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

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
ПериодДень (D1) 2010.01.04 00:00 - 2010.12.31 23:59 (2010.01.01 - 2011.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=410; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=18; TrendMAPer=80; RSILev=35; WPRLev=10; UseForce=false; UseMom=true; UseRSI=true; UseWPR=false; UseDem=false; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=50; ExitProfitMinutesClass=10; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=20; EADXLevel=10; ExitProfitMinutesADX=18; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=8; EBBDev=3; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=14; EDEMLevel=0.3; ExitProfitMinutesDEM=20; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=16; EWPRLevel=14; ExitProfitMinutesWPR=14; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=48; ESTODPer=26; ESTOSPer=8; ESTOLevel=30; ExitProfitMinutesSTO=20; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=10; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=2; iMAPeriod=46; Settings51="====БУ===="; UseBE=true; BEPerc=40; BEPlusPips=2; FiltersString29="-Фильтр корреляции"; BalancePairFilter=false; OnlyCurrPair=false; FiltersString28="-МаксРиск фильтр"; UseMaxRiskFilter=false; MaxRisk=15; Settings53="====Прочие торговые настройки===="; UseComments=false;
Баров в истории1261Смоделировано тиков1521Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (24)
Чистая прибыль-180.93Общая прибыль520.10Общий убыток-701.03
Прибыльность0.74Матожидание выигрыша-6.46
Абсолютная просадка253.60Максимальная просадка552.38 (5.36%)Относительная просадка5.36% (552.38)
Всего сделок28Короткие позиции (% выигравших)14 (42.86%)Длинные позиции (% выигравших)14 (71.43%)
Прибыльные сделки (% от всех)16 (57.14%)Убыточные сделки (% от всех)12 (42.86%)
Самая большаяприбыльная сделка130.52убыточная сделка-101.39
Средняяприбыльная сделка32.51убыточная сделка-58.42
Максимальное количествонепрерывных выигрышей (прибыль)6 (32.28)непрерывных проигрышей (убыток)4 (-209.77)
Макс.непрерывная прибыль (число выигрышей)272.56 (4)непрерывный убыток (число проигрышей)-209.77 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.02.02 00:00sell10.050.751730.000000.00000
22010.02.02 00:00modify10.050.751730.773120.72606
32010.02.02 00:00sell20.050.751730.000000.00000
42010.02.02 00:00modify20.050.751730.773120.00000
52010.02.04 00:00modify20.050.751730.751530.00000
62010.02.04 00:00modify10.050.751730.751530.72606
72010.02.10 00:00modify20.050.751730.751410.00000
82010.02.10 00:00modify10.050.751730.751410.72606
92010.02.11 00:00modify20.050.751730.750460.00000
102010.02.11 00:00modify10.050.751730.750460.72606
112010.02.12 00:00modify20.050.751730.749410.00000
122010.02.12 00:00modify10.050.751730.749410.72606
132010.02.15 00:00modify20.050.751730.748470.00000
142010.02.15 00:00modify10.050.751730.748470.72606
152010.02.16 00:00modify20.050.751730.747540.00000
162010.02.16 00:00modify10.050.751730.747540.72606
172010.02.17 00:00modify20.050.751730.747200.00000
182010.02.17 00:00modify10.050.751730.747200.72606
192010.02.18 00:00modify20.050.751730.746370.00000
202010.02.18 00:00modify10.050.751730.746370.72606
212010.02.19 00:00modify20.050.751730.745430.00000
222010.02.19 00:00modify10.050.751730.745430.72606
232010.02.22 00:00t/p10.050.726060.745430.7260698.0110098.01
242010.02.22 00:00modify20.050.751730.744310.00000
252010.02.23 00:00modify20.050.751730.743720.00000
262010.02.24 00:00modify20.050.751730.743030.00000
272010.02.25 00:00modify20.050.751730.742240.00000
282010.02.26 00:00modify20.050.751730.741740.00000
292010.03.01 00:00modify20.050.751730.741350.00000
302010.03.02 00:00modify20.050.751730.740300.00000
312010.03.03 00:00modify20.050.751730.738830.00000
322010.03.04 00:00modify20.050.751730.737360.00000
332010.03.05 00:00modify20.050.751730.735340.00000
342010.03.08 00:00modify20.050.751730.734730.00000
352010.03.09 00:00modify20.050.751730.733730.00000
362010.03.10 00:00modify20.050.751730.732960.00000
372010.03.11 00:00modify20.050.751730.731980.00000
382010.03.12 00:00modify20.050.751730.730770.00000
392010.03.15 00:00modify20.050.751730.729720.00000
402010.03.16 00:00modify20.050.751730.728700.00000
412010.03.17 00:00modify20.050.751730.728420.00000
422010.03.18 00:00modify20.050.751730.727710.00000
432010.03.19 00:00modify20.050.751730.727360.00000
442010.03.22 00:00s/l20.050.727360.727360.0000088.6210186.63
452010.03.25 00:00sell30.050.718890.000000.00000
462010.03.25 00:00modify30.050.718890.741530.69172
472010.03.25 00:00sell40.050.718890.000000.00000
482010.03.25 00:00modify40.050.718890.741530.00000
492010.04.06 00:00modify40.050.718890.718690.00000
502010.04.06 00:00modify30.050.718890.718690.69172
512010.04.09 00:00modify40.050.718890.718550.00000
522010.04.09 00:00modify30.050.718890.718550.69172
532010.04.12 00:00s/l30.050.718550.718550.69172-1.1010185.53
542010.04.12 00:00s/l40.050.718550.718550.00000-1.1010184.43
552010.04.12 00:00sell50.050.720760.000000.00000
562010.04.12 00:00modify50.050.720760.741980.69530
572010.04.12 00:00sell60.050.720760.000000.00000
582010.04.12 00:00modify60.050.720760.741980.00000
592010.04.13 00:00modify60.050.720760.718100.00000
602010.04.13 00:00modify50.050.720760.718100.69530
612010.04.14 00:00modify60.050.720760.717840.00000
622010.04.14 00:00modify50.050.720760.717840.69530
632010.04.15 00:00modify60.050.720760.717460.00000
642010.04.15 00:00modify50.050.720760.717460.69530
652010.04.16 00:00modify60.050.720760.717150.00000
662010.04.16 00:00modify50.050.720760.717150.69530
672010.04.19 00:00s/l50.050.717150.717150.6953013.1410197.57
682010.04.19 00:00s/l60.050.717150.717150.0000013.1410210.72
692010.04.23 00:00sell70.050.710550.000000.00000
702010.04.23 00:00modify70.050.710550.732980.68363
712010.04.23 00:00sell80.050.710550.000000.00000
722010.04.23 00:00modify80.050.710550.732980.00000
732010.05.03 00:00s/l70.050.732980.732980.68363-89.5210121.20
742010.05.03 00:00s/l80.050.732980.732980.00000-89.5210031.68
752010.05.05 00:00buy90.050.737350.000000.00000
762010.05.05 00:00modify90.050.737350.714060.76530
772010.05.05 00:00buy100.050.737350.000000.00000
782010.05.05 00:00modify100.050.737350.714060.00000
792010.05.07 00:00modify100.050.737350.737550.00000
802010.05.07 00:00modify90.050.737350.737550.76530
812010.05.11 00:00s/l90.050.737550.737550.765301.1710032.85
822010.05.11 00:00s/l100.050.737550.737550.000001.1710034.02
832010.05.11 00:00buy110.050.738830.000000.00000
842010.05.11 00:00modify110.050.738830.714350.76821
852010.05.11 00:00buy120.050.738830.000000.00000
862010.05.11 00:00modify120.050.738830.714350.00000
872010.05.20 00:00s/l110.050.714350.714350.76821-95.689938.34
882010.05.20 00:00s/l120.050.714350.714350.00000-95.689842.66
892010.05.24 00:00sell130.050.717820.000000.00000
902010.05.24 00:00modify130.050.717820.747230.68253
912010.05.24 00:00sell140.050.717820.000000.00000
922010.05.24 00:00modify140.050.717820.747230.00000
932010.06.08 00:00modify140.050.717820.717620.00000
942010.06.08 00:00modify130.050.717820.717620.68253
952010.06.10 00:00modify140.050.717820.717180.00000
962010.06.10 00:00modify130.050.717820.717180.68253
972010.06.11 00:00modify140.050.717820.716830.00000
982010.06.11 00:00modify130.050.717820.716830.68253
992010.06.15 00:00s/l130.050.716830.716830.682530.549843.19
1002010.06.15 00:00s/l140.050.716830.716830.000000.549843.73
1012010.06.28 00:00buy150.050.740040.000000.00000
1022010.06.28 00:00modify150.050.740040.710460.77554
1032010.06.28 00:00buy160.050.740040.000000.00000
1042010.06.28 00:00modify160.050.740040.710460.00000
1052010.07.16 00:00modify160.050.740040.740240.00000
1062010.07.16 00:00modify150.050.740040.740240.77554
1072010.08.03 00:00modify160.050.740040.740530.00000
1082010.08.03 00:00modify150.050.740040.740530.77554
1092010.08.04 00:00modify160.050.740040.741410.00000
1102010.08.04 00:00modify150.050.740040.741410.77554
1112010.08.05 00:00modify160.050.740040.741900.00000
1122010.08.05 00:00modify150.050.740040.741900.77554
1132010.08.06 00:00s/l150.050.741900.741900.775549.949853.66
1142010.08.06 00:00s/l160.050.741900.741900.000009.949863.60
1152010.08.06 00:00buy170.050.742240.000000.00000
1162010.08.06 00:00modify170.050.742240.716200.77349
1172010.08.06 00:00buy180.050.742240.000000.00000
1182010.08.06 00:00modify180.050.742240.716200.00000
1192010.08.09 00:00modify180.050.742240.742440.00000
1202010.08.09 00:00modify170.050.742240.742440.77349
1212010.08.09 00:00modify180.050.742240.743290.00000
1222010.08.09 00:00modify170.050.742240.743290.77349
1232010.08.10 00:00modify180.050.742240.743630.00000
1242010.08.10 00:00modify170.050.742240.743630.77349
1252010.08.11 00:00s/l170.050.743630.743630.773495.679869.27
1262010.08.11 00:00s/l180.050.743630.743630.000005.679874.94
1272010.08.18 00:00sell190.050.735500.000000.00000
1282010.08.18 00:00modify190.050.735500.760720.70524
1292010.08.18 00:00sell200.050.735500.000000.00000
1302010.08.18 00:00modify200.050.735500.760720.00000
1312010.09.01 00:00buy210.050.744590.000000.00000
1322010.09.01 00:00modify210.050.744590.716360.77847
1332010.09.01 00:00buy220.050.744590.000000.00000
1342010.09.01 00:00modify220.050.744590.716360.00000
1352010.09.03 00:00modify220.050.744590.744840.00000
1362010.09.03 00:00modify210.050.744590.744840.77847
1372010.09.07 00:00modify220.050.744590.745020.00000
1382010.09.07 00:00modify210.050.744590.745020.77847
1392010.09.08 00:00modify220.050.744590.745530.00000
1402010.09.08 00:00modify210.050.744590.745530.77847
1412010.09.09 00:00close200.050.749640.760720.00000-59.339815.61
1422010.09.09 00:00close190.050.749640.760720.70524-59.339756.28
1432010.09.10 00:00modify220.050.744590.745730.00000
1442010.09.10 00:00modify210.050.744590.745730.77847
1452010.09.13 00:00modify220.050.744590.746380.00000
1462010.09.13 00:00modify210.050.744590.746380.77847
1472010.09.14 00:00modify220.050.744590.746610.00000
1482010.09.14 00:00modify210.050.744590.746610.77847
1492010.09.15 00:00modify220.050.744590.746950.00000
1502010.09.15 00:00modify210.050.744590.746950.77847
1512010.09.16 00:00s/l210.050.746950.746950.7784710.379766.65
1522010.09.16 00:00s/l220.050.746950.746950.0000010.379777.02
1532010.09.16 00:00buy230.050.745540.000000.00000
1542010.09.16 00:00modify230.050.745540.720460.77564
1552010.09.16 00:00buy240.050.745540.000000.00000
1562010.09.16 00:00modify240.050.745540.720460.00000
1572010.09.20 00:00modify240.050.745540.746660.00000
1582010.09.20 00:00modify230.050.745540.746660.77564
1592010.09.21 00:00modify240.050.745540.746790.00000
1602010.09.21 00:00modify230.050.745540.746790.77564
1612010.09.22 00:00modify240.050.745540.747070.00000
1622010.09.22 00:00modify230.050.745540.747070.77564
1632010.09.23 00:00modify240.050.745540.747930.00000
1642010.09.23 00:00modify230.050.745540.747930.77564
1652010.09.27 00:00modify240.050.745540.748100.00000
1662010.09.27 00:00modify230.050.745540.748100.77564
1672010.09.28 00:00modify240.050.745540.748560.00000
1682010.09.28 00:00modify230.050.745540.748560.77564
1692010.09.29 00:00modify240.050.745540.749390.00000
1702010.09.29 00:00modify230.050.745540.749390.77564
1712010.09.30 00:00modify240.050.745540.749800.00000
1722010.09.30 00:00modify230.050.745540.749800.77564
1732010.10.01 00:00modify240.050.745540.749990.00000
1742010.10.01 00:00modify230.050.745540.749990.77564
1752010.10.04 00:00modify240.050.745540.750520.00000
1762010.10.04 00:00modify230.050.745540.750520.77564
1772010.10.05 00:00modify240.050.745540.750710.00000
1782010.10.05 00:00modify230.050.745540.750710.77564
1792010.10.06 00:00modify240.050.745540.751460.00000
1802010.10.06 00:00modify230.050.745540.751460.77564
1812010.10.07 00:00modify240.050.745540.751880.00000
1822010.10.07 00:00modify230.050.745540.751880.77564
1832010.10.08 00:00modify240.050.745540.752640.00000
1842010.10.08 00:00modify230.050.745540.752640.77564
1852010.10.11 00:00modify240.050.745540.753310.00000
1862010.10.11 00:00modify230.050.745540.753310.77564
1872010.10.12 00:00modify240.050.745540.753700.00000
1882010.10.12 00:00modify230.050.745540.753700.77564
1892010.10.13 00:00modify240.050.745540.754270.00000
1902010.10.13 00:00modify230.050.745540.754270.77564
1912010.10.14 00:00modify240.050.745540.754580.00000
1922010.10.14 00:00modify230.050.745540.754580.77564
1932010.10.15 00:00modify240.050.745540.755120.00000
1942010.10.15 00:00modify230.050.745540.755120.77564
1952010.10.18 00:00modify240.050.745540.755750.00000
1962010.10.18 00:00modify230.050.745540.755750.77564
1972010.10.19 00:00modify240.050.745540.756770.00000
1982010.10.19 00:00modify230.050.745540.756770.77564
1992010.10.20 00:00modify240.050.745540.757430.00000
2002010.10.20 00:00modify230.050.745540.757430.77564
2012010.10.21 00:00modify240.050.745540.758190.00000
2022010.10.21 00:00modify230.050.745540.758190.77564
2032010.10.22 00:00modify240.050.745540.758530.00000
2042010.10.22 00:00modify230.050.745540.758530.77564
2052010.10.25 00:00modify240.050.745540.759030.00000
2062010.10.25 00:00modify230.050.745540.759030.77564
2072010.10.26 00:00modify240.050.745540.759500.00000
2082010.10.26 00:00modify230.050.745540.759500.77564
2092010.10.27 00:00modify240.050.745540.759940.00000
2102010.10.27 00:00modify230.050.745540.759940.77564
2112010.10.28 00:00modify240.050.745540.760440.00000
2122010.10.28 00:00modify230.050.745540.760440.77564
2132010.10.29 00:00modify240.050.745540.760920.00000
2142010.10.29 00:00modify230.050.745540.760920.77564
2152010.11.01 00:00t/p230.050.775640.760920.77564121.309898.32
2162010.11.01 00:00modify240.050.745540.762410.00000
2172010.11.02 00:00modify240.050.745540.763130.00000
2182010.11.03 00:00modify240.050.745540.763970.00000
2192010.11.04 00:00modify240.050.745540.766010.00000
2202010.11.05 00:00modify240.050.745540.767670.00000
2212010.11.08 00:00modify240.050.745540.768820.00000
2222010.11.09 00:00modify240.050.745540.769870.00000
2232010.11.10 00:00modify240.050.745540.770370.00000
2242010.11.11 00:00modify240.050.745540.771050.00000
2252010.11.12 00:00modify240.050.745540.771780.00000
2262010.11.15 00:00modify240.050.745540.772560.00000
2272010.11.16 00:00modify240.050.745540.773030.00000
2282010.11.17 00:00modify240.050.745540.773970.00000
2292010.11.18 00:00modify240.050.745540.775060.00000
2302010.11.19 00:00modify240.050.745540.776320.00000
2312010.11.22 00:00modify240.050.745540.777180.00000
2322010.11.23 00:00modify240.050.745540.777610.00000
2332010.11.24 00:00s/l240.050.777610.777610.00000130.5210028.84
2342010.11.24 00:00buy250.050.776700.000000.00000
2352010.11.24 00:00modify250.050.776700.750560.80807
2362010.11.24 00:00buy260.050.776700.000000.00000
2372010.11.24 00:00modify260.050.776700.750560.00000
2382010.12.02 00:00sell270.050.762390.000000.00000
2392010.12.02 00:00modify270.050.762390.786000.73406
2402010.12.02 00:00sell280.050.762390.000000.00000
2412010.12.02 00:00modify280.050.762390.786000.00000
2422010.12.15 00:00modify280.050.762390.762190.00000
2432010.12.15 00:00modify270.050.762390.762190.73406
2442010.12.16 00:00s/l250.050.750560.750560.80807-101.399927.45
2452010.12.16 00:00s/l260.050.750560.750560.00000-101.399826.05
2462010.12.30 00:00s/l270.050.762190.762190.73406-3.499822.56
2472010.12.30 00:00s/l280.050.762190.762190.00000-3.499819.07