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

СимволNZDUSD (New Zealand Dollar vs US Dollar)
ПериодДень (D1) 2015.01.02 00:00 - 2015.12.31 23:59 (2015.01.01 - 2016.01.01)
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 (11)
Чистая прибыль1201.41Общая прибыль1692.39Общий убыток-490.98
Прибыльность3.45Матожидание выигрыша24.03
Абсолютная просадка62.73Максимальная просадка218.20 (2.15%)Относительная просадка2.15% (218.20)
Всего сделок50Короткие позиции (% выигравших)50 (62.00%)Длинные позиции (% выигравших)0 (0.00%)
Прибыльные сделки (% от всех)31 (62.00%)Убыточные сделки (% от всех)19 (38.00%)
Самая большаяприбыльная сделка118.65убыточная сделка-58.77
Средняяприбыльная сделка54.59убыточная сделка-25.84
Максимальное количествонепрерывных выигрышей (прибыль)14 (890.27)непрерывных проигрышей (убыток)4 (-120.50)
Макс.непрерывная прибыль (число выигрышей)890.27 (14)непрерывный убыток (число проигрышей)-120.50 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.01.28 00:00sell10.050.744600.000000.00000
22015.01.28 00:00modify10.050.744600.774510.73264
32015.01.28 00:00sell20.050.744600.000000.00000
42015.01.28 00:00modify20.050.744600.774510.00000
52015.01.29 00:00t/p10.050.732640.774510.7326459.4210059.42
62015.01.29 00:00modify20.050.744600.744400.00000
72015.01.29 00:00modify20.050.744600.741910.00000
82015.01.30 00:00modify20.050.744600.736500.00000
92015.02.02 00:00modify20.050.744600.733260.00000
102015.02.04 00:00s/l20.050.733260.733260.0000055.8010115.22
112015.02.04 00:00sell30.050.735650.000000.00000
122015.02.04 00:00modify30.050.735650.769280.72220
132015.02.04 00:00sell40.050.735650.000000.00000
142015.02.04 00:00modify40.050.735650.769280.00000
152015.02.11 00:00close40.050.740180.769280.00000-23.5510091.67
162015.02.11 00:00close30.050.740180.769280.72220-23.5510068.13
172015.02.13 00:00sell50.050.742240.000000.00000
182015.02.13 00:00modify50.050.742240.776890.72838
192015.02.13 00:00sell60.050.742240.000000.00000
202015.02.13 00:00modify60.050.742240.776890.00000
212015.02.17 00:00close60.050.749530.776890.00000-36.7110031.42
222015.02.17 00:00close50.050.749530.776890.72838-36.719994.72
232015.03.13 00:00sell70.050.738610.000000.00000
242015.03.13 00:00modify70.050.738610.765120.72801
252015.03.13 00:00sell80.050.738610.000000.00000
262015.03.13 00:00modify80.050.738610.765120.00000
272015.03.19 00:00t/p70.050.728010.765120.7280152.2310046.95
282015.03.19 00:00close80.050.747000.765120.00000-42.7210004.23
292015.03.23 00:00sell90.050.758690.000000.00000
302015.03.23 00:00modify90.050.758690.793050.74495
312015.03.23 00:00sell100.050.758690.000000.00000
322015.03.23 00:00modify100.050.758690.793050.00000
332015.04.02 00:00t/p90.050.744950.793050.7449567.1610071.39
342015.04.02 00:00modify100.050.758690.758490.00000
352015.04.02 00:00modify100.050.758690.749320.00000
362015.04.03 00:00s/l100.050.749320.749320.0000045.1910116.58
372015.04.09 00:00sell110.050.755120.000000.00000
382015.04.09 00:00modify110.050.755120.789950.74119
392015.04.09 00:00sell120.050.755120.000000.00000
402015.04.09 00:00modify120.050.755120.789950.00000
412015.04.17 00:00close120.050.766670.789950.00000-58.7710057.81
422015.04.17 00:00close110.050.766670.789950.74119-58.779999.03
432015.05.06 00:00sell130.050.755710.000000.00000
442015.05.06 00:00modify130.050.755710.784980.74400
452015.05.06 00:00sell140.050.755710.000000.00000
462015.05.06 00:00modify140.050.755710.784980.00000
472015.05.08 00:00t/p130.050.744000.784980.7440058.0410057.07
482015.05.08 00:00modify140.050.755710.755510.00000
492015.05.08 00:00modify140.050.755710.751000.00000
502015.05.11 00:00modify140.050.755710.750500.00000
512015.05.12 00:00modify140.050.755710.743120.00000
522015.05.13 00:00modify140.050.755710.741770.00000
532015.05.14 00:00s/l140.050.741770.741770.0000068.4210125.49
542015.05.14 00:00sell150.050.748120.000000.00000
552015.05.14 00:00modify150.050.748120.778280.73606
562015.05.14 00:00sell160.050.748120.000000.00000
572015.05.14 00:00modify160.050.748120.778280.00000
582015.05.20 00:00t/p150.050.736060.778280.7360659.7910185.28
592015.05.20 00:00modify160.050.748120.747920.00000
602015.05.20 00:00modify160.050.748120.739710.00000
612015.05.21 00:00modify160.050.748120.736440.00000
622015.05.25 00:00s/l160.050.736440.736440.0000057.2510242.53
632015.05.28 00:00sell170.050.726290.000000.00000
642015.05.28 00:00modify170.050.726290.754210.71512
652015.05.28 00:00sell180.050.726290.000000.00000
662015.05.28 00:00modify180.050.726290.754210.00000
672015.05.29 00:00t/p170.050.715120.754210.7151255.7210298.25
682015.05.29 00:00modify180.050.726290.726090.00000
692015.05.29 00:00modify180.050.726290.724030.00000
702015.06.01 00:00modify180.050.726290.718180.00000
712015.06.02 00:00modify180.050.726290.715570.00000
722015.06.03 00:00s/l180.050.715570.715570.0000053.0910351.34
732015.06.03 00:00sell190.050.717910.000000.00000
742015.06.03 00:00modify190.050.717910.746920.70631
752015.06.03 00:00sell200.050.717910.000000.00000
762015.06.03 00:00modify200.050.717910.746920.00000
772015.06.08 00:00t/p190.050.706310.746920.7063157.3610408.70
782015.06.08 00:00modify200.050.717910.717710.00000
792015.06.08 00:00modify200.050.717910.710710.00000
802015.06.09 00:00s/l200.050.710710.710710.0000035.2310443.93
812015.06.09 00:00sell210.050.714200.000000.00000
822015.06.09 00:00modify210.050.714200.742430.70291
832015.06.09 00:00sell220.050.714200.000000.00000
842015.06.09 00:00modify220.050.714200.742430.00000
852015.06.12 00:00t/p210.050.702910.742430.7029155.8110499.74
862015.06.12 00:00modify220.050.714200.714000.00000
872015.06.12 00:00modify220.050.714200.708510.00000
882015.06.15 00:00modify220.050.714200.705260.00000
892015.06.16 00:00modify220.050.714200.704080.00000
902015.06.17 00:00modify220.050.714200.702360.00000
912015.06.18 00:00modify220.050.714200.701380.00000
922015.06.19 00:00modify220.050.714200.697750.00000
932015.06.22 00:00modify220.050.714200.695390.00000
942015.06.23 00:00modify220.050.714200.692070.00000
952015.06.24 00:00modify220.050.714200.690010.00000
962015.06.25 00:00s/l220.050.690010.690010.00000118.6510618.38
972015.06.25 00:00sell230.050.688430.000000.00000
982015.06.25 00:00modify230.050.688430.717530.67679
992015.06.25 00:00sell240.050.688430.000000.00000
1002015.06.25 00:00modify240.050.688430.717530.00000
1012015.07.01 00:00t/p230.050.676790.717530.6767957.6910676.07
1022015.07.01 00:00modify240.050.688430.688230.00000
1032015.07.01 00:00modify240.050.688430.682480.00000
1042015.07.02 00:00modify240.050.688430.679340.00000
1052015.07.03 00:00modify240.050.688430.677020.00000
1062015.07.06 00:00modify240.050.688430.673580.00000
1072015.07.07 00:00modify240.050.688430.672680.00000
1082015.07.08 00:00modify240.050.688430.669750.00000
1092015.07.09 00:00s/l240.050.669750.669750.0000091.6110767.68
1102015.07.09 00:00sell250.050.672630.000000.00000
1112015.07.09 00:00modify250.050.672630.698050.66246
1122015.07.09 00:00sell260.050.672630.000000.00000
1132015.07.09 00:00modify260.050.672630.698050.00000
1142015.07.16 00:00t/p250.050.662460.698050.6624649.9510817.63
1152015.07.16 00:00modify260.050.672630.672430.00000
1162015.07.16 00:00modify260.050.672630.665560.00000
1172015.07.17 00:00modify260.050.672630.660010.00000
1182015.07.20 00:00modify260.050.672630.658040.00000
1192015.07.21 00:00s/l260.050.658040.658040.0000071.6710889.30
1202015.07.21 00:00sell270.050.656170.000000.00000
1212015.07.21 00:00modify270.050.656170.680350.64650
1222015.07.21 00:00sell280.050.656170.000000.00000
1232015.07.21 00:00modify280.050.656170.680350.00000
1242015.07.28 00:00close280.050.660350.680350.00000-21.8010867.51
1252015.07.28 00:00close270.050.660350.680350.64650-21.8010845.71
1262015.07.29 00:00sell290.050.668900.000000.00000
1272015.07.29 00:00modify290.050.668900.694630.65861
1282015.07.29 00:00sell300.050.668900.000000.00000
1292015.07.29 00:00modify300.050.668900.694630.00000
1302015.07.31 00:00t/p290.050.658610.694630.6586150.9410896.65
1312015.07.31 00:00modify300.050.668900.668700.00000
1322015.07.31 00:00modify300.050.668900.662180.00000
1332015.08.03 00:00s/l300.050.662180.662180.0000032.9610929.61
1342015.08.07 00:00sell310.050.654950.000000.00000
1352015.08.07 00:00modify310.050.654950.681800.64421
1362015.08.07 00:00sell320.050.654950.000000.00000
1372015.08.07 00:00modify320.050.654950.681800.00000
1382015.08.14 00:00close320.050.656940.681800.00000-10.8510918.76
1392015.08.14 00:00close310.050.656940.681800.64421-10.8510907.92
1402015.08.18 00:00sell330.050.657010.000000.00000
1412015.08.18 00:00modify330.050.657010.684660.64595
1422015.08.18 00:00sell340.050.657010.000000.00000
1432015.08.18 00:00modify340.050.657010.684660.00000
1442015.08.24 00:00close340.050.666220.684660.00000-46.8210861.10
1452015.08.24 00:00close330.050.666220.684660.64595-46.8210814.28
1462015.08.28 00:00sell350.050.646500.000000.00000
1472015.08.28 00:00modify350.050.646500.680400.63294
1482015.08.28 00:00sell360.050.646500.000000.00000
1492015.08.28 00:00modify360.050.646500.680400.00000
1502015.09.01 00:00t/p350.050.632940.680400.6329467.5410881.83
1512015.09.01 00:00modify360.050.646500.646300.00000
1522015.09.01 00:00modify360.050.646500.641930.00000
1532015.09.02 00:00modify360.050.646500.639310.00000
1542015.09.03 00:00modify360.050.646500.638510.00000
1552015.09.04 00:00s/l360.050.638510.638510.0000039.0510920.88
1562015.09.04 00:00sell370.050.639720.000000.00000
1572015.09.04 00:00modify370.050.639720.673870.62606
1582015.09.04 00:00sell380.050.639720.000000.00000
1592015.09.04 00:00modify380.050.639720.673870.00000
1602015.09.08 00:00t/p370.050.626060.673870.6260668.0410988.92
1612015.09.08 00:00modify380.050.639720.639520.00000
1622015.09.08 00:00modify380.050.639720.631610.00000
1632015.09.09 00:00s/l380.050.631610.631610.0000040.1711029.09
1642015.09.09 00:00sell390.050.634050.000000.00000
1652015.09.09 00:00modify390.050.634050.668160.62041
1662015.09.09 00:00sell400.050.634050.000000.00000
1672015.09.09 00:00modify400.050.634050.668160.00000
1682015.09.15 00:00modify400.050.634050.633850.00000
1692015.09.15 00:00modify390.050.634050.633850.62041
1702015.09.16 00:00s/l390.050.633850.633850.620410.1011029.19
1712015.09.16 00:00s/l400.050.633850.633850.000000.1011029.30
1722015.09.16 00:00sell410.050.635340.000000.00000
1732015.09.16 00:00modify410.050.635340.668750.62198
1742015.09.16 00:00sell420.050.635340.000000.00000
1752015.09.16 00:00modify420.050.635340.668750.00000
1762015.09.23 00:00modify420.050.635340.635140.00000
1772015.09.23 00:00modify410.050.635340.635140.62198
1782015.09.25 00:00s/l410.050.635140.635140.62198-0.4111028.89
1792015.09.25 00:00s/l420.050.635140.635140.00000-0.4111028.48
1802015.09.28 00:00sell430.050.636030.000000.00000
1812015.09.28 00:00modify430.050.636030.662560.62542
1822015.09.28 00:00sell440.050.636030.000000.00000
1832015.09.28 00:00modify440.050.636030.662560.00000
1842015.10.02 00:00close440.050.639470.662560.00000-17.9711010.51
1852015.10.02 00:00close430.050.639470.662560.62542-17.9710992.55
1862015.11.02 00:00sell450.050.674410.000000.00000
1872015.11.02 00:00modify450.050.674410.703590.66274
1882015.11.02 00:00sell460.050.674410.000000.00000
1892015.11.02 00:00modify460.050.674410.703590.00000
1902015.11.05 00:00t/p450.050.662740.703590.6627457.7111050.26
1912015.11.05 00:00modify460.050.674410.674210.00000
1922015.11.05 00:00modify460.050.674410.666060.00000
1932015.11.06 00:00modify460.050.674410.665140.00000
1942015.11.09 00:00modify460.050.674410.659640.00000
1952015.11.10 00:00modify460.050.674410.658190.00000
1962015.11.11 00:00modify460.050.674410.656850.00000
1972015.11.12 00:00s/l460.050.656850.656850.0000086.2611136.52
1982015.11.12 00:00sell470.050.655560.000000.00000
1992015.11.12 00:00modify470.050.655560.681980.64499
2002015.11.12 00:00sell480.050.655560.000000.00000
2012015.11.12 00:00modify480.050.655560.681980.00000
2022015.11.19 00:00t/p470.050.644990.681980.6449951.9511188.47
2032015.11.19 00:00modify480.050.655560.655360.00000
2042015.11.19 00:00modify480.050.655560.649860.00000
2052015.11.20 00:00s/l480.050.649860.649860.0000027.4811215.95
2062015.11.20 00:00sell490.050.656410.000000.00000
2072015.11.20 00:00modify490.050.656410.681140.64652
2082015.11.20 00:00sell500.050.656410.000000.00000
2092015.11.20 00:00modify500.050.656410.681140.00000
2102015.11.26 00:00close500.050.657710.681140.00000-7.2711208.68
2112015.11.26 00:00close490.050.657710.681140.64652-7.2711201.41