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

СимволNZDUSD (New Zealand Dollar vs US Dollar)
ПериодДень (D1) 2017.01.02 00:00 - 2017.11.13 23:59 (2017.01.01 - 2018.01.01)
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 истории1227Смоделировано тиков1453Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (12)
Чистая прибыль279.84Общая прибыль829.61Общий убыток-549.77
Прибыльность1.51Матожидание выигрыша6.08
Абсолютная просадка51.89Максимальная просадка252.54 (2.48%)Относительная просадка2.48% (252.54)
Всего сделок46Короткие позиции (% выигравших)18 (33.33%)Длинные позиции (% выигравших)28 (71.43%)
Прибыльные сделки (% от всех)26 (56.52%)Убыточные сделки (% от всех)20 (43.48%)
Самая большаяприбыльная сделка132.30убыточная сделка-52.69
Средняяприбыльная сделка31.91убыточная сделка-27.49
Максимальное количествонепрерывных выигрышей (прибыль)8 (238.63)непрерывных проигрышей (убыток)6 (-54.51)
Макс.непрерывная прибыль (число выигрышей)238.63 (8)непрерывный убыток (число проигрышей)-175.32 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.17 00:00buy10.050.709950.000000.00000
22017.01.17 00:00modify10.050.709950.689890.71797
32017.01.17 00:00buy20.050.709950.000000.00000
42017.01.17 00:00modify20.050.709950.689890.00000
52017.01.18 00:00t/p10.050.717970.689890.7179740.1610040.16
62017.01.18 00:00modify20.050.709950.710150.00000
72017.01.18 00:00modify20.050.709950.713420.00000
82017.01.19 00:00s/l20.050.713420.713420.0000017.5910057.75
92017.01.19 00:00buy30.050.712350.000000.00000
102017.01.19 00:00modify30.050.712350.690590.72105
112017.01.19 00:00buy40.050.712350.000000.00000
122017.01.19 00:00modify40.050.712350.690590.00000
132017.01.23 00:00t/p30.050.721050.690590.7210543.6210101.37
142017.01.23 00:00modify40.050.712350.712550.00000
152017.01.23 00:00modify40.050.712350.714470.00000
162017.01.24 00:00modify40.050.712350.718150.00000
172017.01.25 00:00modify40.050.712350.720180.00000
182017.01.26 00:00modify40.050.712350.723810.00000
192017.01.27 00:00s/l40.050.723810.723810.0000057.7810159.15
202017.01.27 00:00buy50.050.724350.000000.00000
212017.01.27 00:00modify50.050.724350.699080.73446
222017.01.27 00:00buy60.050.724350.000000.00000
232017.01.27 00:00modify60.050.724350.699080.00000
242017.01.30 00:00modify60.050.724350.724550.00000
252017.01.30 00:00modify50.050.724350.724550.73446
262017.01.31 00:00s/l50.050.724550.724550.734461.1210160.27
272017.01.31 00:00s/l60.050.724550.724550.000001.1210161.39
282017.02.02 00:00buy70.050.727980.000000.00000
292017.02.02 00:00modify70.050.727980.702650.73811
302017.02.02 00:00buy80.050.727980.000000.00000
312017.02.02 00:00modify80.050.727980.702650.00000
322017.02.10 00:00close80.050.718220.702650.00000-48.3210113.07
332017.02.10 00:00close70.050.718220.702650.73811-48.3210064.75
342017.03.13 00:00sell90.050.693300.000000.00000
352017.03.13 00:00modify90.050.693300.710970.68623
362017.03.13 00:00sell100.050.693300.000000.00000
372017.03.13 00:00modify100.050.693300.710970.00000
382017.03.16 00:00close100.050.701040.710970.00000-39.3410025.41
392017.03.16 00:00close90.050.701040.710970.68623-39.349986.07
402017.03.20 00:00sell110.050.701600.000000.00000
412017.03.20 00:00modify110.050.701600.720250.69414
422017.03.20 00:00sell120.050.701600.000000.00000
432017.03.20 00:00modify120.050.701600.720250.00000
442017.04.06 00:00t/p110.050.694140.720250.6941434.8710020.94
452017.04.06 00:00modify120.050.701600.701400.00000
462017.04.06 00:00modify120.050.701600.698580.00000
472017.04.07 00:00s/l120.050.698580.698580.0000012.5410033.48
482017.04.07 00:00sell130.050.696620.000000.00000
492017.04.07 00:00modify130.050.696620.712290.69035
502017.04.07 00:00sell140.050.696620.000000.00000
512017.04.07 00:00modify140.050.696620.712290.00000
522017.04.17 00:00close140.050.699540.712290.00000-15.6210017.85
532017.04.17 00:00close130.050.699540.712290.69035-15.6210002.23
542017.05.02 00:00sell150.050.690230.000000.00000
552017.05.02 00:00modify150.050.690230.706000.68392
562017.05.02 00:00sell160.050.690230.000000.00000
572017.05.02 00:00modify160.050.690230.706000.00000
582017.05.09 00:00close160.050.690460.706000.00000-2.0510000.18
592017.05.09 00:00close150.050.690460.706000.68392-2.059998.14
602017.05.11 00:00sell170.050.686070.000000.00000
612017.05.11 00:00modify170.050.686070.703130.67925
622017.05.11 00:00sell180.050.686070.000000.00000
632017.05.11 00:00modify180.050.686070.703130.00000
642017.05.16 00:00close180.050.687910.703130.00000-9.589988.55
652017.05.16 00:00close170.050.687910.703130.67925-9.589978.97
662017.06.02 00:00buy190.050.705850.000000.00000
672017.06.02 00:00modify190.050.705850.687840.71305
682017.06.02 00:00buy200.050.705850.000000.00000
692017.06.02 00:00modify200.050.705850.687840.00000
702017.06.05 00:00t/p190.050.713050.687840.7130536.0610015.03
712017.06.05 00:00modify200.050.705850.706050.00000
722017.06.05 00:00modify200.050.705850.708880.00000
732017.06.06 00:00modify200.050.705850.710310.00000
742017.06.07 00:00modify200.050.705850.713310.00000
752017.06.08 00:00modify200.050.705850.715100.00000
762017.06.09 00:00modify200.050.705850.717130.00000
772017.06.12 00:00modify200.050.705850.717820.00000
782017.06.13 00:00s/l200.050.717820.717820.0000060.3910075.42
792017.06.13 00:00buy210.050.719650.000000.00000
802017.06.13 00:00modify210.050.719650.703240.72621
812017.06.13 00:00buy220.050.719650.000000.00000
822017.06.13 00:00modify220.050.719650.703240.00000
832017.06.15 00:00t/p210.050.726210.703240.7262133.0410108.46
842017.06.15 00:00modify220.050.719650.719850.00000
852017.06.15 00:00modify220.050.719650.722340.00000
862017.06.16 00:00s/l220.050.722340.722340.0000013.7510122.21
872017.06.16 00:00buy230.050.720660.000000.00000
882017.06.16 00:00modify230.050.720660.703270.72762
892017.06.16 00:00buy240.050.720660.000000.00000
902017.06.16 00:00modify240.050.720660.703270.00000
912017.06.19 00:00modify240.050.720660.720860.00000
922017.06.19 00:00modify230.050.720660.720860.72762
932017.06.20 00:00t/p230.050.727620.720860.7276234.9210157.13
942017.06.20 00:00modify240.050.720660.722140.00000
952017.06.21 00:00s/l240.050.722140.722140.000007.5810164.71
962017.06.22 00:00buy250.050.722690.000000.00000
972017.06.22 00:00modify250.050.722690.705970.72938
982017.06.22 00:00buy260.050.722690.000000.00000
992017.06.22 00:00modify260.050.722690.705970.00000
1002017.06.26 00:00t/p250.050.729380.705970.7293833.5710198.28
1012017.06.26 00:00modify260.050.722690.722890.00000
1022017.06.26 00:00modify260.050.722690.725650.00000
1032017.06.27 00:00modify260.050.722690.726470.00000
1042017.06.29 00:00s/l260.050.726470.726470.0000019.3210217.60
1052017.07.04 00:00buy270.050.729300.000000.00000
1062017.07.04 00:00modify270.050.729300.711570.73639
1072017.07.04 00:00buy280.050.729300.000000.00000
1082017.07.04 00:00modify280.050.729300.711570.00000
1092017.07.10 00:00close280.050.727150.711570.00000-10.3910207.21
1102017.07.10 00:00close270.050.727150.711570.73639-10.3910196.82
1112017.07.11 00:00buy290.050.727470.000000.00000
1122017.07.11 00:00modify290.050.727470.710150.73440
1132017.07.11 00:00buy300.050.727470.000000.00000
1142017.07.11 00:00modify300.050.727470.710150.00000
1152017.07.14 00:00t/p290.050.734400.710150.7344034.9510231.77
1162017.07.14 00:00modify300.050.727470.727670.00000
1172017.07.14 00:00modify300.050.727470.728490.00000
1182017.07.17 00:00modify300.050.727470.730570.00000
1192017.07.19 00:00s/l300.050.730570.730570.0000015.9810247.75
1202017.07.26 00:00buy310.050.741760.000000.00000
1212017.07.26 00:00modify310.050.741760.723480.74907
1222017.07.26 00:00buy320.050.741760.000000.00000
1232017.07.26 00:00modify320.050.741760.723480.00000
1242017.07.27 00:00t/p310.050.749070.723480.7490736.7310284.48
1252017.07.27 00:00modify320.050.741760.741960.00000
1262017.07.27 00:00modify320.050.741760.745500.00000
1272017.07.28 00:00modify320.050.741760.745820.00000
1282017.07.31 00:00modify320.050.741760.747230.00000
1292017.08.01 00:00s/l320.050.747230.747230.0000027.7110312.19
1302017.08.02 00:00buy330.050.746440.000000.00000
1312017.08.02 00:00modify330.050.746440.726670.75435
1322017.08.02 00:00buy340.050.746440.000000.00000
1332017.08.02 00:00modify340.050.746440.726670.00000
1342017.08.08 00:00close340.050.735830.726670.00000-52.6910259.50
1352017.08.08 00:00close330.050.735830.726670.75435-52.6910206.81
1362017.09.19 00:00buy350.050.725910.000000.00000
1372017.09.19 00:00modify350.050.725910.703080.73504
1382017.09.19 00:00buy360.050.725910.000000.00000
1392017.09.19 00:00modify360.050.725910.703080.00000
1402017.09.21 00:00t/p350.050.735040.703080.7350445.8910252.70
1412017.09.21 00:00modify360.050.725910.726110.00000
1422017.09.21 00:00modify360.050.725910.730790.00000
1432017.09.22 00:00s/l360.050.730790.730790.0000024.7010277.40
1442017.09.22 00:00buy370.050.730550.000000.00000
1452017.09.22 00:00modify370.050.730550.706550.74015
1462017.09.22 00:00buy380.050.730550.000000.00000
1472017.09.22 00:00modify380.050.730550.706550.00000
1482017.09.29 00:00close380.050.723240.706550.00000-36.1310241.27
1492017.09.29 00:00close370.050.723240.706550.74015-36.1310205.14
1502017.10.12 00:00sell390.050.707000.000000.00000
1512017.10.12 00:00modify390.050.707000.727350.69886
1522017.10.12 00:00sell400.050.707000.000000.00000
1532017.10.12 00:00modify400.050.707000.727350.00000
1542017.10.16 00:00close400.050.717200.727350.00000-51.2610153.88
1552017.10.16 00:00close390.050.717200.727350.69886-51.2610102.63
1562017.10.17 00:00sell410.050.716760.000000.00000
1572017.10.17 00:00modify410.050.716760.735820.70914
1582017.10.17 00:00sell420.050.716760.000000.00000
1592017.10.17 00:00modify420.050.716760.735820.00000
1602017.10.20 00:00t/p410.050.709140.735820.7091437.4610140.09
1612017.10.20 00:00modify420.050.716760.716560.00000
1622017.10.20 00:00modify420.050.716760.709370.00000
1632017.10.23 00:00modify420.050.716760.704010.00000
1642017.10.24 00:00modify420.050.716760.702290.00000
1652017.10.25 00:00modify420.050.716760.697970.00000
1662017.10.26 00:00modify420.050.716760.694890.00000
1672017.10.27 00:00modify420.050.716760.690910.00000
1682017.10.30 00:00modify420.050.716760.690470.00000
1692017.10.31 00:00modify420.050.716760.689840.00000
1702017.11.02 00:00s/l420.050.689840.689840.00000132.3010272.38
1712017.11.02 00:00sell430.050.688910.000000.00000
1722017.11.02 00:00modify430.050.688910.708130.68122
1732017.11.02 00:00sell440.050.688910.000000.00000
1742017.11.02 00:00modify440.050.688910.708130.00000
1752017.11.06 00:00close440.050.690760.708130.00000-9.5110262.88
1762017.11.06 00:00close430.050.690760.708130.68122-9.5110253.37
1772017.11.07 00:00sell450.050.694200.000000.00000
1782017.11.07 00:00modify450.050.694200.714200.68620
1792017.11.07 00:00sell460.050.694200.000000.00000
1802017.11.07 00:00modify460.050.694200.714200.00000
1812017.11.13 23:59close at stop460.050.691400.714200.0000013.2310266.60
1822017.11.13 23:59close at stop450.050.691400.714200.6862013.2310279.84