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

СимволGBPNZD (Great Britain Pound vs New Zealand 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=10; TrendMAPer=100; RSILev=10; WPRLev=14; UseForce=true; UseMom=false; UseRSI=true; UseWPR=true; UseDem=false; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=2; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=10; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=6; EADXLevel=60; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=16; EBBDev=1; ExitProfitMinutesBB=8; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=14; EDEMLevel=0.4; ExitProfitMinutesDEM=16; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=18; ExitProfitMinutesWPR=12; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=6; ESTODPer=4; ESTOSPer=14; ESTOLevel=60; ExitProfitMinutesSTO=10; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=16; ExitProfitMinutesRVI=4; 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 (42)
Чистая прибыль376.32Общая прибыль875.43Общий убыток-499.11
Прибыльность1.75Матожидание выигрыша7.53
Абсолютная просадка85.67Максимальная просадка438.25 (4.18%)Относительная просадка4.18% (438.25)
Всего сделок50Короткие позиции (% выигравших)18 (55.56%)Длинные позиции (% выигравших)32 (87.50%)
Прибыльные сделки (% от всех)38 (76.00%)Убыточные сделки (% от всех)12 (24.00%)
Самая большаяприбыльная сделка111.10убыточная сделка-79.84
Средняяприбыльная сделка23.04убыточная сделка-41.59
Максимальное количествонепрерывных выигрышей (прибыль)20 (335.35)непрерывных проигрышей (убыток)4 (-275.98)
Макс.непрерывная прибыль (число выигрышей)335.35 (20)непрерывный убыток (число проигрышей)-275.98 (4)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.18 00:00sell10.031.719110.000000.00000
22017.01.18 00:00modify10.031.719111.756901.67376
32017.01.18 00:00sell20.031.719110.000000.00000
42017.01.18 00:00modify20.031.719111.756900.00000
52017.02.01 00:00close20.031.719991.756900.000000.8510000.85
62017.02.01 00:00close10.031.719991.756901.673760.8510001.71
72017.02.08 00:00sell30.021.712940.000000.00000
82017.02.08 00:00modify30.021.712941.754181.66345
92017.02.08 00:00sell40.021.712940.000000.00000
102017.02.08 00:00modify40.021.712941.754180.00000
112017.02.20 00:00close40.021.723991.754180.00000-13.639988.08
122017.02.20 00:00close30.021.723991.754181.66345-13.639974.45
132017.02.24 00:00sell50.031.736060.000000.00000
142017.02.24 00:00modify50.031.736061.772351.69251
152017.02.24 00:00sell60.031.736060.000000.00000
162017.02.24 00:00modify60.031.736061.772350.00000
172017.02.27 00:00modify60.031.736061.733870.00000
182017.02.27 00:00modify50.031.736061.733871.69251
192017.02.28 00:00modify60.031.736061.731690.00000
202017.02.28 00:00modify50.031.736061.731691.69251
212017.03.01 00:00s/l50.031.731691.731691.692519.569984.02
222017.03.01 00:00s/l60.031.731691.731690.000009.569993.58
232017.03.13 00:00buy70.031.755090.000000.00000
242017.03.13 00:00modify70.031.755091.725331.79080
252017.03.13 00:00buy80.031.755090.000000.00000
262017.03.13 00:00modify80.031.755091.725330.00000
272017.03.14 00:00modify80.031.755091.761660.00000
282017.03.14 00:00modify70.031.755091.761661.79080
292017.03.15 00:00s/l70.031.761661.761661.7908012.9610006.53
302017.03.15 00:00s/l80.031.761661.761660.0000012.9610019.49
312017.03.15 00:00buy90.031.756040.000000.00000
322017.03.15 00:00modify90.031.756041.726681.79127
332017.03.15 00:00buy100.031.756040.000000.00000
342017.03.15 00:00modify100.031.756041.726680.00000
352017.03.17 00:00modify100.031.756041.756240.00000
362017.03.17 00:00modify90.031.756041.756241.79127
372017.03.17 00:00modify100.031.756041.762320.00000
382017.03.17 00:00modify90.031.756041.762321.79127
392017.03.20 00:00s/l90.031.762321.762321.7912711.5410031.03
402017.03.20 00:00s/l100.031.762321.762320.0000011.5410042.58
412017.03.27 00:00buy110.031.776840.000000.00000
422017.03.27 00:00modify110.031.776841.744531.81561
432017.03.27 00:00buy120.031.776840.000000.00000
442017.03.27 00:00modify120.031.776841.744530.00000
452017.03.28 00:00modify120.031.776841.778190.00000
462017.03.28 00:00modify110.031.776841.778191.81561
472017.03.29 00:00s/l110.031.778191.778191.815612.2310044.80
482017.03.29 00:00s/l120.031.778191.778190.000002.2310047.03
492017.03.29 00:00buy130.031.775600.000000.00000
502017.03.29 00:00modify130.031.775601.742551.81526
512017.03.29 00:00buy140.031.775600.000000.00000
522017.03.29 00:00modify140.031.775601.742550.00000
532017.03.31 00:00modify140.031.775601.777600.00000
542017.03.31 00:00modify130.031.775601.777601.81526
552017.04.03 00:00modify140.031.775601.783200.00000
562017.04.03 00:00modify130.031.775601.783201.81526
572017.04.04 00:00s/l130.031.783201.783201.8152613.9710061.00
582017.04.04 00:00s/l140.031.783201.783200.0000013.9710074.96
592017.04.04 00:00buy150.031.779510.000000.00000
602017.04.04 00:00modify150.031.779511.748011.81731
612017.04.04 00:00buy160.031.779510.000000.00000
622017.04.04 00:00modify160.031.779511.748010.00000
632017.04.05 00:00modify160.031.779511.782550.00000
642017.04.05 00:00modify150.031.779511.782551.81731
652017.04.06 00:00s/l150.031.782551.782551.817315.1510080.11
662017.04.06 00:00s/l160.031.782551.782550.000005.1510085.26
672017.04.07 00:00buy170.031.788590.000000.00000
682017.04.07 00:00modify170.031.788591.757101.82638
692017.04.07 00:00buy180.031.788590.000000.00000
702017.04.07 00:00modify180.031.788591.757100.00000
712017.04.12 00:00modify180.031.788591.789500.00000
722017.04.12 00:00modify170.031.788591.789501.82638
732017.04.13 00:00modify180.031.788591.793660.00000
742017.04.13 00:00modify170.031.788591.793661.82638
752017.04.14 00:00s/l170.031.793661.793661.826388.4910093.75
762017.04.14 00:00s/l180.031.793661.793660.000008.4910102.23
772017.04.14 00:00buy190.031.788340.000000.00000
782017.04.14 00:00modify190.031.788341.759131.82339
792017.04.14 00:00buy200.031.788340.000000.00000
802017.04.14 00:00modify200.031.788341.759130.00000
812017.04.18 00:00modify200.031.788341.790640.00000
822017.04.18 00:00modify190.031.788341.790641.82339
832017.04.19 00:00s/l190.031.790641.790641.823393.9010106.14
842017.04.19 00:00s/l200.031.790641.790640.000003.9010110.04
852017.04.24 00:00buy210.031.819920.000000.00000
862017.04.24 00:00modify210.031.819921.788701.85738
872017.04.24 00:00buy220.031.819920.000000.00000
882017.04.24 00:00modify220.031.819921.788700.00000
892017.04.26 00:00modify220.031.819921.820120.00000
902017.04.26 00:00modify210.031.819921.820121.85738
912017.04.26 00:00modify220.031.819921.834890.00000
922017.04.26 00:00modify210.031.819921.834891.85738
932017.04.27 00:00t/p210.031.857381.834891.8573875.6510185.69
942017.04.27 00:00modify220.031.819921.848670.00000
952017.04.28 00:00modify220.031.819921.861340.00000
962017.05.01 00:00modify220.031.819921.872690.00000
972017.05.02 00:00s/l220.031.872691.872690.00000106.3110292.00
982017.05.02 00:00buy230.031.864960.000000.00000
992017.05.02 00:00modify230.031.864961.831031.90568
1002017.05.02 00:00buy240.031.864960.000000.00000
1012017.05.02 00:00modify240.031.864961.831030.00000
1022017.05.04 00:00modify240.031.864961.869960.00000
1032017.05.04 00:00modify230.031.864961.869961.90568
1042017.05.05 00:00s/l230.031.869961.869961.905688.9010300.91
1052017.05.05 00:00s/l240.031.869961.869960.000008.9010309.81
1062017.05.08 00:00buy250.031.879160.000000.00000
1072017.05.08 00:00modify250.031.879161.844061.92128
1082017.05.08 00:00buy260.031.879160.000000.00000
1092017.05.08 00:00modify260.031.879161.844060.00000
1102017.05.22 00:00close260.031.877121.844060.00000-8.0510301.75
1112017.05.22 00:00close250.031.877121.844061.92128-8.0510293.70
1122017.06.08 00:00sell270.031.800550.000000.00000
1132017.06.08 00:00modify270.031.800551.837171.75661
1142017.06.08 00:00sell280.031.800550.000000.00000
1152017.06.08 00:00modify280.031.800551.837170.00000
1162017.06.09 00:00modify280.031.800551.800350.00000
1172017.06.09 00:00modify270.031.800551.800351.75661
1182017.06.09 00:00modify280.031.800551.790330.00000
1192017.06.09 00:00modify270.031.800551.790331.75661
1202017.06.12 00:00t/p270.031.756611.790331.7566190.7510384.45
1212017.06.12 00:00modify280.031.800551.780990.00000
1222017.06.13 00:00modify280.031.800551.771170.00000
1232017.06.14 00:00modify280.031.800551.769000.00000
1242017.06.15 00:00s/l280.031.769001.769000.0000066.2210450.68
1252017.06.16 00:00sell290.031.769450.000000.00000
1262017.06.16 00:00modify290.031.769451.809961.72084
1272017.06.16 00:00sell300.031.769450.000000.00000
1282017.06.16 00:00modify300.031.769451.809960.00000
1292017.06.19 00:00modify300.031.769451.761720.00000
1302017.06.19 00:00modify290.031.769451.761721.72084
1312017.06.20 00:00s/l290.031.761721.761721.7208416.2810466.96
1322017.06.20 00:00s/l300.031.761721.761720.0000016.2810483.24
1332017.06.22 00:00sell310.031.742670.000000.00000
1342017.06.22 00:00modify310.031.742671.782231.69520
1352017.06.22 00:00sell320.031.742670.000000.00000
1362017.06.22 00:00modify320.031.742671.782230.00000
1372017.06.30 00:00s/l310.031.782231.782231.69520-79.8410403.40
1382017.06.30 00:00s/l320.031.782231.782230.00000-79.8410323.56
1392017.07.25 00:00sell330.031.750720.000000.00000
1402017.07.25 00:00modify330.031.750721.785631.70883
1412017.07.25 00:00sell340.031.750720.000000.00000
1422017.07.25 00:00modify340.031.750721.785630.00000
1432017.07.27 00:00modify340.031.750721.747960.00000
1442017.07.27 00:00modify330.031.750721.747961.70883
1452017.07.28 00:00s/l330.031.747961.747961.708836.6310330.19
1462017.07.28 00:00s/l340.031.747961.747960.000006.6310336.83
1472017.07.31 00:00sell350.031.747490.000000.00000
1482017.07.31 00:00modify350.031.747491.778061.71081
1492017.07.31 00:00sell360.031.747490.000000.00000
1502017.07.31 00:00modify360.031.747491.778060.00000
1512017.08.03 00:00s/l350.031.778061.778061.71081-61.9210274.91
1522017.08.03 00:00s/l360.031.778061.778060.00000-61.9210212.99
1532017.08.23 00:00sell370.041.761150.000000.00000
1542017.08.23 00:00modify370.041.761151.789541.72708
1552017.08.23 00:00sell380.041.761150.000000.00000
1562017.08.23 00:00modify380.041.761151.789540.00000
1572017.08.30 00:00s/l370.041.789541.789541.72708-76.0710136.92
1582017.08.30 00:00s/l380.041.789541.789540.00000-76.0710060.84
1592017.09.06 00:00buy390.041.800990.000000.00000
1602017.09.06 00:00modify390.041.800991.774151.83320
1612017.09.06 00:00buy400.041.800990.000000.00000
1622017.09.06 00:00modify400.041.800991.774150.00000
1632017.09.07 00:00modify400.041.800991.806610.00000
1642017.09.07 00:00modify390.041.800991.806611.83320
1652017.09.08 00:00modify400.041.800991.808060.00000
1662017.09.08 00:00modify390.041.800991.808061.83320
1672017.09.11 00:00s/l390.041.808061.808061.8332017.5510078.39
1682017.09.11 00:00s/l400.041.808061.808060.0000017.5510095.95
1692017.09.20 00:00buy410.031.844350.000000.00000
1702017.09.20 00:00modify410.031.844351.809001.88677
1712017.09.20 00:00buy420.031.844350.000000.00000
1722017.09.20 00:00modify420.031.844351.809000.00000
1732017.09.22 00:00modify420.031.844351.850860.00000
1742017.09.22 00:00modify410.031.844351.850861.88677
1752017.09.25 00:00s/l410.031.850861.850861.8867712.0110107.96
1762017.09.25 00:00s/l420.031.850861.850860.0000012.0110119.97
1772017.09.25 00:00buy430.031.846910.000000.00000
1782017.09.25 00:00modify430.031.846911.807611.89407
1792017.09.25 00:00buy440.031.846910.000000.00000
1802017.09.25 00:00modify440.031.846911.807610.00000
1812017.09.26 00:00modify440.031.846911.847300.00000
1822017.09.26 00:00modify430.031.846911.847301.89407
1832017.09.27 00:00modify440.031.846911.856620.00000
1842017.09.27 00:00modify430.031.846911.856621.89407
1852017.09.28 00:00s/l430.031.856621.856621.8940718.5910138.56
1862017.09.28 00:00s/l440.031.856621.856620.0000018.5910157.15
1872017.09.28 00:00buy450.021.859020.000000.00000
1882017.09.28 00:00modify450.021.859021.817261.90913
1892017.09.28 00:00buy460.021.859020.000000.00000
1902017.09.28 00:00modify460.021.859021.817260.00000
1912017.10.09 00:00close460.021.852901.817260.00000-10.0410147.10
1922017.10.09 00:00close450.021.852901.817261.90913-10.0410137.06
1932017.10.13 00:00buy470.031.859340.000000.00000
1942017.10.13 00:00modify470.031.859341.822741.90326
1952017.10.13 00:00buy480.031.859340.000000.00000
1962017.10.13 00:00modify480.031.859341.822740.00000
1972017.10.23 00:00modify480.031.859341.859540.00000
1982017.10.23 00:00modify470.031.859341.859541.90326
1992017.10.23 00:00modify480.031.859341.874910.00000
2002017.10.23 00:00modify470.031.859341.874911.90326
2012017.10.24 00:00modify480.031.859341.882680.00000
2022017.10.24 00:00modify470.031.859341.882681.90326
2032017.10.25 00:00t/p470.031.903261.882681.9032687.5610224.62
2042017.10.25 00:00modify480.031.859341.892440.00000
2052017.10.26 00:00modify480.031.859341.909240.00000
2062017.10.27 00:00modify480.031.859341.915380.00000
2072017.10.30 00:00s/l480.031.915381.915380.00000111.1010335.72
2082017.10.30 00:00buy490.031.911860.000000.00000
2092017.10.30 00:00modify490.031.911861.876341.95448
2102017.10.30 00:00buy500.031.911860.000000.00000
2112017.10.30 00:00modify500.031.911861.876340.00000
2122017.10.30 23:59close at stop500.031.921731.876340.0000020.3010356.02
2132017.10.30 23:59close at stop490.031.921731.876341.9544820.3010376.32