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

СимволUSDCHF (US 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=18; TrendMAPer=100; RSILev=30; WPRLev=4; UseForce=false; UseMom=true; UseRSI=false; 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=true; ExitHist=60; ExitProfitMinutesClass=12; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=18; EADXLevel=40; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=18; EBBDev=2; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=24; EDEMLevel=0.1; ExitProfitMinutesDEM=16; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=14; EWPRLevel=12; ExitProfitMinutesWPR=18; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=12; ESTODPer=32; ESTOSPer=20; ESTOLevel=50; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=10; ExitProfitMinutesRVI=4; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=12; 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=false;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (8)
Чистая прибыль-216.71Общая прибыль832.13Общий убыток-1048.84
Прибыльность0.79Матожидание выигрыша-4.17
Абсолютная просадка809.63Максимальная просадка809.63 (8.10%)Относительная просадка8.10% (809.63)
Всего сделок52Короткие позиции (% выигравших)30 (73.33%)Длинные позиции (% выигравших)22 (63.64%)
Прибыльные сделки (% от всех)36 (69.23%)Убыточные сделки (% от всех)16 (30.77%)
Самая большаяприбыльная сделка114.12убыточная сделка-119.66
Средняяприбыльная сделка23.11убыточная сделка-65.55
Максимальное количествонепрерывных выигрышей (прибыль)12 (167.33)непрерывных проигрышей (убыток)4 (-327.59)
Макс.непрерывная прибыль (число выигрышей)268.65 (4)непрерывный убыток (число проигрышей)-327.59 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.05 00:00buy10.051.020620.000000.00000
22017.01.05 00:00modify10.051.020620.995921.03544
32017.01.05 00:00buy20.051.020620.000000.00000
42017.01.05 00:00modify20.051.020620.995920.00000
52017.01.25 00:00s/l10.050.995920.995921.03544-119.669880.34
62017.01.25 00:00s/l20.050.995920.995920.00000-119.669760.68
72017.01.26 00:00sell30.050.999030.000000.00000
82017.01.26 00:00modify30.050.999031.025970.98287
92017.01.26 00:00sell40.050.999030.000000.00000
102017.01.26 00:00modify40.050.999031.025970.00000
112017.01.31 00:00modify40.050.999030.998780.00000
122017.01.31 00:00modify30.050.999030.998780.98287
132017.02.01 00:00modify40.050.999030.995680.00000
142017.02.01 00:00modify30.050.999030.995680.98287
152017.02.02 00:00s/l30.050.995680.995680.9828714.569775.23
162017.02.02 00:00s/l40.050.995680.995680.0000014.569789.79
172017.02.03 00:00sell50.050.992550.000000.00000
182017.02.03 00:00modify50.050.992551.016410.97823
192017.02.03 00:00sell60.050.992550.000000.00000
202017.02.03 00:00modify60.050.992551.016410.00000
212017.02.15 00:00close60.051.006011.016410.00000-70.229719.58
222017.02.15 00:00close50.051.006011.016410.97823-70.229649.36
232017.02.16 00:00buy70.051.005340.000000.00000
242017.02.16 00:00modify70.051.005340.983691.01833
252017.02.16 00:00buy80.051.005340.000000.00000
262017.02.16 00:00modify80.051.005340.983690.00000
272017.02.23 00:00modify80.051.005341.005540.00000
282017.02.23 00:00modify70.051.005341.005541.01833
292017.02.24 00:00s/l70.051.005541.005541.018332.679652.02
302017.02.24 00:00s/l80.051.005541.005540.000002.679654.69
312017.02.24 00:00buy90.051.006220.000000.00000
322017.02.24 00:00modify90.051.006220.984621.01918
332017.02.24 00:00buy100.051.006220.000000.00000
342017.02.24 00:00modify100.051.006220.984620.00000
352017.02.28 00:00modify100.051.006221.006610.00000
362017.02.28 00:00modify90.051.006221.006611.01918
372017.03.01 00:00s/l90.051.006611.006611.019182.569657.25
382017.03.01 00:00s/l100.051.006611.006610.000002.569659.82
392017.03.01 00:00buy110.051.005740.000000.00000
402017.03.01 00:00modify110.051.005740.985251.01803
412017.03.01 00:00buy120.051.005740.000000.00000
422017.03.01 00:00modify120.051.005740.985250.00000
432017.03.02 00:00modify120.051.005741.006710.00000
442017.03.02 00:00modify110.051.005741.006711.01803
452017.03.03 00:00modify120.051.005741.008670.00000
462017.03.03 00:00modify110.051.005741.008671.01803
472017.03.06 00:00s/l110.051.008671.008671.0180315.579675.39
482017.03.06 00:00s/l120.051.008671.008670.0000015.579690.96
492017.03.06 00:00buy130.051.008500.000000.00000
502017.03.06 00:00modify130.051.008500.988281.02063
512017.03.06 00:00buy140.051.008500.000000.00000
522017.03.06 00:00modify140.051.008500.988280.00000
532017.03.07 00:00modify140.051.008501.008880.00000
542017.03.07 00:00modify130.051.008501.008881.02063
552017.03.08 00:00modify140.051.008501.009960.00000
562017.03.08 00:00modify130.051.008501.009961.02063
572017.03.09 00:00modify140.051.008501.011160.00000
582017.03.09 00:00modify130.051.008501.011161.02063
592017.03.10 00:00s/l130.051.011161.011161.0206314.399705.35
602017.03.10 00:00s/l140.051.011161.011160.0000014.399719.74
612017.03.10 00:00buy150.051.012100.000000.00000
622017.03.10 00:00modify150.051.012100.993261.02340
632017.03.10 00:00buy160.051.012100.000000.00000
642017.03.10 00:00modify160.051.012100.993260.00000
652017.03.20 00:00close160.050.997390.993260.00000-72.079647.67
662017.03.20 00:00close150.050.997390.993261.02340-72.079575.59
672017.03.21 00:00sell170.050.998610.000000.00000
682017.03.21 00:00modify170.050.998611.017240.98743
692017.03.21 00:00sell180.050.998610.000000.00000
702017.03.21 00:00modify180.050.998611.017240.00000
712017.03.22 00:00modify180.050.998610.998410.00000
722017.03.22 00:00modify170.050.998610.998410.98743
732017.03.23 00:00modify180.050.998610.996350.00000
742017.03.23 00:00modify170.050.998610.996350.98743
752017.03.24 00:00modify180.050.998610.995630.00000
762017.03.24 00:00modify170.050.998610.995630.98743
772017.03.27 00:00s/l170.050.995630.995630.9874313.089588.67
782017.03.27 00:00s/l180.050.995630.995630.0000013.089601.75
792017.03.29 00:00sell190.050.992200.000000.00000
802017.03.29 00:00modify190.050.992201.011420.98067
812017.03.29 00:00sell200.050.992200.000000.00000
822017.03.29 00:00modify200.050.992201.011420.00000
832017.04.12 00:00buy210.051.007260.000000.00000
842017.04.12 00:00modify210.051.007260.989701.01780
852017.04.12 00:00buy220.051.007260.000000.00000
862017.04.12 00:00modify220.051.007260.989700.00000
872017.04.12 00:00close200.051.007261.011420.00000-79.409522.35
882017.04.12 00:00close190.051.007261.011420.98067-79.409442.94
892017.04.28 00:00sell230.050.993840.000000.00000
902017.04.28 00:00modify230.050.993841.008720.98491
912017.04.28 00:00sell240.050.993840.000000.00000
922017.04.28 00:00modify240.050.993841.008720.00000
932017.05.01 00:00s/l210.050.989700.989701.01780-84.399358.55
942017.05.01 00:00s/l220.050.989700.989700.00000-84.399274.16
952017.05.05 00:00modify240.050.993840.993640.00000
962017.05.05 00:00modify230.050.993840.993640.98491
972017.05.05 00:00modify240.050.993840.992090.00000
982017.05.05 00:00modify230.050.993840.992090.98491
992017.05.08 00:00modify240.050.993840.991240.00000
1002017.05.08 00:00modify230.050.993840.991240.98491
1012017.05.09 00:00s/l230.050.991240.991240.9849110.039284.19
1022017.05.09 00:00s/l240.050.991240.991240.0000010.039294.23
1032017.05.09 00:00sell250.050.998650.000000.00000
1042017.05.09 00:00modify250.050.998651.016020.98823
1052017.05.09 00:00sell260.050.998650.000000.00000
1062017.05.09 00:00modify260.050.998651.016020.00000
1072017.05.15 00:00buy270.050.999500.000000.00000
1082017.05.15 00:00modify270.050.999500.980541.01088
1092017.05.15 00:00buy280.050.999500.000000.00000
1102017.05.15 00:00modify280.050.999500.980540.00000
1112017.05.16 00:00close280.050.996410.980540.00000-15.309278.92
1122017.05.16 00:00close270.050.996410.980541.01088-15.309263.62
1132017.05.16 00:00modify260.050.998650.998450.00000
1142017.05.16 00:00modify250.050.998650.998450.98823
1152017.05.17 00:00t/p250.050.988230.998450.9882350.229313.84
1162017.05.17 00:00modify260.050.998650.996710.00000
1172017.05.18 00:00modify260.050.998650.990880.00000
1182017.05.19 00:00modify260.050.998650.987580.00000
1192017.05.22 00:00modify260.050.998650.982040.00000
1202017.05.23 00:00modify260.050.998650.978960.00000
1212017.05.24 00:00modify260.050.998650.977920.00000
1222017.05.25 00:00modify260.050.998650.975860.00000
1232017.05.26 00:00modify260.050.998650.975100.00000
1242017.05.29 00:00s/l260.050.975100.975100.00000114.129427.95
1252017.05.29 00:00sell290.050.975040.000000.00000
1262017.05.29 00:00modify290.050.975040.996150.96237
1272017.05.29 00:00sell300.050.975040.000000.00000
1282017.05.29 00:00modify300.050.975040.996150.00000
1292017.06.01 00:00modify300.050.975040.974840.00000
1302017.06.01 00:00modify290.050.975040.974840.96237
1312017.06.01 00:00modify300.050.975040.973140.00000
1322017.06.01 00:00modify290.050.975040.973140.96237
1332017.06.05 00:00t/p290.050.962370.973140.9623763.409491.35
1342017.06.05 00:00modify300.050.975040.969780.00000
1352017.06.06 00:00modify300.050.975040.968630.00000
1362017.06.07 00:00modify300.050.975040.966380.00000
1372017.06.08 00:00s/l300.050.966380.966380.0000040.929532.27
1382017.06.09 00:00sell310.050.966980.000000.00000
1392017.06.09 00:00modify310.050.966980.987310.95478
1402017.06.09 00:00sell320.050.966980.000000.00000
1412017.06.09 00:00modify320.050.966980.987310.00000
1422017.06.20 00:00close320.050.975550.987310.00000-46.919485.37
1432017.06.20 00:00close310.050.975550.987310.95478-46.919438.46
1442017.07.04 00:00sell330.050.963300.000000.00000
1452017.07.04 00:00modify330.050.963300.980190.95317
1462017.07.04 00:00sell340.050.963300.000000.00000
1472017.07.04 00:00modify340.050.963300.980190.00000
1482017.07.07 00:00modify340.050.963300.962720.00000
1492017.07.07 00:00modify330.050.963300.962720.95317
1502017.07.10 00:00s/l330.050.962720.962720.953171.029439.48
1512017.07.10 00:00s/l340.050.962720.962720.000001.029440.50
1522017.07.11 00:00sell350.050.965600.000000.00000
1532017.07.11 00:00modify350.050.965600.982490.95547
1542017.07.11 00:00sell360.050.965600.000000.00000
1552017.07.11 00:00modify360.050.965600.982490.00000
1562017.07.12 00:00modify360.050.965600.964860.00000
1572017.07.12 00:00modify350.050.965600.964860.95547
1582017.07.13 00:00s/l350.050.964860.964860.955472.519443.01
1592017.07.13 00:00s/l360.050.964860.964860.000002.519445.53
1602017.07.14 00:00sell370.050.967780.000000.00000
1612017.07.14 00:00modify370.050.967780.984710.95762
1622017.07.14 00:00sell380.050.967780.000000.00000
1632017.07.14 00:00modify380.050.967780.984710.00000
1642017.07.17 00:00modify380.050.967780.967580.00000
1652017.07.17 00:00modify370.050.967780.967580.95762
1662017.07.17 00:00modify380.050.967780.965390.00000
1672017.07.17 00:00modify370.050.967780.965390.95762
1682017.07.18 00:00s/l370.050.965390.965390.9576211.759457.27
1692017.07.18 00:00s/l380.050.965390.965390.0000011.759469.02
1702017.07.26 00:00sell390.050.952040.000000.00000
1712017.07.26 00:00modify390.050.952040.971170.94056
1722017.07.26 00:00sell400.050.952040.000000.00000
1732017.07.26 00:00modify400.050.952040.971170.00000
1742017.07.27 00:00modify400.050.952040.951410.00000
1752017.07.27 00:00modify390.050.952040.951410.94056
1762017.07.28 00:00s/l390.050.951410.951410.940561.949470.96
1772017.07.28 00:00s/l400.050.951410.951410.000001.949472.91
1782017.08.24 00:00sell410.050.964990.000000.00000
1792017.08.24 00:00modify410.050.964990.989440.95032
1802017.08.24 00:00sell420.050.964990.000000.00000
1812017.08.24 00:00modify420.050.964990.989440.00000
1822017.08.28 00:00modify420.050.964990.964790.00000
1832017.08.28 00:00modify410.050.964990.964790.95032
1842017.08.28 00:00modify420.050.964990.962370.00000
1852017.08.28 00:00modify410.050.964990.962370.95032
1862017.08.29 00:00modify420.050.964990.960910.00000
1872017.08.29 00:00modify410.050.964990.960910.95032
1882017.08.30 00:00t/p410.050.950320.960910.9503275.439548.34
1892017.08.30 00:00modify420.050.964990.959580.00000
1902017.08.31 00:00s/l420.050.959580.959580.0000025.769574.10
1912017.08.31 00:00sell430.050.963390.000000.00000
1922017.08.31 00:00modify430.050.963390.987730.94879
1932017.08.31 00:00sell440.050.963390.000000.00000
1942017.08.31 00:00modify440.050.963390.987730.00000
1952017.09.01 00:00modify440.050.963390.960220.00000
1962017.09.01 00:00modify430.050.963390.960220.94879
1972017.09.04 00:00s/l430.050.960220.960220.9487915.859589.94
1982017.09.04 00:00s/l440.050.960220.960220.0000015.859605.79
1992017.09.12 00:00sell450.050.956150.000000.00000
2002017.09.12 00:00modify450.050.956150.982750.94019
2012017.09.12 00:00sell460.050.956150.000000.00000
2022017.09.12 00:00modify460.050.956150.982750.00000
2032017.09.20 00:00close460.050.962660.982750.00000-36.469569.33
2042017.09.20 00:00close450.050.962660.982750.94019-36.469532.86
2052017.09.25 00:00buy470.050.970940.000000.00000
2062017.09.25 00:00modify470.050.970940.945050.98647
2072017.09.25 00:00buy480.050.970940.000000.00000
2082017.09.25 00:00modify480.050.970940.945050.00000
2092017.10.05 00:00modify480.050.970940.971880.00000
2102017.10.05 00:00modify470.050.970940.971880.98647
2112017.10.06 00:00modify480.050.970940.973890.00000
2122017.10.06 00:00modify470.050.970940.973890.98647
2132017.10.09 00:00modify480.050.970940.974720.00000
2142017.10.09 00:00modify470.050.970940.974720.98647
2152017.10.10 00:00modify480.050.970940.976220.00000
2162017.10.10 00:00modify470.050.970940.976220.98647
2172017.10.11 00:00s/l470.050.976220.976220.9864730.419563.27
2182017.10.11 00:00s/l480.050.976220.976220.0000030.419593.69
2192017.10.11 00:00buy490.050.975060.000000.00000
2202017.10.11 00:00modify490.050.975060.954300.98752
2212017.10.11 00:00buy500.050.975060.000000.00000
2222017.10.11 00:00modify500.050.975060.954300.00000
2232017.10.19 00:00modify500.050.975060.975260.00000
2242017.10.19 00:00modify490.050.975060.975260.98752
2252017.10.19 00:00modify500.050.975060.976900.00000
2262017.10.19 00:00modify490.050.975060.976900.98752
2272017.10.20 00:00s/l490.050.976900.976900.9875211.729605.41
2282017.10.20 00:00s/l500.050.976900.976900.0000011.729617.13
2292017.10.20 00:00buy510.050.976200.000000.00000
2302017.10.20 00:00modify510.050.976200.957480.98743
2312017.10.20 00:00buy520.050.976200.000000.00000
2322017.10.20 00:00modify520.050.976200.957480.00000
2332017.10.23 00:00modify520.050.976200.976400.00000
2342017.10.23 00:00modify510.050.976200.976400.98743
2352017.10.23 00:00modify520.050.976200.979250.00000
2362017.10.23 00:00modify510.050.976200.979250.98743
2372017.10.24 00:00t/p510.050.987430.979250.9874357.449674.56
2382017.10.24 00:00modify520.050.976200.980570.00000
2392017.10.25 00:00modify520.050.976200.984220.00000
2402017.10.26 00:00modify520.050.976200.985470.00000
2412017.10.27 00:00modify520.050.976200.989680.00000
2422017.10.30 00:00modify520.050.976200.992150.00000
2432017.10.30 23:59close at stop520.050.997560.992150.00000108.739783.29