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

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
ПериодДень (D1) 2017.01.02 00:00 - 2017.10.30 23:59 (2017.01.01 - 2020.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=0; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=8; TrendMAPer=80; RSILev=40; WPRLev=2; UseForce=false; UseMom=false; UseRSI=true; UseWPR=false; UseDem=true; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=3; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=60; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=20; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=20; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=10; EDEMLevel=0.3; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=14; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=48; ESTODPer=20; ESTOSPer=4; ESTOLevel=40; ExitProfitMinutesSTO=8; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=16; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=4; iMAPeriod=6; Settings51="====БУ===="; UseBE=true; BEPerc=20; BEPlusPips=2; FiltersString29="-Фильтр корреляции"; BalancePairFilter=false; OnlyCurrPair=false; FiltersString28="-МаксРиск фильтр"; UseMaxRiskFilter=false; MaxRisk=15; Settings53="====Прочие торговые настройки===="; UseComments=false;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (18)
Чистая прибыль12.90Общая прибыль559.91Общий убыток-547.01
Прибыльность1.02Матожидание выигрыша0.22
Абсолютная просадка244.39Максимальная просадка261.97 (2.62%)Относительная просадка2.62% (261.97)
Всего сделок58Короткие позиции (% выигравших)36 (72.22%)Длинные позиции (% выигравших)22 (63.64%)
Прибыльные сделки (% от всех)40 (68.97%)Убыточные сделки (% от всех)18 (31.03%)
Самая большаяприбыльная сделка56.71убыточная сделка-81.22
Средняяприбыльная сделка14.00убыточная сделка-30.39
Максимальное количествонепрерывных выигрышей (прибыль)10 (196.34)непрерывных проигрышей (убыток)4 (-233.36)
Макс.непрерывная прибыль (число выигрышей)196.34 (10)непрерывный убыток (число проигрышей)-233.36 (4)
Среднийнепрерывный выигрыш6непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.05 00:00sell10.050.968650.000000.00000
22017.01.05 00:00modify10.050.968650.989680.95603
32017.01.05 00:00sell20.050.968650.000000.00000
42017.01.05 00:00modify20.050.968650.989680.00000
52017.01.09 00:00modify20.050.968650.967890.00000
62017.01.09 00:00modify10.050.968650.967890.95603
72017.01.10 00:00s/l10.050.967890.967890.956032.7110002.71
82017.01.10 00:00s/l20.050.967890.967890.000002.7110005.42
92017.01.10 00:00sell30.050.971720.000000.00000
102017.01.10 00:00modify30.050.971720.992340.95935
112017.01.10 00:00sell40.050.971720.000000.00000
122017.01.10 00:00modify40.050.971720.992340.00000
132017.01.19 00:00s/l30.050.992340.992340.95935-81.229924.19
142017.01.19 00:00s/l40.050.992340.992340.00000-81.229842.97
152017.01.25 00:00buy50.050.997300.000000.00000
162017.01.25 00:00modify50.050.997300.973391.01165
172017.01.25 00:00buy60.050.997300.000000.00000
182017.01.25 00:00modify60.050.997300.973390.00000
192017.02.01 00:00close60.050.988150.973390.00000-35.469807.52
202017.02.01 00:00close50.050.988150.973391.01165-35.469772.06
212017.02.10 00:00buy70.051.002170.000000.00000
222017.02.10 00:00modify70.051.002170.979251.01592
232017.02.10 00:00buy80.051.002170.000000.00000
242017.02.10 00:00modify80.051.002170.979250.00000
252017.02.13 00:00modify80.051.002171.003610.00000
262017.02.13 00:00modify70.051.002171.003611.01592
272017.02.14 00:00s/l70.051.003611.003611.015925.669777.72
282017.02.14 00:00s/l80.051.003611.003610.000005.669783.38
292017.02.14 00:00buy90.050.998560.000000.00000
302017.02.14 00:00modify90.050.998560.975311.01251
312017.02.14 00:00buy100.050.998560.000000.00000
322017.02.14 00:00modify100.050.998560.975310.00000
332017.02.15 00:00modify100.050.998561.001260.00000
342017.02.15 00:00modify90.050.998561.001261.01251
352017.02.16 00:00s/l90.051.001261.001261.0125110.629794.00
362017.02.16 00:00s/l100.051.001261.001260.0000010.629804.62
372017.02.27 00:00buy110.051.006180.000000.00000
382017.02.27 00:00modify110.051.006180.986271.01813
392017.02.27 00:00buy120.051.006180.000000.00000
402017.02.27 00:00modify120.051.006180.986270.00000
412017.02.28 00:00modify120.051.006181.006380.00000
422017.02.28 00:00modify110.051.006181.006381.01813
432017.02.28 00:00modify120.051.006181.009440.00000
442017.02.28 00:00modify110.051.006181.009441.01813
452017.03.01 00:00t/p110.051.018131.009441.0181346.609851.22
462017.03.01 00:00modify120.051.006181.013450.00000
472017.03.02 00:00modify120.051.006181.017470.00000
482017.03.03 00:00s/l120.051.017471.017470.0000044.139895.35
492017.03.03 00:00buy130.051.013940.000000.00000
502017.03.03 00:00modify130.051.013940.992701.02668
512017.03.03 00:00buy140.051.013940.000000.00000
522017.03.03 00:00modify140.051.013940.992700.00000
532017.03.07 00:00modify140.051.013941.016090.00000
542017.03.07 00:00modify130.051.013941.016091.02668
552017.03.08 00:00s/l130.051.016091.016091.026688.449903.80
562017.03.08 00:00s/l140.051.016091.016090.000008.449912.24
572017.03.09 00:00buy150.051.015410.000000.00000
582017.03.09 00:00modify150.051.015410.994571.02791
592017.03.09 00:00buy160.051.015410.000000.00000
602017.03.09 00:00modify160.051.015410.994570.00000
612017.03.14 00:00modify160.051.015411.016240.00000
622017.03.14 00:00modify150.051.015411.016241.02791
632017.03.15 00:00s/l150.051.016241.016241.027913.349915.58
642017.03.15 00:00s/l160.051.016241.016240.000003.349918.92
652017.03.22 00:00buy170.051.026350.000000.00000
662017.03.22 00:00modify170.051.026351.005611.03879
672017.03.22 00:00buy180.051.026350.000000.00000
682017.03.22 00:00modify180.051.026351.005610.00000
692017.03.31 00:00close180.051.018681.005610.00000-29.619889.31
702017.03.31 00:00close170.051.018681.005611.03879-29.619859.71
712017.04.27 00:00buy190.051.017400.000000.00000
722017.04.27 00:00modify190.051.017400.996851.02973
732017.04.27 00:00buy200.051.017400.000000.00000
742017.04.27 00:00modify200.051.017400.996850.00000
752017.05.01 00:00modify200.051.017401.019420.00000
762017.05.01 00:00modify190.051.017401.019421.02973
772017.05.02 00:00t/p190.051.029731.019421.0297348.109907.81
782017.05.02 00:00modify200.051.017401.024320.00000
792017.05.03 00:00modify200.051.017401.027990.00000
802017.05.04 00:00s/l200.051.027991.027990.0000041.429949.24
812017.05.04 00:00buy210.051.018830.000000.00000
822017.05.04 00:00modify210.051.018830.995661.03273
832017.05.04 00:00buy220.051.018830.000000.00000
842017.05.04 00:00modify220.051.018830.995660.00000
852017.05.08 00:00close220.051.012160.995660.00000-25.939923.31
862017.05.08 00:00close210.051.012160.995661.03273-25.939897.38
872017.05.16 00:00sell230.051.010080.000000.00000
882017.05.16 00:00modify230.051.010081.034050.99570
892017.05.16 00:00sell240.051.010080.000000.00000
902017.05.16 00:00modify240.051.010081.034050.00000
912017.05.22 00:00modify240.051.010081.008890.00000
922017.05.22 00:00modify230.051.010081.008890.99570
932017.05.23 00:00s/l230.051.008891.008890.995704.059901.43
942017.05.23 00:00s/l240.051.008891.008890.000004.059905.48
952017.05.31 00:00sell250.051.004270.000000.00000
962017.05.31 00:00modify250.051.004271.025600.99147
972017.05.31 00:00sell260.051.004270.000000.00000
982017.05.31 00:00modify260.051.004271.025600.00000
992017.06.01 00:00modify260.051.004271.003320.00000
1002017.06.01 00:00modify250.051.004271.003320.99147
1012017.06.02 00:00s/l250.051.003321.003320.991473.369908.85
1022017.06.02 00:00s/l260.051.003321.003320.000003.369912.21
1032017.06.05 00:00sell270.051.001370.000000.00000
1042017.06.05 00:00modify270.051.001371.021600.98923
1052017.06.05 00:00sell280.051.001370.000000.00000
1062017.06.05 00:00modify280.051.001371.021600.00000
1072017.06.12 00:00buy290.051.013210.000000.00000
1082017.06.12 00:00modify290.051.013210.992701.02552
1092017.06.12 00:00buy300.051.013210.000000.00000
1102017.06.12 00:00modify300.051.013210.992700.00000
1112017.06.12 00:00close300.051.013030.992700.00000-0.709911.51
1122017.06.12 00:00close290.051.013030.992701.02552-0.709910.81
1132017.06.14 00:00modify280.051.001371.001170.00000
1142017.06.14 00:00modify270.051.001371.001170.98923
1152017.06.15 00:00s/l270.051.001171.001170.98923-0.239910.59
1162017.06.15 00:00s/l280.051.001171.001170.00000-0.239910.36
1172017.06.19 00:00sell310.051.005820.000000.00000
1182017.06.19 00:00modify310.051.005821.028660.99212
1192017.06.19 00:00sell320.051.005820.000000.00000
1202017.06.19 00:00modify320.051.005821.028660.00000
1212017.06.20 00:00modify320.051.005821.004930.00000
1222017.06.20 00:00modify310.051.005821.004930.99212
1232017.06.21 00:00s/l310.051.004931.004930.992123.299913.65
1242017.06.21 00:00s/l320.051.004931.004930.000003.299916.95
1252017.06.21 00:00sell330.051.005140.000000.00000
1262017.06.21 00:00modify330.051.005141.028450.99115
1272017.06.21 00:00sell340.051.005140.000000.00000
1282017.06.21 00:00modify340.051.005141.028450.00000
1292017.06.23 00:00modify340.051.005141.004940.00000
1302017.06.23 00:00modify330.051.005141.004940.99115
1312017.06.23 00:00modify340.051.005141.002070.00000
1322017.06.23 00:00modify330.051.005141.002070.99115
1332017.06.26 00:00s/l330.051.002071.002070.9911511.549928.49
1342017.06.26 00:00s/l340.051.002071.002070.0000011.549940.03
1352017.06.27 00:00sell350.051.004260.000000.00000
1362017.06.27 00:00modify350.051.004261.028920.98946
1372017.06.27 00:00sell360.051.004260.000000.00000
1382017.06.27 00:00modify360.051.004261.028920.00000
1392017.06.28 00:00modify360.051.004261.002190.00000
1402017.06.28 00:00modify350.051.004261.002190.98946
1412017.06.29 00:00modify360.051.004260.999170.00000
1422017.06.29 00:00modify350.051.004260.999170.98946
1432017.06.30 00:00s/l350.050.999170.999170.9894619.419959.44
1442017.06.30 00:00s/l360.050.999170.999170.0000019.419978.85
1452017.07.03 00:00sell370.050.995760.000000.00000
1462017.07.03 00:00modify370.050.995761.020240.98107
1472017.07.03 00:00sell380.050.995760.000000.00000
1482017.07.03 00:00modify380.050.995761.020240.00000
1492017.07.05 00:00modify380.050.995760.995560.00000
1502017.07.05 00:00modify370.050.995760.995560.98107
1512017.07.05 00:00modify380.050.995760.990100.00000
1522017.07.05 00:00modify370.050.995760.990100.98107
1532017.07.06 00:00modify380.050.995760.988270.00000
1542017.07.06 00:00modify370.050.995760.988270.98107
1552017.07.07 00:00t/p370.050.981070.988270.9810756.7110035.56
1562017.07.07 00:00modify380.050.995760.986490.00000
1572017.07.10 00:00s/l380.050.986490.986490.0000035.5110071.07
1582017.07.12 00:00sell390.050.985750.000000.00000
1592017.07.12 00:00modify390.050.985751.009100.97174
1602017.07.12 00:00sell400.050.985750.000000.00000
1612017.07.12 00:00modify400.050.985751.009100.00000
1622017.07.13 00:00modify400.050.985750.985550.00000
1632017.07.13 00:00modify390.050.985750.985550.97174
1642017.07.13 00:00modify400.050.985750.981090.00000
1652017.07.13 00:00modify390.050.985750.981090.97174
1662017.07.14 00:00s/l390.050.981090.981090.9717417.8110088.88
1672017.07.14 00:00s/l400.050.981090.981090.0000017.8110106.70
1682017.08.01 00:00sell410.050.998360.000000.00000
1692017.08.01 00:00modify410.050.998361.026120.98170
1702017.08.01 00:00sell420.050.998360.000000.00000
1712017.08.01 00:00modify420.050.998361.026120.00000
1722017.08.07 00:00close420.051.001371.026120.00000-12.2210094.48
1732017.08.07 00:00close410.051.001371.026120.98170-12.2210082.25
1742017.08.10 00:00buy430.051.001370.000000.00000
1752017.08.10 00:00modify430.051.001370.977071.01595
1762017.08.10 00:00buy440.051.001370.000000.00000
1772017.08.10 00:00modify440.051.001370.977070.00000
1782017.08.11 00:00modify440.051.001371.002260.00000
1792017.08.11 00:00modify430.051.001371.002261.01595
1802017.08.14 00:00s/l430.051.002261.002261.015953.5110085.76
1812017.08.14 00:00s/l440.051.002261.002260.000003.5110089.27
1822017.08.17 00:00sell450.050.999470.000000.00000
1832017.08.17 00:00modify450.050.999471.021030.98653
1842017.08.17 00:00sell460.050.999470.000000.00000
1852017.08.17 00:00modify460.050.999471.021030.00000
1862017.08.21 00:00modify460.050.999470.998480.00000
1872017.08.21 00:00modify450.050.999470.998480.98653
1882017.08.22 00:00s/l450.050.998480.998480.986533.6010092.87
1892017.08.22 00:00s/l460.050.998480.998480.000003.6010096.47
1902017.08.29 00:00sell470.050.995920.000000.00000
1912017.08.29 00:00modify470.050.995921.014540.98475
1922017.08.29 00:00sell480.050.995920.000000.00000
1932017.08.29 00:00modify480.050.995921.014540.00000
1942017.09.01 00:00modify480.050.995920.995720.00000
1952017.09.01 00:00modify470.050.995920.995720.98475
1962017.09.01 00:00modify480.050.995920.993910.00000
1972017.09.01 00:00modify470.050.995920.993910.98475
1982017.09.04 00:00modify480.050.995920.991090.00000
1992017.09.04 00:00modify470.050.995920.991090.98475
2002017.09.05 00:00modify480.050.995920.989030.00000
2012017.09.05 00:00modify470.050.995920.989030.98475
2022017.09.06 00:00s/l470.050.989030.989030.9847526.1710122.64
2032017.09.06 00:00s/l480.050.989030.989030.0000026.1710148.81
2042017.09.11 00:00sell490.050.979390.000000.00000
2052017.09.11 00:00modify490.050.979391.001880.96590
2062017.09.11 00:00sell500.050.979390.000000.00000
2072017.09.11 00:00modify500.050.979391.001880.00000
2082017.09.12 00:00modify500.050.979390.979190.00000
2092017.09.12 00:00modify490.050.979390.979190.96590
2102017.09.12 00:00modify500.050.979390.975620.00000
2112017.09.12 00:00modify490.050.979390.975620.96590
2122017.09.13 00:00s/l490.050.975620.975620.9659014.5110163.32
2132017.09.13 00:00s/l500.050.975620.975620.0000014.5110177.83
2142017.09.18 00:00sell510.050.975250.000000.00000
2152017.09.18 00:00modify510.050.975250.997960.96162
2162017.09.18 00:00sell520.050.975250.000000.00000
2172017.09.18 00:00modify520.050.975250.997960.00000
2182017.09.21 00:00close520.050.989470.997960.00000-55.8110122.02
2192017.09.21 00:00close510.050.989470.997960.96162-55.8110066.21
2202017.10.03 00:00sell530.050.978860.000000.00000
2212017.10.03 00:00modify530.050.978861.004070.96373
2222017.10.03 00:00sell540.050.978860.000000.00000
2232017.10.03 00:00modify540.050.978861.004070.00000
2242017.10.04 00:00modify540.050.978860.978350.00000
2252017.10.04 00:00modify530.050.978860.978350.96373
2262017.10.05 00:00s/l530.050.978350.978350.963731.6410067.86
2272017.10.05 00:00s/l540.050.978350.978350.000001.6410069.50
2282017.10.05 00:00sell550.050.980760.000000.00000
2292017.10.05 00:00modify550.050.980761.002530.96770
2302017.10.05 00:00sell560.050.980760.000000.00000
2312017.10.05 00:00modify560.050.980761.002530.00000
2322017.10.06 00:00modify560.050.980760.979680.00000
2332017.10.06 00:00modify550.050.980760.979680.96770
2342017.10.09 00:00s/l550.050.979680.979680.967704.0310073.54
2352017.10.09 00:00s/l560.050.979680.979680.000004.0310077.57
2362017.10.13 00:00sell570.050.975120.000000.00000
2372017.10.13 00:00modify570.050.975120.995910.96265
2382017.10.13 00:00sell580.050.975120.000000.00000
2392017.10.13 00:00modify580.050.975120.995910.00000
2402017.10.16 00:00close580.050.983400.995910.00000-32.3310045.23
2412017.10.16 00:00close570.050.983400.995910.96265-32.3310012.90