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

СимволNZDUSD (New Zealand Dollar vs US 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=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 истории1259Смоделировано тиков1517Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (12)
Чистая прибыль444.80Общая прибыль1228.20Общий убыток-783.40
Прибыльность1.57Матожидание выигрыша8.90
Абсолютная просадка116.47Максимальная просадка338.93 (3.19%)Относительная просадка3.19% (338.93)
Всего сделок50Короткие позиции (% выигравших)22 (72.73%)Длинные позиции (% выигравших)28 (50.00%)
Прибыльные сделки (% от всех)30 (60.00%)Убыточные сделки (% от всех)20 (40.00%)
Самая большаяприбыльная сделка97.36убыточная сделка-105.35
Средняяприбыльная сделка40.94убыточная сделка-39.17
Максимальное количествонепрерывных выигрышей (прибыль)12 (668.79)непрерывных проигрышей (убыток)4 (-216.39)
Макс.непрерывная прибыль (число выигрышей)668.79 (12)непрерывный убыток (число проигрышей)-216.39 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.14 00:00buy10.050.838740.000000.00000
22013.01.14 00:00modify10.050.838740.816770.84753
32013.01.14 00:00buy20.050.838740.000000.00000
42013.01.14 00:00modify20.050.838740.816770.00000
52013.01.22 00:00close20.050.835780.816770.00000-14.329985.68
62013.01.22 00:00close10.050.835780.816770.84753-14.329971.36
72013.01.25 00:00buy30.050.837870.000000.00000
82013.01.25 00:00modify30.050.837870.816140.84656
92013.01.25 00:00buy40.050.837870.000000.00000
102013.01.25 00:00modify40.050.837870.816140.00000
112013.02.04 00:00t/p30.050.846560.816140.8465643.9310015.29
122013.02.04 00:00modify40.050.837870.838070.00000
132013.02.04 00:00modify40.050.837870.841670.00000
142013.02.06 00:00s/l40.050.841670.841670.0000019.6010034.89
152013.02.07 00:00buy50.050.839370.000000.00000
162013.02.07 00:00modify50.050.839370.818310.84779
172013.02.07 00:00buy60.050.839370.000000.00000
182013.02.07 00:00modify60.050.839370.818310.00000
192013.02.15 00:00t/p50.050.847790.818310.8477942.5810077.47
202013.02.15 00:00modify60.050.839370.839570.00000
212013.02.15 00:00modify60.050.839370.844810.00000
222013.02.18 00:00s/l60.050.844810.844810.0000027.7410105.21
232013.02.18 00:00buy70.050.844390.000000.00000
242013.02.18 00:00modify70.050.844390.822700.85307
252013.02.18 00:00buy80.050.844390.000000.00000
262013.02.18 00:00modify80.050.844390.822700.00000
272013.02.25 00:00close80.050.836150.822700.00000-40.7810064.43
282013.02.25 00:00close70.050.836150.822700.85307-40.7810023.65
292013.03.28 00:00buy90.050.836460.000000.00000
302013.03.28 00:00modify90.050.836460.815040.84503
312013.03.28 00:00buy100.050.836460.000000.00000
322013.03.28 00:00modify100.050.836460.815040.00000
332013.04.02 00:00modify100.050.836460.836660.00000
342013.04.02 00:00modify90.050.836460.836660.84503
352013.04.03 00:00s/l90.050.836660.836660.845031.2410024.89
362013.04.03 00:00s/l100.050.836660.836660.000001.2410026.13
372013.04.15 00:00buy110.050.850200.000000.00000
382013.04.15 00:00modify110.050.850200.831640.85762
392013.04.15 00:00buy120.050.850200.000000.00000
402013.04.15 00:00modify120.050.850200.831640.00000
412013.04.22 00:00close120.050.839890.831640.00000-51.139975.00
422013.04.22 00:00close110.050.839890.831640.85762-51.139923.87
432013.05.03 00:00buy130.050.849370.000000.00000
442013.05.03 00:00modify130.050.849370.825490.85892
452013.05.03 00:00buy140.050.849370.000000.00000
462013.05.03 00:00modify140.050.849370.825490.00000
472013.05.08 00:00close140.050.845300.825490.00000-20.179903.70
482013.05.08 00:00close130.050.845300.825490.85892-20.179883.53
492013.05.16 00:00sell150.050.823730.000000.00000
502013.05.16 00:00modify150.050.823730.850610.81298
512013.05.16 00:00sell160.050.823730.000000.00000
522013.05.16 00:00modify160.050.823730.850610.00000
532013.05.20 00:00t/p150.050.812980.850610.8129853.499937.02
542013.05.20 00:00modify160.050.823730.823530.00000
552013.05.20 00:00modify160.050.823730.817040.00000
562013.05.21 00:00s/l160.050.817040.817040.0000033.079970.09
572013.05.21 00:00sell170.050.816980.000000.00000
582013.05.21 00:00modify170.050.816980.845980.80538
592013.05.21 00:00sell180.050.816980.000000.00000
602013.05.21 00:00modify180.050.816980.845980.00000
612013.05.24 00:00t/p170.050.805380.845980.8053857.3610027.45
622013.05.24 00:00modify180.050.816980.816780.00000
632013.05.24 00:00modify180.050.816980.814820.00000
642013.05.27 00:00modify180.050.816980.812310.00000
652013.05.28 00:00modify180.050.816980.810900.00000
662013.05.29 00:00s/l180.050.810900.810900.0000029.3810056.83
672013.05.30 00:00sell190.050.809480.000000.00000
682013.05.30 00:00modify190.050.809480.840460.79709
692013.05.30 00:00sell200.050.809480.000000.00000
702013.05.30 00:00modify200.050.809480.840460.00000
712013.06.03 00:00t/p190.050.797090.840460.7970961.6910118.52
722013.06.03 00:00modify200.050.809480.809280.00000
732013.06.03 00:00modify200.050.809480.802870.00000
742013.06.04 00:00s/l200.050.802870.802870.0000032.6710151.19
752013.06.04 00:00sell210.050.808170.000000.00000
762013.06.04 00:00modify210.050.808170.843150.79418
772013.06.04 00:00sell220.050.808170.000000.00000
782013.06.04 00:00modify220.050.808170.843150.00000
792013.06.06 00:00t/p210.050.794180.843150.7941869.4410220.62
802013.06.06 00:00modify220.050.808170.807970.00000
812013.06.06 00:00modify220.050.808170.801210.00000
822013.06.07 00:00s/l220.050.801210.801210.0000034.1610254.78
832013.06.07 00:00sell230.050.801890.000000.00000
842013.06.07 00:00modify230.050.801890.838920.78708
852013.06.07 00:00sell240.050.801890.000000.00000
862013.06.07 00:00modify240.050.801890.838920.00000
872013.06.10 00:00t/p230.050.787080.838920.7870873.9210328.71
882013.06.10 00:00modify240.050.801890.801690.00000
892013.06.10 00:00modify240.050.801890.794010.00000
902013.06.12 00:00modify240.050.801890.791890.00000
912013.06.13 00:00s/l240.050.791890.791890.0000049.2310377.94
922013.06.13 00:00sell250.050.798430.000000.00000
932013.06.13 00:00modify250.050.798430.837450.78282
942013.06.13 00:00sell260.050.798430.000000.00000
952013.06.13 00:00modify260.050.798430.837450.00000
962013.06.21 00:00t/p250.050.782820.837450.7828277.0310454.96
972013.06.21 00:00modify260.050.798430.798230.00000
982013.06.21 00:00modify260.050.798430.786760.00000
992013.06.24 00:00modify260.050.798430.782050.00000
1002013.06.25 00:00modify260.050.798430.780910.00000
1012013.06.26 00:00modify260.050.798430.778600.00000
1022013.06.27 00:00s/l260.050.778600.778600.0000097.3610552.32
1032013.06.27 00:00sell270.050.778210.000000.00000
1042013.06.27 00:00modify270.050.778210.821410.76093
1052013.06.27 00:00sell280.050.778210.000000.00000
1062013.06.27 00:00modify280.050.778210.821410.00000
1072013.07.05 00:00close280.050.783030.821410.00000-25.1210527.20
1082013.07.05 00:00close270.050.783030.821410.76093-25.1210502.07
1092013.08.07 00:00sell290.050.789790.000000.00000
1102013.08.07 00:00modify290.050.789790.821410.77714
1112013.08.07 00:00sell300.050.789790.000000.00000
1122013.08.07 00:00modify300.050.789790.821410.00000
1132013.08.12 00:00close300.050.802650.821410.00000-64.9410437.13
1142013.08.12 00:00close290.050.802650.821410.77714-64.9410372.19
1152013.08.15 00:00sell310.050.802510.000000.00000
1162013.08.15 00:00modify310.050.802510.831080.79108
1172013.08.15 00:00sell320.050.802510.000000.00000
1182013.08.15 00:00modify320.050.802510.831080.00000
1192013.08.22 00:00t/p310.050.791080.831080.7910856.2510428.45
1202013.08.22 00:00modify320.050.802510.802310.00000
1212013.08.22 00:00modify320.050.802510.794110.00000
1222013.08.23 00:00modify320.050.802510.790620.00000
1232013.08.26 00:00modify320.050.802510.787230.00000
1242013.08.27 00:00s/l320.050.787230.787230.0000075.1210503.57
1252013.08.27 00:00sell330.050.784910.000000.00000
1262013.08.27 00:00modify330.050.784910.814040.77326
1272013.08.27 00:00sell340.050.784910.000000.00000
1282013.08.27 00:00modify340.050.784910.814040.00000
1292013.09.02 00:00t/p330.050.773260.814040.7732657.4810561.05
1302013.09.02 00:00modify340.050.784910.784710.00000
1312013.09.02 00:00modify340.050.784910.778620.00000
1322013.09.03 00:00s/l340.050.778620.778620.0000030.5510591.60
1332013.09.03 00:00sell350.050.780600.000000.00000
1342013.09.03 00:00modify350.050.780600.808760.76934
1352013.09.03 00:00sell360.050.780600.000000.00000
1362013.09.03 00:00modify360.050.780600.808760.00000
1372013.09.10 00:00close360.050.801490.808760.00000-105.3510486.26
1382013.09.10 00:00close350.050.801490.808760.76934-105.3510380.91
1392013.09.25 00:00buy370.050.828000.000000.00000
1402013.09.25 00:00modify370.050.828000.801180.83873
1412013.09.25 00:00buy380.050.828000.000000.00000
1422013.09.25 00:00modify380.050.828000.801180.00000
1432013.09.30 00:00close380.050.827370.801180.00000-2.8510378.06
1442013.09.30 00:00close370.050.827370.801180.83873-2.8510375.21
1452013.10.02 00:00buy390.050.827310.000000.00000
1462013.10.02 00:00modify390.050.827310.801020.83783
1472013.10.02 00:00buy400.050.827310.000000.00000
1482013.10.02 00:00modify400.050.827310.801020.00000
1492013.10.09 00:00modify400.050.827310.827510.00000
1502013.10.09 00:00modify390.050.827310.827510.83783
1512013.10.10 00:00s/l390.050.827510.827510.837831.6010376.81
1522013.10.10 00:00s/l400.050.827510.827510.000001.6010378.41
1532013.10.11 00:00buy410.050.828560.000000.00000
1542013.10.11 00:00modify410.050.828560.803450.83860
1552013.10.11 00:00buy420.050.828560.000000.00000
1562013.10.11 00:00modify420.050.828560.803450.00000
1572013.10.16 00:00t/p410.050.838600.803450.8386050.3810428.79
1582013.10.16 00:00modify420.050.828560.828760.00000
1592013.10.16 00:00modify420.050.828560.833330.00000
1602013.10.17 00:00modify420.050.828560.837100.00000
1612013.10.18 00:00modify420.050.828560.841550.00000
1622013.10.21 00:00modify420.050.828560.843610.00000
1632013.10.23 00:00s/l420.050.843610.843610.0000075.8510504.64
1642013.10.24 00:00buy430.050.838920.000000.00000
1652013.10.24 00:00modify430.050.838920.813690.84901
1662013.10.24 00:00buy440.050.838920.000000.00000
1672013.10.24 00:00modify440.050.838920.813690.00000
1682013.10.28 00:00close440.050.828330.813690.00000-52.8310451.81
1692013.10.28 00:00close430.050.828330.813690.84901-52.8310398.98
1702013.10.29 00:00buy450.050.829840.000000.00000
1712013.10.29 00:00modify450.050.829840.803840.84024
1722013.10.29 00:00buy460.050.829840.000000.00000
1732013.10.29 00:00modify460.050.829840.803840.00000
1742013.11.07 00:00t/p450.050.840240.803840.8402452.6610451.64
1752013.11.07 00:00modify460.050.829840.830040.00000
1762013.11.07 00:00modify460.050.829840.833540.00000
1772013.11.08 00:00s/l460.050.833540.833540.0000019.2210470.86
1782013.12.12 00:00buy470.050.825790.000000.00000
1792013.12.12 00:00modify470.050.825790.797790.83699
1802013.12.12 00:00buy480.050.825790.000000.00000
1812013.12.12 00:00modify480.050.825790.797790.00000
1822013.12.16 00:00modify480.050.825790.825990.00000
1832013.12.16 00:00modify470.050.825790.825990.83699
1842013.12.17 00:00s/l470.050.825990.825990.836991.1810472.04
1852013.12.17 00:00s/l480.050.825990.825990.000001.1810473.22
1862013.12.17 00:00buy490.050.825640.000000.00000
1872013.12.17 00:00modify490.050.825640.798420.83653
1882013.12.17 00:00buy500.050.825640.000000.00000
1892013.12.17 00:00modify500.050.825640.798420.00000
1902013.12.31 23:59close at stop500.050.822630.798420.00000-14.2110459.01
1912013.12.31 23:59close at stop490.050.822630.798420.83653-14.2110444.80