Strategy Tester Report
Quantum London Trading EA v1.6.1 m13-9-43[staxis]
Alpari-Pro.ECN (Build 1090)

СимволNZDCHF (New Zealand Dollar vs Swiss Franc)
Период5 Минут (M5) 2015.07.03 08:20 - 2018.09.26 23:55 (2015.07.03 - 2018.09.27)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыmn=695; comm="QL_АН_Cannel Fibo, ATR Canne_NZDCHF_M5 GX-ATR v1 под сову 43 стаксиса"; manual=false; wait=0; onlylowerhigher=true; xdist=40; multi_xdist=1.8; exponent_factor_xdist=1; stop=false; xcandles=0; reverse=false; MaxWaiting=30; Slip=10; Spred=41; ber=false; percbedd=0; ll80="######################## БЛОК Минимального расстояния перед входом ####################"; GX_on=true; _GX_time_="Время фиксации цены"; GX_hour=10; GX_minut=0; GX_points=0; GX_points_buy=0; GX_points_sell=0; GX_ATR_perc=40; GX_ATR_Period=10; GX_Price_buy=0; GX_Price_sell=0; ll81="======================== Параметры для режима 'PivotEnvelope' ===================="; PE_op_dm=false; PE_i_maPeriod_op_old=3; PE_i_maShift_op_old=0; PE_i_indBarsCount_op_old=1000; PE_i_shift_op_old=0; ll83="------------------------ Параметры 'PivotEnvelope' младшего TF --------------------"; PE_op_on_jr=false; PE_i_maPeriod_op_jr=3; PE_i_maShift_op_jr=0; PE_i_indBarsCount_op_jr=1000; PE_i_shift_op_jr=0; GX_Line_color=White; GX_Line_color_buy=White; GX_Line_color_sell=White; mm04="######################## БЛОК SL/TP ####################"; pointstp=0; dollartp=0; percequitytp=0; pointssl=0; dollarsl=0; percequitysl=0; indivtp=0; indivsl=0; indiv_Period_tp=13; indiv_Period_sl=13; stop_sl=false; mnn10="######################## БЛОК Close only in profit ####################"; CloseProfit_min=1; CloseProfit_max=0; CloseProfit=0; CloseProfit_Points=100; CP_ATR_perc=0; CP_ATR_Period=0; CP_ATR_ED=0; CP_TS=false; mn01="######################## БЛОК ВЫБОРА ЛОТА ####################"; FixLot=0.01; PercentOfDepo=1; multip1=1.25; multip2=1; AccFreeMargin=0; mn02="======================= секция Classical ====================="; T1=0.01; T2=0.02; T3=0.05; T4=0.13; T5=0.34; T6=0.89; mn03="======================= секция Grid ====================="; drawgrid=false; grid1size=0; grid1inc=0; grid1maxtrades=0; grid1lots=0; grid2size=0; grid2inc=0; grid2maxtrades=0; grid2lots=0; grid3size=0; grid3inc=0; grid3maxtrades=0; grid3lots=0; grid4size=0; grid4inc=0; grid4maxtrades=0; grid4lots=0; mmn01="######################## БЛОК КОНТРОЛЯ СРЕДСТВ #############"; MaxPercDepo=0; MaxPercFree=100; mm01="######################## БЛОК НАСТРОЕК отложенного ордера ##"; Virt_Order_on=false; Virt_TS_on=false; Virt_Order_dist_perc=0; Virt_Order_Period=14; Virt_Order_color=Yellow; lmn0="#####################################################################"; qde_general=721; qde_bars=0; qde_points=0; qde_ATR_perc=0; qde_ATR_Period=14; qde_Line_color_buy=White; qde_Line_color_sell=White; qdc_general=321; ll50="#####################################################################"; ll51="====================================================================="; Stochastic_op_on=true; Stochastic_K_op=5; Stochastic_D_op=8; Stochastic_S_op=5; Stochastic_OS_op=15; Stochastic_OB_op=70; LL52="====================================================================="; Stochastic_cl_on=false; Stochastic_K_cl=5; Stochastic_D_cl=3; Stochastic_S_cl=3; Stochastic_OS_cl=20; Stochastic_OB_cl=80; ll73="############################ БЛОК НАСТРОЕК PFE ######################"; ll74="============================ ПОДБЛОК НАСТРОЕК PFE для ВХОДА ========"; Pfe_op_on=false; Pfe_Period_op=5; Pfe_UseAvarage_op=true; Pfe_MaPeriod_op=2; Pfe_Level_op=0.7; ll75="============================ ПОДБЛОК НАСТРОЕК PFE для ВЫХОДА ======="; Pfe_cl_on=false; Pfe_Period_cl=5; Pfe_UseAvarage_cl=true; Pfe_MaPeriod_cl=2; Pfe_Level_cl=0.62; qq2="#####################################################################"; qq3="====================================================================="; MACD_Xtr_on=false; FastMA=12; SlowMA=26; Source=1; SourcePeriod=5; BackPeriod=400; xVolatility=0.5; Sens=0; qq4="====================================================================="; MACD_Xtr_cl_on=false; FastMA_cl=12; SlowMA_cl=26; Source_cl=1; SourcePeriod_cl=5; BackPeriod_cl=400; xVolatility_cl=0.5; Sens_cl=0; qq5="#####################################################################"; MA_Period=220;
Баров в истории239363Смоделировано тиков69781847Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит500.00СпредVariable
Чистая прибыль544.89Общая прибыль584.04Общий убыток-39.14
Прибыльность14.92Матожидание выигрыша4.36
Абсолютная просадка78.81Максимальная просадка114.71 (21.41%)Относительная просадка21.41% (114.71)
Всего сделок125Короткие позиции (% выигравших)86 (82.56%)Длинные позиции (% выигравших)39 (71.79%)
Прибыльные сделки (% от всех)99 (79.20%)Убыточные сделки (% от всех)26 (20.80%)
Самая большаяприбыльная сделка33.48убыточная сделка-5.14
Средняяприбыльная сделка5.90убыточная сделка-1.51
Максимальное количествонепрерывных выигрышей (прибыль)19 (179.70)непрерывных проигрышей (убыток)3 (-5.32)
Макс.непрерывная прибыль (число выигрышей)179.70 (19)непрерывный убыток (число проигрышей)-7.43 (2)
Среднийнепрерывный выигрыш6непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.07.03 11:16buy10.010.630370.000000.00000
22015.07.03 16:18buy20.010.629580.000000.00000
32015.07.03 17:16buy30.020.628200.000000.00000
42015.07.06 13:10close30.020.633260.000000.0000010.10510.10
52015.07.06 13:10close20.010.633440.000000.000003.83513.93
62015.07.06 13:10close10.010.633360.000000.000002.95516.88
72015.07.07 10:45buy40.010.627620.000000.00000
82015.07.07 10:55buy50.010.626260.000000.00000
92015.07.08 12:20close50.010.631320.000000.000005.05521.93
102015.07.08 12:20close40.010.631380.000000.000003.73525.66
112015.07.10 10:20buy60.010.637660.000000.00000
122015.07.10 10:26buy70.010.636780.000000.00000
132015.07.10 10:44buy80.020.635160.000000.00000
142015.07.10 13:15buy90.020.631820.000000.00000
152015.07.15 19:06buy100.020.627260.000000.00000
162015.07.21 03:50close100.020.634920.000000.0000015.66541.33
172015.07.21 03:50close90.020.634760.000000.000006.29547.61
182015.07.21 03:50close80.020.634810.000000.00000-0.35547.26
192015.07.21 03:50close70.010.634850.000000.00000-1.78545.48
202015.07.21 03:50close60.010.634920.000000.00000-2.60542.88
212015.10.07 15:30sell110.010.642300.000000.00000
222015.10.07 16:50sell120.010.643010.000000.00000
232015.10.07 17:03sell130.020.644430.000000.00000
242015.10.08 06:45close130.020.641420.000000.000005.89548.77
252015.10.08 06:45close120.010.641350.000000.000001.58550.35
262015.10.08 06:45close110.010.641470.000000.000000.74551.09
272015.10.08 21:05sell140.010.644110.000000.00000
282015.10.09 14:55close140.010.642950.000000.000001.08552.17
292015.10.14 11:05sell150.010.645380.000000.00000
302015.10.14 16:45sell160.010.646730.000000.00000
312015.10.15 10:20sell170.020.651160.000000.00000
322015.10.16 14:40close170.020.645680.000000.0000010.89563.06
332015.10.16 14:40close160.010.645600.000000.000001.04564.10
342015.10.16 14:40close150.010.645780.000000.00000-0.50563.60
352015.10.27 15:24sell180.010.670130.000000.00000
362015.10.28 03:35close180.010.665530.000000.000004.55568.15
372015.11.25 13:05sell190.010.670880.000000.00000
382015.11.25 22:54sell200.010.672380.000000.00000
392015.11.27 09:35close200.010.670050.000000.000002.25570.40
402015.11.27 09:35close190.010.670170.000000.000000.62571.02
412015.11.27 12:02sell210.010.673710.000000.00000
422015.11.27 12:16sell220.010.674560.000000.00000
432015.11.30 14:30sell230.020.676490.000000.00000
442015.12.01 10:35sell240.020.684190.000000.00000
452015.12.02 21:06close240.020.676510.000000.0000015.34586.36
462015.12.02 21:06close230.020.676500.000000.00000-0.22586.14
472015.12.02 21:06close220.010.676500.000000.00000-2.06584.08
482015.12.02 21:06close210.010.676620.000000.00000-3.04581.04
492016.01.27 18:35sell250.010.663290.000000.00000
502016.01.27 18:47sell260.010.664530.000000.00000
512016.01.27 21:40close260.010.657250.000000.000007.26588.30
522016.01.27 21:40close250.010.657260.000000.000006.00594.30
532016.02.22 15:15sell270.010.666250.000000.00000
542016.02.22 15:40sell280.010.667270.000000.00000
552016.02.22 15:50sell290.020.668770.000000.00000
562016.02.22 18:50sell300.020.671320.000000.00000
572016.02.23 10:02close300.020.664340.000000.0000013.92608.22
582016.02.23 10:02close290.020.664450.000000.000008.54616.76
592016.02.23 10:02close280.010.664500.000000.000002.70619.46
602016.02.23 10:02close270.010.664440.000000.000001.73621.19
612016.03.09 11:30sell310.010.675530.000000.00000
622016.03.09 11:41sell320.010.676330.000000.00000
632016.03.09 12:41sell330.020.677720.000000.00000
642016.03.09 13:13sell340.020.680730.000000.00000
652016.03.09 22:26close340.020.664090.000000.0000033.48654.67
662016.03.09 22:26close330.020.664100.000000.0000027.36682.03
672016.03.09 22:26close320.010.664070.000000.0000012.30694.33
682016.03.09 22:26close310.010.664070.000000.0000011.49705.82
692016.04.18 14:15sell350.010.669790.000000.00000
702016.04.18 15:40sell360.010.671090.000000.00000
712016.04.19 13:07sell370.020.676730.000000.00000
722016.04.27 21:00close370.020.667110.000000.0000019.27725.09
732016.04.27 21:00close360.010.667060.000000.000003.97729.06
742016.04.27 21:00close350.010.666980.000000.000002.74731.80
752016.05.24 18:00sell380.010.669110.000000.00000
762016.05.25 23:45close380.010.668070.000000.000000.95732.75
772016.06.24 15:55sell390.010.696220.000000.00000
782016.06.24 15:56sell400.010.697600.000000.00000
792016.06.27 00:31close400.010.690050.000000.000007.54740.29
802016.06.27 00:31close390.010.690020.000000.000006.17746.46
812016.06.27 16:40sell410.010.692020.000000.00000
822016.06.27 18:25close410.010.687350.000000.000004.62751.08
832016.07.08 14:12sell420.010.713060.000000.00000
842016.07.08 15:50sell430.010.716640.000000.00000
852016.07.08 18:10sell440.020.717950.000000.00000
862016.07.11 09:10close440.020.714240.000000.000007.30758.38
872016.07.11 09:10close430.010.714210.000000.000002.36760.74
882016.07.11 09:10close420.010.714290.000000.00000-1.34759.40
892016.07.12 14:56sell450.010.718900.000000.00000
902016.07.12 18:05sell460.010.719990.000000.00000
912016.07.12 18:42sell470.020.721290.000000.00000
922016.07.13 05:30close470.020.717550.000000.000007.37766.77
932016.07.13 05:30close460.010.717590.000000.000002.33769.10
942016.07.13 05:30close450.010.717710.000000.000001.11770.21
952016.07.13 15:30sell480.010.720400.000000.00000
962016.07.13 20:25close480.010.716400.000000.000003.95774.16
972016.08.26 15:17sell490.010.709210.000000.00000
982016.08.26 15:55sell500.010.710110.000000.00000
992016.08.26 16:24sell510.020.712410.000000.00000
1002016.08.29 03:10close510.020.705790.000000.0000013.19787.35
1012016.08.29 03:10close500.010.705780.000000.000004.28791.63
1022016.08.29 03:10close490.010.705870.000000.000003.28794.91
1032016.08.29 21:22sell520.010.710030.000000.00000
1042016.08.31 10:30sell530.010.712950.000000.00000
1052016.09.01 10:03sell540.020.715560.000000.00000
1062016.09.06 17:05sell550.020.720240.000000.00000
1072016.09.08 10:25sell560.020.724700.000000.00000
1082016.09.09 23:00close560.020.715020.000000.0000019.39814.30
1092016.09.09 23:00close550.020.714990.000000.0000010.42824.72
1102016.09.09 23:00close540.020.715110.000000.000000.71825.43
1112016.09.09 23:00close530.010.715110.000000.00000-2.29823.14
1122016.09.09 23:00close520.010.715010.000000.00000-5.14818.00
1132016.10.19 18:10sell570.010.716570.000000.00000
1142016.10.20 15:45close570.010.711740.000000.000004.79822.79
1152016.11.08 19:50sell580.010.718920.000000.00000
1162016.11.08 20:35sell590.010.720410.000000.00000
1172016.11.08 22:26sell600.020.722280.000000.00000
1182016.11.09 04:14close600.020.714310.000000.0000015.93838.72
1192016.11.09 04:14close590.010.714300.000000.000006.08844.80
1202016.11.09 04:14close580.010.714230.000000.000004.64849.44
1212016.11.09 16:25sell610.010.718090.000000.00000
1222016.11.09 16:30sell620.010.718920.000000.00000
1232016.11.09 16:32sell630.020.720600.000000.00000
1242016.11.09 22:05sell640.020.723400.000000.00000
1252016.11.10 05:50close640.020.714860.000000.0000017.07866.51
1262016.11.10 05:50close630.020.714810.000000.0000011.52878.03
1272016.11.10 05:50close620.010.714900.000000.000003.96881.99
1282016.11.10 05:50close610.010.714880.000000.000003.15885.14
1292016.12.21 17:00buy650.010.710170.000000.00000
1302016.12.22 12:43buy660.010.706990.000000.00000
1312016.12.23 14:34buy670.020.705620.000000.00000
1322016.12.26 18:17close670.020.709680.000000.000008.08893.22
1332016.12.26 18:17close660.010.709810.000000.000002.82896.04
1342016.12.26 18:17close650.010.709630.000000.00000-0.50895.54
1352017.01.19 11:00sell680.010.721300.000000.00000
1362017.01.19 11:20sell690.010.722820.000000.00000
1372017.01.19 15:41sell700.020.724200.000000.00000
1382017.01.20 10:50close700.020.721680.000000.000004.89900.43
1392017.01.20 10:50close690.010.721660.000000.000001.07901.50
1402017.01.20 10:50close680.010.721550.000000.00000-0.36901.14
1412017.03.07 22:35buy710.010.705040.000000.00000
1422017.03.08 10:06buy720.010.704300.000000.00000
1432017.03.08 17:40buy730.020.701750.000000.00000
1442017.03.09 19:38buy740.020.699050.000000.00000
1452017.03.20 07:25close740.020.702790.000000.000007.92909.06
1462017.03.20 07:25close730.020.702740.000000.000002.54911.60
1472017.03.20 07:25close720.010.702740.000000.00000-1.32910.28
1482017.03.20 07:25close710.010.702810.000000.00000-1.97908.31
1492017.04.28 12:24buy750.010.680030.000000.00000
1502017.05.01 14:07close750.010.685040.000000.000005.00913.31
1512017.06.12 17:54sell760.010.697750.000000.00000
1522017.06.14 11:10sell770.010.701280.000000.00000
1532017.06.14 12:30sell780.020.703150.000000.00000
1542017.06.14 18:00sell790.020.706820.000000.00000
1552017.06.15 06:14close790.020.700780.000000.0000012.02925.33
1562017.06.15 06:14close780.020.700670.000000.000004.82930.15
1572017.06.15 06:14close770.010.700690.000000.000000.50930.65
1582017.06.15 06:14close760.010.700780.000000.00000-3.16927.49
1592017.07.28 20:36sell800.010.728060.000000.00000
1602017.07.28 23:13sell810.010.729050.000000.00000
1612017.07.31 10:01close810.010.725700.000000.000003.29930.78
1622017.07.31 10:01close800.010.725590.000000.000002.40933.18
1632017.09.19 12:15sell820.010.701920.000000.00000
1642017.09.19 12:23sell830.010.702680.000000.00000
1652017.09.19 18:00sell840.020.704350.000000.00000
1662017.09.20 14:23sell850.020.709270.000000.00000
1672017.09.25 06:39close850.020.704230.000000.0000010.00943.18
1682017.09.25 06:39close840.020.704220.000000.000000.06943.24
1692017.09.25 06:39close830.010.704140.000000.00000-1.57941.67
1702017.09.25 06:39close820.010.704050.000000.00000-2.25939.42
1712017.10.10 15:58buy860.010.689690.000000.00000
1722017.10.11 10:20buy870.010.688800.000000.00000
1732017.10.11 17:54buy880.020.687300.000000.00000
1742017.10.12 01:56close880.020.690730.000000.000006.92946.35
1752017.10.12 01:56close870.010.690820.000000.000002.03948.38
1762017.10.12 01:56close860.010.690880.000000.000001.22949.60
1772017.11.06 21:50sell890.010.691840.000000.00000
1782017.11.06 23:15sell900.010.693000.000000.00000
1792017.11.07 15:46close900.010.690320.000000.000002.61952.21
1802017.11.07 15:46close890.010.690410.000000.000001.34953.55
1812017.11.08 14:55sell910.010.692550.000000.00000
1822017.11.08 16:20sell920.010.693630.000000.00000
1832017.11.08 22:05sell930.020.695870.000000.00000
1842017.11.09 14:19close930.020.693440.000000.000004.72958.27
1852017.11.09 14:19close920.010.693350.000000.000000.19958.46
1862017.11.09 14:19close910.010.693430.000000.00000-0.99957.47
1872017.11.17 10:10buy940.010.674690.000000.00000
1882017.11.17 10:35buy950.010.674020.000000.00000
1892017.11.17 12:34buy960.020.672550.000000.00000
1902017.11.20 08:05close960.020.675600.000000.000006.03963.50
1912017.11.20 08:05close950.010.675660.000000.000001.59965.09
1922017.11.20 08:05close940.010.675640.000000.000000.89965.98
1932017.12.13 15:35sell970.010.690340.000000.00000
1942017.12.13 16:10sell980.010.691260.000000.00000
1952017.12.13 16:40sell990.020.692510.000000.00000
1962017.12.15 10:35sell1000.020.694870.000000.00000
1972017.12.18 17:25close1000.020.691020.000000.000007.59973.57
1982017.12.18 17:25close990.020.691120.000000.000002.61976.18
1992017.12.18 17:25close980.010.690990.000000.000000.17976.35
2002017.12.18 17:25close970.010.691080.000000.00000-0.85975.50
2012018.01.11 22:00sell1010.010.708620.000000.00000
2022018.01.12 10:40close1010.010.705170.000000.000003.39978.89
2032018.01.31 20:25buy1020.010.686490.000000.00000
2042018.01.31 21:50buy1030.010.684960.000000.00000
2052018.02.02 15:36buy1040.020.681740.000000.00000
2062018.02.05 23:03buy1050.020.678750.000000.00000
2072018.02.06 19:40close1050.020.685850.000000.0000014.23993.12
2082018.02.06 19:40close1040.020.685970.000000.000008.481001.60
2092018.02.06 19:40close1030.010.685920.000000.000001.051002.65
2102018.02.06 19:40close1020.010.685950.000000.00000-0.461002.20
2112018.04.10 21:07sell1060.010.705020.000000.00000
2122018.04.10 21:35sell1070.010.705750.000000.00000
2132018.04.12 10:20sell1080.020.708060.000000.00000
2142018.04.12 13:11sell1090.020.710380.000000.00000
2152018.04.16 12:01close1090.020.706200.000000.000008.261010.46
2162018.04.16 12:01close1080.020.706120.000000.000003.731014.19
2172018.04.16 12:01close1070.010.706120.000000.00000-0.471013.72
2182018.04.16 12:01close1060.010.706190.000000.00000-1.281012.44
2192018.04.17 17:35sell1100.010.708550.000000.00000
2202018.04.17 18:55sell1110.010.709350.000000.00000
2212018.04.19 13:30close1110.010.707540.000000.000001.731014.17
2222018.04.19 13:30close1100.010.707400.000000.000001.071015.24
2232018.06.28 17:05buy1120.010.673440.000000.00000
2242018.06.29 12:01buy1130.010.671850.000000.00000
2252018.07.02 10:13buy1140.020.670000.000000.00000
2262018.07.02 17:55buy1150.020.667290.000000.00000
2272018.07.04 04:35close1150.020.671100.000000.000007.621022.86
2282018.07.04 04:35close1140.020.671060.000000.000002.061024.92
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2412018.08.17 21:30close1220.020.659520.000000.000008.841037.30
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2432018.08.17 21:30close1200.010.659580.000000.000000.271041.44
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