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

СимволGBPNZD (Great Britain Pound vs New Zealand 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=10; TrendMAPer=100; RSILev=10; WPRLev=14; UseForce=true; UseMom=false; UseRSI=true; UseWPR=true; UseDem=false; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=3; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=2; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=10; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=6; EADXLevel=60; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=16; EBBDev=1; ExitProfitMinutesBB=8; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=14; EDEMLevel=0.4; ExitProfitMinutesDEM=16; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=18; ExitProfitMinutesWPR=12; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=6; ESTODPer=4; ESTOSPer=14; ESTOLevel=60; ExitProfitMinutesSTO=10; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=16; ExitProfitMinutesRVI=4; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=2; 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=false;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (45)
Чистая прибыль632.86Общая прибыль1441.35Общий убыток-808.48
Прибыльность1.78Матожидание выигрыша12.66
Абсолютная просадка215.99Максимальная просадка699.69 (6.49%)Относительная просадка6.49% (699.69)
Всего сделок50Короткие позиции (% выигравших)18 (55.56%)Длинные позиции (% выигравших)32 (87.50%)
Прибыльные сделки (% от всех)38 (76.00%)Убыточные сделки (% от всех)12 (24.00%)
Самая большаяприбыльная сделка185.04убыточная сделка-133.05
Средняяприбыльная сделка37.93убыточная сделка-67.37
Максимальное количествонепрерывных выигрышей (прибыль)20 (556.93)непрерывных проигрышей (убыток)4 (-396.57)
Макс.непрерывная прибыль (число выигрышей)556.93 (20)непрерывный убыток (число проигрышей)-396.57 (4)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.18 00:00sell10.051.719110.000000.00000
22017.01.18 00:00modify10.051.719111.756901.67376
32017.01.18 00:00sell20.051.719110.000000.00000
42017.01.18 00:00modify20.051.719111.756900.00000
52017.02.01 00:00close20.051.720021.756900.000001.3210001.32
62017.02.01 00:00close10.051.720021.756901.673761.3210002.64
72017.02.08 00:00sell30.051.712940.000000.00000
82017.02.08 00:00modify30.051.712941.754181.66345
92017.02.08 00:00sell40.051.712940.000000.00000
102017.02.08 00:00modify40.051.712941.754180.00000
112017.02.20 00:00close40.051.724021.754180.00000-34.179968.47
122017.02.20 00:00close30.051.724021.754181.66345-34.179934.30
132017.02.24 00:00sell50.051.736060.000000.00000
142017.02.24 00:00modify50.051.736061.772351.69251
152017.02.24 00:00sell60.051.736060.000000.00000
162017.02.24 00:00modify60.051.736061.772350.00000
172017.02.27 00:00modify60.051.736061.733900.00000
182017.02.27 00:00modify50.051.736061.733901.69251
192017.02.28 00:00modify60.051.736061.731720.00000
202017.02.28 00:00modify50.051.736061.731721.69251
212017.03.01 00:00s/l50.051.731721.731721.6925115.839950.13
222017.03.01 00:00s/l60.051.731721.731720.0000015.839965.96
232017.03.13 00:00buy70.051.755120.000000.00000
242017.03.13 00:00modify70.051.755121.725361.79083
252017.03.13 00:00buy80.051.755120.000000.00000
262017.03.13 00:00modify80.051.755121.725360.00000
272017.03.14 00:00modify80.051.755121.761660.00000
282017.03.14 00:00modify70.051.755121.761661.79083
292017.03.15 00:00s/l70.051.761661.761661.7908321.499987.45
302017.03.15 00:00s/l80.051.761661.761660.0000021.4910008.94
312017.03.15 00:00buy90.051.756070.000000.00000
322017.03.15 00:00modify90.051.756071.726711.79130
332017.03.15 00:00buy100.051.756070.000000.00000
342017.03.15 00:00modify100.051.756071.726710.00000
352017.03.17 00:00modify100.051.756071.756270.00000
362017.03.17 00:00modify90.051.756071.756271.79130
372017.03.17 00:00modify100.051.756071.762320.00000
382017.03.17 00:00modify90.051.756071.762321.79130
392017.03.20 00:00s/l90.051.762321.762321.7913019.1210028.06
402017.03.20 00:00s/l100.051.762321.762320.0000019.1210047.18
412017.03.27 00:00buy110.051.776870.000000.00000
422017.03.27 00:00modify110.051.776871.744561.81564
432017.03.27 00:00buy120.051.776870.000000.00000
442017.03.27 00:00modify120.051.776871.744560.00000
452017.03.28 00:00modify120.051.776871.778190.00000
462017.03.28 00:00modify110.051.776871.778191.81564
472017.03.29 00:00s/l110.051.778191.778191.815643.6110050.79
482017.03.29 00:00s/l120.051.778191.778190.000003.6110054.40
492017.03.29 00:00buy130.051.775630.000000.00000
502017.03.29 00:00modify130.051.775631.742581.81529
512017.03.29 00:00buy140.051.775630.000000.00000
522017.03.29 00:00modify140.051.775631.742580.00000
532017.03.31 00:00modify140.051.775631.777600.00000
542017.03.31 00:00modify130.051.775631.777601.81529
552017.04.03 00:00modify140.051.775631.783200.00000
562017.04.03 00:00modify130.051.775631.783201.81529
572017.04.04 00:00s/l130.051.783201.783201.8152923.1810077.59
582017.04.04 00:00s/l140.051.783201.783200.0000023.1810100.77
592017.04.04 00:00buy150.051.779540.000000.00000
602017.04.04 00:00modify150.051.779541.748041.81734
612017.04.04 00:00buy160.051.779540.000000.00000
622017.04.04 00:00modify160.051.779541.748040.00000
632017.04.05 00:00modify160.051.779541.782550.00000
642017.04.05 00:00modify150.051.779541.782551.81734
652017.04.06 00:00s/l150.051.782551.782551.817348.4810109.25
662017.04.06 00:00s/l160.051.782551.782550.000008.4810117.73
672017.04.07 00:00buy170.051.788620.000000.00000
682017.04.07 00:00modify170.051.788621.757131.82641
692017.04.07 00:00buy180.051.788620.000000.00000
702017.04.07 00:00modify180.051.788621.757130.00000
712017.04.12 00:00modify180.051.788621.789500.00000
722017.04.12 00:00modify170.051.788621.789501.82641
732017.04.13 00:00modify180.051.788621.793660.00000
742017.04.13 00:00modify170.051.788621.793661.82641
752017.04.14 00:00s/l170.051.793661.793661.8264114.0510131.78
762017.04.14 00:00s/l180.051.793661.793660.0000014.0510145.84
772017.04.14 00:00buy190.051.788370.000000.00000
782017.04.14 00:00modify190.051.788371.759161.82342
792017.04.14 00:00buy200.051.788370.000000.00000
802017.04.14 00:00modify200.051.788371.759160.00000
812017.04.18 00:00modify200.051.788371.790640.00000
822017.04.18 00:00modify190.051.788371.790641.82342
832017.04.19 00:00s/l190.051.790641.790641.823426.4010152.24
842017.04.19 00:00s/l200.051.790641.790640.000006.4010158.64
852017.04.24 00:00buy210.051.819950.000000.00000
862017.04.24 00:00modify210.051.819951.788731.85741
872017.04.24 00:00buy220.051.819950.000000.00000
882017.04.24 00:00modify220.051.819951.788730.00000
892017.04.26 00:00modify220.051.819951.820150.00000
902017.04.26 00:00modify210.051.819951.820151.85741
912017.04.26 00:00modify220.051.819951.834890.00000
922017.04.26 00:00modify210.051.819951.834891.85741
932017.04.27 00:00t/p210.051.857411.834891.85741126.0710284.71
942017.04.27 00:00modify220.051.819951.848670.00000
952017.04.28 00:00modify220.051.819951.861340.00000
962017.05.01 00:00modify220.051.819951.872690.00000
972017.05.02 00:00s/l220.051.872691.872690.00000177.0510461.76
982017.05.02 00:00buy230.051.864990.000000.00000
992017.05.02 00:00modify230.051.864991.831061.90571
1002017.05.02 00:00buy240.051.864990.000000.00000
1012017.05.02 00:00modify240.051.864991.831060.00000
1022017.05.04 00:00modify240.051.864991.869960.00000
1032017.05.04 00:00modify230.051.864991.869961.90571
1042017.05.05 00:00s/l230.051.869961.869961.9057114.7310476.49
1052017.05.05 00:00s/l240.051.869961.869960.0000014.7310491.22
1062017.05.08 00:00buy250.051.879190.000000.00000
1072017.05.08 00:00modify250.051.879191.844091.92131
1082017.05.08 00:00buy260.051.879190.000000.00000
1092017.05.08 00:00modify260.051.879191.844090.00000
1102017.05.22 00:00close260.051.877121.844090.00000-13.5310477.70
1112017.05.22 00:00close250.051.877121.844091.92131-13.5310464.17
1122017.06.08 00:00sell270.051.800550.000000.00000
1132017.06.08 00:00modify270.051.800551.837171.75661
1142017.06.08 00:00sell280.051.800550.000000.00000
1152017.06.08 00:00modify280.051.800551.837170.00000
1162017.06.09 00:00modify280.051.800551.800350.00000
1172017.06.09 00:00modify270.051.800551.800351.75661
1182017.06.09 00:00modify280.051.800551.790360.00000
1192017.06.09 00:00modify270.051.800551.790361.75661
1202017.06.12 00:00t/p270.051.756611.790361.75661151.2410615.42
1212017.06.12 00:00modify280.051.800551.781020.00000
1222017.06.13 00:00modify280.051.800551.771200.00000
1232017.06.14 00:00modify280.051.800551.769030.00000
1242017.06.15 00:00s/l280.051.769031.769030.00000110.2610725.68
1252017.06.16 00:00sell290.051.769450.000000.00000
1262017.06.16 00:00modify290.051.769451.809961.72084
1272017.06.16 00:00sell300.051.769450.000000.00000
1282017.06.16 00:00modify300.051.769451.809960.00000
1292017.06.19 00:00modify300.051.769451.761750.00000
1302017.06.19 00:00modify290.051.769451.761751.72084
1312017.06.20 00:00s/l290.051.761751.761751.7208427.0210752.70
1322017.06.20 00:00s/l300.051.761751.761750.0000027.0210779.73
1332017.06.22 00:00sell310.051.742670.000000.00000
1342017.06.22 00:00modify310.051.742671.782231.69520
1352017.06.22 00:00sell320.051.742670.000000.00000
1362017.06.22 00:00modify320.051.742671.782230.00000
1372017.06.30 00:00s/l310.051.782231.782231.69520-133.0510646.68
1382017.06.30 00:00s/l320.051.782231.782230.00000-133.0510513.62
1392017.07.25 00:00sell330.051.750720.000000.00000
1402017.07.25 00:00modify330.051.750721.785631.70883
1412017.07.25 00:00sell340.051.750720.000000.00000
1422017.07.25 00:00modify340.051.750721.785630.00000
1432017.07.27 00:00modify340.051.750721.747990.00000
1442017.07.27 00:00modify330.051.750721.747991.70883
1452017.07.28 00:00s/l330.051.747991.747991.7088310.9410524.56
1462017.07.28 00:00s/l340.051.747991.747990.0000010.9410535.50
1472017.07.31 00:00sell350.051.747490.000000.00000
1482017.07.31 00:00modify350.051.747491.778061.71081
1492017.07.31 00:00sell360.051.747490.000000.00000
1502017.07.31 00:00modify360.051.747491.778060.00000
1512017.08.03 00:00s/l350.051.778061.778061.71081-103.1910432.30
1522017.08.03 00:00s/l360.051.778061.778060.00000-103.1910329.11
1532017.08.23 00:00sell370.051.761150.000000.00000
1542017.08.23 00:00modify370.051.761151.789541.72708
1552017.08.23 00:00sell380.051.761150.000000.00000
1562017.08.23 00:00modify380.051.761151.789540.00000
1572017.08.30 00:00s/l370.051.789541.789541.72708-95.0910234.02
1582017.08.30 00:00s/l380.051.789541.789540.00000-95.0910138.93
1592017.09.06 00:00buy390.051.801020.000000.00000
1602017.09.06 00:00modify390.051.801021.774181.83323
1612017.09.06 00:00buy400.051.801020.000000.00000
1622017.09.06 00:00modify400.051.801021.774180.00000
1632017.09.07 00:00modify400.051.801021.806610.00000
1642017.09.07 00:00modify390.051.801021.806611.83323
1652017.09.08 00:00modify400.051.801021.808060.00000
1662017.09.08 00:00modify390.051.801021.808061.83323
1672017.09.11 00:00s/l390.051.808061.808061.8332321.8210160.75
1682017.09.11 00:00s/l400.051.808061.808060.0000021.8210182.57
1692017.09.20 00:00buy410.051.844380.000000.00000
1702017.09.20 00:00modify410.051.844381.809031.88680
1712017.09.20 00:00buy420.051.844380.000000.00000
1722017.09.20 00:00modify420.051.844381.809030.00000
1732017.09.22 00:00modify420.051.844381.850860.00000
1742017.09.22 00:00modify410.051.844381.850861.88680
1752017.09.25 00:00s/l410.051.850861.850861.8868019.9010202.47
1762017.09.25 00:00s/l420.051.850861.850860.0000019.9010222.37
1772017.09.25 00:00buy430.051.846940.000000.00000
1782017.09.25 00:00modify430.051.846941.807641.89410
1792017.09.25 00:00buy440.051.846940.000000.00000
1802017.09.25 00:00modify440.051.846941.807640.00000
1812017.09.26 00:00modify440.051.846941.847300.00000
1822017.09.26 00:00modify430.051.846941.847301.89410
1832017.09.27 00:00modify440.051.846941.856620.00000
1842017.09.27 00:00modify430.051.846941.856621.89410
1852017.09.28 00:00s/l430.051.856621.856621.8941030.8710253.25
1862017.09.28 00:00s/l440.051.856621.856620.0000030.8710284.12
1872017.09.28 00:00buy450.051.859050.000000.00000
1882017.09.28 00:00modify450.051.859051.817291.90916
1892017.09.28 00:00buy460.051.859050.000000.00000
1902017.09.28 00:00modify460.051.859051.817290.00000
1912017.10.09 00:00close460.051.852901.817290.00000-25.2110258.91
1922017.10.09 00:00close450.051.852901.817291.90916-25.2110233.70
1932017.10.13 00:00buy470.051.859370.000000.00000
1942017.10.13 00:00modify470.051.859371.822771.90329
1952017.10.13 00:00buy480.051.859370.000000.00000
1962017.10.13 00:00modify480.051.859371.822770.00000
1972017.10.23 00:00modify480.051.859371.859570.00000
1982017.10.23 00:00modify470.051.859371.859571.90329
1992017.10.23 00:00modify480.051.859371.874910.00000
2002017.10.23 00:00modify470.051.859371.874911.90329
2012017.10.24 00:00modify480.051.859371.882680.00000
2022017.10.24 00:00modify470.051.859371.882681.90329
2032017.10.25 00:00t/p470.051.903291.882681.90329145.9110379.62
2042017.10.25 00:00modify480.051.859371.892440.00000
2052017.10.26 00:00modify480.051.859371.909240.00000
2062017.10.27 00:00modify480.051.859371.915380.00000
2072017.10.30 00:00s/l480.051.915381.915380.00000185.0410564.66
2082017.10.30 00:00buy490.051.911890.000000.00000
2092017.10.30 00:00modify490.051.911891.876371.95451
2102017.10.30 00:00buy500.051.911890.000000.00000
2112017.10.30 00:00modify500.051.911891.876370.00000
2122017.10.30 23:59close at stop500.051.921841.876370.0000034.1010598.76
2132017.10.30 23:59close at stop490.051.921841.876371.9545134.1010632.86