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

СимволAUDCAD (Australian Dollar vs Canadian Dollar)
Период15 Минут (M15) 2013.04.01 02:00 - 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 истории5368Смоделировано тиков3418491Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредVariable
Чистая прибыль108.56Общая прибыль201.34Общий убыток-92.78
Прибыльность2.17Матожидание выигрыша1.70
Абсолютная просадка37.17Максимальная просадка135.00 (1.34%)Относительная просадка1.34% (135.00)
Всего сделок64Короткие позиции (% выигравших)30 (90.00%)Длинные позиции (% выигравших)34 (67.65%)
Прибыльные сделки (% от всех)50 (78.13%)Убыточные сделки (% от всех)14 (21.88%)
Самая большаяприбыльная сделка44.46убыточная сделка-23.07
Средняяприбыльная сделка4.03убыточная сделка-6.63
Максимальное количествонепрерывных выигрышей (прибыль)12 (38.88)непрерывных проигрышей (убыток)3 (-63.16)
Макс.непрерывная прибыль (число выигрышей)79.10 (8)непрерывный убыток (число проигрышей)-63.16 (3)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.04.02 05:04sell10.011.061860.000000.00000
22013.04.02 05:04modify10.011.061860.000001.05836
32013.04.02 15:55close10.011.059730.000001.058361.6410001.64
42013.04.03 02:45sell20.011.061370.000000.00000
52013.04.03 02:45modify20.011.061370.000001.05787
62013.04.03 14:15sell30.011.063720.000000.00000
72013.04.03 14:15modify20.011.061370.000001.05912
82013.04.03 14:15modify30.011.063720.000001.05912
92013.04.04 00:59close30.011.060490.000001.059122.4210004.06
102013.04.04 00:59close20.011.060490.000001.059120.6110004.66
112013.04.04 02:30sell40.011.061690.000000.00000
122013.04.04 02:30modify40.011.061690.000001.05819
132013.04.04 06:40buy50.011.061550.000000.00000
142013.04.04 06:40modify50.011.061550.000001.06505
152013.04.04 07:44close40.011.059550.000001.058191.6510006.31
162013.04.04 08:29buy60.011.058810.000000.00000
172013.04.04 08:29modify50.011.061550.000001.06361
182013.04.04 08:29modify60.011.058810.000001.06361
192013.04.04 16:31buy70.021.055080.000000.00000
202013.04.04 16:31modify50.011.061550.000001.06099
212013.04.04 16:31modify60.011.058810.000001.06099
222013.04.04 16:31modify70.021.055080.000001.06099
232013.04.05 14:30close70.021.059660.000001.060997.0310013.34
242013.04.05 14:30close60.011.059660.000001.060990.6610014.01
252013.04.05 14:30close50.011.059660.000001.06099-1.4510012.56
262013.04.09 02:06sell80.011.059710.000000.00000
272013.04.09 02:06modify80.011.059710.000001.05621
282013.04.09 14:20sell90.011.063710.000000.00000
292013.04.09 14:20modify80.011.059710.000001.05828
302013.04.09 14:20modify90.011.063710.000001.05828
312013.04.10 04:09sell100.021.066960.000000.00000
322013.04.10 04:09modify80.011.059710.000001.06098
332013.04.10 04:09modify90.011.063710.000001.06098
342013.04.10 04:09modify100.021.066960.000001.06098
352013.04.10 14:11sell110.031.069830.000000.00000
362013.04.10 14:11modify80.011.059710.000001.06340
372013.04.10 14:11modify90.011.063710.000001.06340
382013.04.10 14:11modify100.021.066960.000001.06340
392013.04.10 14:11modify110.031.069830.000001.06340
402013.04.11 03:30buy120.011.068380.000000.00000
412013.04.11 03:30modify120.011.068380.000001.07188
422013.04.11 10:14close120.011.070540.000001.071881.6610014.22
432013.04.11 23:01close110.031.064630.000001.0634011.7610025.98
442013.04.11 23:01close100.021.064630.000001.063403.4310029.41
452013.04.11 23:01close90.011.064630.000001.06340-0.8010028.61
462013.04.11 23:01close80.011.064630.000001.06340-3.8710024.75
472013.04.12 05:30sell130.011.066000.000000.00000
482013.04.12 05:30modify130.011.066000.000001.06250
492013.04.12 16:55close130.011.063820.000001.062501.6810026.43
502013.04.15 03:50buy140.011.064860.000000.00000
512013.04.15 03:50modify140.011.064860.000001.06836
522013.04.15 15:26buy150.011.061130.000000.00000
532013.04.15 15:26modify140.011.064860.000001.06643
542013.04.15 15:26modify150.011.061130.000001.06643
552013.04.15 20:13buy160.021.057960.000000.00000
562013.04.15 20:13modify140.011.064860.000001.06384
572013.04.15 20:13modify150.011.061130.000001.06384
582013.04.15 20:13modify160.021.057960.000001.06384
592013.04.16 05:51sell170.011.059610.000000.00000
602013.04.16 05:51modify170.011.059610.000001.05611
612013.04.17 18:04close170.011.057460.000001.056111.6310028.05
622013.04.19 01:17buy180.031.054940.000000.00000
632013.04.19 01:17modify140.011.064860.000001.06139
642013.04.19 01:17modify150.011.061130.000001.06139
652013.04.19 01:17modify160.021.057960.000001.06139
662013.04.19 01:17modify180.031.054940.000001.06139
672013.04.19 04:13sell190.011.057410.000000.00000
682013.04.19 04:13modify190.011.057410.000001.05391
692013.04.19 10:01close180.031.060090.000001.0613911.8610039.91
702013.04.19 10:01close160.021.060090.000001.061393.2810043.19
712013.04.19 10:01close150.011.060090.000001.06139-0.8010042.39
722013.04.19 10:01close140.011.060090.000001.06139-3.6710038.72
732013.04.19 20:40close190.011.055280.000001.053911.6410040.36
742013.04.22 03:27sell200.011.055580.000000.00000
752013.04.22 03:27modify200.011.055580.000001.05208
762013.04.22 07:06buy210.011.055020.000000.00000
772013.04.22 07:06modify210.011.055020.000001.05852
782013.04.22 09:41close200.011.053470.000001.052081.6210041.98
792013.04.23 03:45buy220.011.050590.000000.00000
802013.04.23 03:45modify210.011.055020.000001.05624
812013.04.23 03:45modify220.011.050590.000001.05624
822013.04.24 10:47close220.011.054930.000001.056243.3310045.31
832013.04.24 10:47close210.011.054930.000001.05624-0.0710045.24
842013.04.25 03:08sell230.011.055120.000000.00000
852013.04.25 03:08modify230.011.055120.000001.05162
862013.04.25 15:19close230.011.053020.000001.051621.6110046.85
872013.04.26 02:25sell240.011.050700.000000.00000
882013.04.26 02:25modify240.011.050700.000001.04720
892013.04.26 10:43close240.011.048500.000001.047201.6910048.54
902013.04.29 04:18sell250.011.047020.000000.00000
912013.04.29 04:18modify250.011.047020.000001.04352
922013.04.29 17:34sell260.011.049890.000000.00000
932013.04.29 17:34modify250.011.047020.000001.04503
942013.04.29 17:34modify260.011.049890.000001.04503
952013.04.30 02:05close260.011.046390.000001.045032.6610051.20
962013.04.30 02:05close250.011.046390.000001.045030.4610051.66
972013.04.30 03:28sell270.011.047540.000000.00000
982013.04.30 03:28modify270.011.047540.000001.04404
992013.04.30 12:23close270.011.045430.000001.044041.6210053.28
1002013.05.02 02:42buy280.011.034660.000000.00000
1012013.05.02 02:42modify280.011.034660.000001.03816
1022013.05.02 07:17buy290.011.031960.000000.00000
1032013.05.02 07:17modify280.011.034660.000001.03674
1042013.05.02 07:17modify290.011.031960.000001.03674
1052013.05.02 22:11close290.011.035390.000001.036742.6410055.92
1062013.05.02 22:11close280.011.035390.000001.036740.5710056.49
1072013.05.03 02:26sell300.011.037530.000000.00000
1082013.05.03 02:26modify300.011.037530.000001.03403
1092013.05.03 16:00sell310.011.040850.000000.00000
1102013.05.03 16:00modify300.011.037530.000001.03576
1112013.05.03 16:00modify310.011.040850.000001.03576
1122013.05.06 03:11buy320.011.037570.000000.00000
1132013.05.06 03:11modify320.011.037570.000001.04107
1142013.05.06 03:18close310.011.037130.000001.035762.8410059.32
1152013.05.06 03:18close300.011.037130.000001.035760.2910059.61
1162013.05.06 10:07buy330.011.034080.000000.00000
1172013.05.06 10:07modify320.011.037570.000001.03926
1182013.05.06 10:07modify330.011.034080.000001.03926
1192013.05.07 02:10buy340.021.031030.000000.00000
1202013.05.07 02:10modify320.011.037570.000001.03679
1212013.05.07 02:10modify330.011.034080.000001.03679
1222013.05.07 02:10modify340.021.031030.000001.03679
1232013.05.07 11:14buy350.031.024700.000000.00000
1242013.05.07 11:14modify320.011.037570.000001.03298
1252013.05.07 11:14modify330.011.034080.000001.03298
1262013.05.07 11:14modify340.021.031030.000001.03298
1272013.05.07 11:14modify350.031.024700.000001.03298
1282013.05.08 02:28buy360.041.021990.000000.00000
1292013.05.08 02:28modify320.011.037570.000001.02769
1302013.05.08 02:28modify330.011.034080.000001.02769
1312013.05.08 02:28modify340.021.031030.000001.02769
1322013.05.08 02:28modify350.031.024700.000001.02769
1332013.05.08 02:28modify360.041.021990.000001.02769
1342013.05.08 07:42sell370.011.024310.000000.00000
1352013.05.08 07:42modify370.011.024310.000001.02081
1362013.05.08 16:53close370.011.022200.000001.020811.6210061.23
1372013.05.09 04:56close360.041.027410.000001.0276916.6610077.88
1382013.05.09 04:56close350.031.027410.000001.027696.2510084.13
1392013.05.09 04:56close340.021.027410.000001.02769-5.5610078.57
1402013.05.09 04:56close330.011.027410.000001.02769-5.1210073.45
1412013.05.09 04:56close320.011.027410.000001.02769-7.8010065.66
1422013.05.10 02:08buy380.011.014510.000000.00000
1432013.05.10 02:08modify380.011.014510.000001.01801
1442013.05.10 04:08close380.011.016720.000001.018011.7010067.36
1452013.05.13 06:50sell390.011.011850.000000.00000
1462013.05.13 06:50modify390.011.011850.000001.00835
1472013.05.13 10:28close390.011.009730.000001.008351.6310068.99
1482013.05.14 02:31sell400.011.007790.000000.00000
1492013.05.14 02:31modify400.011.007790.000001.00429
1502013.05.14 11:47close400.011.005680.000001.004291.6210070.61
1512013.05.16 02:14sell410.011.006180.000000.00000
1522013.05.16 02:14modify410.011.006180.000001.00268
1532013.05.16 05:07buy420.011.004290.000000.00000
1542013.05.16 05:07modify420.011.004290.000001.00779
1552013.05.16 05:19close410.011.004070.000001.002681.6310072.24
1562013.05.16 21:10buy430.010.999300.000000.00000
1572013.05.16 21:10modify420.011.004290.000001.00523
1582013.05.16 21:10modify430.010.999300.000001.00523
1592013.05.17 15:00close430.011.003860.000001.005233.5010075.74
1602013.05.17 15:00close420.011.003860.000001.00523-0.3310075.41
1612013.05.21 02:58buy440.011.003640.000000.00000
1622013.05.21 02:58modify440.011.003640.000001.00714
1632013.05.21 05:20close440.011.005740.000001.007141.6110077.02
1642013.05.21 07:33sell450.011.006870.000000.00000
1652013.05.21 07:33modify450.011.006870.000001.00337
1662013.05.21 12:15close450.011.004770.000001.003371.6210078.64
1672013.05.22 02:56buy460.011.005350.000000.00000
1682013.05.22 02:56modify460.011.005350.000001.00885
1692013.05.22 15:05close460.011.007490.000001.008851.6510080.29
1702013.05.23 07:56buy470.010.998930.000000.00000
1712013.05.23 07:56modify470.010.998930.000001.00243
1722013.05.23 10:57close470.011.001030.000001.002431.6210081.91
1732013.05.28 02:01sell480.010.996300.000000.00000
1742013.05.28 02:01modify480.010.996300.000000.99280
1752013.05.28 02:14buy490.010.995040.000000.00000
1762013.05.28 02:14modify490.010.995040.000000.99854
1772013.05.28 05:26close490.010.997190.000000.998541.6510083.56
1782013.05.28 09:39sell500.011.000870.000000.00000
1792013.05.28 09:39modify480.010.996300.000000.99516
1802013.05.28 09:39modify500.011.000870.000000.99516
1812013.05.29 01:10close500.010.996500.000000.995163.3410086.89
1822013.05.29 01:10close480.010.996500.000000.99516-0.1710086.72
1832013.05.29 07:42buy510.010.994670.000000.00000
1842013.05.29 07:42modify510.010.994670.000000.99817
1852013.05.29 12:24close510.010.996770.000000.998171.6210088.34
1862013.05.30 03:30buy520.010.995390.000000.00000
1872013.05.30 03:30modify520.010.995390.000000.99889
1882013.05.30 03:34close520.010.997500.000000.998891.6210089.96
1892013.05.30 03:34sell530.010.997860.000000.00000
1902013.05.30 03:34modify530.010.997860.000000.99436
1912013.05.30 13:30close530.010.995750.000000.994361.6210091.58
1922013.05.31 04:56buy540.010.995520.000000.00000
1932013.05.31 04:56modify540.010.995520.000000.99902
1942013.05.31 14:30buy550.010.990890.000000.00000
1952013.05.31 14:30modify540.010.995520.000000.99664
1962013.05.31 14:30modify550.010.990890.000000.99664
1972013.06.02 23:00t/p540.010.996640.000000.996640.8610092.44
1982013.06.02 23:00t/p550.010.996640.000000.996644.4210096.86
1992013.06.03 02:50sell560.010.997190.000000.00000
2002013.06.03 02:50modify560.010.997190.000000.99369
2012013.06.04 04:05buy570.011.001170.000000.00000
2022013.06.04 04:05modify570.011.001170.000001.00467
2032013.06.05 03:30buy580.010.996820.000000.00000
2042013.06.05 03:30modify570.011.001170.000001.00243
2052013.06.05 03:30modify580.010.996820.000001.00243
2062013.06.05 07:39close560.010.995000.000000.993691.6310098.49
2072013.06.06 01:22buy590.020.984380.000000.00000
2082013.06.06 01:22modify570.011.001170.000000.99505
2092013.06.06 01:22modify580.010.996820.000000.99505
2102013.06.06 01:22modify590.020.984380.000000.99505
2112013.06.10 04:26buy600.030.961200.000000.00000
2122013.06.10 04:26modify570.011.001170.000000.98191
2132013.06.10 04:26modify580.010.996820.000000.98191
2142013.06.10 04:26modify590.020.984380.000000.98191
2152013.06.10 04:26modify600.030.961200.000000.98191
2162013.06.11 09:05buy610.040.956650.000000.00000
2172013.06.11 09:05modify570.011.001170.000000.97143
2182013.06.11 09:05modify580.010.996820.000000.97143
2192013.06.11 09:05modify590.020.984380.000000.97143
2202013.06.11 09:05modify600.030.961200.000000.97143
2212013.06.11 09:05modify610.040.956650.000000.97143
2222013.06.12 11:16close610.040.971120.000000.9714344.4610142.95
2232013.06.12 11:16close600.030.971120.000000.9714322.8610165.81
2242013.06.12 11:16close590.020.971120.000000.97143-20.3710145.45
2252013.06.12 11:16close580.010.971120.000000.97143-19.7310125.72
2262013.06.12 11:16close570.010.971120.000000.97143-23.0710102.66
2272013.06.13 02:29sell620.010.968440.000000.00000
2282013.06.13 02:29modify620.010.968440.000000.96494
2292013.06.13 03:29t/p620.010.964940.000000.964942.6810105.34
2302013.06.14 02:43buy630.010.975840.000000.00000
2312013.06.14 02:43modify630.010.975840.000000.97934
2322013.06.14 07:25sell640.010.976950.000000.00000
2332013.06.14 07:25modify640.010.976950.000000.97345
2342013.06.14 08:20close630.010.977940.000000.979341.6110106.95
2352013.06.14 17:35close640.010.974850.000000.973451.6110108.56