Strategy Tester Report
(EA) - Setka v1.43 ADX-IMP-opt-190710-R186
Alpari-Demo (Build 1170)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период1 Минута (M1) 2017.01.01 22:02 - 2019.07.30 23:59 (2017.01.01 - 2019.07.30)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыmain_settings_1_43_1065_23_34_12_04_2017="(EA) - Setka v1.43 ADX-IMP-R186-USDCHF-M1-500-500-0.01x3.1-adx"; TradeSell=true; TradeBuy=true; S_OpenFirstOrder=true; B_OpenFirstOrder=true; S_CloseAllOrders=false; B_CloseAllOrders=false; S_PauseOnClose=0; B_PauseOnClose=0; MagicNumber=6660; AddComment=""; ReflectSellSettingsToBuy=true; filters_part_1_43_1065_23_34_12_04_2017="Фильтры спрэда и одновременно торгуемых пар и валют"; MaxSpread=3; MaxSpreadStopTradingTimining=30; 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; sell_step_settings_1_43_1065_23_34_12_04_2017="SELL сетки - настройки шагов, количества колен и длины"; S_MaxOpenOrders=4; S_GridStep=15; S_GridLevel=0; S_GridStep_AddPips=0; S_GridStep_Level2=0; S_GridStep_Level2_AddPips=0; S_Grid3=0; S_Grid3Add=0; S_GridStop=4; 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=3.1; S_MultStart=2; S_MultLevel2=3; S_MultCorr=0.05; S_MultLevel3=0; S_MultСorrLevel3=0; S_Mult3=0; S_Mult3Add=0; S_MultStop=0; 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=5; S_TakeProffit_Level1=2; S_TakeProffit_Level1Corr=7; S_TakeProffit_Level1_5=4; S_TakeProffit_Level1_5Corr=-13; 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=15; B_GridStep=14; B_GridLevel=3; B_GridStep_AddPips=1; B_GridStep_Level2=10; B_GridStep_Level2_AddPips=7; B_Grid3=0; B_Grid3Add=0; B_GridStop=0; 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=3; B_MultStart=2; B_MultLevel2=0; B_MultCorr=0; B_MultLevel3=0; B_MultСorrLevel3=0.02; B_Mult3=0; B_Mult3Add=0; 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=5; B_TakeProffit_Level1=4; B_TakeProffit_Level1Corr=1; B_TakeProffit_Level1_5=12; B_TakeProffit_Level1_5Corr=-1; B_TakeProffit_Level2=0; B_TakeProffit_Level2FixPips=0; Indicators_settings_1_43_1065_23_34_12_04_2017="Фильтры, ИНДИКАТОРНЫЙ вход Первым и/или Последующими ордерами"; Use_trend_indicator_settings1_1_43_1065_23_34_12_04_2017="Параметры трендового фильтра."; use_ADX_for1Order=1; AdxTimeFrame1=1; AdxPeriod1=45; AdxLevel1=1; use_ADX_ds1=0; use_ADX_p3_1=true; Use_ADX_indicator_settings_1_43_1065_23_34_12_04_2017="0 - не использовать, хх - номер колена, -хх - реверс и номер колена"; use_ADX_for_next_Order=1; AdxTimeFrame=1; AdxPeriod=47; AdxLevel=1; use_ADX_ds=1.64; use_ADX_p3=true; Use_imp_indicator_settings1_1_43_1065_23_34_12_04_2017="Параметры импульсного фильтра."; use_imp_for1Order=0; imp_indi_1order=1; ImpTimeFrame1=1; ImpPeriod1=30; LGCoeff1=0.75; ImpLevel1=50; use_imp_indicator_settings_1_43_1065_23_34_12_04_2017="0 - не использовать, хх - номер колена, -хх - реверс и номер колена"; use_imp_for_next_Order=0; imp_indi_next_order=2; ImpTimeFrame=1; ImpPeriod=20; LGCoeff=0.75; ImpLevel=30; without_indicator_settings_1_43_1065_23_34_12_04_2017="Настройки параметров и фильтров безиндикаторного входа"; OpenFirstOrderTF=1; CandlesToOpen1Order=1; CandlesToOpen1Order_OpenClose=true; CandlesToOpen1Order_MinPips=4; CandlesToOpen1Order_MaxPips=0; ReversSignalToOpen1Order=false; gap_settings_1_43_1065_23_34_12_04_2017="Настройки блока выявления и обработки гэпов";
Баров в истории962543Смоделировано тиков40023719Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит500.00СпредТекущий (21)
Чистая прибыль-436.37Общая прибыль196.57Общий убыток-632.93
Прибыльность0.31Матожидание выигрыша-3.67
Абсолютная просадка436.37Максимальная просадка527.73 (89.24%)Относительная просадка89.24% (527.73)
Всего сделок119Короткие позиции (% выигравших)80 (93.75%)Длинные позиции (% выигравших)39 (92.31%)
Прибыльные сделки (% от всех)111 (93.28%)Убыточные сделки (% от всех)8 (6.72%)
Самая большаяприбыльная сделка47.99убыточная сделка-541.80
Средняяприбыльная сделка1.77убыточная сделка-79.12
Максимальное количествонепрерывных выигрышей (прибыль)51 (73.01)непрерывных проигрышей (убыток)2 (-567.02)
Макс.непрерывная прибыль (число выигрышей)73.01 (51)непрерывный убыток (число проигрышей)-567.02 (2)
Среднийнепрерывный выигрыш16непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.01 23:31sell10.011.016270.000000.00000
22017.01.01 23:31modify10.011.016270.000001.01577
32017.01.01 23:34buy20.011.017730.000000.00000
42017.01.01 23:34modify20.011.017730.000001.01823
52017.01.01 23:50t/p20.011.018230.000001.018230.49500.49
62017.01.01 23:56buy30.011.018610.000000.00000
72017.01.01 23:56modify30.011.018610.000001.01911
82017.01.02 00:03modify10.011.016270.000001.01564
92017.01.02 00:03modify30.011.018610.000001.01906
102017.01.02 00:44t/p30.011.019060.000001.019060.49500.98
112017.01.02 01:27buy40.011.019560.000000.00000
122017.01.02 01:27modify40.011.019560.000001.02006
132017.01.02 01:48t/p40.011.020060.000001.020060.49501.47
142017.01.02 02:08buy50.011.020310.000000.00000
152017.01.02 02:08modify50.011.020310.000001.02081
162017.01.02 05:11sell60.031.019490.000000.00000
172017.01.02 05:11modify60.031.019490.000001.01745
182017.01.02 05:11modify10.011.016270.000001.01745
192017.01.02 08:57t/p50.011.020810.000001.020810.49501.96
202017.01.02 08:58buy70.011.020600.000000.00000
212017.01.02 08:58modify70.011.020600.000001.02110
222017.01.02 08:58t/p70.011.021100.000001.021100.49502.45
232017.01.02 08:58buy80.011.021400.000000.00000
242017.01.02 08:58modify80.011.021400.000001.02190
252017.01.02 09:01t/p80.011.021900.000001.021900.49502.94
262017.01.02 09:02buy90.011.022130.000000.00000
272017.01.02 09:02modify90.011.022130.000001.02263
282017.01.02 10:44t/p90.011.022630.000001.022630.49503.43
292017.01.02 10:57buy100.011.023500.000000.00000
302017.01.02 10:57modify100.011.023500.000001.02400
312017.01.02 23:07t/p100.011.024000.000001.024000.49503.92
322017.01.03 00:01modify60.031.019490.000001.01733
332017.01.03 00:01modify10.011.016270.000001.01733
342017.01.03 08:20buy110.011.025020.000000.00000
352017.01.03 08:20modify110.011.025020.000001.02552
362017.01.03 08:21t/p110.011.025520.000001.025520.49504.41
372017.01.03 08:31buy120.011.025650.000000.00000
382017.01.03 08:31modify120.011.025650.000001.02615
392017.01.03 09:02t/p120.011.026150.000001.026150.49504.90
402017.01.03 09:04buy130.011.026780.000000.00000
412017.01.03 09:04modify130.011.026780.000001.02728
422017.01.03 09:35t/p130.011.027280.000001.027280.49505.39
432017.01.03 10:00buy140.011.028440.000000.00000
442017.01.03 10:00modify140.011.028440.000001.02894
452017.01.03 10:57t/p140.011.028940.000001.028940.49505.88
462017.01.03 15:00buy150.011.029850.000000.00000
472017.01.03 15:00modify150.011.029850.000001.03035
482017.01.03 15:00t/p150.011.030350.000001.030350.48506.36
492017.01.03 15:00buy160.011.030610.000000.00000
502017.01.03 15:00modify160.011.030610.000001.03111
512017.01.03 15:01t/p160.011.031110.000001.031110.48506.84
522017.01.03 15:01buy170.011.031340.000000.00000
532017.01.03 15:01modify170.011.031340.000001.03184
542017.01.03 15:04t/p170.011.031840.000001.031840.48507.32
552017.01.03 15:05buy180.011.032270.000000.00000
562017.01.03 15:05modify180.011.032270.000001.03277
572017.01.03 15:13t/p180.011.032770.000001.032770.48507.80
582017.01.03 15:14buy190.011.033560.000000.00000
592017.01.03 15:14modify190.011.033560.000001.03406
602017.01.04 00:00modify60.031.019490.000001.01720
612017.01.04 00:00modify10.011.016270.000001.01720
622017.01.04 00:00modify190.011.033560.000001.03401
632017.01.05 00:01modify60.031.019490.000001.01683
642017.01.05 00:01modify10.011.016270.000001.01683
652017.01.05 00:01modify190.011.033560.000001.03388
662017.01.05 05:21t/p10.011.016830.000001.01683-1.31506.48
672017.01.05 05:21t/p60.031.016830.000001.016835.94512.42
682017.01.05 06:36sell200.011.016180.000000.00000
692017.01.05 06:36modify200.011.016180.000001.01568
702017.01.05 06:39t/p200.011.015680.000001.015680.49512.91
712017.01.05 06:59sell210.011.015890.000000.00000
722017.01.05 06:59modify210.011.015890.000001.01539
732017.01.05 14:12t/p210.011.015390.000001.015390.49513.40
742017.01.05 14:18sell220.011.014560.000000.00000
752017.01.05 14:18modify220.011.014560.000001.01406
762017.01.05 14:20t/p220.011.014060.000001.014060.49513.89
772017.01.05 14:20sell230.011.013840.000000.00000
782017.01.05 14:20modify230.011.013840.000001.01334
792017.01.05 15:28t/p230.011.013340.000001.013340.49514.38
802017.01.05 15:29sell240.011.012010.000000.00000
812017.01.05 15:29modify240.011.012010.000001.01151
822017.01.05 15:29t/p240.011.011510.000001.011510.49514.87
832017.01.05 15:29sell250.011.011300.000000.00000
842017.01.05 15:29modify250.011.011300.000001.01080
852017.01.05 15:46t/p250.011.010800.000001.010800.49515.36
862017.01.05 15:51sell260.011.009600.000000.00000
872017.01.05 15:51modify260.011.009600.000001.00910
882017.01.05 16:09t/p260.011.009100.000001.009100.50515.86
892017.01.05 16:09sell270.011.008870.000000.00000
902017.01.05 16:09modify270.011.008870.000001.00837
912017.01.06 00:00modify270.011.008870.000001.00824
922017.01.06 00:00modify190.011.033560.000001.03383
932017.01.09 00:01modify270.011.008870.000001.00812
942017.01.09 00:01modify190.011.033560.000001.03379
952017.01.10 00:00modify270.011.008870.000001.00799
962017.01.10 00:00modify190.011.033560.000001.03374
972017.01.11 00:01modify270.011.008870.000001.00787
982017.01.11 00:01modify190.011.033560.000001.03370
992017.01.12 00:01modify270.011.008870.000001.00749
1002017.01.12 00:01modify190.011.033560.000001.03356
1012017.01.12 08:43t/p270.011.007490.000001.007490.48516.34
1022017.01.12 08:43sell280.011.007280.000000.00000
1032017.01.12 08:43modify280.011.007280.000001.00678
1042017.01.12 08:45t/p280.011.006780.000001.006780.50516.84
1052017.01.12 08:47sell290.011.006130.000000.00000
1062017.01.12 08:47modify290.011.006130.000001.00563
1072017.01.13 00:01modify290.011.006130.000001.00550
1082017.01.13 00:01modify190.011.033560.000001.03352
1092017.01.13 13:30t/p290.011.005500.000001.005500.49517.33
1102017.01.13 13:36sell300.011.008820.000000.00000
1112017.01.13 13:36modify300.011.008820.000001.00832
1122017.01.13 13:37t/p300.011.008320.000001.008320.50517.83
1132017.01.13 13:37sell310.011.008090.000000.00000
1142017.01.13 13:37modify310.011.008090.000001.00759
1152017.01.13 13:40t/p310.011.007590.000001.007590.50518.33
1162017.01.13 13:41sell320.011.007440.000000.00000
1172017.01.13 13:41modify320.011.007440.000001.00694
1182017.01.13 13:43t/p320.011.006940.000001.006940.50518.83
1192017.01.13 13:44sell330.011.006790.000000.00000
1202017.01.13 13:44modify330.011.006790.000001.00629
1212017.01.16 00:01modify330.011.006790.000001.00616
1222017.01.16 00:01modify190.011.033560.000001.03347
1232017.01.17 00:00modify330.011.006790.000001.00604
1242017.01.17 00:00modify190.011.033560.000001.03343
1252017.01.17 08:03t/p330.011.006040.000001.006040.50519.33
1262017.01.17 08:06sell340.011.005050.000000.00000
1272017.01.17 08:06modify340.011.005050.000001.00455
1282017.01.17 09:18t/p340.011.004550.000001.004550.50519.83
1292017.01.17 11:19sell350.011.001840.000000.00000
1302017.01.17 11:19modify350.011.001840.000001.00134
1312017.01.17 11:30t/p350.011.001340.000001.001340.50520.33
1322017.01.17 11:31sell360.011.000360.000000.00000
1332017.01.17 11:31modify360.011.000360.000000.99986
1342017.01.17 14:50t/p360.010.999860.000000.999860.50520.83
1352017.01.17 15:00sell370.010.999770.000000.00000
1362017.01.17 15:00modify370.010.999770.000000.99927
1372017.01.18 00:01modify370.010.999770.000000.99914
1382017.01.18 00:01modify190.011.033560.000001.03338
1392017.01.19 00:01modify370.010.999770.000000.99877
1402017.01.19 00:01modify190.011.033560.000001.03324
1412017.01.20 00:00modify370.010.999770.000000.99864
1422017.01.20 00:00modify190.011.033560.000001.03320
1432017.01.23 00:00modify370.010.999770.000000.99852
1442017.01.23 00:00modify190.011.033560.000001.03315
1452017.01.23 03:03t/p370.010.998520.000000.998520.49521.31
1462017.01.23 07:11sell380.010.997520.000000.00000
1472017.01.23 07:11modify380.010.997520.000000.99702
1482017.01.23 21:54t/p380.010.997020.000000.997020.50521.81
1492017.01.23 22:00sell390.010.996160.000000.00000
1502017.01.23 22:00modify390.010.996160.000000.99566
1512017.01.24 00:00modify390.010.996160.000000.99553
1522017.01.24 00:00modify190.011.033560.000001.03311
1532017.01.25 00:01modify390.010.996160.000000.99541
1542017.01.25 00:01modify190.011.033560.000001.03306
1552017.01.26 00:00modify390.010.996160.000000.99503
1562017.01.26 00:00modify190.011.033560.000001.03293
1572017.01.27 00:01modify390.010.996160.000000.99491
1582017.01.27 00:01modify190.011.033560.000001.03288
1592017.01.30 00:01modify390.010.996160.000000.99478
1602017.01.30 00:01modify190.011.033560.000001.03284
1612017.01.30 17:38t/p390.010.994780.000000.994780.50522.31
1622017.01.30 17:39sell400.010.994300.000000.00000
1632017.01.30 17:39modify400.010.994300.000000.99380
1642017.01.30 17:39t/p400.010.993800.000000.993800.50522.81
1652017.01.30 17:39sell410.010.993590.000000.00000
1662017.01.30 17:39modify410.010.993590.000000.99309
1672017.01.31 00:01modify410.010.993590.000000.99296
1682017.01.31 00:01modify190.011.033560.000001.03279
1692017.01.31 11:47t/p410.010.992960.000000.992960.50523.31
1702017.01.31 11:47sell420.010.992720.000000.00000
1712017.01.31 11:47modify420.010.992720.000000.99222
1722017.01.31 12:02t/p420.010.992220.000000.992220.50523.81
1732017.01.31 12:02sell430.010.992010.000000.00000
1742017.01.31 12:02modify430.010.992010.000000.99151
1752017.01.31 12:25t/p430.010.991510.000000.991510.50524.31
1762017.01.31 12:26sell440.010.991050.000000.00000
1772017.01.31 12:26modify440.010.991050.000000.99055
1782017.01.31 14:29t/p440.010.990550.000000.990550.50524.81
1792017.01.31 14:30sell450.010.990260.000000.00000
1802017.01.31 14:30modify450.010.990260.000000.98976
1812017.01.31 14:36t/p450.010.989760.000000.989760.51525.32
1822017.01.31 14:36sell460.010.989550.000000.00000
1832017.01.31 14:36modify460.010.989550.000000.98905
1842017.01.31 14:45t/p460.010.989050.000000.989050.51525.83
1852017.01.31 14:49sell470.010.989090.000000.00000
1862017.01.31 14:49modify470.010.989090.000000.98859
1872017.01.31 14:51t/p470.010.988590.000000.988590.51526.34
1882017.01.31 14:51sell480.010.988340.000000.00000
1892017.01.31 14:51modify480.010.988340.000000.98784
1902017.01.31 14:54t/p480.010.987840.000000.987840.51526.85
1912017.01.31 14:55sell490.010.987350.000000.00000
1922017.01.31 14:55modify490.010.987350.000000.98685
1932017.01.31 15:59t/p490.010.986850.000000.986850.51527.36
1942017.01.31 16:00sell500.010.986140.000000.00000
1952017.01.31 16:00modify500.010.986140.000000.98564
1962017.02.01 00:00modify500.010.986140.000000.98551
1972017.02.01 00:00modify190.011.033560.000001.03275
1982017.02.02 00:00modify500.010.986140.000000.98514
1992017.02.02 00:00modify190.011.033560.000001.03261
2002017.02.03 00:00modify500.010.986140.000000.98501
2012017.02.03 00:00modify190.011.033560.000001.03256
2022017.02.06 00:01modify500.010.986140.000000.98489
2032017.02.06 00:01modify190.011.033560.000001.03252
2042017.02.07 00:01modify500.010.986140.000000.98476
2052017.02.07 00:01modify190.011.033560.000001.03247
2062017.02.08 00:01modify500.010.986140.000000.98464
2072017.02.08 00:01modify190.011.033560.000001.03243
2082017.02.09 00:00modify500.010.986140.000000.98426
2092017.02.09 00:00modify190.011.033560.000001.03229
2102017.02.10 00:01modify500.010.986140.000000.98414
2112017.02.10 00:01modify190.011.033560.000001.03225
2122017.02.13 00:01modify500.010.986140.000000.98401
2132017.02.13 00:01modify190.011.033560.000001.03220
2142017.02.14 00:00modify500.010.986140.000000.98388
2152017.02.14 00:00modify190.011.033560.000001.03216
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2232017.02.15 21:33modify510.031.001271.001791.00075
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2312017.02.15 21:33modify190.011.033560.000001.00782
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2332017.02.16 00:00modify500.010.986140.000001.00283
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2362017.02.16 00:21modify500.010.986140.000001.00303
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2532017.02.20 00:00modify560.311.006120.000001.00781
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2612017.02.21 09:10modify560.311.006120.000001.00768
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2632017.02.21 09:10modify190.011.033560.000001.00768
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2712017.02.21 10:16buy610.011.010030.000000.00000
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2732017.02.21 14:46sell620.011.009850.000000.00000
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2812017.02.22 00:01modify640.011.008930.000001.00830
2822017.02.22 00:01modify610.011.010030.000001.01048
2832017.02.22 01:43t/p640.011.008300.000001.008300.49586.88
2842017.02.22 06:37t/p610.011.010480.000001.010480.50587.38
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3812017.03.09 03:44t/p910.011.015610.000001.015610.49600.29
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3862017.03.13 00:00modify850.011.005400.000001.00340
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3912017.03.15 00:01modify920.011.015710.000001.01603
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4432017.03.24 00:02modify920.011.015710.000001.01553
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4652017.03.28 18:35modify1130.310.991540.000000.99040
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4812017.03.29 06:35buy1160.310.993390.000000.99486
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5182017.04.04 00:01modify1130.310.991540.000000.98973
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5212017.04.05 00:01modify1130.310.991540.000000.98963
5222017.04.05 00:01modify1120.100.990040.000000.98963
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5242017.04.06 00:01modify1130.310.991540.000000.98935
5252017.04.06 00:01modify1120.100.990040.000000.98935
5262017.04.06 00:01modify1100.010.983740.000000.98935
5272017.04.07 00:00modify1130.310.991540.000000.98925
5282017.04.07 00:00modify1120.100.990040.000000.98925
5292017.04.07 00:00modify1100.010.983740.000000.98925
5302017.04.07 16:52close at stop1130.311.007610.000000.98925-541.8088.85
5312017.04.07 16:52close at stop1100.011.007610.000000.98925-25.2263.63