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

СимволNZDUSD (New Zealand Dollar vs US Dollar)
ПериодДень (D1) 2016.01.04 00:00 - 2016.12.30 23:59 (2016.01.01 - 2017.01.01)
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 прибыль81.26Общая прибыль1169.91Общий убыток-1088.65
Прибыльность1.07Матожидание выигрыша1.50
Абсолютная просадка199.52Максимальная просадка341.86 (3.28%)Относительная просадка3.28% (341.86)
Всего сделок54Короткие позиции (% выигравших)14 (28.57%)Длинные позиции (% выигравших)40 (65.00%)
Прибыльные сделки (% от всех)30 (55.56%)Убыточные сделки (% от всех)24 (44.44%)
Самая большаяприбыльная сделка90.11убыточная сделка-113.31
Средняяприбыльная сделка39.00убыточная сделка-45.36
Максимальное количествонепрерывных выигрышей (прибыль)6 (301.75)непрерывных проигрышей (убыток)4 (-292.30)
Макс.непрерывная прибыль (число выигрышей)301.75 (6)непрерывный убыток (число проигрышей)-292.30 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.21 00:00sell10.050.642780.000000.00000
22016.01.21 00:00modify10.050.642780.665670.63362
32016.01.21 00:00sell20.050.642780.000000.00000
42016.01.21 00:00modify20.050.642780.665670.00000
52016.01.27 00:00close20.050.649730.665670.00000-35.269964.74
62016.01.27 00:00close10.050.649730.665670.63362-35.269929.48
72016.01.29 00:00sell30.050.647830.000000.00000
82016.01.29 00:00modify30.050.647830.675040.63695
92016.01.29 00:00sell40.050.647830.000000.00000
102016.01.29 00:00modify40.050.647830.675040.00000
112016.02.01 00:00close40.050.648860.675040.00000-5.289924.20
122016.02.01 00:00close30.050.648860.675040.63695-5.289918.92
132016.02.23 00:00sell50.050.669730.000000.00000
142016.02.23 00:00modify50.050.669730.701140.65717
152016.02.23 00:00sell60.050.669730.000000.00000
162016.02.23 00:00modify60.050.669730.701140.00000
172016.02.29 00:00modify60.050.669730.669530.00000
182016.02.29 00:00modify50.050.669730.669530.65717
192016.03.01 00:00t/p50.050.657170.669530.6571761.909980.82
202016.03.01 00:00modify60.050.669730.662880.00000
212016.03.02 00:00s/l60.050.662880.662880.0000033.2310014.05
222016.04.06 00:00buy70.050.680330.000000.00000
232016.04.06 00:00modify70.050.680330.650920.69209
242016.04.06 00:00buy80.050.680330.000000.00000
252016.04.06 00:00modify80.050.680330.650920.00000
262016.04.11 00:00close80.050.680300.650920.000000.1510014.20
272016.04.11 00:00close70.050.680300.650920.692090.1510014.35
282016.04.21 00:00buy90.050.697460.000000.00000
292016.04.21 00:00modify90.050.697460.671930.70767
302016.04.21 00:00buy100.050.697460.000000.00000
312016.04.21 00:00modify100.050.697460.671930.00000
322016.04.25 00:00close100.050.684430.671930.00000-65.039949.32
332016.04.25 00:00close90.050.684430.671930.70767-65.039884.29
342016.04.26 00:00buy110.050.685270.000000.00000
352016.04.26 00:00modify110.050.685270.658800.69586
362016.04.26 00:00buy120.050.685270.000000.00000
372016.04.26 00:00modify120.050.685270.658800.00000
382016.04.29 00:00t/p110.050.695860.658800.6958653.259937.54
392016.04.29 00:00modify120.050.685270.685470.00000
402016.04.29 00:00modify120.050.685270.691430.00000
412016.05.02 00:00modify120.050.685270.693520.00000
422016.05.03 00:00modify120.050.685270.696620.00000
432016.05.04 00:00s/l120.050.696620.696620.0000057.239994.77
442016.05.17 00:00sell130.050.678820.000000.00000
452016.05.17 00:00modify130.050.678820.702550.66933
462016.05.17 00:00sell140.050.678820.000000.00000
472016.05.17 00:00modify140.050.678820.702550.00000
482016.05.27 00:00t/p130.050.669330.702550.6693345.9110040.68
492016.05.27 00:00modify140.050.678820.678620.00000
502016.05.27 00:00modify140.050.678820.674960.00000
512016.05.30 00:00s/l140.050.674960.674960.0000017.6410058.32
522016.06.01 00:00sell150.050.676040.000000.00000
532016.06.01 00:00modify150.050.676040.695650.66820
542016.06.01 00:00sell160.050.676040.000000.00000
552016.06.01 00:00modify160.050.676040.695650.00000
562016.06.06 00:00s/l150.050.695650.695650.66820-98.699959.63
572016.06.06 00:00s/l160.050.695650.695650.00000-98.699860.94
582016.06.13 00:00buy170.050.705280.000000.00000
592016.06.13 00:00modify170.050.705280.683260.71409
602016.06.13 00:00buy180.050.705280.000000.00000
612016.06.13 00:00modify180.050.705280.683260.00000
622016.06.22 00:00t/p170.050.714090.683260.7140944.599905.53
632016.06.22 00:00modify180.050.705280.705480.00000
642016.06.22 00:00modify180.050.705280.708210.00000
652016.06.23 00:00modify180.050.705280.710960.00000
662016.06.24 00:00modify180.050.705280.715570.00000
672016.06.27 00:00s/l180.050.715570.715570.0000052.299957.82
682016.06.27 00:00buy190.050.706880.000000.00000
692016.06.27 00:00modify190.050.706880.678740.71814
702016.06.27 00:00buy200.050.706880.000000.00000
712016.06.27 00:00modify200.050.706880.678740.00000
722016.07.04 00:00t/p190.050.718140.678740.7181456.7210014.54
732016.07.04 00:00modify200.050.706880.707080.00000
742016.07.04 00:00modify200.050.706880.712750.00000
752016.07.05 00:00modify200.050.706880.716780.00000
762016.07.06 00:00s/l200.050.716780.716780.0000050.0410064.58
772016.07.06 00:00buy210.050.715270.000000.00000
782016.07.06 00:00modify210.050.715270.685050.72736
792016.07.06 00:00buy220.050.715270.000000.00000
802016.07.06 00:00modify220.050.715270.685050.00000
812016.07.11 00:00t/p210.050.727360.685050.7273660.7510125.33
822016.07.11 00:00modify220.050.715270.715470.00000
832016.07.11 00:00modify220.050.715270.722670.00000
842016.07.12 00:00s/l220.050.722670.722670.0000037.3610162.69
852016.07.15 00:00buy230.050.719790.000000.00000
862016.07.15 00:00modify230.050.719790.689020.73210
872016.07.15 00:00buy240.050.719790.000000.00000
882016.07.15 00:00modify240.050.719790.689020.00000
892016.07.18 00:00close240.050.714050.689020.00000-28.6410134.05
902016.07.18 00:00close230.050.714050.689020.73210-28.6410105.41
912016.08.04 00:00buy250.050.715880.000000.00000
922016.08.04 00:00modify250.050.715880.689020.72662
932016.08.04 00:00buy260.050.715880.000000.00000
942016.08.04 00:00modify260.050.715880.689020.00000
952016.08.08 00:00close260.050.713260.689020.00000-12.9810092.43
962016.08.08 00:00close250.050.713260.689020.72662-12.9810079.45
972016.08.09 00:00buy270.050.713730.000000.00000
982016.08.09 00:00modify270.050.713730.688270.72391
992016.08.09 00:00buy280.050.713730.000000.00000
1002016.08.09 00:00modify280.050.713730.688270.00000
1012016.08.11 00:00t/p270.050.723910.688270.7239151.1410130.59
1022016.08.11 00:00modify280.050.713730.713930.00000
1032016.08.11 00:00modify280.050.713730.717920.00000
1042016.08.12 00:00modify280.050.713730.718340.00000
1052016.08.16 00:00s/l280.050.718340.718340.0000023.4710154.06
1062016.08.18 00:00buy290.050.724990.000000.00000
1072016.08.18 00:00modify290.050.724990.699240.73529
1082016.08.18 00:00buy300.050.724990.000000.00000
1092016.08.18 00:00modify300.050.724990.699240.00000
1102016.08.29 00:00t/p290.050.735290.699240.7352952.0410206.10
1112016.08.30 00:00close300.050.724980.699240.000000.5510206.65
1122016.08.31 00:00buy310.050.721840.000000.00000
1132016.08.31 00:00modify310.050.721840.696980.73178
1142016.08.31 00:00buy320.050.721840.000000.00000
1152016.08.31 00:00modify320.050.721840.696980.00000
1162016.09.05 00:00t/p310.050.731780.696980.7317850.0010256.65
1172016.09.05 00:00modify320.050.721840.722040.00000
1182016.09.05 00:00modify320.050.721840.726660.00000
1192016.09.06 00:00modify320.050.721840.728090.00000
1202016.09.07 00:00modify320.050.721840.734140.00000
1212016.09.08 00:00modify320.050.721840.737750.00000
1222016.09.12 00:00s/l320.050.737750.737750.0000080.2710336.92
1232016.09.12 00:00buy330.050.732150.000000.00000
1242016.09.12 00:00modify330.050.732150.707430.74204
1252016.09.12 00:00buy340.050.732150.000000.00000
1262016.09.12 00:00modify340.050.732150.707430.00000
1272016.09.15 00:00close340.050.728070.707430.00000-20.1010316.82
1282016.09.15 00:00close330.050.728070.707430.74204-20.1010296.72
1292016.09.19 00:00buy350.050.725820.000000.00000
1302016.09.19 00:00modify350.050.725820.700720.73586
1312016.09.19 00:00buy360.050.725820.000000.00000
1322016.09.19 00:00modify360.050.725820.700720.00000
1332016.09.22 00:00t/p350.050.735860.700720.7358650.5010347.22
1342016.09.22 00:00modify360.050.725820.726020.00000
1352016.09.22 00:00modify360.050.725820.732170.00000
1362016.09.23 00:00s/l360.050.732170.732170.0000032.1110379.33
1372016.09.30 00:00buy370.050.725220.000000.00000
1382016.09.30 00:00modify370.050.725220.700140.73525
1392016.09.30 00:00buy380.050.725220.000000.00000
1402016.09.30 00:00modify380.050.725220.700140.00000
1412016.10.25 00:00close380.050.713510.700140.00000-57.1710322.16
1422016.10.25 00:00close370.050.713510.700140.73525-57.1710264.99
1432016.10.27 00:00buy390.050.715180.000000.00000
1442016.10.27 00:00modify390.050.715180.695460.72307
1452016.10.27 00:00buy400.050.715180.000000.00000
1462016.10.27 00:00modify400.050.715180.695460.00000
1472016.10.31 00:00modify400.050.715180.715380.00000
1482016.10.31 00:00modify390.050.715180.715380.72307
1492016.11.01 00:00s/l390.050.715380.715380.723071.1810266.17
1502016.11.01 00:00s/l400.050.715380.715380.000001.1810267.35
1512016.11.01 00:00buy410.050.714950.000000.00000
1522016.11.01 00:00modify410.050.714950.695700.72265
1532016.11.01 00:00buy420.050.714950.000000.00000
1542016.11.01 00:00modify420.050.714950.695700.00000
1552016.11.03 00:00t/p410.050.722650.695700.7226538.7410306.09
1562016.11.03 00:00modify420.050.714950.715150.00000
1572016.11.03 00:00modify420.050.714950.722080.00000
1582016.11.04 00:00modify420.050.714950.726160.00000
1592016.11.07 00:00modify420.050.714950.728030.00000
1602016.11.08 00:00modify420.050.714950.729610.00000
1612016.11.09 00:00modify420.050.714950.732840.00000
1622016.11.10 00:00s/l420.050.732840.732840.0000090.1110396.20
1632016.11.10 00:00buy430.050.727680.000000.00000
1642016.11.10 00:00modify430.050.727680.707820.73562
1652016.11.10 00:00buy440.050.727680.000000.00000
1662016.11.10 00:00modify440.050.727680.707820.00000
1672016.11.14 00:00close440.050.713970.707820.00000-68.4310327.77
1682016.11.14 00:00close430.050.713970.707820.73562-68.4310259.34
1692016.11.22 00:00sell450.050.706150.000000.00000
1702016.11.22 00:00modify450.050.706150.728960.69703
1712016.11.22 00:00sell460.050.706150.000000.00000
1722016.11.22 00:00modify460.050.706150.728960.00000
1732016.11.29 00:00close460.050.707290.728960.00000-6.6010252.74
1742016.11.29 00:00close450.050.707290.728960.69703-6.6010246.15
1752016.12.07 00:00buy470.050.712010.000000.00000
1762016.12.07 00:00modify470.050.712010.687580.72178
1772016.12.07 00:00buy480.050.712010.000000.00000
1782016.12.07 00:00modify480.050.712010.687580.00000
1792016.12.09 00:00t/p470.050.721780.687580.7217849.0910295.24
1802016.12.09 00:00modify480.050.712010.712210.00000
1812016.12.09 00:00modify480.050.712010.714370.00000
1822016.12.12 00:00s/l480.050.714370.714370.0000012.1010307.34
1832016.12.12 00:00buy490.050.712720.000000.00000
1842016.12.12 00:00modify490.050.712720.690850.72147
1852016.12.12 00:00buy500.050.712720.000000.00000
1862016.12.12 00:00modify500.050.712720.690850.00000
1872016.12.14 00:00t/p490.050.721470.690850.7214743.8710351.21
1882016.12.14 00:00modify500.050.712720.712920.00000
1892016.12.14 00:00modify500.050.712720.717130.00000
1902016.12.15 00:00s/l500.050.717130.717130.0000022.3510373.56
1912016.12.15 00:00buy510.050.711680.000000.00000
1922016.12.15 00:00modify510.050.711680.688970.72076
1932016.12.15 00:00buy520.050.711680.000000.00000
1942016.12.15 00:00modify520.050.711680.688970.00000
1952016.12.21 00:00s/l510.050.688970.688970.72076-113.3110260.25
1962016.12.21 00:00s/l520.050.688970.688970.00000-113.3110146.94
1972016.12.27 00:00sell530.050.689720.000000.00000
1982016.12.27 00:00modify530.050.689720.711830.68088
1992016.12.27 00:00sell540.050.689720.000000.00000
2002016.12.27 00:00modify540.050.689720.711830.00000
2012016.12.30 00:00close540.050.696160.711830.00000-32.8410114.10
2022016.12.30 00:00close530.050.696160.711830.68088-32.8410081.26