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

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
ПериодДень (D1) 2017.01.02 00:00 - 2017.11.13 23:59 (2017.01.01 - 2018.01.01)
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 истории1227Смоделировано тиков1453Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (25)
Чистая прибыль13.94Общая прибыль512.85Общий убыток-498.91
Прибыльность1.03Матожидание выигрыша0.58
Абсолютная просадка541.73Максимальная просадка590.71 (5.88%)Относительная просадка5.88% (590.71)
Всего сделок24Короткие позиции (% выигравших)20 (70.00%)Длинные позиции (% выигравших)4 (50.00%)
Прибыльные сделки (% от всех)16 (66.67%)Убыточные сделки (% от всех)8 (33.33%)
Самая большаяприбыльная сделка167.72убыточная сделка-89.77
Средняяприбыльная сделка32.05убыточная сделка-62.36
Максимальное количествонепрерывных выигрышей (прибыль)6 (12.60)непрерывных проигрышей (убыток)4 (-337.71)
Макс.непрерывная прибыль (число выигрышей)438.69 (4)непрерывный убыток (число проигрышей)-337.71 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.06 00:00sell10.050.928730.000000.00000
22017.01.06 00:00modify10.050.928730.950990.90202
32017.01.06 00:00sell20.050.928730.000000.00000
42017.01.06 00:00modify20.050.928730.950990.00000
52017.01.20 00:00s/l10.050.950990.950990.90202-89.779910.23
62017.01.20 00:00s/l20.050.950990.950990.00000-89.779820.45
72017.01.24 00:00buy30.050.957230.000000.00000
82017.01.24 00:00modify30.050.957230.932180.98729
92017.01.24 00:00buy40.050.957230.000000.00000
102017.01.24 00:00modify40.050.957230.932180.00000
112017.02.15 00:00close40.050.936790.932180.00000-79.089741.37
122017.02.15 00:00close30.050.936790.932180.98729-79.089662.29
132017.02.16 00:00sell50.050.944030.000000.00000
142017.02.16 00:00modify50.050.944030.969620.91332
152017.02.16 00:00sell60.050.944030.000000.00000
162017.02.16 00:00modify60.050.944030.969620.00000
172017.03.08 00:00modify60.050.944030.943830.00000
182017.03.08 00:00modify50.050.944030.943830.91332
192017.03.14 00:00modify60.050.944030.943270.00000
202017.03.14 00:00modify50.050.944030.943270.91332
212017.03.15 00:00modify60.050.944030.942890.00000
222017.03.15 00:00modify50.050.944030.942890.91332
232017.03.16 00:00modify60.050.944030.942340.00000
242017.03.16 00:00modify50.050.944030.942340.91332
252017.03.17 00:00modify60.050.944030.941610.00000
262017.03.17 00:00modify50.050.944030.941610.91332
272017.03.21 00:00s/l50.050.941610.941610.913324.809667.09
282017.03.21 00:00s/l60.050.941610.941610.000004.809671.89
292017.03.21 00:00sell70.050.941710.000000.00000
302017.03.21 00:00modify70.050.941710.962770.91644
312017.03.21 00:00sell80.050.941710.000000.00000
322017.03.21 00:00modify80.050.941710.962770.00000
332017.03.22 00:00modify80.050.941710.941400.00000
342017.03.22 00:00modify70.050.941710.941400.91644
352017.03.23 00:00s/l70.050.941400.941400.916440.619672.50
362017.03.23 00:00s/l80.050.941400.941400.000000.619673.11
372017.03.27 00:00sell90.050.939070.000000.00000
382017.03.27 00:00modify90.050.939070.959870.91411
392017.03.27 00:00sell100.050.939070.000000.00000
402017.03.27 00:00modify100.050.939070.959870.00000
412017.04.05 00:00modify100.050.939070.938580.00000
422017.04.05 00:00modify90.050.939070.938580.91411
432017.04.06 00:00modify100.050.939070.938340.00000
442017.04.06 00:00modify90.050.939070.938340.91411
452017.04.07 00:00s/l90.050.938340.938340.914110.899674.00
462017.04.07 00:00s/l100.050.938340.938340.000000.899674.89
472017.04.14 00:00sell110.050.931740.000000.00000
482017.04.14 00:00modify110.050.931740.951450.90809
492017.04.14 00:00sell120.050.931740.000000.00000
502017.04.14 00:00modify120.050.931740.951450.00000
512017.04.26 00:00buy130.050.942910.000000.00000
522017.04.26 00:00modify130.050.942910.922930.96689
532017.04.26 00:00buy140.050.942910.000000.00000
542017.04.26 00:00modify140.050.942910.922930.00000
552017.05.03 00:00s/l110.050.951450.951450.90809-80.199594.70
562017.05.03 00:00s/l120.050.951450.951450.00000-80.199514.50
572017.05.31 00:00modify140.050.942910.943110.00000
582017.05.31 00:00modify130.050.942910.943110.96689
592017.06.01 00:00modify140.050.942910.943230.00000
602017.06.01 00:00modify130.050.942910.943230.96689
612017.06.02 00:00modify140.050.942910.943660.00000
622017.06.02 00:00modify130.050.942910.943660.96689
632017.06.05 00:00modify140.050.942910.944910.00000
642017.06.05 00:00modify130.050.942910.944910.96689
652017.06.06 00:00modify140.050.942910.945720.00000
662017.06.06 00:00modify130.050.942910.945720.96689
672017.06.07 00:00t/p130.050.966890.945720.9668997.089611.58
682017.06.07 00:00modify140.050.942910.946950.00000
692017.06.08 00:00modify140.050.942910.948370.00000
702017.06.09 00:00modify140.050.942910.949730.00000
712017.06.12 00:00modify140.050.942910.950640.00000
722017.06.13 00:00modify140.050.942910.950740.00000
732017.06.14 00:00modify140.050.942910.951030.00000
742017.06.15 00:00modify140.050.942910.951880.00000
752017.06.16 00:00modify140.050.942910.952020.00000
762017.06.19 00:00modify140.050.942910.952510.00000
772017.06.20 00:00modify140.050.942910.952700.00000
782017.06.21 00:00modify140.050.942910.953390.00000
792017.06.22 00:00modify140.050.942910.954060.00000
802017.06.23 00:00modify140.050.942910.954440.00000
812017.06.26 00:00modify140.050.942910.955270.00000
822017.06.27 00:00modify140.050.942910.955840.00000
832017.06.29 00:00s/l140.050.955840.955840.0000055.119666.69
842017.07.04 00:00sell150.050.948190.000000.00000
852017.07.04 00:00modify150.050.948190.974950.91608
862017.07.04 00:00sell160.050.948190.000000.00000
872017.07.04 00:00modify160.050.948190.974950.00000
882017.07.10 00:00modify160.050.948190.947990.00000
892017.07.10 00:00modify150.050.948190.947990.91608
902017.07.19 00:00modify160.050.948190.947030.00000
912017.07.19 00:00modify150.050.948190.947030.91608
922017.07.20 00:00modify160.050.948190.946000.00000
932017.07.20 00:00modify150.050.948190.946000.91608
942017.07.21 00:00modify160.050.948190.945420.00000
952017.07.21 00:00modify150.050.948190.945420.91608
962017.07.24 00:00modify160.050.948190.944840.00000
972017.07.24 00:00modify150.050.948190.944840.91608
982017.07.25 00:00modify160.050.948190.944000.00000
992017.07.25 00:00modify150.050.948190.944000.91608
1002017.07.26 00:00modify160.050.948190.942900.00000
1012017.07.26 00:00modify150.050.948190.942900.91608
1022017.07.27 00:00modify160.050.948190.942690.00000
1032017.07.27 00:00modify150.050.948190.942690.91608
1042017.07.28 00:00modify160.050.948190.942440.00000
1052017.07.28 00:00modify150.050.948190.942440.91608
1062017.07.31 00:00modify160.050.948190.941570.00000
1072017.07.31 00:00modify150.050.948190.941570.91608
1082017.08.01 00:00modify160.050.948190.941280.00000
1092017.08.01 00:00modify150.050.948190.941280.91608
1102017.08.02 00:00modify160.050.948190.940730.00000
1112017.08.02 00:00modify150.050.948190.940730.91608
1122017.08.03 00:00modify160.050.948190.940010.00000
1132017.08.03 00:00modify150.050.948190.940010.91608
1142017.08.04 00:00modify160.050.948190.939600.00000
1152017.08.04 00:00modify150.050.948190.939600.91608
1162017.08.07 00:00modify160.050.948190.939200.00000
1172017.08.07 00:00modify150.050.948190.939200.91608
1182017.08.08 00:00modify160.050.948190.938540.00000
1192017.08.08 00:00modify150.050.948190.938540.91608
1202017.08.09 00:00modify160.050.948190.937600.00000
1212017.08.09 00:00modify150.050.948190.937600.91608
1222017.08.10 00:00modify160.050.948190.937140.00000
1232017.08.10 00:00modify150.050.948190.937140.91608
1242017.08.11 00:00modify160.050.948190.936230.00000
1252017.08.11 00:00modify150.050.948190.936230.91608
1262017.08.14 00:00modify160.050.948190.935570.00000
1272017.08.14 00:00modify150.050.948190.935570.91608
1282017.08.15 00:00modify160.050.948190.934980.00000
1292017.08.15 00:00modify150.050.948190.934980.91608
1302017.08.16 00:00modify160.050.948190.934060.00000
1312017.08.16 00:00modify150.050.948190.934060.91608
1322017.08.17 00:00modify160.050.948190.933280.00000
1332017.08.17 00:00modify150.050.948190.933280.91608
1342017.08.18 00:00modify160.050.948190.932600.00000
1352017.08.18 00:00modify150.050.948190.932600.91608
1362017.08.21 00:00modify160.050.948190.931700.00000
1372017.08.21 00:00modify150.050.948190.931700.91608
1382017.08.22 00:00modify160.050.948190.930980.00000
1392017.08.22 00:00modify150.050.948190.930980.91608
1402017.08.23 00:00t/p150.050.916080.930980.91608118.799785.47
1412017.08.23 00:00modify160.050.948190.929760.00000
1422017.08.24 00:00modify160.050.948190.928200.00000
1432017.08.25 00:00modify160.050.948190.926680.00000
1442017.08.28 00:00modify160.050.948190.925430.00000
1452017.08.29 00:00modify160.050.948190.924610.00000
1462017.08.30 00:00modify160.050.948190.923590.00000
1472017.08.31 00:00modify160.050.948190.922780.00000
1482017.09.01 00:00modify160.050.948190.920840.00000
1492017.09.04 00:00modify160.050.948190.918800.00000
1502017.09.05 00:00modify160.050.948190.917310.00000
1512017.09.06 00:00modify160.050.948190.916310.00000
1522017.09.07 00:00modify160.050.948190.913850.00000
1532017.09.08 00:00modify160.050.948190.911740.00000
1542017.09.11 00:00modify160.050.948190.910450.00000
1552017.09.12 00:00modify160.050.948190.908510.00000
1562017.09.13 00:00modify160.050.948190.907650.00000
1572017.09.14 00:00modify160.050.948190.905870.00000
1582017.09.15 00:00modify160.050.948190.904140.00000
1592017.09.18 00:00modify160.050.948190.903440.00000
1602017.09.19 00:00modify160.050.948190.902760.00000
1612017.09.20 00:00modify160.050.948190.902450.00000
1622017.09.21 00:00s/l160.050.902450.902450.00000167.729953.19
1632017.09.25 00:00sell170.050.899620.000000.00000
1642017.09.25 00:00modify170.050.899620.928890.86450
1652017.09.25 00:00sell180.050.899620.000000.00000
1662017.09.25 00:00modify180.050.899620.928890.00000
1672017.09.28 00:00modify180.050.899620.899490.00000
1682017.09.28 00:00modify170.050.899620.899490.86450
1692017.09.29 00:00s/l170.050.899490.899490.86450-0.409952.79
1702017.09.29 00:00s/l180.050.899490.899490.00000-0.409952.38
1712017.10.13 00:00sell190.050.888770.000000.00000
1722017.10.13 00:00modify190.050.888770.913810.85872
1732017.10.13 00:00sell200.050.888770.000000.00000
1742017.10.13 00:00modify200.050.888770.913810.00000
1752017.10.20 00:00modify200.050.888770.888570.00000
1762017.10.20 00:00modify190.050.888770.888570.85872
1772017.10.30 00:00modify200.050.888770.888350.00000
1782017.10.30 00:00modify190.050.888770.888350.85872
1792017.10.31 00:00modify200.050.888770.888060.00000
1802017.10.31 00:00modify190.050.888770.888060.85872
1812017.11.01 00:00s/l190.050.888060.888060.858720.219952.59
1822017.11.01 00:00s/l200.050.888060.888060.000000.219952.80
1832017.11.01 00:00sell210.050.887480.000000.00000
1842017.11.01 00:00modify210.050.887480.912700.85722
1852017.11.01 00:00sell220.050.887480.000000.00000
1862017.11.01 00:00modify220.050.887480.912700.00000
1872017.11.06 00:00modify220.050.887480.887380.00000
1882017.11.06 00:00modify210.050.887480.887380.85722
1892017.11.07 00:00modify220.050.887480.887130.00000
1902017.11.07 00:00modify210.050.887480.887130.85722
1912017.11.08 00:00modify220.050.887480.886790.00000
1922017.11.08 00:00modify210.050.887480.886790.85722
1932017.11.09 00:00s/l210.050.886790.886790.857221.209953.99
1942017.11.09 00:00s/l220.050.886790.886790.000001.209955.19
1952017.11.09 00:00sell230.050.885560.000000.00000
1962017.11.09 00:00modify230.050.885560.911800.85407
1972017.11.09 00:00sell240.050.885560.000000.00000
1982017.11.09 00:00modify240.050.885560.911800.00000
1992017.11.13 23:59close at stop240.050.878020.911800.0000029.389984.56
2002017.11.13 23:59close at stop230.050.878020.911800.8540729.3810013.94