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

СимволNZDUSD (New Zealand Dollar vs US Dollar)
ПериодДень (D1) 2014.01.02 00:00 - 2014.12.31 23:59 (2014.01.01 - 2015.01.01)
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 истории1260Смоделировано тиков1519Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (12)
Чистая прибыль886.00Общая прибыль1391.53Общий убыток-505.53
Прибыльность2.75Матожидание выигрыша15.82
Абсолютная просадка50.34Максимальная просадка199.91 (1.83%)Относительная просадка1.90% (199.22)
Всего сделок56Короткие позиции (% выигравших)28 (57.14%)Длинные позиции (% выигравших)28 (57.14%)
Прибыльные сделки (% от всех)32 (57.14%)Убыточные сделки (% от всех)24 (42.86%)
Самая большаяприбыльная сделка150.06убыточная сделка-72.74
Средняяприбыльная сделка43.49убыточная сделка-21.06
Максимальное количествонепрерывных выигрышей (прибыль)10 (392.09)непрерывных проигрышей (убыток)6 (-76.42)
Макс.непрерывная прибыль (число выигрышей)392.09 (10)непрерывный убыток (число проигрышей)-147.48 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 00:00buy10.050.826350.000000.00000
22014.01.09 00:00modify10.050.826350.805050.83487
32014.01.09 00:00buy20.050.826350.000000.00000
42014.01.09 00:00modify20.050.826350.805050.00000
52014.01.14 00:00t/p10.050.834870.805050.8348742.7810042.78
62014.01.14 00:00modify20.050.826350.826550.00000
72014.01.14 00:00modify20.050.826350.831560.00000
82014.01.15 00:00modify20.050.826350.833410.00000
92014.01.16 00:00s/l20.050.833410.833410.0000035.7210078.50
102014.01.16 00:00buy30.050.833680.000000.00000
112014.01.16 00:00modify30.050.833680.812570.84212
122014.01.16 00:00buy40.050.833680.000000.00000
132014.01.16 00:00modify40.050.833680.812570.00000
142014.01.21 00:00close40.050.832280.812570.00000-6.8210071.68
152014.01.21 00:00close30.050.832280.812570.84212-6.8210064.86
162014.01.23 00:00buy50.050.830780.000000.00000
172014.01.23 00:00modify50.050.830780.809240.83940
182014.01.23 00:00buy60.050.830780.000000.00000
192014.01.23 00:00modify60.050.830780.809240.00000
202014.01.27 00:00close60.050.822290.809240.00000-42.3310022.53
212014.01.27 00:00close50.050.822290.809240.83940-42.339980.20
222014.02.19 00:00buy70.050.830350.000000.00000
232014.02.19 00:00modify70.050.830350.806190.84001
242014.02.19 00:00buy80.050.830350.000000.00000
252014.02.19 00:00modify80.050.830350.806190.00000
262014.03.03 00:00t/p70.050.840010.806190.8400149.0210029.22
272014.03.03 00:00modify80.050.830350.830550.00000
282014.03.03 00:00modify80.050.830350.834200.00000
292014.03.04 00:00s/l80.050.834200.834200.0000020.0310049.25
302014.03.17 00:00buy90.050.853130.000000.00000
312014.03.17 00:00modify90.050.853130.833900.86082
322014.03.17 00:00buy100.050.853130.000000.00000
332014.03.17 00:00modify100.050.853130.833900.00000
342014.03.19 00:00t/p90.050.860820.833900.8608238.5710087.82
352014.03.19 00:00modify100.050.853130.853330.00000
362014.03.19 00:00modify100.050.853130.856460.00000
372014.03.20 00:00s/l100.050.856460.856460.0000016.9510104.77
382014.03.20 00:00buy110.050.853760.000000.00000
392014.03.20 00:00modify110.050.853760.833480.86187
402014.03.20 00:00buy120.050.853760.000000.00000
412014.03.20 00:00modify120.050.853760.833480.00000
422014.03.27 00:00t/p110.050.861870.833480.8618740.9710145.74
432014.03.27 00:00modify120.050.853760.853960.00000
442014.03.27 00:00modify120.050.853760.856820.00000
452014.03.28 00:00modify120.050.853760.860930.00000
462014.03.31 00:00modify120.050.853760.861830.00000
472014.04.01 00:00modify120.050.853760.862970.00000
482014.04.03 00:00s/l120.050.862970.862970.0000046.8910192.63
492014.04.03 00:00buy130.050.857150.000000.00000
502014.04.03 00:00modify130.050.857150.837130.86516
512014.04.03 00:00buy140.050.857150.000000.00000
522014.04.03 00:00modify140.050.857150.837130.00000
532014.04.08 00:00modify140.050.857150.857350.00000
542014.04.08 00:00modify130.050.857150.857350.86516
552014.04.09 00:00t/p130.050.865160.857350.8651640.2910232.92
562014.04.09 00:00modify140.050.857150.862770.00000
572014.04.10 00:00modify140.050.857150.865890.00000
582014.04.14 00:00s/l140.050.865890.865890.0000044.2410277.16
592014.04.21 00:00buy150.050.857170.000000.00000
602014.04.21 00:00modify150.050.857170.837480.86505
612014.04.21 00:00buy160.050.857170.000000.00000
622014.04.21 00:00modify160.050.857170.837480.00000
632014.05.01 00:00modify160.050.857170.857370.00000
642014.05.01 00:00modify150.050.857170.857370.86505
652014.05.05 00:00t/p150.050.865050.857370.8650540.2410317.40
662014.05.05 00:00modify160.050.857170.862120.00000
672014.05.06 00:00modify160.050.857170.863880.00000
682014.05.07 00:00modify160.050.857170.867920.00000
692014.05.08 00:00s/l160.050.867920.867920.0000054.8910372.29
702014.05.08 00:00buy170.050.866030.000000.00000
712014.05.08 00:00modify170.050.866030.846650.87378
722014.05.08 00:00buy180.050.866030.000000.00000
732014.05.08 00:00modify180.050.866030.846650.00000
742014.05.14 00:00close180.050.862550.846650.00000-17.1610355.13
752014.05.14 00:00close170.050.862550.846650.87378-17.1610337.97
762014.05.16 00:00buy190.050.864210.000000.00000
772014.05.16 00:00modify190.050.864210.846720.87121
782014.05.16 00:00buy200.050.864210.000000.00000
792014.05.16 00:00modify200.050.864210.846720.00000
802014.05.19 00:00close200.050.863230.846720.00000-4.8410333.13
812014.05.19 00:00close190.050.863230.846720.87121-4.8410328.29
822014.06.18 00:00buy210.050.865750.000000.00000
832014.06.18 00:00modify210.050.865750.847490.87305
842014.06.18 00:00buy220.050.865750.000000.00000
852014.06.18 00:00modify220.050.865750.847490.00000
862014.06.19 00:00t/p210.050.873050.847490.8730536.6810364.97
872014.06.19 00:00modify220.050.865750.865950.00000
882014.06.19 00:00modify220.050.865750.867030.00000
892014.06.20 00:00modify220.050.865750.867740.00000
902014.06.24 00:00modify220.050.865750.868660.00000
912014.06.25 00:00s/l220.050.868660.868660.0000014.9710379.94
922014.06.25 00:00buy230.050.866990.000000.00000
932014.06.25 00:00modify230.050.866990.847910.87462
942014.06.25 00:00buy240.050.866990.000000.00000
952014.06.25 00:00modify240.050.866990.847910.00000
962014.06.27 00:00t/p230.050.874620.847910.8746238.3910418.33
972014.06.27 00:00modify240.050.866990.867190.00000
982014.06.27 00:00modify240.050.866990.873320.00000
992014.06.30 00:00modify240.050.866990.874370.00000
1002014.07.01 00:00s/l240.050.874370.874370.0000037.2610455.59
1012014.07.01 00:00buy250.050.875320.000000.00000
1022014.07.01 00:00modify250.050.875320.856610.88280
1032014.07.01 00:00buy260.050.875320.000000.00000
1042014.07.01 00:00modify260.050.875320.856610.00000
1052014.07.04 00:00close260.050.875060.856610.00000-1.0010454.59
1062014.07.04 00:00close250.050.875060.856610.88280-1.0010453.59
1072014.07.15 00:00buy270.050.880710.000000.00000
1082014.07.15 00:00modify270.050.880710.866090.88656
1092014.07.15 00:00buy280.050.880710.000000.00000
1102014.07.15 00:00modify280.050.880710.866090.00000
1112014.07.21 00:00s/l270.050.866090.866090.88656-72.7410380.85
1122014.07.21 00:00s/l280.050.866090.866090.00000-72.7410308.11
1132014.08.14 00:00sell290.050.845600.000000.00000
1142014.08.14 00:00modify290.050.845600.861930.83907
1152014.08.14 00:00sell300.050.845600.000000.00000
1162014.08.14 00:00modify300.050.845600.861930.00000
1172014.08.21 00:00t/p290.050.839070.861930.8390731.7510339.86
1182014.08.21 00:00modify300.050.845600.845400.00000
1192014.08.21 00:00modify300.050.845600.842030.00000
1202014.08.25 00:00s/l300.050.842030.842030.0000016.7010356.56
1212014.08.28 00:00sell310.050.837220.000000.00000
1222014.08.28 00:00modify310.050.837220.853150.83085
1232014.08.28 00:00sell320.050.837220.000000.00000
1242014.08.28 00:00modify320.050.837220.853150.00000
1252014.09.02 00:00close320.050.837520.853150.00000-1.8810354.68
1262014.09.02 00:00close310.050.837520.853150.83085-1.8810352.79
1272014.09.08 00:00sell330.050.830520.000000.00000
1282014.09.08 00:00modify330.050.830520.846570.82410
1292014.09.08 00:00sell340.050.830520.000000.00000
1302014.09.08 00:00modify340.050.830520.846570.00000
1312014.09.10 00:00t/p330.050.824100.846570.8241031.8410384.64
1322014.09.10 00:00modify340.050.830520.830320.00000
1332014.09.10 00:00modify340.050.830520.828540.00000
1342014.09.11 00:00modify340.050.830520.826650.00000
1352014.09.12 00:00modify340.050.830520.823570.00000
1362014.09.15 00:00modify340.050.830520.820490.00000
1372014.09.16 00:00modify340.050.830520.820320.00000
1382014.09.17 00:00s/l340.050.820320.820320.0000049.8510434.49
1392014.09.19 00:00sell350.050.815050.000000.00000
1402014.09.19 00:00modify350.050.815050.834010.80747
1412014.09.19 00:00sell360.050.815050.000000.00000
1422014.09.19 00:00modify360.050.815050.834010.00000
1432014.09.24 00:00t/p350.050.807470.834010.8074737.5210472.00
1442014.09.24 00:00modify360.050.815050.814850.00000
1452014.09.24 00:00modify360.050.815050.810360.00000
1462014.09.25 00:00modify360.050.815050.810160.00000
1472014.09.26 00:00modify360.050.815050.802110.00000
1482014.09.29 00:00modify360.050.815050.796580.00000
1492014.09.30 00:00modify360.050.815050.788780.00000
1502014.10.01 00:00modify360.050.815050.787520.00000
1512014.10.02 00:00modify360.050.815050.784680.00000
1522014.10.03 00:00s/l360.050.784680.784680.00000150.0610622.06
1532014.10.03 00:00sell370.050.789990.000000.00000
1542014.10.03 00:00modify370.050.789990.817050.77917
1552014.10.03 00:00sell380.050.789990.000000.00000
1562014.10.03 00:00modify380.050.789990.817050.00000
1572014.10.06 00:00t/p370.050.779170.817050.7791753.9710676.03
1582014.10.06 00:00modify380.050.789990.789790.00000
1592014.10.06 00:00modify380.050.789990.782380.00000
1602014.10.07 00:00s/l380.050.782380.782380.0000037.7910713.83
1612014.10.07 00:00sell390.050.783670.000000.00000
1622014.10.07 00:00modify390.050.783670.813450.77176
1632014.10.07 00:00sell400.050.783670.000000.00000
1642014.10.07 00:00modify400.050.783670.813450.00000
1652014.10.10 00:00close400.050.786530.813450.00000-14.9410698.89
1662014.10.10 00:00close390.050.786530.813450.77176-14.9410683.95
1672014.10.14 00:00sell410.050.789030.000000.00000
1682014.10.14 00:00modify410.050.789030.822310.77572
1692014.10.14 00:00sell420.050.789030.000000.00000
1702014.10.14 00:00modify420.050.789030.822310.00000
1712014.11.04 00:00t/p410.050.775720.822310.7757263.8610747.81
1722014.11.04 00:00modify420.050.789030.788830.00000
1732014.11.04 00:00modify420.050.789030.778850.00000
1742014.11.05 00:00s/l420.050.778850.778850.0000048.0810795.89
1752014.11.05 00:00sell430.050.780990.000000.00000
1762014.11.05 00:00modify430.050.780990.812690.76831
1772014.11.05 00:00sell440.050.780990.000000.00000
1782014.11.05 00:00modify440.050.780990.812690.00000
1792014.11.07 00:00t/p430.050.768310.812690.7683162.8910858.78
1802014.11.07 00:00modify440.050.780990.780790.00000
1812014.11.07 00:00modify440.050.780990.774380.00000
1822014.11.10 00:00s/l440.050.774380.774380.0000032.4110891.19
1832014.11.10 00:00sell450.050.777420.000000.00000
1842014.11.10 00:00modify450.050.777420.809370.76464
1852014.11.10 00:00sell460.050.777420.000000.00000
1862014.11.10 00:00modify460.050.777420.809370.00000
1872014.11.13 00:00close460.050.787860.809370.00000-52.8410838.35
1882014.11.13 00:00close450.050.787860.809370.76464-52.8410785.51
1892014.11.14 00:00sell470.050.787980.000000.00000
1902014.11.14 00:00modify470.050.787980.818580.77574
1912014.11.14 00:00sell480.050.787980.000000.00000
1922014.11.14 00:00modify480.050.787980.818580.00000
1932014.12.03 00:00modify480.050.787980.787780.00000
1942014.12.03 00:00modify470.050.787980.787780.77574
1952014.12.04 00:00t/p470.050.775740.787780.7757458.6410844.15
1962014.12.04 00:00modify480.050.787980.780520.00000
1972014.12.05 00:00s/l480.050.780520.780520.0000034.6110878.76
1982014.12.05 00:00sell490.050.778050.000000.00000
1992014.12.05 00:00modify490.050.778050.805120.76722
2002014.12.05 00:00sell500.050.778050.000000.00000
2012014.12.05 00:00modify500.050.778050.805120.00000
2022014.12.09 00:00t/p490.050.767220.805120.7672253.8910932.66
2032014.12.09 00:00modify500.050.778050.777850.00000
2042014.12.09 00:00modify500.050.778050.772020.00000
2052014.12.10 00:00s/l500.050.772020.772020.0000029.7710962.42
2062014.12.10 00:00sell510.050.767930.000000.00000
2072014.12.10 00:00modify510.050.767930.795010.75710
2082014.12.10 00:00sell520.050.767930.000000.00000
2092014.12.10 00:00modify520.050.767930.795010.00000
2102014.12.16 00:00close520.050.774430.795010.00000-33.2710929.15
2112014.12.16 00:00close510.050.774430.795010.75710-33.2710895.89
2122014.12.17 00:00sell530.050.779470.000000.00000
2132014.12.17 00:00modify530.050.779470.807890.76810
2142014.12.17 00:00sell540.050.779470.000000.00000
2152014.12.17 00:00modify540.050.779470.807890.00000
2162014.12.29 00:00modify540.050.779470.779270.00000
2172014.12.29 00:00modify530.050.779470.779270.76810
2182014.12.30 00:00s/l530.050.779270.779270.76810-0.6610895.22
2192014.12.30 00:00s/l540.050.779270.779270.00000-0.6610894.56
2202014.12.30 00:00sell550.050.778640.000000.00000
2212014.12.30 00:00modify550.050.778640.805200.76802
2222014.12.30 00:00sell560.050.778640.000000.00000
2232014.12.30 00:00modify560.050.778640.805200.00000
2242014.12.31 23:59close at stop560.050.779470.805200.00000-4.2810890.28
2252014.12.31 23:59close at stop550.050.779470.805200.76802-4.2810886.00