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

СимволNZDCAD (New Zealand Dollar vs Canadian 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=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 истории1259Смоделировано тиков1517Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (24)
Чистая прибыль777.90Общая прибыль777.90Общий убыток-0.00
ПрибыльностьМатожидание выигрыша32.41
Абсолютная просадка40.43Максимальная просадка250.95 (2.37%)Относительная просадка2.37% (250.95)
Всего сделок24Короткие позиции (% выигравших)6 (100.00%)Длинные позиции (% выигравших)18 (100.00%)
Прибыльные сделки (% от всех)24 (100.00%)Убыточные сделки (% от всех)0 (0.00%)
Самая большаяприбыльная сделка138.21убыточная сделка-0.00
Средняяприбыльная сделка32.41убыточная сделка-0.00
Максимальное количествонепрерывных выигрышей (прибыль)24 (777.90)непрерывных проигрышей (убыток)0 (-0.00)
Макс.непрерывная прибыль (число выигрышей)777.90 (24)непрерывный убыток (число проигрышей)-0.00 (0)
Среднийнепрерывный выигрыш24непрерывный проигрыш0
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.17 00:00buy10.050.829270.000000.00000
22013.01.17 00:00modify10.050.829270.810410.85190
32013.01.17 00:00buy20.050.829270.000000.00000
42013.01.17 00:00modify20.050.829270.810410.00000
52013.01.24 00:00modify20.050.829270.829470.00000
62013.01.24 00:00modify10.050.829270.829470.85190
72013.02.04 00:00modify20.050.829270.830240.00000
82013.02.04 00:00modify10.050.829270.830240.85190
92013.02.05 00:00modify20.050.829270.830760.00000
102013.02.05 00:00modify10.050.829270.830760.85190
112013.02.06 00:00modify20.050.829270.831200.00000
122013.02.06 00:00modify10.050.829270.831200.85190
132013.02.07 00:00modify20.050.829270.831340.00000
142013.02.07 00:00modify10.050.829270.831340.85190
152013.02.08 00:00s/l10.050.831340.831340.851909.5510009.55
162013.02.08 00:00s/l20.050.831340.831340.000009.5510019.10
172013.02.08 00:00buy30.050.831290.000000.00000
182013.02.08 00:00modify30.050.831290.810430.85632
192013.02.08 00:00buy40.050.831290.000000.00000
202013.02.08 00:00modify40.050.831290.810430.00000
212013.02.11 00:00modify40.050.831290.831910.00000
222013.02.11 00:00modify30.050.831290.831910.85632
232013.02.12 00:00modify40.050.831290.832370.00000
242013.02.12 00:00modify30.050.831290.832370.85632
252013.02.13 00:00modify40.050.831290.833020.00000
262013.02.13 00:00modify30.050.831290.833020.85632
272013.02.14 00:00modify40.050.831290.833940.00000
282013.02.14 00:00modify30.050.831290.833940.85632
292013.02.15 00:00modify40.050.831290.835010.00000
302013.02.15 00:00modify30.050.831290.835010.85632
312013.02.18 00:00modify40.050.831290.835770.00000
322013.02.18 00:00modify30.050.831290.835770.85632
332013.02.19 00:00modify40.050.831290.836920.00000
342013.02.19 00:00modify30.050.831290.836920.85632
352013.02.20 00:00t/p30.050.856320.836920.8563299.1910118.28
362013.02.20 00:00modify40.050.831290.838020.00000
372013.02.21 00:00modify40.050.831290.838460.00000
382013.02.22 00:00modify40.050.831290.839140.00000
392013.02.25 00:00modify40.050.831290.840290.00000
402013.02.26 00:00modify40.050.831290.841030.00000
412013.02.27 00:00modify40.050.831290.841300.00000
422013.02.28 00:00modify40.050.831290.841770.00000
432013.03.01 00:00modify40.050.831290.842460.00000
442013.03.04 00:00modify40.050.831290.842720.00000
452013.03.05 00:00modify40.050.831290.843460.00000
462013.03.06 00:00modify40.050.831290.844260.00000
472013.03.07 00:00modify40.050.831290.844960.00000
482013.03.08 00:00modify40.050.831290.845410.00000
492013.03.11 00:00s/l40.050.845410.845410.0000057.4410175.73
502013.03.11 00:00buy50.050.843960.000000.00000
512013.03.11 00:00modify50.050.843960.820220.87245
522013.03.11 00:00buy60.050.843960.000000.00000
532013.03.11 00:00modify60.050.843960.820220.00000
542013.03.12 00:00modify60.050.843960.845740.00000
552013.03.12 00:00modify50.050.843960.845740.87245
562013.03.13 00:00s/l50.050.845740.845740.872457.1310182.85
572013.03.13 00:00s/l60.050.845740.845740.000007.1310189.98
582013.03.27 00:00buy70.050.852800.000000.00000
592013.03.27 00:00modify70.050.852800.832680.87694
602013.03.27 00:00buy80.050.852800.000000.00000
612013.03.27 00:00modify80.050.852800.832680.00000
622013.04.10 00:00modify80.050.852800.853000.00000
632013.04.10 00:00modify70.050.852800.853000.87694
642013.04.12 00:00t/p70.050.876940.853000.8769496.1910286.17
652013.04.12 00:00modify80.050.852800.853640.00000
662013.04.15 00:00modify80.050.852800.854160.00000
672013.04.17 00:00modify80.050.852800.854790.00000
682013.04.18 00:00modify80.050.852800.855360.00000
692013.04.19 00:00modify80.050.852800.855650.00000
702013.04.22 00:00modify80.050.852800.856040.00000
712013.04.23 00:00modify80.050.852800.856580.00000
722013.04.24 00:00modify80.050.852800.856920.00000
732013.04.25 00:00modify80.050.852800.857740.00000
742013.04.26 00:00modify80.050.852800.858160.00000
752013.04.29 00:00modify80.050.852800.858320.00000
762013.04.30 00:00modify80.050.852800.858940.00000
772013.05.01 00:00modify80.050.852800.859060.00000
782013.05.02 00:00s/l80.050.859060.859060.0000027.0710313.24
792013.05.02 00:00buy90.050.857060.000000.00000
802013.05.02 00:00modify90.050.857060.836240.88204
812013.05.02 00:00buy100.050.857060.000000.00000
822013.05.02 00:00modify100.050.857060.836240.00000
832013.05.06 00:00modify100.050.857060.859320.00000
842013.05.06 00:00modify90.050.857060.859320.88204
852013.05.07 00:00s/l90.050.859320.859320.882049.0910322.33
862013.05.07 00:00s/l100.050.859320.859320.000009.0910331.42
872013.05.16 00:00sell110.050.835550.000000.00000
882013.05.16 00:00modify110.050.835550.859260.80710
892013.05.16 00:00sell120.050.835550.000000.00000
902013.05.16 00:00modify120.050.835550.859260.00000
912013.06.06 00:00modify120.050.835550.835350.00000
922013.06.06 00:00modify110.050.835550.835350.80710
932013.06.10 00:00t/p110.050.807100.835350.80710108.5010439.92
942013.06.12 00:00modify120.050.835550.833810.00000
952013.06.13 00:00modify120.050.835550.833160.00000
962013.06.14 00:00modify120.050.835550.832560.00000
972013.06.17 00:00modify120.050.835550.831350.00000
982013.06.18 00:00modify120.050.835550.829960.00000
992013.06.19 00:00modify120.050.835550.829000.00000
1002013.06.20 00:00modify120.050.835550.827620.00000
1012013.06.21 00:00modify120.050.835550.826040.00000
1022013.06.24 00:00modify120.050.835550.824840.00000
1032013.06.25 00:00modify120.050.835550.824350.00000
1042013.06.26 00:00modify120.050.835550.823440.00000
1052013.06.27 00:00modify120.050.835550.822760.00000
1062013.06.28 00:00modify120.050.835550.822170.00000
1072013.07.01 00:00modify120.050.835550.821190.00000
1082013.07.02 00:00s/l120.050.821190.821190.0000049.6710489.59
1092013.07.02 00:00sell130.050.820200.000000.00000
1102013.07.02 00:00modify130.050.820200.853510.78023
1112013.07.02 00:00sell140.050.820200.000000.00000
1122013.07.02 00:00modify140.050.820200.853510.00000
1132013.07.08 00:00modify140.050.820200.819390.00000
1142013.07.08 00:00modify130.050.820200.819390.78023
1152013.07.09 00:00s/l130.050.819390.819390.780232.1210491.72
1162013.07.09 00:00s/l140.050.819390.819390.000002.1210493.84
1172013.08.12 00:00buy150.050.826440.000000.00000
1182013.08.12 00:00modify150.050.826440.799430.85885
1192013.08.12 00:00buy160.050.826440.000000.00000
1202013.08.12 00:00modify160.050.826440.799430.00000
1212013.09.03 00:00sell170.050.823080.000000.00000
1222013.09.03 00:00modify170.050.823080.850540.79013
1232013.09.03 00:00sell180.050.823080.000000.00000
1242013.09.03 00:00modify180.050.823080.850540.00000
1252013.09.04 00:00modify180.050.823080.822830.00000
1262013.09.04 00:00modify170.050.823080.822830.79013
1272013.09.05 00:00s/l170.050.822830.822830.790130.3810494.22
1282013.09.05 00:00s/l180.050.822830.822830.000000.3810494.60
1292013.09.13 00:00modify160.050.826440.826640.00000
1302013.09.13 00:00modify150.050.826440.826640.85885
1312013.09.16 00:00modify160.050.826440.826960.00000
1322013.09.16 00:00modify150.050.826440.826960.85885
1332013.09.17 00:00modify160.050.826440.827590.00000
1342013.09.17 00:00modify150.050.826440.827590.85885
1352013.09.18 00:00modify160.050.826440.828730.00000
1362013.09.18 00:00modify150.050.826440.828730.85885
1372013.09.19 00:00modify160.050.826440.830240.00000
1382013.09.19 00:00modify150.050.826440.830240.85885
1392013.09.20 00:00t/p150.050.858850.830240.85885130.2110624.80
1402013.09.20 00:00modify160.050.826440.831800.00000
1412013.09.23 00:00modify160.050.826440.833260.00000
1422013.09.24 00:00modify160.050.826440.834660.00000
1432013.09.25 00:00modify160.050.826440.835300.00000
1442013.09.26 00:00modify160.050.826440.836000.00000
1452013.09.27 00:00modify160.050.826440.837200.00000
1462013.09.30 00:00modify160.050.826440.838030.00000
1472013.10.01 00:00modify160.050.826440.838880.00000
1482013.10.02 00:00modify160.050.826440.839900.00000
1492013.10.03 00:00modify160.050.826440.841350.00000
1502013.10.04 00:00modify160.050.826440.842130.00000
1512013.10.07 00:00modify160.050.826440.842970.00000
1522013.10.08 00:00modify160.050.826440.843810.00000
1532013.10.09 00:00modify160.050.826440.844880.00000
1542013.10.10 00:00modify160.050.826440.846100.00000
1552013.10.11 00:00modify160.050.826440.847010.00000
1562013.10.14 00:00modify160.050.826440.847830.00000
1572013.10.15 00:00modify160.050.826440.849080.00000
1582013.10.16 00:00modify160.050.826440.850330.00000
1592013.10.17 00:00modify160.050.826440.851620.00000
1602013.10.18 00:00modify160.050.826440.853010.00000
1612013.10.21 00:00modify160.050.826440.854280.00000
1622013.10.22 00:00modify160.050.826440.855250.00000
1632013.10.23 00:00modify160.050.826440.856730.00000
1642013.10.24 00:00modify160.050.826440.857570.00000
1652013.10.25 00:00modify160.050.826440.858510.00000
1662013.10.28 00:00modify160.050.826440.858980.00000
1672013.10.29 00:00modify160.050.826440.859730.00000
1682013.10.30 00:00modify160.050.826440.860220.00000
1692013.10.31 00:00s/l160.050.860220.860220.00000138.2110763.02
1702013.11.01 00:00buy190.050.861660.000000.00000
1712013.11.01 00:00modify190.050.861660.839200.88861
1722013.11.01 00:00buy200.050.861660.000000.00000
1732013.11.01 00:00modify200.050.861660.839200.00000
1742013.11.05 00:00modify200.050.861660.861780.00000
1752013.11.05 00:00modify190.050.861660.861780.88861
1762013.11.06 00:00s/l190.050.861780.861780.888610.6610763.68
1772013.11.06 00:00s/l200.050.861780.861780.000000.6610764.34
1782013.11.08 00:00buy210.050.870450.000000.00000
1792013.11.08 00:00modify210.050.870450.846940.89866
1802013.11.08 00:00buy220.050.870450.000000.00000
1812013.11.08 00:00modify220.050.870450.846940.00000
1822013.12.09 00:00modify220.050.870450.870650.00000
1832013.12.09 00:00modify210.050.870450.870650.89866
1842013.12.12 00:00s/l210.050.870650.870650.898662.9510767.29
1852013.12.12 00:00s/l220.050.870650.870650.000002.9510770.24
1862013.12.12 00:00buy230.050.874420.000000.00000
1872013.12.12 00:00modify230.050.874420.846180.90831
1882013.12.12 00:00buy240.050.874420.000000.00000
1892013.12.12 00:00modify240.050.874420.846180.00000
1902013.12.31 23:59close at stop240.050.875120.846180.000003.8310774.07
1912013.12.31 23:59close at stop230.050.875120.846180.908313.8310777.90