Strategy Tester Report
(EA) - Setka v1.43-ADX-IMP-rel-R245
RoboForex-ProCent-2 (Build 1260)

СимволEURCAD (Euro vs Canadian Dollar)
Период1 Минута (M1) 2020.02.03 00:00 - 2020.02.28 23:59 (2020.02.01 - 2020.03.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыmain_settings_1_43_1065_23_34_12_04_2017="OSTAP_BENDER_EURCAD_DD310"; TradeSell=true; TradeBuy=true; S_OpenFirstOrder=true; B_OpenFirstOrder=true; S_CloseAllOrders=false; B_CloseAllOrders=false; S_PauseOnClose=0; B_PauseOnClose=0; MagicNumber=1027; AddComment=""; ReflectSellSettingsToBuy=true; filters_part_1_43_1065_23_34_12_04_2017="Фильтры спрэда и одновременно торгуемых пар и валют"; MaxSpread=5; 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=10; S_GridStep=17; S_GridLevel=4; S_GridStep_AddPips=3; S_GridStep_Level2=5; S_GridStep_Level2_AddPips=4; S_Grid3=0; S_Grid3Add=0; S_GridStop=0; 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=2.3; S_Mult=1.5; S_MultStart=4; S_MultLevel2=0; S_MultCorr=0; 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=0; S_TakeProffit=5; S_TakeProffit_Level1=6; S_TakeProffit_Level1Corr=1; S_TakeProffit_Level1_5=0; S_TakeProffit_Level1_5Corr=0; 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=0; B_GridStep=0; B_GridLevel=0; B_GridStep_AddPips=0; B_GridStep_Level2=0; B_GridStep_Level2_AddPips=0; 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; B_Mult=0; B_MultStart=0; B_MultLevel2=0; B_MultCorr=0; B_MultLevel3=0; B_MultСorrLevel3=0; 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=0; B_TakeProffit_Level1=0; B_TakeProffit_Level1Corr=0; B_TakeProffit_Level1_5=0; B_TakeProffit_Level1_5Corr=0; 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=15; AdxPeriod1=5; AdxLevel1=11; use_ADX_ds1=0; use_ADX_p3_1=false; 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=0; AdxTimeFrame=1; AdxPeriod=56; AdxLevel=1; use_ADX_ds=0; use_ADX_p3=false; 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=1; ImpTimeFrame=1; ImpPeriod=30; LGCoeff=0.75; ImpLevel=50; 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=4; CandlesToOpen1Order_MaxPips=20; ReversSignalToOpen1Order=true; gap_settings_1_43_1065_23_34_12_04_2017="Настройки блока выявления и обработки гэпов"; GapControl=2; GapMaxStopOrders=3; S_GapMinPips=10;
Баров в истории28869Смоделировано тиков1788877Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000000.00Спре䏥६Ґ­­лҐ
Чистая прибыль5649.97Общая прибыль11239.40Общий убыток-5589.43
Прибыльность2.01Матожидание выигрыша108.65
Абсолютная просадка16991.41Максимальная просадка20714.87 (2.06%)Относительная просадка2.06% (20714.87)
Всего сделок52Короткие позиции (% выигравших)34 (70.59%)Длинные позиции (% выигравших)18 (83.33%)
Прибыльные сделки (% от всех)39 (75.00%)Убыточные сделки (% от всех)13 (25.00%)
Самая большаяприбыльная сделка4839.39убыточная сделка-1431.82
Средняяприбыльная сделка288.19убыточная сделка-429.96
Максимальное количествонепрерывных выигрышей (прибыль)16 (1493.11)непрерывных проигрышей (убыток)5 (-4338.15)
Макс.непрерывная прибыль (число выигрышей)6188.98 (2)непрерывный убыток (число проигрышей)-4338.15 (5)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12020.02.03 04:15sell12.301.468280.000000.00000
22020.02.03 04:15modify12.301.468280.000001.46778
32020.02.03 04:30t/p12.301.467780.000001.4677885.841000085.84
42020.02.03 21:59sell22.301.470940.000000.00000
52020.02.03 21:59modify22.301.470940.000001.47044
62020.02.03 22:23t/p22.301.470440.000001.4704485.841000171.68
72020.02.04 03:04sell32.301.470960.000000.00000
82020.02.04 03:04modify32.301.470960.000001.47046
92020.02.04 03:40t/p32.301.470450.000001.4704687.551000259.23
102020.02.04 03:57buy42.301.470290.000000.00000
112020.02.04 03:57modify42.301.470290.000001.47079
122020.02.04 09:26buy52.301.468560.000000.00000
132020.02.04 09:26modify52.301.468560.000001.46993
142020.02.04 09:26modify42.301.470290.000001.46993
152020.02.04 14:30buy62.301.466840.000000.00000
162020.02.04 14:30modify62.301.466840.000001.46906
172020.02.04 14:30modify52.301.468560.000001.46906
182020.02.04 14:30modify42.301.470290.000001.46906
192020.02.04 18:10buy73.451.464820.000000.00000
202020.02.04 18:10modify73.451.464820.000001.46782
212020.02.04 18:10modify62.301.466840.000001.46782
222020.02.04 18:10modify52.301.468560.000001.46782
232020.02.04 18:10modify42.301.470290.000001.46782
242020.02.04 20:05sell82.301.465600.000000.00000
252020.02.04 20:05modify82.301.465600.000001.46510
262020.02.05 03:32sell92.301.467300.000000.00000
272020.02.05 03:32modify92.301.467300.000001.46595
282020.02.05 03:32modify82.301.465600.000001.46595
292020.02.05 09:21t/p42.301.467820.000001.46782-453.14999806.09
302020.02.05 09:21t/p52.301.467820.000001.46782-156.02999650.06
312020.02.05 09:21t/p62.301.467820.000001.46782139.38999789.44
322020.02.05 09:21t/p73.451.467820.000001.46782729.461000518.90
332020.02.05 10:48t/p82.301.465930.000001.46595-51.541000467.35
342020.02.05 10:48t/p92.301.465930.000001.46595235.201000702.55
352020.02.06 22:00sell102.301.458950.000000.00000
362020.02.06 22:00modify102.301.458950.000001.45845
372020.02.07 10:59t/p102.301.458450.000001.4584590.951000793.50
382020.02.07 21:45buy112.301.455570.000000.00000
392020.02.07 21:45modify112.301.455570.000001.45607
402020.02.07 22:13t/p112.301.456070.000001.4560785.871000879.37
412020.02.10 01:36sell122.301.457140.000000.00000
422020.02.10 01:36modify122.301.457140.000001.45664
432020.02.10 04:11buy132.301.456910.000000.00000
442020.02.10 04:11modify132.301.456910.000001.45741
452020.02.10 04:15t/p122.301.456640.000001.4566485.831000965.20
462020.02.10 10:06buy142.301.455210.000000.00000
472020.02.10 10:06modify142.301.455210.000001.45656
482020.02.10 10:06modify132.301.456910.000001.45656
492020.02.10 10:46t/p132.301.456570.000001.45656-58.391000906.81
502020.02.10 10:46t/p142.301.456570.000001.45656233.581001140.39
512020.02.12 21:22buy152.301.440230.000000.00000
522020.02.12 21:22modify152.301.440230.000001.44073
532020.02.12 21:37t/p152.301.440730.000001.4407385.881001226.27
542020.02.12 23:24buy162.301.441220.000000.00000
552020.02.12 23:24modify162.301.441220.000001.44172
562020.02.13 00:00modify162.301.441220.000001.44203
572020.02.13 01:55t/p162.301.442030.000001.4420352.321001278.59
582020.02.13 03:48buy172.301.439860.000000.00000
592020.02.13 03:48modify172.301.439860.000001.44036
602020.02.13 07:19t/p172.301.440360.000001.4403685.871001364.46
612020.02.14 22:14sell182.301.436630.000000.00000
622020.02.14 22:14modify182.301.436630.000001.43613
632020.02.14 22:57t/p182.301.436130.000001.4361385.841001450.30
642020.02.18 21:42buy192.301.430440.000000.00000
652020.02.18 21:42modify192.301.430440.000001.43094
662020.02.18 22:03t/p192.301.430950.000001.4309487.591001537.89
672020.02.20 02:08sell202.301.428820.000000.00000
682020.02.20 02:08modify202.301.428820.000001.42832
692020.02.20 03:16t/p202.301.428320.000001.4283285.841001623.73
702020.02.21 06:15buy212.301.430220.000000.00000
712020.02.21 06:15modify212.301.430220.000001.43072
722020.02.21 09:25t/p212.301.430720.000001.4307285.871001709.60
732020.02.24 01:06sell222.301.435820.000000.00000
742020.02.24 01:06modify222.301.435820.000001.43532
752020.02.24 06:48t/p222.301.435320.000001.4353285.831001795.43
762020.02.24 20:43sell232.301.442830.000000.00000
772020.02.24 20:43modify232.301.442830.000001.44233
782020.02.24 20:54t/p232.301.442330.000001.4423385.841001881.27
792020.02.24 22:05buy242.301.440890.000000.00000
802020.02.24 22:05modify242.301.440890.000001.44139
812020.02.24 22:10t/p242.301.441390.000001.4413985.871001967.14
822020.02.25 20:18sell252.301.445340.000000.00000
832020.02.25 20:18modify252.301.445340.000001.44484
842020.02.25 20:30t/p252.301.444840.000001.4448485.841002052.98
852020.02.25 21:05buy262.301.443900.000000.00000
862020.02.25 21:05modify262.301.443900.000001.44440
872020.02.25 21:08t/p262.301.444400.000001.4444085.881002138.86
882020.02.25 21:15buy272.301.444030.000000.00000
892020.02.25 21:15modify272.301.444030.000001.44453
902020.02.25 21:18t/p272.301.444540.000001.4445387.591002226.45
912020.02.25 21:21buy282.301.443950.000000.00000
922020.02.25 21:21modify282.301.443950.000001.44445
932020.02.25 21:30t/p282.301.444450.000001.4444585.881002312.33
942020.02.25 21:43buy292.301.444600.000000.00000
952020.02.25 21:43modify292.301.444600.000001.44510
962020.02.25 22:22t/p292.301.445110.000001.4451087.591002399.92
972020.02.25 22:33sell302.301.445700.000000.00000
982020.02.25 22:33modify302.301.445700.000001.44520
992020.02.25 23:01sell312.301.447420.000000.00000
1002020.02.25 23:01modify312.301.447420.000001.44606
1012020.02.25 23:01modify302.301.445700.000001.44606
1022020.02.25 23:16t/p302.301.446050.000001.44606-60.081002339.84
1032020.02.25 23:16t/p312.301.446050.000001.44606235.201002575.04
1042020.02.26 04:15buy322.301.443890.000000.00000
1052020.02.26 04:15modify322.301.443890.000001.44439
1062020.02.26 07:50t/p322.301.444390.000001.4443985.871002660.91
1072020.02.26 21:18sell332.301.451070.000000.00000
1082020.02.26 21:18modify332.301.451070.000001.45057
1092020.02.26 21:25t/p332.301.450560.000001.4505787.561002748.47
1102020.02.27 01:17sell342.301.451870.000000.00000
1112020.02.27 01:17modify342.301.451870.000001.45137
1122020.02.27 02:05sell352.301.453580.000000.00000
1132020.02.27 02:05modify352.301.453580.000001.45223
1142020.02.27 02:05modify342.301.451870.000001.45223
1152020.02.27 02:10sell362.301.455300.000000.00000
1162020.02.27 02:10modify362.301.455300.000001.45308
1172020.02.27 02:10modify352.301.453580.000001.45308
1182020.02.27 02:10modify342.301.451870.000001.45308
1192020.02.27 03:00t/p342.301.453070.000001.45308-206.011002542.46
1202020.02.27 03:00t/p352.301.453070.000001.4530887.561002630.02
1212020.02.27 03:00t/p362.301.453070.000001.45308382.841003012.86
1222020.02.27 04:25sell372.301.455020.000000.00000
1232020.02.27 04:25modify372.301.455020.000001.45452
1242020.02.27 06:07t/p372.301.454520.000001.4545285.841003098.70
1252020.02.27 06:57sell382.301.455970.000000.00000
1262020.02.27 06:57modify382.301.455970.000001.45547
1272020.02.27 07:09t/p382.301.455470.000001.4554785.841003184.54
1282020.02.27 20:01sell392.301.467490.000000.00000
1292020.02.27 20:01modify392.301.467490.000001.46699
1302020.02.27 20:04t/p392.301.466990.000001.4669985.831003270.37
1312020.02.27 20:18sell402.301.467170.000000.00000
1322020.02.27 20:18modify402.301.467170.000001.46667
1332020.02.27 20:42sell412.301.468880.000000.00000
1342020.02.27 20:42modify412.301.468880.000001.46753
1352020.02.27 20:42modify402.301.467170.000001.46753
1362020.02.27 20:55t/p402.301.467530.000001.46753-61.801003208.57
1372020.02.27 20:55t/p412.301.467530.000001.46753231.761003440.33
1382020.02.27 20:59sell422.301.468450.000000.00000
1392020.02.27 20:59modify422.301.468450.000001.46795
1402020.02.27 21:28t/p422.301.467940.000001.4679587.551003527.88
1412020.02.27 22:45sell432.301.470070.000000.00000
1422020.02.27 22:45modify432.301.470070.000001.46957
1432020.02.27 23:20sell442.301.471780.000000.00000
1442020.02.27 23:20modify442.301.471780.000001.47043
1452020.02.27 23:20modify432.301.470070.000001.47043
1462020.02.27 23:57sell452.301.473550.000000.00000
1472020.02.27 23:57modify452.301.473550.000001.47130
1482020.02.27 23:57modify442.301.471780.000001.47130
1492020.02.27 23:57modify432.301.470070.000001.47130
1502020.02.28 05:11sell463.451.475550.000000.00000
1512020.02.28 05:11modify463.451.475550.000001.47255
1522020.02.28 05:11modify452.301.473550.000001.47255
1532020.02.28 05:11modify442.301.471780.000001.47255
1542020.02.28 05:11modify432.301.470070.000001.47255
1552020.02.28 05:44sell475.181.477950.000000.00000
1562020.02.28 05:44modify475.181.477950.000001.47418
1572020.02.28 05:44modify463.451.475550.000001.47418
1582020.02.28 05:44modify452.301.473550.000001.47418
1592020.02.28 05:44modify442.301.471780.000001.47418
1602020.02.28 05:44modify432.301.470070.000001.47418
1612020.02.28 10:10sell487.761.480770.000000.00000
1622020.02.28 10:10modify487.761.480770.000001.47611
1632020.02.28 10:10modify475.181.477950.000001.47611
1642020.02.28 10:10modify463.451.475550.000001.47611
1652020.02.28 10:10modify452.301.473550.000001.47611
1662020.02.28 10:10modify442.301.471780.000001.47611
1672020.02.28 10:10modify432.301.470070.000001.47611
1682020.02.28 11:08sell4911.641.484010.000000.00000
1692020.02.28 11:08modify4911.641.484010.000001.47844
1702020.02.28 11:08modify487.761.480770.000001.47844
1712020.02.28 11:08modify475.181.477950.000001.47844
1722020.02.28 11:08modify463.451.475550.000001.47844
1732020.02.28 11:08modify452.301.473550.000001.47844
1742020.02.28 11:08modify442.301.471780.000001.47844
1752020.02.28 11:08modify432.301.470070.000001.47844
1762020.02.28 13:54t/p432.301.478440.000001.47844-1431.821002096.05
1772020.02.28 13:54t/p442.301.478440.000001.47844-1138.251000957.80
1782020.02.28 13:54t/p452.301.478440.000001.47844-834.391000123.40
1792020.02.28 13:54t/p463.451.478440.000001.47844-744.22999379.18
1802020.02.28 13:54t/p475.181.478440.000001.47844-189.46999189.72
1812020.02.28 13:54t/p487.761.478440.000001.478441349.591000539.31
1822020.02.28 13:54t/p4911.641.478440.000001.478444839.391005378.70
1832020.02.28 22:04sell502.301.478550.000000.00000
1842020.02.28 22:04modify502.301.478550.000001.47805
1852020.02.28 22:34sell512.301.480270.000000.00000
1862020.02.28 22:34modify512.301.480270.000001.47891
1872020.02.28 22:34modify502.301.478550.000001.47891
1882020.02.28 22:54sell522.301.481980.000000.00000
1892020.02.28 22:54modify522.301.481980.000001.47977
1902020.02.28 22:54modify512.301.480270.000001.47977
1912020.02.28 22:54modify502.301.478550.000001.47977
1922020.02.28 23:07t/p502.301.479740.000001.47977-204.291005174.41
1932020.02.28 23:07t/p512.301.479740.000001.4797790.991005265.40
1942020.02.28 23:07t/p522.301.479740.000001.47977384.561005649.96