Strategy Tester Report
Force Trader v1.0
Alpari-ECN-Demo (Build 1090)
| Символ | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Период | День (D1) 2017.01.02 00:00 - 2017.10.30 23:59 (2017.01.01 - 2020.01.01) | ||||
| Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
| Параметры | Settings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=0; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=22; TrendMAPer=80; RSILev=10; WPRLev=14; UseForce=true; UseMom=true; UseRSI=false; UseWPR=false; 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=40; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=10; ExitProfitMinutesClass=10; SettingsADX="====Выход по ADX===="; UseADXExit=true; EADXPer=10; EADXLevel=40; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=18; EBBDev=2; ExitProfitMinutesBB=6; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=20; EDEMLevel=0.4; ExitProfitMinutesDEM=8; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=12; EWPRLevel=16; ExitProfitMinutesWPR=4; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=false; ESTOKPer=36; ESTODPer=36; ESTOSPer=20; ESTOLevel=50; ExitProfitMinutesSTO=16; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=6; ExitProfitMinutesRVI=16; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=1; iIndent=4; iMAPeriod=20; 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 истории | 1217 | Смоделировано тиков | 1433 | Качество моделирования | n/a |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (13) | ||
| Чистая прибыль | 169.66 | Общая прибыль | 422.99 | Общий убыток | -253.33 |
| Прибыльность | 1.67 | Матожидание выигрыша | 4.99 | ||
| Абсолютная просадка | 131.22 | Максимальная просадка | 220.42 (2.18%) | Относительная просадка | 2.18% (220.42) |
| Всего сделок | 34 | Короткие позиции (% выигравших) | 20 (60.00%) | Длинные позиции (% выигравших) | 14 (42.86%) |
| Прибыльные сделки (% от всех) | 18 (52.94%) | Убыточные сделки (% от всех) | 16 (47.06%) | ||
| Самая большая | прибыльная сделка | 196.83 | убыточная сделка | -42.00 | |
| Средняя | прибыльная сделка | 23.50 | убыточная сделка | -15.83 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 6 (295.68) | непрерывных проигрышей (убыток) | 6 (-99.76) | |
| Макс. | непрерывная прибыль (число выигрышей) | 295.68 (6) | непрерывный убыток (число проигрышей) | -99.76 (6) | |
| Средний | непрерывный выигрыш | 6 | непрерывный проигрыш | 5 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2017.01.17 00:00 | sell | 1 | 0.04 | 1.31737 | 0.00000 | 0.00000 | ||
| 2 | 2017.01.17 00:00 | modify | 1 | 0.04 | 1.31737 | 1.34512 | 1.30627 | ||
| 3 | 2017.01.17 00:00 | sell | 2 | 0.04 | 1.31737 | 0.00000 | 0.00000 | ||
| 4 | 2017.01.17 00:00 | modify | 2 | 0.04 | 1.31737 | 1.34512 | 0.00000 | ||
| 5 | 2017.01.18 00:00 | t/p | 1 | 0.04 | 1.30627 | 1.34512 | 1.30627 | 33.99 | 10033.99 |
| 6 | 2017.01.18 00:00 | modify | 2 | 0.04 | 1.31737 | 1.31717 | 0.00000 | ||
| 7 | 2017.01.19 00:00 | s/l | 2 | 0.04 | 1.31717 | 1.31717 | 0.00000 | 0.41 | 10034.41 |
| 8 | 2017.01.19 00:00 | sell | 3 | 0.03 | 1.32685 | 0.00000 | 0.00000 | ||
| 9 | 2017.01.19 00:00 | modify | 3 | 0.03 | 1.32685 | 1.35824 | 1.31429 | ||
| 10 | 2017.01.19 00:00 | sell | 4 | 0.03 | 1.32685 | 0.00000 | 0.00000 | ||
| 11 | 2017.01.19 00:00 | modify | 4 | 0.03 | 1.32685 | 1.35824 | 0.00000 | ||
| 12 | 2017.01.24 00:00 | modify | 4 | 0.03 | 1.32685 | 1.32665 | 0.00000 | ||
| 13 | 2017.01.24 00:00 | modify | 3 | 0.03 | 1.32685 | 1.32665 | 1.31429 | ||
| 14 | 2017.01.25 00:00 | s/l | 3 | 0.03 | 1.32665 | 1.32665 | 1.31429 | 0.32 | 10034.73 |
| 15 | 2017.01.25 00:00 | s/l | 4 | 0.03 | 1.32665 | 1.32665 | 0.00000 | 0.32 | 10035.05 |
| 16 | 2017.01.30 00:00 | sell | 5 | 0.03 | 1.31248 | 0.00000 | 0.00000 | ||
| 17 | 2017.01.30 00:00 | modify | 5 | 0.03 | 1.31248 | 1.34680 | 1.29875 | ||
| 18 | 2017.01.30 00:00 | sell | 6 | 0.03 | 1.31248 | 0.00000 | 0.00000 | ||
| 19 | 2017.01.30 00:00 | modify | 6 | 0.03 | 1.31248 | 1.34680 | 0.00000 | ||
| 20 | 2017.02.01 00:00 | t/p | 5 | 0.03 | 1.29875 | 1.34680 | 1.29875 | 31.54 | 10066.59 |
| 21 | 2017.02.01 00:00 | modify | 6 | 0.03 | 1.31248 | 1.31228 | 0.00000 | ||
| 22 | 2017.02.07 00:00 | s/l | 6 | 0.03 | 1.31228 | 1.31228 | 0.00000 | 0.17 | 10066.76 |
| 23 | 2017.02.07 00:00 | sell | 7 | 0.03 | 1.30824 | 0.00000 | 0.00000 | ||
| 24 | 2017.02.07 00:00 | modify | 7 | 0.03 | 1.30824 | 1.34267 | 1.29447 | ||
| 25 | 2017.02.07 00:00 | sell | 8 | 0.03 | 1.30824 | 0.00000 | 0.00000 | ||
| 26 | 2017.02.07 00:00 | modify | 8 | 0.03 | 1.30824 | 1.34267 | 0.00000 | ||
| 27 | 2017.02.21 00:00 | close | 8 | 0.03 | 1.31042 | 1.34267 | 0.00000 | -5.48 | 10061.28 |
| 28 | 2017.02.21 00:00 | close | 7 | 0.03 | 1.31042 | 1.34267 | 1.29447 | -5.48 | 10055.80 |
| 29 | 2017.03.13 00:00 | buy | 9 | 0.04 | 1.34528 | 0.00000 | 0.00000 | ||
| 30 | 2017.03.13 00:00 | modify | 9 | 0.04 | 1.34528 | 1.32244 | 1.35442 | ||
| 31 | 2017.03.13 00:00 | buy | 10 | 0.04 | 1.34528 | 0.00000 | 0.00000 | ||
| 32 | 2017.03.13 00:00 | modify | 10 | 0.04 | 1.34528 | 1.32244 | 0.00000 | ||
| 33 | 2017.03.17 00:00 | close | 10 | 0.04 | 1.33131 | 1.32244 | 0.00000 | -42.00 | 10013.80 |
| 34 | 2017.03.17 00:00 | close | 9 | 0.04 | 1.33131 | 1.32244 | 1.35442 | -42.00 | 9971.81 |
| 35 | 2017.03.23 00:00 | buy | 11 | 0.04 | 1.33341 | 0.00000 | 0.00000 | ||
| 36 | 2017.03.23 00:00 | modify | 11 | 0.04 | 1.33341 | 1.30836 | 1.34343 | ||
| 37 | 2017.03.23 00:00 | buy | 12 | 0.04 | 1.33341 | 0.00000 | 0.00000 | ||
| 38 | 2017.03.23 00:00 | modify | 12 | 0.04 | 1.33341 | 1.30836 | 0.00000 | ||
| 39 | 2017.03.30 00:00 | close | 12 | 0.04 | 1.33262 | 1.30836 | 0.00000 | -2.40 | 9969.40 |
| 40 | 2017.03.30 00:00 | close | 11 | 0.04 | 1.33262 | 1.30836 | 1.34343 | -2.40 | 9967.00 |
| 41 | 2017.04.07 00:00 | buy | 13 | 0.04 | 1.34132 | 0.00000 | 0.00000 | ||
| 42 | 2017.04.07 00:00 | modify | 13 | 0.04 | 1.34132 | 1.31803 | 1.35064 | ||
| 43 | 2017.04.07 00:00 | buy | 14 | 0.04 | 1.34132 | 0.00000 | 0.00000 | ||
| 44 | 2017.04.07 00:00 | modify | 14 | 0.04 | 1.34132 | 1.31803 | 0.00000 | ||
| 45 | 2017.04.20 00:00 | modify | 14 | 0.04 | 1.34132 | 1.34152 | 0.00000 | ||
| 46 | 2017.04.20 00:00 | modify | 13 | 0.04 | 1.34132 | 1.34152 | 1.35064 | ||
| 47 | 2017.04.24 00:00 | t/p | 13 | 0.04 | 1.35064 | 1.34152 | 1.35064 | 27.59 | 9994.59 |
| 48 | 2017.04.25 00:00 | s/l | 14 | 0.04 | 1.34152 | 1.34152 | 0.00000 | 0.51 | 9995.10 |
| 49 | 2017.05.08 00:00 | buy | 15 | 0.04 | 1.36552 | 0.00000 | 0.00000 | ||
| 50 | 2017.05.08 00:00 | modify | 15 | 0.04 | 1.36552 | 1.33928 | 1.37602 | ||
| 51 | 2017.05.08 00:00 | buy | 16 | 0.04 | 1.36552 | 0.00000 | 0.00000 | ||
| 52 | 2017.05.08 00:00 | modify | 16 | 0.04 | 1.36552 | 1.33928 | 0.00000 | ||
| 53 | 2017.05.10 00:00 | modify | 16 | 0.04 | 1.36552 | 1.36572 | 0.00000 | ||
| 54 | 2017.05.10 00:00 | modify | 15 | 0.04 | 1.36552 | 1.36572 | 1.37602 | ||
| 55 | 2017.05.11 00:00 | s/l | 15 | 0.04 | 1.36572 | 1.36572 | 1.37602 | 0.57 | 9995.67 |
| 56 | 2017.05.11 00:00 | s/l | 16 | 0.04 | 1.36572 | 1.36572 | 0.00000 | 0.57 | 9996.23 |
| 57 | 2017.05.11 00:00 | buy | 17 | 0.04 | 1.36541 | 0.00000 | 0.00000 | ||
| 58 | 2017.05.11 00:00 | modify | 17 | 0.04 | 1.36541 | 1.33908 | 1.37594 | ||
| 59 | 2017.05.11 00:00 | buy | 18 | 0.04 | 1.36541 | 0.00000 | 0.00000 | ||
| 60 | 2017.05.11 00:00 | modify | 18 | 0.04 | 1.36541 | 1.33908 | 0.00000 | ||
| 61 | 2017.05.12 00:00 | t/p | 17 | 0.04 | 1.37594 | 1.33908 | 1.37594 | 30.75 | 10026.98 |
| 62 | 2017.05.12 00:00 | modify | 18 | 0.04 | 1.36541 | 1.36561 | 0.00000 | ||
| 63 | 2017.05.16 00:00 | s/l | 18 | 0.04 | 1.36561 | 1.36561 | 0.00000 | 0.58 | 10027.55 |
| 64 | 2017.05.16 00:00 | buy | 19 | 0.04 | 1.36309 | 0.00000 | 0.00000 | ||
| 65 | 2017.05.16 00:00 | modify | 19 | 0.04 | 1.36309 | 1.33511 | 1.37428 | ||
| 66 | 2017.05.16 00:00 | buy | 20 | 0.04 | 1.36309 | 0.00000 | 0.00000 | ||
| 67 | 2017.05.16 00:00 | modify | 20 | 0.04 | 1.36309 | 1.33511 | 0.00000 | ||
| 68 | 2017.05.29 00:00 | sell | 21 | 0.04 | 1.34465 | 0.00000 | 0.00000 | ||
| 69 | 2017.05.29 00:00 | modify | 21 | 0.04 | 1.34465 | 1.37155 | 1.33389 | ||
| 70 | 2017.05.29 00:00 | sell | 22 | 0.04 | 1.34465 | 0.00000 | 0.00000 | ||
| 71 | 2017.05.29 00:00 | modify | 22 | 0.04 | 1.34465 | 1.37155 | 0.00000 | ||
| 72 | 2017.05.30 00:00 | close | 22 | 0.04 | 1.34513 | 1.37155 | 0.00000 | -1.48 | 10026.08 |
| 73 | 2017.05.30 00:00 | close | 21 | 0.04 | 1.34513 | 1.37155 | 1.33389 | -1.48 | 10024.60 |
| 74 | 2017.06.01 00:00 | close | 20 | 0.04 | 1.34990 | 1.33511 | 0.00000 | -39.17 | 9985.43 |
| 75 | 2017.06.01 00:00 | close | 19 | 0.04 | 1.34990 | 1.33511 | 1.37428 | -39.17 | 9946.27 |
| 76 | 2017.06.16 00:00 | sell | 23 | 0.04 | 1.32679 | 0.00000 | 0.00000 | ||
| 77 | 2017.06.16 00:00 | modify | 23 | 0.04 | 1.32679 | 1.35137 | 1.31696 | ||
| 78 | 2017.06.16 00:00 | sell | 24 | 0.04 | 1.32679 | 0.00000 | 0.00000 | ||
| 79 | 2017.06.16 00:00 | modify | 24 | 0.04 | 1.32679 | 1.35137 | 0.00000 | ||
| 80 | 2017.06.19 00:00 | modify | 24 | 0.04 | 1.32679 | 1.32659 | 0.00000 | ||
| 81 | 2017.06.19 00:00 | modify | 23 | 0.04 | 1.32679 | 1.32659 | 1.31696 | ||
| 82 | 2017.06.21 00:00 | s/l | 23 | 0.04 | 1.32659 | 1.32659 | 1.31696 | 0.47 | 9946.74 |
| 83 | 2017.06.21 00:00 | s/l | 24 | 0.04 | 1.32659 | 1.32659 | 0.00000 | 0.47 | 9947.21 |
| 84 | 2017.06.21 00:00 | sell | 25 | 0.04 | 1.32570 | 0.00000 | 0.00000 | ||
| 85 | 2017.06.21 00:00 | modify | 25 | 0.04 | 1.32570 | 1.35003 | 1.31597 | ||
| 86 | 2017.06.21 00:00 | sell | 26 | 0.04 | 1.32570 | 0.00000 | 0.00000 | ||
| 87 | 2017.06.21 00:00 | modify | 26 | 0.04 | 1.32570 | 1.35003 | 0.00000 | ||
| 88 | 2017.06.28 00:00 | t/p | 25 | 0.04 | 1.31597 | 1.35003 | 1.31597 | 29.13 | 9976.34 |
| 89 | 2017.06.28 00:00 | modify | 26 | 0.04 | 1.32570 | 1.32550 | 0.00000 | ||
| 90 | 2017.07.04 00:00 | modify | 26 | 0.04 | 1.32570 | 1.32535 | 0.00000 | ||
| 91 | 2017.07.05 00:00 | modify | 26 | 0.04 | 1.32570 | 1.32276 | 0.00000 | ||
| 92 | 2017.07.06 00:00 | modify | 26 | 0.04 | 1.32570 | 1.31999 | 0.00000 | ||
| 93 | 2017.07.07 00:00 | modify | 26 | 0.04 | 1.32570 | 1.31736 | 0.00000 | ||
| 94 | 2017.07.10 00:00 | modify | 26 | 0.04 | 1.32570 | 1.31441 | 0.00000 | ||
| 95 | 2017.07.11 00:00 | modify | 26 | 0.04 | 1.32570 | 1.31224 | 0.00000 | ||
| 96 | 2017.07.12 00:00 | modify | 26 | 0.04 | 1.32570 | 1.31060 | 0.00000 | ||
| 97 | 2017.07.13 00:00 | modify | 26 | 0.04 | 1.32570 | 1.30812 | 0.00000 | ||
| 98 | 2017.07.14 00:00 | modify | 26 | 0.04 | 1.32570 | 1.30538 | 0.00000 | ||
| 99 | 2017.07.17 00:00 | modify | 26 | 0.04 | 1.32570 | 1.30253 | 0.00000 | ||
| 100 | 2017.07.18 00:00 | modify | 26 | 0.04 | 1.32570 | 1.29993 | 0.00000 | ||
| 101 | 2017.07.19 00:00 | modify | 26 | 0.04 | 1.32570 | 1.29673 | 0.00000 | ||
| 102 | 2017.07.20 00:00 | modify | 26 | 0.04 | 1.32570 | 1.29309 | 0.00000 | ||
| 103 | 2017.07.21 00:00 | modify | 26 | 0.04 | 1.32570 | 1.28986 | 0.00000 | ||
| 104 | 2017.07.24 00:00 | modify | 26 | 0.04 | 1.32570 | 1.28622 | 0.00000 | ||
| 105 | 2017.07.25 00:00 | modify | 26 | 0.04 | 1.32570 | 1.28255 | 0.00000 | ||
| 106 | 2017.07.26 00:00 | modify | 26 | 0.04 | 1.32570 | 1.27910 | 0.00000 | ||
| 107 | 2017.07.27 00:00 | modify | 26 | 0.04 | 1.32570 | 1.27615 | 0.00000 | ||
| 108 | 2017.07.28 00:00 | modify | 26 | 0.04 | 1.32570 | 1.27390 | 0.00000 | ||
| 109 | 2017.07.31 00:00 | modify | 26 | 0.04 | 1.32570 | 1.27125 | 0.00000 | ||
| 110 | 2017.08.01 00:00 | modify | 26 | 0.04 | 1.32570 | 1.26861 | 0.00000 | ||
| 111 | 2017.08.02 00:00 | modify | 26 | 0.04 | 1.32570 | 1.26663 | 0.00000 | ||
| 112 | 2017.08.03 00:00 | modify | 26 | 0.04 | 1.32570 | 1.26470 | 0.00000 | ||
| 113 | 2017.08.04 00:00 | modify | 26 | 0.04 | 1.32570 | 1.26272 | 0.00000 | ||
| 114 | 2017.08.07 00:00 | s/l | 26 | 0.04 | 1.26272 | 1.26272 | 0.00000 | 196.83 | 10173.18 |
| 115 | 2017.08.15 00:00 | sell | 27 | 0.04 | 1.27198 | 0.00000 | 0.00000 | ||
| 116 | 2017.08.15 00:00 | modify | 27 | 0.04 | 1.27198 | 1.29929 | 1.26106 | ||
| 117 | 2017.08.15 00:00 | sell | 28 | 0.04 | 1.27198 | 0.00000 | 0.00000 | ||
| 118 | 2017.08.15 00:00 | modify | 28 | 0.04 | 1.27198 | 1.29929 | 0.00000 | ||
| 119 | 2017.08.17 00:00 | modify | 28 | 0.04 | 1.27198 | 1.27178 | 0.00000 | ||
| 120 | 2017.08.17 00:00 | modify | 27 | 0.04 | 1.27198 | 1.27178 | 1.26106 | ||
| 121 | 2017.08.18 00:00 | t/p | 27 | 0.04 | 1.26106 | 1.27178 | 1.26106 | 34.21 | 10207.38 |
| 122 | 2017.08.21 00:00 | modify | 28 | 0.04 | 1.27198 | 1.26081 | 0.00000 | ||
| 123 | 2017.08.31 00:00 | s/l | 28 | 0.04 | 1.26081 | 1.26081 | 0.00000 | 34.56 | 10241.95 |
| 124 | 2017.09.13 00:00 | sell | 29 | 0.03 | 1.21843 | 0.00000 | 0.00000 | ||
| 125 | 2017.09.13 00:00 | modify | 29 | 0.03 | 1.21843 | 1.25091 | 1.20544 | ||
| 126 | 2017.09.13 00:00 | sell | 30 | 0.03 | 1.21843 | 0.00000 | 0.00000 | ||
| 127 | 2017.09.13 00:00 | modify | 30 | 0.03 | 1.21843 | 1.25091 | 0.00000 | ||
| 128 | 2017.09.19 00:00 | close | 30 | 0.03 | 1.22892 | 1.25091 | 0.00000 | -25.82 | 10216.13 |
| 129 | 2017.09.19 00:00 | close | 29 | 0.03 | 1.22892 | 1.25091 | 1.20544 | -25.82 | 10190.31 |
| 130 | 2017.09.28 00:00 | sell | 31 | 0.03 | 1.24756 | 0.00000 | 0.00000 | ||
| 131 | 2017.09.28 00:00 | modify | 31 | 0.03 | 1.24756 | 1.28205 | 1.23376 | ||
| 132 | 2017.09.28 00:00 | sell | 32 | 0.03 | 1.24756 | 0.00000 | 0.00000 | ||
| 133 | 2017.09.28 00:00 | modify | 32 | 0.03 | 1.24756 | 1.28205 | 0.00000 | ||
| 134 | 2017.10.17 00:00 | close | 32 | 0.03 | 1.25158 | 1.28205 | 0.00000 | -10.23 | 10180.08 |
| 135 | 2017.10.17 00:00 | close | 31 | 0.03 | 1.25158 | 1.28205 | 1.23376 | -10.23 | 10169.84 |
| 136 | 2017.10.30 00:00 | buy | 33 | 0.04 | 1.28216 | 0.00000 | 0.00000 | ||
| 137 | 2017.10.30 00:00 | modify | 33 | 0.04 | 1.28216 | 1.25785 | 1.29188 | ||
| 138 | 2017.10.30 00:00 | buy | 34 | 0.04 | 1.28216 | 0.00000 | 0.00000 | ||
| 139 | 2017.10.30 00:00 | modify | 34 | 0.04 | 1.28216 | 1.25785 | 0.00000 | ||
| 140 | 2017.10.30 23:59 | close at stop | 34 | 0.04 | 1.28213 | 1.25785 | 0.00000 | -0.09 | 10169.75 |
| 141 | 2017.10.30 23:59 | close at stop | 33 | 0.04 | 1.28213 | 1.25785 | 1.29188 | -0.09 | 10169.66 |