Strategy Tester Report
Breakthrough Strategy
Tickmill-Live (Build 1280)

СимволCADCHF (Canadian Dollar vs Swiss Franc)
Период1 Минута (M1) 2011.01.03 00:02 - 2020.10.12 08:50 (2011.01.01 - 2020.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGMT_and_DST="==== GMT and DST ===="; GMT_Offset_depict="Broker Server Time (Time MT5) MINUS Greenwich Mean Time"; GMT_Offset=2; GMT_Offset_AUTO_depict="Doesn't work in a tester"; GMT_Offset_AUTO=true; Adjust_DST_for_Tester="Adjusting the switch to summer time (work in the strategy tester)"; Adjust_DST_select=1; Lot_and_MM="==== Lot and MM ===="; MM_parametrs="MM parameters (if included several schemes MM, the work will be upper of them)"; Fix_Lots_depict="Fixed Lot"; Use_FixLots=true; Fix_Lots=0.01; MM_on_position="Balance amount per 0.01 lot"; Use_GetLots=true; Funds_for_001_Lot=100; MM_on_SL="The lot size as a percentage of the deposit, based on the StopLoss"; Use_LotsByRisk=false; Risk=1; MM_1_regenerative="'MM_on_position' with Regenerative"; Use_GetLots_Reg=true; Funds_for_001_Lot_Reg=100; MM_2_regenerative="'MM_on_SL' with Regenerative"; Use_LotsByRisk_Reg=false; Risk_Reg=1; Use_LotStartMin_MMReg=false; LotStartMin_MMReg=0.1; Days_without_Trade="==== Days without Trade ===="; Use_Holidays_Pass=true; Month_start_Holidays=12; Day_start_Holidays=24; Month_end_Holidays=1; Day_end_Holidays=4; use_Date_Holidays=true; Date_Holidays_depict="separator: ','"; Date_Holidays="2020.1.1,2020.1.2,2020.1.3"; Start_and_End_Month_depict="Number of the missed days in the beginning and the end (0-4)"; Number_Start_Month=0; Number_End_Month=0; Days_are_determined_by_GMT="Days are determined by GMT"; Record_in_txt="==== Record of deals in the file ===="; Record_Deals=true; Name_File="Breakthrough_Fr_Mo"; Record_depict="does not work when Use_Symbols_from_Line = true"; NewsFilter="==== News Filter ===="; Use_NewsFilter=false; WWWlink="Allow WebRequest and add https://sslecal2.forexprostools.com/ into the URL list"; News_Pass=true; News_All_countries=false; News_USA=true; News_Europe=true; News_currency_pairs=true; News_currency_string=false; News_currency_str="AUD, NZD"; IncludeHigh=true; MinsBeforeHigh=120; MinsAfterHigh=15; IncludeMedium=true; MinsBeforeMedium=110; MinsAfterMedium=10; IncludeLow=false; MinsBeforeLow=5; MinsAfterLow=5; IncludeSpeaks=true; SpeaksHigh=true; SpeaksMedium=true; SpeaksLow=false; MinsBeforeSpeaks=120; MinsAfterSpeaks=55; Basic_Strategy_choice="==== Basic Strategy choice ===="; Breach_else_Channel=false; block_A_and_block_B="==== block A and block B of basic strategy ===="; Use_Block_A=true; comment_blok_A="Friday800_CADCHF_A"; magic_blok_A=2488004; Parametr_A_1_and_A_2="Range: from 1 to 25"; Parametr_A_1=25; Parametr_A_2=15; Use_Block_B=true; comment_blok_B="Friday800_CADCHF_B"; magic_blok_B=2488007; Parametr_B_1_and_B_2="Range: from 1 to 25"; Parametr_B_1=3; Parametr_B_2=24; Common_parameters="==== Common parameters (standard pips)===="; BUY_positions=true; SELL_positions=true; Slippage=1; Max_Spread_Open_for_BUY=5; Max_Spread_Open_for_SELL=8; Max_Spread_Close_for_BUY=8; Max_Spread_Close_for_SELL=5; Close_for_Any_Spread_at_Pips_Profit=1; TakeProfit_Hide=23; StopLoss_Hide=20; Safety_SL_TP_depict="TP_Safety and SL_Safety have to be more TP_Hide and SL_Hide"; TakeProfit_Safety=40; StopLoss_Safety=0; Duration_Pause_Minut_at_SL_Hide=60; Minimum_Duration_of_deal_in_seconds=800; Minimum_Duration_for_deals=2; Minimum_Pips_at_Profit=10; Close_Loss_only_by_SL=true; Total_open_transactions=1; Total_deals_of_line_magics_for_one_symbol=1; Total_deals_of_line_magics_for_all_symbols=27; Line_Magics="27872, 2488004, 2488007, 2411004, 2411007"; Order_Close_on_Time="Duration of the open position"; Number_Minutes_and_Closing_Max_Bar=28; Number_Minutes_and_Closing_Medium_Bar=96; Time_parametrs="==== TIMING ===="; Time_depict="All parameters of time are determining by GMT"; GMT_Open_Trade_Hour=20; GMT_Open_Trade_Minute=0; Period_Open_in_minute=60; GMT_Open_Pause_Hour=20; GMT_Open_Pause_Minute=0; Period_Pause_in_minute=48; Days_of_Week="select days of the week"; Sunday_Trade=false; Monday_Trade=false; Tuesday_Trade=false; Wednesday_Trade=false; Thursday_Trade=false; Friday_Trade=true; Saturday_Trade=false; Reconfiguration_Time_str="Reconfiguration Time"; Reconfiguration_Time_select=2;
Баров в истории3647512Смоделировано тиков148448920Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит500000.00Спре䏥६Ґ­­лҐ
Чистая прибыль21.92Общая прибыль61.57Общий убыток-39.65
Прибыльность1.55Матожидание выигрыша0.30
Абсолютная просадка2.19Максимальная просадка17.26 (0.00%)Относительная просадка0.00% (17.26)
Всего сделок72Короткие позиции (% выигравших)35 (80.00%)Длинные позиции (% выигравших)37 (72.97%)
Прибыльные сделки (% от всех)55 (76.39%)Убыточные сделки (% от всех)17 (23.61%)
Самая большаяприбыльная сделка2.87убыточная сделка-3.69
Средняяприбыльная сделка1.12убыточная сделка-2.33
Максимальное количествонепрерывных выигрышей (прибыль)17 (20.49)непрерывных проигрышей (убыток)2 (-5.89)
Макс.непрерывная прибыль (число выигрышей)20.49 (17)непрерывный убыток (число проигрышей)-5.89 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.10.28 23:55sell10.010.869470.000000.00000
22011.10.28 23:55modify10.010.869470.000000.86547
32011.10.31 01:50close10.010.868400.000000.865471.09500001.09
42012.02.17 23:51sell20.010.922720.000000.00000
52012.02.17 23:51modify20.010.922720.000000.91872
62012.02.20 01:17close20.010.921720.000000.918721.01500002.10
72012.02.24 23:58sell30.010.896110.000000.00000
82012.02.24 23:58modify30.010.896110.000000.89211
92012.02.27 00:15close30.010.895080.000000.892111.04500003.15
102013.06.14 23:54buy40.010.904910.000000.00000
112013.06.14 23:54modify40.010.904910.000000.90891
122013.06.17 01:03close40.010.906300.000000.908911.48500004.63
132013.07.05 23:49sell50.010.912040.000000.00000
142013.07.05 23:49modify50.010.912040.000000.90804
152013.07.08 09:32close50.010.914050.000000.90804-2.28500002.35
162013.11.15 23:55sell60.010.876070.000000.00000
172013.11.15 23:55modify60.010.876070.000000.87207
182013.11.18 15:09close60.010.875020.000000.872071.07500003.42
192014.02.21 23:58sell70.010.798110.000000.00000
202014.02.21 23:58modify70.010.798110.000000.79411
212014.02.24 03:52close70.010.797090.000000.794111.03500004.46
222014.04.04 23:57sell80.010.812700.000000.00000
232014.04.04 23:57modify80.010.812700.000000.80870
242014.04.07 10:30close80.010.811690.000000.808701.02500005.48
252014.05.23 23:59sell90.010.824160.000000.00000
262014.05.23 23:59modify90.010.824160.000000.82016
272014.05.27 11:45close90.010.826180.000000.82016-2.33500003.15
282014.06.27 23:48buy100.010.835250.000000.00000
292014.06.27 23:48modify100.010.835250.000000.83925
302014.06.30 10:43close100.010.833200.000000.83925-2.28500000.88
312014.08.01 23:57buy110.010.829480.000000.00000
322014.08.01 23:57modify110.010.829480.000000.83348
332014.08.04 18:17close110.010.830480.000000.833481.05500001.93
342014.08.08 23:49buy120.010.825150.000000.00000
352014.08.08 23:49modify120.010.825150.000000.82915
362014.08.11 11:12close120.010.826150.000000.829151.05500002.98
372014.09.12 23:56buy130.010.841800.000000.00000
382014.09.12 23:56modify130.010.841800.000000.84580
392014.09.15 10:01close130.010.842800.000000.845801.05500004.04
402014.10.10 23:48buy140.010.854070.000000.00000
412014.10.10 23:48modify140.010.854070.000000.85807
422014.10.13 00:00close140.010.855550.000000.858071.58500005.62
432014.10.24 23:56buy150.010.847190.000000.00000
442014.10.24 23:56modify150.010.847190.000000.85119
452014.10.27 14:35close150.010.845130.000000.85119-2.29500003.34
462015.02.13 23:48sell160.010.748350.000000.00000
472015.02.13 23:48modify160.010.748350.000000.74435
482015.02.16 03:19close160.010.747350.000000.744351.02500004.36
492015.04.10 23:50sell170.010.778590.000000.00000
502015.04.10 23:50modify170.010.778590.000000.77459
512015.04.13 03:57close170.010.777580.000000.774591.03500005.39
522015.05.08 23:50sell180.010.770930.000000.00000
532015.05.08 23:50modify180.010.770930.000000.76693
542015.05.11 08:11close180.010.769870.000000.766931.08500006.47
552015.07.17 23:50sell190.010.741020.000000.00000
562015.07.17 23:50modify190.010.741020.000000.73702
572015.07.20 09:35close190.010.742990.000000.73702-2.23500004.24
582016.05.27 23:52sell200.010.763690.000000.00000
592016.05.27 23:52modify200.010.763690.000000.75969
602016.05.30 01:29close200.010.762550.000000.759691.16500005.41
612017.02.17 23:54sell210.010.765880.000000.00000
622017.02.17 23:54modify210.010.765880.000000.76188
632017.02.20 15:39close210.010.764880.000000.761881.02500006.43
642017.02.24 23:55sell220.010.769350.000000.00000
652017.02.24 23:55modify220.010.769350.000000.76535
662017.02.27 03:37close220.010.768340.000000.765351.03500007.46
672017.03.10 23:48sell230.010.750650.000000.00000
682017.03.10 23:48modify230.010.750650.000000.74665
692017.03.13 06:47close230.010.749640.000000.746651.03500008.49
702017.04.07 23:48sell240.010.752720.000000.00000
712017.04.07 23:48modify240.010.752720.000000.74872
722017.04.10 09:24close240.010.751690.000000.748721.04500009.53
732017.06.23 23:50buy250.010.730630.000000.00000
742017.06.23 23:50modify250.010.730630.000000.73463
752017.06.26 05:00close250.010.731630.000000.734631.05500010.59
762017.07.14 23:48buy260.010.761580.000000.00000
772017.07.14 23:48modify260.010.761580.000000.76558
782017.07.17 10:28close260.010.762580.000000.765581.05500011.64
792017.08.11 23:49sell270.010.758710.000000.00000
802017.08.11 23:49modify270.010.758710.000000.75471
812017.08.14 07:01close270.010.760710.000000.75471-2.27500009.37
822017.09.08 23:58buy280.010.777130.000000.00000
832017.09.08 23:58modify280.010.777130.000000.78113
842017.09.11 00:08close280.010.778570.000000.781131.54500010.92
852017.09.15 23:56buy290.010.786990.000000.00000
862017.09.15 23:56modify290.010.786990.000000.79099
872017.09.18 01:00close290.010.787990.000000.790991.05500011.97
882017.09.29 23:49buy300.010.775690.000000.00000
892017.09.29 23:49modify300.010.775690.000000.77969
902017.10.02 04:16close300.010.776870.000000.779691.25500013.23
912017.10.13 23:48sell310.010.781520.000000.00000
922017.10.13 23:48modify310.010.781520.000000.77752
932017.10.16 11:25close310.010.780510.000000.777521.02500014.25
942017.10.20 23:52buy320.010.779720.000000.00000
952017.10.20 23:52modify320.010.779720.000000.78372
962017.10.23 12:19close320.010.780740.000000.783721.08500015.33
972017.10.27 23:59sell330.010.779120.000000.00000
982017.10.27 23:59modify330.010.779120.000000.77512
992017.10.29 23:54close330.010.778040.000000.775121.14500016.47
1002017.12.08 23:54sell340.010.772110.000000.00000
1012017.12.08 23:54modify340.010.772110.000000.76811
1022017.12.11 11:53close340.010.771130.000000.768110.99500017.47
1032018.01.19 23:59sell350.010.771210.000000.00000
1042018.01.19 23:59modify350.010.771210.000000.76721
1052018.01.22 00:14close350.010.770170.000000.767211.06500018.53
1062018.02.23 23:48sell360.010.740730.000000.00000
1072018.02.23 23:48modify360.010.740730.000000.73673
1082018.02.26 02:50close360.010.739730.000000.736731.01500019.54
1092018.05.11 23:48buy370.010.781910.000000.00000
1102018.05.11 23:48modify370.010.781910.000000.78591
1112018.05.14 12:39close370.010.782940.000000.785911.08500020.62
1122018.05.25 23:48buy380.010.763290.000000.00000
1132018.05.25 23:48modify380.010.763290.000000.76729
1142018.05.28 00:10close380.010.764430.000000.767291.20500021.83
1152018.07.27 23:48sell390.010.761450.000000.00000
1162018.07.27 23:48modify390.010.761450.000000.75745
1172018.07.30 11:27close390.010.760480.000000.757450.98500022.81
1182018.08.24 23:59sell400.010.754810.000000.00000
1192018.08.24 23:59modify400.010.754810.000000.75081
1202018.08.27 13:12close400.010.753800.000000.750811.02500023.83
1212018.09.21 23:48buy410.010.741780.000000.00000
1222018.09.21 23:48modify410.010.741780.000000.74578
1232018.09.24 16:00close410.010.742780.000000.745781.05500024.89
1242018.10.19 23:48buy420.010.759930.000000.00000
1252018.10.19 23:48modify420.010.759930.000000.76393
1262018.10.22 06:49close420.010.760920.000000.763931.05500025.94
1272018.11.16 23:48sell430.010.760330.000000.00000
1282018.11.16 23:48modify430.010.760330.000000.75633
1292018.11.19 09:12close430.010.759300.000000.756331.05500026.99
1302018.11.30 23:48buy440.010.751450.000000.00000
1312018.11.30 23:48modify440.010.751450.000000.75545
1322018.12.03 00:00close440.010.754110.000000.755452.87500029.87
1332018.12.14 23:56buy450.010.745520.000000.00000
1342018.12.14 23:56modify450.010.745520.000000.74952
1352018.12.17 13:03close450.010.743520.000000.74952-2.23500027.64
1362019.01.25 23:56sell460.010.751200.000000.00000
1372019.01.25 23:56modify460.010.751200.000000.74720
1382019.01.28 08:57close460.010.750230.000000.747200.98500028.62
1392019.02.01 23:55buy470.010.760260.000000.00000
1402019.02.01 23:55modify470.010.760260.000000.76426
1412019.02.04 05:12close470.010.761270.000000.764261.06500029.69
1422019.02.08 23:58buy480.010.753620.000000.00000
1432019.02.08 23:58modify480.010.753620.000000.75762
1442019.02.11 00:06close480.010.754900.000000.757621.36500031.05
1452019.02.15 23:59sell490.010.758660.000000.00000
1462019.02.15 23:59modify490.010.758660.000000.75466
1472019.02.18 13:25close490.010.757630.000000.754661.05500032.10
1482019.02.22 23:56sell500.010.761270.000000.00000
1492019.02.22 23:56modify500.010.761270.000000.75727
1502019.02.25 05:56close500.010.760260.000000.757271.03500033.14
1512019.04.05 23:49sell510.010.747290.000000.00000
1522019.04.05 23:49modify510.010.747290.000000.74329
1532019.04.08 17:17close510.010.749300.000000.74329-2.27500030.87
1542019.04.26 23:54sell520.010.757500.000000.00000
1552019.04.26 23:54modify520.010.757500.000000.75350
1562019.04.29 12:22close520.010.756500.000000.753501.01500031.88
1572019.05.10 23:48buy530.010.753120.000000.00000
1582019.05.10 23:48modify530.010.753120.000000.75712
1592019.05.13 10:07close530.010.751120.000000.75712-2.22500029.66
1602019.06.21 23:48buy540.010.738850.000000.00000
1612019.06.21 23:48modify540.010.738850.000000.74285
1622019.06.24 03:58close540.010.739840.000000.742851.04500030.71
1632019.08.09 23:54buy550.010.736180.000000.00000
1642019.08.09 23:54modify550.010.736180.000000.74018
1652019.08.12 13:30close550.010.734180.000000.74018-2.22500028.49
1662019.09.13 23:58buy560.010.745600.000000.00000
1672019.09.13 23:58modify560.010.745600.000000.74960
1682019.09.16 00:00close560.010.746630.000000.749601.09500029.59
1692019.10.04 23:48sell570.010.747670.000000.00000
1702019.10.04 23:48modify570.010.747670.000000.74367
1712019.10.07 09:53close570.010.746660.000000.743671.02500030.61
1722019.11.08 23:55buy580.010.754360.000000.00000
1732019.11.08 23:55modify580.010.754360.000000.75836
1742019.11.11 12:34close580.010.752370.000000.75836-2.21500028.40
1752019.12.06 23:50sell590.010.746990.000000.00000
1762019.12.06 23:50modify590.010.746990.000000.74299
1772019.12.10 01:04close590.010.746000.000000.742990.96500029.37
1782019.12.13 23:48sell600.010.746850.000000.00000
1792019.12.13 23:48modify600.010.746850.000000.74285
1802019.12.16 10:31close600.010.748850.000000.74285-2.26500027.11
1812020.01.17 23:48buy610.010.740310.000000.00000
1822020.01.17 23:48modify610.010.740310.000000.74431
1832020.01.20 08:31close610.010.741310.000000.744311.05500028.16
1842020.02.21 23:50buy620.010.739930.000000.00000
1852020.02.21 23:50modify620.010.739930.000000.74393
1862020.02.24 01:11close620.010.737940.000000.74393-2.21500025.96
1872020.04.03 23:48buy630.010.688180.000000.00000
1882020.04.03 23:48modify630.010.688180.000000.69218
1892020.04.06 00:47close630.010.684840.000000.69218-3.69500022.27
1902020.04.24 23:49buy640.010.690150.000000.00000
1912020.04.24 23:49modify640.010.690150.000000.69415
1922020.04.27 04:47close640.010.691140.000000.694151.05500023.33
1932020.05.01 23:48buy650.010.682780.000000.00000
1942020.05.01 23:48modify650.010.682780.000000.68678
1952020.05.04 03:12close650.010.680780.000000.68678-2.22500021.11
1962020.05.22 23:48buy660.010.694070.000000.00000
1972020.05.22 23:48modify660.010.694070.000000.69807
1982020.05.25 08:46close660.010.695080.000000.698071.06500022.17
1992020.06.05 23:58sell670.010.716820.000000.00000
2002020.06.05 23:58modify670.010.716820.000000.71282
2012020.06.08 12:31close670.010.718810.000000.71282-2.26500019.92
2022020.06.26 23:59buy680.010.692830.000000.00000
2032020.06.26 23:59modify680.010.692830.000000.69683
2042020.06.29 04:14close680.010.693840.000000.696831.06500020.98
2052020.07.24 23:53buy690.010.686620.000000.00000
2062020.07.24 23:53modify690.010.686620.000000.69062
2072020.07.27 10:29close690.010.684610.000000.69062-2.24500018.74
2082020.07.31 23:48buy700.010.681200.000000.00000
2092020.07.31 23:48modify700.010.681200.000000.68520
2102020.08.03 03:14close700.010.682210.000000.685201.06500019.81
2112020.08.14 23:54buy710.010.685540.000000.00000
2122020.08.14 23:54modify710.010.685540.000000.68954
2132020.08.17 14:20close710.010.686500.000000.689541.01500020.82
2142020.08.28 23:55buy720.010.690380.000000.00000
2152020.08.28 23:55modify720.010.690380.000000.69438
2162020.08.31 07:08close720.010.691410.000000.694381.09500021.92