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

СимволAUDUSD (Australian Dollar vs US Dollar)
ПериодДень (D1) 2016.01.04 00:00 - 2016.12.30 23:59 (2016.01.01 - 2017.01.01)
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 (8)
Чистая прибыль580.00Общая прибыль873.75Общий убыток-293.75
Прибыльность2.97Матожидание выигрыша13.18
Абсолютная просадка110.47Максимальная просадка463.81 (4.41%)Относительная просадка4.41% (463.81)
Всего сделок44Короткие позиции (% выигравших)18 (66.67%)Длинные позиции (% выигравших)26 (69.23%)
Прибыльные сделки (% от всех)30 (68.18%)Убыточные сделки (% от всех)14 (31.82%)
Самая большаяприбыльная сделка204.18убыточная сделка-51.99
Средняяприбыльная сделка29.13убыточная сделка-20.98
Максимальное количествонепрерывных выигрышей (прибыль)14 (393.76)непрерывных проигрышей (убыток)8 (-186.08)
Макс.непрерывная прибыль (число выигрышей)437.27 (10)непрерывный убыток (число проигрышей)-186.08 (8)
Среднийнепрерывный выигрыш6непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.13 00:00sell10.050.698430.000000.00000
22016.01.13 00:00modify10.050.698430.724470.67239
32016.01.13 00:00sell20.050.698430.000000.00000
42016.01.13 00:00modify20.050.698430.724470.00000
52016.01.18 00:00modify20.050.698430.698230.00000
62016.01.18 00:00modify10.050.698430.698230.67239
72016.01.22 00:00s/l10.050.698230.698230.672390.3510000.35
82016.01.22 00:00s/l20.050.698230.698230.000000.3510000.69
92016.01.25 00:00sell30.050.700410.000000.00000
102016.01.25 00:00modify30.050.700410.728580.67224
112016.01.25 00:00sell40.050.700410.000000.00000
122016.01.25 00:00modify40.050.700410.728580.00000
132016.01.28 00:00close40.050.702510.728580.00000-10.809989.89
142016.01.28 00:00close30.050.702510.728580.67224-10.809979.10
152016.01.29 00:00sell50.050.708170.000000.00000
162016.01.29 00:00modify50.050.708170.739560.67678
172016.01.29 00:00sell60.050.708170.000000.00000
182016.01.29 00:00modify60.050.708170.739560.00000
192016.02.03 00:00modify60.050.708170.705770.00000
202016.02.03 00:00modify50.050.708170.705770.67678
212016.02.04 00:00s/l50.050.705770.705770.6767811.649990.74
222016.02.04 00:00s/l60.050.705770.705770.0000011.6410002.38
232016.02.10 00:00sell70.050.706900.000000.00000
242016.02.10 00:00modify70.050.706900.739120.67468
252016.02.10 00:00sell80.050.706900.000000.00000
262016.02.10 00:00modify80.050.706900.739120.00000
272016.02.17 00:00close80.050.711040.739120.00000-21.129981.27
282016.02.17 00:00close70.050.711040.739120.67468-21.129960.15
292016.02.22 00:00buy90.050.715670.000000.00000
302016.02.22 00:00modify90.050.715670.685350.74599
312016.02.22 00:00buy100.050.715670.000000.00000
322016.02.22 00:00modify100.050.715670.685350.00000
332016.02.23 00:00modify100.050.715670.715870.00000
342016.02.23 00:00modify90.050.715670.715870.74599
352016.02.25 00:00s/l90.050.715870.715870.745991.039961.18
362016.02.25 00:00s/l100.050.715870.715870.000001.039962.21
372016.02.25 00:00buy110.050.719520.000000.00000
382016.02.25 00:00modify110.050.719520.689740.74930
392016.02.25 00:00buy120.050.719520.000000.00000
402016.02.25 00:00modify120.050.719520.689740.00000
412016.03.03 00:00modify120.050.719520.719720.00000
422016.03.03 00:00modify110.050.719520.719720.74930
432016.03.10 00:00t/p110.050.749300.719720.74930148.9810111.19
442016.03.14 00:00modify120.050.719520.720710.00000
452016.03.15 00:00modify120.050.719520.722590.00000
462016.03.16 00:00modify120.050.719520.724110.00000
472016.03.17 00:00modify120.050.719520.726300.00000
482016.03.18 00:00modify120.050.719520.727940.00000
492016.03.21 00:00modify120.050.719520.729140.00000
502016.03.22 00:00modify120.050.719520.730970.00000
512016.03.23 00:00modify120.050.719520.733180.00000
522016.03.24 00:00modify120.050.719520.735000.00000
532016.03.25 00:00modify120.050.719520.736550.00000
542016.03.28 00:00modify120.050.719520.738230.00000
552016.03.29 00:00modify120.050.719520.739230.00000
562016.03.30 00:00modify120.050.719520.740100.00000
572016.03.31 00:00modify120.050.719520.740760.00000
582016.04.01 00:00modify120.050.719520.741650.00000
592016.04.04 00:00modify120.050.719520.743040.00000
602016.04.05 00:00modify120.050.719520.744640.00000
612016.04.06 00:00modify120.050.719520.746030.00000
622016.04.07 00:00modify120.050.719520.747510.00000
632016.04.08 00:00modify120.050.719520.748350.00000
642016.04.11 00:00modify120.050.719520.748710.00000
652016.04.12 00:00modify120.050.719520.749430.00000
662016.04.14 00:00modify120.050.719520.749800.00000
672016.04.15 00:00modify120.050.719520.750410.00000
682016.04.18 00:00modify120.050.719520.751590.00000
692016.04.19 00:00modify120.050.719520.752480.00000
702016.04.20 00:00modify120.050.719520.753600.00000
712016.04.21 00:00modify120.050.719520.754890.00000
722016.04.22 00:00modify120.050.719520.756230.00000
732016.04.25 00:00modify120.050.719520.757910.00000
742016.04.26 00:00modify120.050.719520.759340.00000
752016.04.27 00:00modify120.050.719520.760280.00000
762016.04.28 00:00s/l120.050.760280.760280.00000204.1810315.37
772016.04.28 00:00buy130.050.760300.000000.00000
782016.04.28 00:00modify130.050.760300.731160.78944
792016.04.28 00:00buy140.050.760300.000000.00000
802016.04.28 00:00modify140.050.760300.731160.00000
812016.04.29 00:00modify140.050.760300.761630.00000
822016.04.29 00:00modify130.050.760300.761630.78944
832016.05.02 00:00s/l130.050.761630.761630.789446.6610322.03
842016.05.02 00:00s/l140.050.761630.761630.000006.6610328.69
852016.05.12 00:00sell150.050.737340.000000.00000
862016.05.12 00:00modify150.050.737340.766120.70856
872016.05.12 00:00sell160.050.737340.000000.00000
882016.05.12 00:00modify160.050.737340.766120.00000
892016.05.16 00:00modify160.050.737340.737140.00000
902016.05.16 00:00modify150.050.737340.737140.70856
912016.06.02 00:00modify160.050.737340.736730.00000
922016.06.02 00:00modify150.050.737340.736730.70856
932016.06.03 00:00modify160.050.737340.735470.00000
942016.06.03 00:00modify150.050.737340.735470.70856
952016.06.06 00:00s/l150.050.735470.735470.708567.9810336.68
962016.06.06 00:00s/l160.050.735470.735470.000007.9810344.66
972016.06.06 00:00sell170.050.736800.000000.00000
982016.06.06 00:00modify170.050.736800.758930.71467
992016.06.06 00:00sell180.050.736800.000000.00000
1002016.06.06 00:00modify180.050.736800.758930.00000
1012016.06.15 00:00modify180.050.736800.736160.00000
1022016.06.15 00:00modify170.050.736800.736160.71467
1032016.06.16 00:00s/l170.050.736160.736160.714672.4910347.14
1042016.06.16 00:00s/l180.050.736160.736160.000002.4910349.63
1052016.06.27 00:00buy190.050.741910.000000.00000
1062016.06.27 00:00modify190.050.741910.712880.77094
1072016.06.27 00:00buy200.050.741910.000000.00000
1082016.06.27 00:00modify200.050.741910.712880.00000
1092016.07.05 00:00modify200.050.741910.742110.00000
1102016.07.05 00:00modify190.050.741910.742110.77094
1112016.07.07 00:00s/l190.050.742110.742110.770941.0710350.70
1122016.07.07 00:00s/l200.050.742110.742110.000001.0710351.77
1132016.07.07 00:00buy210.050.751800.000000.00000
1142016.07.07 00:00modify210.050.751800.720480.78312
1152016.07.07 00:00buy220.050.751800.000000.00000
1162016.07.07 00:00modify220.050.751800.720480.00000
1172016.07.11 00:00modify220.050.751800.752000.00000
1182016.07.11 00:00modify210.050.751800.752000.78312
1192016.07.20 00:00s/l210.050.752000.752000.783121.0710352.84
1202016.07.20 00:00s/l220.050.752000.752000.000001.0710353.91
1212016.07.20 00:00buy230.050.750450.000000.00000
1222016.07.20 00:00modify230.050.750450.719260.78164
1232016.07.20 00:00buy240.050.750450.000000.00000
1242016.07.20 00:00modify240.050.750450.719260.00000
1252016.07.25 00:00close240.050.746060.719260.00000-21.9210331.99
1262016.07.25 00:00close230.050.746060.719260.78164-21.9210310.07
1272016.07.26 00:00buy250.050.746890.000000.00000
1282016.07.26 00:00modify250.050.746890.722810.77097
1292016.07.26 00:00buy260.050.746890.000000.00000
1302016.07.26 00:00modify260.050.746890.722810.00000
1312016.07.27 00:00modify260.050.746890.748760.00000
1322016.07.27 00:00modify250.050.746890.748760.77097
1332016.07.28 00:00s/l250.050.748760.748760.770979.3710319.44
1342016.07.28 00:00s/l260.050.748760.748760.000009.3710328.81
1352016.08.15 00:00buy270.050.765530.000000.00000
1362016.08.15 00:00modify270.050.765530.742320.78874
1372016.08.15 00:00buy280.050.765530.000000.00000
1382016.08.15 00:00modify280.050.765530.742320.00000
1392016.08.18 00:00close280.050.765290.742320.00000-1.1710327.64
1402016.08.18 00:00close270.050.765290.742320.78874-1.1710326.47
1412016.08.23 00:00buy290.050.762570.000000.00000
1422016.08.23 00:00modify290.050.762570.737790.78735
1432016.08.23 00:00buy300.050.762570.000000.00000
1442016.08.23 00:00modify300.050.762570.737790.00000
1452016.08.30 00:00close300.050.756700.737790.00000-29.3110297.17
1462016.08.30 00:00close290.050.756700.737790.78735-29.3110267.86
1472016.09.09 00:00buy310.050.764180.000000.00000
1482016.09.09 00:00modify310.050.764180.742850.78551
1492016.09.09 00:00buy320.050.764180.000000.00000
1502016.09.09 00:00modify320.050.764180.742850.00000
1512016.09.12 00:00close320.050.753780.742850.00000-51.9910215.86
1522016.09.12 00:00close310.050.753780.742850.78551-51.9910163.87
1532016.09.13 00:00buy330.050.756520.000000.00000
1542016.09.13 00:00modify330.050.756520.734290.77875
1552016.09.13 00:00buy340.050.756520.000000.00000
1562016.09.13 00:00modify340.050.756520.734290.00000
1572016.09.16 00:00sell350.050.751310.000000.00000
1582016.09.16 00:00modify350.050.751310.773220.72940
1592016.09.16 00:00sell360.050.751310.000000.00000
1602016.09.16 00:00modify360.050.751310.773220.00000
1612016.09.20 00:00close360.050.753400.773220.00000-10.5710153.30
1622016.09.20 00:00close350.050.753400.773220.72940-10.5710142.73
1632016.09.22 00:00modify340.050.756520.756720.00000
1642016.09.22 00:00modify330.050.756520.756720.77875
1652016.09.29 00:00modify340.050.756520.756900.00000
1662016.09.29 00:00modify330.050.756520.756900.77875
1672016.09.30 00:00modify340.050.756520.757310.00000
1682016.09.30 00:00modify330.050.756520.757310.77875
1692016.10.03 00:00modify340.050.756520.757900.00000
1702016.10.03 00:00modify330.050.756520.757900.77875
1712016.10.04 00:00modify340.050.756520.758630.00000
1722016.10.04 00:00modify330.050.756520.758630.77875
1732016.10.05 00:00modify340.050.756520.758930.00000
1742016.10.05 00:00modify330.050.756520.758930.77875
1752016.10.06 00:00modify340.050.756520.759350.00000
1762016.10.06 00:00modify330.050.756520.759350.77875
1772016.10.07 00:00s/l330.050.759350.759350.7787514.3110157.04
1782016.10.07 00:00s/l340.050.759350.759350.0000014.3110171.34
1792016.10.14 00:00buy370.050.756850.000000.00000
1802016.10.14 00:00modify370.050.756850.737260.77644
1812016.10.14 00:00buy380.050.756850.000000.00000
1822016.10.14 00:00modify380.050.756850.737260.00000
1832016.10.17 00:00modify380.050.756850.757050.00000
1842016.10.17 00:00modify370.050.756850.757050.77644
1852016.10.17 00:00modify380.050.756850.759290.00000
1862016.10.17 00:00modify370.050.756850.759290.77644
1872016.10.18 00:00s/l370.050.759290.759290.7764412.2110183.56
1882016.10.18 00:00s/l380.050.759290.759290.0000012.2110195.77
1892016.10.28 00:00buy390.050.758730.000000.00000
1902016.10.28 00:00modify390.050.758730.738230.77923
1912016.10.28 00:00buy400.050.758730.000000.00000
1922016.10.28 00:00modify400.050.758730.738230.00000
1932016.11.01 00:00modify400.050.758730.758930.00000
1942016.11.01 00:00modify390.050.758730.758930.77923
1952016.11.02 00:00modify400.050.758730.760780.00000
1962016.11.02 00:00modify390.050.758730.760780.77923
1972016.11.07 00:00modify400.050.758730.760910.00000
1982016.11.07 00:00modify390.050.758730.760910.77923
1992016.11.08 00:00modify400.050.758730.761190.00000
2002016.11.08 00:00modify390.050.758730.761190.77923
2012016.11.09 00:00modify400.050.758730.761620.00000
2022016.11.09 00:00modify390.050.758730.761620.77923
2032016.11.10 00:00s/l390.050.761620.761620.7792314.5310210.30
2042016.11.10 00:00s/l400.050.761620.761620.0000014.5310224.82
2052016.11.16 00:00sell410.050.755740.000000.00000
2062016.11.16 00:00modify410.050.755740.779690.73179
2072016.11.16 00:00sell420.050.755740.000000.00000
2082016.11.16 00:00modify420.050.755740.779690.00000
2092016.11.17 00:00modify420.050.755740.755540.00000
2102016.11.17 00:00modify410.050.755740.755540.73179
2112016.11.22 00:00t/p410.050.731790.755540.73179119.3910344.22
2122016.11.29 00:00modify420.050.755740.754810.00000
2132016.11.30 00:00modify420.050.755740.753870.00000
2142016.12.01 00:00modify420.050.755740.753210.00000
2152016.12.02 00:00modify420.050.755740.752900.00000
2162016.12.05 00:00modify420.050.755740.752630.00000
2172016.12.06 00:00modify420.050.755740.751690.00000
2182016.12.07 00:00modify420.050.755740.751020.00000
2192016.12.08 00:00modify420.050.755740.750670.00000
2202016.12.09 00:00s/l420.050.750670.750670.0000023.8610368.08
2212016.12.12 00:00sell430.050.744000.000000.00000
2222016.12.12 00:00modify430.050.744000.765630.72237
2232016.12.12 00:00sell440.050.744000.000000.00000
2242016.12.12 00:00modify440.050.744000.765630.00000
2252016.12.16 00:00modify440.050.744000.743800.00000
2262016.12.16 00:00modify430.050.744000.743800.72237
2272016.12.21 00:00t/p430.050.722370.743800.72237107.6110475.69
2282016.12.27 00:00modify440.050.744000.742800.00000
2292016.12.28 00:00modify440.050.744000.741390.00000
2302016.12.29 00:00modify440.050.744000.739790.00000
2312016.12.30 00:00modify440.050.744000.738390.00000
2322016.12.30 23:59close at stop440.050.722900.738390.00000104.3110580.00