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

СимволNZDJPY (New Zealand Dollar vs Japanese Yen)
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=20; TrendMAPer=220; RSILev=40; WPRLev=6; 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=10; ExitProfitMinutesClass=12; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=24; EADXLevel=40; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=22; EBBDev=2; ExitProfitMinutesBB=2; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=8; EDEMLevel=0.3; ExitProfitMinutesDEM=10; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=6; EWPRLevel=6; ExitProfitMinutesWPR=8; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=46; ESTODPer=34; ESTOSPer=26; ESTOLevel=20; ExitProfitMinutesSTO=4; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=8; ExitProfitMinutesRVI=10; 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 (13)
Чистая прибыль-31.18Общая прибыль732.85Общий убыток-764.03
Прибыльность0.96Матожидание выигрыша-0.56
Абсолютная просадка183.36Максимальная просадка455.53 (4.43%)Относительная просадка4.43% (455.53)
Всего сделок56Короткие позиции (% выигравших)26 (69.23%)Длинные позиции (% выигравших)30 (80.00%)
Прибыльные сделки (% от всех)42 (75.00%)Убыточные сделки (% от всех)14 (25.00%)
Самая большаяприбыльная сделка64.28убыточная сделка-75.80
Средняяприбыльная сделка17.45убыточная сделка-54.57
Максимальное количествонепрерывных выигрышей (прибыль)18 (294.88)непрерывных проигрышей (убыток)6 (-287.05)
Макс.непрерывная прибыль (число выигрышей)294.88 (18)непрерывный убыток (число проигрышей)-287.05 (6)
Среднийнепрерывный выигрыш7непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.23 00:00buy10.0581.9700.0000.000
22017.01.23 00:00modify10.0581.97080.57483.645
32017.01.23 00:00buy20.0581.9700.0000.000
42017.01.23 00:00modify20.0581.97080.5740.000
52017.01.25 00:00modify20.0581.97082.1540.000
62017.01.25 00:00modify10.0581.97082.15483.645
72017.01.26 00:00s/l10.0582.15482.15483.6459.1210009.12
82017.01.26 00:00s/l20.0582.15482.1540.0009.1210018.25
92017.01.31 00:00buy30.0582.8550.0000.000
102017.01.31 00:00modify30.0582.85581.30784.713
112017.01.31 00:00buy40.0582.8550.0000.000
122017.01.31 00:00modify40.0582.85581.3070.000
132017.02.09 00:00s/l30.0581.30781.30784.713-66.039952.21
142017.02.09 00:00s/l40.0581.30781.3070.000-66.039886.18
152017.02.10 00:00buy50.0581.3530.0000.000
162017.02.10 00:00modify50.0581.35379.77783.244
172017.02.10 00:00buy60.0581.3530.0000.000
182017.02.10 00:00modify60.0581.35379.7770.000
192017.02.13 00:00modify60.0581.35381.5560.000
202017.02.13 00:00modify50.0581.35381.55683.244
212017.02.14 00:00s/l50.0581.55681.55683.2449.359895.53
222017.02.14 00:00s/l60.0581.55681.5560.0009.359904.88
232017.03.30 00:00sell70.0578.0390.0000.000
242017.03.30 00:00modify70.0578.03979.29376.534
252017.03.30 00:00sell80.0578.0390.0000.000
262017.03.30 00:00modify80.0578.03979.2930.000
272017.04.04 00:00modify80.0578.03977.9320.000
282017.04.04 00:00modify70.0578.03977.93276.534
292017.04.05 00:00modify80.0578.03977.5820.000
302017.04.05 00:00modify70.0578.03977.58276.534
312017.04.06 00:00modify80.0578.03977.3590.000
322017.04.06 00:00modify70.0578.03977.35976.534
332017.04.07 00:00s/l70.0577.35977.35976.53428.059932.93
342017.04.07 00:00s/l80.0577.35977.3590.00028.059960.98
352017.04.07 00:00sell90.0577.1800.0000.000
362017.04.07 00:00modify90.0577.18078.40975.705
372017.04.07 00:00sell100.0577.1800.0000.000
382017.04.07 00:00modify100.0577.18078.4090.000
392017.04.10 00:00modify100.0577.18077.1180.000
402017.04.10 00:00modify90.0577.18077.11875.705
412017.04.11 00:00s/l90.0577.11877.11875.7052.259963.23
422017.04.11 00:00s/l100.0577.11877.1180.0002.259965.48
432017.04.11 00:00sell110.0577.1830.0000.000
442017.04.11 00:00modify110.0577.18378.41675.703
452017.04.11 00:00sell120.0577.1830.0000.000
462017.04.11 00:00modify120.0577.18378.4160.000
472017.04.12 00:00modify120.0577.18377.1630.000
482017.04.12 00:00modify110.0577.18377.16375.703
492017.04.12 00:00modify120.0577.18376.6820.000
502017.04.12 00:00modify110.0577.18376.68275.703
512017.04.13 00:00t/p110.0575.70376.68275.70364.2810029.76
522017.04.13 00:00modify120.0577.18376.3280.000
532017.04.14 00:00s/l120.0576.32876.3280.00036.4910066.25
542017.04.14 00:00sell130.0576.2840.0000.000
552017.04.14 00:00modify130.0576.28477.59174.716
562017.04.14 00:00sell140.0576.2840.0000.000
572017.04.14 00:00modify140.0576.28477.5910.000
582017.04.17 00:00modify140.0576.28476.1580.000
592017.04.17 00:00modify130.0576.28476.15874.716
602017.04.18 00:00s/l130.0576.15876.15874.7165.0710071.32
612017.04.18 00:00s/l140.0576.15876.1580.0005.0710076.39
622017.04.18 00:00sell150.0576.2860.0000.000
632017.04.18 00:00modify150.0576.28677.58274.731
642017.04.18 00:00sell160.0576.2860.0000.000
652017.04.18 00:00modify160.0576.28677.5820.000
662017.04.20 00:00modify160.0576.28676.2460.000
672017.04.20 00:00modify150.0576.28676.24674.731
682017.04.21 00:00s/l150.0576.24676.24674.7310.5610076.94
692017.04.21 00:00s/l160.0576.24676.2460.0000.5610077.50
702017.04.21 00:00sell170.0576.5930.0000.000
712017.04.21 00:00modify170.0576.59377.79975.146
722017.04.21 00:00sell180.0576.5930.0000.000
732017.04.21 00:00modify180.0576.59377.7990.000
742017.04.24 00:00s/l170.0577.79977.79975.146-53.4010024.10
752017.04.24 00:00s/l180.0577.79977.7990.000-53.409970.70
762017.04.24 00:00sell190.0577.7990.0000.000
772017.04.24 00:00modify190.0577.79979.00376.354
782017.04.24 00:00sell200.0577.7990.0000.000
792017.04.24 00:00modify200.0577.79979.0030.000
802017.04.25 00:00modify200.0577.79977.7790.000
812017.04.25 00:00modify190.0577.79977.77976.354
822017.04.27 00:00modify200.0577.79976.7160.000
832017.04.27 00:00modify190.0577.79976.71676.354
842017.04.28 00:00s/l190.0576.71676.71676.35446.3010017.00
852017.04.28 00:00s/l200.0576.71676.7160.00046.3010063.30
862017.05.01 00:00sell210.0576.3280.0000.000
872017.05.01 00:00modify210.0576.32877.65574.736
882017.05.01 00:00sell220.0576.3280.0000.000
892017.05.01 00:00modify220.0576.32877.6550.000
902017.05.03 00:00s/l210.0577.65577.65574.736-58.9810004.32
912017.05.03 00:00s/l220.0577.65577.6550.000-58.989945.34
922017.05.30 00:00buy230.0578.4730.0000.000
932017.05.30 00:00modify230.0578.47376.86680.401
942017.05.30 00:00buy240.0578.4730.0000.000
952017.05.30 00:00modify240.0578.47376.8660.000
962017.05.31 00:00modify240.0578.47378.5300.000
972017.05.31 00:00modify230.0578.47378.53080.401
982017.06.01 00:00s/l230.0578.53078.53080.4013.319948.65
992017.06.01 00:00s/l240.0578.53078.5300.0003.319951.96
1002017.06.01 00:00buy250.0578.4450.0000.000
1012017.06.01 00:00modify250.0578.44576.82680.388
1022017.06.01 00:00buy260.0578.4450.0000.000
1032017.06.01 00:00modify260.0578.44576.8260.000
1042017.06.02 00:00modify260.0578.44578.5100.000
1052017.06.02 00:00modify250.0578.44578.51080.388
1062017.06.05 00:00modify260.0578.44578.6040.000
1072017.06.05 00:00modify250.0578.44578.60480.388
1082017.06.06 00:00modify260.0578.44578.6970.000
1092017.06.06 00:00modify250.0578.44578.69780.388
1102017.06.07 00:00s/l250.0578.69778.69780.38811.909963.87
1112017.06.07 00:00s/l260.0578.69778.6970.00011.909975.77
1122017.06.07 00:00buy270.0578.5840.0000.000
1132017.06.07 00:00modify270.0578.58477.11780.344
1142017.06.07 00:00buy280.0578.5840.0000.000
1152017.06.07 00:00modify280.0578.58477.1170.000
1162017.06.08 00:00modify280.0578.58478.8120.000
1172017.06.08 00:00modify270.0578.58478.81280.344
1182017.06.09 00:00modify280.0578.58479.0520.000
1192017.06.09 00:00modify270.0578.58479.05280.344
1202017.06.12 00:00s/l270.0579.05279.05280.34421.639997.40
1212017.06.12 00:00s/l280.0579.05279.0520.00021.6310019.04
1222017.06.13 00:00buy290.0579.1000.0000.000
1232017.06.13 00:00modify290.0579.10077.75980.709
1242017.06.13 00:00buy300.0579.1000.0000.000
1252017.06.13 00:00modify300.0579.10077.7590.000
1262017.06.14 00:00modify300.0579.10079.3250.000
1272017.06.14 00:00modify290.0579.10079.32580.709
1282017.06.15 00:00s/l290.0579.32579.32580.70910.7210029.76
1292017.06.15 00:00s/l300.0579.32579.3250.00010.7210040.48
1302017.06.22 00:00buy310.0580.4360.0000.000
1312017.06.22 00:00modify310.0580.43679.20681.912
1322017.06.22 00:00buy320.0580.4360.0000.000
1332017.06.22 00:00modify320.0580.43679.2060.000
1342017.06.23 00:00modify320.0580.43680.6760.000
1352017.06.23 00:00modify310.0580.43680.67681.912
1362017.06.26 00:00modify320.0580.43680.8170.000
1372017.06.26 00:00modify310.0580.43680.81781.912
1382017.06.27 00:00modify320.0580.43681.1440.000
1392017.06.27 00:00modify310.0580.43681.14481.912
1402017.06.28 00:00modify320.0580.43681.3750.000
1412017.06.28 00:00modify310.0580.43681.37581.912
1422017.06.29 00:00s/l310.0581.37581.37581.91242.7910083.27
1432017.06.29 00:00s/l320.0581.37581.3750.00042.7910126.07
1442017.07.06 00:00buy330.0582.5330.0000.000
1452017.07.06 00:00modify330.0582.53381.12684.221
1462017.07.06 00:00buy340.0582.5330.0000.000
1472017.07.06 00:00modify340.0582.53381.1260.000
1482017.07.10 00:00modify340.0582.53382.6320.000
1492017.07.10 00:00modify330.0582.53382.63284.221
1502017.07.11 00:00modify340.0582.53382.7510.000
1512017.07.11 00:00modify330.0582.53382.75184.221
1522017.07.12 00:00s/l330.0582.75182.75184.22110.4110136.48
1532017.07.12 00:00s/l340.0582.75182.7510.00010.4110146.89
1542017.07.12 00:00buy350.0582.2850.0000.000
1552017.07.12 00:00modify350.0582.28580.90383.943
1562017.07.12 00:00buy360.0582.2850.0000.000
1572017.07.12 00:00modify360.0582.28580.9030.000
1582017.07.14 00:00modify360.0582.28582.3050.000
1592017.07.14 00:00modify350.0582.28582.30583.943
1602017.07.14 00:00modify360.0582.28582.6300.000
1612017.07.14 00:00modify350.0582.28582.63083.943
1622017.07.17 00:00s/l350.0582.63082.63083.94316.2110163.11
1632017.07.17 00:00s/l360.0582.63082.6300.00016.2110179.32
1642017.07.17 00:00buy370.0582.5660.0000.000
1652017.07.17 00:00modify370.0582.56681.20884.196
1662017.07.17 00:00buy380.0582.5660.0000.000
1672017.07.17 00:00modify380.0582.56681.2080.000
1682017.07.21 00:00modify380.0582.56682.6050.000
1692017.07.21 00:00modify370.0582.56682.60584.196
1702017.07.24 00:00s/l370.0582.60582.60584.1963.1210182.45
1712017.07.24 00:00s/l380.0582.60582.6050.0003.1210185.57
1722017.07.25 00:00buy390.0582.5890.0000.000
1732017.07.25 00:00modify390.0582.58981.20284.253
1742017.07.25 00:00buy400.0582.5890.0000.000
1752017.07.25 00:00modify400.0582.58981.2020.000
1762017.07.26 00:00modify400.0582.58982.8180.000
1772017.07.26 00:00modify390.0582.58982.81884.253
1782017.07.27 00:00modify400.0582.58983.1860.000
1792017.07.27 00:00modify390.0582.58983.18684.253
1802017.07.28 00:00s/l390.0583.18683.18684.25327.3210212.89
1812017.07.28 00:00s/l400.0583.18683.1860.00027.3210240.22
1822017.07.28 00:00buy410.0583.2720.0000.000
1832017.07.28 00:00modify410.0583.27281.88284.940
1842017.07.28 00:00buy420.0583.2720.0000.000
1852017.07.28 00:00modify420.0583.27281.8820.000
1862017.08.03 00:00s/l410.0581.88281.88284.940-60.0810180.14
1872017.08.03 00:00s/l420.0581.88281.8820.000-60.0810120.06
1882017.08.28 00:00sell430.0578.9920.0000.000
1892017.08.28 00:00modify430.0578.99280.47677.211
1902017.08.28 00:00sell440.0578.9920.0000.000
1912017.08.28 00:00modify440.0578.99280.4760.000
1922017.09.04 00:00modify440.0578.99278.9720.000
1932017.09.04 00:00modify430.0578.99278.97277.211
1942017.09.04 00:00modify440.0578.99278.8870.000
1952017.09.04 00:00modify430.0578.99278.88777.211
1962017.09.05 00:00modify440.0578.99278.8090.000
1972017.09.05 00:00modify430.0578.99278.80977.211
1982017.09.06 00:00s/l430.0578.80978.80977.2115.9010125.96
1992017.09.06 00:00s/l440.0578.80978.8090.0005.9010131.86
2002017.09.06 00:00sell450.0578.6910.0000.000
2012017.09.06 00:00modify450.0578.69180.24176.831
2022017.09.06 00:00sell460.0578.6910.0000.000
2032017.09.06 00:00modify460.0578.69180.2410.000
2042017.09.07 00:00modify460.0578.69178.6810.000
2052017.09.07 00:00modify450.0578.69178.68176.831
2062017.09.08 00:00s/l450.0578.68178.68176.831-0.5210131.34
2072017.09.08 00:00s/l460.0578.68178.6810.000-0.5210130.82
2082017.09.12 00:00sell470.0579.3110.0000.000
2092017.09.12 00:00modify470.0579.31180.80377.521
2102017.09.12 00:00sell480.0579.3110.0000.000
2112017.09.12 00:00modify480.0579.31180.8030.000
2122017.09.18 00:00s/l470.0580.80380.80377.521-67.2010063.62
2132017.09.18 00:00s/l480.0580.80380.8030.000-67.209996.41
2142017.09.25 00:00buy490.0581.8260.0000.000
2152017.09.25 00:00modify490.0581.82680.04383.966
2162017.09.25 00:00buy500.0581.8260.0000.000
2172017.09.25 00:00modify500.0581.82680.0430.000
2182017.10.09 00:00s/l490.0580.04380.04383.966-75.809920.61
2192017.10.09 00:00s/l500.0580.04380.0430.000-75.809844.81
2202017.10.09 00:00buy510.0579.4750.0000.000
2212017.10.09 00:00modify510.0579.47577.75281.543
2222017.10.09 00:00buy520.0579.4750.0000.000
2232017.10.09 00:00modify520.0579.47577.7520.000
2242017.10.12 00:00sell530.0579.5700.0000.000
2252017.10.12 00:00modify530.0579.57081.12777.702
2262017.10.12 00:00sell540.0579.5700.0000.000
2272017.10.12 00:00modify540.0579.57081.1270.000
2282017.10.13 00:00modify520.0579.47579.7630.000
2292017.10.13 00:00modify510.0579.47579.76381.543
2302017.10.16 00:00modify520.0579.47579.9140.000
2312017.10.16 00:00modify510.0579.47579.91481.543
2322017.10.17 00:00modify520.0579.47580.1570.000
2332017.10.17 00:00modify510.0579.47580.15781.543
2342017.10.18 00:00modify520.0579.47580.2810.000
2352017.10.18 00:00modify510.0579.47580.28181.543
2362017.10.19 00:00s/l510.0580.28180.28181.54337.949882.75
2372017.10.19 00:00s/l520.0580.28180.2810.00037.949920.69
2382017.10.23 00:00modify540.0579.57079.5200.000
2392017.10.23 00:00modify530.0579.57079.52077.702
2402017.10.24 00:00modify540.0579.57079.2590.000
2412017.10.24 00:00modify530.0579.57079.25977.702
2422017.10.25 00:00s/l530.0579.25979.25977.70211.079931.76
2432017.10.25 00:00s/l540.0579.25979.2590.00011.079942.82
2442017.10.30 00:00sell550.0578.0730.0000.000
2452017.10.30 00:00modify550.0578.07379.37176.515
2462017.10.30 00:00sell560.0578.0730.0000.000
2472017.10.30 00:00modify560.0578.07379.3710.000
2482017.10.30 23:59close at stop560.0577.77879.3710.00013.009955.82
2492017.10.30 23:59close at stop550.0577.77879.37176.51513.009968.82