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

СимволNZDJPY (New Zealand Dollar vs Japanese Yen)
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=20; TrendMAPer=220; RSILev=40; WPRLev=6; 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=10; ExitProfitMinutesClass=12; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=24; EADXLevel=40; ExitProfitMinutesADX=4; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=22; EBBDev=2; ExitProfitMinutesBB=2; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=8; EDEMLevel=0.3; ExitProfitMinutesDEM=10; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=6; EWPRLevel=6; ExitProfitMinutesWPR=8; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=46; ESTODPer=34; ESTOSPer=26; ESTOLevel=20; ExitProfitMinutesSTO=4; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=8; ExitProfitMinutesRVI=10; 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 (15)
Чистая прибыль25.61Общая прибыль1082.22Общий убыток-1056.61
Прибыльность1.02Матожидание выигрыша0.46
Абсолютная просадка167.75Максимальная просадка587.72 (5.64%)Относительная просадка5.64% (587.72)
Всего сделок56Короткие позиции (% выигравших)26 (76.92%)Длинные позиции (% выигравших)30 (80.00%)
Прибыльные сделки (% от всех)44 (78.57%)Убыточные сделки (% от всех)12 (21.43%)
Самая большаяприбыльная сделка102.86убыточная сделка-94.38
Средняяприбыльная сделка24.60убыточная сделка-88.05
Максимальное количествонепрерывных выигрышей (прибыль)18 (422.96)непрерывных проигрышей (убыток)4 (-370.17)
Макс.непрерывная прибыль (число выигрышей)422.96 (18)непрерывный убыток (число проигрышей)-370.17 (4)
Среднийнепрерывный выигрыш7непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.23 00:00buy10.0781.9720.0000.000
22017.01.23 00:00modify10.0781.97280.57683.647
32017.01.23 00:00buy20.0781.9720.0000.000
42017.01.23 00:00modify20.0781.97280.5760.000
52017.01.25 00:00modify20.0781.97282.1540.000
62017.01.25 00:00modify10.0781.97282.15483.647
72017.01.26 00:00s/l10.0782.15482.15483.64712.6410012.64
82017.01.26 00:00s/l20.0782.15482.1540.00012.6410025.29
92017.01.31 00:00buy30.0682.8570.0000.000
102017.01.31 00:00modify30.0682.85781.30984.715
112017.01.31 00:00buy40.0682.8570.0000.000
122017.01.31 00:00modify40.0682.85781.3090.000
132017.02.09 00:00s/l30.0681.30981.30984.715-79.259946.04
142017.02.09 00:00s/l40.0681.30981.3090.000-79.259866.79
152017.02.10 00:00buy50.0681.3550.0000.000
162017.02.10 00:00modify50.0681.35579.77983.246
172017.02.10 00:00buy60.0681.3550.0000.000
182017.02.10 00:00modify60.0681.35579.7790.000
192017.02.13 00:00modify60.0681.35581.5560.000
202017.02.13 00:00modify50.0681.35581.55683.246
212017.02.14 00:00s/l50.0681.55681.55683.24611.129877.91
222017.02.14 00:00s/l60.0681.55681.5560.00011.129889.03
232017.03.30 00:00sell70.0878.0390.0000.000
242017.03.30 00:00modify70.0878.03979.29376.534
252017.03.30 00:00sell80.0878.0390.0000.000
262017.03.30 00:00modify80.0878.03979.2930.000
272017.04.04 00:00modify80.0878.03977.9340.000
282017.04.04 00:00modify70.0878.03977.93476.534
292017.04.05 00:00modify80.0878.03977.5840.000
302017.04.05 00:00modify70.0878.03977.58476.534
312017.04.06 00:00modify80.0878.03977.3610.000
322017.04.06 00:00modify70.0878.03977.36176.534
332017.04.07 00:00s/l70.0877.36177.36176.53444.759933.78
342017.04.07 00:00s/l80.0877.36177.3610.00044.759978.54
352017.04.07 00:00sell90.0877.1800.0000.000
362017.04.07 00:00modify90.0877.18078.40975.705
372017.04.07 00:00sell100.0877.1800.0000.000
382017.04.07 00:00modify100.0877.18078.4090.000
392017.04.10 00:00modify100.0877.18077.1200.000
402017.04.10 00:00modify90.0877.18077.12075.705
412017.04.11 00:00s/l90.0877.12077.12075.7053.469982.00
422017.04.11 00:00s/l100.0877.12077.1200.0003.469985.46
432017.04.11 00:00sell110.0877.1830.0000.000
442017.04.11 00:00modify110.0877.18378.41675.703
452017.04.11 00:00sell120.0877.1830.0000.000
462017.04.11 00:00modify120.0877.18378.4160.000
472017.04.12 00:00modify120.0877.18377.1630.000
482017.04.12 00:00modify110.0877.18377.16375.703
492017.04.12 00:00modify120.0877.18376.6840.000
502017.04.12 00:00modify110.0877.18376.68475.703
512017.04.13 00:00t/p110.0875.70376.68475.703102.8610088.32
522017.04.13 00:00modify120.0877.18376.3300.000
532017.04.14 00:00s/l120.0876.33076.3300.00058.2510146.57
542017.04.14 00:00sell130.0876.2840.0000.000
552017.04.14 00:00modify130.0876.28477.59174.716
562017.04.14 00:00sell140.0876.2840.0000.000
572017.04.14 00:00modify140.0876.28477.5910.000
582017.04.17 00:00modify140.0876.28476.1600.000
592017.04.17 00:00modify130.0876.28476.16074.716
602017.04.18 00:00s/l130.0876.16076.16074.7167.9710154.54
612017.04.18 00:00s/l140.0876.16076.1600.0007.9710162.51
622017.04.18 00:00sell150.0876.2860.0000.000
632017.04.18 00:00modify150.0876.28677.58274.731
642017.04.18 00:00sell160.0876.2860.0000.000
652017.04.18 00:00modify160.0876.28677.5820.000
662017.04.20 00:00modify160.0876.28676.2480.000
672017.04.20 00:00modify150.0876.28676.24874.731
682017.04.21 00:00s/l150.0876.24876.24874.7310.7610163.27
692017.04.21 00:00s/l160.0876.24876.2480.0000.7610164.03
702017.04.21 00:00sell170.0876.5930.0000.000
712017.04.21 00:00modify170.0876.59377.79975.146
722017.04.21 00:00sell180.0876.5930.0000.000
732017.04.21 00:00modify180.0876.59377.7990.000
742017.04.24 00:00s/l170.0877.79977.79975.146-85.4610078.57
752017.04.24 00:00s/l180.0877.79977.7990.000-85.469993.10
762017.04.24 00:00sell190.0877.7990.0000.000
772017.04.24 00:00modify190.0877.79979.00376.354
782017.04.24 00:00sell200.0877.7990.0000.000
792017.04.24 00:00modify200.0877.79979.0030.000
802017.04.25 00:00modify200.0877.79977.7790.000
812017.04.25 00:00modify190.0877.79977.77976.354
822017.04.27 00:00modify200.0877.79976.7180.000
832017.04.27 00:00modify190.0877.79976.71876.354
842017.04.28 00:00s/l190.0876.71876.71876.35473.9510067.06
852017.04.28 00:00s/l200.0876.71876.7180.00073.9510141.01
862017.05.01 00:00sell210.0876.3280.0000.000
872017.05.01 00:00modify210.0876.32877.65574.736
882017.05.01 00:00sell220.0876.3280.0000.000
892017.05.01 00:00modify220.0876.32877.6550.000
902017.05.03 00:00s/l210.0877.65577.65574.736-94.3810046.63
912017.05.03 00:00s/l220.0877.65577.6550.000-94.389952.25
922017.05.30 00:00buy230.0678.4750.0000.000
932017.05.30 00:00modify230.0678.47576.86880.403
942017.05.30 00:00buy240.0678.4750.0000.000
952017.05.30 00:00modify240.0678.47576.8680.000
962017.05.31 00:00modify240.0678.47578.5300.000
972017.05.31 00:00modify230.0678.47578.53080.403
982017.06.01 00:00s/l230.0678.53078.53080.4033.879956.12
992017.06.01 00:00s/l240.0678.53078.5300.0003.879960.00
1002017.06.01 00:00buy250.0678.4470.0000.000
1012017.06.01 00:00modify250.0678.44776.82880.390
1022017.06.01 00:00buy260.0678.4470.0000.000
1032017.06.01 00:00modify260.0678.44776.8280.000
1042017.06.02 00:00modify260.0678.44778.5100.000
1052017.06.02 00:00modify250.0678.44778.51080.390
1062017.06.05 00:00modify260.0678.44778.6040.000
1072017.06.05 00:00modify250.0678.44778.60480.390
1082017.06.06 00:00modify260.0678.44778.6970.000
1092017.06.06 00:00modify250.0678.44778.69780.390
1102017.06.07 00:00s/l250.0678.69778.69780.39014.199974.19
1112017.06.07 00:00s/l260.0678.69778.6970.00014.199988.38
1122017.06.07 00:00buy270.0778.5860.0000.000
1132017.06.07 00:00modify270.0778.58677.11980.346
1142017.06.07 00:00buy280.0778.5860.0000.000
1152017.06.07 00:00modify280.0778.58677.1190.000
1162017.06.08 00:00modify280.0778.58678.8120.000
1172017.06.08 00:00modify270.0778.58678.81280.346
1182017.06.09 00:00modify280.0778.58679.0520.000
1192017.06.09 00:00modify270.0778.58679.05280.346
1202017.06.12 00:00s/l270.0779.05279.05280.34630.1610018.55
1212017.06.12 00:00s/l280.0779.05279.0520.00030.1610048.71
1222017.06.13 00:00buy290.0779.1020.0000.000
1232017.06.13 00:00modify290.0779.10277.76180.711
1242017.06.13 00:00buy300.0779.1020.0000.000
1252017.06.13 00:00modify300.0779.10277.7610.000
1262017.06.14 00:00modify300.0779.10279.3250.000
1272017.06.14 00:00modify290.0779.10279.32580.711
1282017.06.15 00:00s/l290.0779.32579.32580.71114.8810063.60
1292017.06.15 00:00s/l300.0779.32579.3250.00014.8810078.48
1302017.06.22 00:00buy310.0880.4380.0000.000
1312017.06.22 00:00modify310.0880.43879.20881.914
1322017.06.22 00:00buy320.0880.4380.0000.000
1332017.06.22 00:00modify320.0880.43879.2080.000
1342017.06.23 00:00modify320.0880.43880.6760.000
1352017.06.23 00:00modify310.0880.43880.67681.914
1362017.06.26 00:00modify320.0880.43880.8170.000
1372017.06.26 00:00modify310.0880.43880.81781.914
1382017.06.27 00:00modify320.0880.43881.1440.000
1392017.06.27 00:00modify310.0880.43881.14481.914
1402017.06.28 00:00modify320.0880.43881.3750.000
1412017.06.28 00:00modify310.0880.43881.37581.914
1422017.06.29 00:00s/l310.0881.37581.37581.91468.3510146.83
1432017.06.29 00:00s/l320.0881.37581.3750.00068.3510215.17
1442017.07.06 00:00buy330.0782.5350.0000.000
1452017.07.06 00:00modify330.0782.53581.12884.223
1462017.07.06 00:00buy340.0782.5350.0000.000
1472017.07.06 00:00modify340.0782.53581.1280.000
1482017.07.10 00:00modify340.0782.53582.6320.000
1492017.07.10 00:00modify330.0782.53582.63284.223
1502017.07.11 00:00modify340.0782.53582.7510.000
1512017.07.11 00:00modify330.0782.53582.75184.223
1522017.07.12 00:00s/l330.0782.75182.75184.22314.4510229.63
1532017.07.12 00:00s/l340.0782.75182.7510.00014.4510244.08
1542017.07.12 00:00buy350.0782.2870.0000.000
1552017.07.12 00:00modify350.0782.28780.90583.945
1562017.07.12 00:00buy360.0782.2870.0000.000
1572017.07.12 00:00modify360.0782.28780.9050.000
1582017.07.14 00:00modify360.0782.28782.3070.000
1592017.07.14 00:00modify350.0782.28782.30783.945
1602017.07.14 00:00modify360.0782.28782.6300.000
1612017.07.14 00:00modify350.0782.28782.63083.945
1622017.07.17 00:00s/l350.0782.63082.63083.94522.5710266.66
1632017.07.17 00:00s/l360.0782.63082.6300.00022.5710289.23
1642017.07.17 00:00buy370.0882.5680.0000.000
1652017.07.17 00:00modify370.0882.56881.21084.198
1662017.07.17 00:00buy380.0882.5680.0000.000
1672017.07.17 00:00modify380.0882.56881.2100.000
1682017.07.21 00:00modify380.0882.56882.6050.000
1692017.07.21 00:00modify370.0882.56882.60584.198
1702017.07.24 00:00s/l370.0882.60582.60584.1984.8610294.09
1712017.07.24 00:00s/l380.0882.60582.6050.0004.8610298.94
1722017.07.25 00:00buy390.0782.5910.0000.000
1732017.07.25 00:00modify390.0782.59181.20484.255
1742017.07.25 00:00buy400.0782.5910.0000.000
1752017.07.25 00:00modify400.0782.59181.2040.000
1762017.07.26 00:00modify400.0782.59182.8180.000
1772017.07.26 00:00modify390.0782.59182.81884.255
1782017.07.27 00:00modify400.0782.59183.1860.000
1792017.07.27 00:00modify390.0782.59183.18684.255
1802017.07.28 00:00s/l390.0783.18683.18684.25538.1310337.08
1812017.07.28 00:00s/l400.0783.18683.1860.00038.1310375.21
1822017.07.28 00:00buy410.0783.2740.0000.000
1832017.07.28 00:00modify410.0783.27481.88484.942
1842017.07.28 00:00buy420.0783.2740.0000.000
1852017.07.28 00:00modify420.0783.27481.8840.000
1862017.08.03 00:00s/l410.0781.88481.88484.942-84.1210291.09
1872017.08.03 00:00s/l420.0781.88481.8840.000-84.1210206.96
1882017.08.28 00:00sell430.0778.9920.0000.000
1892017.08.28 00:00modify430.0778.99280.47677.211
1902017.08.28 00:00sell440.0778.9920.0000.000
1912017.08.28 00:00modify440.0778.99280.4760.000
1922017.09.04 00:00modify440.0778.99278.9720.000
1932017.09.04 00:00modify430.0778.99278.97277.211
1942017.09.04 00:00modify440.0778.99278.8890.000
1952017.09.04 00:00modify430.0778.99278.88977.211
1962017.09.05 00:00modify440.0778.99278.8110.000
1972017.09.05 00:00modify430.0778.99278.81177.211
1982017.09.06 00:00s/l430.0778.81178.81177.2118.1410215.11
1992017.09.06 00:00s/l440.0778.81178.8110.0008.1410223.25
2002017.09.06 00:00sell450.0778.6910.0000.000
2012017.09.06 00:00modify450.0778.69180.24176.831
2022017.09.06 00:00sell460.0778.6910.0000.000
2032017.09.06 00:00modify460.0778.69180.2410.000
2042017.09.08 00:00modify460.0778.69178.5550.000
2052017.09.08 00:00modify450.0778.69178.55576.831
2062017.09.11 00:00s/l450.0778.55578.55576.8316.7110229.96
2072017.09.11 00:00s/l460.0778.55578.5550.0006.7110236.67
2082017.09.12 00:00sell470.0779.3110.0000.000
2092017.09.12 00:00modify470.0779.31180.80377.521
2102017.09.12 00:00sell480.0779.3110.0000.000
2112017.09.12 00:00modify480.0779.31180.8030.000
2122017.09.18 00:00s/l470.0780.80380.80377.521-94.1210142.55
2132017.09.18 00:00s/l480.0780.80380.8030.000-94.1210048.43
2142017.09.25 00:00buy490.0681.8280.0000.000
2152017.09.25 00:00modify490.0681.82880.04583.968
2162017.09.25 00:00buy500.0681.8280.0000.000
2172017.09.25 00:00modify500.0681.82880.0450.000
2182017.10.09 00:00s/l490.0680.04580.04583.968-90.979957.46
2192017.10.09 00:00s/l500.0680.04580.0450.000-90.979866.49
2202017.10.09 00:00buy510.0679.4770.0000.000
2212017.10.09 00:00modify510.0679.47777.75481.545
2222017.10.09 00:00buy520.0679.4770.0000.000
2232017.10.09 00:00modify520.0679.47777.7540.000
2242017.10.12 00:00sell530.0679.5700.0000.000
2252017.10.12 00:00modify530.0679.57081.12777.702
2262017.10.12 00:00sell540.0679.5700.0000.000
2272017.10.12 00:00modify540.0679.57081.1270.000
2282017.10.13 00:00modify520.0679.47779.7630.000
2292017.10.13 00:00modify510.0679.47779.76381.545
2302017.10.16 00:00modify520.0679.47779.9140.000
2312017.10.16 00:00modify510.0679.47779.91481.545
2322017.10.17 00:00modify520.0679.47780.1570.000
2332017.10.17 00:00modify510.0679.47780.15781.545
2342017.10.18 00:00modify520.0679.47780.2810.000
2352017.10.18 00:00modify510.0679.47780.28181.545
2362017.10.19 00:00s/l510.0680.28180.28181.54545.439911.92
2372017.10.19 00:00s/l520.0680.28180.2810.00045.439957.35
2382017.10.23 00:00modify540.0679.57079.5220.000
2392017.10.23 00:00modify530.0679.57079.52277.702
2402017.10.24 00:00modify540.0679.57079.2610.000
2412017.10.24 00:00modify530.0679.57079.26177.702
2422017.10.25 00:00s/l530.0679.26179.26177.70213.189970.53
2432017.10.25 00:00s/l540.0679.26179.2610.00013.189983.71
2442017.10.30 00:00sell550.0878.0730.0000.000
2452017.10.30 00:00modify550.0878.07379.37176.515
2462017.10.30 00:00sell560.0878.0730.0000.000
2472017.10.30 00:00modify560.0878.07379.3710.000
2482017.10.30 23:59close at stop560.0877.77679.3710.00020.9510004.66
2492017.10.30 23:59close at stop550.0877.77679.37176.51520.9510025.61