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

СимволNZDCHF (New Zealand 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=6; TrendMAPer=120; RSILev=10; WPRLev=4; UseForce=true; UseMom=false; UseRSI=false; UseWPR=true; UseDem=true; 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=true; ExitHist=60; ExitProfitMinutesClass=10; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=22; EADXLevel=20; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=20; EBBDev=1; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=22; EDEMLevel=0.4; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=24; EWPRLevel=8; ExitProfitMinutesWPR=4; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=44; ESTODPer=34; ESTOSPer=10; ESTOLevel=60; ExitProfitMinutesSTO=4; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=6; ExitProfitMinutesRVI=8; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=2; 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=true;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (20)
Чистая прибыль-77.37Общая прибыль642.55Общий убыток-719.92
Прибыльность0.89Матожидание выигрыша-1.61
Абсолютная просадка89.57Максимальная просадка330.53 (3.22%)Относительная просадка3.22% (330.53)
Всего сделок48Короткие позиции (% выигравших)22 (54.55%)Длинные позиции (% выигравших)26 (76.92%)
Прибыльные сделки (% от всех)32 (66.67%)Убыточные сделки (% от всех)16 (33.33%)
Самая большаяприбыльная сделка99.22убыточная сделка-70.68
Средняяприбыльная сделка20.08убыточная сделка-44.99
Максимальное количествонепрерывных выигрышей (прибыль)12 (228.32)непрерывных проигрышей (убыток)6 (-302.89)
Макс.непрерывная прибыль (число выигрышей)232.12 (8)непрерывный убыток (число проигрышей)-302.89 (6)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.03 00:00buy10.050.707310.000000.00000
22017.01.03 00:00modify10.050.707310.694400.72280
32017.01.03 00:00buy20.050.707310.000000.00000
42017.01.03 00:00modify20.050.707310.694400.00000
52017.01.04 00:00modify20.050.707310.708750.00000
62017.01.04 00:00modify10.050.707310.708750.72280
72017.01.05 00:00s/l10.050.708750.708750.722808.3610008.36
82017.01.05 00:00s/l20.050.708750.708750.000008.3610016.72
92017.01.11 00:00buy30.050.710120.000000.00000
102017.01.11 00:00modify30.050.710120.697240.72558
112017.01.11 00:00buy40.050.710120.000000.00000
122017.01.11 00:00modify40.050.710120.697240.00000
132017.01.12 00:00modify40.050.710120.710320.00000
142017.01.12 00:00modify30.050.710120.710320.72558
152017.01.12 00:00modify40.050.710120.712270.00000
162017.01.12 00:00modify30.050.710120.712270.72558
172017.01.13 00:00modify40.050.710120.714170.00000
182017.01.13 00:00modify30.050.710120.714170.72558
192017.01.16 00:00modify40.050.710120.715780.00000
202017.01.16 00:00modify30.050.710120.715780.72558
212017.01.17 00:00s/l30.050.715780.715780.7255830.0610046.78
222017.01.17 00:00s/l40.050.715780.715780.0000030.0610076.84
232017.01.19 00:00buy50.050.717050.000000.00000
242017.01.19 00:00modify50.050.717050.704670.73191
252017.01.19 00:00buy60.050.717050.000000.00000
262017.01.19 00:00modify60.050.717050.704670.00000
272017.01.20 00:00modify60.050.717050.717250.00000
282017.01.20 00:00modify50.050.717050.717250.73191
292017.01.20 00:00modify60.050.717050.720530.00000
302017.01.20 00:00modify50.050.717050.720530.73191
312017.01.23 00:00s/l50.050.720530.720530.7319117.9910094.83
322017.01.23 00:00s/l60.050.720530.720530.0000017.9910112.83
332017.01.23 00:00buy70.050.717110.000000.00000
342017.01.23 00:00modify70.050.717110.703900.73296
352017.01.23 00:00buy80.050.717110.000000.00000
362017.01.23 00:00modify80.050.717110.703900.00000
372017.01.24 00:00modify80.050.717110.717310.00000
382017.01.24 00:00modify70.050.717110.717310.73296
392017.01.24 00:00modify80.050.717110.719290.00000
402017.01.24 00:00modify70.050.717110.719290.73296
412017.01.25 00:00modify80.050.717110.721860.00000
422017.01.25 00:00modify70.050.717110.721860.73296
432017.01.26 00:00modify80.050.717110.725020.00000
442017.01.26 00:00modify70.050.717110.725020.73296
452017.01.27 00:00s/l70.050.725020.725020.7329641.3210154.15
462017.01.27 00:00s/l80.050.725020.725020.0000041.3210195.47
472017.01.27 00:00buy90.050.723810.000000.00000
482017.01.27 00:00modify90.050.723810.710080.74029
492017.01.27 00:00buy100.050.723810.000000.00000
502017.01.27 00:00modify100.050.723810.710080.00000
512017.02.07 00:00modify100.050.723810.724080.00000
522017.02.07 00:00modify90.050.723810.724080.74029
532017.02.08 00:00modify100.050.723810.725920.00000
542017.02.08 00:00modify90.050.723810.725920.74029
552017.02.09 00:00s/l90.050.725920.725920.7402914.2910209.76
562017.02.09 00:00s/l100.050.725920.725920.0000014.2910224.05
572017.02.27 00:00buy110.050.724690.000000.00000
582017.02.27 00:00modify110.050.724690.713880.73766
592017.02.27 00:00buy120.050.724690.000000.00000
602017.02.27 00:00modify120.050.724690.713880.00000
612017.02.28 00:00modify120.050.724690.725000.00000
622017.02.28 00:00modify110.050.724690.725000.73766
632017.03.01 00:00s/l110.050.725000.725000.737662.1310226.19
642017.03.01 00:00s/l120.050.725000.725000.000002.1310228.32
652017.03.01 00:00buy130.050.722840.000000.00000
662017.03.01 00:00modify130.050.722840.712270.73552
672017.03.01 00:00buy140.050.722840.000000.00000
682017.03.01 00:00modify140.050.722840.712270.00000
692017.03.06 00:00s/l130.050.712270.712270.73552-51.4810176.84
702017.03.06 00:00s/l140.050.712270.712270.00000-51.4810125.35
712017.03.15 00:00sell150.050.698550.000000.00000
722017.03.15 00:00modify150.050.698550.709230.68573
732017.03.15 00:00sell160.050.698550.000000.00000
742017.03.15 00:00modify160.050.698550.709230.00000
752017.03.17 00:00modify160.050.698550.698350.00000
762017.03.17 00:00modify150.050.698550.698350.68573
772017.03.17 00:00modify160.050.698550.697540.00000
782017.03.17 00:00modify150.050.698550.697540.68573
792017.03.20 00:00s/l150.050.697540.697540.685733.0010128.36
802017.03.20 00:00s/l160.050.697540.697540.000003.0010131.36
812017.03.29 00:00sell170.050.695160.000000.00000
822017.03.29 00:00modify170.050.695160.706620.68141
832017.03.29 00:00sell180.050.695160.000000.00000
842017.03.29 00:00modify180.050.695160.706620.00000
852017.04.07 00:00close180.050.700010.706620.00000-28.7910102.57
862017.04.07 00:00close170.050.700010.706620.68141-28.7910073.78
872017.04.11 00:00sell190.050.701800.000000.00000
882017.04.11 00:00modify190.050.701800.711620.69002
892017.04.11 00:00sell200.050.701800.000000.00000
902017.04.11 00:00modify200.050.701800.711620.00000
912017.04.12 00:00modify200.050.701800.700730.00000
922017.04.12 00:00modify190.050.701800.700730.69002
932017.04.13 00:00s/l190.050.700730.700730.690023.7210077.50
942017.04.13 00:00s/l200.050.700730.700730.000003.7210081.21
952017.05.02 00:00sell210.050.687340.000000.00000
962017.05.02 00:00modify210.050.687340.697680.67493
972017.05.02 00:00sell220.050.687340.000000.00000
982017.05.02 00:00modify220.050.687340.697680.00000
992017.05.04 00:00modify220.050.687340.687140.00000
1002017.05.04 00:00modify210.050.687340.687140.67493
1012017.05.04 00:00modify220.050.687340.684990.00000
1022017.05.04 00:00modify210.050.687340.684990.67493
1032017.05.05 00:00s/l210.050.684990.684990.674939.7110090.92
1042017.05.05 00:00s/l220.050.684990.684990.000009.7110100.62
1052017.05.08 00:00sell230.050.681470.000000.00000
1062017.05.08 00:00modify230.050.681470.693270.66731
1072017.05.08 00:00sell240.050.681470.000000.00000
1082017.05.08 00:00modify240.050.681470.693270.00000
1092017.05.10 00:00s/l230.050.693270.693270.66731-59.8910040.73
1102017.05.10 00:00s/l240.050.693270.693270.00000-59.899980.84
1112017.05.23 00:00sell250.050.680160.000000.00000
1122017.05.23 00:00modify250.050.680160.694900.66247
1132017.05.23 00:00sell260.050.680160.000000.00000
1142017.05.23 00:00modify260.050.680160.694900.00000
1152017.05.29 00:00close260.050.686700.694900.00000-35.219945.63
1162017.05.29 00:00close250.050.686700.694900.66247-35.219910.43
1172017.06.16 00:00buy270.050.702190.000000.00000
1182017.06.16 00:00modify270.050.702190.690510.71621
1192017.06.16 00:00buy280.050.702190.000000.00000
1202017.06.16 00:00modify280.050.702190.690510.00000
1212017.06.19 00:00modify280.050.702190.702390.00000
1222017.06.19 00:00modify270.050.702190.702390.71621
1232017.06.19 00:00modify280.050.702190.703130.00000
1242017.06.19 00:00modify270.050.702190.703130.71621
1252017.06.20 00:00modify280.050.702190.704060.00000
1262017.06.20 00:00modify270.050.702190.704060.71621
1272017.06.21 00:00s/l270.050.704060.704060.7162110.229920.65
1282017.06.21 00:00s/l280.050.704060.704060.0000010.229930.87
1292017.06.22 00:00buy290.050.701280.000000.00000
1302017.06.22 00:00modify290.050.701280.689560.71534
1312017.06.22 00:00buy300.050.701280.000000.00000
1322017.06.22 00:00modify300.050.701280.689560.00000
1332017.06.23 00:00modify300.050.701280.701480.00000
1342017.06.23 00:00modify290.050.701280.701480.71534
1352017.06.23 00:00modify300.050.701280.704420.00000
1362017.06.23 00:00modify290.050.701280.704420.71534
1372017.06.26 00:00s/l290.050.704420.704420.7153416.299947.16
1382017.06.26 00:00s/l300.050.704420.704420.0000016.299963.46
1392017.07.06 00:00buy310.050.701980.000000.00000
1402017.07.06 00:00modify310.050.701980.689380.71710
1412017.07.06 00:00buy320.050.701980.000000.00000
1422017.07.06 00:00modify320.050.701980.689380.00000
1432017.07.11 00:00close320.050.701890.689380.000000.419963.87
1442017.07.11 00:00close310.050.701890.689380.717100.419964.28
1452017.07.18 00:00buy330.050.704320.000000.00000
1462017.07.18 00:00modify330.050.704320.691740.71942
1472017.07.18 00:00buy340.050.704320.000000.00000
1482017.07.18 00:00modify340.050.704320.691740.00000
1492017.07.26 00:00modify340.050.704320.704630.00000
1502017.07.26 00:00modify330.050.704320.704630.71942
1512017.07.27 00:00modify340.050.704320.709700.00000
1522017.07.27 00:00modify330.050.704320.709700.71942
1532017.07.28 00:00t/p330.050.719420.709700.7194279.0410043.32
1542017.07.28 00:00modify340.050.704320.715400.00000
1552017.07.31 00:00modify340.050.704320.720520.00000
1562017.08.01 00:00modify340.050.704320.723280.00000
1572017.08.02 00:00s/l340.050.723280.723280.0000099.2210142.55
1582017.08.02 00:00buy350.050.720590.000000.00000
1592017.08.02 00:00modify350.050.720590.707890.73583
1602017.08.02 00:00buy360.050.720590.000000.00000
1612017.08.02 00:00modify360.050.720590.707890.00000
1622017.08.09 00:00close360.050.713570.707890.00000-33.1410109.41
1632017.08.09 00:00close350.050.713570.707890.73583-33.1410076.26
1642017.08.16 00:00sell370.050.703120.000000.00000
1652017.08.16 00:00modify370.050.703120.716860.68663
1662017.08.16 00:00sell380.050.703120.000000.00000
1672017.08.16 00:00modify380.050.703120.716860.00000
1682017.08.24 00:00modify380.050.703120.702920.00000
1692017.08.24 00:00modify370.050.703120.702920.68663
1702017.08.24 00:00modify380.050.703120.700490.00000
1712017.08.24 00:00modify370.050.703120.700490.68663
1722017.08.25 00:00modify380.050.703120.698650.00000
1732017.08.25 00:00modify370.050.703120.698650.68663
1742017.08.28 00:00modify380.050.703120.694650.00000
1752017.08.28 00:00modify370.050.703120.694650.68663
1762017.08.29 00:00modify380.050.703120.694180.00000
1772017.08.29 00:00modify370.050.703120.694180.68663
1782017.08.30 00:00t/p370.050.686630.694180.6866376.7910153.05
1792017.08.30 00:00modify380.050.703120.693120.00000
1802017.08.31 00:00s/l380.050.693120.693120.0000043.0710196.12
1812017.08.31 00:00sell390.050.693400.000000.00000
1822017.08.31 00:00modify390.050.693400.706500.67768
1832017.08.31 00:00sell400.050.693400.000000.00000
1842017.08.31 00:00modify400.050.693400.706500.00000
1852017.09.01 00:00modify400.050.693400.693200.00000
1862017.09.01 00:00modify390.050.693400.693200.67768
1872017.09.01 00:00modify400.050.693400.690410.00000
1882017.09.01 00:00modify390.050.693400.690410.67768
1892017.09.04 00:00s/l390.050.690410.690410.6776814.1510210.27
1902017.09.04 00:00s/l400.050.690410.690410.0000014.1510224.42
1912017.09.04 00:00sell410.050.685760.000000.00000
1922017.09.04 00:00modify410.050.685760.699140.66970
1932017.09.04 00:00sell420.050.685760.000000.00000
1942017.09.04 00:00modify420.050.685760.699140.00000
1952017.09.13 00:00s/l410.050.699140.699140.66970-70.6810153.74
1962017.09.13 00:00s/l420.050.699140.699140.00000-70.6810083.06
1972017.09.22 00:00buy430.050.708940.000000.00000
1982017.09.22 00:00modify430.050.708940.694490.72628
1992017.09.22 00:00buy440.050.708940.000000.00000
2002017.09.22 00:00modify440.050.708940.694490.00000
2012017.10.06 00:00close440.050.695880.694490.00000-61.3610021.70
2022017.10.06 00:00close430.050.695880.694490.72628-61.369960.34
2032017.10.13 00:00sell450.050.694680.000000.00000
2042017.10.13 00:00modify450.050.694680.707670.67909
2052017.10.13 00:00sell460.050.694680.000000.00000
2062017.10.13 00:00modify460.050.694680.707670.00000
2072017.10.17 00:00close460.050.698390.707670.00000-19.409940.94
2082017.10.17 00:00close450.050.698390.707670.67909-19.409921.53
2092017.10.30 00:00sell470.050.685020.000000.00000
2102017.10.30 00:00modify470.050.685020.697050.67058
2112017.10.30 00:00sell480.050.685020.000000.00000
2122017.10.30 00:00modify480.050.685020.697050.00000
2132017.10.30 23:59close at stop480.050.684910.697050.000000.559922.08
2142017.10.30 23:59close at stop470.050.684910.697050.670580.559922.63