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

СимволEURUSD (Euro vs US Dollar)
ПериодДень (D1) 2013.01.02 00:00 - 2013.12.31 23:59 (2013.01.01 - 2014.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=403; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=6; TrendMAPer=60; RSILev=25; WPRLev=8; UseForce=true; UseMom=false; UseRSI=false; UseWPR=false; 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=40; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=20; ExitProfitMinutesClass=2; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=24; EADXLevel=20; ExitProfitMinutesADX=6; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=40; EBBDev=1; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=22; EDEMLevel=0.3; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=10; EWPRLevel=14; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=30; ESTODPer=8; ESTOSPer=18; ESTOLevel=40; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=20; ExitProfitMinutesRVI=4; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=6; iMAPeriod=16; 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 истории1259Смоделировано тиков1517Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (5)
Чистая прибыль-75.06Общая прибыль1131.24Общий убыток-1206.30
Прибыльность0.94Матожидание выигрыша-1.39
Абсолютная просадка253.00Максимальная просадка492.83 (4.81%)Относительная просадка4.81% (492.83)
Всего сделок54Короткие позиции (% выигравших)24 (41.67%)Длинные позиции (% выигравших)30 (46.67%)
Прибыльные сделки (% от всех)24 (44.44%)Убыточные сделки (% от всех)30 (55.56%)
Самая большаяприбыльная сделка88.92убыточная сделка-100.61
Средняяприбыльная сделка47.14убыточная сделка-40.21
Максимальное количествонепрерывных выигрышей (прибыль)6 (306.55)непрерывных проигрышей (убыток)8 (-356.15)
Макс.непрерывная прибыль (число выигрышей)306.55 (6)непрерывный убыток (число проигрышей)-356.15 (8)
Среднийнепрерывный выигрыш3непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.16 00:00buy10.051.330530.000000.00000
22013.01.16 00:00modify10.051.330531.301281.34223
32013.01.16 00:00buy20.051.330530.000000.00000
42013.01.16 00:00modify20.051.330531.301280.00000
52013.01.18 00:00modify20.051.330531.330730.00000
62013.01.18 00:00modify10.051.330531.330731.34223
72013.01.21 00:00s/l10.051.330731.330731.34223-0.419999.59
82013.01.21 00:00s/l20.051.330731.330730.00000-0.419999.18
92013.01.21 00:00buy30.051.330960.000000.00000
102013.01.21 00:00modify30.051.330961.300331.34321
112013.01.21 00:00buy40.051.330960.000000.00000
122013.01.21 00:00modify40.051.330961.300330.00000
132013.01.25 00:00modify40.051.330961.331160.00000
142013.01.25 00:00modify30.051.330961.331161.34321
152013.01.28 00:00t/p30.051.343211.331161.3432159.2810058.46
162013.01.28 00:00modify40.051.330961.334440.00000
172013.01.29 00:00modify40.051.330961.336160.00000
182013.01.30 00:00modify40.051.330961.338560.00000
192013.01.31 00:00modify40.051.330961.341950.00000
202013.02.01 00:00modify40.051.330961.344340.00000
212013.02.04 00:00modify40.051.330961.347950.00000
222013.02.06 00:00s/l40.051.347951.347950.0000080.4410138.89
232013.02.06 00:00buy50.051.358320.000000.00000
242013.02.06 00:00modify50.051.358321.326851.37091
252013.02.06 00:00buy60.051.358320.000000.00000
262013.02.06 00:00modify60.051.358321.326850.00000
272013.02.13 00:00close60.051.345321.326850.00000-66.9710071.92
282013.02.13 00:00close50.051.345321.326851.37091-66.9710004.95
292013.02.28 00:00sell70.051.313870.000000.00000
302013.02.28 00:00modify70.051.313871.349361.29967
312013.02.28 00:00sell80.051.313870.000000.00000
322013.02.28 00:00modify80.051.313871.349360.00000
332013.03.01 00:00modify80.051.313871.313670.00000
342013.03.01 00:00modify70.051.313871.313671.29967
352013.03.04 00:00t/p70.051.299671.313671.2996771.3110076.25
362013.03.06 00:00modify80.051.313871.312160.00000
372013.03.07 00:00modify80.051.313871.308610.00000
382013.03.08 00:00s/l80.051.308611.308610.0000027.5210103.77
392013.03.08 00:00sell90.051.310640.000000.00000
402013.03.08 00:00modify90.051.310641.343451.29752
412013.03.08 00:00sell100.051.310640.000000.00000
422013.03.08 00:00modify100.051.310641.343450.00000
432013.03.11 00:00t/p90.051.297521.343451.2975265.7510169.52
442013.03.11 00:00modify100.051.310641.310440.00000
452013.03.11 00:00modify100.051.310641.306670.00000
462013.03.12 00:00modify100.051.310641.306390.00000
472013.03.13 00:00s/l100.051.306391.306390.0000021.7110191.23
482013.03.21 00:00sell110.051.294390.000000.00000
492013.03.21 00:00modify110.051.294391.331411.27958
502013.03.21 00:00sell120.051.294390.000000.00000
512013.03.21 00:00modify120.051.294391.331410.00000
522013.03.25 00:00close120.051.296201.331410.00000-8.7510182.49
532013.03.25 00:00close110.051.296201.331411.27958-8.7510173.74
542013.03.29 00:00sell130.051.281440.000000.00000
552013.03.29 00:00modify130.051.281441.316461.26743
562013.03.29 00:00sell140.051.281440.000000.00000
572013.03.29 00:00modify140.051.281441.316460.00000
582013.04.05 00:00close140.051.293651.316460.00000-59.9810113.76
592013.04.05 00:00close130.051.293651.316461.26743-59.9810053.78
602013.04.17 00:00buy150.051.317380.000000.00000
612013.04.17 00:00modify150.051.317381.286981.32954
622013.04.17 00:00buy160.051.317380.000000.00000
632013.04.17 00:00modify160.051.317381.286980.00000
642013.04.19 00:00sell170.051.304940.000000.00000
652013.04.19 00:00modify170.051.304941.335741.29262
662013.04.19 00:00sell180.051.304940.000000.00000
672013.04.19 00:00modify180.051.304941.335740.00000
682013.04.23 00:00close160.051.306561.286980.00000-55.799997.98
692013.04.23 00:00close150.051.306561.286981.32954-55.799942.19
702013.04.25 00:00modify180.051.304941.304740.00000
712013.04.25 00:00modify170.051.304941.304741.29262
722013.04.26 00:00s/l170.051.304741.304741.292622.079944.26
732013.04.26 00:00s/l180.051.304741.304740.000002.079946.33
742013.04.29 00:00sell190.051.305040.000000.00000
752013.04.29 00:00modify190.051.305041.333141.29380
762013.04.29 00:00sell200.051.305040.000000.00000
772013.04.29 00:00modify200.051.305041.333140.00000
782013.05.03 00:00buy210.051.306510.000000.00000
792013.05.03 00:00modify210.051.306511.275331.31898
802013.05.03 00:00buy220.051.306510.000000.00000
812013.05.03 00:00modify220.051.306511.275330.00000
822013.05.03 00:00close220.051.306461.275330.00000-0.259946.08
832013.05.03 00:00close210.051.306461.275331.31898-0.259945.83
842013.05.06 00:00buy230.051.311970.000000.00000
852013.05.06 00:00modify230.051.311971.281971.32397
862013.05.06 00:00buy240.051.311970.000000.00000
872013.05.06 00:00modify240.051.311971.281970.00000
882013.05.06 00:00close200.051.311971.333140.00000-33.589912.24
892013.05.06 00:00close190.051.311971.333141.29380-33.589878.66
902013.05.10 00:00close240.051.304121.281970.00000-40.949837.72
912013.05.10 00:00close230.051.304121.281971.32397-40.949796.78
922013.05.21 00:00sell250.051.288170.000000.00000
932013.05.21 00:00modify250.051.288171.318921.27587
942013.05.21 00:00sell260.051.288170.000000.00000
952013.05.21 00:00modify260.051.288171.318920.00000
962013.05.24 00:00close260.051.293301.318920.00000-24.899771.89
972013.05.24 00:00close250.051.293301.318921.27587-24.899747.00
982013.06.11 00:00buy270.051.325730.000000.00000
992013.06.11 00:00modify270.051.325731.293371.33867
1002013.06.11 00:00buy280.051.325730.000000.00000
1012013.06.11 00:00modify280.051.325731.293370.00000
1022013.06.13 00:00modify280.051.325731.325930.00000
1032013.06.13 00:00modify270.051.325731.325931.33867
1042013.06.14 00:00t/p270.051.338671.325931.3386763.299810.29
1052013.06.18 00:00modify280.051.325731.326120.00000
1062013.06.19 00:00modify280.051.325731.328910.00000
1072013.06.20 00:00s/l280.051.328911.328910.0000012.809823.09
1082013.07.02 00:00sell290.051.306260.000000.00000
1092013.07.02 00:00modify290.051.306261.336451.29418
1102013.07.02 00:00sell300.051.306260.000000.00000
1112013.07.02 00:00modify300.051.306261.336450.00000
1122013.07.03 00:00modify300.051.306261.306060.00000
1132013.07.03 00:00modify290.051.306261.306061.29418
1142013.07.04 00:00t/p290.051.294181.306061.2941861.019884.10
1152013.07.05 00:00modify300.051.306261.304480.00000
1162013.07.08 00:00modify300.051.306261.299950.00000
1172013.07.09 00:00modify300.051.306261.298140.00000
1182013.07.10 00:00modify300.051.306261.293980.00000
1192013.07.11 00:00s/l300.051.293981.293980.0000063.089947.18
1202013.07.11 00:00sell310.051.297550.000000.00000
1212013.07.11 00:00modify310.051.297551.330611.28433
1222013.07.11 00:00sell320.051.297550.000000.00000
1232013.07.11 00:00modify320.051.297551.330610.00000
1242013.07.16 00:00buy330.051.306180.000000.00000
1252013.07.16 00:00modify330.051.306181.270501.32045
1262013.07.16 00:00buy340.051.306180.000000.00000
1272013.07.16 00:00modify340.051.306181.270500.00000
1282013.07.17 00:00modify340.051.306181.306380.00000
1292013.07.17 00:00modify330.051.306181.306381.32045
1302013.07.18 00:00close320.051.312521.330610.00000-73.789873.40
1312013.07.18 00:00close310.051.312521.330611.28433-73.789799.61
1322013.07.23 00:00t/p330.051.320451.306381.3204569.389868.99
1332013.07.23 00:00modify340.051.306181.307670.00000
1342013.07.24 00:00modify340.051.306181.310360.00000
1352013.07.25 00:00modify340.051.306181.311910.00000
1362013.07.26 00:00modify340.051.306181.315310.00000
1372013.07.29 00:00modify340.051.306181.317660.00000
1382013.07.30 00:00modify340.051.306181.319140.00000
1392013.07.31 00:00modify340.051.306181.320590.00000
1402013.08.01 00:00modify340.051.306181.322620.00000
1412013.08.02 00:00s/l340.051.322621.322620.0000076.849945.83
1422013.08.02 00:00buy350.051.320670.000000.00000
1432013.08.02 00:00modify350.051.320671.289181.33327
1442013.08.02 00:00buy360.051.320670.000000.00000
1452013.08.02 00:00modify360.051.320671.289180.00000
1462013.08.05 00:00modify360.051.320671.320870.00000
1472013.08.05 00:00modify350.051.320671.320871.33327
1482013.08.08 00:00t/p350.051.333271.320871.3332761.3110007.14
1492013.08.08 00:00modify360.051.320671.326980.00000
1502013.08.09 00:00modify360.051.320671.329040.00000
1512013.08.12 00:00modify360.051.320671.329210.00000
1522013.08.13 00:00s/l360.051.329211.329210.0000040.1610047.30
1532013.08.13 00:00buy370.051.329910.000000.00000
1542013.08.13 00:00modify370.051.329911.305161.33981
1552013.08.13 00:00buy380.051.329910.000000.00000
1562013.08.13 00:00modify380.051.329911.305160.00000
1572013.08.20 00:00modify380.051.329911.330110.00000
1582013.08.20 00:00modify370.051.329911.330111.33981
1592013.08.21 00:00t/p370.051.339811.330111.3398147.2410094.55
1602013.08.21 00:00modify380.051.329911.332910.00000
1612013.08.23 00:00s/l380.051.332911.332910.0000011.6210106.16
1622013.08.23 00:00buy390.051.335520.000000.00000
1632013.08.23 00:00modify390.051.335521.310841.34539
1642013.08.23 00:00buy400.051.335520.000000.00000
1652013.08.23 00:00modify400.051.335521.310840.00000
1662013.08.30 00:00close400.051.323971.310840.00000-59.7210046.44
1672013.08.30 00:00close390.051.323971.310841.34539-59.729986.71
1682013.09.05 00:00sell410.051.320560.000000.00000
1692013.09.05 00:00modify410.051.320561.343811.31126
1702013.09.05 00:00sell420.051.320560.000000.00000
1712013.09.05 00:00modify420.051.320561.343810.00000
1722013.09.06 00:00t/p410.051.311261.343811.3112646.6510033.37
1732013.09.06 00:00modify420.051.320561.320360.00000
1742013.09.10 00:00s/l420.051.320361.320360.000001.4610034.82
1752013.09.16 00:00buy430.051.335340.000000.00000
1762013.09.16 00:00modify430.051.335341.311651.34482
1772013.09.16 00:00buy440.051.335340.000000.00000
1782013.09.16 00:00modify440.051.335341.311650.00000
1792013.09.19 00:00t/p430.051.344821.311651.3448245.9910080.81
1802013.09.19 00:00modify440.051.335341.335540.00000
1812013.09.23 00:00modify440.051.335341.338160.00000
1822013.09.24 00:00modify440.051.335341.339620.00000
1832013.09.25 00:00modify440.051.335341.341030.00000
1842013.09.26 00:00modify440.051.335341.343660.00000
1852013.09.27 00:00modify440.051.335341.344560.00000
1862013.09.30 00:00modify440.051.335341.346070.00000
1872013.10.01 00:00modify440.051.335341.347730.00000
1882013.10.02 00:00modify440.051.335341.348760.00000
1892013.10.03 00:00modify440.051.335341.350800.00000
1902013.10.04 00:00modify440.051.335341.352960.00000
1912013.10.07 00:00modify440.051.335341.353080.00000
1922013.10.08 00:00modify440.051.335341.354110.00000
1932013.10.09 00:00modify440.051.335341.354590.00000
1942013.10.10 00:00s/l440.051.354591.354590.0000088.9210169.73
1952013.10.29 00:00buy450.051.378650.000000.00000
1962013.10.29 00:00modify450.051.378651.356011.38771
1972013.10.29 00:00buy460.051.378650.000000.00000
1982013.10.29 00:00modify460.051.378651.356010.00000
1992013.11.01 00:00close460.051.358811.356010.00000-100.6110069.12
2002013.11.01 00:00close450.051.358811.356011.38771-100.619968.51
2012013.11.12 00:00sell470.051.340590.000000.00000
2022013.11.12 00:00modify470.051.340591.368691.32935
2032013.11.12 00:00sell480.051.340590.000000.00000
2042013.11.12 00:00modify480.051.340591.368690.00000
2052013.11.15 00:00close480.051.345901.368690.00000-25.799942.72
2062013.11.15 00:00close470.051.345901.368691.32935-25.799916.94
2072013.11.22 00:00sell490.051.348130.000000.00000
2082013.11.22 00:00modify490.051.348131.377061.33656
2092013.11.22 00:00sell500.051.348130.000000.00000
2102013.11.22 00:00modify500.051.348131.377060.00000
2112013.11.26 00:00buy510.051.351710.000000.00000
2122013.11.26 00:00modify510.051.351711.321811.36367
2132013.11.26 00:00buy520.051.351710.000000.00000
2142013.11.26 00:00modify520.051.351711.321810.00000
2152013.11.26 00:00close520.051.351661.321810.00000-0.259916.69
2162013.11.26 00:00close510.051.351661.321811.36367-0.259916.44
2172013.12.02 00:00buy530.051.358660.000000.00000
2182013.12.02 00:00modify530.051.358661.332171.36926
2192013.12.02 00:00buy540.051.358660.000000.00000
2202013.12.02 00:00modify540.051.358661.332170.00000
2212013.12.02 00:00close500.051.358661.377060.00000-51.439865.01
2222013.12.02 00:00close490.051.358661.377061.33656-51.439813.58
2232013.12.06 00:00modify540.051.358661.358860.00000
2242013.12.06 00:00modify530.051.358661.358861.36926
2252013.12.09 00:00t/p530.051.369261.358861.3692651.039864.60
2262013.12.09 00:00modify540.051.358661.360210.00000
2272013.12.10 00:00modify540.051.358661.362430.00000
2282013.12.11 00:00modify540.051.358661.364680.00000
2292013.12.12 00:00modify540.051.358661.367080.00000
2302013.12.13 00:00modify540.051.358661.368170.00000
2312013.12.16 00:00modify540.051.358661.368990.00000
2322013.12.17 00:00modify540.051.358661.370600.00000
2332013.12.18 00:00modify540.051.358661.371800.00000
2342013.12.19 00:00s/l540.051.371801.371800.0000060.349924.94