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

СимволUSDCHF (US 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=18; TrendMAPer=100; RSILev=30; WPRLev=4; UseForce=false; UseMom=true; UseRSI=false; UseWPR=false; UseDem=true; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=60; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=60; ExitProfitMinutesClass=12; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=18; EADXLevel=40; ExitProfitMinutesADX=2; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=18; EBBDev=2; ExitProfitMinutesBB=4; SettingsDEM="====Выход по DEM===="; UseDEMExit=false; EDEMPer=24; EDEMLevel=0.1; ExitProfitMinutesDEM=16; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=14; EWPRLevel=12; ExitProfitMinutesWPR=18; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=12; ESTODPer=32; ESTOSPer=20; ESTOLevel=50; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=10; ExitProfitMinutesRVI=4; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=0; iIndent=12; iMAPeriod=8; 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 (9)
Чистая прибыль-218.39Общая прибыль774.24Общий убыток-992.63
Прибыльность0.78Матожидание выигрыша-4.20
Абсолютная просадка771.33Максимальная просадка771.33 (7.71%)Относительная просадка7.71% (771.33)
Всего сделок52Короткие позиции (% выигравших)30 (73.33%)Длинные позиции (% выигравших)22 (63.64%)
Прибыльные сделки (% от всех)36 (69.23%)Убыточные сделки (% от всех)16 (30.77%)
Самая большаяприбыльная сделка114.07убыточная сделка-101.27
Средняяприбыльная сделка21.51убыточная сделка-62.04
Максимальное количествонепрерывных выигрышей (прибыль)12 (146.22)непрерывных проигрышей (убыток)4 (-361.45)
Макс.непрерывная прибыль (число выигрышей)247.68 (4)непрерывный убыток (число проигрышей)-361.45 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.05 00:00buy10.041.020630.000000.00000
22017.01.05 00:00modify10.041.020630.995931.03545
32017.01.05 00:00buy20.041.020630.000000.00000
42017.01.05 00:00modify20.041.020630.995930.00000
52017.01.25 00:00s/l10.040.995930.995931.03545-95.739904.27
62017.01.25 00:00s/l20.040.995930.995930.00000-95.739808.54
72017.01.26 00:00sell30.040.999030.000000.00000
82017.01.26 00:00modify30.040.999031.025970.98287
92017.01.26 00:00sell40.040.999030.000000.00000
102017.01.26 00:00modify40.040.999031.025970.00000
112017.01.31 00:00modify40.040.999030.998790.00000
122017.01.31 00:00modify30.040.999030.998790.98287
132017.02.01 00:00modify40.040.999030.995690.00000
142017.02.01 00:00modify30.040.999030.995690.98287
152017.02.02 00:00s/l30.040.995690.995690.9828711.609820.14
162017.02.02 00:00s/l40.040.995690.995690.0000011.609831.74
172017.02.03 00:00sell50.040.992550.000000.00000
182017.02.03 00:00modify50.040.992551.016410.97823
192017.02.03 00:00sell60.040.992550.000000.00000
202017.02.03 00:00modify60.040.992551.016410.00000
212017.02.15 00:00close60.041.006021.016410.00000-56.219775.53
222017.02.15 00:00close50.041.006021.016410.97823-56.219719.31
232017.02.16 00:00buy70.041.005350.000000.00000
242017.02.16 00:00modify70.041.005350.983701.01834
252017.02.16 00:00buy80.041.005350.000000.00000
262017.02.16 00:00modify80.041.005350.983700.00000
272017.02.23 00:00modify80.041.005351.005550.00000
282017.02.23 00:00modify70.041.005351.005551.01834
292017.02.24 00:00s/l70.041.005551.005551.018342.129721.44
302017.02.24 00:00s/l80.041.005551.005550.000002.129723.56
312017.02.24 00:00buy90.051.006230.000000.00000
322017.02.24 00:00modify90.051.006230.984631.01919
332017.02.24 00:00buy100.051.006230.000000.00000
342017.02.24 00:00modify100.051.006230.984630.00000
352017.02.28 00:00modify100.051.006231.006610.00000
362017.02.28 00:00modify90.051.006231.006611.01919
372017.03.01 00:00s/l90.051.006611.006611.019192.519726.07
382017.03.01 00:00s/l100.051.006611.006610.000002.519728.59
392017.03.01 00:00buy110.051.005750.000000.00000
402017.03.01 00:00modify110.051.005750.985261.01804
412017.03.01 00:00buy120.051.005750.000000.00000
422017.03.01 00:00modify120.051.005750.985260.00000
432017.03.02 00:00modify120.051.005751.006710.00000
442017.03.02 00:00modify110.051.005751.006711.01804
452017.03.03 00:00modify120.051.005751.008670.00000
462017.03.03 00:00modify110.051.005751.008671.01804
472017.03.06 00:00s/l110.051.008671.008671.0180415.529744.11
482017.03.06 00:00s/l120.051.008671.008670.0000015.529759.63
492017.03.06 00:00buy130.051.008510.000000.00000
502017.03.06 00:00modify130.051.008510.988291.02064
512017.03.06 00:00buy140.051.008510.000000.00000
522017.03.06 00:00modify140.051.008510.988290.00000
532017.03.07 00:00modify140.051.008511.008880.00000
542017.03.07 00:00modify130.051.008511.008881.02064
552017.03.08 00:00modify140.051.008511.009960.00000
562017.03.08 00:00modify130.051.008511.009961.02064
572017.03.09 00:00modify140.051.008511.011160.00000
582017.03.09 00:00modify130.051.008511.011161.02064
592017.03.10 00:00s/l130.051.011161.011161.0206414.349773.97
602017.03.10 00:00s/l140.051.011161.011160.0000014.349788.31
612017.03.10 00:00buy150.051.012110.000000.00000
622017.03.10 00:00modify150.051.012110.993271.02341
632017.03.10 00:00buy160.051.012110.000000.00000
642017.03.10 00:00modify160.051.012110.993270.00000
652017.03.20 00:00close160.050.997390.993270.00000-72.129716.19
662017.03.20 00:00close150.050.997390.993271.02341-72.129644.06
672017.03.21 00:00sell170.050.998610.000000.00000
682017.03.21 00:00modify170.050.998611.017240.98743
692017.03.21 00:00sell180.050.998610.000000.00000
702017.03.21 00:00modify180.050.998611.017240.00000
712017.03.22 00:00modify180.050.998610.998410.00000
722017.03.22 00:00modify170.050.998610.998410.98743
732017.03.23 00:00modify180.050.998610.996360.00000
742017.03.23 00:00modify170.050.998610.996360.98743
752017.03.24 00:00modify180.050.998610.995640.00000
762017.03.24 00:00modify170.050.998610.995640.98743
772017.03.27 00:00s/l170.050.995640.995640.9874313.039657.09
782017.03.27 00:00s/l180.050.995640.995640.0000013.039670.12
792017.03.29 00:00sell190.050.992200.000000.00000
802017.03.29 00:00modify190.050.992201.011420.98067
812017.03.29 00:00sell200.050.992200.000000.00000
822017.03.29 00:00modify200.050.992201.011420.00000
832017.04.12 00:00buy210.061.007270.000000.00000
842017.04.12 00:00modify210.061.007270.989711.01781
852017.04.12 00:00buy220.061.007270.000000.00000
862017.04.12 00:00modify220.061.007270.989710.00000
872017.04.12 00:00close200.051.007271.011420.00000-79.459590.67
882017.04.12 00:00close190.051.007271.011420.98067-79.459511.21
892017.04.28 00:00sell230.060.993840.000000.00000
902017.04.28 00:00modify230.060.993841.008720.98491
912017.04.28 00:00sell240.060.993840.000000.00000
922017.04.28 00:00modify240.060.993841.008720.00000
932017.05.01 00:00s/l210.060.989710.989711.01781-101.279409.94
942017.05.01 00:00s/l220.060.989710.989710.00000-101.279308.67
952017.05.05 00:00modify240.060.993840.993640.00000
962017.05.05 00:00modify230.060.993840.993640.98491
972017.05.05 00:00modify240.060.993840.992100.00000
982017.05.05 00:00modify230.060.993840.992100.98491
992017.05.08 00:00modify240.060.993840.991250.00000
1002017.05.08 00:00modify230.060.993840.991250.98491
1012017.05.09 00:00s/l230.060.991250.991250.9849111.989320.65
1022017.05.09 00:00s/l240.060.991250.991250.0000011.989332.62
1032017.05.09 00:00sell250.050.998650.000000.00000
1042017.05.09 00:00modify250.050.998651.016020.98823
1052017.05.09 00:00sell260.050.998650.000000.00000
1062017.05.09 00:00modify260.050.998651.016020.00000
1072017.05.15 00:00buy270.050.999510.000000.00000
1082017.05.15 00:00modify270.050.999510.980551.01089
1092017.05.15 00:00buy280.050.999510.000000.00000
1102017.05.15 00:00modify280.050.999510.980550.00000
1112017.05.16 00:00close280.050.996410.980550.00000-15.359317.27
1122017.05.16 00:00close270.050.996410.980551.01089-15.359301.92
1132017.05.16 00:00modify260.050.998650.998450.00000
1142017.05.16 00:00modify250.050.998650.998450.98823
1152017.05.17 00:00t/p250.050.988230.998450.9882350.229352.14
1162017.05.17 00:00modify260.050.998650.996720.00000
1172017.05.18 00:00modify260.050.998650.990890.00000
1182017.05.19 00:00modify260.050.998650.987590.00000
1192017.05.22 00:00modify260.050.998650.982050.00000
1202017.05.23 00:00modify260.050.998650.978970.00000
1212017.05.24 00:00modify260.050.998650.977930.00000
1222017.05.25 00:00modify260.050.998650.975870.00000
1232017.05.26 00:00modify260.050.998650.975110.00000
1242017.05.29 00:00s/l260.050.975110.975110.00000114.079466.20
1252017.05.29 00:00sell290.040.975040.000000.00000
1262017.05.29 00:00modify290.040.975040.996150.96237
1272017.05.29 00:00sell300.040.975040.000000.00000
1282017.05.29 00:00modify300.040.975040.996150.00000
1292017.06.01 00:00modify300.040.975040.974840.00000
1302017.06.01 00:00modify290.040.975040.974840.96237
1312017.06.01 00:00modify300.040.975040.973150.00000
1322017.06.01 00:00modify290.040.975040.973150.96237
1332017.06.05 00:00t/p290.040.962370.973150.9623750.719516.92
1342017.06.05 00:00modify300.040.975040.969790.00000
1352017.06.06 00:00modify300.040.975040.968640.00000
1362017.06.07 00:00modify300.040.975040.966390.00000
1372017.06.08 00:00s/l300.040.966390.966390.0000032.699549.60
1382017.06.09 00:00sell310.050.966980.000000.00000
1392017.06.09 00:00modify310.050.966980.987310.95478
1402017.06.09 00:00sell320.050.966980.000000.00000
1412017.06.09 00:00modify320.050.966980.987310.00000
1422017.06.20 00:00close320.050.975560.987310.00000-46.969502.64
1432017.06.20 00:00close310.050.975560.987310.95478-46.969455.69
1442017.07.04 00:00sell330.060.963300.000000.00000
1452017.07.04 00:00modify330.060.963300.980190.95317
1462017.07.04 00:00sell340.060.963300.000000.00000
1472017.07.04 00:00modify340.060.963300.980190.00000
1482017.07.07 00:00modify340.060.963300.962730.00000
1492017.07.07 00:00modify330.060.963300.962730.95317
1502017.07.10 00:00s/l330.060.962730.962730.953171.169456.85
1512017.07.10 00:00s/l340.060.962730.962730.000001.169458.01
1522017.07.11 00:00sell350.060.965600.000000.00000
1532017.07.11 00:00modify350.060.965600.982490.95547
1542017.07.11 00:00sell360.060.965600.000000.00000
1552017.07.11 00:00modify360.060.965600.982490.00000
1562017.07.12 00:00modify360.060.965600.964870.00000
1572017.07.12 00:00modify350.060.965600.964870.95547
1582017.07.13 00:00s/l350.060.964870.964870.955472.959460.96
1592017.07.13 00:00s/l360.060.964870.964870.000002.959463.91
1602017.07.14 00:00sell370.060.967780.000000.00000
1612017.07.14 00:00modify370.060.967780.984710.95762
1622017.07.14 00:00sell380.060.967780.000000.00000
1632017.07.14 00:00modify380.060.967780.984710.00000
1642017.07.17 00:00modify380.060.967780.967580.00000
1652017.07.17 00:00modify370.060.967780.967580.95762
1662017.07.17 00:00modify380.060.967780.965400.00000
1672017.07.17 00:00modify370.060.967780.965400.95762
1682017.07.18 00:00s/l370.060.965400.965400.9576214.039477.94
1692017.07.18 00:00s/l380.060.965400.965400.0000014.039491.98
1702017.07.26 00:00sell390.050.952040.000000.00000
1712017.07.26 00:00modify390.050.952040.971170.94056
1722017.07.26 00:00sell400.050.952040.000000.00000
1732017.07.26 00:00modify400.050.952040.971170.00000
1742017.07.27 00:00modify400.050.952040.951420.00000
1752017.07.27 00:00modify390.050.952040.951420.94056
1762017.07.28 00:00s/l390.050.951420.951420.940561.889493.86
1772017.07.28 00:00s/l400.050.951420.951420.000001.889495.74
1782017.08.24 00:00sell410.040.964990.000000.00000
1792017.08.24 00:00modify410.040.964990.989440.95032
1802017.08.24 00:00sell420.040.964990.000000.00000
1812017.08.24 00:00modify420.040.964990.989440.00000
1822017.08.28 00:00modify420.040.964990.964790.00000
1832017.08.28 00:00modify410.040.964990.964790.95032
1842017.08.28 00:00modify420.040.964990.962380.00000
1852017.08.28 00:00modify410.040.964990.962380.95032
1862017.08.29 00:00modify420.040.964990.960920.00000
1872017.08.29 00:00modify410.040.964990.960920.95032
1882017.08.30 00:00t/p410.040.950320.960920.9503260.359556.09
1892017.08.30 00:00modify420.040.964990.959590.00000
1902017.08.31 00:00s/l420.040.959590.959590.0000020.569576.65
1912017.08.31 00:00sell430.040.963390.000000.00000
1922017.08.31 00:00modify430.040.963390.987730.94879
1932017.08.31 00:00sell440.040.963390.000000.00000
1942017.08.31 00:00modify440.040.963390.987730.00000
1952017.09.01 00:00modify440.040.963390.960230.00000
1962017.09.01 00:00modify430.040.963390.960230.94879
1972017.09.04 00:00s/l430.040.960230.960230.9487912.639589.28
1982017.09.04 00:00s/l440.040.960230.960230.0000012.639601.91
1992017.09.12 00:00sell450.040.956150.000000.00000
2002017.09.12 00:00modify450.040.956150.982750.94019
2012017.09.12 00:00sell460.040.956150.000000.00000
2022017.09.12 00:00modify460.040.956150.982750.00000
2032017.09.20 00:00close460.040.962670.982750.00000-29.219572.70
2042017.09.20 00:00close450.040.962670.982750.94019-29.219543.48
2052017.09.25 00:00buy470.040.970950.000000.00000
2062017.09.25 00:00modify470.040.970950.945060.98648
2072017.09.25 00:00buy480.040.970950.000000.00000
2082017.09.25 00:00modify480.040.970950.945060.00000
2092017.10.05 00:00modify480.040.970950.971880.00000
2102017.10.05 00:00modify470.040.970950.971880.98648
2112017.10.06 00:00modify480.040.970950.973890.00000
2122017.10.06 00:00modify470.040.970950.973890.98648
2132017.10.09 00:00modify480.040.970950.974720.00000
2142017.10.09 00:00modify470.040.970950.974720.98648
2152017.10.10 00:00modify480.040.970950.976220.00000
2162017.10.10 00:00modify470.040.970950.976220.98648
2172017.10.11 00:00s/l470.040.976220.976220.9864824.299567.77
2182017.10.11 00:00s/l480.040.976220.976220.0000024.299592.06
2192017.10.11 00:00buy490.050.975070.000000.00000
2202017.10.11 00:00modify490.050.975070.954310.98753
2212017.10.11 00:00buy500.050.975070.000000.00000
2222017.10.11 00:00modify500.050.975070.954310.00000
2232017.10.19 00:00modify500.050.975070.975270.00000
2242017.10.19 00:00modify490.050.975070.975270.98753
2252017.10.19 00:00modify500.050.975070.976900.00000
2262017.10.19 00:00modify490.050.975070.976900.98753
2272017.10.20 00:00s/l490.050.976900.976900.9875311.679603.73
2282017.10.20 00:00s/l500.050.976900.976900.0000011.679615.40
2292017.10.20 00:00buy510.050.976210.000000.00000
2302017.10.20 00:00modify510.050.976210.957490.98744
2312017.10.20 00:00buy520.050.976210.000000.00000
2322017.10.20 00:00modify520.050.976210.957490.00000
2332017.10.23 00:00modify520.050.976210.976410.00000
2342017.10.23 00:00modify510.050.976210.976410.98744
2352017.10.23 00:00modify520.050.976210.979250.00000
2362017.10.23 00:00modify510.050.976210.979250.98744
2372017.10.24 00:00t/p510.050.987440.979250.9874457.449672.83
2382017.10.24 00:00modify520.050.976210.980570.00000
2392017.10.25 00:00modify520.050.976210.984220.00000
2402017.10.26 00:00modify520.050.976210.985470.00000
2412017.10.27 00:00modify520.050.976210.989680.00000
2422017.10.30 00:00modify520.050.976210.992150.00000
2432017.10.30 23:59close at stop520.050.997580.992150.00000108.789781.61