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

СимволNZDUSD (New Zealand Dollar vs US 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=413; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=12; TrendMAPer=220; RSILev=30; WPRLev=2; UseForce=true; UseMom=false; UseRSI=true; UseWPR=true; 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=40; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=60; ExitProfitMinutesClass=16; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=8; EADXLevel=40; ExitProfitMinutesADX=8; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=34; EBBDev=1; ExitProfitMinutesBB=6; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=8; EDEMLevel=0.1; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=22; EWPRLevel=14; ExitProfitMinutesWPR=18; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=40; ESTODPer=14; ESTOSPer=8; ESTOLevel=50; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=24; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=false; iShift=0; iIndent=4; iMAPeriod=6; 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=true;
Баров в истории1261Смоделировано тиков1521Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (10)
Чистая прибыль554.50Общая прибыль1621.15Общий убыток-1066.65
Прибыльность1.52Матожидание выигрыша11.09
Абсолютная просадка440.39Максимальная просадка575.31 (5.68%)Относительная просадка5.68% (575.31)
Всего сделок50Короткие позиции (% выигравших)8 (75.00%)Длинные позиции (% выигравших)42 (61.90%)
Прибыльные сделки (% от всех)32 (64.00%)Убыточные сделки (% от всех)18 (36.00%)
Самая большаяприбыльная сделка146.23убыточная сделка-156.89
Средняяприбыльная сделка50.66убыточная сделка-59.26
Максимальное количествонепрерывных выигрышей (прибыль)14 (715.25)непрерывных проигрышей (убыток)8 (-420.46)
Макс.непрерывная прибыль (число выигрышей)715.25 (14)непрерывный убыток (число проигрышей)-420.46 (8)
Среднийнепрерывный выигрыш5непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.08 00:00buy10.050.731380.000000.00000
22010.01.08 00:00modify10.050.731380.703030.74272
32010.01.08 00:00buy20.050.731380.000000.00000
42010.01.08 00:00modify20.050.731380.703030.00000
52010.01.11 00:00modify20.050.731380.731580.00000
62010.01.11 00:00modify10.050.731380.731580.74272
72010.01.12 00:00t/p10.050.742720.731580.7427256.8210056.82
82010.01.12 00:00modify20.050.731380.735730.00000
92010.01.13 00:00modify20.050.731380.736120.00000
102010.01.14 00:00modify20.050.731380.736730.00000
112010.01.15 00:00modify20.050.731380.738860.00000
122010.01.18 00:00s/l20.050.738860.738860.0000037.8810094.70
132010.01.18 00:00buy30.050.734650.000000.00000
142010.01.18 00:00modify30.050.734650.709270.74480
152010.01.18 00:00buy40.050.734650.000000.00000
162010.01.18 00:00modify40.050.734650.709270.00000
172010.01.25 00:00s/l30.050.709270.709270.74480-126.489968.22
182010.01.25 00:00s/l40.050.709270.709270.00000-126.489841.74
192010.02.24 00:00buy50.050.692810.000000.00000
202010.02.24 00:00modify50.050.692810.662610.70489
212010.02.24 00:00buy60.050.692810.000000.00000
222010.02.24 00:00modify60.050.692810.662610.00000
232010.03.11 00:00t/p50.050.704890.662610.7048961.429903.16
242010.03.11 00:00modify60.050.692810.693010.00000
252010.03.11 00:00modify60.050.692810.699490.00000
262010.03.12 00:00s/l60.050.699490.699490.0000034.489937.64
272010.03.12 00:00buy70.050.698940.000000.00000
282010.03.12 00:00modify70.050.698940.672840.70938
292010.03.12 00:00buy80.050.698940.000000.00000
302010.03.12 00:00modify80.050.698940.672840.00000
312010.03.17 00:00t/p70.050.709380.672840.7093852.389990.02
322010.03.17 00:00modify80.050.698940.699140.00000
332010.03.17 00:00modify80.050.698940.705780.00000
342010.03.18 00:00modify80.050.698940.708090.00000
352010.03.19 00:00modify80.050.698940.709830.00000
362010.03.22 00:00s/l80.050.709830.709830.0000054.9310044.95
372010.03.22 00:00buy90.050.706150.000000.00000
382010.03.22 00:00modify90.050.706150.680060.71659
392010.03.22 00:00buy100.050.706150.000000.00000
402010.03.22 00:00modify100.050.706150.680060.00000
412010.03.25 00:00close100.050.702100.680060.00000-19.9510025.00
422010.03.25 00:00close90.050.702100.680060.71659-19.9510005.05
432010.04.13 00:00buy110.050.711090.000000.00000
442010.04.13 00:00modify110.050.711090.688320.72020
452010.04.13 00:00buy120.050.711090.000000.00000
462010.04.13 00:00modify120.050.711090.688320.00000
472010.04.22 00:00close120.050.710040.688320.00000-4.5910000.46
482010.04.22 00:00close110.050.710040.688320.72020-4.599995.87
492010.05.05 00:00buy130.050.719910.000000.00000
502010.05.05 00:00modify130.050.719910.694600.73003
512010.05.05 00:00buy140.050.719910.000000.00000
522010.05.05 00:00modify140.050.719910.694600.00000
532010.05.13 00:00close140.050.714030.694600.00000-28.809967.07
542010.05.13 00:00close130.050.714030.694600.73003-28.809938.27
552010.05.14 00:00buy150.050.713630.000000.00000
562010.05.14 00:00modify150.050.713630.682180.72621
572010.05.14 00:00buy160.050.713630.000000.00000
582010.05.14 00:00modify160.050.713630.682180.00000
592010.05.20 00:00s/l150.050.682180.682180.72621-156.899781.38
602010.05.20 00:00s/l160.050.682180.682180.00000-156.899624.49
612010.05.24 00:00sell170.050.676060.000000.00000
622010.05.24 00:00modify170.050.676060.716740.65979
632010.05.24 00:00sell180.050.676060.000000.00000
642010.05.24 00:00modify180.050.676060.716740.00000
652010.05.26 00:00t/p170.050.659790.716740.6597981.099705.58
662010.05.26 00:00modify180.050.676060.675860.00000
672010.05.27 00:00modify180.050.676060.671920.00000
682010.05.28 00:00s/l180.050.671920.671920.0000019.939725.52
692010.05.28 00:00sell190.050.683060.000000.00000
702010.05.28 00:00modify190.050.683060.726790.66557
712010.05.28 00:00sell200.050.683060.000000.00000
722010.05.28 00:00modify200.050.683060.726790.00000
732010.06.02 00:00modify200.050.683060.682860.00000
742010.06.02 00:00modify190.050.683060.682860.66557
752010.06.04 00:00s/l190.050.682860.682860.665570.109725.62
762010.06.04 00:00s/l200.050.682860.682860.000000.109725.72
772010.06.04 00:00sell210.050.683000.000000.00000
782010.06.04 00:00modify210.050.683000.726910.66544
792010.06.04 00:00sell220.050.683000.000000.00000
802010.06.04 00:00modify220.050.683000.726910.00000
812010.06.08 00:00t/p210.050.665440.726910.6654487.549813.27
822010.06.08 00:00modify220.050.683000.682800.00000
832010.06.08 00:00modify220.050.683000.668560.00000
842010.06.10 00:00s/l220.050.668560.668560.0000071.439884.70
852010.06.23 00:00buy230.050.703700.000000.00000
862010.06.23 00:00modify230.050.703700.666420.71861
872010.06.23 00:00buy240.050.703700.000000.00000
882010.06.23 00:00modify240.050.703700.666420.00000
892010.06.30 00:00close240.050.692400.666420.00000-56.089828.62
902010.06.30 00:00close230.050.692400.666420.71861-56.089772.54
912010.07.02 00:00sell250.050.692150.000000.00000
922010.07.02 00:00modify250.050.692150.728240.67771
932010.07.02 00:00sell260.050.692150.000000.00000
942010.07.02 00:00modify260.050.692150.728240.00000
952010.07.12 00:00close260.050.710600.728240.00000-93.279679.27
962010.07.12 00:00close250.050.710600.728240.67771-93.279585.99
972010.07.19 00:00buy270.050.709100.000000.00000
982010.07.19 00:00modify270.050.709100.674020.72313
992010.07.19 00:00buy280.050.709100.000000.00000
1002010.07.19 00:00modify280.050.709100.674020.00000
1012010.07.23 00:00t/p270.050.723130.674020.7231370.519656.50
1022010.07.23 00:00modify280.050.709100.709300.00000
1032010.07.23 00:00modify280.050.709100.718510.00000
1042010.07.26 00:00modify280.050.709100.721260.00000
1052010.07.27 00:00modify280.050.709100.725780.00000
1062010.07.28 00:00modify280.050.709100.727240.00000
1072010.07.29 00:00s/l280.050.727240.727240.0000091.429747.92
1082010.07.29 00:00buy290.050.721050.000000.00000
1092010.07.29 00:00modify290.050.721050.687350.73453
1102010.07.29 00:00buy300.050.721050.000000.00000
1112010.07.29 00:00modify300.050.721050.687350.00000
1122010.08.04 00:00t/p290.050.734530.687350.7345367.649815.56
1132010.08.04 00:00modify300.050.721050.721250.00000
1142010.08.04 00:00modify300.050.721050.729470.00000
1152010.08.05 00:00modify300.050.721050.731090.00000
1162010.08.06 00:00s/l300.050.731090.731090.0000050.689866.24
1172010.08.06 00:00buy310.050.729650.000000.00000
1182010.08.06 00:00modify310.050.729650.699750.74161
1192010.08.06 00:00buy320.050.729650.000000.00000
1202010.08.06 00:00modify320.050.729650.699750.00000
1212010.08.11 00:00close320.050.723600.699750.00000-30.079836.17
1222010.08.11 00:00close310.050.723600.699750.74161-30.079806.10
1232010.09.08 00:00buy330.050.718750.000000.00000
1242010.09.08 00:00modify330.050.718750.688960.73067
1252010.09.08 00:00buy340.050.718750.000000.00000
1262010.09.08 00:00modify340.050.718750.688960.00000
1272010.09.13 00:00t/p330.050.730670.688960.7306759.909866.00
1282010.09.13 00:00modify340.050.718750.718950.00000
1292010.09.13 00:00modify340.050.718750.724520.00000
1302010.09.14 00:00modify340.050.718750.727430.00000
1312010.09.15 00:00s/l340.050.727430.727430.0000043.829909.82
1322010.09.16 00:00buy350.050.726800.000000.00000
1332010.09.16 00:00modify350.050.726800.698850.73798
1342010.09.16 00:00buy360.050.726800.000000.00000
1352010.09.16 00:00modify360.050.726800.698850.00000
1362010.09.23 00:00t/p350.050.737980.698850.7379856.329966.14
1372010.09.23 00:00modify360.050.726800.727000.00000
1382010.09.23 00:00modify360.050.726800.732720.00000
1392010.09.24 00:00s/l360.050.732720.732720.0000030.089996.22
1402010.09.24 00:00buy370.050.728500.000000.00000
1412010.09.24 00:00modify370.050.728500.700890.73954
1422010.09.24 00:00buy380.050.728500.000000.00000
1432010.09.24 00:00modify380.050.728500.700890.00000
1442010.09.29 00:00t/p370.050.739540.700890.7395455.3810051.60
1452010.09.29 00:00modify380.050.728500.728700.00000
1462010.09.29 00:00modify380.050.728500.735280.00000
1472010.09.30 00:00s/l380.050.735280.735280.0000034.2610085.86
1482010.09.30 00:00buy390.050.735550.000000.00000
1492010.09.30 00:00modify390.050.735550.710370.74562
1502010.09.30 00:00buy400.050.735550.000000.00000
1512010.09.30 00:00modify400.050.735550.710370.00000
1522010.10.04 00:00t/p390.050.745620.710370.7456250.4710136.33
1532010.10.04 00:00modify400.050.735550.735750.00000
1542010.10.04 00:00modify400.050.735550.738360.00000
1552010.10.05 00:00s/l400.050.738360.738360.0000014.2310150.56
1562010.10.05 00:00buy410.050.738400.000000.00000
1572010.10.05 00:00modify410.050.738400.712420.74879
1582010.10.05 00:00buy420.050.738400.000000.00000
1592010.10.05 00:00modify420.050.738400.712420.00000
1602010.10.06 00:00t/p410.050.748790.712420.7487952.0110202.57
1612010.10.06 00:00modify420.050.738400.738600.00000
1622010.10.06 00:00modify420.050.738400.742560.00000
1632010.10.07 00:00modify420.050.738400.745420.00000
1642010.10.08 00:00modify420.050.738400.746250.00000
1652010.10.11 00:00s/l420.050.746250.746250.0000039.6110242.18
1662010.10.12 00:00buy430.050.751500.000000.00000
1672010.10.12 00:00modify430.050.751500.722700.76302
1682010.10.12 00:00buy440.050.751500.000000.00000
1692010.10.12 00:00modify440.050.751500.722700.00000
1702010.10.14 00:00t/p430.050.763020.722700.7630257.8410300.02
1712010.10.14 00:00modify440.050.751500.751700.00000
1722010.10.14 00:00modify440.050.751500.753650.00000
1732010.10.15 00:00modify440.050.751500.755080.00000
1742010.10.18 00:00s/l440.050.755080.755080.0000018.2610318.28
1752010.10.18 00:00buy450.050.754850.000000.00000
1762010.10.18 00:00modify450.050.754850.726850.76605
1772010.10.18 00:00buy460.050.754850.000000.00000
1782010.10.18 00:00modify460.050.754850.726850.00000
1792010.11.01 00:00t/p450.050.766050.726850.7660556.8410375.12
1802010.11.01 00:00modify460.050.754850.755050.00000
1812010.11.01 00:00modify460.050.754850.757330.00000
1822010.11.02 00:00modify460.050.754850.760090.00000
1832010.11.03 00:00modify460.050.754850.764110.00000
1842010.11.04 00:00modify460.050.754850.773480.00000
1852010.11.05 00:00modify460.050.754850.780900.00000
1862010.11.08 00:00modify460.050.754850.783820.00000
1872010.11.10 00:00s/l460.050.783820.783820.00000146.2310521.35
1882010.11.10 00:00buy470.050.776400.000000.00000
1892010.11.10 00:00modify470.050.776400.743440.78958
1902010.11.10 00:00buy480.050.776400.000000.00000
1912010.11.10 00:00modify480.050.776400.743440.00000
1922010.11.16 00:00close480.050.772890.743440.00000-17.1910504.16
1932010.11.16 00:00close470.050.772890.743440.78958-17.1910486.97
1942010.11.17 00:00buy490.050.768040.000000.00000
1952010.11.17 00:00modify490.050.768040.735160.78119
1962010.11.17 00:00buy500.050.768040.000000.00000
1972010.11.17 00:00modify500.050.768040.735160.00000
1982010.11.23 00:00t/p490.050.781190.735160.7811966.1110553.08
1992010.11.23 00:00modify500.050.768040.768240.00000
2002010.11.24 00:00s/l500.050.768240.768240.000001.4210554.50