Strategy Tester Report
Generic_A-TLP_v.12.39.9_RUS
Alpari-Pro.ECN-Demo (Build 1280)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2011.01.03 00:00 - 2020.10.05 14:45 (2011.01.01 - 2020.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; SetName="Gen Break EURUSD M15 OstapBender v1.0"; ForbidTradeIfSetNameWarning=true; TimeFrame=15; every_tick=true; MagicNumber=6062; AllowLong=true; AllowShort=true; Slippage=2; Lots=0.01; Auto_Risk=0; MM_Depo=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=false; Max_Spread=5; Max_Spread_On_Close=5; MaxSpreadOnClose_Profit=24; Stop_Loss=29; Take_Profit=17; TP_perc=20; min_TP=29; VirtualSLTP=false; DisableSLAtRollover=false; MaxDailyRange=155; MDRFromHiLo=false; MDR_Toward=1000; MDR_Toward_FromHiLo=false; CheckMDRAfter0=false; SkipMDRAfter0OnMondays=false; Hedging=true; MinPauseBetweenOrders=10; S_3_1="<==== Dynamic SL ====>"; Min_SL=0; ATR_P=0; Coof_ATR=2; Trail_ATR=false; S_8="<==== Close Deal Settings ====>"; TotalOrders=3; OrdersDistance=10; MinPause=1600; MaxConsecutiveOrders=1; OpenAfterTradeHours=false; DoNotCheckAfterFirst=true; CheckBBChannel=false; CloseSimultaneously=true; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=12; BB_Deviation=2; Entry_Break=1; Min_Volatility=2; Max_Volatility=1000; BB_Shift=1; OnlyBid=true; S_22="Настройки CCI"; TimeFrame_CCI=15; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=0; barcount=8; S_24="При паузе = 0 - выкл."; pause=60; sizeloss=7; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; Trail_Minutes=0; Trail_From_BE_Line=true; rollover_trall_end=true; BE_Start=0; BE_Dist=1; BE_Minutes=0; BE_After_Hour=-1; BE_After_Min=0; S_3="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=240; Time_Profit_Pips=28; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-13; Exit_Profit_Pips=3; ExitChannelTP=false; DisableFilter2=false; S_33="При MA_period = 0 - выкл."; TimeFrameMA=1; MA_type=0; MA_period=20; Reverse_Profit=10; S_35="При PartialClose_Percent = 0 - выкл."; PartialClose_Percent=0; Part_Profit_Pips=0; Part_Distance=-10; Part_AllowCloseFull=false; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_36="При HardExit_Minutes = 0 и HardExit_TimeHour = -1 - выкл."; HardExit_Minutes=0; HardExit_TimeHour=4; HardExit_TimeMin=0; HardExit_Profit=-100; S_5="<==== Enter Settings. Bollinger Bands ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; SkipDay=0; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=false; MONDAY_Start_Trade_Hour=23; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=false; TUESDAY_Start_Trade_Hour=0; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=false; WEDNESDAY_Start_Trade_Hour=0; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=false; THURSDAY_Start_Trade_Hour=0; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=1; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=23; FRIDAY_Start_Trade_Minute=45; FRIDAY_End_Trade_Hour=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=true; rollover_start="23:59"; rollover_end="00:02"; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; UseNewsFilter=true; CloseTimeBeforeNews=5; News_CloseProfit=-100; TimeBeforeNews=120; TimeAfterNews=120; Vhigh=true; Vmedium=false; Vlow=false; NewsSymb=""; highc=Red; mediumc=Lime; lowc=Blue; Cat0News=true; Cat1News=true; Cat2News=true; Cat3News=true; Cat4News=true; Cat5News=true; Cat6News=true; Cat7News=true; Cat8News=true; Cat9News=true; Cat10News=true; Cat11News=true; Cat12News=true; Cat13News=true; Cat14News=true; Cat15News=true; Cat16News=true; Cat17News=true; Cat18News=true; Cat19News=true; Cat20News=true; Cat21News=true; Cat22News=true; Cat23News=true;
Баров в истории243412Смоделировано тиков192856317Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100000.00Спре䏥६Ґ­­лҐ
Чистая прибыль75.36Общая прибыль135.21Общий убыток-59.84
Прибыльность2.26Матожидание выигрыша0.39
Абсолютная просадка1.06Максимальная просадка9.47 (0.01%)Относительная просадка0.01% (9.47)
Всего сделок193Короткие позиции (% выигравших)77 (87.01%)Длинные позиции (% выигравших)116 (83.62%)
Прибыльные сделки (% от всех)164 (84.97%)Убыточные сделки (% от всех)29 (15.03%)
Самая большаяприбыльная сделка4.63убыточная сделка-3.90
Средняяприбыльная сделка0.82убыточная сделка-2.06
Максимальное количествонепрерывных выигрышей (прибыль)17 (26.01)непрерывных проигрышей (убыток)3 (-4.74)
Макс.непрерывная прибыль (число выигрышей)26.01 (17)непрерывный убыток (число проигрышей)-4.74 (3)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.04.15 23:45sell10.011.632200.000000.00000
22011.04.15 23:45modify10.011.632201.635101.62930
32011.04.18 00:22close10.011.631041.635101.629301.12100001.12
42011.04.22 23:51buy20.011.651060.000000.00000
52011.04.22 23:52modify20.011.651061.648161.65396
62011.04.25 00:00close20.011.652571.648161.653961.42100002.54
72011.05.27 23:46sell30.011.650630.000000.00000
82011.05.27 23:46modify30.011.650631.653531.64773
92011.05.30 01:01close30.011.648871.653531.647731.72100004.25
102011.06.17 23:49sell40.011.619330.000000.00000
112011.06.17 23:49modify40.011.619331.622231.61643
122011.06.20 00:00close40.011.616571.622231.616432.72100006.97
132011.06.24 23:58buy50.011.596090.000000.00000
142011.06.24 23:59modify50.011.596091.593191.59899
152011.06.27 00:35close50.011.596541.593191.598990.36100007.33
162011.07.01 23:46sell60.011.607680.000000.00000
172011.07.01 23:46modify60.011.607681.610581.60478
182011.07.04 00:00close60.011.605781.610581.604781.86100009.19
192011.07.08 23:51sell70.011.605230.000000.00000
202011.07.08 23:51modify70.011.605231.608131.60233
212011.07.11 00:00t/p70.011.602051.608131.602333.14100012.32
222011.08.12 23:45buy80.011.627260.000000.00000
232011.08.12 23:45modify80.011.627261.624361.63016
242011.08.12 23:47close80.011.627621.624361.630160.32100012.64
252011.08.12 23:56buy90.011.627350.000000.00000
262011.08.12 23:56modify90.011.627351.624451.63025
272011.08.12 23:56close90.011.627661.624451.630250.27100012.91
282011.09.09 23:45buy100.011.585340.000000.00000
292011.09.09 23:45modify100.011.585341.582441.58824
302011.09.09 23:57t/p100.011.588531.582441.588243.15100016.06
312011.09.16 23:47buy110.011.577770.000000.00000
322011.09.16 23:47modify110.011.577771.574871.58067
332011.09.16 23:59close110.011.579091.574871.580671.28100017.34
342011.10.14 23:45sell120.011.582420.000000.00000
352011.10.14 23:45modify120.011.582421.585321.57952
362011.10.17 00:19close120.011.581591.585321.579520.79100018.13
372011.11.18 23:55sell130.011.580510.000000.00000
382011.11.18 23:55modify130.011.580511.583411.57761
392011.11.21 00:14close130.011.579521.583411.577610.95100019.08
402011.12.16 23:47sell140.011.553160.000000.00000
412011.12.16 23:47modify140.011.553161.556061.55026
422011.12.19 00:39close140.011.552131.556061.550260.99100020.07
432011.12.23 23:53buy150.011.558910.000000.00000
442011.12.23 23:53modify150.011.558911.556011.56181
452011.12.26 00:22close150.011.559601.556011.561810.60100020.66
462011.12.30 23:56sell160.011.554510.000000.00000
472011.12.30 23:56modify160.011.554511.557411.55161
482012.01.02 00:00t/p160.011.549841.557411.551614.63100025.29
492012.02.03 23:51buy170.011.580690.000000.00000
502012.02.03 23:51modify170.011.580691.577791.58359
512012.02.03 23:53close170.011.581451.577791.583590.72100026.01
522012.02.10 23:45sell180.011.575190.000000.00000
532012.02.10 23:45modify180.011.575191.578091.57229
542012.02.13 00:00s/l180.011.578141.578091.57229-2.99100023.02
552012.02.17 23:52buy190.011.583010.000000.00000
562012.02.17 23:52modify190.011.583011.580111.58591
572012.02.17 23:59close190.011.583501.580111.585910.45100023.47
582012.03.30 23:45sell200.011.601500.000000.00000
592012.03.30 23:45modify200.011.601501.604401.59860
602012.04.02 02:59close200.011.601191.604401.598600.27100023.74
612012.05.04 23:45sell210.011.615970.000000.00000
622012.05.04 23:45modify210.011.615971.618871.61307
632012.05.04 23:57close210.011.615571.618871.613070.36100024.10
642012.06.15 23:52sell220.011.571440.000000.00000
652012.06.15 23:53modify220.011.571441.574341.56854
662012.06.18 00:55s/l220.011.574361.574341.56854-2.96100021.14
672012.07.20 23:55sell230.011.562530.000000.00000
682012.07.20 23:55modify230.011.562531.565431.55963
692012.07.20 23:59close230.011.562191.565431.559630.30100021.44
702012.07.27 23:47sell240.011.573950.000000.00000
712012.07.27 23:47modify240.011.573951.576851.57105
722012.07.30 01:03close240.011.573251.576851.571050.66100022.09
732012.08.03 23:58buy250.011.563400.000000.00000
742012.08.03 23:58modify250.011.563401.560501.56630
752012.08.03 23:58close250.011.563741.560501.566300.30100022.39
762012.08.10 23:45sell260.011.568760.000000.00000
772012.08.10 23:45modify260.011.568761.571661.56586
782012.08.13 00:00close260.011.567451.571661.565861.27100023.66
792012.08.17 23:55sell270.011.569500.000000.00000
802012.08.17 23:55modify270.011.569501.572401.56660
812012.08.20 01:31close270.011.569201.572401.566600.26100023.92
822012.08.31 23:53buy280.011.586740.000000.00000
832012.08.31 23:53modify280.011.586741.583841.58964
842012.09.03 00:00close280.011.587731.583841.589640.90100024.82
852012.09.14 23:56buy290.011.621920.000000.00000
862012.09.14 23:56modify290.011.621921.619021.62482
872012.09.17 00:01close290.011.622251.619021.624820.24100025.05
882012.09.21 23:52buy300.011.623350.000000.00000
892012.09.21 23:52modify300.011.623351.620451.62625
902012.09.24 00:18close300.011.624581.620451.626251.14100026.19
912012.09.28 23:57sell310.011.615880.000000.00000
922012.09.28 23:57modify310.011.615881.618781.61298
932012.10.01 00:14close310.011.613461.618781.612982.38100028.57
942012.10.12 23:45buy320.011.607170.000000.00000
952012.10.12 23:45modify320.011.607171.604271.61007
962012.10.12 23:45close320.011.607501.604271.610070.29100028.86
972012.10.12 23:47buy330.011.607220.000000.00000
982012.10.12 23:47modify330.011.607221.604321.61012
992012.10.15 00:00close330.011.607551.604321.610120.24100029.10
1002012.10.26 23:50buy340.011.609070.000000.00000
1012012.10.26 23:50modify340.011.609071.606171.61197
1022012.10.26 23:50close340.011.609391.606171.611970.28100029.38
1032012.10.26 23:58sell350.011.610160.000000.00000
1042012.10.26 23:58modify350.011.610161.613061.60726
1052012.10.28 23:00close350.011.610431.613061.60726-0.31100029.07
1062012.11.23 23:58buy360.011.603140.000000.00000
1072012.11.23 23:58modify360.011.603141.600241.60604
1082012.11.26 00:07close360.011.603591.600241.606040.36100029.42
1092012.11.30 23:45buy370.011.601240.000000.00000
1102012.11.30 23:45modify370.011.601241.598341.60414
1112012.12.03 00:00close370.011.601721.598341.604140.39100029.81
1122012.12.07 23:57sell380.011.603980.000000.00000
1132012.12.07 23:57modify380.011.603981.606881.60108
1142012.12.07 23:59close380.011.603621.606881.601080.32100030.13
1152013.01.25 23:54buy390.011.579780.000000.00000
1162013.01.25 23:54modify390.011.579781.576881.58268
1172013.01.25 23:57close390.011.580151.576881.582680.33100030.46
1182013.02.15 23:46sell400.011.552410.000000.00000
1192013.02.15 23:46modify400.011.552411.555311.54951
1202013.02.15 23:46close400.011.552001.555311.549510.37100030.83
1212013.02.15 23:49sell410.011.551900.000000.00000
1222013.02.15 23:49modify410.011.551901.554801.54900
1232013.02.15 23:59close410.011.551571.554801.549000.29100031.12
1242013.02.22 23:45buy420.011.519370.000000.00000
1252013.02.22 23:45modify420.011.519371.516471.52227
1262013.02.22 23:51s/l420.011.516441.516471.52227-2.97100028.15
1272013.03.01 23:55sell430.011.503540.000000.00000
1282013.03.01 23:55modify430.011.503541.506441.50064
1292013.03.04 00:28close430.011.502941.506441.500640.56100028.71
1302013.03.08 23:53buy440.011.491430.000000.00000
1312013.03.08 23:53modify440.011.491431.488531.49433
1322013.03.10 23:00close440.011.491531.488531.494330.06100028.77
1332013.04.12 23:49buy450.011.534240.000000.00000
1342013.04.12 23:49modify450.011.534241.531341.53714
1352013.04.12 23:51close450.011.534551.531341.537140.27100029.04
1362013.04.12 23:54buy460.011.534310.000000.00000
1372013.04.12 23:54modify460.011.534311.531411.53721
1382013.04.15 01:54close460.011.534631.531411.537210.23100029.27
1392013.04.26 23:52buy470.011.547820.000000.00000
1402013.04.26 23:52modify470.011.547821.544921.55072
1412013.04.29 00:00close470.011.548701.544921.550720.79100030.05
1422013.06.14 23:45sell480.011.571120.000000.00000
1432013.06.14 23:45modify480.011.571121.574021.56822
1442013.06.14 23:53close480.011.570631.574021.568220.45100030.50
1452013.06.21 23:53buy490.011.541840.000000.00000
1462013.06.21 23:53modify490.011.541841.538941.54474
1472013.06.21 23:54close490.011.542281.538941.544740.40100030.90
1482013.07.12 23:45sell500.011.511210.000000.00000
1492013.07.12 23:45modify500.011.511211.514111.50831
1502013.07.12 23:48close500.011.510871.514111.508310.30100031.20
1512013.08.09 23:58buy510.011.550710.000000.00000
1522013.08.09 23:58modify510.011.550711.547811.55361
1532013.08.12 02:01close510.011.551031.547811.553610.23100031.43
1542013.08.30 23:51sell520.011.550020.000000.00000
1552013.08.30 23:51modify520.011.550021.552921.54712
1562013.08.30 23:52close520.011.549601.552921.547120.38100031.81
1572013.08.30 23:52sell530.011.550130.000000.00000
1582013.08.30 23:52modify530.011.550131.553031.54723
1592013.08.30 23:55close530.011.549681.553031.547230.41100032.22
1602013.08.30 23:57sell540.011.550010.000000.00000
1612013.08.30 23:57modify540.011.550011.552911.54711
1622013.09.02 00:00s/l540.011.553671.552911.54711-3.70100028.52
1632013.09.20 23:45buy550.011.600960.000000.00000
1642013.09.20 23:45modify550.011.600961.598061.60386
1652013.09.23 02:06close550.011.601281.598061.603860.23100028.74
1662013.10.04 23:48buy560.011.600720.000000.00000
1672013.10.04 23:48modify560.011.600721.597821.60362
1682013.10.07 00:41close560.011.602091.597821.603621.28100030.02
1692013.10.11 23:45buy570.011.594220.000000.00000
1702013.10.11 23:45modify570.011.594221.591321.59712
1712013.10.11 23:55close570.011.595061.591321.597120.80100030.82
1722013.10.25 23:58buy580.011.616450.000000.00000
1732013.10.25 23:58modify580.011.616451.613551.61935
1742013.10.27 23:00close580.011.616191.613551.61935-0.30100030.52
1752013.11.22 23:58sell590.011.622310.000000.00000
1762013.11.22 23:58modify590.011.622311.625211.61941
1772013.11.25 04:00close590.011.622261.625211.619410.01100030.53
1782013.12.20 23:46buy600.011.632410.000000.00000
1792013.12.20 23:46modify600.011.632411.629511.63531
1802013.12.23 00:00close600.011.633551.629511.635311.05100031.58
1812014.01.24 23:45buy610.011.649280.000000.00000
1822014.01.24 23:45modify610.011.649281.646381.65218
1832014.01.24 23:46close610.011.649601.646381.652180.28100031.86
1842014.01.24 23:55buy620.011.649410.000000.00000
1852014.01.24 23:55modify620.011.649411.646511.65231
1862014.01.27 00:00close620.011.650331.646511.652310.83100032.68
1872014.02.21 23:45buy630.011.662050.000000.00000
1882014.02.21 23:45modify630.011.662051.659151.66495
1892014.02.24 00:22close630.011.663091.659151.664950.95100033.63
1902014.02.28 23:56buy640.011.674010.000000.00000
1912014.02.28 23:56modify640.011.674011.671111.67691
1922014.02.28 23:57close640.011.674601.671111.676910.55100034.18
1932014.02.28 23:58buy650.011.673910.000000.00000
1942014.02.28 23:58modify650.011.673911.671011.67681
1952014.03.03 00:00s/l650.011.670951.671011.67681-3.05100031.13
1962014.03.07 23:56buy660.011.671800.000000.00000
1972014.03.07 23:56modify660.011.671801.668901.67470
1982014.03.09 23:00close660.011.672681.668901.674700.84100031.97
1992014.04.04 23:45buy670.011.657040.000000.00000
2002014.04.04 23:45modify670.011.657041.654141.65994
2012014.04.04 23:58close670.011.656931.654141.65994-0.15100031.82
2022014.04.11 23:53buy680.011.673230.000000.00000
2032014.04.11 23:53modify680.011.673231.670331.67613
2042014.04.14 00:04close680.011.673891.670331.676130.57100032.38
2052014.04.18 23:54sell690.011.680170.000000.00000
2062014.04.18 23:54modify690.011.680171.683071.67727
2072014.04.18 23:55close690.011.679261.683071.677270.87100033.25
2082014.05.16 23:45buy700.011.681080.000000.00000
2092014.05.16 23:45modify700.011.681081.678181.68398
2102014.05.16 23:54close700.011.681371.678181.683980.25100033.50
2112014.05.30 23:56buy710.011.675390.000000.00000
2122014.05.30 23:56modify710.011.675391.672491.67829
2132014.06.02 00:00close710.011.676341.672491.678290.86100034.36
2142014.06.06 23:57buy720.011.679890.000000.00000
2152014.06.06 23:57modify720.011.679891.676991.68279
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4412018.05.21 01:08close1470.011.347881.344621.350420.27100067.36
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4832018.12.17 00:08close1610.011.258101.261351.255550.31100062.29
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