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

СимволAUDUSD (Australian Dollar vs US Dollar)
ПериодДень (D1) 2012.01.02 00:00 - 2012.12.31 23:59 (2012.01.01 - 2013.01.01)
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 прибыль552.02Общая прибыль1104.58Общий убыток-552.56
Прибыльность2.00Матожидание выигрыша12.00
Абсолютная просадка55.59Максимальная просадка518.44 (4.75%)Относительная просадка4.75% (518.44)
Всего сделок46Короткие позиции (% выигравших)20 (60.00%)Длинные позиции (% выигравших)26 (53.85%)
Прибыльные сделки (% от всех)26 (56.52%)Убыточные сделки (% от всех)20 (43.48%)
Самая большаяприбыльная сделка225.42убыточная сделка-119.37
Средняяприбыльная сделка42.48убыточная сделка-27.63
Максимальное количествонепрерывных выигрышей (прибыль)10 (413.75)непрерывных проигрышей (убыток)10 (-395.46)
Макс.непрерывная прибыль (число выигрышей)413.75 (10)непрерывный убыток (число проигрышей)-395.46 (10)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.06 00:00buy10.051.026420.000000.00000
22012.01.06 00:00modify10.051.026420.990511.06233
32012.01.06 00:00buy20.051.026420.000000.00000
42012.01.06 00:00modify20.051.026420.990510.00000
52012.01.09 00:00close20.051.020860.990510.00000-27.799972.21
62012.01.09 00:00close10.051.020860.990511.06233-27.799944.41
72012.01.10 00:00buy30.051.023980.000000.00000
82012.01.10 00:00modify30.051.023980.990441.05752
92012.01.10 00:00buy40.051.023980.000000.00000
102012.01.10 00:00modify40.051.023980.990440.00000
112012.01.11 00:00modify40.051.023981.024180.00000
122012.01.11 00:00modify30.051.023981.024181.05752
132012.01.16 00:00s/l30.051.024181.024181.057521.049945.45
142012.01.16 00:00s/l40.051.024181.024180.000001.049946.48
152012.01.17 00:00buy50.051.031420.000000.00000
162012.01.17 00:00modify50.051.031421.000651.06219
172012.01.17 00:00buy60.051.031420.000000.00000
182012.01.17 00:00modify60.051.031421.000650.00000
192012.01.18 00:00modify60.051.031421.031620.00000
202012.01.18 00:00modify50.051.031421.031621.06219
212012.01.27 00:00t/p50.051.062191.031621.06219153.9210100.41
222012.02.01 00:00modify60.051.031421.033530.00000
232012.02.02 00:00modify60.051.031421.035710.00000
242012.02.03 00:00modify60.051.031421.037330.00000
252012.02.06 00:00modify60.051.031421.039000.00000
262012.02.07 00:00modify60.051.031421.041120.00000
272012.02.08 00:00modify60.051.031421.043150.00000
282012.02.09 00:00modify60.051.031421.045430.00000
292012.02.10 00:00modify60.051.031421.047270.00000
302012.02.13 00:00modify60.051.031421.049530.00000
312012.02.14 00:00modify60.051.031421.051580.00000
322012.02.15 00:00modify60.051.031421.053400.00000
332012.02.16 00:00modify60.051.031421.054310.00000
342012.02.17 00:00modify60.051.031421.055560.00000
352012.02.20 00:00modify60.051.031421.056450.00000
362012.02.21 00:00modify60.051.031421.057310.00000
372012.02.22 00:00modify60.051.031421.058520.00000
382012.02.23 00:00modify60.051.031421.059310.00000
392012.02.24 00:00modify60.051.031421.060380.00000
402012.02.27 00:00modify60.051.031421.060740.00000
412012.02.28 00:00modify60.051.031421.060900.00000
422012.02.29 00:00modify60.051.031421.061600.00000
432012.03.01 00:00modify60.051.031421.062080.00000
442012.03.02 00:00modify60.051.031421.062980.00000
452012.03.05 00:00modify60.051.031421.063870.00000
462012.03.06 00:00modify60.051.031421.064470.00000
472012.03.07 00:00s/l60.051.064471.064470.00000165.5510265.96
482012.03.07 00:00buy70.051.055360.000000.00000
492012.03.07 00:00modify70.051.055361.023611.08711
502012.03.07 00:00buy80.051.055360.000000.00000
512012.03.07 00:00modify80.051.055361.023610.00000
522012.03.09 00:00modify80.051.055361.055560.00000
532012.03.09 00:00modify70.051.055361.055561.08711
542012.03.13 00:00s/l70.051.055561.055561.087111.0410266.99
552012.03.13 00:00s/l80.051.055561.055560.000001.0410268.03
562012.03.26 00:00sell90.051.046140.000000.00000
572012.03.26 00:00modify90.051.046141.079421.01286
582012.03.26 00:00sell100.051.046140.000000.00000
592012.03.26 00:00modify100.051.046141.079420.00000
602012.03.29 00:00modify100.051.046141.045940.00000
612012.03.29 00:00modify90.051.046141.045941.01286
622012.04.04 00:00s/l90.051.045941.045941.012860.4610268.49
632012.04.04 00:00s/l100.051.045941.045940.000000.4610268.96
642012.04.09 00:00sell110.051.029550.000000.00000
652012.04.09 00:00modify110.051.029551.061760.99734
662012.04.09 00:00sell120.051.029550.000000.00000
672012.04.09 00:00modify120.051.029551.061760.00000
682012.04.12 00:00close120.051.029881.061760.00000-1.9510267.01
692012.04.12 00:00close110.051.029881.061760.99734-1.9510265.06
702012.04.13 00:00sell130.051.043840.000000.00000
712012.04.13 00:00modify130.051.043841.076151.01153
722012.04.13 00:00sell140.051.043840.000000.00000
732012.04.13 00:00modify140.051.043841.076150.00000
742012.04.16 00:00modify140.051.043841.043640.00000
752012.04.16 00:00modify130.051.043841.043641.01153
762012.04.17 00:00modify140.051.043841.043510.00000
772012.04.17 00:00modify130.051.043841.043511.01153
782012.04.19 00:00modify140.051.043841.043180.00000
792012.04.19 00:00modify130.051.043841.043181.01153
802012.04.20 00:00modify140.051.043841.042700.00000
812012.04.20 00:00modify130.051.043841.042701.01153
822012.04.23 00:00modify140.051.043841.042480.00000
832012.04.23 00:00modify130.051.043841.042481.01153
842012.04.24 00:00modify140.051.043841.042060.00000
852012.04.24 00:00modify130.051.043841.042061.01153
862012.04.25 00:00modify140.051.043841.041480.00000
872012.04.25 00:00modify130.051.043841.041481.01153
882012.04.26 00:00modify140.051.043841.041260.00000
892012.04.26 00:00modify130.051.043841.041261.01153
902012.04.27 00:00modify140.051.043841.040650.00000
912012.04.27 00:00modify130.051.043841.040651.01153
922012.04.30 00:00s/l130.051.040651.040651.0115315.0610280.12
932012.04.30 00:00s/l140.051.040651.040650.0000015.0610295.18
942012.05.01 00:00sell150.051.042890.000000.00000
952012.05.01 00:00modify150.051.042891.070221.01556
962012.05.01 00:00sell160.051.042890.000000.00000
972012.05.01 00:00modify160.051.042891.070220.00000
982012.05.02 00:00modify160.051.042891.042690.00000
992012.05.02 00:00modify150.051.042891.042691.01556
1002012.05.02 00:00modify160.051.042891.039740.00000
1012012.05.02 00:00modify150.051.042891.039741.01556
1022012.05.07 00:00t/p150.051.015561.039741.01556136.2910431.47
1032012.05.08 00:00modify160.051.042891.039640.00000
1042012.05.09 00:00modify160.051.042891.038770.00000
1052012.05.10 00:00modify160.051.042891.037370.00000
1062012.05.11 00:00modify160.051.042891.036190.00000
1072012.05.14 00:00modify160.051.042891.034570.00000
1082012.05.15 00:00modify160.051.042891.032570.00000
1092012.05.16 00:00modify160.051.042891.030920.00000
1102012.05.17 00:00modify160.051.042891.028960.00000
1112012.05.18 00:00modify160.051.042891.026710.00000
1122012.05.21 00:00modify160.051.042891.024470.00000
1132012.05.22 00:00modify160.051.042891.022230.00000
1142012.05.23 00:00modify160.051.042891.019960.00000
1152012.05.24 00:00modify160.051.042891.017550.00000
1162012.05.25 00:00modify160.051.042891.015790.00000
1172012.05.28 00:00modify160.051.042891.013420.00000
1182012.05.29 00:00modify160.051.042891.010780.00000
1192012.05.30 00:00modify160.051.042891.008440.00000
1202012.05.31 00:00modify160.051.042891.006220.00000
1212012.06.01 00:00modify160.051.042891.004810.00000
1222012.06.04 00:00modify160.051.042891.003470.00000
1232012.06.05 00:00modify160.051.042891.001230.00000
1242012.06.06 00:00modify160.051.042890.999350.00000
1252012.06.07 00:00modify160.051.042890.997330.00000
1262012.06.08 00:00s/l160.050.997330.997330.00000225.4210656.89
1272012.06.08 00:00sell170.050.989330.000000.00000
1282012.06.08 00:00modify170.050.989331.022840.95582
1292012.06.08 00:00sell180.050.989330.000000.00000
1302012.06.08 00:00modify180.050.989331.022840.00000
1312012.06.12 00:00modify180.050.989330.989130.00000
1322012.06.12 00:00modify170.050.989330.989130.95582
1332012.06.13 00:00s/l170.050.989130.989130.955820.8210657.71
1342012.06.13 00:00s/l180.050.989130.989130.000000.8210658.53
1352012.06.13 00:00sell190.050.995780.000000.00000
1362012.06.13 00:00modify190.050.995781.031430.96013
1372012.06.13 00:00sell200.050.995780.000000.00000
1382012.06.13 00:00modify200.050.995781.031430.00000
1392012.06.14 00:00modify200.050.995780.993750.00000
1402012.06.14 00:00modify190.050.995780.993750.96013
1412012.06.15 00:00s/l190.050.993750.993750.960139.9110668.45
1422012.06.15 00:00s/l200.050.993750.993750.000009.9110678.36
1432012.06.18 00:00sell210.051.011380.000000.00000
1442012.06.18 00:00modify210.051.011381.047020.97574
1452012.06.18 00:00sell220.051.011380.000000.00000
1462012.06.18 00:00modify220.051.011381.047020.00000
1472012.06.22 00:00modify220.051.011381.011180.00000
1482012.06.22 00:00modify210.051.011381.011180.97574
1492012.06.29 00:00s/l210.051.011181.011180.975740.2310678.58
1502012.06.29 00:00s/l220.051.011181.011180.000000.2310678.81
1512012.07.09 00:00buy230.051.019600.000000.00000
1522012.07.09 00:00modify230.051.019600.988861.05034
1532012.07.09 00:00buy240.051.019600.000000.00000
1542012.07.09 00:00modify240.051.019600.988860.00000
1552012.07.13 00:00close240.051.013740.988860.00000-29.2610649.55
1562012.07.13 00:00close230.051.013740.988861.05034-29.2610620.28
1572012.07.16 00:00buy250.051.024800.000000.00000
1582012.07.16 00:00modify250.051.024800.994551.05505
1592012.07.16 00:00buy260.051.024800.000000.00000
1602012.07.16 00:00modify260.051.024800.994550.00000
1612012.07.18 00:00modify260.051.024801.025000.00000
1622012.07.18 00:00modify250.051.024801.025001.05505
1632012.07.24 00:00s/l250.051.025001.025001.055051.0510621.33
1642012.07.24 00:00s/l260.051.025001.025000.000001.0510622.38
1652012.07.24 00:00buy270.051.025910.000000.00000
1662012.07.24 00:00modify270.051.025910.997161.05466
1672012.07.24 00:00buy280.051.025910.000000.00000
1682012.07.24 00:00modify280.051.025910.997160.00000
1692012.07.27 00:00modify280.051.025911.026110.00000
1702012.07.27 00:00modify270.051.025911.026111.05466
1712012.08.03 00:00t/p270.051.054661.026111.05466143.8210766.20
1722012.08.06 00:00modify280.051.025911.026740.00000
1732012.08.07 00:00modify280.051.025911.028020.00000
1742012.08.08 00:00modify280.051.025911.029240.00000
1752012.08.09 00:00modify280.051.025911.031100.00000
1762012.08.10 00:00modify280.051.025911.032830.00000
1772012.08.13 00:00modify280.051.025911.034330.00000
1782012.08.14 00:00modify280.051.025911.035870.00000
1792012.08.15 00:00modify280.051.025911.037340.00000
1802012.08.16 00:00modify280.051.025911.038680.00000
1812012.08.17 00:00modify280.051.025911.039540.00000
1822012.08.20 00:00modify280.051.025911.040130.00000
1832012.08.21 00:00modify280.051.025911.040800.00000
1842012.08.22 00:00modify280.051.025911.041450.00000
1852012.08.23 00:00s/l280.051.041451.041450.0000077.8910844.09
1862012.08.24 00:00buy290.051.044040.000000.00000
1872012.08.24 00:00modify290.051.044041.020151.06793
1882012.08.24 00:00buy300.051.044040.000000.00000
1892012.08.24 00:00modify300.051.044041.020150.00000
1902012.09.06 00:00s/l290.051.020151.020151.06793-119.3710724.72
1912012.09.06 00:00s/l300.051.020151.020150.00000-119.3710605.35
1922012.09.18 00:00buy310.051.047600.000000.00000
1932012.09.18 00:00modify310.051.047601.021461.07374
1942012.09.18 00:00buy320.051.047600.000000.00000
1952012.09.18 00:00modify320.051.047601.021460.00000
1962012.09.24 00:00close320.051.044421.021460.00000-15.8610589.48
1972012.09.24 00:00close310.051.044421.021461.07374-15.8610573.62
1982012.10.10 00:00sell330.051.020470.000000.00000
1992012.10.10 00:00modify330.051.020471.047800.99314
2002012.10.10 00:00sell340.051.020470.000000.00000
2012012.10.10 00:00modify340.051.020471.047800.00000
2022012.10.15 00:00close340.051.025191.047800.00000-23.9010549.72
2032012.10.15 00:00close330.051.025191.047800.99314-23.9010525.83
2042012.10.17 00:00sell350.051.027420.000000.00000
2052012.10.17 00:00modify350.051.027421.052511.00233
2062012.10.17 00:00sell360.051.027420.000000.00000
2072012.10.17 00:00modify360.051.027421.052510.00000
2082012.10.22 00:00buy370.051.031550.000000.00000
2092012.10.22 00:00modify370.051.031551.007231.05587
2102012.10.22 00:00buy380.051.031550.000000.00000
2112012.10.22 00:00modify380.051.031551.007230.00000
2122012.10.22 00:00close380.051.031481.007230.00000-0.3510525.48
2132012.10.22 00:00close370.051.031481.007231.05587-0.3510525.13
2142012.10.25 00:00close360.051.034951.052510.00000-38.2410486.88
2152012.10.25 00:00close350.051.034951.052511.00233-38.2410448.64
2162012.11.09 00:00buy390.051.040470.000000.00000
2172012.11.09 00:00modify390.051.040471.020111.06083
2182012.11.09 00:00buy400.051.040470.000000.00000
2192012.11.09 00:00modify400.051.040471.020110.00000
2202012.11.14 00:00modify400.051.040471.040670.00000
2212012.11.14 00:00modify390.051.040471.040671.06083
2222012.11.15 00:00s/l390.051.040671.040671.060831.0410449.67
2232012.11.15 00:00s/l400.051.040671.040670.000001.0410450.71
2242012.11.15 00:00buy410.051.037450.000000.00000
2252012.11.15 00:00modify410.051.037451.017391.05751
2262012.11.15 00:00buy420.051.037450.000000.00000
2272012.11.15 00:00modify420.051.037451.017390.00000
2282012.11.19 00:00close420.051.035121.017390.00000-11.6410439.07
2292012.11.19 00:00close410.051.035121.017391.05751-11.6410427.43
2302012.11.22 00:00buy430.051.036880.000000.00000
2312012.11.22 00:00modify430.051.036881.017301.05646
2322012.11.22 00:00buy440.051.036880.000000.00000
2332012.11.22 00:00modify440.051.036881.017300.00000
2342012.11.26 00:00modify440.051.036881.037080.00000
2352012.11.26 00:00modify430.051.036881.037081.05646
2362012.11.30 00:00modify440.051.036881.037490.00000
2372012.11.30 00:00modify430.051.036881.037491.05646
2382012.12.03 00:00modify440.051.036881.037930.00000
2392012.12.03 00:00modify430.051.036881.037931.05646
2402012.12.04 00:00modify440.051.036881.038550.00000
2412012.12.04 00:00modify430.051.036881.038551.05646
2422012.12.05 00:00modify440.051.036881.038840.00000
2432012.12.05 00:00modify430.051.036881.038841.05646
2442012.12.06 00:00modify440.051.036881.039060.00000
2452012.12.06 00:00modify430.051.036881.039061.05646
2462012.12.07 00:00modify440.051.036881.039220.00000
2472012.12.07 00:00modify430.051.036881.039221.05646
2482012.12.10 00:00modify440.051.036881.039730.00000
2492012.12.10 00:00modify430.051.036881.039731.05646
2502012.12.11 00:00modify440.051.036881.040080.00000
2512012.12.11 00:00modify430.051.036881.040081.05646
2522012.12.12 00:00modify440.051.036881.040630.00000
2532012.12.12 00:00modify430.051.036881.040631.05646
2542012.12.13 00:00t/p430.051.056461.040631.0564698.0310525.46
2552012.12.13 00:00modify440.051.036881.041120.00000
2562012.12.14 00:00modify440.051.036881.041600.00000
2572012.12.17 00:00modify440.051.036881.042330.00000
2582012.12.18 00:00modify440.051.036881.043190.00000
2592012.12.19 00:00modify440.051.036881.043810.00000
2602012.12.20 00:00modify440.051.036881.044650.00000
2612012.12.21 00:00modify440.051.036881.045320.00000
2622012.12.24 00:00s/l440.051.045321.045320.0000042.3810567.84
2632012.12.28 00:00sell450.051.037550.000000.00000
2642012.12.28 00:00modify450.051.037551.053931.02117
2652012.12.28 00:00sell460.051.037550.000000.00000
2662012.12.28 00:00modify460.051.037551.053930.00000
2672012.12.31 23:59close at stop460.051.039121.053930.00000-7.9110559.93
2682012.12.31 23:59close at stop450.051.039121.053931.02117-7.9110552.02