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

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
ПериодДень (D1) 2016.01.04 00:00 - 2016.12.30 23:59 (2016.01.01 - 2017.01.01)
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 (28)
Чистая прибыль-37.84Общая прибыль616.29Общий убыток-654.13
Прибыльность0.94Матожидание выигрыша-1.26
Абсолютная просадка613.75Максимальная просадка613.75 (6.14%)Относительная просадка6.14% (613.75)
Всего сделок30Короткие позиции (% выигравших)12 (33.33%)Длинные позиции (% выигравших)18 (77.78%)
Прибыльные сделки (% от всех)18 (60.00%)Убыточные сделки (% от всех)12 (40.00%)
Самая большаяприбыльная сделка131.01убыточная сделка-125.34
Средняяприбыльная сделка34.24убыточная сделка-54.51
Максимальное количествонепрерывных выигрышей (прибыль)10 (346.19)непрерывных проигрышей (убыток)6 (-507.35)
Макс.непрерывная прибыль (число выигрышей)346.19 (10)непрерывный убыток (число проигрышей)-507.35 (6)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.05 00:00buy10.050.942030.000000.00000
22016.01.05 00:00modify10.050.942030.909800.98071
32016.01.05 00:00buy20.050.942030.000000.00000
42016.01.05 00:00modify20.050.942030.909800.00000
52016.01.28 00:00s/l10.050.909800.909800.98071-125.309874.70
62016.01.28 00:00s/l20.050.909800.909800.00000-125.309749.40
72016.02.25 00:00buy30.050.911960.000000.00000
82016.02.25 00:00modify30.050.911960.879900.95043
92016.02.25 00:00buy40.050.911960.000000.00000
102016.02.25 00:00modify40.050.911960.879900.00000
112016.03.03 00:00sell50.050.895170.000000.00000
122016.03.03 00:00modify50.050.895170.927940.85585
132016.03.03 00:00sell60.050.895170.000000.00000
142016.03.03 00:00modify60.050.895170.927940.00000
152016.03.10 00:00s/l30.050.879900.879900.95043-125.349624.06
162016.03.10 00:00s/l40.050.879900.879900.00000-125.349498.72
172016.03.10 00:00modify60.050.895170.894970.00000
182016.03.10 00:00modify50.050.895170.894970.85585
192016.03.30 00:00s/l50.050.894970.894970.85585-3.039495.69
202016.03.30 00:00s/l60.050.894970.894970.00000-3.039492.65
212016.03.30 00:00sell70.050.894310.000000.00000
222016.03.30 00:00modify70.050.894310.926260.85597
232016.03.30 00:00sell80.050.894310.000000.00000
242016.03.30 00:00modify80.050.894310.926260.00000
252016.04.08 00:00modify80.050.894310.894170.00000
262016.04.08 00:00modify70.050.894310.894170.85597
272016.04.11 00:00modify80.050.894310.893210.00000
282016.04.11 00:00modify70.050.894310.893210.85597
292016.04.12 00:00modify80.050.894310.892640.00000
302016.04.12 00:00modify70.050.894310.892640.85597
312016.04.13 00:00modify80.050.894310.891960.00000
322016.04.13 00:00modify70.050.894310.891960.85597
332016.04.14 00:00modify80.050.894310.891650.00000
342016.04.14 00:00modify70.050.894310.891650.85597
352016.04.15 00:00modify80.050.894310.890590.00000
362016.04.15 00:00modify70.050.894310.890590.85597
372016.04.18 00:00s/l70.050.890590.890590.8559711.759504.41
382016.04.18 00:00s/l80.050.890590.890590.0000011.759516.16
392016.04.27 00:00sell90.050.869030.000000.00000
402016.04.27 00:00modify90.050.869030.893930.83915
412016.04.27 00:00sell100.050.869030.000000.00000
422016.04.27 00:00modify100.050.869030.893930.00000
432016.05.18 00:00close100.050.879160.893930.00000-43.089473.08
442016.05.18 00:00close90.050.879160.893930.83915-43.089429.99
452016.06.15 00:00buy110.050.900280.000000.00000
462016.06.15 00:00modify110.050.900280.872890.93315
472016.06.15 00:00buy120.050.900280.000000.00000
482016.06.15 00:00modify120.050.900280.872890.00000
492016.06.17 00:00modify120.050.900280.900480.00000
502016.06.17 00:00modify110.050.900280.900480.93315
512016.07.01 00:00modify120.050.900280.901630.00000
522016.07.01 00:00modify110.050.900280.901630.93315
532016.07.04 00:00modify120.050.900280.903120.00000
542016.07.04 00:00modify110.050.900280.903120.93315
552016.07.05 00:00modify120.050.900280.904700.00000
562016.07.05 00:00modify110.050.900280.904700.93315
572016.07.06 00:00modify120.050.900280.906090.00000
582016.07.06 00:00modify110.050.900280.906090.93315
592016.07.07 00:00modify120.050.900280.907050.00000
602016.07.07 00:00modify110.050.900280.907050.93315
612016.07.08 00:00t/p110.050.933150.907050.93315131.019561.00
622016.07.08 00:00modify120.050.900280.909490.00000
632016.07.11 00:00modify120.050.900280.912240.00000
642016.07.12 00:00modify120.050.900280.914020.00000
652016.07.13 00:00modify120.050.900280.916300.00000
662016.07.14 00:00modify120.050.900280.917700.00000
672016.07.15 00:00modify120.050.900280.917960.00000
682016.07.18 00:00modify120.050.900280.918510.00000
692016.07.19 00:00s/l120.050.918510.918510.0000073.949634.95
702016.07.19 00:00buy130.050.921100.000000.00000
712016.07.19 00:00modify130.050.921100.887240.96173
722016.07.19 00:00buy140.050.921100.000000.00000
732016.07.19 00:00modify140.050.921100.887240.00000
742016.07.27 00:00modify140.050.921100.922070.00000
752016.07.27 00:00modify130.050.921100.922070.96173
762016.07.28 00:00modify140.050.921100.923050.00000
772016.07.28 00:00modify130.050.921100.923050.96173
782016.07.29 00:00modify140.050.921100.923600.00000
792016.07.29 00:00modify130.050.921100.923600.96173
802016.08.01 00:00modify140.050.921100.924980.00000
812016.08.01 00:00modify130.050.921100.924980.96173
822016.08.02 00:00modify140.050.921100.926090.00000
832016.08.02 00:00modify130.050.921100.926090.96173
842016.08.03 00:00modify140.050.921100.927720.00000
852016.08.03 00:00modify130.050.921100.927720.96173
862016.08.05 00:00modify140.050.921100.928250.00000
872016.08.05 00:00modify130.050.921100.928250.96173
882016.08.08 00:00modify140.050.921100.929290.00000
892016.08.08 00:00modify130.050.921100.929290.96173
902016.08.09 00:00modify140.050.921100.929930.00000
912016.08.09 00:00modify130.050.921100.929930.96173
922016.08.10 00:00modify140.050.921100.930660.00000
932016.08.10 00:00modify130.050.921100.930660.96173
942016.08.11 00:00modify140.050.921100.931500.00000
952016.08.11 00:00modify130.050.921100.931500.96173
962016.08.12 00:00modify140.050.921100.931630.00000
972016.08.12 00:00modify130.050.921100.931630.96173
982016.08.15 00:00s/l130.050.931630.931630.9617343.189678.12
992016.08.15 00:00s/l140.050.931630.931630.0000043.189721.30
1002016.08.15 00:00buy150.050.930620.000000.00000
1012016.08.15 00:00modify150.050.930620.901580.96547
1022016.08.15 00:00buy160.050.930620.000000.00000
1032016.08.15 00:00modify160.050.930620.901580.00000
1042016.08.17 00:00modify160.050.930620.932340.00000
1052016.08.17 00:00modify150.050.930620.932340.96547
1062016.08.18 00:00s/l150.050.932340.932340.965477.099728.39
1072016.08.18 00:00s/l160.050.932340.932340.000007.099735.47
1082016.08.18 00:00buy170.050.931380.000000.00000
1092016.08.18 00:00modify170.050.931380.902720.96577
1102016.08.18 00:00buy180.050.931380.000000.00000
1112016.08.18 00:00modify180.050.931380.902720.00000
1122016.08.22 00:00modify180.050.931380.932690.00000
1132016.08.22 00:00modify170.050.931380.932690.96577
1142016.08.23 00:00s/l170.050.932690.932690.965775.359740.82
1152016.08.23 00:00s/l180.050.932690.932690.000005.359746.18
1162016.09.05 00:00buy190.050.946160.000000.00000
1172016.09.05 00:00modify190.050.946160.920480.97698
1182016.09.05 00:00buy200.050.946160.000000.00000
1192016.09.05 00:00modify200.050.946160.920480.00000
1202016.09.08 00:00modify200.050.946160.946360.00000
1212016.09.08 00:00modify190.050.946160.946360.97698
1222016.09.19 00:00modify200.050.946160.946690.00000
1232016.09.19 00:00modify190.050.946160.946690.97698
1242016.09.20 00:00modify200.050.946160.947760.00000
1252016.09.20 00:00modify190.050.946160.947760.97698
1262016.09.21 00:00modify200.050.946160.948810.00000
1272016.09.21 00:00modify190.050.946160.948810.97698
1282016.09.22 00:00modify200.050.946160.949630.00000
1292016.09.22 00:00modify190.050.946160.949630.97698
1302016.09.26 00:00s/l190.050.949630.949630.9769815.009761.18
1312016.09.26 00:00s/l200.050.949630.949630.0000015.009776.19
1322016.09.26 00:00buy210.050.953410.000000.00000
1332016.09.26 00:00modify210.050.953410.927610.98437
1342016.09.26 00:00buy220.050.953410.000000.00000
1352016.09.26 00:00modify220.050.953410.927610.00000
1362016.10.14 00:00sell230.050.935580.000000.00000
1372016.10.14 00:00modify230.050.935580.961840.90407
1382016.10.14 00:00sell240.050.935580.000000.00000
1392016.10.14 00:00modify240.050.935580.961840.00000
1402016.10.19 00:00close240.050.942550.961840.00000-27.909748.29
1412016.10.19 00:00close230.050.942550.961840.90407-27.909720.39
1422016.11.02 00:00modify220.050.953410.953610.00000
1432016.11.02 00:00modify210.050.953410.953610.98437
1442016.11.04 00:00modify220.050.953410.954540.00000
1452016.11.04 00:00modify210.050.953410.954540.98437
1462016.11.07 00:00modify220.050.953410.955580.00000
1472016.11.07 00:00modify210.050.953410.955580.98437
1482016.11.08 00:00modify220.050.953410.956750.00000
1492016.11.08 00:00modify210.050.953410.956750.98437
1502016.11.09 00:00t/p210.050.984370.956750.98437124.709845.09
1512016.11.09 00:00modify220.050.953410.957840.00000
1522016.11.10 00:00modify220.050.953410.958520.00000
1532016.11.11 00:00modify220.050.953410.958890.00000
1542016.11.15 00:00modify220.050.953410.959190.00000
1552016.11.16 00:00s/l220.050.959190.959190.0000026.009871.09
1562016.11.16 00:00buy250.050.954900.000000.00000
1572016.11.16 00:00modify250.050.954900.928140.98701
1582016.11.16 00:00buy260.050.954900.000000.00000
1592016.11.16 00:00modify260.050.954900.928140.00000
1602016.11.23 00:00sell270.050.948590.000000.00000
1612016.11.23 00:00modify270.050.948590.974450.91756
1622016.11.23 00:00sell280.050.948590.000000.00000
1632016.11.23 00:00modify280.050.948590.974450.00000
1642016.11.30 00:00modify260.050.954900.955970.00000
1652016.11.30 00:00modify250.050.954900.955970.98701
1662016.12.01 00:00s/l250.050.955970.955970.987015.299876.38
1672016.12.01 00:00s/l260.050.955970.955970.000005.299881.67
1682016.12.12 00:00modify280.050.948590.948390.00000
1692016.12.12 00:00modify270.050.948590.948390.91756
1702016.12.14 00:00s/l270.050.948390.948390.91756-2.419879.26
1712016.12.14 00:00s/l280.050.948390.948390.00000-2.419876.85
1722016.12.14 00:00sell290.050.945630.000000.00000
1732016.12.14 00:00modify290.050.945630.972600.91327
1742016.12.14 00:00sell300.050.945630.000000.00000
1752016.12.14 00:00modify300.050.945630.972600.00000
1762016.12.19 00:00modify300.050.945630.945430.00000
1772016.12.19 00:00modify290.050.945630.945430.91327
1782016.12.26 00:00modify300.050.945630.944890.00000
1792016.12.26 00:00modify290.050.945630.944890.91327
1802016.12.27 00:00modify300.050.945630.944140.00000
1812016.12.27 00:00modify290.050.945630.944140.91327
1822016.12.28 00:00modify300.050.945630.943630.00000
1832016.12.28 00:00modify290.050.945630.943630.91327
1842016.12.29 00:00modify300.050.945630.943180.00000
1852016.12.29 00:00modify290.050.945630.943180.91327
1862016.12.30 00:00modify300.050.945630.942850.00000
1872016.12.30 00:00modify290.050.945630.942850.91327
1882016.12.30 23:59close at stop300.050.934100.942850.0000042.669919.50
1892016.12.30 23:59close at stop290.050.934100.942850.9132742.669962.16