Strategy Tester Report
Generic v.14.01.61 Martingale
Alpari-ECN-Demo (Build 1090)

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2013.03.31 23:00 - 2013.06.14 22:45 (2013.04.01 - 2013.06.15)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== General Settings ====>"; SetName="Generic v14 - audcad M15 - tolyayugan v1"; MagicNumber=14102; Slippage=5; Lots=0.01; DepoPer001Lot=0; Take_Profit=35; TP_perc=0; min_TP=10; TP_Swap=false; S_2="<==== ENTER SETTINGS ====>"; TrailingStartLevel=0; TrailingStep=0; S_3="<==== EXIT SETTINGS ====>"; StopOpenNewOrders=false; Max_Spread_Buy=0; Max_Spread_Sell=0; Stop_Loss=0; ExitDDPercent=0; S_4="<==== Pairs Settings ====>"; Max_DrawDown=0; Max_DrawDown_Opposite=true; StopByMaxSymbolTrades=0; StopEqualCurrencyTrade=false; StopEqualCurrencyDelay=false; CurrencyTradeMaxHours=0; S_5="<==== Trade Time Filter ====>"; S_21="Bollinger Bands Settings"; BB_Period=15; BB_Deviation=2.7; Entry_Break=1; Min_Volatility=10; S_22="CCI Settings"; cci_Period_open=0; TopLow_levels=100; S_23="Candle Size Filter (if Max Candle Size = 0, filter off)"; UseMaxCandleForAllOrders=true; maxcandle=30; barcount=5; S_31="<==== Grid Settings ====>"; ATR_Period=200; ATR_Multiplier=4; Multiplier1=2; Multiplier2=1.6; SameGridLotSize=0; TPDecreasePercent=2; BE_Level=5; BE_Step=8; Averaging_Level=15; S_6="<==== Rollover Filter ====>"; Exit_Profit_Percent=60; Out_Channel_Distance=0; cci_Period_exit=0; Exit_MA_period=15; Exit_Minutes=120; S_7="<==== Other Settings ====>"; GMTOffset=0; Start_Trade_Hour=2; Start_Trade_Minute=0; End_Trade_Hour=8; End_Trade_Minute=0; S_8="<==== 1 Order Rollover Filter ====>"; use_rollover_filter=true; Start_Rollover_Hour=23; Start_Rollover_Minute=55; End_Rollover_Hour=0; End_Rollover_Minute=15; S_9="<==== Other Settings ====>"; showinfopanel=true; VisualDebug=true; Col_info=DarkSlateGray; WriteLogFile=true;
Баров в истории5380Смоделировано тиков2584961Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредVariable
Чистая прибыль375.16Общая прибыль2730.13Общий убыток-2354.97
Прибыльность1.16Матожидание выигрыша6.58
Абсолютная просадка6524.59Максимальная просадка6565.17 (65.39%)Относительная просадка65.39% (6565.17)
Всего сделок57Короткие позиции (% выигравших)30 (90.00%)Длинные позиции (% выигравших)27 (51.85%)
Прибыльные сделки (% от всех)41 (71.93%)Убыточные сделки (% от всех)16 (28.07%)
Самая большаяприбыльная сделка1836.38убыточная сделка-406.28
Средняяприбыльная сделка66.59убыточная сделка-147.19
Максимальное количествонепрерывных выигрышей (прибыль)17 (2638.79)непрерывных проигрышей (убыток)11 (-2320.17)
Макс.непрерывная прибыль (число выигрышей)2638.79 (17)непрерывный убыток (число проигрышей)-2320.17 (11)
Среднийнепрерывный выигрыш8непрерывный проигрыш4
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.04.02 05:04sell10.011.061630.000000.00000
22013.04.02 05:04modify10.011.061630.000001.05813
32013.04.02 16:00close10.011.059490.000001.058131.6410001.64
42013.04.03 02:45sell20.011.061120.000000.00000
52013.04.03 02:45modify20.011.061120.000001.05762
62013.04.03 14:15sell30.011.063640.000000.00000
72013.04.03 14:15modify20.011.061120.000001.05895
82013.04.03 14:15modify30.011.063640.000001.05895
92013.04.04 06:41buy40.011.061460.000000.00000
102013.04.04 06:41modify40.011.061460.000001.06496
112013.04.04 07:42close30.011.060310.000001.058952.4910004.13
122013.04.04 07:42close20.011.060310.000001.058950.5510004.67
132013.04.04 08:29buy50.011.058770.000000.00000
142013.04.04 08:29modify40.011.061460.000001.06355
152013.04.04 08:29modify50.011.058770.000001.06355
162013.04.05 14:31close50.011.062210.000001.063552.6510007.32
172013.04.05 14:31close40.011.062210.000001.063550.5810007.90
182013.04.09 02:05sell60.011.059430.000000.00000
192013.04.09 02:05modify60.011.059430.000001.05593
202013.04.09 14:20sell70.011.063650.000000.00000
212013.04.09 14:20modify60.011.059430.000001.05811
222013.04.09 14:20modify70.011.063650.000001.05811
232013.04.10 04:09sell80.021.066860.000000.00000
242013.04.10 04:09modify60.011.059430.000001.06084
252013.04.10 04:09modify70.011.063650.000001.06084
262013.04.10 04:09modify80.021.066860.000001.06084
272013.04.10 14:11sell90.031.069700.000000.00000
282013.04.10 14:11modify60.011.059430.000001.06327
292013.04.10 14:11modify70.011.063650.000001.06327
302013.04.10 14:11modify80.021.066860.000001.06327
312013.04.10 14:11modify90.031.069700.000001.06327
322013.04.11 03:30buy100.011.068560.000000.00000
332013.04.11 03:30modify100.011.068560.000001.07206
342013.04.11 10:15close100.011.070710.000001.072061.6510009.55
352013.04.11 23:01close90.031.064580.000001.0632711.5810021.14
362013.04.11 23:01close80.021.064580.000001.063273.3510024.49
372013.04.11 23:01close70.011.064580.000001.06327-0.8110023.68
382013.04.11 23:01close60.011.064580.000001.06327-4.0510019.64
392013.04.12 05:30sell110.011.065760.000000.00000
402013.04.12 05:30modify110.011.065760.000001.06226
412013.04.12 17:07close110.011.063650.000001.062261.6210021.26
422013.04.15 03:57buy120.011.064680.000000.00000
432013.04.15 03:57modify120.011.064680.000001.06818
442013.04.15 20:13buy130.011.058860.000000.00000
452013.04.15 20:13modify120.011.064680.000001.06520
462013.04.15 20:13modify130.011.058860.000001.06520
472013.04.16 05:51sell140.011.059360.000000.00000
482013.04.16 05:51modify140.011.059360.000001.05586
492013.04.17 18:08close140.011.057250.000001.055861.6010022.85
502013.04.18 03:05buy150.021.055820.000000.00000
512013.04.18 03:05modify120.011.064680.000001.06216
522013.04.18 03:05modify130.011.058860.000001.06216
532013.04.18 03:05modify150.021.055820.000001.06216
542013.04.19 04:13sell160.011.057160.000000.00000
552013.04.19 04:13modify160.011.057160.000001.05366
562013.04.21 23:00close160.011.054670.000001.053661.9210024.77
572013.04.22 03:27sell170.011.055270.000000.00000
582013.04.22 03:27modify170.011.055270.000001.05177
592013.04.22 09:41close170.011.053140.000001.051771.6310026.40
602013.04.22 09:58buy180.031.052870.000000.00000
612013.04.22 09:58modify120.011.064680.000001.05955
622013.04.22 09:58modify130.011.058860.000001.05955
632013.04.22 09:58modify150.021.055820.000001.05955
642013.04.22 09:58modify180.031.052870.000001.05955
652013.04.25 03:25sell190.011.055000.000000.00000
662013.04.25 03:25modify190.011.055000.000001.05150
672013.04.25 15:48close190.011.052860.000001.051501.6510028.05
682013.04.26 02:26sell200.011.050520.000000.00000
692013.04.26 02:26modify200.011.050520.000001.04702
702013.04.26 10:53close200.011.048400.000001.047021.6310029.68
712013.04.26 10:55buy210.041.048060.000000.00000
722013.04.26 10:55modify120.011.064680.000001.05408
732013.04.26 10:55modify130.011.058860.000001.05408
742013.04.26 10:55modify150.021.055820.000001.05408
752013.04.26 10:55modify180.031.052870.000001.05408
762013.04.26 10:55modify210.041.048060.000001.05408
772013.04.29 04:18sell220.011.046800.000000.00000
782013.04.29 04:18modify220.011.046800.000001.04330
792013.04.29 16:42sell230.011.049370.000000.00000
802013.04.29 16:42modify220.011.046800.000001.04466
812013.04.29 16:42modify230.011.049370.000001.04466
822013.04.30 12:15close230.011.046030.000001.044662.5410032.22
832013.04.30 12:15close220.011.046030.000001.044660.5710032.78
842013.04.30 12:24buy240.071.045130.000000.00000
852013.04.30 12:24modify120.011.064680.000001.05091
862013.04.30 12:24modify130.011.058860.000001.05091
872013.04.30 12:24modify150.021.055820.000001.05091
882013.04.30 12:24modify180.031.052870.000001.05091
892013.04.30 12:24modify210.041.048060.000001.05091
902013.04.30 12:24modify240.071.045130.000001.05091
912013.05.01 14:42buy250.101.040320.000000.00000
922013.05.01 14:42modify120.011.064680.000001.04741
932013.05.01 14:42modify130.011.058860.000001.04741
942013.05.01 14:42modify150.021.055820.000001.04741
952013.05.01 14:42modify180.031.052870.000001.04741
962013.05.01 14:42modify210.041.048060.000001.04741
972013.05.01 14:42modify240.071.045130.000001.04741
982013.05.01 14:42modify250.101.040320.000001.04741
992013.05.02 07:17buy260.171.031950.000000.00000
1002013.05.02 07:17modify120.011.064680.000001.04187
1012013.05.02 07:17modify130.011.058860.000001.04187
1022013.05.02 07:17modify150.021.055820.000001.04187
1032013.05.02 07:17modify180.031.052870.000001.04187
1042013.05.02 07:17modify210.041.048060.000001.04187
1052013.05.02 07:17modify240.071.045130.000001.04187
1062013.05.02 07:17modify250.101.040320.000001.04187
1072013.05.02 07:17modify260.171.031950.000001.04187
1082013.05.03 02:26sell270.011.037220.000000.00000
1092013.05.03 02:26modify270.011.037220.000001.03372
1102013.05.03 16:00sell280.011.040810.000000.00000
1112013.05.03 16:00modify270.011.037220.000001.03559
1122013.05.03 16:00modify280.011.040810.000001.03559
1132013.05.06 03:30close280.011.036940.000001.035592.9510035.73
1142013.05.06 03:30close270.011.036940.000001.035590.1910035.91
1152013.05.08 07:43sell290.011.024340.000000.00000
1162013.05.08 07:43modify290.011.024340.000001.02084
1172013.05.08 16:53close290.011.022220.000001.020841.6310037.54
1182013.05.09 15:19buy300.271.023960.000000.00000
1192013.05.09 15:19modify120.011.064680.000001.03546
1202013.05.09 15:19modify130.011.058860.000001.03546
1212013.05.09 15:19modify150.021.055820.000001.03546
1222013.05.09 15:19modify180.031.052870.000001.03546
1232013.05.09 15:19modify210.041.048060.000001.03546
1242013.05.09 15:19modify240.071.045130.000001.03546
1252013.05.09 15:19modify250.101.040320.000001.03546
1262013.05.09 15:19modify260.171.031950.000001.03546
1272013.05.09 15:19modify300.271.023960.000001.03546
1282013.05.09 20:03buy310.431.019340.000000.00000
1292013.05.09 20:03modify120.011.064680.000001.02973
1302013.05.09 20:03modify130.011.058860.000001.02973
1312013.05.09 20:03modify150.021.055820.000001.02973
1322013.05.09 20:03modify180.031.052870.000001.02973
1332013.05.09 20:03modify210.041.048060.000001.02973
1342013.05.09 20:03modify240.071.045130.000001.02973
1352013.05.09 20:03modify250.101.040320.000001.02973
1362013.05.09 20:03modify260.171.031950.000001.02973
1372013.05.09 20:03modify300.271.023960.000001.02973
1382013.05.09 20:03modify310.431.019340.000001.02973
1392013.05.10 02:11buy320.691.014340.000000.00000
1402013.05.10 02:11modify120.011.064680.000001.02426
1412013.05.10 02:11modify130.011.058860.000001.02426
1422013.05.10 02:11modify150.021.055820.000001.02426
1432013.05.10 02:11modify180.031.052870.000001.02426
1442013.05.10 02:11modify210.041.048060.000001.02426
1452013.05.10 02:11modify240.071.045130.000001.02426
1462013.05.10 02:11modify250.101.040320.000001.02426
1472013.05.10 02:11modify260.171.031950.000001.02426
1482013.05.10 02:11modify300.271.023960.000001.02426
1492013.05.10 02:11modify310.431.019340.000001.02426
1502013.05.10 02:11modify320.691.014340.000001.02426
1512013.05.13 06:50sell330.011.011730.000000.00000
1522013.05.13 06:50modify330.011.011730.000001.00823
1532013.05.13 10:40close330.011.009630.000001.008231.6110039.15
1542013.05.13 14:31buy341.101.005870.000000.00000
1552013.05.13 14:31modify120.011.064680.000001.01768
1562013.05.13 14:31modify130.011.058860.000001.01768
1572013.05.13 14:31modify150.021.055820.000001.01768
1582013.05.13 14:31modify180.031.052870.000001.01768
1592013.05.13 14:31modify210.041.048060.000001.01768
1602013.05.13 14:31modify240.071.045130.000001.01768
1612013.05.13 14:31modify250.101.040320.000001.01768
1622013.05.13 14:31modify260.171.031950.000001.01768
1632013.05.13 14:31modify300.271.023960.000001.01768
1642013.05.13 14:31modify310.431.019340.000001.01768
1652013.05.13 14:31modify320.691.014340.000001.01768
1662013.05.13 14:31modify341.101.005870.000001.01768
1672013.05.14 02:31sell350.011.007520.000000.00000
1682013.05.14 02:31modify350.011.007520.000001.00402
1692013.05.14 11:54close350.011.005410.000001.004021.6210040.77
1702013.05.16 02:14sell360.011.005870.000000.00000
1712013.05.16 02:14modify360.011.005870.000001.00237
1722013.05.16 05:54close360.011.003750.000001.002371.6210042.39
1732013.05.16 07:52buy371.761.001990.000000.00000
1742013.05.16 07:52modify120.011.064680.000001.01210
1752013.05.16 07:52modify130.011.058860.000001.01210
1762013.05.16 07:52modify150.021.055820.000001.01210
1772013.05.16 07:52modify180.031.052870.000001.01210
1782013.05.16 07:52modify210.041.048060.000001.01210
1792013.05.16 07:52modify240.071.045130.000001.01210
1802013.05.16 07:52modify250.101.040320.000001.01210
1812013.05.16 07:52modify260.171.031950.000001.01210
1822013.05.16 07:52modify300.271.023960.000001.01210
1832013.05.16 07:52modify310.431.019340.000001.01210
1842013.05.16 07:52modify320.691.014340.000001.01210
1852013.05.16 07:52modify341.101.005870.000001.01210
1862013.05.16 07:52modify371.761.001990.000001.01210
1872013.05.17 03:10buy382.810.998520.000000.00000
1882013.05.17 03:10modify120.011.064680.000001.00732
1892013.05.17 03:10modify130.011.058860.000001.00732
1902013.05.17 03:10modify150.021.055820.000001.00732
1912013.05.17 03:10modify180.031.052870.000001.00732
1922013.05.17 03:10modify210.041.048060.000001.00732
1932013.05.17 03:10modify240.071.045130.000001.00732
1942013.05.17 03:10modify250.101.040320.000001.00732
1952013.05.17 03:10modify260.171.031950.000001.00732
1962013.05.17 03:10modify300.271.023960.000001.00732
1972013.05.17 03:10modify310.431.019340.000001.00732
1982013.05.17 03:10modify320.691.014340.000001.00732
1992013.05.17 03:10modify341.101.005870.000001.00732
2002013.05.17 03:10modify371.761.001990.000001.00732
2012013.05.17 03:10modify382.810.998520.000001.00732
2022013.05.20 18:08close382.811.007030.000001.007321836.3811878.77
2032013.05.20 18:08close371.761.007030.000001.00732681.3012560.08
2042013.05.20 18:08close341.101.007030.000001.0073298.3512658.42
2052013.05.20 18:08close320.691.007030.000001.00732-387.0612271.36
2062013.05.20 18:08close310.431.007030.000001.00732-406.2811865.08
2072013.05.20 18:08close300.271.007030.000001.00732-350.9011514.18
2082013.05.20 18:08close260.171.007030.000001.00732-325.1711189.00
2092013.05.20 18:08close250.101.007030.000001.00732-255.5410933.46
2102013.05.20 18:08close240.071.007030.000001.00732-204.7310728.74
2112013.05.20 18:08close210.041.007030.000001.00732-125.9810602.76
2122013.05.20 18:08close180.031.007030.000001.00732-105.5610497.20
2132013.05.20 18:08close150.021.007030.000001.00732-74.9010422.29
2142013.05.20 18:08close130.011.007030.000001.00732-39.7810382.51
2152013.05.20 18:08close120.011.007030.000001.00732-44.2510338.26
2162013.05.21 02:58buy390.011.003530.000000.00000
2172013.05.21 02:58modify390.011.003530.000001.00703
2182013.05.21 05:23close390.011.005640.000001.007031.6210339.88
2192013.05.21 07:33sell400.011.006870.000000.00000
2202013.05.21 07:33modify400.011.006870.000001.00337
2212013.05.21 12:24close400.011.004770.000001.003371.6110341.49
2222013.05.22 06:41sell410.011.005760.000000.00000
2232013.05.22 06:41modify410.011.005760.000001.00226
2242013.05.22 10:03close410.011.003640.000001.002261.6310343.12
2252013.05.23 07:56buy420.010.999020.000000.00000
2262013.05.23 07:56modify420.010.999020.000001.00252
2272013.05.23 10:58close420.011.001130.000001.002521.6210344.74
2282013.05.28 04:15sell430.010.996160.000000.00000
2292013.05.28 04:15modify430.010.996160.000000.99266
2302013.05.28 09:39sell440.011.000780.000000.00000
2312013.05.28 09:39modify430.010.996160.000000.99504
2322013.05.28 09:39modify440.011.000780.000000.99504
2332013.05.29 01:11close440.010.996410.000000.995043.3410348.07
2342013.05.29 01:11close430.010.996410.000000.99504-0.2110347.86
2352013.05.29 07:46buy450.010.994100.000000.00000
2362013.05.29 07:46modify450.010.994100.000000.99760
2372013.05.29 10:40close450.010.996220.000000.997601.6310349.49
2382013.05.30 03:30buy460.010.995180.000000.00000
2392013.05.30 03:30modify460.010.995180.000000.99868
2402013.05.30 03:34close460.010.997280.000000.998681.6210351.11
2412013.05.30 03:34sell470.010.997580.000000.00000
2422013.05.30 03:34modify470.010.997580.000000.99408
2432013.05.30 13:38close470.010.995440.000000.994081.6410352.75
2442013.05.31 04:58buy480.010.995320.000000.00000
2452013.05.31 04:58modify480.010.995320.000000.99882
2462013.05.31 14:30buy490.010.990830.000000.00000
2472013.05.31 14:30modify480.010.995320.000000.99651
2482013.05.31 14:30modify490.010.990830.000000.99651
2492013.06.02 23:00t/p480.010.996510.000000.996510.9110353.66
2502013.06.02 23:00t/p490.010.996510.000000.996514.3610358.02
2512013.06.03 02:50sell500.010.996990.000000.00000
2522013.06.03 02:50modify500.010.996990.000000.99349
2532013.06.03 16:12sell510.011.000820.000000.00000
2542013.06.03 16:12modify500.010.996990.000000.99548
2552013.06.03 16:12modify510.011.000820.000000.99548
2562013.06.04 11:57close510.010.996830.000000.995483.0510361.06
2572013.06.04 11:57close500.010.996830.000000.995480.1110361.17
2582013.06.05 03:31buy520.010.996340.000000.00000
2592013.06.05 03:31modify520.010.996340.000000.99984
2602013.06.06 02:14buy530.010.982850.000000.00000
2612013.06.06 02:14modify520.010.996340.000000.99303
2622013.06.06 02:14modify530.010.982850.000000.99303
2632013.06.10 07:52sell540.010.962400.000000.00000
2642013.06.10 07:52modify540.010.962400.000000.95890
2652013.06.10 10:52close540.010.960260.000000.958901.6410362.81
2662013.06.11 01:09buy550.020.963220.000000.00000
2672013.06.11 01:09modify520.010.996340.000000.97977
2682013.06.11 01:09modify530.010.982850.000000.97977
2692013.06.11 01:09modify550.020.963220.000000.97977
2702013.06.11 09:04buy560.030.957360.000000.00000
2712013.06.11 09:04modify520.010.996340.000000.97153
2722013.06.11 09:04modify530.010.982850.000000.97153
2732013.06.11 09:04modify550.020.963220.000000.97153
2742013.06.11 09:04modify560.030.957360.000000.97153
2752013.06.12 09:31close560.030.970240.000000.9715329.6710392.48
2762013.06.12 09:31close550.020.970240.000000.9715310.7910403.27
2772013.06.12 09:31close530.010.970240.000000.97153-9.6910393.58
2782013.06.12 09:31close520.010.970240.000000.97153-20.0510373.54
2792013.06.14 07:00sell570.010.976650.000000.00000
2802013.06.14 07:00modify570.010.976650.000000.97315
2812013.06.14 19:05close570.010.974540.000000.973151.6210375.16