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

СимволCADCHF (Canadian 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=26; TrendMAPer=100; RSILev=40; WPRLev=8; UseForce=true; 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=120; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=40; ExitProfitMinutesClass=12; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=8; EADXLevel=60; ExitProfitMinutesADX=8; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=12; EBBDev=1; ExitProfitMinutesBB=16; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=8; EDEMLevel=0.2; ExitProfitMinutesDEM=12; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=14; EWPRLevel=18; ExitProfitMinutesWPR=2; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=22; ESTODPer=18; ESTOSPer=16; ESTOLevel=20; ExitProfitMinutesSTO=10; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=8; ExitProfitMinutesRVI=14; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=10; 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=true;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (20)
Чистая прибыль949.97Общая прибыль1352.47Общий убыток-402.50
Прибыльность3.36Матожидание выигрыша21.59
Абсолютная просадка109.75Максимальная просадка288.24 (2.83%)Относительная просадка2.83% (288.24)
Всего сделок44Короткие позиции (% выигравших)16 (62.50%)Длинные позиции (% выигравших)28 (64.29%)
Прибыльные сделки (% от всех)28 (63.64%)Убыточные сделки (% от всех)16 (36.36%)
Самая большаяприбыльная сделка136.33убыточная сделка-104.73
Средняяприбыльная сделка48.30убыточная сделка-25.16
Максимальное количествонепрерывных выигрышей (прибыль)8 (431.37)непрерывных проигрышей (убыток)6 (-8.66)
Макс.непрерывная прибыль (число выигрышей)431.37 (8)непрерывный убыток (число проигрышей)-209.46 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.06 00:00buy10.060.763180.000000.00000
22017.01.06 00:00modify10.060.763180.745260.78468
32017.01.06 00:00buy20.060.763180.000000.00000
42017.01.06 00:00modify20.060.763180.745260.00000
52017.01.09 00:00modify20.060.763180.763380.00000
62017.01.09 00:00modify10.060.763180.763380.78468
72017.01.10 00:00modify20.060.763180.763670.00000
82017.01.10 00:00modify10.060.763180.763670.78468
92017.01.11 00:00modify20.060.763180.765110.00000
102017.01.11 00:00modify10.060.763180.765110.78468
112017.01.12 00:00modify20.060.763180.766260.00000
122017.01.12 00:00modify10.060.763180.766260.78468
132017.01.13 00:00s/l10.060.766260.766260.7846819.4110019.41
142017.01.13 00:00s/l20.060.766260.766260.0000019.4110038.81
152017.02.07 00:00buy30.060.757620.000000.00000
162017.02.07 00:00modify30.060.757620.739790.77902
172017.02.07 00:00buy40.060.757620.000000.00000
182017.02.07 00:00modify40.060.757620.739790.00000
192017.02.10 00:00modify40.060.757620.757820.00000
202017.02.10 00:00modify30.060.757620.757820.77902
212017.02.10 00:00modify40.060.757620.758810.00000
222017.02.10 00:00modify30.060.757620.758810.77902
232017.02.13 00:00modify40.060.757620.760010.00000
242017.02.13 00:00modify30.060.757620.760010.77902
252017.02.14 00:00modify40.060.757620.761300.00000
262017.02.14 00:00modify30.060.757620.761300.77902
272017.02.15 00:00modify40.060.757620.762220.00000
282017.02.15 00:00modify30.060.757620.762220.77902
292017.02.16 00:00modify40.060.757620.763530.00000
302017.02.16 00:00modify30.060.757620.763530.77902
312017.02.17 00:00s/l30.060.763530.763530.7790237.0710075.88
322017.02.17 00:00s/l40.060.763530.763530.0000037.0710112.94
332017.02.27 00:00buy50.070.768720.000000.00000
342017.02.27 00:00modify50.070.768720.753630.78683
352017.02.27 00:00buy60.070.768720.000000.00000
362017.02.27 00:00modify60.070.768720.753630.00000
372017.03.06 00:00s/l50.070.753630.753630.78683-104.7310008.21
382017.03.06 00:00s/l60.070.753630.753630.00000-104.739903.48
392017.03.07 00:00sell70.070.754430.000000.00000
402017.03.07 00:00modify70.070.754430.769300.73659
412017.03.07 00:00sell80.070.754430.000000.00000
422017.03.07 00:00modify80.070.754430.769300.00000
432017.03.10 00:00modify80.070.754430.754230.00000
442017.03.10 00:00modify70.070.754430.754230.73659
452017.03.13 00:00modify80.070.754430.753620.00000
462017.03.13 00:00modify70.070.754430.753620.73659
472017.03.14 00:00modify80.070.754430.752570.00000
482017.03.14 00:00modify70.070.754430.752570.73659
492017.03.15 00:00modify80.070.754430.752050.00000
502017.03.15 00:00modify70.070.754430.752050.73659
512017.03.16 00:00s/l70.070.752050.752050.7365912.569916.04
522017.03.16 00:00s/l80.070.752050.752050.0000012.569928.60
532017.03.16 00:00sell90.070.751890.000000.00000
542017.03.16 00:00modify90.070.751890.766050.73490
552017.03.16 00:00sell100.070.751890.000000.00000
562017.03.16 00:00modify100.070.751890.766050.00000
572017.03.17 00:00modify100.070.751890.751690.00000
582017.03.17 00:00modify90.070.751890.751690.73490
592017.03.17 00:00modify100.070.751890.750710.00000
602017.03.17 00:00modify90.070.751890.750710.73490
612017.03.20 00:00modify100.070.751890.750030.00000
622017.03.20 00:00modify90.070.751890.750030.73490
632017.03.21 00:00modify100.070.751890.749900.00000
642017.03.21 00:00modify90.070.751890.749900.73490
652017.03.22 00:00modify100.070.751890.748730.00000
662017.03.22 00:00modify90.070.751890.748730.73490
672017.03.23 00:00modify100.070.751890.748040.00000
682017.03.23 00:00modify90.070.751890.748040.73490
692017.03.24 00:00modify100.070.751890.747350.00000
702017.03.24 00:00modify90.070.751890.747350.73490
712017.03.27 00:00modify100.070.751890.745470.00000
722017.03.27 00:00modify90.070.751890.745470.73490
732017.03.28 00:00t/p90.070.734900.745470.73490115.3410043.95
742017.03.28 00:00modify100.070.751890.743670.00000
752017.03.29 00:00modify100.070.751890.743570.00000
762017.03.30 00:00s/l100.070.743570.743570.0000053.0810097.02
772017.03.30 00:00sell110.070.747110.000000.00000
782017.03.30 00:00modify110.070.747110.762210.72899
792017.03.30 00:00sell120.070.747110.000000.00000
802017.03.30 00:00modify120.070.747110.762210.00000
812017.04.14 00:00buy130.060.754600.000000.00000
822017.04.14 00:00modify130.060.754600.738440.77399
832017.04.14 00:00buy140.060.754600.000000.00000
842017.04.14 00:00modify140.060.754600.738440.00000
852017.04.14 00:00close140.060.754400.738440.00000-1.2010095.82
862017.04.14 00:00close130.060.754400.738440.77399-1.2010094.62
872017.04.19 00:00modify120.070.747110.746910.00000
882017.04.19 00:00modify110.070.747110.746910.72899
892017.04.24 00:00modify120.070.747110.746200.00000
902017.04.24 00:00modify110.070.747110.746200.72899
912017.04.25 00:00modify120.070.747110.744390.00000
922017.04.25 00:00modify110.070.747110.744390.72899
932017.04.26 00:00t/p110.070.728990.744390.72899117.6410212.26
942017.04.26 00:00modify120.070.747110.740960.00000
952017.04.27 00:00modify120.070.747110.737520.00000
962017.04.28 00:00modify120.070.747110.735550.00000
972017.05.01 00:00modify120.070.747110.733870.00000
982017.05.02 00:00modify120.070.747110.732320.00000
992017.05.03 00:00modify120.070.747110.729930.00000
1002017.05.04 00:00modify120.070.747110.728460.00000
1012017.05.05 00:00modify120.070.747110.725740.00000
1022017.05.08 00:00modify120.070.747110.725630.00000
1032017.05.09 00:00s/l120.070.725630.725630.00000136.3310348.59
1042017.05.09 00:00sell150.060.729110.000000.00000
1052017.05.09 00:00modify150.060.729110.747150.70746
1062017.05.09 00:00sell160.060.729110.000000.00000
1072017.05.09 00:00modify160.060.729110.747150.00000
1082017.05.17 00:00modify160.060.729110.728910.00000
1092017.05.17 00:00modify150.060.729110.728910.70746
1102017.05.19 00:00modify160.060.729110.728430.00000
1112017.05.19 00:00modify150.060.729110.728430.70746
1122017.05.22 00:00modify160.060.729110.726040.00000
1132017.05.22 00:00modify150.060.729110.726040.70746
1142017.05.23 00:00modify160.060.729110.724270.00000
1152017.05.23 00:00modify150.060.729110.724270.70746
1162017.05.24 00:00modify160.060.729110.723450.00000
1172017.05.24 00:00modify150.060.729110.723450.70746
1182017.05.25 00:00s/l150.060.723450.723450.7074628.2310376.82
1192017.05.25 00:00s/l160.060.723450.723450.0000028.2310405.06
1202017.05.25 00:00sell170.060.725250.000000.00000
1212017.05.25 00:00modify170.060.725250.743870.70291
1222017.05.25 00:00sell180.060.725250.000000.00000
1232017.05.25 00:00modify180.060.725250.743870.00000
1242017.05.26 00:00modify180.060.725250.725050.00000
1252017.05.26 00:00modify170.060.725250.725050.70291
1262017.05.26 00:00modify180.060.725250.722290.00000
1272017.05.26 00:00modify170.060.725250.722290.70291
1282017.05.29 00:00s/l170.060.722290.722290.7029117.1510422.20
1292017.05.29 00:00s/l180.060.722290.722290.0000017.1510439.35
1302017.05.29 00:00sell190.060.724750.000000.00000
1312017.05.29 00:00modify190.060.724750.743240.70256
1322017.05.29 00:00sell200.060.724750.000000.00000
1332017.05.29 00:00modify200.060.724750.743240.00000
1342017.05.31 00:00modify200.060.724750.724520.00000
1352017.05.31 00:00modify190.060.724750.724520.70256
1362017.06.01 00:00s/l190.060.724520.724520.70256-0.2210439.13
1372017.06.01 00:00s/l200.060.724520.724520.00000-0.2210438.90
1382017.06.06 00:00sell210.060.715670.000000.00000
1392017.06.06 00:00modify210.060.715670.733130.69472
1402017.06.06 00:00sell220.060.715670.000000.00000
1412017.06.06 00:00modify220.060.715670.733130.00000
1422017.06.09 00:00close220.060.715860.733130.00000-2.7410436.16
1432017.06.09 00:00close210.060.715860.733130.69472-2.7410433.41
1442017.06.15 00:00sell230.060.732790.000000.00000
1452017.06.15 00:00modify230.060.732790.750150.71196
1462017.06.15 00:00sell240.060.732790.000000.00000
1472017.06.15 00:00modify240.060.732790.750150.00000
1482017.06.22 00:00modify240.060.732790.732590.00000
1492017.06.22 00:00modify230.060.732790.732590.71196
1502017.06.23 00:00s/l230.060.732590.732590.71196-1.3610432.05
1512017.06.23 00:00s/l240.060.732590.732590.00000-1.3610430.70
1522017.07.07 00:00buy250.050.739990.000000.00000
1532017.07.07 00:00modify250.050.739990.720800.76302
1542017.07.07 00:00buy260.050.739990.000000.00000
1552017.07.07 00:00modify260.050.739990.720800.00000
1562017.07.10 00:00modify260.050.739990.740190.00000
1572017.07.10 00:00modify250.050.739990.740190.76302
1582017.07.10 00:00modify260.050.739990.741350.00000
1592017.07.10 00:00modify250.050.739990.741350.76302
1602017.07.11 00:00modify260.050.739990.743260.00000
1612017.07.11 00:00modify250.050.739990.743260.76302
1622017.07.12 00:00modify260.050.739990.743820.00000
1632017.07.12 00:00modify250.050.739990.743820.76302
1642017.07.13 00:00s/l250.050.743820.743820.7630219.8310450.52
1652017.07.13 00:00s/l260.050.743820.743820.0000019.8310470.35
1662017.07.18 00:00buy270.050.758090.000000.00000
1672017.07.18 00:00modify270.050.758090.737330.78300
1682017.07.18 00:00buy280.050.758090.000000.00000
1692017.07.18 00:00modify280.050.758090.737330.00000
1702017.07.21 00:00close280.050.755380.737330.00000-13.0310457.32
1712017.07.21 00:00close270.050.755380.737330.78300-13.0310444.29
1722017.07.24 00:00buy290.050.752990.000000.00000
1732017.07.24 00:00modify290.050.752990.732060.77811
1742017.07.24 00:00buy300.050.752990.000000.00000
1752017.07.24 00:00modify300.050.752990.732060.00000
1762017.07.26 00:00modify300.050.752990.753190.00000
1772017.07.26 00:00modify290.050.752990.753190.77811
1782017.07.26 00:00modify300.050.752990.756320.00000
1792017.07.26 00:00modify290.050.752990.756320.77811
1802017.07.27 00:00modify300.050.752990.757300.00000
1812017.07.27 00:00modify290.050.752990.757300.77811
1822017.07.28 00:00modify300.050.752990.759530.00000
1832017.07.28 00:00modify290.050.752990.759530.77811
1842017.07.31 00:00t/p290.050.778110.759530.77811126.5410570.83
1852017.07.31 00:00modify300.050.752990.763410.00000
1862017.08.01 00:00modify300.050.752990.765320.00000
1872017.08.02 00:00modify300.050.752990.766820.00000
1882017.08.03 00:00modify300.050.752990.769080.00000
1892017.08.04 00:00s/l300.050.769080.769080.0000081.9710652.80
1902017.08.04 00:00buy310.050.769260.000000.00000
1912017.08.04 00:00modify310.050.769260.747090.79586
1922017.08.04 00:00buy320.050.769260.000000.00000
1932017.08.04 00:00modify320.050.769260.747090.00000
1942017.08.10 00:00close320.050.758460.747090.00000-53.4310599.37
1952017.08.10 00:00close310.050.758460.747090.79586-53.4310545.94
1962017.08.11 00:00buy330.050.755070.000000.00000
1972017.08.11 00:00modify330.050.755070.733980.78038
1982017.08.11 00:00buy340.050.755070.000000.00000
1992017.08.11 00:00modify340.050.755070.733980.00000
2002017.08.15 00:00modify340.050.755070.755270.00000
2012017.08.15 00:00modify330.050.755070.755270.78038
2022017.08.15 00:00modify340.050.755070.761870.00000
2032017.08.15 00:00modify330.050.755070.761870.78038
2042017.08.16 00:00s/l330.050.761870.761870.7803834.3710580.31
2052017.08.16 00:00s/l340.050.761870.761870.0000034.3710614.69
2062017.08.18 00:00buy350.050.759170.000000.00000
2072017.08.18 00:00modify350.050.759170.737960.78462
2082017.08.18 00:00buy360.050.759170.000000.00000
2092017.08.18 00:00modify360.050.759170.737960.00000
2102017.08.21 00:00modify360.050.759170.759370.00000
2112017.08.21 00:00modify350.050.759170.759370.78462
2122017.08.21 00:00modify360.050.759170.761010.00000
2132017.08.21 00:00modify350.050.759170.761010.78462
2142017.08.22 00:00modify360.050.759170.762190.00000
2152017.08.22 00:00modify350.050.759170.762190.78462
2162017.08.23 00:00modify360.050.759170.764180.00000
2172017.08.23 00:00modify350.050.759170.764180.78462
2182017.08.24 00:00modify360.050.759170.764660.00000
2192017.08.24 00:00modify350.050.759170.764660.78462
2202017.08.25 00:00modify360.050.759170.766070.00000
2212017.08.25 00:00modify350.050.759170.766070.78462
2222017.08.28 00:00s/l350.050.766070.766070.7846235.4110650.10
2232017.08.28 00:00s/l360.050.766070.766070.0000035.4110685.51
2242017.08.28 00:00buy370.050.764160.000000.00000
2252017.08.28 00:00modify370.050.764160.743250.78925
2262017.08.28 00:00buy380.050.764160.000000.00000
2272017.08.28 00:00modify380.050.764160.743250.00000
2282017.09.01 00:00modify380.050.764160.765340.00000
2292017.09.01 00:00modify370.050.764160.765340.78925
2302017.09.04 00:00modify380.050.764160.767000.00000
2312017.09.04 00:00modify370.050.764160.767000.78925
2322017.09.06 00:00modify380.050.764160.767760.00000
2332017.09.06 00:00modify370.050.764160.767760.78925
2342017.09.07 00:00modify380.050.764160.771370.00000
2352017.09.07 00:00modify370.050.764160.771370.78925
2362017.09.08 00:00modify380.050.764160.774240.00000
2372017.09.08 00:00modify370.050.764160.774240.78925
2382017.09.11 00:00modify380.050.764160.775130.00000
2392017.09.11 00:00modify370.050.764160.775130.78925
2402017.09.12 00:00t/p370.050.789250.775130.78925127.2510812.76
2412017.09.12 00:00modify380.050.764160.779170.00000
2422017.09.13 00:00modify380.050.764160.780190.00000
2432017.09.14 00:00modify380.050.764160.783300.00000
2442017.09.15 00:00modify380.050.764160.785690.00000
2452017.09.19 00:00s/l380.050.785690.785690.00000110.1910922.95
2462017.09.19 00:00buy390.050.780540.000000.00000
2472017.09.19 00:00modify390.050.780540.757070.80870
2482017.09.19 00:00buy400.050.780540.000000.00000
2492017.09.19 00:00modify400.050.780540.757070.00000
2502017.09.21 00:00modify400.050.780540.780740.00000
2512017.09.21 00:00modify390.050.780540.780740.80870
2522017.09.21 00:00modify400.050.780540.785860.00000
2532017.09.21 00:00modify390.050.780540.785860.80870
2542017.09.22 00:00s/l390.050.785860.785860.8087027.1810950.13
2552017.09.22 00:00s/l400.050.785860.785860.0000027.1810977.31
2562017.09.25 00:00buy410.050.786650.000000.00000
2572017.09.25 00:00modify410.050.786650.763730.81415
2582017.09.25 00:00buy420.050.786650.000000.00000
2592017.09.25 00:00modify420.050.786650.763730.00000
2602017.10.13 00:00close420.050.781320.763730.00000-24.5310952.78
2612017.10.13 00:00close410.050.781320.763730.81415-24.5310928.25
2622017.10.17 00:00buy430.060.779340.000000.00000
2632017.10.17 00:00modify430.060.779340.762420.79964
2642017.10.17 00:00buy440.060.779340.000000.00000
2652017.10.17 00:00modify440.060.779340.762420.00000
2662017.10.19 00:00modify440.060.779340.779540.00000
2672017.10.19 00:00modify430.060.779340.779540.79964
2682017.10.19 00:00modify440.060.779340.781040.00000
2692017.10.19 00:00modify430.060.779340.781040.79964
2702017.10.20 00:00s/l430.060.781040.781040.7996410.8610939.11
2712017.10.20 00:00s/l440.060.781040.781040.0000010.8610949.97