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

СимволNZDCHF (New Zealand 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=6; TrendMAPer=120; RSILev=10; WPRLev=4; UseForce=true; UseMom=false; UseRSI=false; UseWPR=true; UseDem=true; 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=true; ExitHist=60; ExitProfitMinutesClass=10; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=22; EADXLevel=20; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=20; EBBDev=1; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=22; EDEMLevel=0.4; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=false; EWPRPer=24; EWPRLevel=8; ExitProfitMinutesWPR=4; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=44; ESTODPer=34; ESTOSPer=10; ESTOLevel=60; ExitProfitMinutesSTO=4; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=6; ExitProfitMinutesRVI=8; 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=true;
Баров в истории1217Смоделировано тиков1433Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (24)
Чистая прибыль-183.13Общая прибыль1009.80Общий убыток-1192.93
Прибыльность0.85Матожидание выигрыша-3.82
Абсолютная просадка198.77Максимальная просадка579.82 (5.59%)Относительная просадка5.59% (579.82)
Всего сделок48Короткие позиции (% выигравших)22 (54.55%)Длинные позиции (% выигравших)26 (76.92%)
Прибыльные сделки (% от всех)32 (66.67%)Убыточные сделки (% от всех)16 (33.33%)
Самая большаяприбыльная сделка158.43убыточная сделка-113.08
Средняяприбыльная сделка31.56убыточная сделка-74.56
Максимальное количествонепрерывных выигрышей (прибыль)12 (362.99)непрерывных проигрышей (убыток)6 (-461.22)
Макс.непрерывная прибыль (число выигрышей)369.14 (8)непрерывный убыток (число проигрышей)-461.22 (6)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.03 00:00buy10.080.707350.000000.00000
22017.01.03 00:00modify10.080.707350.694440.72284
32017.01.03 00:00buy20.080.707350.000000.00000
42017.01.03 00:00modify20.080.707350.694440.00000
52017.01.04 00:00modify20.080.707350.708750.00000
62017.01.04 00:00modify10.080.707350.708750.72284
72017.01.05 00:00s/l10.080.708750.708750.7228413.0510013.05
82017.01.05 00:00s/l20.080.708750.708750.0000013.0510026.09
92017.01.11 00:00buy30.080.710160.000000.00000
102017.01.11 00:00modify30.080.710160.697280.72562
112017.01.11 00:00buy40.080.710160.000000.00000
122017.01.11 00:00modify40.080.710160.697280.00000
132017.01.12 00:00modify40.080.710160.710360.00000
142017.01.12 00:00modify30.080.710160.710360.72562
152017.01.12 00:00modify40.080.710160.712270.00000
162017.01.12 00:00modify30.080.710160.712270.72562
172017.01.13 00:00modify40.080.710160.714170.00000
182017.01.13 00:00modify30.080.710160.714170.72562
192017.01.16 00:00modify40.080.710160.715780.00000
202017.01.16 00:00modify30.080.710160.715780.72562
212017.01.17 00:00s/l30.080.715780.715780.7256247.7810073.87
222017.01.17 00:00s/l40.080.715780.715780.0000047.7810121.64
232017.01.19 00:00buy50.080.717090.000000.00000
242017.01.19 00:00modify50.080.717090.704710.73195
252017.01.19 00:00buy60.080.717090.000000.00000
262017.01.19 00:00modify60.080.717090.704710.00000
272017.01.20 00:00modify60.080.717090.717290.00000
282017.01.20 00:00modify50.080.717090.717290.73195
292017.01.20 00:00modify60.080.717090.720530.00000
302017.01.20 00:00modify50.080.717090.720530.73195
312017.01.23 00:00s/l50.080.720530.720530.7319528.4810150.12
322017.01.23 00:00s/l60.080.720530.720530.0000028.4810178.60
332017.01.23 00:00buy70.080.717150.000000.00000
342017.01.23 00:00modify70.080.717150.703940.73300
352017.01.23 00:00buy80.080.717150.000000.00000
362017.01.23 00:00modify80.080.717150.703940.00000
372017.01.24 00:00modify80.080.717150.717350.00000
382017.01.24 00:00modify70.080.717150.717350.73300
392017.01.24 00:00modify80.080.717150.719290.00000
402017.01.24 00:00modify70.080.717150.719290.73300
412017.01.25 00:00modify80.080.717150.721860.00000
422017.01.25 00:00modify70.080.717150.721860.73300
432017.01.26 00:00modify80.080.717150.725020.00000
442017.01.26 00:00modify70.080.717150.725020.73300
452017.01.27 00:00s/l70.080.725020.725020.7330065.8010244.40
462017.01.27 00:00s/l80.080.725020.725020.0000065.8010310.19
472017.01.27 00:00buy90.080.723850.000000.00000
482017.01.27 00:00modify90.080.723850.710120.74033
492017.01.27 00:00buy100.080.723850.000000.00000
502017.01.27 00:00modify100.080.723850.710120.00000
512017.02.07 00:00modify100.080.723850.724080.00000
522017.02.07 00:00modify90.080.723850.724080.74033
532017.02.08 00:00modify100.080.723850.725920.00000
542017.02.08 00:00modify90.080.723850.725920.74033
552017.02.09 00:00s/l90.080.725920.725920.7403322.5510332.74
562017.02.09 00:00s/l100.080.725920.725920.0000022.5510355.29
572017.02.27 00:00buy110.100.724730.000000.00000
582017.02.27 00:00modify110.100.724730.713920.73770
592017.02.27 00:00buy120.100.724730.000000.00000
602017.02.27 00:00modify120.100.724730.713920.00000
612017.02.28 00:00modify120.100.724730.725000.00000
622017.02.28 00:00modify110.100.724730.725000.73770
632017.03.01 00:00s/l110.100.725000.725000.737703.8510359.14
642017.03.01 00:00s/l120.100.725000.725000.000003.8510362.99
652017.03.01 00:00buy130.100.722880.000000.00000
662017.03.01 00:00modify130.100.722880.712310.73556
672017.03.01 00:00buy140.100.722880.000000.00000
682017.03.01 00:00modify140.100.722880.712310.00000
692017.03.06 00:00s/l130.100.712310.712310.73556-102.9610260.03
702017.03.06 00:00s/l140.100.712310.712310.00000-102.9610157.07
712017.03.15 00:00sell150.100.698550.000000.00000
722017.03.15 00:00modify150.100.698550.709230.68573
732017.03.15 00:00sell160.100.698550.000000.00000
742017.03.15 00:00modify160.100.698550.709230.00000
752017.03.17 00:00modify160.100.698550.698350.00000
762017.03.17 00:00modify150.100.698550.698350.68573
772017.03.17 00:00modify160.100.698550.697580.00000
782017.03.17 00:00modify150.100.698550.697580.68573
792017.03.20 00:00s/l150.100.697580.697580.685735.6010162.67
802017.03.20 00:00s/l160.100.697580.697580.000005.6010168.27
812017.03.29 00:00sell170.090.695160.000000.00000
822017.03.29 00:00modify170.090.695160.706620.68141
832017.03.29 00:00sell180.090.695160.000000.00000
842017.03.29 00:00modify180.090.695160.706620.00000
852017.04.07 00:00close180.090.700050.706620.00000-52.2010116.07
862017.04.07 00:00close170.090.700050.706620.68141-52.2010063.87
872017.04.11 00:00sell190.100.701800.000000.00000
882017.04.11 00:00modify190.100.701800.711620.69002
892017.04.11 00:00sell200.100.701800.000000.00000
902017.04.11 00:00modify200.100.701800.711620.00000
912017.04.12 00:00modify200.100.701800.700770.00000
922017.04.12 00:00modify190.100.701800.700770.69002
932017.04.13 00:00s/l190.100.700770.700770.690027.0210070.89
942017.04.13 00:00s/l200.100.700770.700770.000007.0210077.91
952017.05.02 00:00sell210.100.687340.000000.00000
962017.05.02 00:00modify210.100.687340.697680.67493
972017.05.02 00:00sell220.100.687340.000000.00000
982017.05.02 00:00modify220.100.687340.697680.00000
992017.05.04 00:00modify220.100.687340.687140.00000
1002017.05.04 00:00modify210.100.687340.687140.67493
1012017.05.04 00:00modify220.100.687340.685030.00000
1022017.05.04 00:00modify210.100.687340.685030.67493
1032017.05.05 00:00s/l210.100.685030.685030.6749319.0210096.93
1042017.05.05 00:00s/l220.100.685030.685030.0000019.0210115.95
1052017.05.08 00:00sell230.090.681470.000000.00000
1062017.05.08 00:00modify230.090.681470.693270.66731
1072017.05.08 00:00sell240.090.681470.000000.00000
1082017.05.08 00:00modify240.090.681470.693270.00000
1092017.05.10 00:00s/l230.090.693270.693270.66731-107.8010008.16
1102017.05.10 00:00s/l240.090.693270.693270.00000-107.809900.36
1112017.05.23 00:00sell250.070.680160.000000.00000
1122017.05.23 00:00modify250.070.680160.694900.66247
1132017.05.23 00:00sell260.070.680160.000000.00000
1142017.05.23 00:00modify260.070.680160.694900.00000
1152017.05.29 00:00close260.070.686740.694900.00000-49.569850.79
1162017.05.29 00:00close250.070.686740.694900.66247-49.569801.23
1172017.06.16 00:00buy270.080.702230.000000.00000
1182017.06.16 00:00modify270.080.702230.690550.71625
1192017.06.16 00:00buy280.080.702230.000000.00000
1202017.06.16 00:00modify280.080.702230.690550.00000
1212017.06.19 00:00modify280.080.702230.702430.00000
1222017.06.19 00:00modify270.080.702230.702430.71625
1232017.06.19 00:00modify280.080.702230.703130.00000
1242017.06.19 00:00modify270.080.702230.703130.71625
1252017.06.20 00:00modify280.080.702230.704060.00000
1262017.06.20 00:00modify270.080.702230.704060.71625
1272017.06.21 00:00s/l270.080.704060.704060.7162516.049817.27
1282017.06.21 00:00s/l280.080.704060.704060.0000016.049833.31
1292017.06.22 00:00buy290.080.701320.000000.00000
1302017.06.22 00:00modify290.080.701320.689600.71538
1312017.06.22 00:00buy300.080.701320.000000.00000
1322017.06.22 00:00modify300.080.701320.689600.00000
1332017.06.23 00:00modify300.080.701320.701520.00000
1342017.06.23 00:00modify290.080.701320.701520.71538
1352017.06.23 00:00modify300.080.701320.704420.00000
1362017.06.23 00:00modify290.080.701320.704420.71538
1372017.06.26 00:00s/l290.080.704420.704420.7153825.759859.05
1382017.06.26 00:00s/l300.080.704420.704420.0000025.759884.80
1392017.07.06 00:00buy310.080.702020.000000.00000
1402017.07.06 00:00modify310.080.702020.689420.71714
1412017.07.06 00:00buy320.080.702020.000000.00000
1422017.07.06 00:00modify320.080.702020.689420.00000
1432017.07.11 00:00close320.080.701890.689420.000000.349885.14
1442017.07.11 00:00close310.080.701890.689420.717140.349885.48
1452017.07.18 00:00buy330.080.704360.000000.00000
1462017.07.18 00:00modify330.080.704360.691780.71946
1472017.07.18 00:00buy340.080.704360.000000.00000
1482017.07.18 00:00modify340.080.704360.691780.00000
1492017.07.26 00:00modify340.080.704360.704630.00000
1502017.07.26 00:00modify330.080.704360.704630.71946
1512017.07.27 00:00modify340.080.704360.709700.00000
1522017.07.27 00:00modify330.080.704360.709700.71946
1532017.07.28 00:00t/p330.080.719460.709700.71946126.4610011.94
1542017.07.28 00:00modify340.080.704360.715400.00000
1552017.07.31 00:00modify340.080.704360.720520.00000
1562017.08.01 00:00modify340.080.704360.723280.00000
1572017.08.02 00:00s/l340.080.723280.723280.00000158.4310170.37
1582017.08.02 00:00buy350.080.720630.000000.00000
1592017.08.02 00:00modify350.080.720630.707930.73587
1602017.08.02 00:00buy360.080.720630.000000.00000
1612017.08.02 00:00modify360.080.720630.707930.00000
1622017.08.09 00:00close360.080.713570.707930.00000-53.3410117.03
1632017.08.09 00:00close350.080.713570.707930.73587-53.3410063.70
1642017.08.16 00:00sell370.070.703120.000000.00000
1652017.08.16 00:00modify370.070.703120.716860.68663
1662017.08.16 00:00sell380.070.703120.000000.00000
1672017.08.16 00:00modify380.070.703120.716860.00000
1682017.08.24 00:00modify380.070.703120.702920.00000
1692017.08.24 00:00modify370.070.703120.702920.68663
1702017.08.24 00:00modify380.070.703120.700530.00000
1712017.08.24 00:00modify370.070.703120.700530.68663
1722017.08.25 00:00modify380.070.703120.698690.00000
1732017.08.25 00:00modify370.070.703120.698690.68663
1742017.08.28 00:00modify380.070.703120.694690.00000
1752017.08.28 00:00modify370.070.703120.694690.68663
1762017.08.29 00:00modify380.070.703120.694220.00000
1772017.08.29 00:00modify370.070.703120.694220.68663
1782017.08.30 00:00t/p370.070.686630.694220.68663107.5010171.20
1792017.08.30 00:00modify380.070.703120.693160.00000
1802017.08.31 00:00s/l380.070.693160.693160.0000060.0210231.22
1812017.08.31 00:00sell390.080.693400.000000.00000
1822017.08.31 00:00modify390.080.693400.706500.67768
1832017.08.31 00:00sell400.080.693400.000000.00000
1842017.08.31 00:00modify400.080.693400.706500.00000
1852017.09.01 00:00modify400.080.693400.693200.00000
1862017.09.01 00:00modify390.080.693400.693200.67768
1872017.09.01 00:00modify400.080.693400.690450.00000
1882017.09.01 00:00modify390.080.693400.690450.67768
1892017.09.04 00:00s/l390.080.690450.690450.6776822.3110253.53
1902017.09.04 00:00s/l400.080.690450.690450.0000022.3110275.85
1912017.09.04 00:00sell410.080.685760.000000.00000
1922017.09.04 00:00modify410.080.685760.699140.66970
1932017.09.04 00:00sell420.080.685760.000000.00000
1942017.09.04 00:00modify420.080.685760.699140.00000
1952017.09.13 00:00s/l410.080.699140.699140.66970-113.0810162.77
1962017.09.13 00:00s/l420.080.699140.699140.00000-113.0810049.69
1972017.09.22 00:00buy430.070.708980.000000.00000
1982017.09.22 00:00modify430.070.708980.694530.72632
1992017.09.22 00:00buy440.070.708980.000000.00000
2002017.09.22 00:00modify440.070.708980.694530.00000
2012017.10.06 00:00close440.070.695880.694530.00000-86.189963.51
2022017.10.06 00:00close430.070.695880.694530.72632-86.189877.32
2032017.10.13 00:00sell450.080.694680.000000.00000
2042017.10.13 00:00modify450.080.694680.707670.67909
2052017.10.13 00:00sell460.080.694680.000000.00000
2062017.10.13 00:00modify460.080.694680.707670.00000
2072017.10.17 00:00close460.080.698430.707670.00000-31.359845.98
2082017.10.17 00:00close450.080.698430.707670.67909-31.359814.63
2092017.10.30 00:00sell470.080.685020.000000.00000
2102017.10.30 00:00modify470.080.685020.697050.67058
2112017.10.30 00:00sell480.080.685020.000000.00000
2122017.10.30 00:00modify480.080.685020.697050.00000
2132017.10.30 23:59close at stop480.080.684880.697050.000001.129815.75
2142017.10.30 23:59close at stop470.080.684880.697050.670581.129816.87