00:00modify450.050.947010.942560.93070
2192016.06.01 00:00s/l450.050.942560.942560.9307016.7510067.90
2202016.06.01 00:00s/l460.050.942560.942560.0000016.7510084.65
2212016.06.01 00:00sell470.050.946720.000000.00000
2222016.06.01 00:00modify470.050.946720.970310.93257
2232016.06.01 00:00sell480.050.946720.000000.00000
2242016.06.01 00:00modify480.050.946720.970310.00000
2252016.06.07 00:00modify480.050.946720.946200.00000
2262016.06.07 00:00modify470.050.946720.946200.93257
2272016.06.08 00:00s/l470.050.946200.946200.932571.4610086.11
2282016.06.08 00:00s/l480.050.946200.946200.000001.4610087.57
2292016.07.18 00:00buy490.050.982970.000000.00000
2302016.07.18 00:00modify490.050.982970.952241.00141
2312016.07.18 00:00buy500.050.982970.000000.00000
2322016.07.18 00:00modify500.050.982970.952240.00000
2332016.07.25 00:00close500.050.979260.952240.00000-14.4410073.13
2342016.07.25 00:00close490.050.979260.952241.00141-14.4410058.70
2352016.07.29 00:00buy510.050.986670.000000.00000
2362016.07.29 00:00modify510.050.986670.960491.00238
2372016.07.29 00:00buy520.050.986670.000000.00000
2382016.07.29 00:00modify520.050.986670.960490.00000
2392016.08.03 00:00modify520.050.986670.986870.00000
2402016.08.03 00:00modify510.050.986670.986871.00238
2412016.08.03 00:00modify520.050.986670.987460.00000
2422016.08.03 00:00modify510.050.986670.987461.00238
2432016.08.05 00:00modify520.050.986670.988060.00000
2442016.08.05 00:00modify510.050.986670.988061.00238
2452016.08.08 00:00t/p510.051.002380.988061.0023862.0410120.73
2462016.08.08 00:00modify520.050.986670.991600.00000
2472016.08.09 00:00modify520.050.986670.994040.00000
2482016.08.10 00:00modify520.050.986670.995820.00000
2492016.08.11 00:00modify520.050.986670.996990.00000
2502016.08.15 00:00s/l520.050.996990.996990.0000040.9910161.72
2512016.08.15 00:00buy530.050.991740.000000.00000
2522016.08.15 00:00modify530.050.991740.966811.00670
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