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

СимволAUDCAD (Australian Dollar vs Canadian 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=8; TrendMAPer=80; RSILev=40; WPRLev=2; UseForce=false; UseMom=false; UseRSI=true; UseWPR=false; UseDem=true; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=60; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=20; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=20; EADXLevel=30; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=10; EDEMLevel=0.3; ExitProfitMinutesDEM=4; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=14; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=48; ESTODPer=20; ESTOSPer=4; ESTOLevel=40; ExitProfitMinutesSTO=8; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=16; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=4; 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=false;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (16)
Чистая прибыль18.66Общая прибыль512.91Общий убыток-494.25
Прибыльность1.04Матожидание выигрыша0.32
Абсолютная просадка226.63Максимальная просадка244.37 (2.44%)Относительная просадка2.44% (244.37)
Всего сделок58Короткие позиции (% выигравших)36 (72.22%)Длинные позиции (% выигравших)22 (63.64%)
Прибыльные сделки (% от всех)40 (68.97%)Убыточные сделки (% от всех)18 (31.03%)
Самая большаяприбыльная сделка48.09убыточная сделка-81.22
Средняяприбыльная сделка12.82убыточная сделка-27.46
Максимальное количествонепрерывных выигрышей (прибыль)10 (157.58)непрерывных проигрышей (убыток)4 (-219.07)
Макс.непрерывная прибыль (число выигрышей)157.58 (10)непрерывный убыток (число проигрышей)-219.07 (4)
Среднийнепрерывный выигрыш6непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.05 00:00sell10.050.968650.000000.00000
22017.01.05 00:00modify10.050.968650.989680.95603
32017.01.05 00:00sell20.050.968650.000000.00000
42017.01.05 00:00modify20.050.968650.989680.00000
52017.01.09 00:00modify20.050.968650.967870.00000
62017.01.09 00:00modify10.050.968650.967870.95603
72017.01.10 00:00s/l10.050.967870.967870.956032.7910002.79
82017.01.10 00:00s/l20.050.967870.967870.000002.7910005.58
92017.01.10 00:00sell30.050.971720.000000.00000
102017.01.10 00:00modify30.050.971720.992340.95935
112017.01.10 00:00sell40.050.971720.000000.00000
122017.01.10 00:00modify40.050.971720.992340.00000
132017.01.19 00:00s/l30.050.992340.992340.95935-81.229924.35
142017.01.19 00:00s/l40.050.992340.992340.00000-81.229843.13
152017.01.25 00:00buy50.040.997280.000000.00000
162017.01.25 00:00modify50.040.997280.973371.01163
172017.01.25 00:00buy60.040.997280.000000.00000
182017.01.25 00:00modify60.040.997280.973370.00000
192017.02.01 00:00close60.040.988150.973370.00000-28.319814.82
202017.02.01 00:00close50.040.988150.973371.01163-28.319786.51
212017.02.10 00:00buy70.041.002150.000000.00000
222017.02.10 00:00modify70.041.002150.979231.01590
232017.02.10 00:00buy80.041.002150.000000.00000
242017.02.10 00:00modify80.041.002150.979230.00000
252017.02.13 00:00modify80.041.002151.003610.00000
262017.02.13 00:00modify70.041.002151.003611.01590
272017.02.14 00:00s/l70.041.003611.003611.015904.599791.10
282017.02.14 00:00s/l80.041.003611.003610.000004.599795.69
292017.02.14 00:00buy90.040.998540.000000.00000
302017.02.14 00:00modify90.040.998540.975291.01249
312017.02.14 00:00buy100.040.998540.000000.00000
322017.02.14 00:00modify100.040.998540.975290.00000
332017.02.15 00:00modify100.040.998541.001260.00000
342017.02.15 00:00modify90.040.998541.001261.01249
352017.02.16 00:00s/l90.041.001261.001261.012498.559804.24
362017.02.16 00:00s/l100.041.001261.001260.000008.559812.79
372017.02.27 00:00buy110.051.006160.000000.00000
382017.02.27 00:00modify110.051.006160.986251.01811
392017.02.27 00:00buy120.051.006160.000000.00000
402017.02.27 00:00modify120.051.006160.986250.00000
412017.02.28 00:00modify120.051.006161.006360.00000
422017.02.28 00:00modify110.051.006161.006361.01811
432017.02.28 00:00modify120.051.006161.009440.00000
442017.02.28 00:00modify110.051.006161.009441.01811
452017.03.01 00:00t/p110.051.018111.009441.0181146.599859.38
462017.03.01 00:00modify120.051.006161.013450.00000
472017.03.02 00:00modify120.051.006161.017470.00000
482017.03.03 00:00s/l120.051.017471.017470.0000044.199903.57
492017.03.03 00:00buy130.051.013920.000000.00000
502017.03.03 00:00modify130.051.013920.992681.02666
512017.03.03 00:00buy140.051.013920.000000.00000
522017.03.03 00:00modify140.051.013920.992680.00000
532017.03.07 00:00modify140.051.013921.016090.00000
542017.03.07 00:00modify130.051.013921.016091.02666
552017.03.08 00:00s/l130.051.016091.016091.026668.529912.10
562017.03.08 00:00s/l140.051.016091.016090.000008.529920.62
572017.03.09 00:00buy150.051.015390.000000.00000
582017.03.09 00:00modify150.051.015390.994551.02789
592017.03.09 00:00buy160.051.015390.000000.00000
602017.03.09 00:00modify160.051.015390.994550.00000
612017.03.14 00:00modify160.051.015391.016240.00000
622017.03.14 00:00modify150.051.015391.016241.02789
632017.03.15 00:00s/l150.051.016241.016241.027893.419924.03
642017.03.15 00:00s/l160.051.016241.016240.000003.419927.44
652017.03.22 00:00buy170.051.026330.000000.00000
662017.03.22 00:00modify170.051.026331.005591.03877
672017.03.22 00:00buy180.051.026330.000000.00000
682017.03.22 00:00modify180.051.026331.005590.00000
692017.03.31 00:00close180.051.018681.005590.00000-29.539897.92
702017.03.31 00:00close170.051.018681.005591.03877-29.539868.39
712017.04.27 00:00buy190.051.017380.000000.00000
722017.04.27 00:00modify190.051.017380.996831.02971
732017.04.27 00:00buy200.051.017380.000000.00000
742017.04.27 00:00modify200.051.017380.996830.00000
752017.05.01 00:00modify200.051.017381.019420.00000
762017.05.01 00:00modify190.051.017381.019421.02971
772017.05.02 00:00t/p190.051.029711.019421.0297148.099916.48
782017.05.02 00:00modify200.051.017381.024320.00000
792017.05.03 00:00modify200.051.017381.027990.00000
802017.05.04 00:00s/l200.051.027991.027990.0000041.499957.98
812017.05.04 00:00buy210.041.018810.000000.00000
822017.05.04 00:00modify210.041.018810.995641.03271
832017.05.04 00:00buy220.041.018810.000000.00000
842017.05.04 00:00modify220.041.018810.995640.00000
852017.05.08 00:00close220.041.012160.995640.00000-20.689937.30
862017.05.08 00:00close210.041.012160.995641.03271-20.689916.62
872017.05.16 00:00sell230.041.010080.000000.00000
882017.05.16 00:00modify230.041.010081.034050.99570
892017.05.16 00:00sell240.041.010080.000000.00000
902017.05.16 00:00modify240.041.010081.034050.00000
912017.05.22 00:00modify240.041.010081.008870.00000
922017.05.22 00:00modify230.041.010081.008870.99570
932017.05.23 00:00s/l230.041.008871.008870.995703.299919.91
942017.05.23 00:00s/l240.041.008871.008870.000003.299923.20
952017.05.31 00:00sell250.051.004270.000000.00000
962017.05.31 00:00modify250.051.004271.025600.99147
972017.05.31 00:00sell260.051.004270.000000.00000
982017.05.31 00:00modify260.051.004271.025600.00000
992017.06.01 00:00modify260.051.004271.003300.00000
1002017.06.01 00:00modify250.051.004271.003300.99147
1012017.06.02 00:00s/l250.051.003301.003300.991473.449926.64
1022017.06.02 00:00s/l260.051.003301.003300.000003.449930.09
1032017.06.05 00:00sell270.051.001370.000000.00000
1042017.06.05 00:00modify270.051.001371.021600.98923
1052017.06.05 00:00sell280.051.001370.000000.00000
1062017.06.05 00:00modify280.051.001371.021600.00000
1072017.06.12 00:00buy290.051.013190.000000.00000
1082017.06.12 00:00modify290.051.013190.992681.02550
1092017.06.12 00:00buy300.051.013190.000000.00000
1102017.06.12 00:00modify300.051.013190.992680.00000
1112017.06.12 00:00close300.051.013030.992680.00000-0.629929.47
1122017.06.12 00:00close290.051.013030.992681.02550-0.629928.85
1132017.06.14 00:00modify280.051.001371.001170.00000
1142017.06.14 00:00modify270.051.001371.001170.98923
1152017.06.15 00:00s/l270.051.001171.001170.98923-0.239928.62
1162017.06.15 00:00s/l280.051.001171.001170.00000-0.239928.40
1172017.06.19 00:00sell310.041.005820.000000.00000
1182017.06.19 00:00modify310.041.005821.028660.99212
1192017.06.19 00:00sell320.041.005820.000000.00000
1202017.06.19 00:00modify320.041.005821.028660.00000
1212017.06.20 00:00modify320.041.005821.004910.00000
1222017.06.20 00:00modify310.041.005821.004910.99212
1232017.06.21 00:00s/l310.041.004911.004910.992122.709931.09
1242017.06.21 00:00s/l320.041.004911.004910.000002.709933.79
1252017.06.21 00:00sell330.041.005140.000000.00000
1262017.06.21 00:00modify330.041.005141.028450.99115
1272017.06.21 00:00sell340.041.005140.000000.00000
1282017.06.21 00:00modify340.041.005141.028450.00000
1292017.06.23 00:00modify340.041.005141.004940.00000
1302017.06.23 00:00modify330.041.005141.004940.99115
1312017.06.23 00:00modify340.041.005141.002050.00000
1322017.06.23 00:00modify330.041.005141.002050.99115
1332017.06.26 00:00s/l330.041.002051.002050.991159.289943.07
1342017.06.26 00:00s/l340.041.002051.002050.000009.289952.36
1352017.06.27 00:00sell350.041.004260.000000.00000
1362017.06.27 00:00modify350.041.004261.028920.98946
1372017.06.27 00:00sell360.041.004260.000000.00000
1382017.06.27 00:00modify360.041.004261.028920.00000
1392017.06.28 00:00modify360.041.004261.002170.00000
1402017.06.28 00:00modify350.041.004261.002170.98946
1412017.06.29 00:00modify360.041.004260.999150.00000
1422017.06.29 00:00modify350.041.004260.999150.98946
1432017.06.30 00:00s/l350.040.999150.999150.9894615.589967.94
1442017.06.30 00:00s/l360.040.999150.999150.0000015.589983.53
1452017.07.03 00:00sell370.040.995760.000000.00000
1462017.07.03 00:00modify370.040.995761.020240.98107
1472017.07.03 00:00sell380.040.995760.000000.00000
1482017.07.03 00:00modify380.040.995761.020240.00000
1492017.07.05 00:00modify380.040.995760.995560.00000
1502017.07.05 00:00modify370.040.995760.995560.98107
1512017.07.05 00:00modify380.040.995760.990080.00000
1522017.07.05 00:00modify370.040.995760.990080.98107
1532017.07.06 00:00modify380.040.995760.988250.00000
1542017.07.06 00:00modify370.040.995760.988250.98107
1552017.07.07 00:00t/p370.040.981070.988250.9810745.3610028.88
1562017.07.07 00:00modify380.040.995760.986470.00000
1572017.07.10 00:00s/l380.040.986470.986470.0000028.4710057.35
1582017.07.12 00:00sell390.040.985750.000000.00000
1592017.07.12 00:00modify390.040.985751.009100.97174
1602017.07.12 00:00sell400.040.985750.000000.00000
1612017.07.12 00:00modify400.040.985751.009100.00000
1622017.07.13 00:00modify400.040.985750.985550.00000
1632017.07.13 00:00modify390.040.985750.985550.97174
1642017.07.13 00:00modify400.040.985750.981070.00000
1652017.07.13 00:00modify390.040.985750.981070.97174
1662017.07.14 00:00s/l390.040.981070.981070.9717414.3110071.67
1672017.07.14 00:00s/l400.040.981070.981070.0000014.3110085.98
1682017.08.01 00:00sell410.040.998360.000000.00000
1692017.08.01 00:00modify410.040.998361.026120.98170
1702017.08.01 00:00sell420.040.998360.000000.00000
1712017.08.01 00:00modify420.040.998361.026120.00000
1722017.08.07 00:00close420.041.001351.026120.00000-9.7210076.26
1732017.08.07 00:00close410.041.001351.026120.98170-9.7210066.53
1742017.08.10 00:00buy430.041.001350.000000.00000
1752017.08.10 00:00modify430.041.001350.977051.01593
1762017.08.10 00:00buy440.041.001350.000000.00000
1772017.08.10 00:00modify440.041.001350.977050.00000
1782017.08.11 00:00modify440.041.001351.002260.00000
1792017.08.11 00:00modify430.041.001351.002261.01593
1802017.08.14 00:00s/l430.041.002261.002261.015932.8810069.41
1812017.08.14 00:00s/l440.041.002261.002260.000002.8810072.29
1822017.08.17 00:00sell450.050.999470.000000.00000
1832017.08.17 00:00modify450.050.999471.021030.98653
1842017.08.17 00:00sell460.050.999470.000000.00000
1852017.08.17 00:00modify460.050.999471.021030.00000
1862017.08.21 00:00modify460.050.999470.998460.00000
1872017.08.21 00:00modify450.050.999470.998460.98653
1882017.08.22 00:00s/l450.050.998460.998460.986533.6810075.97
1892017.08.22 00:00s/l460.050.998460.998460.000003.6810079.65
1902017.08.29 00:00sell470.050.995920.000000.00000
1912017.08.29 00:00modify470.050.995921.014540.98475
1922017.08.29 00:00sell480.050.995920.000000.00000
1932017.08.29 00:00modify480.050.995921.014540.00000
1942017.09.01 00:00modify480.050.995920.995720.00000
1952017.09.01 00:00modify470.050.995920.995720.98475
1962017.09.01 00:00modify480.050.995920.993890.00000
1972017.09.01 00:00modify470.050.995920.993890.98475
1982017.09.04 00:00modify480.050.995920.991070.00000
1992017.09.04 00:00modify470.050.995920.991070.98475
2002017.09.05 00:00modify480.050.995920.989010.00000
2012017.09.05 00:00modify470.050.995920.989010.98475
2022017.09.06 00:00s/l470.050.989010.989010.9847526.2310105.88
2032017.09.06 00:00s/l480.050.989010.989010.0000026.2310132.11
2042017.09.11 00:00sell490.050.979390.000000.00000
2052017.09.11 00:00modify490.050.979391.001880.96590
2062017.09.11 00:00sell500.050.979390.000000.00000
2072017.09.11 00:00modify500.050.979391.001880.00000
2082017.09.12 00:00modify500.050.979390.979190.00000
2092017.09.12 00:00modify490.050.979390.979190.96590
2102017.09.12 00:00modify500.050.979390.975600.00000
2112017.09.12 00:00modify490.050.979390.975600.96590
2122017.09.13 00:00s/l490.050.975600.975600.9659014.5910146.70
2132017.09.13 00:00s/l500.050.975600.975600.0000014.5910161.29
2142017.09.18 00:00sell510.040.975250.000000.00000
2152017.09.18 00:00modify510.040.975250.997960.96162
2162017.09.18 00:00sell520.040.975250.000000.00000
2172017.09.18 00:00modify520.040.975250.997960.00000
2182017.09.21 00:00close520.040.989450.997960.00000-44.5710116.73
2192017.09.21 00:00close510.040.989450.997960.96162-44.5710072.16
2202017.10.03 00:00sell530.040.978860.000000.00000
2212017.10.03 00:00modify530.040.978861.004070.96373
2222017.10.03 00:00sell540.040.978860.000000.00000
2232017.10.03 00:00modify540.040.978861.004070.00000
2242017.10.04 00:00modify540.040.978860.978330.00000
2252017.10.04 00:00modify530.040.978860.978330.96373
2262017.10.05 00:00s/l530.040.978330.978330.963731.3810073.54
2272017.10.05 00:00s/l540.040.978330.978330.000001.3810074.93
2282017.10.05 00:00sell550.050.980760.000000.00000
2292017.10.05 00:00modify550.050.980761.002530.96770
2302017.10.05 00:00sell560.050.980760.000000.00000
2312017.10.05 00:00modify560.050.980761.002530.00000
2322017.10.06 00:00modify560.050.980760.979660.00000
2332017.10.06 00:00modify550.050.980760.979660.96770
2342017.10.09 00:00s/l550.050.979660.979660.967704.1210079.05
2352017.10.09 00:00s/l560.050.979660.979660.000004.1210083.17
2362017.10.13 00:00sell570.050.975120.000000.00000
2372017.10.13 00:00modify570.050.975120.995910.96265
2382017.10.13 00:00sell580.050.975120.000000.00000
2392017.10.13 00:00modify580.050.975120.995910.00000
2402017.10.16 00:00close580.050.983380.995910.00000-32.2510050.92
2412017.10.16 00:00close570.050.983380.995910.96265-32.2510018.66