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

СимволAUDUSD (Australian Dollar vs US Dollar)
ПериодДень (D1) 2017.01.02 00:00 - 2017.11.13 23:59 (2017.01.01 - 2018.01.01)
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 истории1227Смоделировано тиков1453Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (8)
Чистая прибыль351.94Общая прибыль612.17Общий убыток-260.23
Прибыльность2.35Матожидание выигрыша9.26
Абсолютная просадка72.76Максимальная просадка239.30 (2.34%)Относительная просадка2.34% (239.30)
Всего сделок38Короткие позиции (% выигравших)24 (16.67%)Длинные позиции (% выигравших)14 (85.71%)
Прибыльные сделки (% от всех)16 (42.11%)Убыточные сделки (% от всех)22 (57.89%)
Самая большаяприбыльная сделка155.84убыточная сделка-36.38
Средняяприбыльная сделка38.26убыточная сделка-11.83
Максимальное количествонепрерывных выигрышей (прибыль)8 (363.13)непрерывных проигрышей (убыток)10 (-48.96)
Макс.непрерывная прибыль (число выигрышей)363.13 (8)непрерывный убыток (число проигрышей)-110.11 (6)
Среднийнепрерывный выигрыш3непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.05 00:00sell10.050.728130.000000.00000
22017.01.05 00:00modify10.050.728130.747700.70856
32017.01.05 00:00sell20.050.728130.000000.00000
42017.01.05 00:00modify20.050.728130.747700.00000
52017.01.10 00:00close20.050.735370.747700.00000-36.389963.62
62017.01.10 00:00close10.050.735370.747700.70856-36.389927.24
72017.01.17 00:00buy30.050.747710.000000.00000
82017.01.17 00:00modify30.050.747710.728960.76646
92017.01.17 00:00buy40.050.747710.000000.00000
102017.01.17 00:00modify40.050.747710.728960.00000
112017.01.18 00:00modify40.050.747710.747910.00000
122017.01.18 00:00modify30.050.747710.747910.76646
132017.02.03 00:00t/p30.050.766460.747910.7664693.8610021.11
142017.02.08 00:00modify40.050.747710.748160.00000
152017.02.09 00:00modify40.050.747710.749510.00000
162017.02.10 00:00modify40.050.747710.750590.00000
172017.02.13 00:00modify40.050.747710.751380.00000
182017.02.14 00:00modify40.050.747710.752230.00000
192017.02.15 00:00modify40.050.747710.752890.00000
202017.02.16 00:00modify40.050.747710.753850.00000
212017.02.17 00:00modify40.050.747710.754500.00000
222017.02.20 00:00modify40.050.747710.755260.00000
232017.02.21 00:00modify40.050.747710.756300.00000
242017.02.22 00:00modify40.050.747710.757150.00000
252017.02.23 00:00modify40.050.747710.757750.00000
262017.02.24 00:00modify40.050.747710.758460.00000
272017.02.27 00:00modify40.050.747710.759040.00000
282017.02.28 00:00modify40.050.747710.759760.00000
292017.03.01 00:00modify40.050.747710.760510.00000
302017.03.02 00:00modify40.050.747710.760900.00000
312017.03.03 00:00s/l40.050.760900.760900.0000066.2310087.34
322017.03.03 00:00buy50.050.757170.000000.00000
332017.03.03 00:00modify50.050.757170.738720.77562
342017.03.03 00:00buy60.050.757170.000000.00000
352017.03.03 00:00modify60.050.757170.738720.00000
362017.03.13 00:00sell70.050.754700.000000.00000
372017.03.13 00:00modify70.050.754700.772470.73693
382017.03.13 00:00sell80.050.754700.000000.00000
392017.03.13 00:00modify80.050.754700.772470.00000
402017.03.13 00:00close80.050.754780.772470.00000-0.4010086.94
412017.03.13 00:00close70.050.754780.772470.73693-0.4010086.54
422017.03.16 00:00modify60.050.757170.757370.00000
432017.03.16 00:00modify50.050.757170.757370.77562
442017.03.16 00:00modify60.050.757170.759090.00000
452017.03.16 00:00modify50.050.757170.759090.77562
462017.03.21 00:00modify60.050.757170.759430.00000
472017.03.21 00:00modify50.050.757170.759430.77562
482017.03.22 00:00modify60.050.757170.759980.00000
492017.03.22 00:00modify50.050.757170.759980.77562
502017.03.23 00:00modify60.050.757170.760640.00000
512017.03.23 00:00modify50.050.757170.760640.77562
522017.03.24 00:00modify60.050.757170.761440.00000
532017.03.24 00:00modify50.050.757170.761440.77562
542017.03.27 00:00s/l50.050.761440.761440.7756221.4810108.02
552017.03.27 00:00s/l60.050.761440.761440.0000021.4810129.50
562017.04.13 00:00sell90.050.752110.000000.00000
572017.04.13 00:00modify90.050.752110.766690.73753
582017.04.13 00:00sell100.050.752110.000000.00000
592017.04.13 00:00modify100.050.752110.766690.00000
602017.04.17 00:00close100.050.757810.766690.00000-28.6210100.88
612017.04.17 00:00close90.050.757810.766690.73753-28.6210072.26
622017.05.01 00:00sell110.050.746780.000000.00000
632017.05.01 00:00modify110.050.746780.762100.73146
642017.05.01 00:00sell120.050.746780.000000.00000
652017.05.01 00:00modify120.050.746780.762100.00000
662017.05.04 00:00modify120.050.746780.746580.00000
672017.05.04 00:00modify110.050.746780.746580.73146
682017.05.19 00:00s/l110.050.746580.746580.73146-0.1910072.07
692017.05.19 00:00s/l120.050.746580.746580.00000-0.1910071.88
702017.05.22 00:00sell130.050.745100.000000.00000
712017.05.22 00:00modify130.050.745100.763090.72711
722017.05.22 00:00sell140.050.745100.000000.00000
732017.05.22 00:00modify140.050.745100.763090.00000
742017.05.25 00:00close140.050.750290.763090.00000-26.2510045.64
752017.05.25 00:00close130.050.750290.763090.72711-26.2510019.39
762017.05.31 00:00sell150.050.746410.000000.00000
772017.05.31 00:00modify150.050.746410.763530.72929
782017.05.31 00:00sell160.050.746410.000000.00000
792017.05.31 00:00modify160.050.746410.763530.00000
802017.06.01 00:00modify160.050.746410.746210.00000
812017.06.01 00:00modify150.050.746410.746210.72929
822017.06.06 00:00s/l150.050.746210.746210.729290.6410020.03
832017.06.06 00:00s/l160.050.746210.746210.000000.6410020.68
842017.06.12 00:00buy170.050.753030.000000.00000
852017.06.12 00:00modify170.050.753030.736480.76958
862017.06.12 00:00buy180.050.753030.000000.00000
872017.06.12 00:00modify180.050.753030.736480.00000
882017.06.15 00:00modify180.050.753030.753230.00000
892017.06.15 00:00modify170.050.753030.753230.76958
902017.07.03 00:00t/p170.050.769580.753230.7695882.8810103.55
912017.07.05 00:00modify180.050.753030.754210.00000
922017.07.06 00:00modify180.050.753030.755160.00000
932017.07.07 00:00modify180.050.753030.755860.00000
942017.07.10 00:00modify180.050.753030.756110.00000
952017.07.11 00:00modify180.050.753030.756350.00000
962017.07.13 00:00modify180.050.753030.756670.00000
972017.07.14 00:00modify180.050.753030.756890.00000
982017.07.17 00:00modify180.050.753030.757300.00000
992017.07.18 00:00modify180.050.753030.757970.00000
1002017.07.19 00:00modify180.050.753030.758960.00000
1012017.07.20 00:00modify180.050.753030.760570.00000
1022017.07.21 00:00modify180.050.753030.761850.00000
1032017.07.24 00:00modify180.050.753030.763860.00000
1042017.07.25 00:00modify180.050.753030.765970.00000
1052017.07.26 00:00modify180.050.753030.767980.00000
1062017.07.27 00:00modify180.050.753030.769550.00000
1072017.07.28 00:00modify180.050.753030.771070.00000
1082017.07.31 00:00modify180.050.753030.772580.00000
1092017.08.01 00:00modify180.050.753030.774460.00000
1102017.08.02 00:00modify180.050.753030.775940.00000
1112017.08.03 00:00modify180.050.753030.777440.00000
1122017.08.04 00:00modify180.050.753030.778970.00000
1132017.08.07 00:00modify180.050.753030.780150.00000
1142017.08.08 00:00modify180.050.753030.781240.00000
1152017.08.09 00:00modify180.050.753030.782130.00000
1162017.08.10 00:00modify180.050.753030.782810.00000
1172017.08.11 00:00modify180.050.753030.783340.00000
1182017.08.14 00:00modify180.050.753030.783830.00000
1192017.08.15 00:00modify180.050.753030.784120.00000
1202017.08.16 00:00s/l180.050.784120.784120.00000155.8410259.39
1212017.08.21 00:00buy190.050.792770.000000.00000
1222017.08.21 00:00modify190.050.792770.770720.81482
1232017.08.21 00:00buy200.050.792770.000000.00000
1242017.08.21 00:00modify200.050.792770.770720.00000
1252017.08.30 00:00modify200.050.792770.792970.00000
1262017.08.30 00:00modify190.050.792770.792970.81482
1272017.08.31 00:00s/l190.050.792970.792970.814821.0710260.46
1282017.08.31 00:00s/l200.050.792970.792970.000001.0710261.54
1292017.08.31 00:00buy210.050.790430.000000.00000
1302017.08.31 00:00modify210.050.790430.770640.81022
1312017.08.31 00:00buy220.050.790430.000000.00000
1322017.08.31 00:00modify220.050.790430.770640.00000
1332017.09.01 00:00modify220.050.790430.790630.00000
1342017.09.01 00:00modify210.050.790430.790630.81022
1352017.09.11 00:00t/p210.050.810220.790630.8102299.0010360.54
1362017.09.12 00:00modify220.050.790430.790800.00000
1372017.09.13 00:00modify220.050.790430.791710.00000
1382017.09.14 00:00modify220.050.790430.792620.00000
1392017.09.15 00:00modify220.050.790430.793280.00000
1402017.09.18 00:00modify220.050.790430.793810.00000
1412017.09.19 00:00modify220.050.790430.794080.00000
1422017.09.20 00:00modify220.050.790430.794460.00000
1432017.09.21 00:00modify220.050.790430.794800.00000
1442017.09.22 00:00s/l220.050.794800.794800.0000021.9810382.52
1452017.09.22 00:00buy230.050.792990.000000.00000
1462017.09.22 00:00modify230.050.792990.771030.81495
1472017.09.22 00:00buy240.050.792990.000000.00000
1482017.09.22 00:00modify240.050.792990.771030.00000
1492017.09.27 00:00close240.050.788410.771030.00000-22.8810359.64
1502017.09.27 00:00close230.050.788410.771030.81495-22.8810336.76
1512017.09.29 00:00buy250.050.785680.000000.00000
1522017.09.29 00:00modify250.050.785680.764500.80686
1532017.09.29 00:00buy260.050.785680.000000.00000
1542017.09.29 00:00modify260.050.785680.764500.00000
1552017.10.04 00:00sell270.050.783370.000000.00000
1562017.10.04 00:00modify270.050.783370.803850.76289
1572017.10.04 00:00sell280.050.783370.000000.00000
1582017.10.04 00:00modify280.050.783370.803850.00000
1592017.10.04 00:00close280.050.783450.803850.00000-0.4010336.36
1602017.10.04 00:00close270.050.783450.803850.76289-0.4010335.96
1612017.10.11 00:00sell290.050.777690.000000.00000
1622017.10.11 00:00modify290.050.777690.797670.75771
1632017.10.11 00:00sell300.050.777690.000000.00000
1642017.10.11 00:00modify300.050.777690.797670.00000
1652017.10.11 00:00close300.050.777770.797670.00000-0.4010335.56
1662017.10.11 00:00close290.050.777770.797670.75771-0.4010335.16
1672017.10.12 00:00sell310.050.778750.000000.00000
1682017.10.12 00:00modify310.050.778750.798200.75930
1692017.10.12 00:00sell320.050.778750.000000.00000
1702017.10.12 00:00modify320.050.778750.798200.00000
1712017.10.12 00:00close320.050.778830.798200.00000-0.4010334.76
1722017.10.12 00:00close310.050.778830.798200.75930-0.4010334.36
1732017.10.13 00:00sell330.050.781820.000000.00000
1742017.10.13 00:00modify330.050.781820.801150.76249
1752017.10.13 00:00sell340.050.781820.000000.00000
1762017.10.13 00:00modify340.050.781820.801150.00000
1772017.10.13 00:00close340.050.781900.801150.00000-0.4010333.96
1782017.10.13 00:00close330.050.781900.801150.76249-0.4010333.56
1792017.10.16 00:00modify260.050.785680.787370.00000
1802017.10.16 00:00modify250.050.785680.787370.80686
1812017.10.17 00:00s/l250.050.787370.787370.806868.5510342.10
1822017.10.17 00:00s/l260.050.787370.787370.000008.5510350.65
1832017.10.31 00:00sell350.050.768740.000000.00000
1842017.10.31 00:00modify350.050.768740.784960.75252
1852017.10.31 00:00sell360.050.768740.000000.00000
1862017.10.31 00:00modify360.050.768740.784960.00000
1872017.11.03 00:00close360.050.771440.784960.00000-13.8010336.85
1882017.11.03 00:00close350.050.771440.784960.75252-13.8010323.06
1892017.11.10 00:00sell370.050.767700.000000.00000
1902017.11.10 00:00modify370.050.767700.784590.75081
1912017.11.10 00:00sell380.050.767700.000000.00000
1922017.11.10 00:00modify380.050.767700.784590.00000
1932017.11.13 00:00modify380.050.767700.767500.00000
1942017.11.13 00:00modify370.050.767700.767500.75081
1952017.11.13 23:59close at stop380.050.764800.767500.0000014.4410337.50
1962017.11.13 23:59close at stop370.050.764800.767500.7508114.4410351.94