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

СимволAUDUSD (Australian Dollar vs US Dollar)
ПериодДень (D1) 2011.01.03 00:00 - 2011.12.30 23:59 (2011.01.01 - 2012.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=401; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=32; TrendMAPer=80; RSILev=20; WPRLev=8; UseForce=false; UseMom=true; UseRSI=false; UseWPR=true; 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=100; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=30; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=16; EADXLevel=10; ExitProfitMinutesADX=6; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=36; EBBDev=2; ExitProfitMinutesBB=20; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=16; EDEMLevel=0.4; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=12; ExitProfitMinutesWPR=6; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=40; ESTODPer=10; ESTOSPer=10; ESTOLevel=40; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=6; ExitProfitMinutesRVI=12; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=4; iIndent=6; iMAPeriod=28; 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=true;
Баров в истории1261Смоделировано тиков1521Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (7)
Чистая прибыль-627.19Общая прибыль1420.76Общий убыток-2047.95
Прибыльность0.69Матожидание выигрыша-10.81
Абсолютная просадка627.19Максимальная просадка1059.06 (10.15%)Относительная просадка10.15% (1059.06)
Всего сделок58Короткие позиции (% выигравших)16 (25.00%)Длинные позиции (% выигравших)42 (52.38%)
Прибыльные сделки (% от всех)26 (44.83%)Убыточные сделки (% от всех)32 (55.17%)
Самая большаяприбыльная сделка261.28убыточная сделка-247.60
Средняяприбыльная сделка54.64убыточная сделка-64.00
Максимальное количествонепрерывных выигрышей (прибыль)8 (436.06)непрерывных проигрышей (убыток)14 (-750.65)
Макс.непрерывная прибыль (число выигрышей)452.82 (2)непрерывный убыток (число проигрышей)-750.65 (14)
Среднийнепрерывный выигрыш4непрерывный проигрыш5
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.01.04 00:00buy10.051.015940.000000.00000
22011.01.04 00:00modify10.051.015940.988331.04355
32011.01.04 00:00buy20.051.015940.000000.00000
42011.01.04 00:00modify20.051.015940.988330.00000
52011.01.10 00:00close20.050.994500.988330.00000-107.169892.84
62011.01.10 00:00close10.050.994500.988331.04355-107.169785.67
72011.01.11 00:00buy30.050.993340.000000.00000
82011.01.11 00:00modify30.050.993340.966421.02026
92011.01.11 00:00buy40.050.993340.000000.00000
102011.01.11 00:00modify40.050.993340.966420.00000
112011.01.14 00:00modify40.050.993340.993540.00000
122011.01.14 00:00modify30.050.993340.993541.02026
132011.01.14 00:00modify40.050.993340.997010.00000
142011.01.14 00:00modify30.050.993340.997011.02026
152011.01.17 00:00s/l30.050.997010.997011.0202618.399804.06
162011.01.17 00:00s/l40.050.997010.997010.0000018.399822.44
172011.01.17 00:00buy50.050.990270.000000.00000
182011.01.17 00:00modify50.050.990270.961131.01941
192011.01.17 00:00buy60.050.990270.000000.00000
202011.01.17 00:00modify60.050.990270.961130.00000
212011.01.19 00:00modify60.050.990270.990470.00000
222011.01.19 00:00modify50.050.990270.990471.01941
232011.01.19 00:00modify60.050.990270.996010.00000
242011.01.19 00:00modify50.050.990270.996011.01941
252011.01.21 00:00s/l50.050.996010.996011.0194128.749851.18
262011.01.21 00:00s/l60.050.996010.996010.0000028.749879.92
272011.01.21 00:00buy70.050.986370.000000.00000
282011.01.21 00:00modify70.050.986370.954571.01817
292011.01.21 00:00buy80.050.986370.000000.00000
302011.01.21 00:00modify80.050.986370.954570.00000
312011.01.25 00:00modify80.050.986370.986570.00000
322011.01.25 00:00modify70.050.986370.986571.01817
332011.01.25 00:00modify80.050.986370.995520.00000
342011.01.25 00:00modify70.050.986370.995521.01817
352011.01.26 00:00s/l70.050.995520.995521.0181745.779925.68
362011.01.26 00:00s/l80.050.995520.995520.0000045.779971.45
372011.02.08 00:00buy90.051.013400.000000.00000
382011.02.08 00:00modify90.051.013400.979361.04744
392011.02.08 00:00buy100.051.013400.000000.00000
402011.02.08 00:00modify100.051.013400.979360.00000
412011.02.11 00:00close100.051.000590.979360.00000-64.029907.43
422011.02.11 00:00close90.051.000590.979361.04744-64.029843.41
432011.02.22 00:00buy110.051.008170.000000.00000
442011.02.22 00:00modify110.051.008170.979821.03652
452011.02.22 00:00buy120.051.008170.000000.00000
462011.02.22 00:00modify120.051.008170.979820.00000
472011.02.28 00:00modify120.051.008171.008370.00000
482011.02.28 00:00modify110.051.008171.008371.03652
492011.03.07 00:00s/l110.051.008371.008371.036521.089844.49
502011.03.07 00:00s/l120.051.008371.008370.000001.089845.57
512011.03.10 00:00buy130.051.010460.000000.00000
522011.03.10 00:00modify130.051.010460.983561.03736
532011.03.10 00:00buy140.051.010460.000000.00000
542011.03.10 00:00modify140.051.010460.983560.00000
552011.03.15 00:00close140.051.010170.983560.00000-1.439844.14
562011.03.15 00:00close130.051.010170.983561.03736-1.439842.70
572011.03.21 00:00sell150.050.995690.000000.00000
582011.03.21 00:00modify150.050.995691.031660.95972
592011.03.21 00:00sell160.050.995690.000000.00000
602011.03.21 00:00modify160.050.995691.031660.00000
612011.03.24 00:00close160.051.012881.031660.00000-86.259756.46
622011.03.24 00:00close150.051.012881.031660.95972-86.259670.21
632011.04.06 00:00buy170.051.032190.000000.00000
642011.04.06 00:00modify170.051.032190.996061.06832
652011.04.06 00:00buy180.051.032190.000000.00000
662011.04.06 00:00modify180.051.032190.996060.00000
672011.04.07 00:00modify180.051.032191.032390.00000
682011.04.07 00:00modify170.051.032191.032391.06832
692011.04.21 00:00t/p170.051.068321.032391.06832180.759850.96
702011.04.25 00:00modify180.051.032191.033450.00000
712011.04.26 00:00modify180.051.032191.035910.00000
722011.04.27 00:00modify180.051.032191.038550.00000
732011.04.28 00:00modify180.051.032191.040880.00000
742011.04.29 00:00modify180.051.032191.043010.00000
752011.05.02 00:00modify180.051.032191.045450.00000
762011.05.03 00:00modify180.051.032191.048160.00000
772011.05.04 00:00modify180.051.032191.051200.00000
782011.05.05 00:00modify180.051.032191.054290.00000
792011.05.06 00:00s/l180.051.054291.054290.00000110.699961.65
802011.05.06 00:00buy190.051.057800.000000.00000
812011.05.06 00:00modify190.051.057801.023901.09170
822011.05.06 00:00buy200.051.057800.000000.00000
832011.05.06 00:00modify200.051.057801.023900.00000
842011.05.09 00:00modify200.051.057801.058000.00000
852011.05.09 00:00modify190.051.057801.058001.09170
862011.05.09 00:00modify200.051.057801.058850.00000
872011.05.09 00:00modify190.051.057801.058851.09170
882011.05.10 00:00modify200.051.057801.059890.00000
892011.05.10 00:00modify190.051.057801.059891.09170
902011.05.12 00:00modify200.051.057801.060350.00000
912011.05.12 00:00modify190.051.057801.060351.09170
922011.05.13 00:00s/l190.051.060351.060351.0917012.799974.44
932011.05.13 00:00s/l200.051.060351.060350.0000012.799987.24
942011.05.18 00:00buy210.051.062520.000000.00000
952011.05.18 00:00modify210.051.062521.022081.10296
962011.05.18 00:00buy220.051.062520.000000.00000
972011.05.18 00:00modify220.051.062521.022080.00000
982011.05.20 00:00modify220.051.062521.062700.00000
992011.05.20 00:00modify210.051.062521.062701.10296
1002011.05.23 00:00s/l210.051.062701.062701.102960.939988.17
1012011.05.23 00:00s/l220.051.062701.062700.000000.939989.10
1022011.05.24 00:00buy230.051.050380.000000.00000
1032011.05.24 00:00modify230.051.050381.009421.09134
1042011.05.24 00:00buy240.051.050380.000000.00000
1052011.05.24 00:00modify240.051.050381.009420.00000
1062011.05.27 00:00modify240.051.050381.050580.00000
1072011.05.27 00:00modify230.051.050381.050581.09134
1082011.05.27 00:00modify240.051.050381.062090.00000
1092011.05.27 00:00modify230.051.050381.062091.09134
1102011.05.30 00:00s/l230.051.062091.062091.0913458.5910047.68
1112011.05.30 00:00s/l240.051.062091.062090.0000058.5910106.27
1122011.06.01 00:00buy250.051.067080.000000.00000
1132011.06.01 00:00modify250.051.067081.025881.10828
1142011.06.01 00:00buy260.051.067080.000000.00000
1152011.06.01 00:00modify260.051.067081.025880.00000
1162011.06.10 00:00close260.051.062271.025880.00000-23.9810082.28
1172011.06.10 00:00close250.051.062271.025881.10828-23.9810058.30
1182011.07.06 00:00buy270.051.069180.000000.00000
1192011.07.06 00:00modify270.051.069181.034611.10375
1202011.07.06 00:00buy280.051.069180.000000.00000
1212011.07.06 00:00modify280.051.069181.034610.00000
1222011.07.08 00:00modify280.051.069181.069380.00000
1232011.07.08 00:00modify270.051.069181.069381.10375
1242011.07.12 00:00s/l270.051.069381.069381.103751.0410059.34
1252011.07.12 00:00s/l280.051.069381.069380.000001.0410060.37
1262011.07.12 00:00buy290.051.065550.000000.00000
1272011.07.12 00:00modify290.051.065551.032471.09863
1282011.07.12 00:00buy300.051.065550.000000.00000
1292011.07.12 00:00modify300.051.065551.032470.00000
1302011.07.14 00:00modify300.051.065551.065750.00000
1312011.07.14 00:00modify290.051.065551.065751.09863
1322011.07.18 00:00s/l290.051.065751.065751.098631.0410061.41
1332011.07.18 00:00s/l300.051.065751.065750.000001.0410062.44
1342011.07.18 00:00buy310.051.062620.000000.00000
1352011.07.18 00:00modify310.051.062621.029541.09570
1362011.07.18 00:00buy320.051.062620.000000.00000
1372011.07.18 00:00modify320.051.062621.029540.00000
1382011.07.20 00:00modify320.051.062621.062820.00000
1392011.07.20 00:00modify310.051.062621.062821.09570
1402011.07.20 00:00modify320.051.062621.065310.00000
1412011.07.20 00:00modify310.051.062621.065311.09570
1422011.07.25 00:00modify320.051.062621.065420.00000
1432011.07.25 00:00modify310.051.062621.065421.09570
1442011.07.26 00:00modify320.051.062621.066030.00000
1452011.07.26 00:00modify310.051.062621.066031.09570
1462011.07.27 00:00t/p310.051.095701.066031.09570165.4510227.90
1472011.07.27 00:00modify320.051.062621.067220.00000
1482011.07.28 00:00modify320.051.062621.068440.00000
1492011.07.29 00:00modify320.051.062621.069500.00000
1502011.08.01 00:00modify320.051.062621.071250.00000
1512011.08.02 00:00modify320.051.062621.073310.00000
1522011.08.03 00:00modify320.051.062621.075120.00000
1532011.08.04 00:00s/l320.051.075121.075120.0000062.6110290.51
1542011.08.04 00:00buy330.051.075300.000000.00000
1552011.08.04 00:00modify330.051.075301.038871.11173
1562011.08.04 00:00buy340.051.075300.000000.00000
1572011.08.04 00:00modify340.051.075301.038870.00000
1582011.08.08 00:00s/l330.051.038871.038871.11173-182.1410108.37
1592011.08.08 00:00s/l340.051.038871.038870.00000-182.149926.24
1602011.08.15 00:00sell350.051.036420.000000.00000
1612011.08.15 00:00modify350.051.036421.086900.98594
1622011.08.15 00:00sell360.051.036420.000000.00000
1632011.08.15 00:00modify360.051.036421.086900.00000
1642011.08.18 00:00close360.051.054801.086900.00000-92.209834.04
1652011.08.18 00:00close350.051.054801.086900.98594-92.209741.84
1662011.08.23 00:00sell370.051.040780.000000.00000
1672011.08.23 00:00modify370.051.040781.096240.98532
1682011.08.23 00:00sell380.051.040780.000000.00000
1692011.08.23 00:00modify380.051.040781.096240.00000
1702011.08.26 00:00close380.051.043111.096240.00000-11.959729.89
1712011.08.26 00:00close370.051.043111.096240.98532-11.959717.95
1722011.09.09 00:00sell390.051.057450.000000.00000
1732011.09.09 00:00modify390.051.057451.095831.01907
1742011.09.09 00:00sell400.051.057450.000000.00000
1752011.09.09 00:00modify400.051.057451.095830.00000
1762011.09.12 00:00modify400.051.057451.057250.00000
1772011.09.12 00:00modify390.051.057451.057251.01907
1782011.09.15 00:00t/p390.051.019071.057251.01907191.549909.49
1792011.09.16 00:00modify400.051.057451.056150.00000
1802011.09.19 00:00modify400.051.057451.054470.00000
1812011.09.20 00:00modify400.051.057451.052670.00000
1822011.09.21 00:00modify400.051.057451.051340.00000
1832011.09.22 00:00modify400.051.057451.050320.00000
1842011.09.23 00:00modify400.051.057451.048420.00000
1852011.09.26 00:00modify400.051.057451.047020.00000
1862011.09.27 00:00modify400.051.057451.044120.00000
1872011.09.28 00:00modify400.051.057451.039330.00000
1882011.09.29 00:00modify400.051.057451.035150.00000
1892011.09.30 00:00modify400.051.057451.031610.00000
1902011.10.03 00:00modify400.051.057451.028880.00000
1912011.10.04 00:00modify400.051.057451.025410.00000
1922011.10.05 00:00modify400.051.057451.022190.00000
1932011.10.06 00:00modify400.051.057451.018360.00000
1942011.10.07 00:00modify400.051.057451.013870.00000
1952011.10.10 00:00modify400.051.057451.010000.00000
1962011.10.11 00:00modify400.051.057451.006990.00000
1972011.10.12 00:00modify400.051.057451.004790.00000
1982011.10.13 00:00s/l400.051.004791.004790.00000261.2810170.77
1992011.10.18 00:00sell410.051.015730.000000.00000
2002011.10.18 00:00modify410.051.015731.076530.95493
2012011.10.18 00:00sell420.051.015730.000000.00000
2022011.10.18 00:00modify420.051.015731.076530.00000
2032011.10.27 00:00buy430.051.039840.000000.00000
2042011.10.27 00:00modify430.051.039840.987031.09265
2052011.10.27 00:00buy440.051.039840.000000.00000
2062011.10.27 00:00modify440.051.039840.987030.00000
2072011.10.27 00:00close440.051.039770.987030.00000-0.3510170.42
2082011.10.27 00:00close430.051.039770.987031.09265-0.3510170.07
2092011.11.01 00:00buy450.051.054210.000000.00000
2102011.11.01 00:00modify450.051.054210.999181.10924
2112011.11.01 00:00buy460.051.054210.000000.00000
2122011.11.01 00:00modify460.051.054210.999180.00000
2132011.11.01 00:00close460.051.054140.999180.00000-0.3510169.72
2142011.11.01 00:00close450.051.054140.999181.10924-0.3510169.37
2152011.11.03 00:00buy470.051.033880.000000.00000
2162011.11.03 00:00modify470.051.033880.978001.08976
2172011.11.03 00:00buy480.051.033880.000000.00000
2182011.11.03 00:00modify480.051.033880.978000.00000
2192011.11.03 00:00close480.051.033810.978000.00000-0.3510169.02
2202011.11.03 00:00close470.051.033810.978001.08976-0.3510168.67
2212011.11.08 00:00buy490.051.037960.000000.00000
2222011.11.08 00:00modify490.051.037960.982741.09318
2232011.11.08 00:00buy500.051.037960.000000.00000
2242011.11.08 00:00modify500.051.037960.982740.00000
2252011.11.08 00:00close500.051.037890.982740.00000-0.3510168.32
2262011.11.08 00:00close490.051.037890.982741.09318-0.3510167.97
2272011.11.09 00:00buy510.051.039150.000000.00000
2282011.11.09 00:00modify510.051.039150.983591.09471
2292011.11.09 00:00buy520.051.039150.000000.00000
2302011.11.09 00:00modify520.051.039150.983590.00000
2312011.11.10 00:00close520.051.013990.983590.00000-125.7810042.18
2322011.11.10 00:00close510.051.013990.983591.09471-125.789916.40
2332011.11.10 00:00modify420.051.015731.015530.00000
2342011.11.10 00:00modify410.051.015731.015530.95493
2352011.11.11 00:00s/l410.051.015531.015530.95493-0.559915.86
2362011.11.11 00:00s/l420.051.015531.015530.00000-0.559915.31
2372011.11.28 00:00sell530.050.982120.000000.00000
2382011.11.28 00:00modify530.050.982121.031580.93266
2392011.11.28 00:00sell540.050.982120.000000.00000
2402011.11.28 00:00modify540.050.982121.031580.00000
2412011.12.01 00:00s/l530.051.031581.031580.93266-247.609667.71
2422011.12.01 00:00s/l540.051.031581.031580.00000-247.609420.11
2432011.12.05 00:00sell550.051.025250.000000.00000
2442011.12.05 00:00modify550.051.025251.076470.97403
2452011.12.05 00:00sell560.051.025250.000000.00000
2462011.12.05 00:00modify560.051.025251.076470.00000
2472011.12.13 00:00modify560.051.025251.025050.00000
2482011.12.13 00:00modify550.051.025251.025050.97403
2492011.12.13 00:00modify560.051.025251.013970.00000
2502011.12.13 00:00modify550.051.025251.013970.97403
2512011.12.14 00:00s/l550.051.013971.013970.9740355.869475.98
2522011.12.14 00:00s/l560.051.013971.013970.0000055.869531.84
2532011.12.19 00:00sell570.050.998540.000000.00000
2542011.12.19 00:00modify570.050.998541.047540.94954
2552011.12.19 00:00sell580.050.998540.000000.00000
2562011.12.19 00:00modify580.050.998541.047540.00000
2572011.12.26 00:00close580.051.014361.047540.00000-79.529452.33
2582011.12.26 00:00close570.051.014361.047540.94954-79.529372.81