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

СимволCADCHF (Canadian Dollar vs Swiss Franc)
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=26; TrendMAPer=100; RSILev=40; WPRLev=8; UseForce=true; 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=120; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=40; ExitProfitMinutesClass=12; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=8; EADXLevel=60; ExitProfitMinutesADX=8; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=8; EDEMLevel=0.2; ExitProfitMinutesDEM=12; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=14; EWPRLevel=18; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=22; ESTODPer=18; ESTOSPer=16; ESTOLevel=20; ExitProfitMinutesSTO=10; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=8; ExitProfitMinutesRVI=14; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=10; iMAPeriod=8; 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=true;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (19)
Чистая прибыль847.85Общая прибыль1188.05Общий убыток-340.20
Прибыльность3.49Матожидание выигрыша19.27
Абсолютная просадка64.62Максимальная просадка213.54 (2.10%)Относительная просадка2.10% (213.54)
Всего сделок44Короткие позиции (% выигравших)16 (62.50%)Длинные позиции (% выигравших)28 (64.29%)
Прибыльные сделки (% от всех)28 (63.64%)Убыточные сделки (% от всех)16 (36.36%)
Самая большаяприбыльная сделка127.24убыточная сделка-74.79
Средняяприбыльная сделка42.43убыточная сделка-21.26
Максимальное количествонепрерывных выигрышей (прибыль)8 (431.65)непрерывных проигрышей (убыток)6 (-7.03)
Макс.непрерывная прибыль (число выигрышей)431.65 (8)непрерывный убыток (число проигрышей)-149.59 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.06 00:00buy10.050.763170.000000.00000
22017.01.06 00:00modify10.050.763170.745250.78467
32017.01.06 00:00buy20.050.763170.000000.00000
42017.01.06 00:00modify20.050.763170.745250.00000
52017.01.09 00:00modify20.050.763170.763370.00000
62017.01.09 00:00modify10.050.763170.763370.78467
72017.01.10 00:00modify20.050.763170.763670.00000
82017.01.10 00:00modify10.050.763170.763670.78467
92017.01.11 00:00modify20.050.763170.765110.00000
102017.01.11 00:00modify10.050.763170.765110.78467
112017.01.12 00:00modify20.050.763170.766260.00000
122017.01.12 00:00modify10.050.763170.766260.78467
132017.01.13 00:00s/l10.050.766260.766260.7846716.2310016.23
142017.01.13 00:00s/l20.050.766260.766260.0000016.2310032.45
152017.02.07 00:00buy30.050.757610.000000.00000
162017.02.07 00:00modify30.050.757610.739780.77901
172017.02.07 00:00buy40.050.757610.000000.00000
182017.02.07 00:00modify40.050.757610.739780.00000
192017.02.10 00:00modify40.050.757610.757810.00000
202017.02.10 00:00modify30.050.757610.757810.77901
212017.02.10 00:00modify40.050.757610.758810.00000
222017.02.10 00:00modify30.050.757610.758810.77901
232017.02.13 00:00modify40.050.757610.760010.00000
242017.02.13 00:00modify30.050.757610.760010.77901
252017.02.14 00:00modify40.050.757610.761300.00000
262017.02.14 00:00modify30.050.757610.761300.77901
272017.02.15 00:00modify40.050.757610.762220.00000
282017.02.15 00:00modify30.050.757610.762220.77901
292017.02.16 00:00modify40.050.757610.763530.00000
302017.02.16 00:00modify30.050.757610.763530.77901
312017.02.17 00:00s/l30.050.763530.763530.7790130.9410063.39
322017.02.17 00:00s/l40.050.763530.763530.0000030.9410094.32
332017.02.27 00:00buy50.050.768710.000000.00000
342017.02.27 00:00modify50.050.768710.753620.78682
352017.02.27 00:00buy60.050.768710.000000.00000
362017.02.27 00:00modify60.050.768710.753620.00000
372017.03.06 00:00s/l50.050.753620.753620.78682-74.7910019.53
382017.03.06 00:00s/l60.050.753620.753620.00000-74.799944.74
392017.03.07 00:00sell70.050.754430.000000.00000
402017.03.07 00:00modify70.050.754430.769300.73659
412017.03.07 00:00sell80.050.754430.000000.00000
422017.03.07 00:00modify80.050.754430.769300.00000
432017.03.10 00:00modify80.050.754430.754230.00000
442017.03.10 00:00modify70.050.754430.754230.73659
452017.03.13 00:00modify80.050.754430.753610.00000
462017.03.13 00:00modify70.050.754430.753610.73659
472017.03.14 00:00modify80.050.754430.752560.00000
482017.03.14 00:00modify70.050.754430.752560.73659
492017.03.15 00:00modify80.050.754430.752040.00000
502017.03.15 00:00modify70.050.754430.752040.73659
512017.03.16 00:00s/l70.050.752040.752040.736599.029953.75
522017.03.16 00:00s/l80.050.752040.752040.000009.029962.77
532017.03.16 00:00sell90.050.751890.000000.00000
542017.03.16 00:00modify90.050.751890.766050.73490
552017.03.16 00:00sell100.050.751890.000000.00000
562017.03.16 00:00modify100.050.751890.766050.00000
572017.03.17 00:00modify100.050.751890.751690.00000
582017.03.17 00:00modify90.050.751890.751690.73490
592017.03.17 00:00modify100.050.751890.750700.00000
602017.03.17 00:00modify90.050.751890.750700.73490
612017.03.20 00:00modify100.050.751890.750020.00000
622017.03.20 00:00modify90.050.751890.750020.73490
632017.03.21 00:00modify100.050.751890.749890.00000
642017.03.21 00:00modify90.050.751890.749890.73490
652017.03.22 00:00modify100.050.751890.748720.00000
662017.03.22 00:00modify90.050.751890.748720.73490
672017.03.23 00:00modify100.050.751890.748030.00000
682017.03.23 00:00modify90.050.751890.748030.73490
692017.03.24 00:00modify100.050.751890.747340.00000
702017.03.24 00:00modify90.050.751890.747340.73490
712017.03.27 00:00modify100.050.751890.745460.00000
722017.03.27 00:00modify90.050.751890.745460.73490
732017.03.28 00:00t/p90.050.734900.745460.7349082.3810045.15
742017.03.28 00:00modify100.050.751890.743660.00000
752017.03.29 00:00modify100.050.751890.743560.00000
762017.03.30 00:00s/l100.050.743560.743560.0000037.9610083.10
772017.03.30 00:00sell110.050.747110.000000.00000
782017.03.30 00:00modify110.050.747110.762210.72899
792017.03.30 00:00sell120.050.747110.000000.00000
802017.03.30 00:00modify120.050.747110.762210.00000
812017.04.14 00:00buy130.050.754590.000000.00000
822017.04.14 00:00modify130.050.754590.738430.77398
832017.04.14 00:00buy140.050.754590.000000.00000
842017.04.14 00:00modify140.050.754590.738430.00000
852017.04.14 00:00close140.050.754400.738430.00000-0.9510082.15
862017.04.14 00:00close130.050.754400.738430.77398-0.9510081.20
872017.04.19 00:00modify120.050.747110.746910.00000
882017.04.19 00:00modify110.050.747110.746910.72899
892017.04.24 00:00modify120.050.747110.746190.00000
902017.04.24 00:00modify110.050.747110.746190.72899
912017.04.25 00:00modify120.050.747110.744380.00000
922017.04.25 00:00modify110.050.747110.744380.72899
932017.04.26 00:00t/p110.050.728990.744380.7289984.0210165.22
942017.04.26 00:00modify120.050.747110.740950.00000
952017.04.27 00:00modify120.050.747110.737510.00000
962017.04.28 00:00modify120.050.747110.735540.00000
972017.05.01 00:00modify120.050.747110.733860.00000
982017.05.02 00:00modify120.050.747110.732310.00000
992017.05.03 00:00modify120.050.747110.729920.00000
1002017.05.04 00:00modify120.050.747110.728450.00000
1012017.05.05 00:00modify120.050.747110.725730.00000
1022017.05.08 00:00modify120.050.747110.725620.00000
1032017.05.09 00:00s/l120.050.725620.725620.0000097.4110262.64
1042017.05.09 00:00sell150.050.729110.000000.00000
1052017.05.09 00:00modify150.050.729110.747150.70746
1062017.05.09 00:00sell160.050.729110.000000.00000
1072017.05.09 00:00modify160.050.729110.747150.00000
1082017.05.17 00:00modify160.050.729110.728910.00000
1092017.05.17 00:00modify150.050.729110.728910.70746
1102017.05.19 00:00modify160.050.729110.728420.00000
1112017.05.19 00:00modify150.050.729110.728420.70746
1122017.05.22 00:00modify160.050.729110.726030.00000
1132017.05.22 00:00modify150.050.729110.726030.70746
1142017.05.23 00:00modify160.050.729110.724260.00000
1152017.05.23 00:00modify150.050.729110.724260.70746
1162017.05.24 00:00modify160.050.729110.723440.00000
1172017.05.24 00:00modify150.050.729110.723440.70746
1182017.05.25 00:00s/l150.050.723440.723440.7074623.5710286.21
1192017.05.25 00:00s/l160.050.723440.723440.0000023.5710309.79
1202017.05.25 00:00sell170.050.725250.000000.00000
1212017.05.25 00:00modify170.050.725250.743870.70291
1222017.05.25 00:00sell180.050.725250.000000.00000
1232017.05.25 00:00modify180.050.725250.743870.00000
1242017.05.26 00:00modify180.050.725250.725050.00000
1252017.05.26 00:00modify170.050.725250.725050.70291
1262017.05.26 00:00modify180.050.725250.722280.00000
1272017.05.26 00:00modify170.050.725250.722280.70291
1282017.05.29 00:00s/l170.050.722280.722280.7029114.3210324.11
1292017.05.29 00:00s/l180.050.722280.722280.0000014.3210338.44
1302017.05.29 00:00sell190.050.724750.000000.00000
1312017.05.29 00:00modify190.050.724750.743240.70256
1322017.05.29 00:00sell200.050.724750.000000.00000
1332017.05.29 00:00modify200.050.724750.743240.00000
1342017.05.31 00:00modify200.050.724750.724510.00000
1352017.05.31 00:00modify190.050.724750.724510.70256
1362017.06.01 00:00s/l190.050.724510.724510.70256-0.1410338.30
1372017.06.01 00:00s/l200.050.724510.724510.00000-0.1410338.16
1382017.06.06 00:00sell210.050.715670.000000.00000
1392017.06.06 00:00modify210.050.715670.733130.69472
1402017.06.06 00:00sell220.050.715670.000000.00000
1412017.06.06 00:00modify220.050.715670.733130.00000
1422017.06.09 00:00close220.050.715850.733130.00000-2.2410335.93
1432017.06.09 00:00close210.050.715850.733130.69472-2.2410333.69
1442017.06.15 00:00sell230.050.732790.000000.00000
1452017.06.15 00:00modify230.050.732790.750150.71196
1462017.06.15 00:00sell240.050.732790.000000.00000
1472017.06.15 00:00modify240.050.732790.750150.00000
1482017.06.22 00:00modify240.050.732790.732590.00000
1492017.06.22 00:00modify230.050.732790.732590.71196
1502017.06.23 00:00s/l230.050.732590.732590.71196-1.1410332.55
1512017.06.23 00:00s/l240.050.732590.732590.00000-1.1410331.41
1522017.07.07 00:00buy250.050.739980.000000.00000
1532017.07.07 00:00modify250.050.739980.720790.76301
1542017.07.07 00:00buy260.050.739980.000000.00000
1552017.07.07 00:00modify260.050.739980.720790.00000
1562017.07.10 00:00modify260.050.739980.740180.00000
1572017.07.10 00:00modify250.050.739980.740180.76301
1582017.07.10 00:00modify260.050.739980.741350.00000
1592017.07.10 00:00modify250.050.739980.741350.76301
1602017.07.11 00:00modify260.050.739980.743260.00000
1612017.07.11 00:00modify250.050.739980.743260.76301
1622017.07.12 00:00modify260.050.739980.743820.00000
1632017.07.12 00:00modify250.050.739980.743820.76301
1642017.07.13 00:00s/l250.050.743820.743820.7630119.8810351.29
1652017.07.13 00:00s/l260.050.743820.743820.0000019.8810371.16
1662017.07.18 00:00buy270.050.758080.000000.00000
1672017.07.18 00:00modify270.050.758080.737320.78299
1682017.07.18 00:00buy280.050.758080.000000.00000
1692017.07.18 00:00modify280.050.758080.737320.00000
1702017.07.21 00:00close280.050.755380.737320.00000-12.9810358.18
1712017.07.21 00:00close270.050.755380.737320.78299-12.9810345.20
1722017.07.24 00:00buy290.050.752980.000000.00000
1732017.07.24 00:00modify290.050.752980.732050.77810
1742017.07.24 00:00buy300.050.752980.000000.00000
1752017.07.24 00:00modify300.050.752980.732050.00000
1762017.07.26 00:00modify300.050.752980.753180.00000
1772017.07.26 00:00modify290.050.752980.753180.77810
1782017.07.26 00:00modify300.050.752980.756320.00000
1792017.07.26 00:00modify290.050.752980.756320.77810
1802017.07.27 00:00modify300.050.752980.757300.00000
1812017.07.27 00:00modify290.050.752980.757300.77810
1822017.07.28 00:00modify300.050.752980.759530.00000
1832017.07.28 00:00modify290.050.752980.759530.77810
1842017.07.31 00:00t/p290.050.778100.759530.77810126.5210471.72
1852017.07.31 00:00modify300.050.752980.763410.00000
1862017.08.01 00:00modify300.050.752980.765320.00000
1872017.08.02 00:00modify300.050.752980.766820.00000
1882017.08.03 00:00modify300.050.752980.769080.00000
1892017.08.04 00:00s/l300.050.769080.769080.0000082.0010553.72
1902017.08.04 00:00buy310.050.769250.000000.00000
1912017.08.04 00:00modify310.050.769250.747080.79585
1922017.08.04 00:00buy320.050.769250.000000.00000
1932017.08.04 00:00modify320.050.769250.747080.00000
1942017.08.10 00:00close320.050.758460.747080.00000-53.3810500.34
1952017.08.10 00:00close310.050.758460.747080.79585-53.3810446.96
1962017.08.11 00:00buy330.050.755060.000000.00000
1972017.08.11 00:00modify330.050.755060.733970.78037
1982017.08.11 00:00buy340.050.755060.000000.00000
1992017.08.11 00:00modify340.050.755060.733970.00000
2002017.08.15 00:00modify340.050.755060.755260.00000
2012017.08.15 00:00modify330.050.755060.755260.78037
2022017.08.15 00:00modify340.050.755060.761870.00000
2032017.08.15 00:00modify330.050.755060.761870.78037
2042017.08.16 00:00s/l330.050.761870.761870.7803734.4210481.38
2052017.08.16 00:00s/l340.050.761870.761870.0000034.4210515.81
2062017.08.18 00:00buy350.050.759160.000000.00000
2072017.08.18 00:00modify350.050.759160.737950.78461
2082017.08.18 00:00buy360.050.759160.000000.00000
2092017.08.18 00:00modify360.050.759160.737950.00000
2102017.08.21 00:00modify360.050.759160.759360.00000
2112017.08.21 00:00modify350.050.759160.759360.78461
2122017.08.21 00:00modify360.050.759160.761010.00000
2132017.08.21 00:00modify350.050.759160.761010.78461
2142017.08.22 00:00modify360.050.759160.762190.00000
2152017.08.22 00:00modify350.050.759160.762190.78461
2162017.08.23 00:00modify360.050.759160.764180.00000
2172017.08.23 00:00modify350.050.759160.764180.78461
2182017.08.24 00:00modify360.050.759160.764660.00000
2192017.08.24 00:00modify350.050.759160.764660.78461
2202017.08.25 00:00modify360.050.759160.766070.00000
2212017.08.25 00:00modify350.050.759160.766070.78461
2222017.08.28 00:00s/l350.050.766070.766070.7846135.4510551.26
2232017.08.28 00:00s/l360.050.766070.766070.0000035.4510586.72
2242017.08.28 00:00buy370.050.764150.000000.00000
2252017.08.28 00:00modify370.050.764150.743240.78924
2262017.08.28 00:00buy380.050.764150.000000.00000
2272017.08.28 00:00modify380.050.764150.743240.00000
2282017.09.01 00:00modify380.050.764150.765340.00000
2292017.09.01 00:00modify370.050.764150.765340.78924
2302017.09.04 00:00modify380.050.764150.767000.00000
2312017.09.04 00:00modify370.050.764150.767000.78924
2322017.09.06 00:00modify380.050.764150.767760.00000
2332017.09.06 00:00modify370.050.764150.767760.78924
2342017.09.07 00:00modify380.050.764150.771370.00000
2352017.09.07 00:00modify370.050.764150.771370.78924
2362017.09.08 00:00modify380.050.764150.774240.00000
2372017.09.08 00:00modify370.050.764150.774240.78924
2382017.09.11 00:00modify380.050.764150.775130.00000
2392017.09.11 00:00modify370.050.764150.775130.78924
2402017.09.12 00:00t/p370.050.789240.775130.78924127.2410713.96
2412017.09.12 00:00modify380.050.764150.779170.00000
2422017.09.13 00:00modify380.050.764150.780190.00000
2432017.09.14 00:00modify380.050.764150.783300.00000
2442017.09.15 00:00modify380.050.764150.785690.00000
2452017.09.19 00:00s/l380.050.785690.785690.00000110.2210824.17
2462017.09.19 00:00buy390.050.780530.000000.00000
2472017.09.19 00:00modify390.050.780530.757060.80869
2482017.09.19 00:00buy400.050.780530.000000.00000
2492017.09.19 00:00modify400.050.780530.757060.00000
2502017.09.21 00:00modify400.050.780530.780730.00000
2512017.09.21 00:00modify390.050.780530.780730.80869
2522017.09.21 00:00modify400.050.780530.785860.00000
2532017.09.21 00:00modify390.050.780530.785860.80869
2542017.09.22 00:00s/l390.050.785860.785860.8086927.2210851.39
2552017.09.22 00:00s/l400.050.785860.785860.0000027.2210878.61
2562017.09.25 00:00buy410.050.786640.000000.00000
2572017.09.25 00:00modify410.050.786640.763720.81414
2582017.09.25 00:00buy420.050.786640.000000.00000
2592017.09.25 00:00modify420.050.786640.763720.00000
2602017.10.13 00:00close420.050.781320.763720.00000-24.4810854.13
2612017.10.13 00:00close410.050.781320.763720.81414-24.4810829.65
2622017.10.17 00:00buy430.050.779330.000000.00000
2632017.10.17 00:00modify430.050.779330.762410.79963
2642017.10.17 00:00buy440.050.779330.000000.00000
2652017.10.17 00:00modify440.050.779330.762410.00000
2662017.10.18 00:00modify440.050.779330.779440.00000
2672017.10.18 00:00modify430.050.779330.779440.79963
2682017.10.19 00:00modify440.050.779330.781040.00000
2692017.10.19 00:00modify430.050.779330.781040.79963
2702017.10.20 00:00s/l430.050.781040.781040.799639.1010838.75
2712017.10.20 00:00s/l440.050.781040.781040.000009.1010847.85