Strategy Tester Report
Setka v1.43 bzMultiMaxDD_190519 last
Alpari-Pro.ECN-Demo (Build 1170)

СимволEURCAD (Euro vs Canadian Dollar)
Период1 Минута (M1) 2019.05.10 11:30 - 2019.05.21 23:59 (2019.01.01 - 2019.05.22)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыmain_settings_1_43_1065_23_34_12_04_2017="Общие настройки и управление торгами"; TradeSell=true; TradeBuy=true; S_OpenFirstOrder=true; B_OpenFirstOrder=true; S_CloseAllOrders=false; B_CloseAllOrders=false; S_PauseOnClose=0; B_PauseOnClose=0; MagicNumber=12365; AddComment="EUCA_18_20"; ReflectSellSettingsToBuy=true; filters_part_1_43_1065_23_34_12_04_2017="Фильтры спрэда и одновременно торгуемых пар и валют"; MaxSpread=4; MaxSpreadStopTradingTimining=45; MinLeverage=0; MinTimeStep=0; MaxTradePairs=0; CurrencyBlock=0; trade_control_by_drawdown_1_43_1065_23_34_12_04_2017="Управление торгами в зависимости от просадки"; No1Order_ByDrawdownPercent=0; No1Order_ByDrawdownPercent_Off=0; StopTrade_ByDrawdownPercent=0; StopTrade_ByDrawdownPercent_Off=0; StopTrade_ByDrawdownMoney=0; StopTrade_ByDrawdownMoney_Off=0; CloseAllOrders_ByProfitPercent=0; CloseAllOrders_ByProfitMoney=0; CloseAllOrders_ByDrawdownPercent=0; CloseAllOrders_ByDrawdownMoney=0; CloseAllOrders_ByDrawdown_StopTrade=false; b4_1_43_1065_23_34_12_04_2017="Служебные настройки для мультитестов"; UseDD=true; TFDD=1; PrfDD="bz"; sell_step_settings_1_43_1065_23_34_12_04_2017="SELL сетки - настройки шагов, количества колен и длины"; S_MaxOpenOrders=10; S_GridStep=20; S_GridLevel=3; S_GridStep_AddPips=1; S_GridStep_Level2=8; S_GridStep_Level2_AddPips=2; S_Grid3=10; S_Grid3Add=7; S_GridStop=10; sell_lot_settings_1_43_1065_23_34_12_04_2017="SELL сетки - min ордер и множители лота всех колен"; S_CalcLotType=0; S_CurrencyForMinLot=0; S_MinLot=0.01; S_Mult=1.7; S_MultStart=3; S_MultLevel2=5; S_MultCorr=0.01; S_MultLevel3=8; S_MultСorrLevel3=0.25; S_Mult3=10; S_Mult3Add=0.04; S_MultStop=10; S_MaxLotCoef=0; sell_tp_settings_1_43_1065_23_34_12_04_2017="SELL сетки: настройки TP (чистая прибыль) --> [уровень_БУ]+ТР"; S_TakeProffitType=1; S_TakeProffit=18; S_TakeProffit_Level1=4; S_TakeProffit_Level1Corr=1; S_TakeProffit_Level1_5=10; S_TakeProffit_Level1_5Corr=-1; S_TakeProffit_Level2=0; S_TakeProffit_Level2FixPips=0; buy_step_settings_1_43_1065_23_34_12_04_2017="BUY сетки - настройки шагов, количества колен и длины"; B_MaxOpenOrders=17; B_GridStep=16; B_GridLevel=4; B_GridStep_AddPips=1; B_GridStep_Level2=10; B_GridStep_Level2_AddPips=7; B_Grid3=0; B_Grid3Add=0; B_GridStop=15; buy_lot_settings_1_43_1065_23_34_12_04_2017="BUY сетки - min ордер и множители лота всех колен"; B_CalcLotType=0; B_CurrencyForMinLot=0; B_MinLot=0.01; B_Mult=1.4; B_MultStart=3; B_MultLevel2=5; B_MultCorr=0.01; B_MultLevel3=8; B_MultСorrLevel3=0.2; B_Mult3=11; B_Mult3Add=0.03; B_MultStop=0; B_MaxLotCoef=0; buy_tp_settings_1_43_1065_23_34_12_04_2017="BUY сетки: настройки TP (прибыль) --> [уровень_БУ]+ТР"; B_TakeProffitType=1; B_TakeProffit=14; B_TakeProffit_Level1=5; B_TakeProffit_Level1Corr=1; B_TakeProffit_Level1_5=11; B_TakeProffit_Level1_5Corr=-1; B_TakeProffit_Level2=0; B_TakeProffit_Level2FixPips=0; without_indicator_settings_1_43_1065_23_34_12_04_2017="Настройки параметров и фильтров безиндикаторного входа"; OpenFirstOrderTF=1; CandlesToOpen1Order=3; CandlesToOpen1Order_OpenClose=true; CandlesToOpen1Order_MinPips=3; CandlesToOpen1Order_MaxPips=12; ReversSignalToOpen1Order=true; gap_settings_1_43_1065_23_34_12_04_2017="Настройки блока выявления и обработки гэпов"; GapControl=2; GapMaxStopOrders=3; GapMinDistanceFromMarket=4; S_GapMinPips=8; S_GapMinPercent=0; S_GapLotKoef=0.5; S_GapLastOrderKoef=2; B_GapMinPips=8; B_GapMinPercent=0; B_GapLotKoef=0.5; B_GapLastOrderKoef=2; vol_filter_settings_1_43_1065_23_34_12_04_2017="Фильтр - Запрет открывать ордера, если импульс"; VolCandleTF=30; VolCandleMaxSize=10; VolStopTradeTimining=800; sheduler_settings_1_43_1065_23_34_12_04_2017="Настройки планировщиков торговли - их 5 разных"; sheduler_trade_week_settings_1_43_1065_23_34_12_04_2017="№1 Еженедельно: можно открывать 1-е ордера со Start_дня|время по End_день|время"; TradeStartDay=0; TradeStartHour=0; TradeStartMinute=0; TradeEndDay=6; TradeEndHour=12; TradeEndMinute=0; sheduler_new_positio_pause_settings_1_43_1065_23_34_12_04_2017="№2 Однократно: от и до - запрещено открывать любые новые позиции";
Баров в истории10885Смоделировано тиков557605Качество моделирования24.78%
Ошибки рассогласования графиков0
Начальный депозит2000.00СпредТекущий (15)
Чистая прибыль71.34Общая прибыль148.74Общий убыток-77.41
Прибыльность1.92Матожидание выигрыша1.46
Абсолютная просадка63.86Максимальная просадка104.80 (5.14%)Относительная просадка5.14% (104.80)
Всего сделок49Короткие позиции (% выигравших)25 (80.00%)Длинные позиции (% выигравших)24 (58.33%)
Прибыльные сделки (% от всех)34 (69.39%)Убыточные сделки (% от всех)15 (30.61%)
Самая большаяприбыльная сделка60.63убыточная сделка-10.90
Средняяприбыльная сделка4.37убыточная сделка-5.16
Максимальное количествонепрерывных выигрышей (прибыль)9 (20.15)непрерывных проигрышей (убыток)5 (-47.54)
Макс.непрерывная прибыль (число выигрышей)83.82 (5)непрерывный убыток (число проигрышей)-47.54 (5)
Среднийнепрерывный выигрыш6непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12019.05.10 11:31buy10.011.510320.000000.00000
22019.05.10 11:31modify10.011.510320.000001.51212
32019.05.10 11:35sell20.011.510360.000000.00000
42019.05.10 11:35modify20.011.510360.000001.50856
52019.05.10 13:59t/p10.011.512120.000001.512121.352001.35
62019.05.10 14:39sell30.011.512930.000000.00000
72019.05.10 14:39modify30.011.512930.000001.50985
82019.05.10 14:39modify20.011.510360.000001.50985
92019.05.10 14:44buy40.011.512880.000000.00000
102019.05.10 14:44modify40.011.512880.000001.51468
112019.05.10 15:30t/p20.011.509850.000001.509850.382001.73
122019.05.10 15:30t/p30.011.509850.000001.509852.292004.02
132019.05.10 16:36buy stop50.011.510430.000000.00000
142019.05.10 16:36buy stop60.021.508330.000000.00000
152019.05.10 16:36buy stop70.031.506130.000000.00000
162019.05.10 16:36modify70.031.506130.000001.50989
172019.05.10 16:36modify60.021.508330.000001.50989
182019.05.10 16:36modify50.011.510431.509931.51093
192019.05.10 16:36modify40.011.512880.000001.50989
202019.05.10 17:09buy70.031.506130.000001.50989
212019.05.10 17:35buy60.021.508330.000001.50989
222019.05.10 17:52t/p40.011.509890.000001.50989-2.232001.79
232019.05.10 17:52t/p60.021.509890.000001.509892.332004.12
242019.05.10 17:52t/p70.031.509890.000001.509898.412012.53
252019.05.10 17:52delete50.011.510431.509931.51093
262019.05.10 18:31sell80.011.510400.000000.00000
272019.05.10 18:31modify80.011.510400.000001.50860
282019.05.10 18:34buy90.011.510060.000000.00000
292019.05.10 18:34modify90.011.510060.000001.51186
302019.05.10 19:27t/p80.011.508600.000001.508601.352013.88
312019.05.10 19:31sell100.011.508710.000000.00000
322019.05.10 19:31modify100.011.508710.000001.50691
332019.05.10 20:18buy110.011.508060.000000.00000
342019.05.10 20:18modify110.011.508060.000001.51086
352019.05.10 20:18modify90.011.510060.000001.51086
362019.05.10 20:28t/p100.011.506910.000001.506911.352015.23
372019.05.10 20:37sell120.011.507400.000000.00000
382019.05.10 20:37modify120.011.507400.000001.50560
392019.05.13 00:05modify110.011.508060.000001.51094
402019.05.13 00:05modify90.011.510060.000001.51094
412019.05.13 02:41sell130.011.509400.000000.00000
422019.05.13 02:41modify130.011.509400.000001.50660
432019.05.13 02:41modify120.011.507400.000001.50660
442019.05.13 15:07t/p90.011.510940.000001.510940.602015.83
452019.05.13 15:07t/p110.011.510940.000001.510942.092017.92
462019.05.13 15:38sell140.021.511840.000000.00000
472019.05.13 15:38modify140.021.511840.000001.50832
482019.05.13 15:38modify130.011.509400.000001.50832
492019.05.13 15:38modify120.011.507400.000001.50832
502019.05.13 16:42buy150.011.512020.000000.00000
512019.05.13 16:42modify150.011.512020.000001.51382
522019.05.13 18:49t/p150.011.513820.000001.513821.342019.26
532019.05.13 19:40sell160.031.514060.000000.00000
542019.05.13 19:40modify160.031.514060.000001.50991
552019.05.13 19:40modify140.021.511840.000001.50991
562019.05.13 19:40modify130.011.509400.000001.50991
572019.05.13 19:40modify120.011.507400.000001.50991
582019.05.13 19:48buy170.011.513840.000000.00000
592019.05.13 19:48modify170.011.513840.000001.51564
602019.05.14 00:00modify170.011.513840.000001.51572
612019.05.14 00:03buy180.011.511720.000000.00000
622019.05.14 00:03modify180.011.511720.000001.51462
632019.05.14 00:03modify170.011.513840.000001.51462
642019.05.14 01:41t/p170.011.514620.000001.514620.522019.78
652019.05.14 01:41t/p180.011.514620.000001.514622.162021.94
662019.05.14 03:02buy190.011.513690.000000.00000
672019.05.14 03:02modify190.011.513690.000001.51549
682019.05.14 13:42buy200.011.511690.000000.00000
692019.05.14 13:42modify200.011.511690.000001.51449
702019.05.14 13:42modify190.011.513690.000001.51449
712019.05.14 17:08t/p120.011.509910.000001.50991-1.872020.07
722019.05.14 17:08t/p130.011.509910.000001.50991-0.382019.68
732019.05.14 17:08t/p140.021.509910.000001.509912.882022.56
742019.05.14 17:08t/p160.031.509910.000001.509919.282031.84
752019.05.14 17:34sell210.011.510060.000000.00000
762019.05.14 17:34modify210.011.510060.000001.50826
772019.05.14 18:14buy220.021.509590.000000.00000
782019.05.14 18:14modify220.021.509590.000001.51294
792019.05.14 18:14modify200.011.511690.000001.51294
802019.05.14 18:14modify190.011.513690.000001.51294
812019.05.14 23:59t/p210.011.508260.000001.508261.342033.18
822019.05.15 00:00modify220.021.509590.000001.51302
832019.05.15 00:00modify200.011.511690.000001.51302
842019.05.15 00:00modify190.011.513690.000001.51302
852019.05.15 00:08sell230.011.508320.000000.00000
862019.05.15 00:08modify230.011.508320.000001.50652
872019.05.15 10:48sell240.011.510320.000000.00000
882019.05.15 10:48modify240.011.510320.000001.50752
892019.05.15 10:48modify230.011.508320.000001.50752
902019.05.15 14:30t/p230.011.507520.000001.507520.602033.78
912019.05.15 14:30t/p240.011.507520.000001.507522.092035.87
922019.05.15 14:30buy250.031.507380.000000.00000
932019.05.15 14:30modify250.031.507380.000001.51147
942019.05.15 14:30modify220.021.509590.000001.51147
952019.05.15 14:30modify200.011.511690.000001.51147
962019.05.15 14:30modify190.011.513690.000001.51147
972019.05.15 15:09sell260.011.506910.000000.00000
982019.05.15 15:09modify260.011.506910.000001.50511
992019.05.15 19:00t/p260.011.505110.000001.505111.342037.21
1002019.05.15 19:00buy270.051.505070.000000.00000
1012019.05.15 19:00modify270.051.505070.000001.50970
1022019.05.15 19:00modify250.031.507380.000001.50970
1032019.05.15 19:00modify220.021.509590.000001.50970
1042019.05.15 19:00modify200.011.511690.000001.50970
1052019.05.15 19:00modify190.011.513690.000001.50970
1062019.05.15 19:23sell280.011.505650.000000.00000
1072019.05.15 19:23modify280.011.505650.000001.50385
1082019.05.16 00:01modify280.011.505650.000001.50384
1092019.05.16 00:01modify270.051.505070.000001.50994
1102019.05.16 00:01modify250.031.507380.000001.50994
1112019.05.16 00:01modify220.021.509590.000001.50994
1122019.05.16 00:01modify200.011.511690.000001.50994
1132019.05.16 00:01modify190.011.513690.000001.50994
1142019.05.16 12:25t/p280.011.503840.000001.503841.342038.56
1152019.05.16 12:35sell290.011.503540.000000.00000
1162019.05.16 12:35modify290.011.503540.000001.50174
1172019.05.16 13:40buy300.091.502660.000000.00000
1182019.05.16 13:40modify300.091.502660.000001.50778
1192019.05.16 13:40modify270.051.505070.000001.50778
1202019.05.16 13:40modify250.031.507380.000001.50778
1212019.05.16 13:40modify220.021.509590.000001.50778
1222019.05.16 13:40modify200.011.511690.000001.50778
1232019.05.16 13:40modify190.011.513690.000001.50778
1242019.05.16 16:49t/p290.011.501740.000001.501741.352039.91
1252019.05.16 17:30buy310.151.500150.000000.00000
1262019.05.16 17:30modify310.151.500150.000001.50557
1272019.05.16 17:30modify300.091.502660.000001.50557
1282019.05.16 17:30modify270.051.505070.000001.50557
1292019.05.16 17:30modify250.031.507380.000001.50557
1302019.05.16 17:30modify220.021.509590.000001.50557
1312019.05.16 17:30modify200.011.511690.000001.50557
1322019.05.16 17:30modify190.011.513690.000001.50557
1332019.05.16 17:34sell320.011.500370.000000.00000
1342019.05.16 17:34modify320.011.500370.000001.49857
1352019.05.16 19:42sell330.011.502370.000000.00000
1362019.05.16 19:42modify330.011.502370.000001.49957
1372019.05.16 19:42modify320.011.500370.000001.49957
1382019.05.16 21:35sell340.021.504900.000000.00000
1392019.05.16 21:35modify340.021.504900.000001.50134
1402019.05.16 21:35modify330.011.502370.000001.50134
1412019.05.16 21:35modify320.011.500370.000001.50134
1422019.05.17 00:00modify340.021.504900.000001.50133
1432019.05.17 00:00modify330.011.502370.000001.50133
1442019.05.17 00:00modify320.011.500370.000001.50133
1452019.05.17 00:00modify310.151.500150.000001.50565
1462019.05.17 00:00modify300.091.502660.000001.50565
1472019.05.17 00:00modify270.051.505070.000001.50565
1482019.05.17 00:00modify250.031.507380.000001.50565
1492019.05.17 00:00modify220.021.509590.000001.50565
1502019.05.17 00:00modify200.011.511690.000001.50565
1512019.05.17 00:00modify190.011.513690.000001.50565
1522019.05.17 06:32t/p190.011.505650.000001.50565-6.302033.61
1532019.05.17 06:32t/p200.011.505650.000001.50565-4.802028.81
1542019.05.17 06:32t/p220.021.505650.000001.50565-6.482022.33
1552019.05.17 06:32t/p250.031.505650.000001.50565-4.592017.74
1562019.05.17 06:32t/p270.051.505650.000001.505650.972018.71
1572019.05.17 06:32t/p300.091.505650.000001.5056519.532038.24
1582019.05.17 06:32t/p310.151.505650.000001.5056560.632098.87
1592019.05.17 08:42buy350.011.505330.000000.00000
1602019.05.17 08:42modify350.011.505330.000001.50713
1612019.05.17 11:52t/p350.011.507130.000001.507131.342100.21
1622019.05.17 12:14sell360.031.507110.000000.00000
1632019.05.17 12:14modify360.031.507110.000001.50294
1642019.05.17 12:14modify340.021.504900.000001.50294
1652019.05.17 12:14modify330.011.502370.000001.50294
1662019.05.17 12:14modify320.011.500370.000001.50294
1672019.05.17 12:21buy370.011.506500.000000.00000
1682019.05.17 12:21modify370.011.506500.000001.50830
1692019.05.17 15:45t/p370.011.508300.000001.508301.352101.56
1702019.05.17 16:12buy380.011.509250.000000.00000
1712019.05.17 16:12modify380.011.509250.000001.51105
1722019.05.17 17:55t/p320.011.502940.000001.50294-1.922099.64
1732019.05.17 17:55t/p330.011.502940.000001.50294-0.422099.22
1742019.05.17 17:55t/p340.021.502940.000001.502942.932102.14
1752019.05.17 17:55t/p360.031.502940.000001.502949.332111.47
1762019.05.17 18:35buy stop390.011.505100.000000.00000
1772019.05.17 18:35buy stop400.021.503000.000000.00000
1782019.05.17 18:35modify400.021.503000.000001.50688
1792019.05.17 18:35modify390.011.505100.000001.50688
1802019.05.17 18:35modify380.011.509250.000001.50688
1812019.05.17 18:42sell410.011.502470.000000.00000
1822019.05.17 18:42modify410.011.502470.000001.50067
1832019.05.17 18:43buy400.021.503000.000001.50688
1842019.05.17 18:44modify400.021.503000.000001.50689
1852019.05.17 18:44modify390.011.505100.000001.50689
1862019.05.17 18:44modify380.011.509250.000001.50689
1872019.05.17 19:00buy390.011.505100.000001.50689
1882019.05.17 20:16t/p410.011.500670.000001.500671.342112.81
1892019.05.17 20:43sell420.011.500830.000000.00000
1902019.05.17 20:43modify420.011.500830.000001.49903
1912019.05.17 20:45buy430.031.500780.000000.00000
1922019.05.17 20:45modify430.031.500780.000001.50514
1932019.05.17 20:45modify400.021.503000.000001.50514
1942019.05.17 20:45modify390.011.505100.000001.50514
1952019.05.17 20:45modify380.011.509250.000001.50514
1962019.05.20 00:05modify430.031.500780.000001.50522
1972019.05.20 00:05modify400.021.503000.000001.50522
1982019.05.20 00:05modify390.011.505100.000001.50522
1992019.05.20 00:05modify380.011.509250.000001.50522
2002019.05.20 05:31t/p420.011.499030.000001.499031.352114.16
2012019.05.20 06:02sell440.011.498990.000000.00000
2022019.05.20 06:02modify440.011.498990.000001.49719
2032019.05.20 07:01buy450.051.498470.000000.00000
2042019.05.20 07:01modify450.051.498470.000001.50330
2052019.05.20 07:01modify430.031.500780.000001.50330
2062019.05.20 07:01modify400.021.503000.000001.50330
2072019.05.20 07:01modify390.011.505100.000001.50330
2082019.05.20 07:01modify380.011.509250.000001.50330
2092019.05.20 18:34sell460.011.501260.000000.00000
2102019.05.20 18:34modify460.011.501260.000001.49833
2112019.05.20 18:34modify440.011.498990.000001.49833
2122019.05.21 00:01modify460.011.501260.000001.49832
2132019.05.21 00:01modify440.011.498990.000001.49832
2142019.05.21 00:01modify450.051.498470.000001.50338
2152019.05.21 00:01modify430.031.500780.000001.50338
2162019.05.21 00:01modify400.021.503000.000001.50338
2172019.05.21 00:01modify390.011.505100.000001.50338
2182019.05.21 00:01modify380.011.509250.000001.50338
2192019.05.21 08:07t/p440.011.498320.000001.498320.502114.66
2202019.05.21 08:07t/p460.011.498320.000001.498322.192116.84
2212019.05.21 10:06sell470.011.496860.000000.00000
2222019.05.21 10:06modify470.011.496860.000001.49506
2232019.05.21 13:33buy480.091.496070.000000.00000
2242019.05.21 13:33modify480.091.496070.000001.50120
2252019.05.21 13:33modify450.051.498470.000001.50120
2262019.05.21 13:33modify430.031.500780.000001.50120
2272019.05.21 13:33modify400.021.503000.000001.50120
2282019.05.21 13:33modify390.011.505100.000001.50120
2292019.05.21 13:33modify380.011.509250.000001.50120
2302019.05.21 13:48t/p470.011.495060.000001.495061.352118.19
2312019.05.21 14:13sell490.011.495050.000000.00000
2322019.05.21 14:13modify490.011.495050.000001.49325
2332019.05.21 18:35sell500.011.498300.000000.00000
2342019.05.21 18:35modify500.011.498300.000001.49488
2352019.05.21 18:35modify490.011.495050.000001.49488
2362019.05.21 23:59close at stop500.011.496220.000001.494881.552119.74
2372019.05.21 23:59close at stop490.011.496220.000001.49488-0.872118.87
2382019.05.21 23:59close at stop480.091.496070.000001.501200.002118.87
2392019.05.21 23:59close at stop450.051.496070.000001.50120-9.252109.63
2402019.05.21 23:59close at stop430.031.496070.000001.50120-10.902098.73
2412019.05.21 23:59close at stop400.021.496070.000001.50120-10.582088.15
2422019.05.21 23:59close at stop390.011.496070.000001.50120-6.862081.29
2432019.05.21 23:59close at stop380.011.496070.000001.50120-9.952071.34