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

СимволNZDUSD (New Zealand Dollar vs US 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=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 (11)
Чистая прибыль-36.86Общая прибыль1926.30Общий убыток-1963.16
Прибыльность0.98Матожидание выигрыша-0.71
Абсолютная просадка319.35Максимальная просадка620.36 (5.91%)Относительная просадка5.91% (620.36)
Всего сделок52Короткие позиции (% выигравших)18 (55.56%)Длинные позиции (% выигравших)34 (64.71%)
Прибыльные сделки (% от всех)32 (61.54%)Убыточные сделки (% от всех)20 (38.46%)
Самая большаяприбыльная сделка224.11убыточная сделка-232.10
Средняяприбыльная сделка60.20убыточная сделка-98.16
Максимальное количествонепрерывных выигрышей (прибыль)10 (541.36)непрерывных проигрышей (убыток)4 (-311.36)
Макс.непрерывная прибыль (число выигрышей)541.36 (10)непрерывный убыток (число проигрышей)-464.20 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.01.04 00:00buy10.050.773590.000000.00000
22011.01.04 00:00modify10.050.773590.747140.78417
32011.01.04 00:00buy20.050.773590.000000.00000
42011.01.04 00:00modify20.050.773590.747140.00000
52011.01.11 00:00close20.050.762670.747140.00000-54.189945.82
62011.01.11 00:00close10.050.762670.747140.78417-54.189891.64
72011.01.12 00:00buy30.050.758900.000000.00000
82011.01.12 00:00modify30.050.758900.733600.76902
92011.01.12 00:00buy40.050.758900.000000.00000
102011.01.12 00:00modify40.050.758900.733600.00000
112011.01.14 00:00t/p30.050.769020.733600.7690250.849942.48
122011.01.14 00:00modify40.050.758900.759100.00000
132011.01.14 00:00modify40.050.758900.766120.00000
142011.01.17 00:00s/l40.050.766120.766120.0000036.409978.88
152011.02.01 00:00buy50.050.772500.000000.00000
162011.02.01 00:00modify50.050.772500.746420.78293
172011.02.01 00:00buy60.050.772500.000000.00000
182011.02.01 00:00modify60.050.772500.746420.00000
192011.02.04 00:00modify60.050.772500.772700.00000
202011.02.04 00:00modify50.050.772500.772700.78293
212011.02.07 00:00s/l50.050.772700.772700.782931.369980.24
222011.02.07 00:00s/l60.050.772700.772700.000001.369981.60
232011.02.07 00:00buy70.050.769310.000000.00000
242011.02.07 00:00modify70.050.769310.743190.77976
252011.02.07 00:00buy80.050.769310.000000.00000
262011.02.07 00:00modify80.050.769310.743190.00000
272011.02.11 00:00close80.050.759990.743190.00000-46.249935.36
282011.02.11 00:00close70.050.759990.743190.77976-46.249889.12
292011.03.09 00:00sell90.050.739520.000000.00000
302011.03.09 00:00modify90.050.739520.762670.73026
312011.03.09 00:00sell100.050.739520.000000.00000
322011.03.09 00:00modify100.050.739520.762670.00000
332011.03.14 00:00modify100.050.739520.739320.00000
342011.03.14 00:00modify90.050.739520.739320.73026
352011.03.15 00:00s/l90.050.739320.739320.730260.239889.35
362011.03.15 00:00s/l100.050.739320.739320.000000.239889.58
372011.03.21 00:00sell110.050.730620.000000.00000
382011.03.21 00:00modify110.050.730620.758970.71928
392011.03.21 00:00sell120.050.730620.000000.00000
402011.03.21 00:00modify120.050.730620.758970.00000
412011.03.25 00:00close120.050.751360.758970.00000-104.479785.12
422011.03.25 00:00close110.050.751360.758970.71928-104.479680.65
432011.03.29 00:00buy130.050.750560.000000.00000
442011.03.29 00:00modify130.050.750560.722900.76162
452011.03.29 00:00buy140.050.750560.000000.00000
462011.03.29 00:00modify140.050.750560.722900.00000
472011.03.31 00:00t/p130.050.761620.722900.7616255.549736.19
482011.03.31 00:00modify140.050.750560.750760.00000
492011.03.31 00:00modify140.050.750560.754790.00000
502011.04.01 00:00modify140.050.750560.756320.00000
512011.04.04 00:00modify140.050.750560.760670.00000
522011.04.05 00:00modify140.050.750560.762390.00000
532011.04.06 00:00modify140.050.750560.763610.00000
542011.04.07 00:00modify140.050.750560.769540.00000
552011.04.08 00:00modify140.050.750560.772030.00000
562011.04.11 00:00modify140.050.750560.775680.00000
572011.04.12 00:00modify140.050.750560.776590.00000
582011.04.13 00:00s/l140.050.776590.776590.00000131.059867.24
592011.04.19 00:00buy150.050.788850.000000.00000
602011.04.19 00:00modify150.050.788850.762450.79941
612011.04.19 00:00buy160.050.788850.000000.00000
622011.04.19 00:00modify160.050.788850.762450.00000
632011.04.21 00:00t/p150.050.799410.762450.7994153.049920.28
642011.04.21 00:00modify160.050.788850.789050.00000
652011.04.21 00:00modify160.050.788850.792170.00000
662011.04.22 00:00modify160.050.788850.795340.00000
672011.04.25 00:00modify160.050.788850.797240.00000
682011.04.26 00:00modify160.050.788850.797540.00000
692011.04.27 00:00modify160.050.788850.801340.00000
702011.04.28 00:00s/l160.050.801340.801340.0000063.119983.39
712011.04.28 00:00buy170.050.802470.000000.00000
722011.04.28 00:00modify170.050.802470.776230.81297
732011.04.28 00:00buy180.050.802470.000000.00000
742011.04.28 00:00modify180.050.802470.776230.00000
752011.05.04 00:00close180.050.798430.776230.00000-19.969963.43
762011.05.04 00:00close170.050.798430.776230.81297-19.969943.47
772011.05.05 00:00buy190.050.789480.000000.00000
782011.05.05 00:00modify190.050.789480.761250.80077
792011.05.05 00:00buy200.050.789480.000000.00000
802011.05.05 00:00modify200.050.789480.761250.00000
812011.05.24 00:00modify200.050.789480.789680.00000
822011.05.24 00:00modify190.050.789480.789680.80077
832011.05.25 00:00s/l190.050.789680.789680.800772.089945.55
842011.05.25 00:00s/l200.050.789680.789680.000002.089947.63
852011.06.02 00:00buy210.050.814550.000000.00000
862011.06.02 00:00modify210.050.814550.782010.82757
872011.06.02 00:00buy220.050.814550.000000.00000
882011.06.02 00:00modify220.050.814550.782010.00000
892011.06.10 00:00t/p210.050.827570.782010.8275765.5810013.21
902011.06.10 00:00modify220.050.814550.814750.00000
912011.06.10 00:00modify220.050.814550.819550.00000
922011.06.14 00:00s/l220.050.819550.819550.0000025.6010038.81
932011.06.14 00:00buy230.050.815240.000000.00000
942011.06.14 00:00modify230.050.815240.784720.82745
952011.06.14 00:00buy240.050.815240.000000.00000
962011.06.14 00:00modify240.050.815240.784720.00000
972011.07.01 00:00t/p230.050.827450.784720.8274562.1910101.00
982011.07.01 00:00modify240.050.815240.815440.00000
992011.07.01 00:00modify240.050.815240.821280.00000
1002011.07.04 00:00modify240.050.815240.822560.00000
1012011.07.05 00:00modify240.050.815240.824800.00000
1022011.07.06 00:00s/l240.050.824800.824800.0000049.1210150.12
1032011.07.06 00:00buy250.050.825070.000000.00000
1042011.07.06 00:00modify250.050.825070.796480.83651
1052011.07.06 00:00buy260.050.825070.000000.00000
1062011.07.06 00:00modify260.050.825070.796480.00000
1072011.07.11 00:00t/p250.050.836510.796480.8365157.5010207.62
1082011.07.11 00:00modify260.050.825070.825270.00000
1092011.07.11 00:00modify260.050.825070.831050.00000
1102011.07.12 00:00s/l260.050.831050.831050.0000030.2610237.88
1112011.07.12 00:00buy270.050.828850.000000.00000
1122011.07.12 00:00modify270.050.828850.801310.83987
1132011.07.12 00:00buy280.050.828850.000000.00000
1142011.07.12 00:00modify280.050.828850.801310.00000
1152011.07.15 00:00t/p270.050.839870.801310.8398755.4010293.28
1162011.07.15 00:00modify280.050.828850.829050.00000
1172011.07.15 00:00modify280.050.828850.834980.00000
1182011.07.18 00:00modify280.050.828850.838360.00000
1192011.07.19 00:00modify280.050.828850.839930.00000
1202011.07.20 00:00modify280.050.828850.846480.00000
1212011.07.21 00:00modify280.050.828850.849190.00000
1222011.07.22 00:00modify280.050.828850.854310.00000
1232011.07.25 00:00modify280.050.828850.857110.00000
1242011.07.26 00:00modify280.050.828850.859010.00000
1252011.07.27 00:00modify280.050.828850.863490.00000
1262011.07.28 00:00modify280.050.828850.864700.00000
1272011.07.29 00:00modify280.050.828850.866920.00000
1282011.08.01 00:00s/l280.050.866920.866920.00000191.5510484.83
1292011.08.03 00:00buy290.050.866350.000000.00000
1302011.08.03 00:00modify290.050.866350.832630.87984
1312011.08.03 00:00buy300.050.866350.000000.00000
1322011.08.03 00:00modify300.050.866350.832630.00000
1332011.08.08 00:00s/l290.050.832630.832630.87984-168.3010316.53
1342011.08.08 00:00s/l300.050.832630.832630.00000-168.3010148.23
1352011.08.25 00:00buy310.050.828340.000000.00000
1362011.08.25 00:00modify310.050.828340.774980.84968
1372011.08.25 00:00buy320.050.828340.000000.00000
1382011.08.25 00:00modify320.050.828340.774980.00000
1392011.08.31 00:00t/p310.050.849680.774980.84968106.9410255.17
1402011.08.31 00:00modify320.050.828340.828540.00000
1412011.08.31 00:00modify320.050.828340.843540.00000
1422011.09.01 00:00modify320.050.828340.846620.00000
1432011.09.02 00:00modify320.050.828340.846990.00000
1442011.09.05 00:00s/l320.050.846990.846990.0000093.7910348.96
1452011.09.05 00:00buy330.050.844280.000000.00000
1462011.09.05 00:00modify330.050.844280.797620.86294
1472011.09.05 00:00buy340.050.844280.000000.00000
1482011.09.05 00:00modify340.050.844280.797620.00000
1492011.09.23 00:00s/l330.050.797620.797620.86294-232.1010116.86
1502011.09.23 00:00s/l340.050.797620.797620.00000-232.109884.76
1512011.09.28 00:00sell350.050.788280.000000.00000
1522011.09.28 00:00modify350.050.788280.831960.77081
1532011.09.28 00:00sell360.050.788280.000000.00000
1542011.09.28 00:00modify360.050.788280.831960.00000
1552011.09.30 00:00t/p350.050.770810.831960.7708186.849971.60
1562011.09.30 00:00modify360.050.788280.788080.00000
1572011.09.30 00:00modify360.050.788280.779700.00000
1582011.10.03 00:00modify360.050.788280.772660.00000
1592011.10.04 00:00modify360.050.788280.765230.00000
1602011.10.06 00:00s/l360.050.765230.765230.00000113.9710085.57
1612011.10.06 00:00sell370.050.765940.000000.00000
1622011.10.06 00:00modify370.050.765940.811250.74782
1632011.10.06 00:00sell380.050.765940.000000.00000
1642011.10.06 00:00modify380.050.765940.811250.00000
1652011.10.12 00:00close380.050.779700.811250.00000-69.3110016.25
1662011.10.12 00:00close370.050.779700.811250.74782-69.319946.94
1672011.10.26 00:00buy390.050.797030.000000.00000
1682011.10.26 00:00modify390.050.797030.756470.81325
1692011.10.26 00:00buy400.050.797030.000000.00000
1702011.10.26 00:00modify400.050.797030.756470.00000
1712011.10.28 00:00t/p390.050.813250.756470.8132581.3410028.28
1722011.10.28 00:00modify400.050.797030.797230.00000
1732011.10.28 00:00modify400.050.797030.810080.00000
1742011.10.31 00:00modify400.050.797030.812470.00000
1752011.11.01 00:00s/l400.050.812470.812470.0000077.5610105.84
1762011.11.01 00:00buy410.050.807570.000000.00000
1772011.11.01 00:00modify410.050.807570.766420.82403
1782011.11.01 00:00buy420.050.807570.000000.00000
1792011.11.01 00:00modify420.050.807570.766420.00000
1802011.11.04 00:00sell430.050.794720.000000.00000
1812011.11.04 00:00modify430.050.794720.837200.77773
1822011.11.04 00:00sell440.050.794720.000000.00000
1832011.11.04 00:00modify440.050.794720.837200.00000
1842011.11.10 00:00modify440.050.794720.794520.00000
1852011.11.10 00:00modify430.050.794720.794520.77773
1862011.11.10 00:00close420.050.781170.766420.00000-131.349974.50
1872011.11.10 00:00close410.050.781170.766420.82403-131.349843.16
1882011.11.11 00:00t/p430.050.777730.794520.7777384.059927.22
1892011.11.11 00:00modify440.050.794720.785640.00000
1902011.11.14 00:00s/l440.050.785640.785640.0000044.389971.59
1912011.11.14 00:00sell450.050.792720.000000.00000
1922011.11.14 00:00modify450.050.792720.831580.77718
1932011.11.14 00:00sell460.050.792720.000000.00000
1942011.11.14 00:00modify460.050.792720.831580.00000
1952011.11.15 00:00t/p450.050.777180.831580.7771877.5710049.16
1962011.11.15 00:00modify460.050.792720.792520.00000
1972011.11.15 00:00modify460.050.792720.784320.00000
1982011.11.16 00:00modify460.050.792720.778900.00000
1992011.11.17 00:00modify460.050.792720.774090.00000
2002011.11.18 00:00modify460.050.792720.768420.00000
2012011.11.21 00:00modify460.050.792720.764410.00000
2022011.11.22 00:00modify460.050.792720.757660.00000
2032011.11.23 00:00modify460.050.792720.755020.00000
2042011.11.24 00:00modify460.050.792720.749240.00000
2052011.11.25 00:00modify460.050.792720.747540.00000
2062011.11.28 00:00s/l460.050.747540.747540.00000224.1110273.27
2072011.11.29 00:00sell470.050.755120.000000.00000
2082011.11.29 00:00modify470.050.755120.790250.74107
2092011.11.29 00:00sell480.050.755120.000000.00000
2102011.11.29 00:00modify480.050.755120.790250.00000
2112011.12.02 00:00close480.050.779310.790250.00000-121.5910151.68
2122011.12.02 00:00close470.050.779310.790250.74107-121.5910030.09
2132011.12.19 00:00sell490.050.763800.000000.00000
2142011.12.19 00:00modify490.050.763800.797890.75016
2152011.12.19 00:00sell500.050.763800.000000.00000
2162011.12.19 00:00modify500.050.763800.797890.00000
2172011.12.22 00:00close500.050.770490.797890.00000-34.099996.00
2182011.12.22 00:00close490.050.770490.797890.75016-34.099961.91
2192011.12.23 00:00sell510.050.774270.000000.00000
2202011.12.23 00:00modify510.050.774270.809700.76010
2212011.12.23 00:00sell520.050.774270.000000.00000
2222011.12.23 00:00modify520.050.774270.809700.00000
2232011.12.27 00:00modify520.050.774270.774070.00000
2242011.12.27 00:00modify510.050.774270.774070.76010
2252011.12.28 00:00s/l510.050.774070.774070.760100.629962.53
2262011.12.28 00:00s/l520.050.774070.774070.000000.629963.14