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

СимволNZDCAD (New Zealand 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=24; TrendMAPer=60; RSILev=40; WPRLev=10; UseForce=true; UseMom=false; UseRSI=false; 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=3; TPProc=120; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=50; ExitProfitMinutesClass=10; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=20; EADXLevel=10; ExitProfitMinutesADX=18; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=8; EBBDev=3; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=14; EDEMLevel=0.3; ExitProfitMinutesDEM=20; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=16; EWPRLevel=14; ExitProfitMinutesWPR=14; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=48; ESTODPer=26; ESTOSPer=8; ESTOLevel=30; ExitProfitMinutesSTO=20; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=10; ExitProfitMinutesRVI=20; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=2; 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 (25)
Чистая прибыль97.21Общая прибыль522.70Общий убыток-425.49
Прибыльность1.23Матожидание выигрыша1.74
Абсолютная просадка266.76Максимальная просадка315.14 (3.14%)Относительная просадка3.14% (315.14)
Всего сделок56Короткие позиции (% выигравших)44 (90.91%)Длинные позиции (% выигравших)12 (66.67%)
Прибыльные сделки (% от всех)48 (85.71%)Убыточные сделки (% от всех)8 (14.29%)
Самая большаяприбыльная сделка56.74убыточная сделка-71.59
Средняяприбыльная сделка10.89убыточная сделка-53.19
Максимальное количествонепрерывных выигрышей (прибыль)30 (316.55)непрерывных проигрышей (убыток)2 (-143.18)
Макс.непрерывная прибыль (число выигрышей)316.55 (30)непрерывный убыток (число проигрышей)-143.18 (2)
Среднийнепрерывный выигрыш12непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.06 00:00sell10.050.928610.000000.00000
22017.01.06 00:00modify10.050.928610.950770.90202
32017.01.06 00:00sell20.050.928610.000000.00000
42017.01.06 00:00modify20.050.928610.950770.00000
52017.01.09 00:00modify20.050.928610.928410.00000
62017.01.09 00:00modify10.050.928610.928410.90202
72017.01.09 00:00modify20.050.928610.925000.00000
82017.01.09 00:00modify10.050.928610.925000.90202
92017.01.10 00:00s/l10.050.925000.925000.9020213.6910013.69
102017.01.10 00:00s/l20.050.925000.925000.0000013.6910027.38
112017.01.10 00:00sell30.050.926920.000000.00000
122017.01.10 00:00modify30.050.926920.948930.90051
132017.01.10 00:00sell40.050.926920.000000.00000
142017.01.10 00:00modify40.050.926920.948930.00000
152017.01.11 00:00modify40.050.926920.925340.00000
162017.01.11 00:00modify30.050.926920.925340.90051
172017.01.12 00:00s/l30.050.925340.925340.900515.4310032.81
182017.01.12 00:00s/l40.050.925340.925340.000005.4310038.25
192017.01.12 00:00sell50.040.929280.000000.00000
202017.01.12 00:00modify50.040.929280.951890.90215
212017.01.12 00:00sell60.040.929280.000000.00000
222017.01.12 00:00modify60.040.929280.951890.00000
232017.01.20 00:00s/l50.040.951890.951890.90215-71.599966.66
242017.01.20 00:00s/l60.040.951890.951890.00000-71.599895.07
252017.01.25 00:00buy70.040.953610.000000.00000
262017.01.25 00:00modify70.040.953610.927710.98469
272017.01.25 00:00buy80.040.953610.000000.00000
282017.01.25 00:00modify80.040.953610.927710.00000
292017.02.07 00:00modify80.040.953610.954000.00000
302017.02.07 00:00modify70.040.953610.954000.98469
312017.02.08 00:00modify80.040.953610.957740.00000
322017.02.08 00:00modify70.040.953610.957740.98469
332017.02.09 00:00s/l70.040.957740.957740.9846913.919908.99
342017.02.09 00:00s/l80.040.957740.957740.0000013.919922.90
352017.02.09 00:00buy90.040.954800.000000.00000
362017.02.09 00:00modify90.040.954800.929230.98548
372017.02.09 00:00buy100.040.954800.000000.00000
382017.02.09 00:00modify100.040.954800.929230.00000
392017.03.09 00:00close100.040.932150.929230.00000-68.859854.05
402017.03.09 00:00close90.040.932150.929230.98548-68.859785.20
412017.03.15 00:00sell110.050.932900.000000.00000
422017.03.15 00:00modify110.050.932900.952740.90909
432017.03.15 00:00sell120.050.932900.000000.00000
442017.03.15 00:00modify120.050.932900.952740.00000
452017.03.16 00:00modify120.050.932900.932460.00000
462017.03.16 00:00modify110.050.932900.932460.90909
472017.03.17 00:00s/l110.050.932460.932460.909090.999786.20
482017.03.17 00:00s/l120.050.932460.932460.000000.999787.19
492017.03.20 00:00sell130.050.935400.000000.00000
502017.03.20 00:00modify130.050.935400.956010.91067
512017.03.20 00:00sell140.050.935400.000000.00000
522017.03.20 00:00modify140.050.935400.956010.00000
532017.04.03 00:00modify140.050.935400.934570.00000
542017.04.03 00:00modify130.050.935400.934570.91067
552017.04.04 00:00s/l130.050.934570.934570.910670.559787.74
562017.04.04 00:00s/l140.050.934570.934570.000000.559788.29
572017.04.04 00:00sell150.050.938030.000000.00000
582017.04.04 00:00modify150.050.938030.956740.91558
592017.04.04 00:00sell160.050.938030.000000.00000
602017.04.04 00:00modify160.050.938030.956740.00000
612017.04.05 00:00modify160.050.938030.937830.00000
622017.04.05 00:00modify150.050.938030.937830.91558
632017.04.05 00:00modify160.050.938030.935060.00000
642017.04.05 00:00modify150.050.938030.935060.91558
652017.04.06 00:00s/l150.050.935060.935060.9155810.859799.14
662017.04.06 00:00s/l160.050.935060.935060.0000010.859809.99
672017.04.25 00:00buy170.050.946310.000000.00000
682017.04.25 00:00modify170.050.946310.926760.96977
692017.04.25 00:00buy180.050.946310.000000.00000
702017.04.25 00:00modify180.050.946310.926760.00000
712017.05.03 00:00modify180.050.946310.946510.00000
722017.05.03 00:00modify170.050.946310.946510.96977
732017.05.04 00:00s/l170.050.946510.946510.969771.639811.62
742017.05.04 00:00s/l180.050.946510.946510.000001.639813.24
752017.05.04 00:00buy190.040.943630.000000.00000
762017.05.04 00:00modify190.040.943630.920310.97161
772017.05.04 00:00buy200.040.943630.000000.00000
782017.05.04 00:00modify200.040.943630.920310.00000
792017.05.09 00:00modify200.040.943630.944670.00000
802017.05.09 00:00modify190.040.943630.944670.97161
812017.05.10 00:00s/l190.040.944670.944670.971613.499816.73
822017.05.10 00:00s/l200.040.944670.944670.000003.499820.21
832017.06.02 00:00buy210.040.953410.000000.00000
842017.06.02 00:00modify210.040.953410.930310.98113
852017.06.02 00:00buy220.040.953410.000000.00000
862017.06.02 00:00modify220.040.953410.930310.00000
872017.06.05 00:00modify220.040.953410.953610.00000
882017.06.05 00:00modify210.040.953410.953610.98113
892017.06.05 00:00modify220.040.953410.957760.00000
902017.06.05 00:00modify210.040.953410.957760.98113
912017.06.06 00:00modify220.040.953410.959130.00000
922017.06.06 00:00modify210.040.953410.959130.98113
932017.06.07 00:00modify220.040.953410.962660.00000
942017.06.07 00:00modify210.040.953410.962660.98113
952017.06.08 00:00modify220.040.953410.966890.00000
962017.06.08 00:00modify210.040.953410.966890.98113
972017.06.09 00:00modify220.040.953410.970110.00000
982017.06.09 00:00modify210.040.953410.970110.98113
992017.06.12 00:00s/l210.040.970110.970110.9811352.539872.74
1002017.06.12 00:00s/l220.040.970110.970110.0000052.539925.28
1012017.06.12 00:00buy230.040.969400.000000.00000
1022017.06.12 00:00modify230.040.969400.946130.99732
1032017.06.12 00:00buy240.040.969400.000000.00000
1042017.06.12 00:00modify240.040.969400.946130.00000
1052017.07.04 00:00s/l230.040.946130.946130.99732-71.169854.12
1062017.07.04 00:00s/l240.040.946130.946130.00000-71.169782.96
1072017.07.14 00:00sell250.040.930340.000000.00000
1082017.07.14 00:00modify250.040.930340.957740.89746
1092017.07.14 00:00sell260.040.930340.000000.00000
1102017.07.14 00:00modify260.040.930340.957740.00000
1112017.07.17 00:00modify260.040.930340.929510.00000
1122017.07.17 00:00modify250.040.930340.929510.89746
1132017.07.18 00:00s/l250.040.929510.929510.897462.299785.25
1142017.07.18 00:00s/l260.040.929510.929510.000002.299787.55
1152017.07.18 00:00sell270.040.928590.000000.00000
1162017.07.18 00:00modify270.040.928590.955630.89614
1172017.07.18 00:00sell280.040.928590.000000.00000
1182017.07.18 00:00modify280.040.928590.955630.00000
1192017.07.20 00:00modify280.040.928590.928000.00000
1202017.07.20 00:00modify270.040.928590.928000.89614
1212017.07.21 00:00s/l270.040.928000.928000.896141.129788.67
1222017.07.21 00:00s/l280.040.928000.928000.000001.129789.79
1232017.07.21 00:00sell290.040.931060.000000.00000
1242017.07.21 00:00modify290.040.931060.958560.89806
1252017.07.21 00:00sell300.040.931060.000000.00000
1262017.07.21 00:00modify300.040.931060.958560.00000
1272017.07.26 00:00modify300.040.931060.929520.00000
1282017.07.26 00:00modify290.040.931060.929520.89806
1292017.07.27 00:00s/l290.040.929520.929520.898063.939793.72
1302017.07.27 00:00s/l300.040.929520.929520.000003.939797.65
1312017.07.27 00:00sell310.040.935310.000000.00000
1322017.07.27 00:00modify310.040.935310.961290.90413
1332017.07.27 00:00sell320.040.935310.000000.00000
1342017.07.27 00:00modify320.040.935310.961290.00000
1352017.07.31 00:00modify320.040.935310.934310.00000
1362017.07.31 00:00modify310.040.935310.934310.90413
1372017.08.01 00:00s/l310.040.934310.934310.904132.699800.34
1382017.08.01 00:00s/l320.040.934310.934310.000002.699803.03
1392017.08.01 00:00sell330.040.936990.000000.00000
1402017.08.01 00:00modify330.040.936990.963290.90543
1412017.08.01 00:00sell340.040.936990.000000.00000
1422017.08.01 00:00modify340.040.936990.963290.00000
1432017.08.02 00:00modify340.040.936990.936450.00000
1442017.08.02 00:00modify330.040.936990.936450.90543
1452017.08.03 00:00s/l330.040.936450.936450.905431.119804.13
1462017.08.03 00:00s/l340.040.936450.936450.000001.119805.24
1472017.08.04 00:00sell350.040.934960.000000.00000
1482017.08.04 00:00modify350.040.934960.961390.90324
1492017.08.04 00:00sell360.040.934960.000000.00000
1502017.08.04 00:00modify360.040.934960.961390.00000
1512017.08.08 00:00modify360.040.934960.934470.00000
1522017.08.08 00:00modify350.040.934960.934470.90324
1532017.08.09 00:00s/l350.040.934470.934470.903241.099806.33
1542017.08.09 00:00s/l360.040.934470.934470.000001.099807.42
1552017.08.10 00:00sell370.040.930610.000000.00000
1562017.08.10 00:00modify370.040.930610.953890.90267
1572017.08.10 00:00sell380.040.930610.000000.00000
1582017.08.10 00:00modify380.040.930610.953890.00000
1592017.08.11 00:00modify380.040.930610.928870.00000
1602017.08.11 00:00modify370.040.930610.928870.90267
1612017.08.14 00:00s/l370.040.928870.928870.902675.139812.55
1622017.08.14 00:00s/l380.040.928870.928870.000005.139817.68
1632017.08.18 00:00sell390.050.921830.000000.00000
1642017.08.18 00:00modify390.050.921830.942470.89706
1652017.08.18 00:00sell400.050.921830.000000.00000
1662017.08.18 00:00modify400.050.921830.942470.00000
1672017.08.21 00:00modify400.050.921830.921530.00000
1682017.08.21 00:00modify390.050.921830.921530.89706
1692017.08.22 00:00s/l390.050.921530.921530.897060.819818.50
1702017.08.22 00:00s/l400.050.921530.921530.000000.819819.31
1712017.08.29 00:00sell410.050.907370.000000.00000
1722017.08.29 00:00modify410.050.907370.927980.88264
1732017.08.29 00:00sell420.050.907370.000000.00000
1742017.08.29 00:00modify420.050.907370.927980.00000
1752017.09.01 00:00modify420.050.907370.907170.00000
1762017.09.01 00:00modify410.050.907370.907170.88264
1772017.09.01 00:00modify420.050.907370.901380.00000
1782017.09.01 00:00modify410.050.907370.901380.88264
1792017.09.04 00:00modify420.050.907370.894890.00000
1802017.09.04 00:00modify410.050.907370.894890.88264
1812017.09.05 00:00modify420.050.907370.892430.00000
1822017.09.05 00:00modify410.050.907370.892430.88264
1832017.09.06 00:00s/l410.050.892430.892430.8826456.749876.05
1842017.09.06 00:00s/l420.050.892430.892430.0000056.749932.80
1852017.09.06 00:00sell430.040.894580.000000.00000
1862017.09.06 00:00modify430.040.894580.917280.86734
1872017.09.06 00:00sell440.040.894580.000000.00000
1882017.09.06 00:00modify440.040.894580.917280.00000
1892017.09.07 00:00modify440.040.894580.894380.00000
1902017.09.07 00:00modify430.040.894580.894380.86734
1912017.09.07 00:00modify440.040.894580.885680.00000
1922017.09.07 00:00modify430.040.894580.885680.86734
1932017.09.08 00:00modify440.040.894580.881350.00000
1942017.09.08 00:00modify430.040.894580.881350.86734
1952017.09.11 00:00s/l430.040.881350.881350.8673440.509973.30
1962017.09.11 00:00s/l440.040.881350.881350.0000040.5010013.80
1972017.09.11 00:00sell450.040.882450.000000.00000
1982017.09.11 00:00modify450.040.882450.907760.85208
1992017.09.11 00:00sell460.040.882450.000000.00000
2002017.09.11 00:00modify460.040.882450.907760.00000
2012017.09.12 00:00modify460.040.882450.879800.00000
2022017.09.12 00:00modify450.040.882450.879800.85208
2032017.09.13 00:00s/l450.040.879800.879800.852087.9710021.77
2042017.09.13 00:00s/l460.040.879800.879800.000007.9710029.75
2052017.09.13 00:00sell470.040.887510.000000.00000
2062017.09.13 00:00modify470.040.887510.914090.85561
2072017.09.13 00:00sell480.040.887510.000000.00000
2082017.09.13 00:00modify480.040.887510.914090.00000
2092017.09.14 00:00modify480.040.887510.887310.00000
2102017.09.14 00:00modify470.040.887510.887310.85561
2112017.09.14 00:00modify480.040.887510.882100.00000
2122017.09.14 00:00modify470.040.887510.882100.85561
2132017.09.15 00:00s/l470.040.882100.882100.8556116.2810046.02
2142017.09.15 00:00s/l480.040.882100.882100.0000016.2810062.30
2152017.09.18 00:00sell490.040.886600.000000.00000
2162017.09.18 00:00modify490.040.886600.914670.85292
2172017.09.18 00:00sell500.040.886600.000000.00000
2182017.09.18 00:00modify500.040.886600.914670.00000
2192017.10.12 00:00modify500.040.886600.886400.00000
2202017.10.12 00:00modify490.040.886600.886400.85292
2212017.10.12 00:00modify500.040.886600.883790.00000
2222017.10.12 00:00modify490.040.886600.883790.85292
2232017.10.13 00:00s/l490.040.883790.883790.852924.8810067.18
2242017.10.13 00:00s/l500.040.883790.883790.000004.8810072.07
2252017.10.24 00:00sell510.040.880240.000000.00000
2262017.10.24 00:00modify510.040.880240.905170.85032
2272017.10.24 00:00sell520.040.880240.000000.00000
2282017.10.24 00:00modify520.040.880240.905170.00000
2292017.10.25 00:00modify520.040.880240.880040.00000
2302017.10.25 00:00modify510.040.880240.880040.85032
2312017.10.25 00:00modify520.040.880240.877600.00000
2322017.10.25 00:00modify510.040.880240.877600.85032
2332017.10.26 00:00s/l510.040.877600.877600.850327.6510079.71
2342017.10.26 00:00s/l520.040.877600.877600.000007.6510087.36
2352017.10.26 00:00sell530.040.880620.000000.00000
2362017.10.26 00:00modify530.040.880620.905450.85082
2372017.10.26 00:00sell540.040.880620.000000.00000
2382017.10.26 00:00modify540.040.880620.905450.00000
2392017.10.27 00:00modify540.040.880620.878580.00000
2402017.10.27 00:00modify530.040.880620.878580.85082
2412017.10.30 00:00s/l530.040.878580.878580.850826.0710093.43
2422017.10.30 00:00s/l540.040.878580.878580.000006.0710099.51
2432017.10.30 00:00sell550.040.880160.000000.00000
2442017.10.30 00:00modify550.040.880160.904770.85063
2452017.10.30 00:00sell560.040.880160.000000.00000
2462017.10.30 00:00modify560.040.880160.904770.00000
2472017.10.30 23:59close at stop560.040.880530.904770.00000-1.1510098.36
2482017.10.30 23:59close at stop550.040.880530.904770.85063-1.1510097.21