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

СимволAUDUSD (Australian Dollar vs US Dollar)
ПериодДень (D1) 2015.01.02 00:00 - 2015.12.31 23:59 (2015.01.01 - 2016.01.01)
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 прибыль283.99Общая прибыль817.33Общий убыток-533.34
Прибыльность1.53Матожидание выигрыша6.45
Абсолютная просадка154.33Максимальная просадка326.05 (3.08%)Относительная просадка3.08% (326.05)
Всего сделок44Короткие позиции (% выигравших)32 (50.00%)Длинные позиции (% выигравших)12 (66.67%)
Прибыльные сделки (% от всех)24 (54.55%)Убыточные сделки (% от всех)20 (45.45%)
Самая большаяприбыльная сделка165.47убыточная сделка-57.77
Средняяприбыльная сделка34.06убыточная сделка-26.67
Максимальное количествонепрерывных выигрышей (прибыль)8 (422.04)непрерывных проигрышей (убыток)4 (-108.76)
Макс.непрерывная прибыль (число выигрышей)422.04 (8)непрерывный убыток (число проигрышей)-115.54 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.09 00:00sell10.050.812200.000000.00000
22015.01.09 00:00modify10.050.812200.833830.79057
32015.01.09 00:00sell20.050.812200.000000.00000
42015.01.09 00:00modify20.050.812200.833830.00000
52015.01.12 00:00close20.050.821070.833830.00000-44.419955.59
62015.01.12 00:00close10.050.821070.833830.79057-44.419911.18
72015.01.13 00:00sell30.050.815560.000000.00000
82015.01.13 00:00modify30.050.815560.836930.79419
92015.01.13 00:00sell40.050.815560.000000.00000
102015.01.13 00:00modify40.050.815560.836930.00000
112015.01.22 00:00modify40.050.815560.815360.00000
122015.01.22 00:00modify30.050.815560.815360.79419
132015.01.26 00:00t/p30.050.794190.815360.79419106.0810017.26
142015.02.02 00:00modify40.050.815560.814690.00000
152015.02.03 00:00modify40.050.815560.812950.00000
162015.02.04 00:00modify40.050.815560.810440.00000
172015.02.05 00:00modify40.050.815560.808120.00000
182015.02.06 00:00modify40.050.815560.806230.00000
192015.02.09 00:00modify40.050.815560.804400.00000
202015.02.10 00:00modify40.050.815560.802410.00000
212015.02.11 00:00modify40.050.815560.800890.00000
222015.02.12 00:00modify40.050.815560.799450.00000
232015.02.13 00:00modify40.050.815560.798160.00000
242015.02.16 00:00modify40.050.815560.796730.00000
252015.02.17 00:00modify40.050.815560.795050.00000
262015.02.18 00:00modify40.050.815560.793590.00000
272015.02.19 00:00modify40.050.815560.792340.00000
282015.02.20 00:00modify40.050.815560.791320.00000
292015.02.23 00:00modify40.050.815560.790700.00000
302015.02.24 00:00modify40.050.815560.790070.00000
312015.02.25 00:00modify40.050.815560.789360.00000
322015.02.26 00:00s/l40.050.789360.789360.00000128.2610145.52
332015.02.26 00:00sell50.050.788460.000000.00000
342015.02.26 00:00modify50.050.788460.817390.75953
352015.02.26 00:00sell60.050.788460.000000.00000
362015.02.26 00:00modify60.050.788460.817390.00000
372015.02.27 00:00modify60.050.788460.788260.00000
382015.02.27 00:00modify50.050.788460.788260.75953
392015.03.02 00:00modify60.050.788460.788100.00000
402015.03.02 00:00modify50.050.788460.788100.75953
412015.03.04 00:00modify60.050.788460.787640.00000
422015.03.04 00:00modify50.050.788460.787640.75953
432015.03.05 00:00modify60.050.788460.787190.00000
442015.03.05 00:00modify50.050.788460.787190.75953
452015.03.06 00:00modify60.050.788460.786490.00000
462015.03.06 00:00modify50.050.788460.786490.75953
472015.03.09 00:00modify60.050.788460.786190.00000
482015.03.09 00:00modify50.050.788460.786190.75953
492015.03.10 00:00modify60.050.788460.785920.00000
502015.03.10 00:00modify50.050.788460.785920.75953
512015.03.11 00:00modify60.050.788460.785420.00000
522015.03.11 00:00modify50.050.788460.785420.75953
532015.03.12 00:00t/p50.050.759530.785420.75953143.8210289.34
542015.03.12 00:00modify60.050.788460.784480.00000
552015.03.13 00:00modify60.050.788460.783560.00000
562015.03.16 00:00modify60.050.788460.782140.00000
572015.03.17 00:00modify60.050.788460.780580.00000
582015.03.18 00:00modify60.050.788460.779900.00000
592015.03.19 00:00s/l60.050.779900.779900.0000041.5510330.89
602015.03.19 00:00sell70.050.774160.000000.00000
612015.03.19 00:00modify70.050.774160.802560.74576
622015.03.19 00:00sell80.050.774160.000000.00000
632015.03.19 00:00modify80.050.774160.802560.00000
642015.03.20 00:00modify80.050.774160.773960.00000
652015.03.20 00:00modify70.050.774160.773960.74576
662015.03.23 00:00s/l70.050.773960.773960.745760.8810331.77
672015.03.23 00:00s/l80.050.773960.773960.000000.8810332.65
682015.04.06 00:00sell90.050.763530.000000.00000
692015.04.06 00:00modify90.050.763530.796460.73060
702015.04.06 00:00sell100.050.763530.000000.00000
712015.04.06 00:00modify100.050.763530.796460.00000
722015.04.15 00:00modify100.050.763530.763330.00000
732015.04.15 00:00modify90.050.763530.763330.73060
742015.04.16 00:00s/l90.050.763330.763330.730600.2910332.94
752015.04.16 00:00s/l100.050.763330.763330.000000.2910333.22
762015.04.16 00:00sell110.050.767600.000000.00000
772015.04.16 00:00modify110.050.767600.799720.73548
782015.04.16 00:00sell120.050.767600.000000.00000
792015.04.16 00:00modify120.050.767600.799720.00000
802015.04.22 00:00close120.050.770950.799720.00000-16.9910316.23
812015.04.22 00:00close110.050.770950.799720.73548-16.9910299.25
822015.05.01 00:00buy130.050.790470.000000.00000
832015.05.01 00:00modify130.050.790470.758010.82293
842015.05.01 00:00buy140.050.790470.000000.00000
852015.05.01 00:00modify140.050.790470.758010.00000
862015.05.04 00:00close140.050.782990.758010.00000-37.3910261.85
872015.05.04 00:00close130.050.782990.758010.82293-37.3910224.46
882015.05.08 00:00buy150.050.791080.000000.00000
892015.05.08 00:00modify150.050.791080.758030.82413
902015.05.08 00:00buy160.050.791080.000000.00000
912015.05.08 00:00modify160.050.791080.758030.00000
922015.05.11 00:00modify160.050.791080.791280.00000
932015.05.11 00:00modify150.050.791080.791280.82413
942015.05.12 00:00s/l150.050.791280.791280.824131.0110225.47
952015.05.12 00:00s/l160.050.791280.791280.000001.0110226.48
962015.05.12 00:00buy170.050.788920.000000.00000
972015.05.12 00:00modify170.050.788920.756570.82127
982015.05.12 00:00buy180.050.788920.000000.00000
992015.05.12 00:00modify180.050.788920.756570.00000
1002015.05.13 00:00modify180.050.788920.789120.00000
1012015.05.13 00:00modify170.050.788920.789120.82127
1022015.05.21 00:00s/l170.050.789120.789120.821271.0710227.55
1032015.05.21 00:00s/l180.050.789120.789120.000001.0710228.61
1042015.06.03 00:00sell190.050.777080.000000.00000
1052015.06.03 00:00modify190.050.777080.806520.74764
1062015.06.03 00:00sell200.050.777080.000000.00000
1072015.06.03 00:00modify200.050.777080.806520.00000
1082015.06.05 00:00modify200.050.777080.776880.00000
1092015.06.05 00:00modify190.050.777080.776880.74764
1102015.06.11 00:00s/l190.050.776880.776880.747640.4110229.02
1112015.06.11 00:00s/l200.050.776880.776880.000000.4110229.42
1122015.06.16 00:00sell210.050.776430.000000.00000
1132015.06.16 00:00modify210.050.776430.805380.74748
1142015.06.16 00:00sell220.050.776430.000000.00000
1152015.06.16 00:00modify220.050.776430.805380.00000
1162015.06.19 00:00close220.050.779770.805380.00000-17.0010212.43
1172015.06.19 00:00close210.050.779770.805380.74748-17.0010195.43
1182015.06.22 00:00sell230.050.776480.000000.00000
1192015.06.22 00:00modify230.050.776480.806280.74668
1202015.06.22 00:00sell240.050.776480.000000.00000
1212015.06.22 00:00modify240.050.776480.806280.00000
1222015.06.25 00:00modify240.050.776480.776280.00000
1232015.06.25 00:00modify230.050.776480.776280.74668
1242015.07.02 00:00modify240.050.776480.775810.00000
1252015.07.02 00:00modify230.050.776480.775810.74668
1262015.07.03 00:00modify240.050.776480.775300.00000
1272015.07.03 00:00modify230.050.776480.775300.74668
1282015.07.06 00:00modify240.050.776480.775020.00000
1292015.07.06 00:00modify230.050.776480.775020.74668
1302015.07.07 00:00t/p230.050.746680.775020.74668148.1110343.54
1312015.07.07 00:00modify240.050.776480.774330.00000
1322015.07.08 00:00modify240.050.776480.773600.00000
1332015.07.09 00:00modify240.050.776480.772130.00000
1342015.07.10 00:00modify240.050.776480.770630.00000
1352015.07.13 00:00modify240.050.776480.768910.00000
1362015.07.14 00:00modify240.050.776480.767160.00000
1372015.07.15 00:00modify240.050.776480.765640.00000
1382015.07.16 00:00modify240.050.776480.764180.00000
1392015.07.17 00:00modify240.050.776480.762600.00000
1402015.07.20 00:00modify240.050.776480.761420.00000
1412015.07.21 00:00modify240.050.776480.759840.00000
1422015.07.22 00:00modify240.050.776480.758530.00000
1432015.07.23 00:00modify240.050.776480.757150.00000
1442015.07.24 00:00modify240.050.776480.755790.00000
1452015.07.27 00:00modify240.050.776480.754870.00000
1462015.07.28 00:00modify240.050.776480.753710.00000
1472015.07.29 00:00modify240.050.776480.752470.00000
1482015.07.30 00:00modify240.050.776480.750850.00000
1492015.07.31 00:00modify240.050.776480.749230.00000
1502015.08.03 00:00modify240.050.776480.748180.00000
1512015.08.04 00:00modify240.050.776480.746930.00000
1522015.08.05 00:00modify240.050.776480.745750.00000
1532015.08.06 00:00modify240.050.776480.744710.00000
1542015.08.07 00:00modify240.050.776480.743630.00000
1552015.08.10 00:00modify240.050.776480.743270.00000
1562015.08.11 00:00modify240.050.776480.742780.00000
1572015.08.12 00:00s/l240.050.742780.742780.00000165.4710509.00
1582015.08.14 00:00sell250.050.735630.000000.00000
1592015.08.14 00:00modify250.050.735630.762910.70835
1602015.08.14 00:00sell260.050.735630.000000.00000
1612015.08.14 00:00modify260.050.735630.762910.00000
1622015.08.18 00:00close260.050.737070.762910.00000-7.3210501.68
1632015.08.18 00:00close250.050.737070.762910.70835-7.3210494.36
1642015.08.28 00:00sell270.050.716360.000000.00000
1652015.08.28 00:00modify270.050.716360.746480.68624
1662015.08.28 00:00sell280.050.716360.000000.00000
1672015.08.28 00:00modify280.050.716360.746480.00000
1682015.08.31 00:00modify280.050.716360.716160.00000
1692015.08.31 00:00modify270.050.716360.716160.68624
1702015.09.01 00:00s/l270.050.716160.716160.686240.8810495.25
1712015.09.01 00:00s/l280.050.716160.716160.000000.8810496.13
1722015.09.09 00:00sell290.050.701570.000000.00000
1732015.09.09 00:00modify290.050.701570.730410.67273
1742015.09.09 00:00sell300.050.701570.000000.00000
1752015.09.09 00:00modify300.050.701570.730410.00000
1762015.09.14 00:00close300.050.708050.730410.00000-32.7010463.43
1772015.09.14 00:00close290.050.708050.730410.67273-32.7010430.73
1782015.09.15 00:00sell310.050.713500.000000.00000
1792015.09.15 00:00modify310.050.713500.742600.68440
1802015.09.15 00:00sell320.050.713500.000000.00000
1812015.09.15 00:00modify320.050.713500.742600.00000
1822015.09.18 00:00close320.050.717160.742600.00000-18.6010412.13
1832015.09.18 00:00close310.050.717160.742600.68440-18.6010393.54
1842015.09.21 00:00sell330.050.718360.000000.00000
1852015.09.21 00:00modify330.050.718360.749290.68743
1862015.09.21 00:00sell340.050.718360.000000.00000
1872015.09.21 00:00modify340.050.718360.749290.00000
1882015.09.22 00:00modify340.050.718360.716890.00000
1892015.09.22 00:00modify330.050.718360.716890.68743
1902015.09.28 00:00modify340.050.718360.716390.00000
1912015.09.28 00:00modify330.050.718360.716390.68743
1922015.09.29 00:00modify340.050.718360.715310.00000
1932015.09.29 00:00modify330.050.718360.715310.68743
1942015.09.30 00:00modify340.050.718360.714460.00000
1952015.09.30 00:00modify330.050.718360.714460.68743
1962015.10.01 00:00modify340.050.718360.713670.00000
1972015.10.01 00:00modify330.050.718360.713670.68743
1982015.10.02 00:00modify340.050.718360.712700.00000
1992015.10.02 00:00modify330.050.718360.712700.68743
2002015.10.05 00:00modify340.050.718360.711740.00000
2012015.10.05 00:00modify330.050.718360.711740.68743
2022015.10.06 00:00modify340.050.718360.711080.00000
2032015.10.06 00:00modify330.050.718360.711080.68743
2042015.10.07 00:00s/l330.050.711080.711080.6874335.4510428.98
2052015.10.07 00:00s/l340.050.711080.711080.0000035.4510464.43
2062015.10.07 00:00sell350.050.716340.000000.00000
2072015.10.07 00:00modify350.050.716340.742620.69006
2082015.10.07 00:00sell360.050.716340.000000.00000
2092015.10.07 00:00modify360.050.716340.742620.00000
2102015.10.15 00:00buy370.050.729820.000000.00000
2112015.10.15 00:00modify370.050.729820.702290.75735
2122015.10.15 00:00buy380.050.729820.000000.00000
2132015.10.15 00:00modify380.050.729820.702290.00000
2142015.10.16 00:00modify380.050.729820.730020.00000
2152015.10.16 00:00modify370.050.729820.730020.75735
2162015.10.19 00:00s/l370.050.730020.730020.757351.0110465.44
2172015.10.19 00:00s/l380.050.730020.730020.000001.0110466.46
2182015.10.28 00:00close360.050.720080.742620.00000-19.9510446.51
2192015.10.28 00:00close350.050.720080.742620.69006-19.9510426.56
2202015.11.02 00:00sell390.050.711950.000000.00000
2212015.11.02 00:00modify390.050.711950.737590.68631
2222015.11.02 00:00sell400.050.711950.000000.00000
2232015.11.02 00:00modify400.050.711950.737590.00000
2242015.11.05 00:00close400.050.714800.737590.00000-14.5510412.01
2252015.11.05 00:00close390.050.714800.737590.68631-14.5510397.46
2262015.12.08 00:00buy410.050.726670.000000.00000
2272015.12.08 00:00modify410.050.726670.705280.74806
2282015.12.08 00:00buy420.050.726670.000000.00000
2292015.12.08 00:00modify420.050.726670.705280.00000
2302015.12.11 00:00modify420.050.726670.726870.00000
2312015.12.11 00:00modify410.050.726670.726870.74806
2322015.12.14 00:00s/l410.050.726870.726870.748061.0410398.50
2332015.12.14 00:00s/l420.050.726870.726870.000001.0410399.53
2342015.12.15 00:00buy430.050.724200.000000.00000
2352015.12.15 00:00modify430.050.724200.700210.74819
2362015.12.15 00:00buy440.050.724200.000000.00000
2372015.12.15 00:00modify440.050.724200.700210.00000
2382015.12.18 00:00close440.050.712640.700210.00000-57.7710341.76
2392015.12.18 00:00close430.050.712640.700210.74819-57.7710283.99