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

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
ПериодДень (D1) 2011.01.03 00:00 - 2011.12.30 23:59 (2011.01.01 - 2012.01.01)
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 (27)
Чистая прибыль-105.33Общая прибыль661.68Общий убыток-767.01
Прибыльность0.86Матожидание выигрыша-3.29
Абсолютная просадка147.79Максимальная просадка762.74 (7.19%)Относительная просадка7.19% (762.74)
Всего сделок32Короткие позиции (% выигравших)16 (62.50%)Длинные позиции (% выигравших)16 (37.50%)
Прибыльные сделки (% от всех)16 (50.00%)Убыточные сделки (% от всех)16 (50.00%)
Самая большаяприбыльная сделка136.97убыточная сделка-149.06
Средняяприбыльная сделка41.35убыточная сделка-47.94
Максимальное количествонепрерывных выигрышей (прибыль)8 (42.46)непрерывных проигрышей (убыток)10 (-661.53)
Макс.непрерывная прибыль (число выигрышей)449.26 (6)непрерывный убыток (число проигрышей)-661.53 (10)
Среднийнепрерывный выигрыш5непрерывный проигрыш5
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.01.04 00:00buy10.050.768320.000000.00000
22011.01.04 00:00modify10.050.768320.743420.79820
32011.01.04 00:00buy20.050.768320.000000.00000
42011.01.04 00:00modify20.050.768320.743420.00000
52011.01.25 00:00sell30.050.757880.000000.00000
62011.01.25 00:00modify30.050.757880.783980.72656
72011.01.25 00:00sell40.050.757880.000000.00000
82011.01.25 00:00modify40.050.757880.783980.00000
92011.01.26 00:00close40.050.765700.783980.00000-30.939969.07
102011.01.26 00:00close30.050.765700.783980.72656-30.939938.14
112011.02.03 00:00close20.050.764030.743420.00000-14.869923.28
122011.02.03 00:00close10.050.764030.743420.79820-14.869908.42
132011.02.18 00:00sell50.050.746450.000000.00000
142011.02.18 00:00modify50.050.746450.771470.71643
152011.02.18 00:00sell60.050.746450.000000.00000
162011.02.18 00:00modify60.050.746450.771470.00000
172011.02.23 00:00modify60.050.746450.746250.00000
182011.02.23 00:00modify50.050.746450.746250.71643
192011.03.07 00:00t/p50.050.716430.746250.71643115.8910024.32
202011.03.08 00:00modify60.050.746450.745130.00000
212011.03.09 00:00modify60.050.746450.743760.00000
222011.03.10 00:00modify60.050.746450.742000.00000
232011.03.11 00:00modify60.050.746450.740770.00000
242011.03.14 00:00modify60.050.746450.739760.00000
252011.03.15 00:00modify60.050.746450.738530.00000
262011.03.16 00:00modify60.050.746450.737320.00000
272011.03.17 00:00modify60.050.746450.735750.00000
282011.03.18 00:00modify60.050.746450.733930.00000
292011.03.21 00:00modify60.050.746450.733270.00000
302011.03.22 00:00modify60.050.746450.732330.00000
312011.03.23 00:00modify60.050.746450.731830.00000
322011.03.24 00:00modify60.050.746450.731360.00000
332011.03.25 00:00s/l60.050.731360.731360.0000054.0610078.38
342011.04.19 00:00buy70.050.760740.000000.00000
352011.04.19 00:00modify70.050.760740.738160.78784
362011.04.19 00:00buy80.050.760740.000000.00000
372011.04.19 00:00modify80.050.760740.738160.00000
382011.05.12 00:00close80.050.758570.738160.00000-6.9510071.43
392011.05.12 00:00close70.050.758570.738160.78784-6.9510064.48
402011.05.17 00:00buy90.050.761040.000000.00000
412011.05.17 00:00modify90.050.761040.737850.78887
422011.05.17 00:00buy100.050.761040.000000.00000
432011.05.17 00:00modify100.050.761040.737850.00000
442011.05.23 00:00modify100.050.761040.761240.00000
452011.05.23 00:00modify90.050.761040.761240.78887
462011.05.25 00:00modify100.050.761040.762200.00000
472011.05.25 00:00modify90.050.761040.762200.78887
482011.05.26 00:00modify100.050.761040.763280.00000
492011.05.26 00:00modify90.050.761040.763280.78887
502011.05.27 00:00t/p90.050.788870.763280.78887110.3310174.81
512011.05.27 00:00modify100.050.761040.765360.00000
522011.05.30 00:00modify100.050.761040.767370.00000
532011.05.31 00:00modify100.050.761040.768780.00000
542011.06.01 00:00modify100.050.761040.770350.00000
552011.06.02 00:00modify100.050.761040.771680.00000
562011.06.03 00:00modify100.050.761040.772940.00000
572011.06.06 00:00modify100.050.761040.774350.00000
582011.06.07 00:00modify100.050.761040.775780.00000
592011.06.08 00:00modify100.050.761040.777140.00000
602011.06.09 00:00modify100.050.761040.778260.00000
612011.06.10 00:00modify100.050.761040.779810.00000
622011.06.13 00:00modify100.050.761040.781210.00000
632011.06.14 00:00modify100.050.761040.781860.00000
642011.06.15 00:00modify100.050.761040.782460.00000
652011.06.16 00:00modify100.050.761040.783000.00000
662011.06.17 00:00modify100.050.761040.783590.00000
672011.06.20 00:00modify100.050.761040.784650.00000
682011.06.21 00:00modify100.050.761040.785270.00000
692011.06.22 00:00modify100.050.761040.785590.00000
702011.06.23 00:00modify100.050.761040.786400.00000
712011.06.24 00:00modify100.050.761040.787280.00000
722011.06.27 00:00modify100.050.761040.788170.00000
732011.06.28 00:00modify100.050.761040.788630.00000
742011.06.29 00:00modify100.050.761040.789390.00000
752011.06.30 00:00modify100.050.761040.790300.00000
762011.07.01 00:00modify100.050.761040.790920.00000
772011.07.04 00:00modify100.050.761040.791110.00000
782011.07.05 00:00modify100.050.761040.791790.00000
792011.07.06 00:00modify100.050.761040.792120.00000
802011.07.07 00:00modify100.050.761040.792790.00000
812011.07.08 00:00modify100.050.761040.793330.00000
822011.07.11 00:00modify100.050.761040.794280.00000
832011.07.12 00:00modify100.050.761040.794910.00000
842011.07.13 00:00s/l100.050.794910.794910.00000136.9710311.78
852011.07.13 00:00buy110.050.790590.000000.00000
862011.07.13 00:00modify110.050.790590.767650.81812
872011.07.13 00:00buy120.050.790590.000000.00000
882011.07.13 00:00modify120.050.790590.767650.00000
892011.07.14 00:00modify120.050.790590.790790.00000
902011.07.14 00:00modify110.050.790590.790790.81812
912011.07.14 00:00modify120.050.790590.795480.00000
922011.07.14 00:00modify110.050.790590.795480.81812
932011.07.15 00:00modify120.050.790590.796490.00000
942011.07.15 00:00modify110.050.790590.796490.81812
952011.07.18 00:00modify120.050.790590.797020.00000
962011.07.18 00:00modify110.050.790590.797020.81812
972011.07.19 00:00modify120.050.790590.797940.00000
982011.07.19 00:00modify110.050.790590.797940.81812
992011.07.20 00:00modify120.050.790590.798820.00000
1002011.07.20 00:00modify110.050.790590.798820.81812
1012011.07.21 00:00modify120.050.790590.799430.00000
1022011.07.21 00:00modify110.050.790590.799430.81812
1032011.07.22 00:00modify120.050.790590.800320.00000
1042011.07.22 00:00modify110.050.790590.800320.81812
1052011.07.25 00:00t/p110.050.818120.800320.81812109.1510420.94
1062011.07.25 00:00modify120.050.790590.801490.00000
1072011.07.26 00:00modify120.050.790590.802300.00000
1082011.07.27 00:00modify120.050.790590.803430.00000
1092011.07.28 00:00modify120.050.790590.804600.00000
1102011.07.29 00:00modify120.050.790590.805800.00000
1112011.08.01 00:00modify120.050.790590.807950.00000
1122011.08.02 00:00modify120.050.790590.809430.00000
1132011.08.03 00:00modify120.050.790590.810400.00000
1142011.08.04 00:00modify120.050.790590.811430.00000
1152011.08.05 00:00modify120.050.790590.811660.00000
1162011.08.08 00:00s/l120.050.811660.811660.0000084.6110505.55
1172011.08.09 00:00buy130.050.816280.000000.00000
1182011.08.09 00:00modify130.050.816280.785120.85367
1192011.08.09 00:00buy140.050.816280.000000.00000
1202011.08.09 00:00modify140.050.816280.785120.00000
1212011.08.24 00:00modify140.050.816280.817030.00000
1222011.08.24 00:00modify130.050.816280.817030.85367
1232011.08.25 00:00s/l130.050.817030.817030.853674.0910509.64
1242011.08.25 00:00s/l140.050.817030.817030.000004.0910513.74
1252011.09.02 00:00buy150.050.831030.000000.00000
1262011.09.02 00:00modify150.050.831030.792800.87691
1272011.09.02 00:00buy160.050.831030.000000.00000
1282011.09.02 00:00modify160.050.831030.792800.00000
1292011.09.27 00:00s/l150.050.792800.792800.87691-149.0610364.68
1302011.09.27 00:00s/l160.050.792800.792800.00000-149.0610215.62
1312011.09.28 00:00sell170.050.803510.000000.00000
1322011.09.28 00:00modify170.050.803510.834720.76606
1332011.09.28 00:00sell180.050.803510.000000.00000
1342011.09.28 00:00modify180.050.803510.834720.00000
1352011.10.18 00:00buy190.050.810140.000000.00000
1362011.10.18 00:00modify190.050.810140.781280.84477
1372011.10.18 00:00buy200.050.810140.000000.00000
1382011.10.18 00:00modify200.050.810140.781280.00000
1392011.10.27 00:00close200.050.804160.781280.00000-22.8410192.78
1402011.10.27 00:00close190.050.804160.781280.84477-22.8410169.94
1412011.10.28 00:00close180.050.815390.834720.00000-51.6510118.29
1422011.10.28 00:00close170.050.815390.834720.76606-51.6510066.64
1432011.11.01 00:00buy210.050.807430.000000.00000
1442011.11.01 00:00modify210.050.807430.780390.83988
1452011.11.01 00:00buy220.050.807430.000000.00000
1462011.11.01 00:00modify220.050.807430.780390.00000
1472011.11.15 00:00sell230.050.793210.000000.00000
1482011.11.15 00:00modify230.050.793210.820470.76050
1492011.11.15 00:00sell240.050.793210.000000.00000
1502011.11.15 00:00modify240.050.793210.820470.00000
1512011.11.18 00:00s/l210.050.780390.780390.83988-105.259961.39
1522011.11.18 00:00s/l220.050.780390.780390.00000-105.259856.14
1532011.11.18 00:00modify240.050.793210.793010.00000
1542011.11.18 00:00modify230.050.793210.793010.76050
1552011.12.01 00:00s/l230.050.793010.793010.76050-1.969854.17
1562011.12.01 00:00s/l240.050.793010.793010.00000-1.969852.21
1572011.12.01 00:00sell250.050.793770.000000.00000
1582011.12.01 00:00modify250.050.793770.817890.76483
1592011.12.01 00:00sell260.050.793770.000000.00000
1602011.12.01 00:00modify260.050.793770.817890.00000
1612011.12.02 00:00modify260.050.793770.793300.00000
1622011.12.02 00:00modify250.050.793770.793300.76483
1632011.12.05 00:00s/l250.050.793300.793300.764831.559853.75
1642011.12.05 00:00s/l260.050.793300.793300.000001.559855.30
1652011.12.05 00:00sell270.050.793970.000000.00000
1662011.12.05 00:00modify270.050.793970.817350.76591
1672011.12.05 00:00sell280.050.793970.000000.00000
1682011.12.05 00:00modify280.050.793970.817350.00000
1692011.12.07 00:00modify280.050.793970.792340.00000
1702011.12.07 00:00modify270.050.793970.792340.76591
1712011.12.08 00:00modify280.050.793970.791930.00000
1722011.12.08 00:00modify270.050.793970.791930.76591
1732011.12.09 00:00s/l270.050.791930.791930.765917.129862.41
1742011.12.09 00:00s/l280.050.791930.791930.000007.129869.53
1752011.12.09 00:00sell290.050.790360.000000.00000
1762011.12.09 00:00modify290.050.790360.812520.76377
1772011.12.09 00:00sell300.050.790360.000000.00000
1782011.12.09 00:00modify300.050.790360.812520.00000
1792011.12.14 00:00modify300.050.790360.789990.00000
1802011.12.14 00:00modify290.050.790360.789990.76377
1812011.12.15 00:00modify300.050.790360.789240.00000
1822011.12.15 00:00modify290.050.790360.789240.76377
1832011.12.16 00:00modify300.050.790360.788580.00000
1842011.12.16 00:00modify290.050.790360.788580.76377
1852011.12.19 00:00s/l290.050.788580.788580.763775.789875.31
1862011.12.19 00:00s/l300.050.788580.788580.000005.789881.09
1872011.12.27 00:00sell310.050.789520.000000.00000
1882011.12.27 00:00modify310.050.789520.811110.76361
1892011.12.27 00:00sell320.050.789520.000000.00000
1902011.12.27 00:00modify320.050.789520.811110.00000
1912011.12.28 00:00modify320.050.789520.787640.00000
1922011.12.28 00:00modify310.050.789520.787640.76361
1932011.12.29 00:00s/l310.050.787640.787640.763616.799887.88
1942011.12.29 00:00s/l320.050.787640.787640.000006.799894.67