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

СимволAUDUSD (Australian Dollar vs US 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=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 истории1260Смоделировано тиков1519Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (7)
Чистая прибыль891.88Общая прибыль1076.87Общий убыток-185.00
Прибыльность5.82Матожидание выигрыша22.30
Абсолютная просадка55.23Максимальная просадка220.75 (2.07%)Относительная просадка2.07% (220.75)
Всего сделок40Короткие позиции (% выигравших)20 (70.00%)Длинные позиции (% выигравших)20 (70.00%)
Прибыльные сделки (% от всех)28 (70.00%)Убыточные сделки (% от всех)12 (30.00%)
Самая большаяприбыльная сделка253.50убыточная сделка-36.00
Средняяприбыльная сделка38.46убыточная сделка-15.42
Максимальное количествонепрерывных выигрышей (прибыль)10 (413.15)непрерывных проигрышей (убыток)6 (-83.20)
Макс.непрерывная прибыль (число выигрышей)413.15 (10)непрерывный убыток (число проигрышей)-83.20 (6)
Среднийнепрерывный выигрыш6непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.07 00:00sell10.050.896650.000000.00000
22014.01.07 00:00modify10.050.896650.920520.87278
32014.01.07 00:00sell20.050.896650.000000.00000
42014.01.07 00:00modify20.050.896650.920520.00000
52014.01.09 00:00modify20.050.896650.896450.00000
62014.01.09 00:00modify10.050.896650.896450.87278
72014.01.13 00:00s/l10.050.896450.896450.872780.6410000.64
82014.01.13 00:00s/l20.050.896450.896450.000000.6410001.29
92014.01.13 00:00sell30.050.899690.000000.00000
102014.01.13 00:00modify30.050.899690.922450.87693
112014.01.13 00:00sell40.050.899690.000000.00000
122014.01.13 00:00modify40.050.899690.922450.00000
132014.01.16 00:00modify40.050.899690.899490.00000
142014.01.16 00:00modify30.050.899690.899490.87693
152014.01.20 00:00t/p30.050.876930.899490.87693113.3810114.67
162014.01.22 00:00modify40.050.899690.898350.00000
172014.01.23 00:00modify40.050.899690.896970.00000
182014.01.24 00:00modify40.050.899690.895910.00000
192014.01.27 00:00modify40.050.899690.894890.00000
202014.01.28 00:00modify40.050.899690.894270.00000
212014.01.29 00:00modify40.050.899690.893100.00000
222014.01.30 00:00modify40.050.899690.891410.00000
232014.01.31 00:00modify40.050.899690.890240.00000
242014.02.03 00:00modify40.050.899690.889430.00000
252014.02.04 00:00modify40.050.899690.888390.00000
262014.02.05 00:00s/l40.050.888390.888390.0000055.1310169.80
272014.03.11 00:00buy50.050.902290.000000.00000
282014.03.11 00:00modify50.050.902290.879910.92467
292014.03.11 00:00buy60.050.902290.000000.00000
302014.03.11 00:00modify60.050.902290.879910.00000
312014.03.18 00:00modify60.050.902290.902490.00000
322014.03.18 00:00modify50.050.902290.902490.92467
332014.03.20 00:00s/l50.050.902490.902490.924671.0710170.87
342014.03.20 00:00s/l60.050.902490.902490.000001.0710171.93
352014.03.20 00:00buy70.050.903280.000000.00000
362014.03.20 00:00modify70.050.903280.879740.92682
372014.03.20 00:00buy80.050.903280.000000.00000
382014.03.20 00:00modify80.050.903280.879740.00000
392014.03.24 00:00modify80.050.903280.903480.00000
402014.03.24 00:00modify70.050.903280.903480.92682
412014.03.28 00:00t/p70.050.926820.903480.92682117.7510289.68
422014.04.02 00:00modify80.050.903280.904930.00000
432014.04.03 00:00modify80.050.903280.906250.00000
442014.04.04 00:00modify80.050.903280.907590.00000
452014.04.07 00:00modify80.050.903280.908730.00000
462014.04.08 00:00modify80.050.903280.909790.00000
472014.04.09 00:00modify80.050.903280.910660.00000
482014.04.10 00:00modify80.050.903280.911890.00000
492014.04.11 00:00modify80.050.903280.912880.00000
502014.04.14 00:00modify80.050.903280.914430.00000
512014.04.15 00:00modify80.050.903280.916080.00000
522014.04.16 00:00modify80.050.903280.917770.00000
532014.04.17 00:00modify80.050.903280.919210.00000
542014.04.18 00:00modify80.050.903280.920760.00000
552014.04.21 00:00modify80.050.903280.921770.00000
562014.04.22 00:00modify80.050.903280.922780.00000
572014.04.23 00:00modify80.050.903280.923430.00000
582014.04.24 00:00modify80.050.903280.924040.00000
592014.04.25 00:00modify80.050.903280.924590.00000
602014.04.28 00:00modify80.050.903280.925370.00000
612014.04.29 00:00s/l80.050.925370.925370.00000110.6810400.36
622014.05.05 00:00buy90.050.928440.000000.00000
632014.05.05 00:00modify90.050.928440.909840.94704
642014.05.05 00:00buy100.050.928440.000000.00000
652014.05.05 00:00modify100.050.928440.909840.00000
662014.05.07 00:00modify100.050.928440.928640.00000
672014.05.07 00:00modify90.050.928440.928640.94704
682014.05.19 00:00modify100.050.928440.929150.00000
692014.05.19 00:00modify90.050.928440.929150.94704
702014.05.20 00:00modify100.050.928440.929700.00000
712014.05.20 00:00modify90.050.928440.929700.94704
722014.05.21 00:00s/l90.050.929700.929700.947046.4010406.76
732014.05.21 00:00s/l100.050.929700.929700.000006.4010413.15
742014.06.17 00:00buy110.050.939950.000000.00000
752014.06.17 00:00modify110.050.939950.923350.95655
762014.06.17 00:00buy120.050.939950.000000.00000
772014.06.17 00:00modify120.050.939950.923350.00000
782014.06.20 00:00close120.050.939480.923350.00000-2.3210410.83
792014.06.20 00:00close110.050.939480.923350.95655-2.3210408.51
802014.06.23 00:00buy130.050.937370.000000.00000
812014.06.23 00:00modify130.050.937370.920630.95411
822014.06.23 00:00buy140.050.937370.000000.00000
832014.06.23 00:00modify140.050.937370.920630.00000
842014.06.24 00:00modify140.050.937370.937570.00000
852014.06.24 00:00modify130.050.937370.937570.95411
862014.06.25 00:00s/l130.050.937570.937570.954111.0110409.52
872014.06.25 00:00s/l140.050.937570.937570.000001.0110410.54
882014.06.25 00:00buy150.050.936590.000000.00000
892014.06.25 00:00modify150.050.936590.918740.95444
902014.06.25 00:00buy160.050.936590.000000.00000
912014.06.25 00:00modify160.050.936590.918740.00000
922014.06.26 00:00modify160.050.936590.936790.00000
932014.06.26 00:00modify150.050.936590.936790.95444
942014.07.04 00:00s/l150.050.936790.936790.954441.0710411.60
952014.07.04 00:00s/l160.050.936790.936790.000001.0710412.67
962014.07.04 00:00buy170.050.934400.000000.00000
972014.07.04 00:00modify170.050.934400.917040.95176
982014.07.04 00:00buy180.050.934400.000000.00000
992014.07.04 00:00modify180.050.934400.917040.00000
1002014.07.09 00:00modify180.050.934400.934600.00000
1012014.07.09 00:00modify170.050.934400.934600.95176
1022014.07.09 00:00modify180.050.934400.936940.00000
1032014.07.09 00:00modify170.050.934400.936940.95176
1042014.07.11 00:00s/l170.050.936940.936940.9517612.7410425.41
1052014.07.11 00:00s/l180.050.936940.936940.0000012.7410438.15
1062014.07.11 00:00buy190.050.939430.000000.00000
1072014.07.11 00:00modify190.050.939430.922050.95681
1082014.07.11 00:00buy200.050.939430.000000.00000
1092014.07.11 00:00modify200.050.939430.922050.00000
1102014.07.16 00:00close200.050.936910.922050.00000-12.5810425.57
1112014.07.16 00:00close190.050.936910.922050.95681-12.5810412.99
1122014.07.17 00:00buy210.050.936740.000000.00000
1132014.07.17 00:00modify210.050.936740.920890.95259
1142014.07.17 00:00buy220.050.936740.000000.00000
1152014.07.17 00:00modify220.050.936740.920890.00000
1162014.07.21 00:00modify220.050.936740.937480.00000
1172014.07.21 00:00modify210.050.936740.937480.95259
1182014.07.22 00:00s/l210.050.937480.937480.952593.7210416.71
1192014.07.22 00:00s/l220.050.937480.937480.000003.7210420.42
1202014.07.28 00:00buy230.050.939470.000000.00000
1212014.07.28 00:00modify230.050.939470.922780.95616
1222014.07.28 00:00buy240.050.939470.000000.00000
1232014.07.28 00:00modify240.050.939470.922780.00000
1242014.07.31 00:00close240.050.932840.922780.00000-33.1210387.30
1252014.07.31 00:00close230.050.932840.922780.95616-33.1210354.18
1262014.08.14 00:00sell250.050.930260.000000.00000
1272014.08.14 00:00modify250.050.930260.946370.91415
1282014.08.14 00:00sell260.050.930260.000000.00000
1292014.08.14 00:00modify260.050.930260.946370.00000
1302014.08.18 00:00close260.050.931360.946370.00000-5.6210348.56
1312014.08.18 00:00close250.050.931360.946370.91415-5.6210342.95
1322014.08.22 00:00sell270.050.930050.000000.00000
1332014.08.22 00:00modify270.050.930050.944850.91525
1342014.08.22 00:00sell280.050.930050.000000.00000
1352014.08.22 00:00modify280.050.930050.944850.00000
1362014.08.25 00:00close280.050.930610.944850.00000-2.8610340.09
1372014.08.25 00:00close270.050.930610.944850.91525-2.8610337.23
1382014.09.17 00:00sell290.050.909380.000000.00000
1392014.09.17 00:00modify290.050.909380.930220.88854
1402014.09.17 00:00sell300.050.909380.000000.00000
1412014.09.17 00:00modify300.050.909380.930220.00000
1422014.09.18 00:00modify300.050.909380.909180.00000
1432014.09.18 00:00modify290.050.909380.909180.88854
1442014.09.23 00:00t/p290.050.888540.909180.88854103.8410441.07
1452014.10.02 00:00modify300.050.909380.908740.00000
1462014.10.03 00:00modify300.050.909380.906230.00000
1472014.10.06 00:00modify300.050.909380.904090.00000
1482014.10.07 00:00modify300.050.909380.902050.00000
1492014.10.08 00:00modify300.050.909380.900590.00000
1502014.10.09 00:00modify300.050.909380.898340.00000
1512014.10.10 00:00modify300.050.909380.896870.00000
1522014.10.13 00:00modify300.050.909380.895860.00000
1532014.10.14 00:00modify300.050.909380.895090.00000
1542014.10.15 00:00modify300.050.909380.893970.00000
1552014.10.16 00:00modify300.050.909380.892250.00000
1562014.10.17 00:00modify300.050.909380.891250.00000
1572014.10.20 00:00modify300.050.909380.889920.00000
1582014.10.21 00:00modify300.050.909380.889470.00000
1592014.10.22 00:00modify300.050.909380.888560.00000
1602014.10.23 00:00modify300.050.909380.887630.00000
1612014.10.24 00:00modify300.050.909380.887030.00000
1622014.10.27 00:00modify300.050.909380.886450.00000
1632014.10.28 00:00modify300.050.909380.885890.00000
1642014.10.29 00:00s/l300.050.885890.885890.00000114.9510556.02
1652014.10.29 00:00sell310.050.885060.000000.00000
1662014.10.29 00:00modify310.050.885060.916490.85363
1672014.10.29 00:00sell320.050.885060.000000.00000
1682014.10.29 00:00modify320.050.885060.916490.00000
1692014.10.30 00:00modify320.050.885060.884890.00000
1702014.10.30 00:00modify310.050.885060.884890.85363
1712014.10.31 00:00s/l310.050.884890.884890.853630.6110556.63
1722014.10.31 00:00s/l320.050.884890.884890.000000.6110557.24
1732014.11.03 00:00sell330.050.875190.000000.00000
1742014.11.03 00:00modify330.050.875190.906040.84434
1752014.11.03 00:00sell340.050.875190.000000.00000
1762014.11.03 00:00modify340.050.875190.906040.00000
1772014.11.04 00:00modify340.050.875190.874990.00000
1782014.11.04 00:00modify330.050.875190.874990.84434
1792014.11.06 00:00s/l330.050.874990.874990.844340.7010557.95
1802014.11.06 00:00s/l340.050.874990.874990.000000.7010558.65
1812014.11.10 00:00sell350.050.864600.000000.00000
1822014.11.10 00:00modify350.050.864600.895630.83357
1832014.11.10 00:00sell360.050.864600.000000.00000
1842014.11.10 00:00modify360.050.864600.895630.00000
1852014.11.13 00:00close360.050.871740.895630.00000-36.0010522.65
1862014.11.13 00:00close350.050.871740.895630.83357-36.0010486.65
1872014.11.14 00:00sell370.050.871910.000000.00000
1882014.11.14 00:00modify370.050.871910.899820.84400
1892014.11.14 00:00sell380.050.871910.000000.00000
1902014.11.14 00:00modify380.050.871910.899820.00000
1912014.11.20 00:00modify380.050.871910.871710.00000
1922014.11.20 00:00modify370.050.871910.871710.84400
1932014.11.24 00:00s/l370.050.871710.871710.844000.5210487.18
1942014.11.24 00:00s/l380.050.871710.871710.000000.5210487.70
1952014.11.24 00:00sell390.050.867590.000000.00000
1962014.11.24 00:00modify390.050.867590.897880.83730
1972014.11.24 00:00sell400.050.867590.000000.00000
1982014.11.24 00:00modify400.050.867590.897880.00000
1992014.11.26 00:00modify400.050.867590.867390.00000
2002014.11.26 00:00modify390.050.867590.867390.83730
2012014.12.05 00:00t/p390.050.837300.867390.83730150.6810638.38
2022014.12.05 00:00modify400.050.867590.866590.00000
2032014.12.08 00:00modify400.050.867590.865110.00000
2042014.12.09 00:00modify400.050.867590.863460.00000
2052014.12.10 00:00modify400.050.867590.861760.00000
2062014.12.11 00:00modify400.050.867590.859740.00000
2072014.12.12 00:00modify400.050.867590.857680.00000
2082014.12.15 00:00modify400.050.867590.855760.00000
2092014.12.16 00:00modify400.050.867590.854150.00000
2102014.12.17 00:00modify400.050.867590.852320.00000
2112014.12.18 00:00modify400.050.867590.850440.00000
2122014.12.19 00:00modify400.050.867590.848460.00000
2132014.12.22 00:00modify400.050.867590.846660.00000
2142014.12.23 00:00modify400.050.867590.844320.00000
2152014.12.24 00:00modify400.050.867590.842440.00000
2162014.12.26 00:00modify400.050.867590.840510.00000
2172014.12.29 00:00modify400.050.867590.838680.00000
2182014.12.30 00:00modify400.050.867590.836770.00000
2192014.12.31 00:00modify400.050.867590.835020.00000
2202014.12.31 23:59close at stop400.050.816450.835020.00000253.5010891.88